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Numerical Solution of the Two-PhaseObstacle Problem by Finite DifferenceMethod

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CC BY-NC 4.0 This work is licensed under Creative Commons Attribution–NonCommercial International License (CC BY-NC 4.0).

Abstract

We propose an algorithm to solve thetwo-phaseobstacle problemby finite difference method. We prove the ex-istence and uniqueness of the solution of the discrete nonlinearsystem and obtain an error estimate for the corresponding reg-ularization. Also we prove the convergence of the proposed nu-merical algorithm. At the end of the paper we present somenumerical simulations.

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