Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A spectral method for an Optimal Investment problem with Transaction
  Costs under Potential Utility   This paper concerns the numerical solution of the finite-horizon Optimal
Investment problem with transaction costs under Potential Utility. The problem
is initially posed in terms of an evolutive HJB equation with gradient
constraints. In Finite-Horizon Optimal Investment with Transaction Costs: A
Parabolic Double Obstacle Problem, Day-Yi, the problem is reformulated as a
non-linear parabolic double obstacle problem posed in one spatial variable and
defined in an unbounded domain where several explicit properties and formulas
are obtained. The restatement of the problem in polar coordinates allows to
pose the problem in one spatial variable in a finite domain, avoiding some of
the technical difficulties of the numerical solution of the previous statement
of the problem. If high precision is required, the spectral numerical method
proposed becomes more efficient than simpler methods as finite differences for
example.

0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
20
The categories of this paper are: acc-phys
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
23
The categories of this paper are: solv-int
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
4
The categories of this paper are: cond-mat
34
The categories of this paper are: chem-ph
33
The categories of this paper are: plasm-ph
1
The categories of this paper are: cs