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MULTIGRID METHODS FOR OBSTACLE PROBLEMS 被引量:3

MULTIGRID METHODS FOR OBSTACLE PROBLEMS
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摘要 In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition, we present a novel globally convergent inexact active set method which is closely related to truncated multigrid. The numerical properties of algorithms are carefully assessed by means of a degenerate problem and a problem with a complicated coincidence set. In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition, we present a novel globally convergent inexact active set method which is closely related to truncated multigrid. The numerical properties of algorithms are carefully assessed by means of a degenerate problem and a problem with a complicated coincidence set.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2009年第1期1-44,共44页 计算数学(英文)
基金 the Deutsche Forschungsgemeinschaft under contract Ko 1806/3-2
关键词 Multigrid methods Variational inequalities. Multigrid methods, Variational inequalities.
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参考文献91

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同被引文献19

  • 1李董辉,曾金平.双边障碍问题的迭代法[J].数值计算与计算机应用,1994,15(3):194-199. 被引量:7
  • 2Herbin R. A monotonic method for the numerical solution of some free boundary value problems[J].SIAM Journal of Numeric Analysis, 2002,40 : 2292-2310.
  • 3Glowinski R. Numerical methods for nonlinear variational problems[C]//Springer Series in Computational Physics. New York:Springer-Verlag, 1984.
  • 4Zhang Yongmin. Multilevel projection algorithm for solving obstacle problems[J].Computers and Mathematics with Applications, 2011,41:1505-1513.
  • 5Hoppe R H W. Multigrid algorithms for variational inequalities[J]. SIAM Journal of Numerical Analysis,1987,24:1046-1065.
  • 6Imoro B. Discretized obstacle problems with penalties on nested grids[J]. Applied Numerical Mathematics,2000,32:21-34.
  • 7Li Ruo, Liu Wenbin, Ma Heping, Moving mesh method with error-estimator-based monitor and its applications to static obstacle prob lem[J]. Journal of Scientific Computing, 2004,21 (1) : 31-55.
  • 8Karkkainen T, Kunisch K, Tarvainen P. Augmented lagrangian active set methods for obstacle problems[J]. Journal of Optimization Theory and Applications,2003,119(3) 1499-533.
  • 9Xue Lian, Cheng Xiaoliang. An algorithm for solving the obstacle problems[J]. Computers and Mathematics with Applications,2004, 48:1651-1657.
  • 10Lian Xiaopen, Cen Zhongdi, Cheng Xiaoliang. Some iterative algorithms for the obstacle problems[J]. International Journal of Computer Mathematics, 2010,87 (11) : 2493-2502.

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