A Finite Difference Method for Two-Phase Parabolic Obstacle-like Problem

MaRDI QIDQ3192945zbMATH OpenFDO

Authors A. Arakelyan

Publication date 14 October 2015

Full work available at URL https://arxiv.org/abs/1111.6287

zbMATH Keywords

finite differencesfree boundarytwo-phase obstacle-like equationviscosity solution

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Abstract: In this paper we treat the numerical approximation of the two-phase parabolic obstacle-like problem: [Delta u -u_t=lambda^+cdotchi_{{u>0}}-lambda^-cdotchi_{{u<0}},quad (t,x)in (0,T) imesOmega,] where $T<infty,lambd{a}^{+},lambd{a}^{-}>0$ are Lipschitz continuous functions, and $Omegasubsetmathbb{R}^n$ is a bounded domain. We introduce a certain variational form, which allows us to define a notion of viscosity solution. We use defined viscosity solutions framework to apply Barles-Souganidis theory. The numerical projected Gauss-Seidel method is constructed. Although the paper is devoted to the parabolic version of the two-phase obstacle-like problem, we prove convergence of the discretized scheme to the unique viscosity solution for both two-phase parabolic obstacle-like and standard two-phase membrane problem. Numerical simulations are also presented.

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• Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
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