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On the range of convolution operators on non-quasianalytic ultradifferentiable functions

Jóse Bonet, Antonio Galbis, R. Meise (1997)

Studia Mathematica

Let ( ω ) ( Ω ) denote the non-quasianalytic class of Beurling type on an open set Ω in n . For μ ( ω ) ' ( n ) the surjectivity of the convolution operator T μ : ( ω ) ( Ω 1 ) ( ω ) ( Ω 2 ) is characterized by various conditions, e.g. in terms of a convexity property of the pair ( Ω 1 , Ω 2 ) and the existence of a fundamental solution for μ or equivalently by a slowly decreasing condition for the Fourier-Laplace transform of μ. Similar conditions characterize the surjectivity of a convolution operator S μ : D ω ' ( Ω 1 ) D ω ' ( Ω 2 ) between ultradistributions of Roumieu type whenever μ ω ' ( n ) . These...

On the short time asymptotic of the stochastic Allen–Cahn equation

Hendrik Weber (2010)

Annales de l'I.H.P. Probabilités et statistiques

A description of the short time behavior of solutions of the Allen–Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an additional stochastic forcing. This extends a similar result of Funaki [Acta Math. Sin (Engl. Ser.)15 (1999) 407–438] in spatial dimension n=2 to arbitrary dimensions.

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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