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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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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

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