A Finite Difference Method for Two-Phase Parabolic Obstacle-like Problem - ENSTA Paris - École nationale supérieure de techniques avancées Paris
Pré-Publication, Document De Travail Année : 2013

A Finite Difference Method for Two-Phase Parabolic Obstacle-like Problem

Résumé

In this paper for two-phase parabolic obstacle-like problem, [\Delta u -u_t=\lambda^+\cdot\chi_{{u>0}}-\lambda^-\cdot\chi_{{u<0}},\quad (t,x)\in (0,T)\times\Omega,] where $T < \infty, \lambda^+ ,\lambda^- > 0$ are Lipschitz continuous functions, and $\Omega\subset\mathbb{R}^n$ is a bounded domain, we will introduce a certain variational form, which allows us to define a notion of viscosity solution. The uniqueness of viscosity solution is proved, and numerical nonlinear Gauss-Seidel method is constructed. Although the paper is devoted to the parabolic version of the two-phase obstacle-like problem, we prove convergence of discretized scheme to a unique viscosity solution for both two-phase parabolic obstacle-like and standard two-phase membrane problem. Numerical simulations are also presented.

Dates et versions

hal-00973802 , version 1 (04-04-2014)

Identifiants

Citer

Avetik Arakelyan. A Finite Difference Method for Two-Phase Parabolic Obstacle-like Problem. 2013. ⟨hal-00973802⟩
88 Consultations
0 Téléchargements

Altmetric

Partager

More