A Redistribution Method to Conserve Data in Isolated Energy-harvesting Sensor Networks
error analysis for parabolic variational inequalities
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain with a continuous piecewise smooth obstacle. We formulate a fully discrete method by using piecewise linear finite elements in space and the backward Euler method in time. We define an error estimator and show that it gives an upper bound for the error in (Ω)). The error estimator is localized in the sense that the size of the elliptic residual is only relevant...
Page 1