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

DOI10.3103/S1068362311030022MaRDI QIDQ471270zbMATH OpenFDO

Authors A. Arakelyan, R. Barkhudaryan, M. Poghosyan

Publication date 14 November 2014

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

Full work available at URL https://doi.org/10.3103/S1068362311030022

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)

Cites work

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• On the error estimate of finite difference method for the obstacle problem
• Optimal convergence rate of the explicit finite difference scheme for American option valuation
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Cited in

(4)

• 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
• Numerical schemes for multi phase quadrature domains
• On the error estimate of finite difference method for the obstacle problem

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