4 citations · 4 across the 5 of their papers we have counts for
5 papers
Propagation reversal for bistable differential equations on trees
Hermen Jan Hupkes, Mia Jukić, Petr Stehlík +1
We study traveling wave solutions to bistable differential equations on infinite -ary trees. These graphs generalize the notion of classical square infinite lattices and our res…
A note on a PDE approach to option pricing under xVA
Falko Baustian, Martin Fencl, Jan Pospíšil +1
In this paper we study partial differential equations (PDEs) that can be used to model value adjustments. Different value adjustments denoted generally as xVA are nowadays added to…
Isogeometric analysis in option pricing
Jan Pospíšil, Vladimír Švígler
Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS…
Counting and ordering periodic stationary solutions of lattice Nagumo equations
Hermen Jan Hupkes, Leonardo Morelli, Petr Stehlík +1
We study the rich structure of periodic stationary solutions of Nagumo reaction diffusion equation on lattices. By exploring the relationship with Nagumo equations on cyclic graphs…
Multichromatic travelling waves for lattice Nagumo equations
Hermen Jan Hupkes, Leonardo Morelli, Petr Stehlík +1
We discuss multichromatic front solutions to the bistable Nagumo lattice differential equation. Such fronts connect the stable spatially homogeneous equilibria with spatially heter…