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Full-Text Articles in Physical Sciences and Mathematics
Analytical Solutions For The Black-Scholes Equation, Jalil Manafian, Mahnaz Paknezhad
Analytical Solutions For The Black-Scholes Equation, Jalil Manafian, Mahnaz Paknezhad
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, the Black-Sholes equation (BS) has been applied successfully with the Cauchy-Euler method and the method of separation of variables and new analytical solutions have been found. The linear partial differential equation (PDE) transformed to linear ordinary differential equation (ODE) as well. We acquired three types of solutions including hyperbolic, trigonometric and rational solutions. Descriptions of these methods are given and the obtained results reveal that three methods are tools for exploring partial differential models.
Regularized Solutions For Terminal Problems Of Parabolic Equations., Sujeewa Indika Hapuarachchi
Regularized Solutions For Terminal Problems Of Parabolic Equations., Sujeewa Indika Hapuarachchi
Electronic Theses and Dissertations
The heat equation with a terminal condition problem is not well-posed in the sense of Hadamard so regularization is needed. In general, partial differential equations (PDE) with terminal conditions are those in which the solution depends uniquely but not continuously on the given condition. In this dissertation, we explore how to find an approximation problem for a nonlinear heat equation which is well-posed. By using a small parameter, we construct an approximation problem and use a modified quasi-boundary value method to regularize a time dependent thermal conductivity heat equation and a quasi-boundary value method to regularize a space dependent thermal …
Numerically Solving A System Of Pdes Modeling Chronic Wounds Treated With Oxygen Therapy, Stefan Stryker
Numerically Solving A System Of Pdes Modeling Chronic Wounds Treated With Oxygen Therapy, Stefan Stryker
Mahurin Honors College Capstone Experience/Thesis Projects
Chronic wounds such as diabetic foot ulcers are the leading cause of non-traumatic amputations in developed countries. For researchers to better understand the physiology of these wounds, a mathematical model describing oxygen levels at the wound site can be used to help predict healing responses. The model utilizes equations that are modified from work by Guffey (2015) that consists of four variables – oxygen, bacteria, neutrophils, and chemoattractant within a system of partial differential equations. Our research focuses on numerically solving these partial differential equations using a finite volume approach. This numerical solver will be important for future research in …