Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method
DOI10.1016/J.CAM.2022.114891zbMATH Open1503.65218OpenAlexW4307129670MaRDI QIDQ2104068FDOQ2104068
Authors: María A. Baamonde-Seoane, Carlos Vázquez, M. Carmen Calvo-Garrido 
Publication date: 9 December 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114891
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maximal monotone operatorCrank-Nicolsonnonlinear PDELagrange-Galerkin methodgreen certificatesrenewable energy certificates
Gaussian processes (60G15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Microeconomic theory (price theory and economic markets) (91B24)
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