Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/76005


Title: An asymptotic solution for the free boundary parabolic equations
Authors: Liu, Ming-Long
劉明郎
Liu, H.-K.
Contributors: 應數系
Keywords: 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
Date: 2011-07
Issue Date: 2015-06-22 14:26:36 (UTC+8)
Abstract: 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.
Relation: World Academy of Science, Engineering and Technology, 55, 1058-1064
Data Type: article
Appears in Collections:[應用數學系] 期刊論文

Files in This Item:

File Description SizeFormat
index.html0KbHTML836View/Open


All items in 學術集成 are protected by copyright, with all rights reserved.


社群 sharing