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Numerical Analysis and Computation Commons™
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Articles 1 - 3 of 3
Full-Text Articles in Numerical Analysis and Computation
On The Optimal Stopping Time Problem For Degenerate Diffusions, J. L. Menaldi
On The Optimal Stopping Time Problem For Degenerate Diffusions, J. L. Menaldi
Mathematics Faculty Research Publications
In this paper we give a characterization of the optimal cost of a stopping time problem as the maximum solution of a variational inequality without coercivity. Some properties of continuity for the optimal cost are also given.
On The Optimal Impulse Control Problem For Degenerate Diffusions, J. L. Menaldi
On The Optimal Impulse Control Problem For Degenerate Diffusions, J. L. Menaldi
Mathematics Faculty Research Publications
In this paper, we give a characterization of the optimal cost of an impulse control problem as the maximum solution of a quasi-variational inequality without assuming nondegeneracy. An estimate of the velocity of uniform convergence of the sequence of stopping time problems associated with the impulse control problem is given.
A Numerical Method For The Solution Of The Schrödinger Equation By A Trial Wavefunction Improvement Formula, Chun-Sheng Ko
A Numerical Method For The Solution Of The Schrödinger Equation By A Trial Wavefunction Improvement Formula, Chun-Sheng Ko
Masters Theses
A numerical method and corresponding computer algorithm for solving the one-dimensional radial Schrödinger equation to any desired accuracy is developed. The method uses a finite difference scheme in which an initial trial wavefunction is digitalized over a lattice covering the region of integration. The values of a rough solution are then altered at each lattice point by a simple improvement formula decreasing the value of the variational energy until the desired minimum is reached. The accuracy of these solutions depends only on the grid size. This method is characterized and tested with a harmonic oscillator potential. Practical evaluations and applications …