Journal article

Ray methods for Free Boundary Problems

Abstract:: We discuss the use of the WKB ansatz in a variety of parabolic problems involving a small parameter. We analyse the Stefan problem for small latent heat, the Black--Scholes problem for an American put option, and some nonlinear diffusion equations, in each case constructing an asymptotic solution by the use of ray methods.

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APA Style

Addison, J., Howison, S., & King, J. (2005). Ray methods for Free Boundary Problems.

MLA Style

Addison, J, et al. Ray Methods for Free Boundary Problems. 2005.

Chicago Style

Addison, J, S Howison, and J King. 2005. Ray Methods for Free Boundary Problems.
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Files:: smallstefan.pdf

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+ Addison, J More by this author

Role:: Author

+ Howison, S More by this author

Role:: Author

+ King, J More by this author

Role:: Author

Publication date:: 2005-01-01

UUID:: uuid:16df0701-5186-4cc3-8345-5fae50557dd9
Local pid:: oai:eprints.maths.ox.ac.uk:179
Deposit date:: 2011-05-19
ARK identifier:: ark:/29072/ora_16df070151864cc383455fae50557dd9

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Copyright date:: 2005

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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