Sökning: "Henrik Shahgholian"

Visar resultat 1 - 5 av 11 avhandlingar innehållade orden Henrik Shahgholian.

1. 1. Free boundary problems and global solutions in half spaces

   Författare :John Andersson; Henrik Shahgholian; Ki-Ahm Lee; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; MATEMATIK; MATHEMATICS; MATEMATIK;

   Sammanfattning : .... LÄS MER

3. 2. The Finite Difference Methods for Multi-phase Free Boundary Problems

   Författare :Avetik Arakelyan; Henrik Shahgholian; John W. Barrett; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Sammanfattning : This thesis consist of an introduction and four research papers concerning numerical analysis for a certain class of free boundary problems. Paper I is devoted to the numerical analysis of the so-called two-phase membrane problem. Projected Gauss-Seidel method is constructed. LÄS MER

4. 3. PDE methods for free boundary problems in financial mathematics

   Författare :Teitur Arnarson; Henrik Shahgholian; Diogo Gomes; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Sammanfattning : We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. LÄS MER

5. 4. Free Boundary Problems of Obstacle Type, a Numerical and Theoretical Study

   Författare :Mahmoudreza Bazarganzadeh; Henrik Shahgholian; John King; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Partial differential equations; Numerical analysis; Free boundary problems; Mathematics; Matematik;

   Sammanfattning : This thesis consists of five papers and it mainly addresses the theory and schemes to approximate the quadrature domains, QDs. The first deals with the uniqueness and some qualitative properties of the two QDs. The concept of two phase QDs, is more complicated than its one counterpart and consequently introduces significant and interesting open. LÄS MER

7. 5. Some properties of one and twophase quadrature domains

   Författare :Mahmoudreza Bazarganzadeh; Henrik Shahgholian; Boris Shapiro; Anzdrej Szulkin; Stockholm University Department of Mathematics; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Quadrature domain; Two- phase problems; Uniqueness; Free boundary problem; Level set method; Shape optimization. 2000 MSC: Primary 35R35; Secondary 35B06; 76D27; 49Q10;

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