Investigation of Lagrange-Galerkin method for an obstacle parabolic problem

DOI10.1134/S1995080218070089MaRDI QIDQ1992086zbMATH OpenOpenAlexWikidataFDO

Authors R. Z. Dautov, A. V. Lapin

Publication date 2 November 2018

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1995080218070089

zbMATH Keywords

diffusion-convection operatorfinite element methodLagrange-Galerkin methodparabolic variational inequality

Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cites work

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• Problèmes unilateraux
• Unconditional stability and error estimates of modified characteristics FEMs for the Navier-Stokes equations
• Über die punktweise Konvergenz finiter Elemente

Cited in

(1)

• Error estimates for Lagrange-Galerkin approximation of American options valuation

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