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On the one-dimensional parabolic obstacle problem with variable coefficients

Monneau, Régis; Blanchet, Adrien; Dolbeault, Jean (2005), On the one-dimensional parabolic obstacle problem with variable coefficients, in Brighi, Bernhard, Elliptic and parabolic problems : A Special Tribute to the Work of Haim Brezis, Birkhäuser : Boston, p. 59-66. 10.1007/3-7643-7384-9_7

Type
Chapitre d'ouvrage
External document link
https://hal.archives-ouvertes.fr/hal-00003074
Date
2005
Book title
Elliptic and parabolic problems : A Special Tribute to the Work of Haim Brezis
Book author
Brighi, Bernhard
Publisher
Birkhäuser
Published in
Boston
ISBN
3-7643-7249-4
Pages
59-66
Publication identifier
10.1007/3-7643-7384-9_7
Metadata
Show full item record
Author(s)
Monneau, Régis
Blanchet, Adrien
Dolbeault, Jean cc
Abstract (FR)
Cette note est consacrée à la continuité de la dérivée en temps de la solution du problème de l'obstacle parabolique à coefficients variables. Les résultats s'appliquent au principe du "smooth fit" en analyse numérique et en mathématiques financières. Ce travail repose sur divers outils qui permettent d'étudier les problème à frontière libre : méthode de blow-up, formules de monotonie, résultats du type Liouville.
Abstract (EN)
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial mathematics. It relies on various tools for the study of free boundary problems: blow-up method, monotonicity formulae, Liouville's results.
Subjects / Keywords
smooth fit

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