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• W3216119031 endingPage "127544" @default.
• W3216119031 startingPage "127544" @default.
• W3216119031 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 does not duplicate the previous one but provides alternative representations of the solution which have different properties and serve other purposes." @default.
• W3216119031 created "2021-12-06" @default.
• W3216119031 creator A5035270942 @default.
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• W3216119031 date "2022-09-01" @default.
• W3216119031 modified "2023-09-27" @default.
• W3216119031 title "Multilayer heat equations and their solutions via oscillating integral transforms" @default.
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• W3216119031 doi "https://doi.org/10.1016/j.physa.2022.127544" @default.
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