• Title/Summary/Keyword: Degenerate parabolic equation

검색결과 14건 처리시간 0.025초

REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS

  • Dong, Hongjie;Kim, Seick
    • 대한수학회보
    • /
    • 제52권3호
    • /
    • pp.947-953
    • /
    • 2015
  • Vecer derived a degenerate parabolic equation characterizing the price of Asian options with generally sampled average. It is well understood that there exists a unique probabilistic solution to Vecer's PDE but it remained unclear whether the probabilistic solution is a classical solution. We prove that the probabilistic solution to Vecer's PDE is indeed regular.

NONHOMOGENEOUS DIRICHLET PROBLEM FOR ANISOTROPIC DEGENERATE PARABOLIC-HYPERBOLIC EQUATIONS WITH SPATIALLY DEPENDENT SECOND ORDER OPERATOR

  • Wang, Qin
    • 대한수학회보
    • /
    • 제53권6호
    • /
    • pp.1597-1612
    • /
    • 2016
  • There are fruitful results on degenerate parabolic-hyperbolic equations recently following the idea of $Kru{\check{z}}kov^{\prime}s$ doubling variables device. This paper is devoted to the well-posedness of nonhomogeneous boundary problem for degenerate parabolic-hyperbolic equations with spatially dependent second order operator, which has not caused much attention. The novelty is that we use the boundary flux triple instead of boundary layer to treat this problem.

UNIQUENESS OF SOLUTIONS FOR A DEGENERATE PARABOLIC EQUATION WITH ABSORPTION

  • Lee, Jin Ho;Jang, Seong Hee
    • Korean Journal of Mathematics
    • /
    • 제5권2호
    • /
    • pp.151-167
    • /
    • 1997
  • We estimate the interior Lipschitz norm and maximum of the solution for degenerate parabolic equations with absorption. Also obtain the growth rate of the solution $u$ in terms of time $t$. From this we show the uniqueness of solution with respect to the initial trace.

  • PDF

LONG-TIME BEHAVIOR FOR SEMILINEAR DEGENERATE PARABOLIC EQUATIONS ON ℝN

  • Cung, The Anh;Le, Thi Thuy
    • 대한수학회논문집
    • /
    • 제28권4호
    • /
    • pp.751-766
    • /
    • 2013
  • We study the existence and long-time behavior of solutions to the following semilinear degenerate parabolic equation on $\mathbb{R}^N$: $$\frac{{\partial}u}{{\partial}t}-div({\sigma}(x){\nabla}u+{\lambda}u+f(u)=g(x)$$, under a new condition concerning a variable non-negative diffusivity ${\sigma}({\cdot})$. Some essential difficulty caused by the lack of compactness of Sobolev embeddings is overcome here by exploiting the tail-estimates method.

GLOBAL ATTRACTOR FOR A SEMILINEAR STRONGLY DEGENERATE PARABOLIC EQUATION WITH EXPONENTIAL NONLINEARITY IN UNBOUNDED DOMAINS

  • Tu, Nguyen Xuan
    • 대한수학회논문집
    • /
    • 제37권2호
    • /
    • pp.423-443
    • /
    • 2022
  • We study the existence and long-time behavior of weak solutions to a class of strongly degenerate semilinear parabolic equations with exponential nonlinearities on ℝN. To overcome some significant difficulty caused by the lack of compactness of the embeddings, the existence of a global attractor is proved by combining the tail estimates method and the asymptotic a priori estimate method.

THE CAUCHY PROBLEM FOR A DENGERATE PARABOLIC EQUATION WITH ABSORPTION

  • Lee, Jin-Ho
    • 대한수학회보
    • /
    • 제37권2호
    • /
    • pp.303-316
    • /
    • 2000
  • The Cauchy problem for degenerate parabolic equations with absorption is studied. We prove the existence of a fundamental solution. Also a Harnack type inequality is established and the existence and uniqueness of initial trace for nonnegative solutions is shown.

  • PDF

EXISTENCE AND LARGE TIME BEHAVIOR OF SOLUTIONS TO A FOURTH-ORDER DEGENERATE PARABOLIC EQUATION

  • LIANG, BO;WANG, MEISHAN;WANG, YING
    • 대한수학회보
    • /
    • 제52권4호
    • /
    • pp.1059-1068
    • /
    • 2015
  • The paper is devoted to studying a fourth-order degenerate parabolic equation, which arises in fluid, phase transformation and biology. Based on the existence and uniqueness of one semi-discrete problem, two types of approximate solutions are introduced. By establishing some necessary uniform estimates for those approximate solutions, the existence and uniqueness of the corresponding parabolic problem are obtained. Moreover, the long time asymptotic behavior is established by the entropy functional method.

GLOBAL ATTRACTOR FOR A CLASS OF QUASILINEAR DEGENERATE PARABOLIC EQUATIONS WITH NONLINEARITY OF ARBITRARY ORDER

  • Tran, Thi Quynh Chi;Le, Thi Thuy;Nguyen, Xuan Tu
    • 대한수학회논문집
    • /
    • 제36권3호
    • /
    • pp.447-463
    • /
    • 2021
  • In this paper we study the existence and long-time behavior of weak solutions to a class of quasilinear degenerate parabolic equations involving weighted p-Laplacian operators with a new class of nonlinearities. First, we prove the existence and uniqueness of weak solutions by combining the compactness and monotone methods and the weak convergence techniques in Orlicz spaces. Then, we prove the existence of global attractors by using the asymptotic a priori estimates method.

Existence and Behavior Results for a Nonlocal Nonlinear Parabolic Equation with Variable Exponent

  • Sert, Ugur;Ozturk, Eylem
    • Kyungpook Mathematical Journal
    • /
    • 제60권1호
    • /
    • pp.145-161
    • /
    • 2020
  • In this article, we study the solvability of the Cauchy-Dirichlet problem for a class of nonlinear parabolic equations with nonstandard growth and nonlocal terms. We prove the existence of weak solutions of the considered problem under more general conditions. In addition, we investigate the behavior of the solution when the problem is homogeneous.