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. © 2006 Brown University.

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APA Style

Addison, J., Howison, S., & King, J. R. (2006). Ray methods for free boundary problems. Quarterly of Applied Mathematics, 64(1), 41–59.

MLA Style

Addison, J, et al. “Ray Methods for Free Boundary Problems.” Quarterly of Applied Mathematics, vol. 64, no. 1, 2006, pp. 41–59.

Chicago Style

Addison, J, S Howison, and JR King. 2006. “Ray Methods for Free Boundary Problems.” Quarterly of Applied Mathematics 64 (1): 41–59.
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Authors

+ Addison, J More by this author

Role:: Author

+ Howison, S More by this author

Role:: Author

+ King, JR More by this author

Role:: Author

Journal:: Quarterly of Applied Mathematics More from this journal
Volume:: 64
Issue:: 1
Pages:: 41-59
Publication date:: 2006-03-01
ISSN:: 0033-569X

Language:: English
Pubs id:: pubs:1101
UUID:: uuid:f6bdb402-cfa0-49c3-b11a-45711dff6cce
Local pid:: pubs:1101
Source identifiers:: 1101
Deposit date:: 2012-12-19
ARK identifier:: ark:/29072/ora_f6bdb402cfa049c3b11a45711dff6cce

Terms of use

Copyright date:: 2006

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

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