搜索结果: 1-9 共查到“偏微分方程 degenerate”相关记录9条 . 查询时间(0.047 秒)
C^{1,1} regularity for degenerate elliptic obstacle problems in mathematical finance
American-style option degenerate elliptic differential operator degenerate diffusion process free boundary problem Heston stochastic volatility process
2012/6/21
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the h...
Stability of bound states of Hamiltonian PDEs in the degenerate cases
Hamiltonian PDEs degenerate cases Analysis of PDEs
2011/9/14
Abstract: We consider a Hamiltonian systems which is invariant under a one-parameter unitary group. We give a criterion for the stability and instability of bound states for the degenerate case. We ap...
Unique continuation and approximate controllability for a degenerate parabolic equation
degenerate parabolic equations unique continuation approximate controllability local Carleman estimate
2011/9/13
Abstract: This paper studies unique continuation for weakly degenerate parabolic equations in one space dimension. A new Carleman estimate of local type is obtained to deduce that all solutions that v...
A nonlinear degenerate elliptic problem with W^{1,1}_0 solutions
nonlinear degenerate elliptic problem Analysis of PDEs
2011/8/26
Abstract: We study a nonlinear equation with an elliptic operator having degenerate coercivity. We prove the existence of a unique W^{1,1}_0 distributional solution under suitable summability assumpti...
Existence of solutions and separation from singularities for a class of fourth order degenerate parabolic equations
degenerate fourth-order parabolic equation separation from singularities long-time behavior
2010/12/8
A nonlinear parabolic equation of the fourth order is analyzed. The equation is characterized
by a mobility coefficient that degenerates at 0. Existence of at least one weak solution is proved by usi...
$L_1$-uniqueness of degenerate elliptic operators
$L_1$-uniqueness degenerate elliptic operators
2010/12/13
Let be an open subset of Rd with 0 ∈ . Further let H = −Pd i,j=1 @i cij @j be a second-order partial differential operator with domain C∞ c ( ) where the coefficients cij ∈ W1,∞
loc ( ) are re...
A maximum rank problem for degenerate elliptic fully nonlinear equations
degenerate elliptic fully nonlinear equations
2010/12/9
The solutions to the Dirichlet problem for two degenerate elliptic fully nonlinear equations in n + 1 dimensions, namely the real Monge-Amp`ere equation and the Donaldson equation, are shown to have m...
Degenerate homogeneous parabolic equations associated with the infinity-Laplacian
Degenerate homogeneous parabolic equations infinity-Laplacian
2010/12/8
We prove existence and uniqueness of viscosity solutions to the degenerate parabolic problem ut = h 1u where h 1 is the h-homogeneous operator associated with the infinity-Laplacian, h 1u = |Du|h&#...
EXISTENCE AND MULTIPLICITY RESULTS FOR A DEGENERATE ELLIPTIC EQUATIONS
degenerate elliptic equation mountain pass theorem maximal positive solution
2007/12/12
The goal of this paper is to study the multiplicity result of positive solutions of a class of degenerate elliptic equations. On the basis of the mountain pass theorems and the sub- and supersolutions...