Boundary value problems in (1.0) approximation of a mathematical model of bars.
Jaiani, G. (1999)
Bulletin of TICMI
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Jaiani, G. (1999)
Bulletin of TICMI
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Pierre Degond, Pierre-Arnaud Raviart (1992)
Forum mathematicum
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L. Reinhart (1982)
Numerische Mathematik
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Fernando Cobos (1988)
Colloquium Mathematicae
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Stefano Pagliarani, Andrea Pascucci (2012)
Open Mathematics
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We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.
J. Prasad (1972)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Jiři Močkoř (1975)
Colloquium Mathematicae
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Abdelghani El Mousaoui, Pierre Argoul, Mohammed El Rhabi, Abdelilah Hakim (2021)
Applications of Mathematics
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This article focuses on dynamic description of the collective pedestrian motion based on the kinetic model of Bhatnagar-Gross-Krook. The proposed mathematical model is based on a tendency of pedestrians to reach a state of equilibrium within a certain time of relaxation. An approximation of the Maxwellian function representing this equilibrium state is determined. A result of the existence and uniqueness of the discrete velocity model is demonstrated. Thus, the convergence of the solution...