| dc.contributor | 應數系 | - |
| dc.creator (作者) | Liu, Ming-Long | en_US |
| dc.creator (作者) | 劉明郎 | zh_TW |
| dc.creator (作者) | Liu, H.-K. | en_US |
| dc.date (日期) | 2011-07 | - |
| dc.date.accessioned | 22-Jun-2015 14:26:36 (UTC+8) | - |
| dc.date.available | 22-Jun-2015 14:26:36 (UTC+8) | - |
| dc.date.issued (上傳時間) | 22-Jun-2015 14:26:36 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/76005 | - |
| dc.description.abstract (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. | - |
| dc.format.extent | 176 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | World Academy of Science, Engineering and Technology, 55, 1058-1064 | - |
| dc.subject (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 | - |
| dc.title (題名) | An asymptotic solution for the free boundary parabolic equations | - |
| dc.type (資料類型) | article | en |
