Abstract
We construct mollification operators in strongly
Lipschitz domains that do not invoke non-trivial extensions, are
Lp stable for any real number
Funding source: National Science Foundation
Award Identifier / Grant number: DMS-1015984, DMS-1217262
Funding source: Air Force Office of Scientific Research, USAF
Award Identifier / Grant number: FA99550-12-0358
The authors acknowledge fruitful discussions with S. H. Christiansen and A. Demlow.
© 2016 by De Gruyter
Articles in the same Issue
- Frontmatter
- Dual-Dual Formulation for a Contact Problem with Friction
- A Fitted Finite-Volume Method Combined with the Lagrangian Derivative for the Weather Option Pricing Model
- Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black–Scholes Parabolic Equations
- Mollification in Strongly Lipschitz Domains with Application to Continuous and Discrete De Rham Complexes
- Numerical Methods for Genetic Regulatory Network Identification Based on a Variational Approach
- On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method
- Numerical Computation of the Inverse Born Approximation for the Nonlinear Schrödinger Equation in Two Dimensions
- Efficient Computation of Highly Oscillatory Integrals by Using QTT Tensor Approximation
- A Splitting Scheme to Solve an Equation for Fractional Powers of Elliptic Operators
- Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing
Articles in the same Issue
- Frontmatter
- Dual-Dual Formulation for a Contact Problem with Friction
- A Fitted Finite-Volume Method Combined with the Lagrangian Derivative for the Weather Option Pricing Model
- Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black–Scholes Parabolic Equations
- Mollification in Strongly Lipschitz Domains with Application to Continuous and Discrete De Rham Complexes
- Numerical Methods for Genetic Regulatory Network Identification Based on a Variational Approach
- On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method
- Numerical Computation of the Inverse Born Approximation for the Nonlinear Schrödinger Equation in Two Dimensions
- Efficient Computation of Highly Oscillatory Integrals by Using QTT Tensor Approximation
- A Splitting Scheme to Solve an Equation for Fractional Powers of Elliptic Operators
- Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing