We consider the analysis and numerical solution of a forward-backward boundary value problem. We provide some motivation, prove existence and uniqueness in a function class especially geared to the problem at hand, provide various energy estimates, prove a priori error estimates for the Galerkin method, and show the results of some numerical computations. AMS Subject Classification. 65M60, 65N3...

Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness of viscosity solutions growing at most like o(1+ |x|p) at infinity for such HJB equations and more generally for degenerate parabolic equations with a superli...

We propose a method for solving a model of age-dependent population diffusion with random dispersal. This method, unlike previous methods, allows for variable time steps and independent age and time discretizations. We use a moving age discretization that transforms the problem to a coupled system of parabolic equations. The system is then solved by backward differences in time and a Galerkin a...

Three parallel algorithms for solving the 3D problem with nonlocal boundary condition are considered. The forward and backward Euler finite-difference schemes, and LOD scheme are typical representatives of three general classes of parallel algorithms used to solve multidimensional parabolic initial-boundary value problems. All algorithms are modified to take into account additional nonlocal bou...

This paper derives kinematic admissible bending moment – axial force (M-P) interaction relations for mild steel by considering strain hardening idealisations. Two models for strain hardening – Linear and parabolic have been considered, the parabolic model being closer to the experiments. The interaction relations can predict strains, which is not possible in a rigid, perfectly plastic idealizat...