We study systems of two elliptic equations, with right-hand sides with general power-like superlinear growth, and left-hand sides which are of Isaac’s or Hamilton-Jacobi-Bellman type (however our results are new even for linear lefthand sides). We show that under appropriate growth conditions such systems have positive solutions in bounded domains, and that all such solutions are bounded in the...

In this paper we study the pricing problem of multiple exercise options in continuous time on a finite time horizon. For the corresponding multiple stopping problem, we prove, under quite general assumptions, the existence of the Snell envelope, a reduction principle as nested single stopping problems, and a Doob-Meyer type decomposition for the Snell envelope. The main technical difficulty ari...

In this paper, the authors present a modified convergent analytic algorithm for the solution of nonlinear boundary value problems by means of a variable parameter method and briefly, the method is called optimal variable parameter method. This method, based on the embedding of a parameter and an auxiliary operator, provides a computational advantage for the convergence of the approximate soluti...

this paper presents the jeffery hamel flow of a non-newtonian fluid namely casson fluid. suitable similarity transform is applied to reduce governing nonlinear partial differential equations to a much simpler ordinary differential equation. variation of parameters method (vpm) is then employed to solve resulting equation. same problem is solved numerical by using runge-kutta order 4 method. a c...

in this paper, we investigate the total variation diminishing property for a class of 2-stage explicit rung-kutta methods of order two (rk2) when applied to the numerical solution of special nonlinear initial value problems (ivps) for (odes). schemes preserving the essential physical property of diminishing total variation are of great importance in practice. such schemes are free of spurious o...

This paper is concerned with the numerical minimization of energy functionals in BV (Ω) (the space of bounded variation functions) involving total variation for gray-scale 1-dimensional inpainting problem. Applications are shown by finite element method and discontinuous Galerkin method for total variation minimization. We include the numerical examples which show the different recovery image b...