Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method
DOI10.1016/J.CAM.2022.114891zbMath1503.65218OpenAlexW4307129670MaRDI QIDQ2104068
María A. Baamonde-Seoane, Carlos Vázquez, Maria del 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
maximal monotone operatornonlinear PDECrank-NicolsonLagrange-Galerkin methodgreen certificatesrenewable energy certificates
Gaussian processes (60G15) Microeconomic theory (price theory and economic markets) (91B24) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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