A posteriori error analysis for a class of integral equations and variational inequalities
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Publication:707582
DOI10.1007/S00211-010-0310-YzbMATH Open1202.65085OpenAlexW2076206883MaRDI QIDQ707582FDOQ707582
Authors: Ricardo H. Nochetto, Tobias Von Petersdorff, Chensong Zhang 
Publication date: 8 October 2010
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-010-0310-y
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convergence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]numerical experimentsa posteriori error estimatoradaptive algorithmsAmerican optionsdiffusion processesintegro-differential operatoractual error in \(H^s\) normelliptic variational equationsimplicit Euler method in timeparabolic variational equationspiecewise linear finite elements
Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10) Numerical methods for integral equations (65R20) Initial value problems for second-order parabolic equations (35K15) Numerical methods for variational inequalities and related problems (65K15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Boundary element methods for boundary value problems involving PDEs (65N38) Integral operators (45P05) Numerical methods for ill-posed problems for integral equations (65R30)
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Cited In (32)
- Space-time adaptive finite elements for nonlocal parabolic variational inequalities
- Robust BPX preconditioner for fractional Laplacians on bounded Lipschitz domains
- Local energy estimates for the fractional Laplacian
- A posteriorierror analysis for parabolic variational inequalities
- Two new approaches for solving elliptic obstacle problems using discontinuous Galerkin methods
- A \(C^0\) interior penalty method for a fourth-order variational inequality of the second kind
- Finite element approximation of the parabolic fractional obstacle problem
- Weighted Sobolev regularity and rate of approximation of the obstacle problem for the integral fractional Laplacian
- A posteriori error control of discontinuous Galerkin methods for elliptic obstacle problems
- A posteriori error analysis of finite element method for linear nonlocal diffusion and peridynamic models
- Numerical methods for fractional diffusion
- A general error estimate for parabolic variational inequalities
- A posteriori error estimates for the electric field integral equation on polyhedra
- Bubbles enriched quadratic finite element method for the 3D-elliptic obstacle problem
- Pointwise a posteriori error analysis of quadratic finite element method for the elliptic obstacle problem
- Inhomogeneous Dirichlet boundary condition in the \textit{a posteriori} error control of the obstacle problem
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching
- An a posteriori error estimate for a first-kind integral equation
- Linear and nonlinear fractional elliptic problems
- Discontinuous Galerkin methods for a contact problem with Tresca friction arising in linear elasticity
- A posteriori error analysis of hybrid high-order methods for the elliptic obstacle problem
- An a posteriori error estimator for the spectral fractional power of the Laplacian
- Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods
- Quasi-optimal convergence rate for an adaptive method for the integral fractional Laplacian
- Supremum-norm a posteriori error control of quadratic discontinuous Galerkin methods for the obstacle problem
- Adaptive boundary element methods with convergence rates
- Pointwise adaptive non-conforming finite element method for the obstacle problem
- Variationally consistent discretization schemes and numerical algorithms for contact problems
- Solution Theory, Variational Formulations, and Functional a Posteriori Error Estimates for General First Order Systems with Applications to Electro-Magneto-Statics and More
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- Numerical methods for nonlocal and fractional models
- An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options
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