Penalization for variational inequalities

AbstractThis work illustrates a penalization mechanism, using the distance function as a tool, for providing necessary and sufficient conditions for the solutions of the nonsmooth variational inequality problems

Numerical Schemes for Multivalued Backward Stochastic Differential Systems

We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE and backward stochastic variational inequality. We use an Euler scheme type, combined with Yosida approximation techniques.Comment: 13 page

On the Two Obstacles Problem in Orlicz-Sobolev Spaces and Applications

We prove the Lewy-Stampacchia inequalities for the two obstacles problem in abstract form for T-monotone operators. As a consequence for a general class of quasi-linear elliptic operators of Ladyzhenskaya-Uraltseva type, including p(x)-Laplacian type operators, we derive new results of $C^{1,\alpha}$ regularity for the solution. We also apply those inequalities to obtain new results to the N-membranes problem and the regularity and monotonicity properties to obtain the existence of a solution to a quasi-variational problem in (generalized) Orlicz-Sobolev spaces