A posteriorierror analysis for parabolic variational inequalities

DOI10.1051/m2an:2007029zbMath1142.65053OpenAlexW2163993219MaRDI QIDQ3507064

Chen-Song Zhang, Kyoung-Sook Moom, Tobias von Petersdorff, Ricardo H. Nochetto

Publication date: 18 June 2008

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=M2AN_2007__41_3_485_0

zbMATH Keywords

numerical resultsfinite element methodvariational inequalityAmerican option pricingbackward Euler methoda posteriori error analysis

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Newton-type methods (49M15)

Related Items (22)

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Uses Software

• ALBERTA

Cites Work

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