A Simple Semi-Implicit Scheme for Partial Differential Equations with Obstacle Constraints

A Simple Semi-Implicit Scheme for Partial Differential Equations with Obstacle Constraints

Year:    2020

Author:    Hao Liu, Shingyu Leung

Numerical Mathematics: Theory, Methods and Applications, Vol. 13 (2020), Iss. 3 : pp. 620–643

Abstract

We develop a simple and efficient numerical scheme to solve a class of obstacle problems encountered in various applications. Mathematically, obstacle problems are usually formulated using nonlinear partial differential equations (PDE). To construct a computationally efficient scheme, we introduce a time derivative term and convert the PDE into a time-dependent problem. But due to its nonlinearity, the time step is in general chosen to satisfy a very restrictive stability condition. To relax such a time step constraint when solving a time dependent evolution equation, we decompose the nonlinear obstacle constraint in the PDE into a linear part and a nonlinear part and apply the semi-implicit technique. We take the linear part implicitly while treating the nonlinear part explicitly. Our method can be easily applied to solve the fractional obstacle problem and min curvature flow problem. The article will analyze the convergence of our proposed algorithm. Numerical experiments are given to demonstrate the efficiency of our algorithm.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2019-0126

Numerical Mathematics: Theory, Methods and Applications, Vol. 13 (2020), Iss. 3 : pp. 620–643

Published online:    2020-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    24

Keywords:    Numerical methods nonlinear elliptic equations obstacle problem semi-implicit scheme.

Author Details

Hao Liu

Shingyu Leung

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