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https://ah.lib.nccu.edu.tw/handle/140.119/76005| 題名: | An asymptotic solution for the free boundary parabolic equations | 作者: | Liu, Ming-Long 劉明郎 Liu, H.-K. |
貢獻者: | 應數系 | 關鍵詞: | Asymptotic solutions; Computational results; Exchange options; Free boundary; Free-boundary problems; Nonlinear integral equations; Numerical solution; Parabolic Equations; Boundary value problems; Iterative methods; Partial differential equations; Integral equations | 日期: | Jul-2011 | 上傳時間: | 22-Jun-2015 | 摘要: | In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity. | 關聯: | World Academy of Science, Engineering and Technology, 55, 1058-1064 | 資料類型: | article |
| Appears in Collections: | 期刊論文 |
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