Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading

Jia Li; Changchun Bi; Jia Li; Changchun Bi

doi:10.3934/math.2023856

AIMS Mathematics

2023, Volume 8, Issue 7: 16748-16756. doi: 10.3934/math.2023856

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Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading

Jia Li ,
Changchun Bi ^,

School of Management, Shenyang Urban Construction University, Shenyang, Liaoning, 110167, China

Received: 14 January 2023 Revised: 24 April 2023 Accepted: 25 April 2023 Published: 12 May 2023
MSC : 35K99, 97M30

This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of solutions. The study also delves into the blow-up phenomena of the solution, revealing that under certain conditions, the solution will blow up in finite time.
- variation-inequality problem,
- generalized solution,
- non-divergence polytropic operator,
- existence,
- blow up
Citation: Jia Li, Changchun Bi. Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading[J]. AIMS Mathematics, 2023, 8(7): 16748-16756. doi: 10.3934/math.2023856

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Abstract

This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of solutions. The study also delves into the blow-up phenomena of the solution, revealing that under certain conditions, the solution will blow up in finite time.

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