IDEAS home Printed from https://ideas.repec.org/h/spr/dymchp/978-3-031-94717-9_15.html

Scalar Parabolic Partial Differential Equations

In: Economic Dynamics and Distributions

Author

Listed:
  • Paulo B. Brito

    (University of Lisbon, Lisbon School of Economics and Management)

Abstract

Parabolic partial differential equations are another important type of functional equations, including not only transportation but also diffusive components. Beyond the very frequent use in mathematical finance, they provide a powerful method for dealing with distributions in macroeconomics, in particular because of their relationship with stochastic differential equations via the Fokker-Planck-Kolmogorov equation. In this chapter, we solve and characterize linear scalar forward and backward equations, by using Fourier transform methods. A brief introduction to the dynamics of semi-linear equations can also be found in this chapter. At last, we show how parabolic partial differential equations can be used to model the dynamics of income distribution in the presence of both aggregate and pure social mobility.

Suggested Citation

  • Paulo B. Brito, 2026. "Scalar Parabolic Partial Differential Equations," Dynamic Modeling and Econometrics in Economics and Finance, in: Economic Dynamics and Distributions, chapter 0, pages 439-475, Springer.
    • Handle: RePEc:spr:dymchp:978-3-031-94717-9_15
    DOI: 10.1007/978-3-031-94717-9_15
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:dymchp:978-3-031-94717-9_15. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.