An error estimate for the finite difference scheme for one-phase obstacle problem

DOI10.3103/S1068362311030022zbMath1302.35460MaRDI QIDQ471270

J. Herrera, Sumit K. Garg

Publication date: 14 November 2014

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

finite difference methodfree boundary problemobstacle problem

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (3)

Unnamed Item ⋮ Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles ⋮ Convergence of the finite difference scheme for a general class of the spatial segregation of reaction-diffusion systems

Cites Work

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• On the error estimate of finite difference method for the obstacle problem
• The obstacle problem revisited
• Optimal convergence rate of the explicit finite difference scheme for American option valuation
• Ulteriori proprieta di alcune classi di funzioni in piu variabili
• User’s guide to viscosity solutions of second order partial differential equations
• An Introduction to Variational Inequalities and Their Applications
• Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems

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