Error estimates and free-boundary convergence for a finite difference discretization of a parabolic variational inequality

DOI10.1051/m2an/1977110403151zbMath0371.65020OpenAlexW825251193MaRDI QIDQ4147565

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Publication date: 1977

Published in: RAIRO. Analyse numérique (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193305

Mathematics Subject Classification ID

Heat equation (35K05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Discrete approximations in optimal control (49M25) General biology and biomathematics (92B05)

Related Items (9)

Approximation of the Snell Envelope and American Options Prices in dimension one ⋮ A note on the approximation of free boundaries by finite element methods ⋮ Convergence of free boundaries in discrete obstacle problems ⋮ Unnamed Item ⋮ Shape optimization approach to numerical solution of the obstacle problem ⋮ A note on convergence of level sets ⋮ Error estimates for the binomial approximation of American put options ⋮ On finite element approximation in the \(L^{\infty}\)-norm of variational inequalities ⋮ $L_\infty $-error estimates for variational inequalities with Hölder continuous obstacle

Cites Work

• Free boundary problems of Stephan type with prescribed flux
• Parabolic variational inequalities in one space dimension and smoothness of the free boundary
• Estimates on the support of solutions of parabolic variational inequalities
• General free-boundary problems for the heat equation. II
• An evolution variational inequality related to a diffusionabsorption problem
• A Method for Solving Moving Boundary Problems in Heat Flow using Cubic Splines or Polynomials
• SOLUTIONS WITH COMPACT SUPPORT OF VARIATIONAL INEQUALITIES
• Numerical Solution of a Diffusion Consumption Problem with a Free Boundary
• Variational inequalities
• A Moving Boundary Problem Arising from the Diffusion of Oxygen in Absorbing Tissue
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