Abstract. Viscosity method also called elliptic regularization, provide an efficient approach to a large number of problems coming from different branches of mathematical and physical sciences. One of the recent trend in the iterative construction of fixed point of nonlinear mappings is to use viscosity approximation method. In this paper we propose implicit and explicit viscosity method (VAM) ...

In the setting of hyperbolic spaces, we show that convergence Browder-type sequences and Halpern iterations respectively entail their viscosity version with a Rakotch map. We also hybrid Krasnoselskii-Mann iteration follows from Browder type sequence. Our results follow proof-theoretic techniques (proof mining). From an analysis theorems due to T. Suzuki, extract transformation rates for origin...

We study a free boundary problem describing the propagation of laminar flames. The problem arises as the limit of a singular perturbation problem. We introduce the notion of viscosity solutions for the problem to show the maximum principle-type property of the solutions. Using this property we show the uniform convergence of the approximating solutions and the uniqueness of the viscosity soluti...

We construct a convolution-thresholding approximation scheme for the geometric surface evolution in the case when the velocity of the surface at each point is a given function of the mean curvature. Conditions for the monotonicity of the scheme are found and the convergence of the approximations to the corresponding viscosity solution is proved. We also discuss some aspects of the numerical imp...

The spectral viscosity approximate solution of convex Hamilton–Jacobi equations with periodic boundary conditions is studied. It is proved in this paper that the approximation and its gradient remain uniformly bounded, formally spectral accurate, and converge to the unique viscosity solution. The L1-convergence rate of the order 1− ε∀ε > 0 is obtained.

This paper addresses a finite difference approximation for an infinite dimensional Black-Scholes equation obtained in Chang and Youree [5]. The equation arises from a consideration of an European option pricing problem in a market in which stock prices and the riskless asset prices have hereditary structures. Under a general condition on the payoff function of the option, it is shown that the p...