Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
Numerical Analysis
2014-07-04 v1
Abstract
In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear approximation system. The existence and uniqueness of the solution of the discrete nonlinear system is proved. Based on that scheme, we propose projected Gauss-Seidel algorithm and prove its convergence. At the end of the paper we present some numerical simulations.
Cite
@article{arxiv.1407.0781,
title = {Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method},
author = {Avetik Arakelyan and Rafayel Barkhudaryan and Michael Poghosyan},
journal= {arXiv preprint arXiv:1407.0781},
year = {2014}
}
Comments
Free Boundary Problem, Two-Phase Membrane Problem, Two-Phase Obstacle Problem, Finite Difference Method