Dambrine, Marc and Harbrecht, Helmut and Puig, Benedicte. (2023) Bernoulli free boundary problems under uncertainty: the convex case. Computational Methods in Applied Mathematics, 23 (2). pp. 333-352.
![]() |
PDF
Restricted to Repository staff only 770Kb |
Official URL: https://edoc.unibas.ch/94272/
Downloads: Statistics Overview
Abstract
The present article is concerned with solving Bernoulli's exterior free boundary problem in the case of an interior boundary that is random. We provide a new regularity result on the map that sends a parametrization of the inner boundary to a parametrization of the outer boundary. Moreover, assuming that the interior boundary is convex, also the exterior boundary is convex, which enables to iden- tify the boundaries with support functions and to determine their expectations. We in particular construct a confidence region for the outer boundary based on Aumann's expectation and provide a numerical method to compute it.
Faculties and Departments: | 05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht) |
---|---|
UniBasel Contributors: | Harbrecht, Helmut |
Item Type: | Article, refereed |
Article Subtype: | Research Article |
Publisher: | De Gruyter |
ISSN: | 1609-4840 |
e-ISSN: | 1609-9389 |
Note: | Publication type according to Uni Basel Research Database: Journal article |
Language: | English |
Identification Number: | |
edoc DOI: | |
Last Modified: | 08 May 2023 10:22 |
Deposited On: | 17 Apr 2023 08:43 |
Repository Staff Only: item control page