Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
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Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Variational methods for second-order elliptic equations (35J20) Free boundary problems for PDEs (35R35) Numerical methods for variational inequalities and related problems (65K15) Finite difference methods for boundary value problems involving PDEs (65N06)
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.
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