On the numerical solution of the diffusion equation with a nonlocal boundary condition.
On the parallel domain decomposition algorithms for time-dependent problems.
On the rate of convergence of difference schemes for the heat transfer equation on the solutions from
On the regularity of the blow-up set for semilinear heat equations
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility
In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll–Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast scale for the stochastic volatility process. We derive the second order asymptotic expansion of a solution...
On the spectral geometry of algebraic curves.
On the Stefan problem: the variational approach and some applications
On the wellposed singular boundary value problems for heat operator
On the well-posedness of the heat equation on unbounded domains.
Operational Methods in the Environment of a Computer Algebra System
This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.The presented research is related to the operational calculus approach and its representative applications. Operational methods are considered, as well as their...
Operatori pseudo-differenziali anisotropi su varietà fogliettate
Operators Associated with Hermite Semigroup - A Survey.
Optimal control for distributed systems subject to null-controllability. Application to discriminating sentinels
We consider a distributed system in which the state q is governed by a parabolic equation and a pair of controls v = (h,k) where h and k play two different roles: the control k is of controllability type while h expresses that the state q does not move too far from a given state. Therefore, it is natural to introduce the control point of view. In fact, there are several ways to state and solve optimal control problems with a pair of controls h and k, in particular the Least Squares method...
Optimal control of dynamical processes in two-phase systems of solid-liquid type
Optimization of measurements for state estimation in parabolic distributed systems