Browsing by Subject "viscosity solution"

Now showing items 1-2 of 2

    • Iterative scheme for an elliptic non-local free boundary problem 

      Barkhudaryan, R.; Juráš, M.; SalehiM. ( Taylor & Francis , 2016 , Article)
      In this paper we treat a non-local free boundary problem arising in financial bubbles, where the model is set in the framework of viscosity solutions. We suggest an iterative scheme which consists of a sequence of obstacle ...

    • System of variational inequalities with interconnected obstacles 

      Barkhudaryan, R.; Gomes, D. A.; Shahgholian, H.; Salehi, M. ( Taylor and Francis , 2020 , Article)
      Our objective with this paper is to discuss multi-switching problems, arising as variational inequalities, that models decision under uncertainty. We prove general existence theory through monotone scheme and discuss ...