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A Posteriori Error Analysis for A Class of Integral Equations and Variational Inequalities
Integral Equations Variational Inequalities
2015/12/11
We consider elliptic and parabolic variational equations and inequalities governed by
integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European
or Amer...
A POSTERIORI ERROR ANALYSIS FOR PARABOLIC VARIATIONAL INEQUALITIES
variational inequality American option pricing
2015/12/11
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ Rd with a continuous piecewise smooth obstacle.
...
A posteriori error analysis for a continuous space-time finite element method for a hyperbolic integro-differential equation
integro-differential equation continuous Galerkin finite element method convolution kernel stability a posteriori estimate
2012/5/9
An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error repres...
Four primal discontinuous Galerkin methods are applied to solve
reactive transport problems, namely, Oden-Babu$\check{s}$ka-Baumann
DG (OBB-DG), non-symmetric interior penalty Galerkin (NIPG),
symm...