ANALYSIS OF DIFFUSION BY DIFFERENTIAL EQUATION MODELS
نویسندگان
چکیده
منابع مشابه
Numerical Analysis of Jump Diffusion Models: A Partial Differential Equation Approach
We discuss a number of numerical methods that approximate the solution of the Partial Integro Differential Equation (PIDE) that models contingent claims with jumps. Starting with the Merton jump model for the underlying asset we motivate how to find the corresponding PIDE that models a derivative quantity on that asset. We pose the PIDE in a form that becomes amenable to a solution using the fi...
متن کاملSolving Fuzzy Partial Differential Equation by Differential Transformation Method
Normal 0 false false false ...
متن کاملBalancing of Diffusion Partial Differential Equation
This paper concerns with the balancing theory for the system governed by diffusion partial differential equation, which is refereed here as infinite dimensional system or distributed-parameter system. Based on the eigenvalue-eigenfunction structure of Laplacian differential operator, the approximate controllability and initial observability are constructed. In order to perform the balanced real...
متن کاملReverse - Time Diffusion Equation Models *
Stochastic differential equations have a built-in direction of time flow since future increments in the driving process are assumed independent of present and past values of the process defined by the solution of the equation. The differential equations are thought of as evolving forward in time, normally from some fixed initial time, and the integral representation of a solution, involving as ...
متن کاملSolutions of diffusion equation for point defects
An analytical solution of the equation describing diffusion of intrinsic point defects in semiconductor crystals has been obtained for a one-dimensional finite-length domain with the Robin-type boundary conditions. The distributions of point defects for different migration lengths of defects have been calculated. The exact analytical solution was used to verify the approximate numerical solutio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Kodo Keiryogaku (The Japanese Journal of Behaviormetrics)
سال: 1984
ISSN: 0385-5481,1880-4705
DOI: 10.2333/jbhmk.12.11