r=q时美式期权最佳实施边界在到期日附近的渐近展开

利用美式期权的性质及最佳实施边界S(t)满足的非线性积分方程得到S(t)的先验估计,然后利用此先验估计将对S(t)的渐近展开转化为满足方程VE(S,t)=K-S的S(t)的渐近展开,最后得到利率r与红利率q相等时美式期权最佳实施边界在到期日附近的渐近展开．     

Ginzburg-Landau方程的非齐次初边值问题

研究具非线性边界条件的一类广义Ginzburg-Landau方程解的整体存在性．推导了Ginzburg-Landau方程的非齐次初边值问题光滑解的几个积分恒等式,由此得到了解的法向导数在边界上的平方模以及解的平方模和导数的平方模估计;通过逼近技巧、先验估计和取极限方法证明了Ginzburg-Landau方程的非齐次初边值问题整体弱解的存在性．     

在分子晶体中的一类广义非线性Schroedinger方程组的初边值问题

研究了在分子晶体中的一类广义非线性Schroedinger方程组的初边值问题．应用先验估计的方法，得到了整体解的存在性．     

一类半线性反应扩散方程组的非平凡平衡解

利用正锥上的度理论,结合精细的先验估计技巧,讨论了一类强非线性弱耦合的反应扩散方程组,得到了其非平凡平衡解的存在性以及解的结构．     

二阶非线性椭圆型方程组Poincaré问题解的稳定性

本文中,我们讨论二阶非线性椭圆型方程组的一种非正则斜微商边值问题解的稳定性.这个结果主要是利用边值问题解的先验估计来导出的.§1加于椭圆型方程组的条件及问题的适定提法设D是x平面上的N+1(0≤N<∞)连通有界区域,其边界Γ∈C_μ~2(0<μ<1).不失一般性,可以认为D是平面上单位圆内的N+1连通圆界区域,其边界Γ=(?)Γ_j,Γ_j={|z-Z_j|     

一类非线性椭圆型方程的Dirichlet问题

本文讨论非线性椭圆型方程的Dirichlet问题．利用Schauder不动点定理及先验估计方法得到主要结果：存在正的光滑解．     

Landau-Fermi-Dirac方程的整体经典解

研究了周期区域上平衡态附近Landau-Fermi-Dirac方程的Cauchy问题.利用宏观-微观分解以及局部的守恒律得到一致空间能量估计.接着结合对非线性碰撞算子的细致估计,推导了包含随时间演化的等价瞬时能量的非线性能量估计,进而得到一致的先验估计.最后通过局部存在性、一致的先验估计以及连续性技巧,得到了Landau-Fermi-Dirac方程平衡态附近整体光滑解的存在性.     

一类带调和势的耗散非线性Schrdinger方程的全局和爆破性质(英文)

针对一类带调和势的耗散非线性schrodinger方程,本文运用一些不等式和先验估计方法研究了其解的行为特征．     

抛物型方程一般边界问题解的先验估计

解的Schauder型先验估计在偏微分方程理论中起着重要的作用,这种估计通常有两种类型,卽所谓“内估计”和“边界估计”。对于椭圆型方程解的先验估计,最早由J.Schauder著名的工作[1,2]开始,此后出现了不少关于这方面的文章,而在S.Agmon,A.Douglis,L.Nirenberg的[3]中作了完整的总结,他们对于高阶椭圆型方程一般边界间题得到了估计。而对于抛物型方程这种类型的估计还是近十年来才开始的,1954年C.Ciliberto,1958年A.Friedman分别得到了两个和多个变量的二阶方程第一边界问题解的先验估计。[7]中得到了高阶方程的“内估计”。在本文中我们对于高阶抛物型     

一类非线性抛物型方程非线性边值问题整体范围内差分方法的可解性

在非线性抛物型方程边值问题可解性的研究中,用有限差分法进行先验估计也是一个常用的方法。但使用有限差分法所得出的可解性往往是局部的,同时在非线性边界的估计中也遇到了一定的困难。 1962年,K.Rektorys在[1][2]中首次用有限差分法证明了一类非线性抛物型方程的边值问题在整体范围内的可解性,但他只研究了第一边值问题及一些简单的其它边值问题,对于非线性边值问题,我们还没有见到用有限差分法取得成功的报导。     

Nonlinear singular sturm-liouville problems and an application to transonic flow through a nozzle

We consider a class of singular Sturm-Liouville problems with a nonlinear convection and a strongly coupling source. Our investigation is motivated by, and then applied to, the study of transonic gas flow through a nozzle. We are interested in such solution properties as the exact number of solutions, the location and shape of boundary and interior layers, and nonlinear stability and instability of solutions when regarded as stationary solutions of the corresponding convective reaction-diffusion equations. Novel elements in our theory include a priori estimate for qualitative behavior of general solutions, a new class of boundary layers for expansion waves, and a local uniqueness analysis for transonic solutions with interior and boundary layers.     

