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| 開催情報 | 木曜日 16:00～17:30 数理科学研究科棟(駒場) 002号室 |
|---|---|
| 担当者 | 石毛 和弘 |
2009年09月17日(木)
16:00-17:30 数理科学研究科棟(駒場) 002号室
Norayr MATEVOSYAN 氏 (ケンブリッジ大学・数理)
On a parabolic free boundary problem modelling price formation
Norayr MATEVOSYAN 氏 (ケンブリッジ大学・数理)
On a parabolic free boundary problem modelling price formation
[ 講演概要 ]
We will discuss existence and uniqueness of solutions for a one dimensional parabolic evolution equation with a free boundary. This problem was introduced by J.-M. Lasry and P.-L. Lions as description of the dynamical formation of the price of a trading good. Short time existence and uniqueness is established by a contraction argument. Then we discuss the issue of global-in time-extension of the local solution which is intimately connected to the regularity of the free boundary.
We also present numerical results.
We will discuss existence and uniqueness of solutions for a one dimensional parabolic evolution equation with a free boundary. This problem was introduced by J.-M. Lasry and P.-L. Lions as description of the dynamical formation of the price of a trading good. Short time existence and uniqueness is established by a contraction argument. Then we discuss the issue of global-in time-extension of the local solution which is intimately connected to the regularity of the free boundary.
We also present numerical results.
