in this paper we consider the european continuous installment call option. then  its linear complementarity formulation is given. writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. finally finite element method is applied to price the european continuous installment call option.

This paper investigates the inverse problem of determining a heat source in the parabolic heat equation using the usual conditions. Firstly, the problem is reduced to an equivalent problem which is easy to handle using variational iteration method. Secondly, variational iteration method is used to solve the reduced problem. Using this method a rapid convergent sequence can be produced which ten...

-Using the He’s variational iteration method, it is possible to find the exact solutions or better approximate solutions of the partial differential equations. In this method, a correction functional is constructed by a general Lagrange multiplier, which can be identified via variational theory. In this paper, this method is used for solving a nonlinear partial differential equation, a three-di...

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where it would otherwise be impractical. However, variational inference can be finicky when different variational parameters control variables that are strongly correlated under the model. Traditional natural gradients that use the variational approximation fail t...

In this paper, we present an iterative method for fixed point problems and variational inequality problems. Our method is based on the so-called extragradient method and viscosity approximation method. Using this method, we can find the common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the variational inequality for monotone mapping.

This work presents a new method for motion estimation of tagged cardiac magnetic resonance sequences based on variational techniques. The variational method has been improved by adding a new term in the optical flow equation that incorporates tracking points with high stability of phase. Results were obtained through simulated and real data, and were validated by manual tracking and with respec...

We suggest and analyze a new self-adaptive method for solving general mixed variational inequalities, which can be viewed as an improvement of the method of Noor 2003 . Global convergence of the new method is proved under the same assumptions as Noor’s method. Some preliminary computational results are given to illustrate the efficiency of the proposed method. Since the general mixed variationa...

We extend in two directions the Analytic Center, Cutting Plane Method for Variational Inequalities with quadratic cuts, ACCPM-VI(quadratic cuts), introduced by Denault and Go.n in 1998. First, we de9ne a primal–dual method to 9nd the analytic center at each iteration. Second, the Broyden–Fletcher–Goldfarb– Shanno Jacobian approximation, of quasi-Newton fame, is used in the de9nition of the cuts...