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Published in 2024 at "Numerische Mathematik"
DOI: 10.1007/s00211-025-01453-y
Abstract: The weak maximum principle of finite element methods for parabolic equations is proved for both semi-discretization in space and fully discrete methods with k-step backward differentiation formulae for k=1,…,6\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs}…
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Keywords:
weak maximum;
maximum principle;
methods parabolic;
principle finite ... See more keywords
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Published in 2022 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2022.58
Abstract: Abstract We present a reflection principle for a wide class of symmetric random motions with finite velocities. We propose a deterministic argument which is then applied to trajectories of stochastic processes. In the case of…
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Keywords:
reflection principle;
velocity;
random motions;
principle ... See more keywords
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Published in 2021 at "Numerical Functional Analysis and Optimization"
DOI: 10.1080/01630563.2021.1959344
Abstract: Abstract In this article, a maximum principle for finite horizon state-constrained problems is analyzed via parametric examples. These parametric examples resemble typical optimal growth problems in mathematical economics. Since the maximum principle is only a…
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Keywords:
state;
part;
maximum principle;
principle finite ... See more keywords