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A Newton-Penalty Method for A Simplified Liquid Crystal Model
harmonic maps nonlinear constraint Newton's method regularized func-tional saddle points
2012/8/10
In this paper we are concerned with the computation of a liquid crystal model de痭ed
by a simpli痚d Oseen-Frank energy functional and a (sphere) nonlinear constraint. A
particular case of this model d...
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
HJB Equation Numerical Solution Penalty Method
2010/10/21
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a vi...