Pith. sign in

REVIEW

Multilayer heat equations and their solutions via oscillating integral transforms

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2112.00949 v2 pith:EPZBUHNT submitted 2021-12-02 q-fin.PR physics.chem-phq-fin.CPq-fin.MF

classification q-fin.PRphysics.chem-phq-fin.CPq-fin.MF
keywords multilayertransformsequationsfinanceheatintegraloscillatingprevious
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics, and mathematics problems, which could be characterized by the existence of a multilayer spatial structure and moving (time-dependent) boundaries (internal interfaces) between the layers. Thus, constructed solutions are semi-analytical and extend the authors' previous work (Itkin, Lipton, Muravey, Multilayer heat equations: application to finance, FMF, 1, 2021). However, our new method doesn't duplicate the previous one but provides alternative representations of the solution which have different properties and serve other purposes.

Discussion (0). Continue with ORCID to comment.

Pith tools