Numerical solution of the obstacle problem by the penalty method. II: Time-dependent problems
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In part I [Computing 32, 297-306 (1984; Zbl 0528.65057)] we considered the possibility of using the penalty method to get approximations of the solution of elliptic variational inequalities. In this note we show that the same idea can be used for the treatment of parabolic problems. By coupling the penalty parameter \(\epsilon\) and the discretization parameters h and \(\Delta\) t quasi-optimal error estimates are derived in suitable norms.
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Cites work
- A Convergence Estimate for an Approximation of a Parabolic Variational Inequality
- An Error Estimate for the Truncation Method for the Solution of Parabolic Obstacle Variational Inequalities
- Convergence of a penalty-finite element approximation for an obstacle problem
- scientific article; zbMATH DE number 3829166 (Why is no real title available?)
- scientific article; zbMATH DE number 3751685 (Why is no real title available?)
- Méthodes d'approximation et d'itération pour les opérateurs monotones
- Numerical solution of the obstacle problem by the penalty method
- Sommes d'opérateurs linéaires et équations différentielles opérationnelles
Cited in
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- Effect of numerical integration for elliptic obstacle problems
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- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem
- Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
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- Regularized model of post-touchdown configurations in electrostatic MEMS: equilibrium analysis
- Error estimates for the implicit Euler approximation of an evolution inequality
- Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method
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- Finite Element Methods for Parabolic Variational Inequalities with a Volterra Term
- Conjugate gradient techniques for the optimal control evolution dam problem
- Comparison principles applied to obstacle problems with penalties
- Mimetic finite differences for nonlinear and control problems
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- Parabolic approximation to variational problems with double obstacles
- A penalty method for American multi-asset option problems
- Numerical approximation of the solution of an obstacle problem modelling the displacement of elliptic membrane shells via the penalty method
- Theoretical analysis of a finite-volume scheme for a stochastic Allen-Cahn problem with constraint
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models
- Reliable solution of parabolic obstacle problems with respect to uncertain data.
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