Numerical solution of the obstacle problem by the penalty method. II: Time-dependent problems
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Cites work
- scientific article; zbMATH DE number 3829166 (Why is no real title available?)
- scientific article; zbMATH DE number 3751685 (Why is no real title available?)
- A Convergence Estimate for an Approximation of a Parabolic Variational Inequality
- An Error Estimate for the Truncation Method for the Solution of Parabolic Obstacle Variational Inequalities
- Convergence of a penalty-finite element approximation for an obstacle problem
- Méthodes d'approximation et d'itération pour les opérateurs monotones
- Numerical solution of the obstacle problem by the penalty method
- Sommes d'opérateurs linéaires et équations différentielles opérationnelles
Cited in
(23)- Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
- Finite Element Methods for Parabolic Variational Inequalities with a Volterra Term
- A penalty/Newton/conjugate gradient method for the solution of obstacle problems
- Parabolic approximation to variational problems with double obstacles
- Effect of numerical integration for elliptic obstacle problems
- Parabolic approximation to variational problems with double obstacles
- scientific article; zbMATH DE number 4024663 (Why is no real title available?)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models
- Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
- Reliable solution of parabolic obstacle problems with respect to uncertain data.
- Spectral element methods a priori and a posteriori error estimates for penalized unilateral obstacle problem
- Mimetic finite differences for nonlinear and control problems
- Regularized model of post-touchdown configurations in electrostatic MEMS: equilibrium analysis
- Conjugate gradient techniques for the optimal control evolution dam problem
- An \(L^1\) penalty method for general obstacle problems
- Exponential Rosenbrock integrators for option pricing
- L∞-error estimate for the numerical treatment of the obstacle problem by the penalty method
- A penalty method for American multi-asset option problems
- A decomposition-dualization approach for solving constrained convex minimization problems with applications to discretized obstacle problems
- Error estimates for the implicit Euler approximation of an evolution inequality
- On the solution of discretized obstacle problems by an adapted penalty method
- Numerical approximation of the solution of an obstacle problem modelling the displacement of elliptic membrane shells via the penalty method
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem
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