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On the parabolic-elliptic limit of the doubly parabolic Keller-Segel system modelling chemotaxis

Piotr Biler, Lorenzo Brandolese (2009)

Studia Mathematica

We establish new results on convergence, in strong topologies, of solutions of the parabolic-parabolic Keller-Segel system in the plane to the corresponding solutions of the parabolic-elliptic model, as a physical parameter goes to zero. Our main tools are suitable space-time estimates, implying the global existence of slowly decaying (in general, nonintegrable) solutions for these models, under a natural smallness assumption.

On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility

Beáta Stehlíková, Daniel Ševčovič (2009)

Kybernetika

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 solution of inverse problems for generalized oxygen consumption

Denis Constales, Jozef Kačur (2001)

Applications of Mathematics

We present the solution of some inverse problems for one-dimensional free boundary problems of oxygen consumption type, with a semilinear convection-diffusion-reaction parabolic equation. Using a fixed domain transformation (Landau’s transformation) the direct problem is reduced to a system of ODEs. To minimize the objective functionals in the inverse problems, we approximate the data by a finite number of parameters with respect to which automatic differentiation is applied.

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