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  • Sharp bounds for the ratio of modified Bessel functions 

    Zheng S.; Yang Z-H. (Mediterranean Journal of Mathematics, 2017-06-21)
    Let $I_{\nu }\left( x\right) $ be the modified Bessel functions of the first kind of order $\nu $, and $S_{p,\nu }\left( x\right) =W_{\nu }\left( x\right) ^{2}-2pW_{\nu }\left( x\right) -x^{2}$ with $W_{\nu }\left( x\right) ...
  • Lorentz estimates for asymptotically regular fully nonlinear parabolic equations 

    Zhang J.; Zheng S. (Mathematische Nachrichten, 2017-06-20)
    We prove a global Lorentz estimate of the Hessian of strong solutions to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations with asymptotically regular nonlinearity over a bounded $C^{1,1}$ ...
  • Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature 

    Fakharany M.; Egorova V.; Company R. (Journal of Computational and Applied Mathematics, 2017-04-19)
    In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integro-differential equations related to option pricing problems on two underlying asset ...
  • From G - Equation to Michelson - Sivashinsky Equation in Turbulent Premixed Combustion Modelling 

    Pagnini G. (Proceedings/Extended Abstract Book (6 pages) of the XXXIX Meeting of the Italian Section of the Combustion Institute, Naples, Italy, 2017-06-20)
    It is well known that the Michelson-Sivashinky equation describes hydrodynamic instabilities in turbulent premixed combustion. Here a formulation of the flame front propagation based on the G-equation and on stochastic ...
  • Darrieus-Landau instabilities in the framework of the G-equation 

    Pagnini G.; Trucchia A. (Digital proceedings of the 8th European Combustion Meeting, 18-21 April 2017, Dubrovnik, Croatia, 2017-04)
    We consider a model formulation of the flame front propagation in turbulent premixed combustion based on stochastic fluctuations imposed to the mean flame position. In particular, the mean flame motion is described by ...

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