We examine an elliptic optimal control problem with control and state constraints in ℝ3. An improved error estimate of 𝒪(hs) with 3/4 ≤ s ≤ 1 − ε is proven for a discretisation involving piecewise constant functions for the control and piecewise linear for the state. The derived order of convergence is illustrated by a numerical example.
We examine an elliptic optimal control problem with control and state constraints in ℝ3. An improved error estimate of 𝒪(hs) with 3/4 ≤ s ≤ 1 − ε is proven for a discretisation involving piecewise constant functions for the control and piecewise linear for the state. The derived order of convergence is illustrated by a numerical example.
Mathematical models for option pricing often result in partial differential equations. Recent enhancements are models driven by Lévy processes, which lead to a partial differential equation with an additional integral term. In the context of model calibration, these partial integro differential equations need to be solved quite frequently. To reduce the computational cost the implementation of a reduced order model has shown to be very successful numerically. In this paper we give a priori error...
We derive local a priori estimates of the Hölder norm of solutions to quasilinear elliptic systems with quadratic nonlinearities in the gradient. We assume higher integrability of solutions and smallness of its BMO norm but the Hölder norm is estimated in terms of BMO norm of the solution under consideration, only.
We prove a priori estimates for solutions of the Poisson and heat equations in weighted spaces of Kondrat'ev type. The weight is a power of the distance from a distinguished axis.
In this survey we consider superlinear parabolic problems which possess both blowing-up and global solutions and we study a priori estimates of global solutions.