Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics

global results on some nonlinear partial differential equations for direct and inverse problems

در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...

Topological soliton solutions of the some nonlinear partial differential equations

In this paper, we obtained the 1-soliton solutions of the symmetric regularized long wave (SRLW) equation and the (3+1)-dimensional shallow water wave equations. Solitary wave ansatz method is used to carry out the integration of the equations and obtain topological soliton solutions The physical parameters in the soliton solutions are obtained as functions of the dependent coefficients. Note t...

Numerical Approximation of Multidimensional Parabolic Partial Differential Equations Arising in Financial Mathematics

Financial Derivatives and Partial Differential Equations

1. ASSETS AND DERIVATIVES. Assets of all sorts are traded in financial markets: stocks and stock indices, foreign currencies, loan contracts with various interest rates, energy in many forms, agricultural products, precious metals, etc. The prices of these assets fluctuate, sometimes wildly. As an example, Figure 1 shows the price of IBM stock within a single day. The picture would look more or...

APPLICATION OF PARTIAL DIFFERENTIAL EQUATIONS IN SNOW MECHANICS

In the present work, failure of a snow slab is analyzed by accounting Normal mode criteria. The analysis has been extended to include residual stress into the model (in addition to body forces). Intensity of crack energy release rate, and displacement components have been derived and their values have been estimated. The obtained results have been compared with the existing snow slab failure mo...