一类广义耦合的非线性波动方程组时间周期解的存在性

研究了一类广义耦合的非线性波动方程组关于时间周期解的问题.首先利用Galerkin方法构造近似时间周期解序列,然后利用先验估计和Laray-Schauder不动点原理,证明近似时间周期解序列的收敛性,从而得到该问题时间周期解的存在性.     

Generalized three-point difference schemes of high order of accuracy for nonlinear ordinary differential equations of the second order

For nonlinear ordinary differential equations of the second order with a derivative on the right-hand side and boundary conditions of the first kind, we construct and justify generalized three-point difference schemes of high order of accuracy on a nonuniform mesh. The existence and uniqueness of their solutions are proved, and an a priori estimate of the accuracy is obtained.     

Removable singularities of solutions of degenerate nonlinear elliptic equations on the boundary of a domain

The removability of singularities of solutions for the Dirichlet problem for degenerate nonlinear elliptic equations on the boundary of a domain is studied. A method based on a priori energetic estimates of solutions to elliptic boundary value problems is used. The growth in the vicinity of a boundary point (finite or at infinity) for generalized solutions is studied.     

完全非线性伪抛物组的非均匀网格差分格式

完全非线性伪抛物组的非均匀网格差分格式韩永前，袁光伟，周毓麟（北京应用物理与计算数学研究所）ＤＩＦＦＥＲＥＮＣＥＳＣＨＥＭＥＳＷＩＴＨＮＯＮＵＮＩＦＯＲＭＭＥＳＨＥＳＦＯＲＦＵＬＬＹＮＯＮＬＩＮＥＡＲＰＳＥＵＤＯ－ＰＡＲＡＢＯＬＩＣＳＹＳＴＥＭＳ￥Ｈ...     

Some nonlinear elliptic systems with right-hand side integrable data with respect to the distance to the boundary

In this paper, we study the very weak solutions to some nonlinear elliptic systems with right-hand side integrable data with respect to the distance to the boundary. Firstly, we study the existence of the approximate solutions. Secondly, a priori estimates are given in the framework of weighted spaces. Finally, we prove the existence, uniqueness and regularity of the very weak solutions.     

A priori estimates and solvability of the third two-point boundary value problem

We study a priori estimates and solvability of a nonlinear two-point boundary value problem for systems of second-order ordinary differential equations with leading positively homogeneous nonlinearity of order > 1 vanishing on a single surface. Assuming that an a priori estimate holds, we prove the invariance of the solvability of the problem under a continuous change of the leading nonlinear homogeneous terms and under arbitrary perturbations that do not affect the behavior of the leading nonlinear homogeneous terms at infinity.     

An initial boundary value problem for a pseudoparabolic equation with a nonlinear boundary condition

An initial boundary value problem for a quasilinear equation of pseudoparabolic type with a nonlinear boundary condition of the Neumann–Dirichlet type is investigated in this work. From a physical point of view, the initial boundary value problem considered here is a mathematical model of quasistationary processes in semiconductors and magnets, which takes into account a wide variety of physical factors. Many approximate methods are suitable for finding eigenvalues and eigenfunctions in problems where the boundary conditions are linear with respect to the desired function and its derivatives. Among these methods, the Galerkin method leads to the simplest calculations. On the basis of a priori estimates, we prove a local existence theorem and uniqueness for a weak generalized solution of the initial boundary value problem for the quasilinear pseudoparabolic equation. A special place in the theory of nonlinear equations is occupied by the study of unbounded solutions, or, as they are called in another way, blow-up regimes. Nonlinear evolutionary problems admitting unbounded solutions are globally unsolvable. In the article, sufficient conditions for the blow-up of a solution in a finite time in a limited area with a nonlinear Neumann–Dirichlet boundary condition are obtained.     

On global solutions to the initial–boundary value problem for the nonlinear Schrödinger equations in exterior domains

We consider the initial–boundary value problem for the nonlinear Schr‐dinger equations in an exterior domain. Global existence theorem of smooth solutions is established by using a–priori decay estimates of solutions which are obtained by the pseudoconformal indentity     

A Priori Estimate for the Discontinuous Oblique Derivative Problem for Elliptic Systems

Recently [6] an existence as well as a uniqueness theorem for the discontinuous oblique derivative problem for nonlinear elliptic system of first order in the plane, see [12, 19, 23] was proved, based on some a priori estimate from [20]. This estimate, however, is deduced by reductio ad absurdum. Therefore the constants in this estimate are unknown so that the estimate cannot be used for numerical procedures, e.g. for approximating the solution of a nonlinear problem by solutions of related linear problems, see [24, 3, 4]. In this paper a direct proof of an a priori estimate is given using some variations of results from [14], see also [11], where the constants can explicitely be estimated. For related a priori estimates see [1 – 5, 8, 16, 17, 20, 21, 24 – 26]. A basic reference for the oblique derivative problem is [9].