penalty approximation
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scholarly journals The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options

2013 ◽  
Vol 4 (1) ◽  
pp. 539-574 ◽  
Author(s):  
S. D. Howison ◽  
C. Reisinger ◽  
J. H. Witte
Keyword(s):  
American Options ◽  
Penalty Approximation

scholarly journals A Two-Dimensional Landau-Lifshitz Model in Studying Thin Film Micromagnetics

2009 ◽  
Vol 2009 ◽  
pp. 1-13
Author(s):  
Jingna Li
Keyword(s):  
Thin Film ◽  
Weak Solution ◽  
Semigroup Theory ◽  
Higher Order ◽  
Order Equation ◽  
Two Dimensional ◽  
Lifshitz Equation ◽  
Local Weak Solution ◽  
Penalty Approximation ◽  
Higher Order Equation

The paper is concerned with a two-dimensional Landau-Lifshitz equation which was first raised by A. DeSimone and F. Otto, and so fourth, when studying thin film micromagnetics. We get the existence of a local weak solution by approximating it with a higher-order equation. Penalty approximation and semigroup theory are employed to deal with the higher-order equation.

scholarly journals Penalty Approximation for Non-smooth Constraints in Vibroimpact

2001 ◽  
Vol 177 (2) ◽  
pp. 375-418 ◽  
Author(s):  
Lætitia Paoli ◽  
Michelle Schatzman
Keyword(s):  
Smooth Constraints ◽  
Penalty Approximation
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