This paper deals with the relationship between a certain three-dimensional elliptic Problem and a two-dimensional parabolic problem, which arises from numericalcalculation in the process of the continuous casting of s...This paper deals with the relationship between a certain three-dimensional elliptic Problem and a two-dimensional parabolic problem, which arises from numericalcalculation in the process of the continuous casting of steel.展开更多
In this paper we present a method which can transform a variational inequality with gradient constraints into a usual two obstacles problem in one dimensional case.The prototype of the problem is a parabolic variation...In this paper we present a method which can transform a variational inequality with gradient constraints into a usual two obstacles problem in one dimensional case.The prototype of the problem is a parabolic variational inequality with the constraints of two first order differential inequalities arising from a two-dimensional model of European call option pricing with transaction costs.We obtain the monotonicity and smoothness of two free boundaries.展开更多
文摘This paper deals with the relationship between a certain three-dimensional elliptic Problem and a two-dimensional parabolic problem, which arises from numericalcalculation in the process of the continuous casting of steel.
基金the National Natural Science Foundation of China (Grant No.10671075)the National Natural Science Foundation of Guangdong Province (Grant No.5005930)the University Special Research Fund for PhD Program (Grant No.20060574002)
文摘In this paper we present a method which can transform a variational inequality with gradient constraints into a usual two obstacles problem in one dimensional case.The prototype of the problem is a parabolic variational inequality with the constraints of two first order differential inequalities arising from a two-dimensional model of European call option pricing with transaction costs.We obtain the monotonicity and smoothness of two free boundaries.
