Results 51 to 60 of about 117 (113)

An Irregular Grid Approach for Pricing High Dimensional American Options [PDF]

AMS classifications: 35R35; 60G40; 65D15; 90C33;American options;high-dimensional problems;free boundary problems;optimal stopping;variational inequalities;numerical methods;unstructured mesh;Markov chain ...
Berridge, S.J., Schumacher, J.M.
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Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)

, 2023
Dianetti J, Ferrari G, Tzouanas I. Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). Center for Mathematical Economics Working Papers. Vol 681.
Tzouanas, Ioannis, Ferrari, Giorgio, Dianetti, Jodi   +2 more
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Fast numerical methods for Bernoulli free boundary problems, Submitted

, 2014
. The numerical solution of the free boundary Bernoulli problem is addressed. An iterative method based on a level-set formulation and boundary element method is proposed.
Rachid Touzani, Pierre A. Gremaud, Christopher M. Kuster   +2 more
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A minimization problem with free boundary for p-Laplacian weakly coupled system

Advances in Nonlinear Analysis
In this article, we consider a weakly coupled pp-Laplacian system of a Bernoulli-type free boundary problem, through minimization of a corresponding functional. We prove various properties of any local minimizer and the corresponding free boundary.
Fotouhi Morteza, Shahgholian Henrik
doaj   +1 more source

The stability of evolutionary p ( x )-Laplacian equation

, 2017
The paper studies the equation u t = div (
Zhan, Huashui
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Well-posedness for physical vacuum free boundary problem of compressible Euler equations with time-dependent damping

Advances in Nonlinear Analysis
In this article, we consider the well-posedness of the local smooth solutions to the physical vacuum free boundary problem of the cylindrical symmetric Euler equations with time-dependent damping −μ(1+t)λρu-\frac{\mu }{{(1+t)}^{\lambda }}\rho {\bf{u}}, μ>
Li Haitong, Mai La-Su, Wang Shiyu
doaj   +1 more source

An obstacle approach to rate-independent droplet evolution

Forum of Mathematics, Sigma
We consider a toy model of rate-independent droplet motion on a surface with contact angle hysteresis based on the one-phase Bernoulli free boundary problem. We introduce a notion of solutions based on an obstacle problem.
William M. Feldman, Inwon C. Kim, Norbert Požár   +2 more
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Multi-Grid Solution of Two Coupled Stefan Equations Arising in Induction Heating of Large Steel Slabs.

, 1988
Induction heating of large steel slabs can be described by a coupled system of nonlinear evolution equations of Stefan type representing the temporal and spatial distribution of the induced magnetic field and the generated temperature within the slab ...
Kornhuber, Ralf, Hoppe, Ronald H. W.
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Asymptotic behavior and sharp estimates for spreading fronts in a cooperative system with free boundaries

Advanced Nonlinear Studies
This paper investigates the dynamics of a reaction-diffusion system with two free boundaries, modeling the invasion of two cooperative species, where the free boundaries represent expanding fronts.
Qin Qian, Jiao Jinjing, Wang Zhiguo, Nie Hua   +3 more
doaj   +1 more source

An unstable elliptic free boundary problem arising in solid combustion

, 2008
We prove a regularity result for the unstable elliptic free boundary problem ∆u = −χ {u>0} (0.1) related to traveling waves in a problem arising in solid combustion. The maximal solution and every local minimizer of the energy are regular, that is, {u
R. Monneau, G. S. Weiss
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