Academic literature on the topic 'Free boundary model'
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Journal articles on the topic "Free boundary model"
Lions, P. L., and N. Masmoudi. "On a free boundary barotropic model." Annales de l'Institut Henri Poincare (C) Non Linear Analysis 16, no. 3 (May 1999): 373–410. http://dx.doi.org/10.1016/s0294-1449(99)80018-3.
Full textYi,, Tong Y., and Parviz E. Nikravesh. "Extraction of Free-Free Modes from Constrained Vibration Data for Flexible Multibody Models." Journal of Vibration and Acoustics 123, no. 3 (February 1, 2001): 383–89. http://dx.doi.org/10.1115/1.1375814.
Full textLiu, Yunfeng, Zhiming Guo, Mohammad El Smaily, and Lin Wang. "A Wolbachia infection model with free boundary." Journal of Biological Dynamics 14, no. 1 (January 1, 2020): 515–42. http://dx.doi.org/10.1080/17513758.2020.1784474.
Full textKim, Kwang Ik, Zhigui Lin, and Qunying Zhang. "An SIR epidemic model with free boundary." Nonlinear Analysis: Real World Applications 14, no. 5 (October 2013): 1992–2001. http://dx.doi.org/10.1016/j.nonrwa.2013.02.003.
Full textBaker, Ruth E., Andrew Parker, and Matthew J. Simpson. "A free boundary model of epithelial dynamics." Journal of Theoretical Biology 481 (November 2019): 61–74. http://dx.doi.org/10.1016/j.jtbi.2018.12.025.
Full textElmurodov, Alimardon, Abduraxmon Norov, N. Yuldasheva, Sanjarbek Yuldashev, and Mavjuda Sadullayeva. "Free boundary problem for predator-prey model." E3S Web of Conferences 401 (2023): 04062. http://dx.doi.org/10.1051/e3sconf/202340104062.
Full textPetrova, A. G., and V. V. Pukhnachev. "Free Boundary Problem in a Polymer Solution Model." Russian Journal of Mathematical Physics 28, no. 1 (January 2021): 96–103. http://dx.doi.org/10.1134/s1061920821010106.
Full textTakhirov, J. O., and A. Norov. "On a predator-prey model with free boundary." Uzbek Mathematical Journal 2019, no. 4 (December 2, 2019): 162–68. http://dx.doi.org/10.29229/uzmj.2019-4-17.
Full textTambyah, Tamara A., Ryan J. Murphy, Pascal R. Buenzli, and Matthew J. Simpson. "A free boundary mechanobiological model of epithelial tissues." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 476, no. 2243 (November 2020): 20200528. http://dx.doi.org/10.1098/rspa.2020.0528.
Full textSaavedra, Patricia, and L. Ridgway Scott. "Variational formulation of a model free-boundary problem." Mathematics of Computation 57, no. 196 (1991): 451. http://dx.doi.org/10.1090/s0025-5718-1991-1094958-0.
Full textDissertations / Theses on the topic "Free boundary model"
Tambyah, Tamara. "A novel free boundary mathematical model of epithelial tissues with mechanobiological coupling." Thesis, Queensland University of Technology, 2020. https://eprints.qut.edu.au/205987/1/Tamara_Tambyah_Thesis.pdf.
Full textTeles, da Silva A. F. "Application of boundary integral methods to the study of steep free surface waves." Thesis, University of Bristol, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.279782.
Full textHeitzman, Michael Thomas Chicone Carmen Charles. "A free boundary gas dynamic model as a two-body field theory problem." Diss., Columbia, Mo. : University of Missouri--Columbia, 2009. http://hdl.handle.net/10355/7017.
Full textGlasner, Karl. "Multilayered Equilibria in a Density Functional Model of Copolymer-solvent Mixtures." SIAM PUBLICATIONS, 2017. http://hdl.handle.net/10150/624087.
Full textSidahmed, Abdelmgid Osman Mohammed. "Mesh free methods for differential models in financial mathematics." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_3917_1319185202.
Full textWanntorp, Henrik. "Optimal Stopping and Model Robustness in Mathematical Finance." Doctoral thesis, Uppsala : Department of Mathematics, Uppsala University, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9516.
Full textFormentin, Marco. "Two problems concerning interacting systems: 1. On the purity of the free boundary condition Potts measure on Galton-Watson trees 2. Uniform propagation of chaos in some spin-flip models." Doctoral thesis, Università degli studi di Padova, 2009. http://hdl.handle.net/11577/3426494.
