Site logo

A Finite Difference Method for Two-PhaseParabolic Obstacle-like Problem

This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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

Abstract

In this paper we treat the numerical approximationof the two-phase parabolic obstacle-like problem:∆u−ut=λ+·χ{u>0}−λ−·χ{u<0},(t,x)∈(0,T)×Ω,whereT <∞,λ+,λ−>0 are Lipschitz continuous functions,and Ω⊂Rnis a bounded domain. We introduce a certainvariation form, which allows us to define a notion of viscositysolution. We use defined viscosity solutions framework to ap-ply Barles-Souganidis theory. The numerical projected Gauss-Seidel method is constructed. Although the paper is devotedto the parabolic version of the two-phase obstacle-like problem,we prove convergence of the discretized scheme to the uniqueviscosity solution for both two-phase parabolic obstacle-like andstandard two-phase membrane problem. Numerical simulationsare also presented.

Subscribe to TheGufo Newsletter​