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Superconvergence estimates of finite element methods for American options

โœ Scribed by Qun Lin; Tang Liu; Shuhua Zhang


Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
232 KB
Volume
54
Category
Article
ISSN
0862-7940

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Superconvergence of finite element metho
โœ Ming-xia Li; Qun Lin; Shu-hua Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 538 KB

In this paper, we study the superconvergence of the frictionless Signorini problem. When approximated by bilinear finite elements, by virtue of the information on the contact zone, we can derive a superconvergence rate of O(h 3 2 ) under a proper regularity assumption. Finally, a numerical test is g