Numerical Solution of Obstacle and Parabolic Obstacle Problems based on Piecewise Linear Systems

DOI10.1063/1.3241581MaRDI QIDQ5851557zbMATH OpenOpenAlexFDO

Authors Luigi Brugnano, Alessandra Sestini

Publication date 22 January 2010

Published in AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.3222, https://semanticscholar.org/paper/56ebcea1d1dc1740ca4b3a1f36b4213737dca46d

zbMATH Keywords

differential equationslinear algebranumerical analysis

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

Abstract: We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the numerical solution of free-surface problems. In particular, we here study their application to the numerical solution of both the (linear) parabolic obstacle problem and the obstacle problem. We propose a class of effective semi-iterative Newton-type methods to find the exact solution of such piecewise linear systems. We prove that the semiiterative Newton-type methods have a global monotonic convergence property, i.e., the iterates converge monotonically to the exact solution in a finite number of steps. Numerical examples are presented to demonstrate the effectiveness of the proposed methods.

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(9)

• A general error estimate for parabolic variational inequalities
• Finite algorithms for the numerical solutions of a class of nonlinear complementarity problems
• Nondegenerate piecewise linear systems: finite Newton algorithm and applications in machine learning
• Iterative solution of piecewise linear systems for the numerical solution of obstacle problems
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• An iterative algorithm based on the piecewise linear system for solving bilateral obstacle problems
• Accurate and efficient numerical solutions for elliptic obstacle problems
• SOR-like iteration method for solving piecewise linear systems

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