The aim of this paper is to investigate the finite element methods for pricing the American put option on bonds. Based on a new variational inequality equation for the option pricing problems, both semidiscrete and fu...
This paper provides an convergence analysis of Toe method for 3D eddy-current problems by finite element approximation using ungauged electrical vector potential. Error estimates in finite time are given. And it is ve...
A kind of nonlinear elliptic problems has been solved by a Schwarz algorithm.An asymptotic geometric convergence rate is derived, and a numerical method forthe subproblems is proposed. Finally, a numerical example is ...
The finite element methods for the second type variational inequality deduced from the simplified contact problem with friction have been considered by R.Glowinski et al [2]. In this note, the modified finite element ...