✦ LIBER ✦

Approximation of the solution and its derivative for the singularly perturbed Black-Scholes equation with nonsmooth initial data

✍ Scribed by S. Li; G. I. Shishkin; L. P. Shishkina

Book ID: 110194707
Publisher: SP MAIK Nauka/Interperiodica
Year: 2007
Tongue: English
Weight: 335 KB
Volume: 47
Category: Article
ISSN: 0965-5425
DOI: 10.1134/s0965542507030098

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical solution of the singularly per

Numerical solution of the singularly perturbed problem for the hyperbolic equation with initial jump

✍ Su Yu-cheng; Lin Ping 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 529 KB

Grid Approximation for the Solution of t

Grid Approximation for the Solution of the Singularly Perturbed Heat Equation with Concentrated Capacity

✍ Ilia A Braianov; Lubin G Vulkov 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Pointwise and Weighted APrioriEstimates

Pointwise and Weighted APrioriEstimates of the Solution and Its First Derivative for a Singularly Perturbed Convection–Diffusion Equation

✍ V. B. Andreev 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 147 KB

Improved approximations of the solution

Improved approximations of the solution and derivatives to a singularly perturbed reaction-diffusion equation based on the solution decomposition method

✍ G. I. Shishkin; L. P. Shishkina 📂 Article 📅 2011 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 412 KB

Uniform grid approximation of nonsmooth

Uniform grid approximation of nonsmooth solutions to the mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a rectangle

✍ V. B. Andreev 📂 Article 📅 2008 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 353 KB

On perturbations of solutions to the Nav

On perturbations of solutions to the Navier–Stokes equations with large initial data and their dynamics

✍ P. Kučera; J. Neustupa 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 302 KB

We prove a theorem on stability of a strong solution of the Navier-Stokes equation with respect to perturbation of the initial velocity in the norm of D(A 1/4 ) (where A is the Stokes operator) and also with respect to certain perturbations of the acting body force. The theorem is applied to obtain