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Showing 1 to 8 of 8 for “"free-boundary problems"”.
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On some stochastic control models and related free-boundary problems in insurance mathematics
… can be formulated as stochastic control-stopping problems, while the model considered in Chapter 5 is a singular stochastic control problem. One of the primary challenges lies in characterizing the free boundaries when solving above problems.<br /><br /> Specifically, Chapter 2 proposes a dynamic …
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Level-Set Ghost Fluid Methods for Free Boundary Problems in Incompressible Euler and Navier-Stokes Equations
Questo lavoro di tesi è dedicato allo studio di problemi a frontiera libera per le equazioni Eulero e Navier-Stokes nelle variabili primitive. L'obiettivo principale di questa tesi è quello di elaborare una metodologia che permetta di modellizzare diversi tipi di fluidi incomprimibili, con …
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Regularity of solutions and the free boundary for a class of Bernoulli-type parabolic free boundary problems with variable coefficients
… this work the regularity of solutions and of the free boundary for a type of parabolic free boundary problem with variable coefficients is proved. After introducing the problem and its history in the introduction, we proceed in Chapter 2 to prove the optimal Lipschitz regularity of viscosity …
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Variational Methods for Nonlinear Partial Differential Equations
… minimizer of functionals for the case of fixed boundary problems. This theorem assumes coercivity and lower semicontinuity conditions of the functional and the energy functional is defined over subsets of Sobolev spaces. After that, the technical concepts associated to this theorem are …
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ΕΦΑΡΜΟΓΗ ΤΩΝ ΜΕΘΟΔΩΝ ΤΟΥ ΤΕΤΡΑΓΩΝΙΚΟΥ ΠΡΟΓΡΑΜΜΑΤΙΣΜΟΥ ΣΤΑ ΠΡΟΒΛΗΜΑΤΑ ΤΗΣ ΘΕΩΡΙΑΣ ΠΛΑΣΤΙΚΟΤΗΤΑΣ
… SHOWS HOW IT IS POSSIBLE TO STUDY THE PROBLEMS OF THE THEORY OF PLASTICITY IN THEIR INCREMENTALAND HOLONOMIC FORMULATION, BOTH AS MECHANICAL PROBLEMS WHOSE SOLUTION IS SOUGHT AND AS FREE BOUNDARY PROBLEMS BETWEEN ELASTICITY AND PLASTICITY. FIRST THE ALGORITHM OF H. THEIL AND C. VAN DE …
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Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
… exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Econ. 81(3) (1973), 637-659], the differential equation approach in pricing options has attracted many researchers. Recently, numerical singular perturbation …
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Optimal Stopping Problems with A Random Time Horizon
… with the goal of formulating the corresponding free-boundary problems for the valuation of atypical American contingent claims involving non- stopping times, which restrict the optimal stopping rules to be made before the last exit times of the price of the underlying assets at its running …
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Niveauflächen zur Berechnung zweidimensionaler Dendrite
Dendriten sind baumartige Mikrostrukturen, welche bei Kristallisations- und <br>Erstarrungsprozessen auftreten können. So werden Dendrite beispielsweise beim <br>Erstarren einer unterkühlten Flüssigkeit beobachtet. Ein Modell hierfür bildet <br>das modifizierte Stefanproblem. Die vorliegende Arbeit …