A comparison principle for an American option on several assets: index and spread options.
A generalized maximum principle for boundary value problems for degenerate parabolic operators with discontinuous coefficients
We prove a generalized maximum principle for subsolutions of boundary value problems, with mixed type unilateral conditions, associated to a degenerate parabolic second-order operator in divergence form.
A parabolic - elliptic variational inequality.
A parabolic quasi-variational inequality arising in a superconductivity model
A remark on the stability of stationary solutions of parabolic variational inequalities
A system of impulsive degenerate nonlinear parabolic functional- differential inequalities.
A temperature control problem.
A unilateral thermoelastic Stefan-type problem
A variational inequality for discontinuous solutions of degenerate parabolic equations.
The Beltrami framework for image processing and analysis introduces a non-linear parabolic problem, called in this context the Beltrami flow. We study in the framework for functions of bounded variation, the well-posedness of the Beltrami flow in the one-dimensional case. We prove existence and uniqueness of the weak solution using lower semi-continuity results for convex functions of measures. The solution is defined via a variational inequality, following Temam?s technique for the evolution problem...
Analysis of the free boundary for the p-parabolic variational problem (p ≥ 2).
Abstract Variational inequalities (free boundaries), governed by the p-parabolic equation (p > 2), are the objects of investigation in this paper. Using intrinsic scaling we establish the behavior of solutions near the free boundary. A consequence of this is that the time levels of the free boundary are porous (in N-dimension) and therefore its Hausdorff dimension is less than N. In particular the N-Lebesgue measure of the free boundary is zero for each t-level.
Anti-periodic solutions to a parabolic hemivariational inequality
In this paper we deal with the anti-periodic boundary value problems with nonlinearity of the form , where Extending to be multivalued we obtain the existence of solutions to hemivariational inequality and variational-hemivariational inequality.
Application of relaxation scheme to degenerate variational inequalities
In this paper we are concerned with the solution of degenerate variational inequalities. To solve this problem numerically, we propose a numerical scheme which is based on the relaxation scheme using non-standard time discretization. The approximate solution on each time level is obtained in the iterative way by solving the corresponding elliptic variational inequalities. The convergence of the method is proved.
Applications of abstract parabolic quasi-variational inequalities to obstacle problems
In this paper we study a class of abstract quasi-variational inequalities with nonlocal constraints depending on the unknown and establish an existence result. Further we give its applications to parabolic systems of partial differential inequalities with nonlocal obstacles depending on the unknowns.
Asymptotic behaviour of the time dependent Norton-Hoff law in plasticity theory and regularity
We prove -regularity for the stresses in the Prandtl-Reuss-law. The proof runs via uniform estimates for the Norton-Hoff-approximation.
Asymptotic boundary value problems for evolution inclusions.
Attractors of multivalued semiflows generated by differential inclusions and their approximations.