Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

This is a preview. Log in through your library . Abstract This paper introduces new mixed formulations and discretizations for mth-Laplace equations of the form (-1)m ∆mu = f for arbitrary m = 1,2,3,.

In this paper, we extend the numerical embedding method for solving the smooth equations to the nonlinear complementarity problem. By using the nonsmooth theory, we prove the existence and the ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...