Accurate and efficient numerical solutions for elliptic obstacle problems

Abstract Elliptic obstacle problems are formulated to find either superharmonic solutions or minimal surfaces that lie on or over the obstacles, by incorporating inequality constraints. In order to solve such problems effectively using finite difference (FD) methods, the article investigates simple...

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Main Authors: Philku Lee, Tai Wan Kim, Seongjai Kim
Format: Article
Language:English
Published: SpringerOpen 2017-02-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-017-1309-z
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author Philku Lee
Tai Wan Kim
Seongjai Kim
author_facet Philku Lee
Tai Wan Kim
Seongjai Kim
author_sort Philku Lee
collection DOAJ
description Abstract Elliptic obstacle problems are formulated to find either superharmonic solutions or minimal surfaces that lie on or over the obstacles, by incorporating inequality constraints. In order to solve such problems effectively using finite difference (FD) methods, the article investigates simple iterative algorithms based on the successive over-relaxation (SOR) method. It introduces subgrid FD methods to reduce the accuracy deterioration occurring near the free boundary when the mesh grid does not match with the free boundary. For nonlinear obstacle problems, a method of gradient-weighting is introduced to solve the problem more conveniently and efficiently. The iterative algorithm is analyzed for convergence for both linear and nonlinear obstacle problems. An effective strategy is also suggested to find the optimal relaxation parameter. It has been numerically verified that the resulting obstacle SOR iteration with the optimal parameter converges about one order faster than state-of-the-art methods and the subgrid FD methods reduce numerical errors by one order of magnitude, for most cases. Various numerical examples are given to verify the claim.
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spelling doaj.art-1a277326451f4937a812049a817036bb2022-12-21T19:02:05ZengSpringerOpenJournal of Inequalities and Applications1029-242X2017-02-012017112510.1186/s13660-017-1309-zAccurate and efficient numerical solutions for elliptic obstacle problemsPhilku Lee0Tai Wan Kim1Seongjai Kim2Department of Mathematics, Sogang UniversityCentennial Christian School InternationalMississippi State UniversityAbstract Elliptic obstacle problems are formulated to find either superharmonic solutions or minimal surfaces that lie on or over the obstacles, by incorporating inequality constraints. In order to solve such problems effectively using finite difference (FD) methods, the article investigates simple iterative algorithms based on the successive over-relaxation (SOR) method. It introduces subgrid FD methods to reduce the accuracy deterioration occurring near the free boundary when the mesh grid does not match with the free boundary. For nonlinear obstacle problems, a method of gradient-weighting is introduced to solve the problem more conveniently and efficiently. The iterative algorithm is analyzed for convergence for both linear and nonlinear obstacle problems. An effective strategy is also suggested to find the optimal relaxation parameter. It has been numerically verified that the resulting obstacle SOR iteration with the optimal parameter converges about one order faster than state-of-the-art methods and the subgrid FD methods reduce numerical errors by one order of magnitude, for most cases. Various numerical examples are given to verify the claim.http://link.springer.com/article/10.1186/s13660-017-1309-zelliptic obstacle problemsuccessive over-relaxation (SOR) methodgradient-weighting methodobstacle relaxationsubgrid finite difference (FD)
spellingShingle Philku Lee
Tai Wan Kim
Seongjai Kim
Accurate and efficient numerical solutions for elliptic obstacle problems
Journal of Inequalities and Applications
elliptic obstacle problem
successive over-relaxation (SOR) method
gradient-weighting method
obstacle relaxation
subgrid finite difference (FD)
title Accurate and efficient numerical solutions for elliptic obstacle problems
title_full Accurate and efficient numerical solutions for elliptic obstacle problems
title_fullStr Accurate and efficient numerical solutions for elliptic obstacle problems
title_full_unstemmed Accurate and efficient numerical solutions for elliptic obstacle problems
title_short Accurate and efficient numerical solutions for elliptic obstacle problems
title_sort accurate and efficient numerical solutions for elliptic obstacle problems
topic elliptic obstacle problem
successive over-relaxation (SOR) method
gradient-weighting method
obstacle relaxation
subgrid finite difference (FD)
url http://link.springer.com/article/10.1186/s13660-017-1309-z
work_keys_str_mv AT philkulee accurateandefficientnumericalsolutionsforellipticobstacleproblems
AT taiwankim accurateandefficientnumericalsolutionsforellipticobstacleproblems
AT seongjaikim accurateandefficientnumericalsolutionsforellipticobstacleproblems