An L^1 penalty method for general obstacle problems

DOI10.1137/140963303zbMATH Open1328.35336arXiv1404.1370OpenAlexW2093346147MaRDI QIDQ5264051FDOQ5264051

Giang Tran, William M. Feldman, Hayden Schaeffer, Stanley Osher

Publication date: 20 July 2015

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1404.1370

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zbMATH Keywords

free boundarynonlinear elliptic equationsHele-Shawexact penaltytwo-phase membrane\(L^1\) optimizationelliptic obstacles

Mathematics Subject Classification ID

Variational methods for second-order elliptic equations (35J20) Free boundary problems for PDEs (35R35)

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Uses Software

• PhaseLift

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