Full textSommario: Un approccio rigoroso a questioni di Fisica Statistica spesso produce interessanti problemi matematici. Questa tesi di dottorato è composta da due parti. La prima non interseca la seconda, ma entrambe stanno sul confine tra Teoria della Probabilità e Meccanica Statistica. • La prima parte tratta il problema della ricostruzione per catene di Markov su alberi di tipo Galton-Watson. Miglioriamoi risultati precedentemente ottenuti da Mossel e Peres, sia per catene simmetriche che fortemente asimmetriche. Dimostriamo una condizione sufficiente della forma Q(d)c(M) < 1 per la non ricostruzione di catene diMarkov a q-stati sull’albero. Qui c(M) è una costante che dipende dalla matrice di transizione M e Q(d) è la media del numero di figli per vertice nell’albero di Galton-Watson. Questo risultato è equivalente alla purezza della misura libera di Gibbs. Quando consideriamo il caso del modello di Potts assumiamo anche questo punto di vista. Il teorema è valido anche per catene non reversibili. Nel caso del modello di Ising il nostro risultato produce la correta soglia di ricostruzione, nel caso di catene (fortemente) asimmetriche dove si sa che il bound di Kesten-Stigum non è esatto il metodo usato dà risultati numerici migliori. • Nella seconda parte diamo delle stime uniformi nel tempo per la propagazione del caos in alcuni modelli di spin con interazione a campo medio che presentano transizione di fase. Il primo è il modello dinamico di Curie-Weiss, che può essere considerato come il più semplice esempio di sistema con interazione a campo medio. Il secondo è un modello recentemente impiegato per spiegare i meccanismi del rischio di credito; esso descrive l’evoluzione temporale di indicatori finaziari per un gruppo di aziende interagenti quotate sul mercato. Anche se abbiamo trattato modelli specifici, crediamo che il metodo funzioni piuttosto in generale e che sia applicabile anche ad altre classi di modelli. Una limitazione sostanziale dei nostri risultati è che valgono solo nel caso sottocritico, che corrisponde, nel linguaggio della Meccanica Statistica, al regime di alta temperatura.
Bu, Tianren. "Option pricing under exponential jump diffusion processes." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/option-pricing-under-exponential-jump-diffusion-processes(0dab0630-b8f8-4ee8-8bf0-8cd0b9b9afc0).html.
Full textJiang, An. "American Spread Option Pricing with Stochastic Interest Rate." BYU ScholarsArchive, 2016. https://scholarsarchive.byu.edu/etd/5987.
Full textCoelho, Afonso Valente Ricardo de Seabra. "American options and the Black-Scholes Model." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20735.
Full textOs problemas de apreçamento de opções têm sido um dos principais assuntos de em Matemática Financeira, desde a criação desse conceito nos anos 70. Mais especificamente, as opções americanas são de grande interesse nesta área do conhecimento porque são matematicamente muito mais complexas do que as opções europeias padrão e o modelo de Black-Scholes não fornece, na maioria dos casos, uma fórmula explícita para a determinação do preço deste tipo de opções. Nesta dissertação, mostramos como o estudo de opções americanas conduz à análise de problemas de fronteira livre devido à possibilidade de exercício antecipado, onde nosso principal objetivo é encontrar o preço de exercício ótimo. Também apresentamos a reformulação do problema em termos de um problema de complementaridade linear e de desigualdade variacional parabólica. Além disso, também abordamos a caracterização probabilística das opções americanas com base no conceito de tempos de paragem ótima. Essas formulações, aqui tratadas em termos analíticos ou probabilísticos, podem ser muito úteis na aplicação de métodos numéricos ao problema de precificação de opções do estilo americano, uma vez que, na maioria dos casos, é quase impossível encontrar soluções explícitas. Além disso, utilizamos o Método da Árvore Binomial, que é um método numérico muito simples do ponto de vista matemático, para ilustrar alguns aspectos da teoria estudada ao longo desta tese e para comparar as opções americanas com as opções europeias e bermudas, por meio de alguns exemplos numéricos.
Option pricing problems have been one of the main focuses in the field of Mathematical Finance since the creation of this concept in the 1970s. More specifically, American options are of great interest in this area of knowledge because they are much more complex mathematically than the standard European options and the Black-Scholes model cannot give an explicit formula to value this style options in most cases. In this dissertation, we show how pricing American options leads to free boundary problems because of the possibility of early exercise, where our main goal is to find the optimal exercise price. We also present how to reformulate the problem into a linear complementarity problem and a parabolic variational inequality. Moreover, we also address the probabilistic characterization of American options based on the concept of stopping times. These formulations, here viewed from the analytical and probabilistic point of view, can be very useful for applying numerical methods to the problem of pricing American style options since, in most cases, it is almost impossible to find explicit solutions. Furthermore, we use the Binomial Tree Method, which is a very simple numerical method from the mathematical point of view, to illustrate some aspects of the theory studied throughout this thesis and to compare American options with European and Bermudan Options, by means of a few numerical examples.
