Analytical expansions for parabolic equations

Matthew Lorig, Stefano Pagliarani and Andrea Pascucci

Papers from arXiv.org

Abstract: We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as rigorous short-time error estimates. Using a boot-strapping technique, we also provide convergence results for arbitrarily large time intervals.

Date: 2013-12, Revised 2014-11
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1312.3314

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