© 2019 Global Science Press. A new numerical method is proposed and investigated for solving twodimensional Black-Scholes option pricing model. This model is represented by Dirichlet initial-boundary value problem in a ...

Two asynchronous domain decomposition methods (which appear to be a two-stage Schwarz alternating algorithms) to solve the finite difference schemes approximating dynamic continuous casting problem are theoretically and ...

© 2017, Pleiades Publishing, Ltd. Finite element approximation of an elliptic variational inequality with quaisilinear operator and constraints to the solution and its gradient is constructed. Corresponding discrete problem ...

© 2015, walter de gruyter gmbh. All rights reserved. New iterative solution methods are proposed for the finite element approximation of a class of variational inequalities with nonlinear diffusion-convection operator and ...

© 2015, Allerton Press, Inc. We construct and investigate a new iterative solution method for a finite-dimensional constrained saddle point problem. The results are applied to prove the convergence of different iterativemethods ...

© 2015, Pleiades Publishing, Ltd. An optimal control problem with distributed control in the right-hand side of Poisson equation is considered. Pointwise constraints on the gradient of state and control are imposed in this ...

© 2018, Pleiades Publishing, Ltd. The convergence and accuracy estimates are proved for Lagrange–Galerkin method, used for approximating the parabolic obstacle problem. The convergence analysis is based on the comparison ...

A free boundary problem of fluid flow in the porous medium is considered. A finite difference scheme is constructed and written in the form of the inclusion for the sum of several multi-valued operators. The study of this ...

Convergence of the preconditioned Uzawa-type and Arrow-Hurwitz-type iterative methods for nonlinear finite dimensional constrained saddle point problems is investigated. The general results are applied to the finite element ...

© 2015, Allerton Press, Inc. We solve by finite difference method an optimal control problem of a system governed by a linear elliptic equation with pointwise control constraints and non-local state constraints. A discrete ...