Warianty tytułu
Języki publikacji
Abstrakty
The goal of this paper is to give an Ulam-Hyers stability result for a parabolic partial differential equation. Here we present two types of Ulam stability: Ulam-Hyers stability and generalized Ulam-Hyers-Rassias stability. Some examples are given, one of them being the Black-Scholes equation.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
475--481
Opis fizyczny
Bibliogr. 32 poz.
Twórcy
autor
- Technical University of Cluj-Napoca, Department of Mathematics, 28 Memorandumului Street, 400114, Cluj-Napoca, Romania, daniela.marian@math.utcluj.ro
autor
- Technical University of Cluj-Napoca, Department of Management and Technology, 28 Memorandumului Street, 400114, Cluj-Napoca, Romania, sorina.ciplea@ccm.utcluj.ro
autor
- Technical University of Cluj-Napoca, Department of Mathematics, 28 Memorandumului Street, 400114, Cluj-Napoca, Romania, nlungu@math.utcluj.ro
Bibliografia
- [1] Ulam S. M., A Collection of Mathematical Problems, Interscience, New York, 1960
- [2] Hyers D. H., On the stability of the linear functional equation, Proc. Natl. Acad. Sci. USA, 1941, 27, 221-224
- [3] Alsina C., Ger R., On some inequalities and stability results related to exponential function, J. Inequal. Appl., 1998, 2, 373-380
- [4] Cimpean D. S., Popa D., Hyers-Ulam stability of Euler’s equations, Appl. Math. Lett., 2011, 24, 1539-1543
- [5] Cimpean D. S., Popa D., On the stability of the linear differential equation of higher order with constant coefficients, Appl. Math. Comput., 2010, 217, 4141-4146
- [6] Jung S.-M., Hyers-Ulam stability of a system of first order linear differential equation with constant coeflcients, J. Math. Anal. Appl., 2006, 320, 549-561
- [7] Popa D., Rasa I., Hyers-Ulam stability of the linear differential operator with nonconstant coefficients, Appl. Math. Comput., 2012, 219, 1562-1568
- [8] Popa D., Rasa I., On the Hyers-Ulam stability of the linear differential equation, Fixed Point Theory, 2009, 10, 305-320
- [9] Rus I. A., Remarks on the Ulam stability of the operatorial equations, J. Math. Anal. Appl., 2011, 381, 530-537
- [10] Jung S.-M., Kim B., Rassias Th. M., On the Hyers-Ulam stability of a system of Euler differential equations of first order, Tamsui Oxf. J. Math. Sci., 2008, 24(4), 381-388
- [11] Jung S.-M., Rassias Th. M., Ulam’s problem for approximate homomorphisms in connection with Bernoulli’s differential equation, Appl. Math. Comput., 2007, 187(1), 223-227
- [12] Jung S.-M., Rassias Th. M, Generalized Hyers-Ulam stability of Riccati differential equation, Math. Inequal. Appl., 2008, 11(4), 777-782
- [13] Rezaei H., Jung S.-M., Rassias Th. M., Laplace transform and Hyers-Ulam stability of linear differential equations, J. Math. Anal. Appl., 2013, 403(1), 244-251
- [14] Prastaro A., Rassias Th. M., Ulam stability in geometry of PDE’s, Nonlinear Functional Analysis and Applications, 2003, 8(2), 259-278
- [15] Jung S.-M., Hyers-Ulam stability of linear partial differential equations of first order, Appl. Math. Lett., 2009, 22, 70-74
- [16] Lungu N., Ciplea S. A., Ulam-Hyers stability of Black-Scholes equation, Stud. Univ, Babes-Bolyai Math., 2016, 61(4), 467-472
- [17] Lungu N., Popa D., Hyers-Ulam stability of a first order partial differential equation, J. Math. Anal. Appl., 2012, 385, 86-91
- [18] Lungu N., Craciun C., Ulam-Hyers-Rassias stability of a hyperbolic partial differential equations, International Scholarly Research Network Mathematical Analysis, 2012, Article ID 609754, http://dx.doi.org/10.5402/2012/609754
- [19] Lungu N., Marian D., Ulam-Hyers-Rassias stability of some quasilinear partial differential equations of first order, Carpatian J. Math., 2019, 35(2), 165-170
- [20] Khan H., Khan A., Abdeljawad T., Alkhazzan A., Existence results in Banach space for a nonlinear impulsive system, Adv. Differ. Equ., 2019, 18, https://doi.org/10.1186/s13662-019-1965-z
- [21] Khan A., Gómez-Aguilar J. F., Khan T. S., Khan H., Stability analysis and numerical solutions of fractional order HIV/AIDS model, Chaos Solitons Fractals, 2019, 122, 119-128
- [22] Khan H., Abdeljawad T., Aslam M., Khan R. A., Khan A., Existence of positive solution and Hyers-Ulam stability for a nonlinear singular-delay-fractional differential equation, Adv. Differ. Equ., 2019, 104, https://doi.org/10.1186/s13662-019-2054-z
- [23] Khan H., Gómez-Aguilar J. F., Khan A., Khan T. S., Stability analysis for fractional order advection-reaction diffusion system, Phys. A, 2019, 521, 737-751
- [24] Brzdek J., Cădariu L., Ciepliński K., Fixed Point Theory and the Ulam Stability, Hindawi Publishing Corporation, J. Funct. Spaces, 2014, Article ID 829419, http://dx.doi.org/10.1155/2014/829419
- [25] Lin J., Reutskiy S. Y., Lu J., A novel meshless method for fully nonlinear advection-diffusion-reaction problems to model transfer in anisotropic media, Appl. Math. Comput., 2018, 339, 459-476
- [26] Reutskiy S. Y., Lin J., A semi-analytic collocation method for space fractional parabolic PDE, Int. J. Comput. Math., 2018, 95, 1326-1339
- [27] Rus I. A., Ulam stability of ordinary differential equations, Stud. Univ, Babes-Bolyai Math., 2009, 54, 125-134
- [28] Lungu N., Rus I. A., Ulam stability of nonlinear hyperbolic partial differential equations, Carpatian J. Math., 2008, 24, 403-408
- [29] Black F., Scholes M. S., The pricing of options and corporate liabilities, Journal of Political Economics, 1973, 71, 637-654
- [30] Teodorescu N., Olaru V., Ecuațiile fizicii matematice, EDP, Bucuresti, 1975
- [31] Lakshmikantham V., Leela S., Martynyuk A. A., Stability Analysis of Nonlinear Systems, 125, Marcel Dekker, Inc., New York, NY, 1989
- [32] Melnikov Y. A., Melnikov M. Y., Construction of Green’s function for the Black-Scholes equation, Electron. J. Differential Equations, 2007, 153, 1-14
Uwagi
PL
Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.baztech-edba8fa5-051c-45b7-a482-642e18ac93fc