Pages that link to "Item:Q1075740"
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The following pages link to Numerical solution of the obstacle problem by the penalty method. II: Time-dependent problems (Q1075740):
Displaying 22 items.
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- Reliable solution of parabolic obstacle problems with respect to uncertain data. (Q851584) (← links)
- Exponential Rosenbrock integrators for option pricing (Q970405) (← links)
- On the solution of discretized obstacle problems by an adapted penalty method (Q1060817) (← links)
- A decomposition-dualization approach for solving constrained convex minimization problems with applications to discretized obstacle problems (Q1113621) (← links)
- A generalized truncation method for multivalued parabolic problems (Q1277292) (← links)
- Area of contraction of Newton's method applied to a penalty technique for obstacle problems (Q1321611) (← links)
- Effect of numerical integration for elliptic obstacle problems (Q1330387) (← links)
- A penalty/Newton/conjugate gradient method for the solution of obstacle problems (Q1408105) (← links)
- Penalty methods for minimal surfaces with obstacles (Q1813217) (← links)
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
- Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem (Q2125626) (← links)
- Spectral element methods a priori and a posteriori error estimates for penalized unilateral obstacle problem (Q2219641) (← links)
- Parabolic approximation to variational problems with double obstacles (Q2735371) (← links)
- Regularized model of post-touchdown configurations in electrostatic MEMS: equilibrium analysis (Q2832916) (← links)
- Error estimates for the implicit Euler approximation of an evolution inequality (Q3349887) (← links)
- Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method (Q3467510) (← links)
- Finite Element Methods for Parabolic Variational Inequalities with a Volterra Term (Q4413518) (← links)
- Conjugate gradient techniques for the optimal control evolution dam problem (Q4511529) (← links)
- Mimetic finite differences for nonlinear and control problems (Q5169485) (← links)
- Parabolic approximation to variational problems with double obstacles (Q5945951) (← links)
- A penalty method for American multi-asset option problems (Q6040370) (← links)