An L^1 penalty method for general obstacle problems
From MaRDI portal
Publication:5264051
Abstract: We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an exact regularizer in the sense that for large (but finite) penalty parameter, we recover the exact solution. Our formulation is applied to classical elliptic obstacle problems as well as some related free boundary problems, for example the two-phase membrane problem and the Hele-Shaw model. One advantage of the proposed method is that the free boundary inherent in the obstacle problem arises naturally in our energy minimization without any need for problem specific or complicated discretization. In addition, our scheme also works for nonlinear variational inequalities arising from convex minimization problems.
Recommendations
- A penalty method for some nonlinear variational obstacle problems
- Numerical solution of the obstacle problem by the penalty method. II: Time-dependent problems
- A penalty/Newton/conjugate gradient method for the solution of obstacle problems
- Penalty methods for one-sided parabolic problems with piecewise smooth obstacles
- An efficient primal-dual method for the obstacle problem
Cites work
- scientific article; zbMATH DE number 3852340 (Why is no real title available?)
- scientific article; zbMATH DE number 3980596 (Why is no real title available?)
- scientific article; zbMATH DE number 1984083 (Why is no real title available?)
- scientific article; zbMATH DE number 2043514 (Why is no real title available?)
- scientific article; zbMATH DE number 2163369 (Why is no real title available?)
- scientific article; zbMATH DE number 3802751 (Why is no real title available?)
- scientific article; zbMATH DE number 3398324 (Why is no real title available?)
- A duality based semismooth Newton framework for solving variational inequalities of the second kind
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A hybrid method for moving interface problems with application to the Hele-Shaw flow
- A posteriori error estimator and error control for contact problems
- A variational inequality approach to Hele-Shaw flow with a moving boundary
- Adaptive Multilevel Methods for Obstacle Problems
- An Introduction to Variational Inequalities and Their Applications
- Applications of Variational Inequalities to a Moving Boundary Problem for Hele Shaw Flows
- Approximation of Obstacle Problems by Continuation Methods
- Compressed modes for variational problems in mathematics and physics
- Compressed plane waves yield a compactly supported multiresolution basis for the Laplace operator
- Compressed sensing
- Compressive sensing and low-rank libraries for classification of bifurcation regimes in nonlinear dynamical systems
- Compressive sensing based machine learning strategy for characterizing the flow around a cylinder with limited pressure measurements
- Convergence Rate Analysis of a Multiplicative Schwarz Method for Variational Inequalities
- Error forgetting of Bregman iteration
- Exact Regularization of Convex Programs
- Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations
- Introductory lectures on convex optimization. A basic course.
- Linearized Bregman iterations for compressed sensing
- Monotone multigrid methods for elliptic variational inequalities. I
- Monotone multigrid methods for elliptic variational inequalities. II
- Multigrid Algorithms for Variational Inequalities
- Numerical solution of the obstacle problem by the penalty method
- Numerical solutions of a two-phase membrane problem
- Obstacle problems with cohesion: a hemivariational inequality approach and its efficient numerical solution
- PDEs with compressed solutions
- Phase retrieval via matrix completion
- Rate of convergence for some constraint decomposition methods for nonlinear variational inequalities
- Regularity of free boundaries in obstacle-type problems
- Robust principal component analysis?
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- SOLUTIONS WITH COMPACT SUPPORT OF VARIATIONAL INEQUALITIES
- Singularities in Hele--Shaw Flows
- Singularities in Hele-Shaw flows driven by a multipole
- Sparse dynamics for partial differential equations
- Sparse time frequency representations and dynamical systems
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Sufficiency of Exact Penalty Minimization
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- The Split Bregman Method for L1-Regularized Problems
- The Two-Phase Membrane Problem--Regularity of the Free Boundaries in Higher Dimensions
- The obstacle problem revisited
- The one-phase Hele-Shaw problem with singularities
- The regularity of elliptic and parabolic free boundaries
Cited in
(28)- Numerical solution of the obstacle problem by the penalty method. II: Time-dependent problems
- A shape optimization approach for simulating contact of elastic membranes with rigid obstacles
- A FEM approximation of a two-phase obstacle problem and its a posteriori error estimate
- Projection method for droplet dynamics on groove-textured surface with merging and splitting
- An efficient primal-dual method for the obstacle problem
- Two neural-network-based methods for solving elliptic obstacle problems
- PDE acceleration: a convergence rate analysis and applications to obstacle problems
- Equivalent extensions of partial differential equations on surfaces
- Convergence of the finite difference scheme for a general class of the spatial segregation of reaction-diffusion systems
- A numerical approach for a general class of the spatial segregation of reaction-diffusion systems arising in population dynamics
- Additive Schwarz methods for convex optimization as gradient methods
- Forward stability of ResNet and its variants
- The Stefan problem and free targets of optimal Brownian martingale transport
- MGProx: a nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
- Sparse + low-energy decomposition for viscous conservation laws
- A modified split Bregman algorithm for computing microstructures through Young measures
- A simple semi-implicit scheme for partial differential equations with obstacle constraints
- Penalty methods for one-sided parabolic problems with piecewise smooth obstacles
- On exact penalty operators and penalization methods for elliptic unilateral problems with piecewise smooth obstacles
- Extracting Sparse High-Dimensional Dynamics from Limited Data
- Extracting Structured Dynamical Systems Using Sparse Optimization With Very Few Samples
- Learning partial differential equations via data discovery and sparse optimization
- Fast operator splitting methods for obstacle problems
- Additive Schwarz methods for semilinear elliptic problems with convex energy functionals: convergence rate independent of nonlinearity
- The penalized obstacle problem. I: Lipschitz regularity of level sets
- An inexact smoothing method for solving obstacle and free boundary problems
- Accurate and efficient numerical solutions for elliptic obstacle problems
- Global higher integrability for minimisers of convex obstacle problems with (p,q)-growth
This page was built for publication: An \(L^1\) penalty method for general obstacle problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5264051)