Explicit hard bounding functions for boundary value problems for elliptic partial differential equations

DOI10.1016/j.camwa.2015.09.024zbMath1443.35030OpenAlexW1938992321MaRDI QIDQ2006566

Reiichiro Kawai

Publication date: 11 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2015.09.024

zbMATH Keywords

stochastic differential equationstopping timeelliptic partial differential equationsmixed boundary conditionreflected diffusion processes

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Polynomial solutions to PDEs (35C11)

Related Items (4)

Measuring Impact of Random Jumps Without Sample Path Generation ⋮ Moment and polynomial bounds for ruin-related quantities in risk theory ⋮ POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING ⋮ Computable Primal and Dual Bounds for Stochastic Control

Uses Software

• SDPT3

Cites Work

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