نتایج جستجو برای: Free boundary problem
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in this paper, installment options on the underlying assetwhich evolves according to black-scholes model and pays constant dividendto its owner will be considered. applying arbitrage pricing theory,the non-homogeneous parabolic partial differential equation governingthe value of installment option is derived. then, penalty method is usedto value the european continuous installment call option.
this paper considers a class of one-dimensional solidification problem in which kinetic undercooling is incorporated into the temperature condition at the interface. a model problem with nonlinear kinetic law is considered. the main result is an existence theorem. the mathematical effects of the kinetic term are discussed
This paper considers a class of one-dimensional solidification problem in which kinetic undercooling is incorporated into the temperature condition at the interface. A model problem with nonlinear kinetic law is considered. The main result is an existence theorem. The mathematical effects of the kinetic term are discussed
In this article, element free Galerkin method is used for static analysis of thin micro/nanoscale plates based on the nonlocal plate theory. The problem is solved for the plates with arbitrary boundary conditions. Since shape functions of the element free Galerkin method do not satisfy the Kronecker’s delta property, the penalty method is used to impose the essential boundary conditions. Discre...
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