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Random Homogenization of Fractional Obstacle Problems
Random Homogenization Fractional Obstacle Problems
2015/10/15
We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem in perforated domains.
C^{1,1} regularity for degenerate elliptic obstacle problems in mathematical finance
American-style option degenerate elliptic differential operator degenerate diffusion process free boundary problem Heston stochastic volatility process
2012/6/21
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the h...
C^{1,1} regularity for degenerate elliptic obstacle problems in mathematical finance
American-style option degenerate elliptic di erential operator degenerate di usion process, free boundary problem Heston stochastic volatility process mathematical nance obstacle problem variational inequality weighted Sobolev space.
2012/9/14
The Heston stochastic volatility process is a degenerate di usion process where the degeneracy in the di usion coecient is proportional to the square root of the distance to the boundary of the half-...
Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
Degenerate elliptic and parabolic differential operators degenerate diffusion process Feller square root process Feynman-Kac formula
2012/4/28
We prove stochastic representation formulae for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our artic...
Numerical Solution of Obstacle Problems by B-Spline Functions
Least Square Method Uniform B-Splines Boundary Value Problems Obstacle Problems
2013/1/30
In this study, we use B-spline functions to solve the linear and nonlinear special systems of differential equations associated with the category of obstacle, unilateral, and contact problems. The pro...
Quadratic spline method for solving fourth order obstacle problems
Variational inequalities boundary value problems
2010/9/10
We introduce a new quadratic spline method for computing approximations to the solution a system of fourth order boundary value problems associated with obstacle, unilateral and contact problems. It i...
期刊信息
篇名
【5】Local and global integrability of derivatives of solutions in obstacle problems
语种
英文
撰写或编译
作者
叶玉全,陈启宏
第一作者单位
刊物名称
Mathematica Applicata
页面
Vol 16, 148-152, (2003)
出版日期
2003年
月
日
文章标识(ISSN)...
期刊信息
篇名
【6】Abstract stability in varying obstacle problems
语种
英文
撰写或编译
作者
叶玉全,陈启宏
第一作者单位
刊物名称
Mathematica Applicata
页面
Vol 17, 557-561, (2004)
出版日期
2004年
月
日
文章标识(ISSN)
相关项目
分布参数系统若干最优控制问题及其计算方法