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Recently, Chen and Tseng extended non-interior continuation/ smooth- ing methods for solving linear/ nonlinear complementarity problems to semidefinite complementarity problems (SDCP). In this paper we propose a non-interior continuation method for solving the monotone SDCP based on the smoothed...
The goal of this note is to show existence and uniqueness for a stationary one-phase Stefan problem with source at the free boundary modelling the electrolysis of aluminium.
We study an infinite-dimensional Black—Scholes—Barenblatt equation which is a Hamilton—Jacobi—Bellman equation that is related to option pricing in the Musiela model of interest rate dynamics. We prove the existence and uniqueness of viscosity solutions of the Black—Scholes—Barenblatt equation...
We consider a steady-state heat conduction problem P
with mixed boundary conditions for the Poisson equation depending on a positive parameter α , which represents the heat transfer coefficient on a portion Γ
of the boundary of a given bounded domain in R
. We formulate...
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