in , where ε>0, , with β a Lipschitz function satisfying β>0 in (0,1), β≡0 outside (0,1) and . The functions uε and fε are uniformly bounded. One of the motivations for the study of this problem is that it appears in the analysis of the propagation of flames in the high activation energy limit, when sources are present.We obtain uniform estimates, we pass to the limit (ε→0) and we show that limit functions are solutions to the two phase free boundary problem:
where f=limfε, in a viscosity sense and in a pointwise sense at regular free boundary points.In addition, we show that the free boundary is smooth and thus limit functions are classical solutions to the free boundary problem, under suitable assumptions.Some of the results obtained are new even in the case fε≡0.The results in this paper also apply to other combustion models. For instance, models with nonlocal diffusion and/or transport. Several of these applications are discussed here and we get, in some cases, the full regularity of the free boundary.  相似文献
1 [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] 下一页 » 末  页»
  首页 | 本学科首页   官方微博 | 高级检索  
  按 检索   检索词:      
出版年份:   被引次数:   他引次数: 提示:输入*表示无穷大
  收费全文   252篇
  国内免费   30篇
  完全免费   10篇
  数学   292篇
  2017年   1篇
  2014年   15篇
  2013年   8篇
  2012年   9篇
  2011年   16篇
  2010年   11篇
  2009年   23篇
  2008年   24篇
  2007年   17篇
  2006年   22篇
  2005年   16篇
  2004年   14篇
  2003年   19篇
  2002年   22篇
  2001年   6篇
  2000年   17篇
  1999年   9篇
  1998年   2篇
  1997年   8篇
  1996年   7篇
  1995年   8篇
  1994年   4篇
  1993年   2篇
  1992年   1篇
  1991年   1篇
  1990年   3篇
  1989年   1篇
  1988年   1篇
  1987年   1篇
  1986年   1篇
  1984年   1篇
  1977年   1篇
  1974年   1篇
排序方式: 共有292条查询结果,搜索用时 62 毫秒
Let I: be a given bounded image function, where is an open and bounded domain which belongs to n. Let us consider n=2 for the purpose of illustration. Also, let S={xi}i be a finite set of given points. We would like to find a contour , such that is an object boundary interpolating the points from S. We combine the ideas of the geodesic active contour (cf. Caselles et al. [7,8]) and of interpolation of points (cf. Zhao et al. [40]) in a level set approach developed by Osher and Sethian [33]. We present modelling of the proposed method, both theoretical results (viscosity solution) and numerical results are given. AMS subject classification 49L25, 74G65, 68U10  相似文献
The pricing equations derived from uncertain volatility modelsin finance are often cast in the form of nonlinear partial differentialequations. Implicit timestepping leads to a set of nonlinearalgebraic equations which must be solved at each timestep. Tosolve these equations, an iterative approach is employed. Inthis paper, we prove the convergence of a particular iterativescheme for one factor uncertain volatility models. We also demonstratehow non-monotone discretization schemes (such as standard Crank–Nicolsontimestepping) can converge to incorrect solutions, or lead toinstability. Numerical examples are provided.  相似文献
Regularity of viscosity solutions of a degenerate parabolic equation   总被引:3,自引:0,他引:3  
We study the Cauchy problem for the nonlinear degenerate parabolic equation of second order

and present regularity results for the viscosity solutions.


The author proves, when the noise is driven by a Brownian motion and an independent Poisson random measure, the one-dimensional reflected backward stochastic differential equation with a stopping time terminal has a unique solution. And in a Markovian framework, the solution can provide a probabilistic interpretation for the obstacle problem for the integral-partial differential equation.  相似文献
American Options Exercise Boundary When the Volatility Changes Randomly   总被引:2,自引:0,他引:2  
The American put option exercise boundary has been studied extensively as a function of time and the underlying asset price. In this paper we analyze its dependence on the volatility, since the Black and Scholes model is used in practice via the (varying) implied volatility parameter. We consider a stochastic volatility model for the underlying asset price. We provide an extension of the regularity results of the American put option price function and we prove that the optimal exercise boundary is a decreasing function of the current volatility process realization. Accepted 13 January 1998  相似文献
Optimal control problems for bilinear systems are studied and solved with a view to approximating analogous problems for general nonlinear systems. For a given bilinear optimal control problem, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. Also, the direct solution to the Hamilton-Jacobi equation is analyzed. A power-series approach is presented which requires offline calculations as in the linear case (Riccati equation). The methods are compared and illustrated. Relations to classical linear systems theory are discussed.  相似文献

Solutions of the optimal control and -control problems for nonlinear affine systems can be found by solving Hamilton-Jacobi equations. However, these first order nonlinear partial differential equations can, in general, not be solved analytically. This paper studies the rate of convergence of an iterative algorithm which solves these equations numerically for points near the origin. It is shown that the procedure converges to the stabilizing solution exponentially with respect to the iteration variable. Illustrative examples are presented which confirm the theoretical rate of convergence.


A Hamiltonian model is analyzed for a one-dimensional inviscid compressible fluid. The space–time evolution of the fluid is governed by the following system of the Hamilton–Jacobi and the continuity equations:
Here S and ρ designate the velocity potential and the mass density, respectively. Unless S 0 is convex, shocks form and the velocity S x becomes discontinuous in {0<ω t<π/2}. It is demonstrated that there nevertheless exists a unique viscosity–measure solution (S,ρ) when S 0 is globally Lipschitz continuous and locally semi-concave while ρ 0 is a finite Borel measure. The structure of the velocity and the density is exhibited. For initial data correlated in a certain sense, a class of classical solutions (S,ρ) is given. Negative time is also considered, and illustrating examples are given.   相似文献
A two phase elliptic singular perturbation problem with a forcing term   总被引:1,自引:0,他引:1  
We study the following two phase elliptic singular perturbation problem:
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号