Analytical and Numerical methods for a Mean curvature flow equation with applications to financial Mathematics and image processing

Sammanfattning: This thesis provides an analytical and two numerical methods for solving a parabolic equation of two-dimensional mean curvature flow with some applications. In analytical method, this equation is solved by Lie group analysis method, and in numerical method, two algorithms are implemented in MATLAB for solving this equation. A geometric algorithm and a step-wise algorithm; both are based on a deterministic game theoretic representation for parabolic partial differential equations, originally proposed in the genial work of Kohn-Serfaty [1].