An evolution equation, arising in the study of the Dynamical Systems Method (DSM) for solving equations with monotone operators, is studied in this paper. The evolution equation is a continuous analog of the regularized Newton method for solving ill-posed problems with monotone nonlinear operators F . Local and global existence of the unique solution to this evolution equation are proved, appar...

We propose a reformulation of the convergence theorem of monotone numerical schemes introduced by Zhang and Zhuo [32] for viscosity solutions of path-dependent PDEs (PPDE), which extends the seminal work of Barles and Souganidis [1] on the viscosity solution of PDE. We prove the convergence theorem under conditions similar to those of the classical theorem in [1]. These conditions are satisfied...

We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special cases of these operators are used to solve some problems related to convex analysis like minimization of functionals, calculus of saddle point and variational...

By introducing new definitions of φ convex and −φ concave quasioperator and V 0 quasilower and u 0 quasiupper, by means of the monotone iterative techniques without any compactness conditions, we obtain the iterative unique solution of nonlinear mixed monotone Fredholm-type integral equations in Banach spaces. Our results are even new to φ convex and−φ concave quasi operator, and then we apply ...

Stochastic control problems in finance having complex controls inevitably give rise to low order accuracy, usually at most second order. Fourier methods are efficient at advancing the solution between control monitoring dates, but are not monotone. This gives rise to possible violations of arbitrage inequalities. We devise a preprocessing step for Fourier methods which involves projecting the G...

We establish sharp energy estimates for some solutions, such as global minimizers, monotone solutions and saddle-shaped solutions, of the fractional nonlinear equation (−∆)u = f(u) in R. Our energy estimates hold for every nonlinearity f and are sharp since they are optimal for one-dimensional solutions, that is, for solutions depending only on one Euclidian variable. As a consequence, in dimen...

We introduce a new hybrid iterative algorithm for finding a common element of the set of fixed points of hemirelatively nonexpansive mappings and the set of solutions of an equilibrium problem and for finding a common element of the set of zero points of maximal monotone operators and the set of solutions of an equilibrium problem in a Banach space. Using this theorem, we obtain three new resul...

Data ow analysis expresses the solution of an information gathering problem as the xed point of a system of monotone equations. This paper presents a technique to improve the performance of data ow analysis by systematically reducing the size of the equation system in any monotone data ow problem. Reductions result from partitioning the equations in the system according to congruence relations....

A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce iterates in a wide neighborhood of the central path. The first order method has O(nL2(lognL2)(log lognL2)) iteration complexity. If the LCP admits a strict complementary solution then both the duality gap and the iterati...

Stiffly accurate implicit Runge–Kutta methods are studied for the time discretisation of nonlinear first-order evolution equations. The equation is supposed to be governed by a time-dependent hemicontinuous operator that is (up to a shift) monotone and coercive, and fulfills a certain growth condition. It is proven that the piecewise constant as well as the piecewise linear interpolant of the t...