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Books on the topic "Free boundary model"
International Conference on Computational Modelling of Free and Moving Boundary Problems (3rd 1995 Bled, Slovenia). Computational modelling of free and moving boundary problems III. Edited by Wrobel L. C. 1952-, Šarler B, Brebbia C. A, Wessex Institute of Technology, and Univerza v Ljubljani. Laboratory for Fluid Dynamics and Thermodynamics. Southampton: Computational Mechanics Publications, 1995.
Find full textInternational, Conference on Computational Modelling of Free and Moving Boundary Problems (2nd 1993 Milan Italy). Computational modelling of free and moving boundary problems II: Second International Conference on Computational Modelling of Free and Moving Boundary Problems 93. Southampton: Computational Mechanics Publications co-published with, 1993.
Find full text1952-, Wrovel L. C., and Brebbia C. A, eds. Computational methods for free and moving boundary problems in heat and fluid flow. Southampton: Computational Mechanics Publications, 1993.
Find full textK, Wideman J., and United States. National Aeronautics and Space Administration., eds. Skin-friction measurements in a 3-D, supersonic shock-wave/boundary-layer interaction: 32nd Aerospace Sciences Meeting & Exhibit, January 10-13, 1994/Reno, NV. Washington, D.C: American Institute of Aeronautics and Astronautics, 1994.
Find full textS, Bookout Paul, and United States. National Aeronautics and Space Administration., eds. Measurement of residual flexibility for substructures having prominent flexible interfaces. [Washington, DC: National Aeronautics and Space Administration, 1994.
Find full textS, Bookout Paul, and United States. National Aeronautics and Space Administration., eds. Measurement of residual flexibility for substructures having prominent flexible interfaces. [Washington, DC: National Aeronautics and Space Administration, 1994.
Find full textK, Wideman J., and United States. National Aeronautics and Space Administration., eds. Skin-friction measurements in a 3-D, supersonic shock-wave/boundary-layer interaction: 32nd Aerospace Sciences Meeting & Exhibit, January 10-13, 1994/Reno, NV. Washington, D.C: American Institute of Aeronautics and Astronautics, 1994.
Find full textK, Wideman J., and United States. National Aeronautics and Space Administration., eds. Skin-friction measurements in a 3-D, supersonic shock-wave/boundary-layer interaction: 32nd Aerospace Sciences Meeting & Exhibit, January 10-13, 1994/Reno, NV. Washington, D.C: American Institute of Aeronautics and Astronautics, 1994.
Find full textInternational Conference on Computational Modelling of Free and Moving Boundary Problems (1st 1991 Southampton, England). Computational modelling of free and moving boundary problems: Proceedings of the first International Conference, held 2-4, July, 1991, Southampton, U.K. Edited by Wrobel L. C. 1952- and Brebbia C. A. Southampton: Computational Mechanics Publications co-published with, 1991.
Find full textCenter, Ames Research, ed. Improved two-equation k - [omega] turbulence models for aerodynamic flows. Moffett Field, Calif: National Aeronautics and Space Administration, Ames Research Center, 1992.
Find full textBook chapters on the topic "Free boundary model"
Henseler, Reiner, Barbara Niethammer, and Felix Otto. "A Reduced Model for Simulating Grain Growth." In Free Boundary Problems, 177–87. Basel: Birkhäuser Basel, 2003. http://dx.doi.org/10.1007/978-3-0348-7893-7_14.
Full textShirakawa, Ken, Akio Ito, and Atsushi Kadoya. "Solvability for a PDE Model of Regional Economic Trend." In Free Boundary Problems, 403–12. Basel: Birkhäuser Basel, 2006. http://dx.doi.org/10.1007/978-3-7643-7719-9_39.
Full textTao, Youshan, and Qian Guo. "Simulation of a Model of Tumors with Virus-therapy." In Free Boundary Problems, 435–44. Basel: Birkhäuser Basel, 2006. http://dx.doi.org/10.1007/978-3-7643-7719-9_42.
Full textPenrose, Oliver, and J. W. Cahn. "A Mathematical Model for Diffusion-induced Grain Boundary Motion." In Free Boundary Problems, 237–54. Basel: Birkhäuser Basel, 2003. http://dx.doi.org/10.1007/978-3-0348-7893-7_19.
Full textSegatti, Antonio. "Global Attractors for the Quasistationary Phase Field Model: a Gradient Flow Approach." In Free Boundary Problems, 381–90. Basel: Birkhäuser Basel, 2006. http://dx.doi.org/10.1007/978-3-7643-7719-9_37.
Full textBellettini, Giovanni, and Riccardo March. "Asymptotic Properties of the Nitzberg-Mumford Variational Model for Segmentation with Depth." In Free Boundary Problems, 75–84. Basel: Birkhäuser Basel, 2006. http://dx.doi.org/10.1007/978-3-7643-7719-9_8.
