Sökning: "Free-boundary problem"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Free-boundary problem.

  1. 1. Symmetry in a free boundary problem

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Seuri Basilio Kuosmanen; [2023]
    Nyckelord :Analysis of PDEs; Bernoulli-type boundary condition; free boundary problem; Laplacian operator; method of moving planes; symmetry; Analys av PDEs; Bernoulli-typ randvärde; frirandsproblem; Laplaceoperatorn; moving-plane metoden; symmetri;

    Sammanfattning : We consider a variational formulation of a Bernoulli-type free boundary problem for the Laplacian operator with discontinuous boundary data. We show the existence of a weak solution to the problem. Moreover, we show that the solution has symmetry properties inherited by symmetric data. LÄS MER

  3. 2. Gravity water waves over constant vorticity flows: from laminar flows to touching waves

    Master-uppsats, Lunds universitet/Matematik (naturvetenskapliga fakulteten); Lunds universitet/Matematikcentrum

    Författare :Francisco Gonçalves Jorge Dias de Carvalho; [2023]
    Nyckelord :Partial differential equations; Water waves; Euler equations; Free boundary problem; Bifurcation theory; Nonlinear functional analysis; Hilbert transform; Mathematics and Statistics;

    Sammanfattning : In a recent paper, Hur and Wheeler proved the existence of periodic steady water waves over an infinitely deep, two-dimensional and constant vorticity flow and subject to gravity whose profile overhangs, among which, waves whose surface touches at a point, enclosing a bubble of air. We take this further, proving the existence of a continuous curve of water waves from a laminar flow up to a touching wave for fixed non-zero gravity. LÄS MER

  4. 3. Pricing Financial Derivatives with the FiniteDifference Method

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Sargon Danho; [2017]
    Nyckelord :American Call Option; Black-Scholes Equation; European Option; Finite Difference Method; Heat Equation; Optimal Exercise Boundary; Optimal Exit Boundary; Stock Loan; Amerikanska köpoptioner; Black-Scholes ekvation; europeiska optioner; finita differensmetoden; värmeledningsekvationen; optimala omvandlingsgräns; optimala avyttringsgräns; lån med aktier som säkerhet;

    Sammanfattning : In this thesis, important theories in financial mathematics will be explained and derived. These theories will later be used to value financial derivatives. LÄS MER

  5. 4. En slumpvandringsmetod för värmeledningsekvationen med rörlig rand

    Kandidat-uppsats, Örebro universitet/Institutionen för naturvetenskap och teknik

    Författare :Andreas Lockby; [2016]
    Nyckelord :Slumpvandring; värmeledningsekvationen; Stefan problemet; rörlig rand; fri rand;

    Sammanfattning : I detta arbete har målet varit att numeriskt beräkna en lösning till värmeledningsekvationen med rörlig rand med en slumpvandringsmetod. Analytiska lösningar samt lösningar med andra numeriska metoder nns det gott om, det stora problemet ligger i den rörliga randen. LÄS MER

  7. 5. Convertible Bonds: a Qualitative and Numerical Analysis

    Kandidat-uppsats, KTH/Matematik (Inst.)

    Författare :Bianca Dufour Partanen; Emelie Järnberg; [2014]
    Nyckelord :;

    Sammanfattning : A convertible bond is a nancial instrument which has both an equity part and a xed-income part. The pricing of nancial securities has for quite obvious reasons become extensively studied in the past decades. In this paper we study the Black-Scholes model, based on the equity value, where the equity is modelled by geometric brownian motion. LÄS MER