Parabolic Approximation to Variational Problems with Double Obstacles

Journal of Mathematical Analysis and Applications

Volumn 259, Issue 2, 2001, Pages 652-659

  Youshan, Tao ^a   Guozhu, Gao ^a  

^a DONGHUA UNIVERSITY   (China)

Author keywords

Variational problem; double obstacles; parabolic approximation; uniform estimates; nonlinear boundary value problem

Indexed keywords

EID: 0346311164     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.2000.7452     Document Type: Article

References (4)

1. Hoffmann K.-H., Krabs W. Optimal Control of Partial Differential Equations. 1984;Birkäuser, Basel.
2. Kannan R., Nieto J. J., Ray M. B. A class of nonlinear boundary value problems without Landesman-Lazer condition. J. Math. Anal. Appl. 105:1985;1-11.
3. O. Ladyzenskaya, V. Solonnikov, and, N. Uralceva, Linear and quasilinear equations of parabolic type, 1968.
4. Lagnado R., Osher S. A technique for calibrating derivative security pricing model: Numerical solution of the inverse problem. J. Comput. Finance. 1:1997;13-25.