Approximating families of nonlinear equations by linear parabolic equations

Document Type : Original Article

Author

University of the Witwatersrand

Abstract
The present paper proposes an approximate method to simplify a family of general equations linked to linear (1+1) parabolic equations. That is, we consider some complicated equations as perturbations to parabolic equations, thereby decomposing a challenging problem into a number of relatively easier ones.
We introduce
a mapping which transforms the equation to a version of the heat equation. It is then possible to find approximate solutions
of these equations.
The approach is illustrated by several examples including the KPP Fisher equation, a general Huxley equation and a nonlinear Black-Scholes equation.

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Articles in Press, Accepted Manuscript
Available Online from 29 September 2026

  • Receive Date 21 October 2025
  • Revise Date 27 June 2026
  • Accept Date 30 July 2026