pith:DUYW7S6T
Kolmogorov equations for evaluating the boundary hitting of degenerate diffusion with unsteady drift
The finite difference method for linear and nonlinear Kolmogorov equations of unsteady Jacobi diffusion yields unique numerical solutions due to discrete ellipticity when the discount is positive.
arxiv:2501.02729 v5 · 2025-01-06 · math.NA · cs.NA
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Claims
The finite difference method for the linear and nonlinear Kolmogorov equations yields a unique numerical solution because of discrete ellipticity if the discount is positive.
The accuracy of the finite difference method critically depends on the regularity of the boundary condition, and the use of high-order discretization is not always effective.
Develops Kolmogorov equations and finite difference methods for boundary hitting in degenerate Jacobi diffusions with unsteady drift, with a mean-field tourism application.
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| First computed | 2026-06-03T01:05:03.935692Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
1d316fcbd3399bae29254fb3b67afe6130c553282f491775c5bcdfe6c2bf3ca2
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/DUYW7S6THGN24KJFJ6Z3M6X6ME \
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Canonical record JSON
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