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. (2006). Ray methods for free boundary problems.

MLA Style

Addison, J., et al. Ray Methods for Free Boundary Problems. 2006.

Chicago Style

Addison, J, S Howison, and J King. 2006. “Ray Methods for Free Boundary Problems.”
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+ Addison, J More by this author

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+ Howison, S More by this author

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+ King, J More by this author

Role:: Author

Publication date:: 2006-01-01

UUID:: uuid:a578c73d-ddb8-43f8-973d-2f64dbe6255c
Local pid:: oai:eprints.maths.ox.ac.uk:667
Deposit date:: 2011-05-19

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Copyright date:: 2006

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

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