Oscillation Criteria of Second-Order Quasi-Linear Neutral Delay Difference Equations

2000 Mathematics Subject Classification: 39A10.

Optimal Control of a Second Order Parabolic Heat Equation

In this paper, we are concerned with the optimal control boundary control of a second order parabolic heat equation. Using the results in [Evtushenko, 1997] and spatial central finite difference with diagonally implicit Runge-Kutta method (DIRK) is applied to solve the parabolic heat equation. The conjugate gradient method (CGM) is applied to solve the distributed control problem. Numerical results are reported.

Second Order Optimality Conditions in Nonsmooth Unconstrained Optimization

AMS subject classification: 49J52, 90C30.

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.