This paper studies the existence of solutions to the singular boundary value problem where and are continuous. So our nonlinearity may be singular at and and, moreover, may change sign. The approach is based on an approximation method together with the theory of upper and lower solutions.
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed asymptotic matched solutions at order two for the half-space Ginzburg-Landau model, in the weak- limit. These authors deduced a formal expansion for the superheating field in powers of up to order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in Parr’s formula (Parr, 1976). In this paper, we construct asymptotic matched solutions at all orders leading to a complete expansion in powers...
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed asymptotic matched solutions at order two for the half-space Ginzburg-Landau model, in the weak-κ limit. These authors deduced a formal expansion for the superheating field in powers of up to order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in Parr's formula (Parr, 1976). In this paper, we construct asymptotic matched solutions at all orders leading to a complete expansion...
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...