Numerical simulation of a degenerate parabolic problem occurring in the spatial diffusion of biological population

2021 ◽  
Vol 151 ◽  
pp. 111220
Author(s):  
O. Nikan ◽  
Z. Avazzadeh ◽  
J.A. Tenreiro Machado
Keyword(s):  
Numerical Simulation ◽  
Parabolic Problem ◽  
Spatial Diffusion ◽  
Biological Population ◽  
Degenerate Parabolic Problem ◽  
Degenerate Parabolic

scholarly journals On a degenerate parabolic problem in Hölder spaces

2005 ◽  
Vol 162 (2) ◽  
pp. 811-833
Author(s):  
Tarik Berroug ◽  
Hua Ding ◽  
Rabah Labbas ◽  
Boubaker-Khaled Sadallah
Keyword(s):  
Parabolic Problem ◽  
Hölder Spaces ◽  
Degenerate Parabolic Problem ◽  
Degenerate Parabolic ◽  
Holder Spaces

Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing

2016 ◽  
Vol 16 (1) ◽  
pp. 175-186
Author(s):  
Radoslav Valkov
Keyword(s):  
Parabolic Problem ◽  
Numerical Approach ◽  
Option Value ◽  
Worst Case ◽  
Time Stepping ◽  
Degenerate Parabolic Problem ◽  
Black Scholes ◽  
Degenerate Parabolic ◽  
Predictor Corrector ◽  
Nonlinear Degenerate

AbstractThe paper presents a numerical approach for computation of the first spatial Greek, the Delta, of the option value, governed by the Black–Scholes equation with uncertain volatility and dividend yield. This fully nonlinear degenerate parabolic problem is handled by a monotone finite volume spatial discretization and a second-order predictor-corrector time stepping. Ample numerical results illustrate the performance of the algorithm.

scholarly journals On a nonlocal degenerate parabolic problem

2016 ◽  
Vol 27 ◽  
pp. 146-157 ◽  
Author(s):  
Rui M.P. Almeida ◽  
Stanislav N. Antontsev ◽  
José C.M. Duque
Keyword(s):  
Parabolic Problem ◽  
Degenerate Parabolic Problem ◽  
Degenerate Parabolic
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