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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.
...
Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities
Stochastic differential game Impulse control Quasi-variational inequality Viscosity solution
2012/6/25
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equati...
Regularization of Linear Ill-posed Problems by the Augmented Lagrangian Method and Variational Inequalities
Regularization of Linear Ill-posed Problems Augmented Lagrangian Method Variational Inequalities Numerical Analysis
2012/4/23
We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived un...
Variational Inequalities and Improved Convergence Rates for Tikhonov Regularisation on Banach Spaces
Variational Inequalities Improved Convergence Rates Tikhonov Regularisation Optimization and Control
2011/9/5
Abstract: In this paper we derive higher order convergence rates in terms of the Bregman distance for Tikhonov like convex regularisation for linear operator equations on Banach spaces. The approach i...
Asymptotic behavior of the solution of quasilinear parametric variational inequalities in a beam with a thin neck
asymptotic behavior quasilinear parametric variational inequality
2011/2/23
In this paper we study the asymptotic behavior of the solu-tion of quasilinear parametric variational inequalities posed in a cylinder with a thin neck, and we obtain the limit problem.
Uniform convergence of Schwarz method for variational inequalities
Schwarz method Variational inequalities L∞-error estimates
2010/9/20
In this paper we study variational inequalities using the Schwarz method. The main idea of this method consists in decomposing the domain in two subdomains. We give a simple proof for the main result ...
Optimal Control of Problems Governed by Obstacle Type Variational Inequalities：A Dual Regularization-Penalization Approach
Variational Inequalities Optimal Control Dual Methods Penalization Methods
2009/1/23
In this paper we investigate optimal control problems governed by variational inequalities. We give optimality conditions under classical assumptions using a dual regularized functional to interpret t...
Numerical results of convergence rates in regularization for ill-posed mixed variational inequalities
Monotone operators hemi-continuous strictly convex Banach space
2010/9/10
In this note some numerical experiments to illustration for convergence rates of regularized solution for ill-posed inverse-strongly monotone mixed variational inequalities are presented.
Finite dimensional approximations for mixed variational inequalities with J-pseudomonotone operators
Uniformly smooth Banach space mixed variational inequalities
2010/9/14
In this paper, we construct and study the convergence of the finite dimensional approximation for the mixed variational inequalities with Jpseudomonotone operators and convex nondifferentiable functio...
The stability and on essential components of the solution set of generalized quasi-variational inequalities
generalized quasi-variational inequalities stability
2010/9/10
In this work, we consider firstly the existence of the solution of generalized quasi-variational inequalities;secondly,we discuss the stability and on essential components of it’s solution set.
A Hybrid Inertial Projection-Proximal Method for Variational Inequalities
Maximal monotone operators Weak convergence Proximal point algorithm Hybrid projection-proximal method Resolvent inertial proximal point scheme
2008/7/3
The hybrid proximal point algorithm introduced by Solodov and Svaiter allowing significant relaxation of the tolerance requirements imposed on the solution of proximal subproblems will be combined wit...
General System of Strongly Pseudomonotone Nonlinear Variational Inequalities Based on Projection Systems
Strongly pseudomonotone mappings Approximation solvability Projection methods System of nonlinear variational inequalities
2008/7/1
General System of Strongly Pseudomonotone Nonlinear Variational Inequalities Based on Projection Systems.
Generalized Auxiliary Problem Principle and Solvability of a Class of Nonlinear Variational Inequalities Involving Cocoercive and Co-Lipschitzian Mappings
Generalized auxiliary variational inequality problem Cocoercive mappings Approximation-solvability Approximate solutions Partially relaxed monotone mappings
2008/7/1
Generalized Auxiliary Problem Principle and Solvability of a Class of Nonlinear Variational Inequalities Involving Cocoercive and Co-Lipschitzian Mappings.
Generalized Nonlinear Mixed Quasi-Variational Inequalities Involving Maximal $\eta$-Monotone Mappings
Mixed quasi-variational inequality Maximal $eta$-monotone mapping Resolvent operator Convergence stability
2008/7/1
In this paper, we introduce and study a new class of generalized nonlinear mixed quasi-variational inequalities involving maximal -monotone mapping. Using the resolvent operator technique for maximal ...