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一类退化抛物方程熵解的稳定性

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[目的]考虑需要承担金融风险的情况下代理人的决策问题的效用函数满足的方程 uxx+uuy-ut=f(x,y,t,u),此方程属于强退化抛物方程,如何选择合适的边界条件使得其弱解具有唯一性和稳定性是一个具有本质难度的问题.[方法]通过选取合适的检验函数,找到了适用于此强退化抛物方程的部分边界条件的表达式.[结果]改进了相关文献的结果,并利用Kruzkov双变量方法讨论了该方程在部分边界条件下BV熵解的稳定性;并在一定条件下探讨了独立于边界条件下的稳定性问题,给出了具体的例子.[结论]揭示了非线性退化抛物方程边界条件与空间变量所在的区域的几何性质具有密切的联系,这是一个容易被忽略但又是非线性退化抛物方程边界条件所具有的本质特征,因此具有比较重要的理论意义.
Stability of the entropy solutions of a kind of degenerate parabolic equation
[Objective]Consider the equation of the utility function for agent's decision under financial risk uxx+uuy-ut=f(x,y,t,u),which belongs to the group of strongly degenerate parabolic equations.How to choose a suitable boundary such that the uniqueness and the stability of weak solutions are true constitutes a challenging problem.[Methods]By choosing a suitable test function,a partial boundary-value condition is found to match up with this strong degenerate parabolic equation.[Results]Such a result improves the result reported in the relevant literature.Under a partial boundary-value condition,by Kruzkov bi-variables method,we discuss the stability of BV entropy solutions of the equation.Moreover,the stability independent of any boundary value condition is discussed,and some explicit examples are given.[Conclusion]The conclusion reflects on the essential characteristic of a nonlinear degenerate parabolic equation,in which its partial boundary value condition secures a close relationship with the geometry of the domain.Hopefully,the theoretical significance of our work can contribute to the math community.

Kruzkov bi-variables methodfinance mathematicsBV entropy solutionstability

詹华税、袁洪君

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厦门理工学院数学与统计学院,福建厦门 361024

吉林大学数学学院,吉林长春 130012

Kruzkov双变量方法 金融数学 BV熵解 稳定性

福建省自然科学基金

2022J011242

2024

厦门大学学报(自然科学版)
厦门大学

厦门大学学报(自然科学版)

CSTPCD北大核心
影响因子:0.449
ISSN:0438-0479
年,卷(期):2024.63(2)
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