A Posteriori Error Estimator for Obstacle Problems
DOI10.1137/090773921zbMath1219.65060OpenAlexW2066794379MaRDI QIDQ3006134
Alexander Weiss, Barbara I. Wohlmuth
Publication date: 10 June 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090773921
Lagrange multipliersnumerical resultsvariational inequalityAmerican option pricinga posteriori error estimatesobstacle problemequilibrated fluxes\(H(\text{div})\)-conforming liftingtwo-membrane problems
Numerical methods (including Monte Carlo methods) (91G60) Variational inequalities (49J40) Microeconomic theory (price theory and economic markets) (91B24) Membranes (74K15) Numerical methods for variational inequalities and related problems (65K15)
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