Discretized obstacle problems with penalties on nested grids (Q1964384)

The author proposes a nested iterative scheme for solving obstacle problems with constraints, in which the constraints are handled by penalties. At each step of the iteration, the penalty parameter is chosen according to the discretization parameter. The scheme may be considered as cascade, however, which is not like in partial differential equations but in which the penalty parameter is changed from one discretization level to the next one. Four numerical examples are presented for the elastic-plastic torsion problem and the obstacle problem for a membrane.