On multigrid for linear complementarity problems with application to American-style options.
The paper is concerned with the finite difference approximation of the Dirichlet problem for a second order elliptic partial differential equation in an -dimensional domain. Considering the simplest finite difference scheme and assuming a sufficient smoothness of the domain, coefficients of the equation, right-hand part, and boundary condition, the author develops a general error expansion formula in which the mesh sizes of an (-dimensional) rectangular grid in the directions of the individual...
We consider the Neumann problem involving the critical Sobolev exponent and a nonhomogeneous boundary condition. We establish the existence of two solutions. We use the method of sub- and supersolutions, a local minimization and the mountain-pass principle.
We provide two existence results for the nonlinear Neumann problem ⎧-div(a(x)∇u(x)) = f(x,u) in Ω ⎨ ⎩∂u/∂n = 0 on ∂Ω, where Ω is a smooth bounded domain in , a is a weight function and f a nonlinear perturbation. Our approach is variational in character.
In this paper we study a class of nonlinear Neumann elliptic problems with discontinuous nonlinearities. We examine elliptic problems with multivalued boundary conditions involving the subdifferential of a locally Lipschitz function in the sense of Clarke.
In this paper we construct radial solutions of equation (1) (and (13)) having prescribed number of nodes.
We discuss possible topological configurations of nodal sets, in particular the number of their components, for spherical harmonics on . We also construct a solution of the equation in that has only two nodal domains. This equation arises in the study of high energy eigenfunctions.