The models of American option and perpetual American option are a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively.
在相应的基本假设下,美式期权的定价模型是一个抛物型偏微分方程自由边界问题,而永久美式期权的定价模型是一个常微分方程自由边界问题。
With the function approximation and Tikhonov regularization as the base,this paper presents a new type of iterative algorithm to solve inverse problems of parameter identification for onedimension parabolic partial differential equations.
以函数逼近和Tikhonov正则化为基础,利用算子识别摄动法和线性化技术提出求解一维抛物型偏微分方程参数识别反问题的迭代算法,拓宽了求解此类反问题泛定方程和初边值条件的适用范围。
In this paper, the oscillation for a class of impulsive neutral parabolic partial differential equations is investigated.
研究一类脉冲中立抛物型偏微分方程的振动性,借助Green散度定理和脉冲中立型微分方程,得到了该类方程在Dirichlet边界条件下所有解振动的一个充要条件。
Uniqueness of A Class of Nonlinear Parabolic Inverse Problems;
抛物型偏微分方程反问题解的唯一性
The Mixed Finite Element Method and Numerical Analysis for Two Kinds of Parabolic Partial Differential Equations;
两类抛物型偏微分方程混合元方法的数值分析
EFG Method of Parabolic Partial Differential Equation and Error Estimate;
抛物型偏微分方程的EFG方法及其误差估计
The Control Problems of Systems Governed by Parabolic Partial Differential Equations;
由抛物型偏微分方程描述的系统的控制问题
The Study and Application of MWLS Algorithm for Solving Parabolic Partial Differential Equations;
抛物型偏微分方程的MWLS算法研究及应用
New Algorithm of Solving the Coefficient Inverse Problem for Parabolic Equation;
关于抛物型偏微分方程反问题的一种新解法
A High Accuracy Differencing Scheme for Solving the Parabolic Partial Differential Equation;
解抛物型偏微分方程的一个高精度格式
EFG Solution of Parabolic Partial Differential Equation and Error Estimation
EFG法解抛物型偏微分方程的半离散误差估计
The Fully-discrete Error Estimation in Solving the Parabolic Partial Differential Equation with EFG (Element Free Galerkin) Method
用EFG法解抛物型偏微分方程全离散的误差估计
OSCILLATION THEOREM ON SYSTEMS OF A CLASS OF IMPULSIVE DELAY PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS
脉冲时滞抛物型偏微分方程组的振动性定理
Regularization Theory and Algorithm for Some Inverse Problems for Parabolic Partial Differential Equations;
抛物型偏微分方程中几类反问题的正则化理论及算法
A Necessary and Sufficient Condition for Oscillation of Impulsive Neutral Parabolic Partial Differential Equations;
脉冲中立抛物型偏微分方程振动的一个充要条件(英文)
Oscillation Theorems of Systems of Nonlinear Neutral Parabolic Partial Differential Equations
非线性中立抛物型偏微分方程系统的振动性定理
Necessary and Sufficient Condition for Oscillations of Parabolic Partial Differential Equations;
抛物型时滞偏微分方程解振动的充要条件
Oscillation of Solutions to a Class of Neutral Time-delay Parabolic Partial Differential Equation Systems
中立型时滞抛物偏微分方程组解的振动性
H-oscillation of neutral vector parabolic partial differential equations with continuous deviating arguments
具连续偏差变元的中立型向量抛物偏微分方程的H-振动性
This paper is devoted to the investigation of the asymptotic behavior for a class of nonlinear parabolic partial functional differential equations.
本文研究一类非线性抛物型偏泛函微分方程的渐近行为。
The alernating direction finite element method for parabolic integro-differential equation;
抛物型积分—微分方程的交替方向有限元方法