Salah Boulaaras

This book provides a comprehensive and unified treatment of variational inequalities, quasi-variational inequalities, and related impulse control problems, combining rigorous mathematical analysis with effective numerical methods and practical applications. Such models arise naturally in constrained partial differential equations, free boundary problems, optimal control, reliability engineering, and mathematical finance. The main objective of the book is to develop a coherent framework that connects functional analytic foundations, qualitative properties, numerical approximation, and long-time behavior. Particular attention is given to the analysis of existence, uniqueness, and regularity of solutions for elliptic and parabolic variational inequalities, as well as to quasi-variational problems involving solution-dependent constraints. The book also presents robust and convergent numerical schemes, with a focus on finite element methods, penalty techniques, and approximation strategies that preserve the qualitative features of the continuous models. Special emphasis is placed on applications to free boundary problems, impulse control, and non-smooth phenomena, which play a central role in reliability modeling and American option pricing. This volume is intended for graduate students, researchers, and practitioners in applied mathematics, numerical analysis, and related fields who are interested in both the theoretical and computational aspects of variational inequalities.

This book presents a rigorous and modern treatment of variational and quasi–variational inequalities, with applications to impulse control, nonlinear partial differential equations, and mathematical finance. It develops the theory of state-dependent constrained systems, where the admissible set depends on the unknown solution itself, leading to challenging nonlinear analytical structures. The book covers existence and stability theory, fixed-point methods, impulse control problems, asymptotic analysis, penalty techniques, and numerical approximation methods. Special attention is devoted to applications in optimal control and American option pricing. Combining functional analysis, nonlinear PDEs, optimization, and computational mathematics, this book offers a unified framework that bridges theoretical developments with practical modeling applications. Detailed numerical examples and computational approaches complement the analytical results. Designed for researchers, graduate students, and specialists in applied mathematics, control theory, numerical analysis, and financial mathematics, the book provides both advanced theoretical insight and practical tools for studying complex systems governed by state-dependent constraints.