We consider general problems of Mathematical finance and the associated Hamilton Jacobi Bellman equations. The mixed finite element is used. The semidiscrete and the fulldiscrete finite element approximation are consi...
This paper treats the mixed finite element methods for second order nonlinear hyperbolic equations. Existence and uniqueness of the solution of the discrete problem are proved. A priori error estimates for optimal ord...
in this paper, for the mixed finite element methods of Stokes problem, such as the mini element and the scecon cider scheme, we present the numerical quadratures, which are independent of the bubble term. The effect a...