Full textCapasso, Vincenzo, Ramon Escobedo, and Claudia Salani. "Moving Bands and Moving Boundaries in an Hybrid Model for the Crystallization of Polymers." In Free Boundary Problems, 75–86. Basel: Birkhäuser Basel, 2003. http://dx.doi.org/10.1007/978-3-0348-7893-7_6.
Full textClarelli, F., B. De Filippo, and R. Natalini. "A Free-Boundary Model of Corrosion." In Mathematics in Industry, 935–41. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-23413-7_131.
Full textHoffmann, K. H., and Kunkun Liu. "A thermodynamical model of ferromagnetism and its numerical simulation." In Numerical Methods for Free Boundary Problems, 175–89. Basel: Birkhäuser Basel, 1991. http://dx.doi.org/10.1007/978-3-0348-5715-4_15.
Full textJuárez, L. H., P. Saavedra, and M. Salazar. "Computational Study of a Free-Boundary Model." In Advances in Optimization and Numerical Analysis, 245–60. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-015-8330-5_16.
Full textConference papers on the topic "Free boundary model"
Lubashevsky, Igor A., Alexander V. Priezzhev, Vasyl V. Gafiychuk, and Meruzhan G. Cadjan. "Free-boundary model for local thermal coagulation." In Photonics West '96, edited by Steven L. Jacques. SPIE, 1996. http://dx.doi.org/10.1117/12.239559.
Full textElmurodov, Alimardon, Ibodat Khaldibaeva, and Nurila Yuldoshev. "Predator-prey model with a free boundary." In PROBLEMS IN THE TEXTILE AND LIGHT INDUSTRY IN THE CONTEXT OF INTEGRATION OF SCIENCE AND INDUSTRY AND WAYS TO SOLVE THEM: PTLICISIWS-2. AIP Publishing, 2024. http://dx.doi.org/10.1063/5.0201883.
Full textLubashevsky, Igor A., Alexander V. Priezzhev, V. V. Gafiychuk, and Meruzhan G. Cadjan. "Dynamic free-boundary model for laser thermal tissue coagulation." In BiOS Europe '96, edited by Hansjoerg Albrecht, Guy P. Delacretaz, Thomas H. Meier, Rudolf W. Steiner, and Lars O. Svaasand. SPIE, 1996. http://dx.doi.org/10.1117/12.260722.
Full textOrzechowski, Grzegorz, and Aki M. Mikkola. "Boundary Conditions and Craig-Bampton Substructuring Technique With Free-Free Modes." In ASME 2017 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/detc2017-67397.
Full textYi, Thomas T. "Free-Free Vibration Extraction From Available Vibration Data." In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-1255.
Full textElmurodov, Alimardon, Muyassar Hidoyatova, and Zardila Shakhobiddiova. "On the free boundary problem for the predator-prey model." In NOVEL TRENDS IN RHEOLOGY IX. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0156674.
Full textVolino, Ralph J. "A New Model for Free-Stream Turbulence Effects on Boundary Layers." In ASME 1997 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/97-gt-122.
Full textYi, Tong Y., and Parviz E. Nikravesh. "Identification of Free-Free Modes From Constrained Vibration Data for Flexible Multibody Models." In ASME 1999 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/detc99/vib-8231.
Full textElmurodov, Alimardon, Nurilla Yuldashev, Rustam Maqsudov, and Gulnoz Abdikayimova. "A Leslie-Gower predator-prey model with a two-free boundary." In 2022 International Conference on Information Science and Communications Technologies (ICISCT). IEEE, 2022. http://dx.doi.org/10.1109/icisct55600.2022.10146896.
Full textJohnson, Mark W. "A Bypass Transition Model for Boundary Layers." In ASME 1993 International Gas Turbine and Aeroengine Congress and Exposition. American Society of Mechanical Engineers, 1993. http://dx.doi.org/10.1115/93-gt-090.
Full textReports on the topic "Free boundary model"
Trahan, Corey, Jing-Ru Cheng, and Amanda Hines. ERDC-PT : a multidimensional particle tracking model. Engineer Research and Development Center (U.S.), January 2023. http://dx.doi.org/10.21079/11681/48057.
Full textBizer, Kilian, and Martin Führ. Responsive Regulierung für den homo oeconomicus institutionalis – Ökonomische Verhaltenstheorie in der Verhältnismäßigkeitsprüfung. Sonderforschungsgruppe Institutionenanalyse, 2001. http://dx.doi.org/10.46850/sofia.393379529x.
Full textTire Experimental Characterization Using Contactless Measurement Methods. SAE International, August 2021. http://dx.doi.org/10.4271/2021-01-1114.
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