Solution of Bellman's equation by means of a system of nonlinear singular integral equations.
We present the general theory of barrier solutions in the sense of De Giorgi, and we consider different applications to ordinary and partial differential equations. We discuss, in particular, the case of second order geometric evolutions, where the barrier solutions turn out to be equivalent to the well-known viscosity solutions.
The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space leading...
The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space...
We consider three types of semilinear second order PDEs on a cylindrical domain , where is a bounded domain in , . Among these, two are evolution problems of parabolic and hyperbolic types, in which the unbounded direction of is reserved for time , the third type is an elliptic equation with a singled out unbounded variable . We discuss the asymptotic behavior, as , of solutions which are defined and bounded on .