<p>In this article, our work is focused on the proof of the uniform convergence of the multigrid method for parabolic variational inequality with a noncoercive operator and its numerical solution. To discretize the problem, we utilize a finite element scheme for the noncoercive operator and Euler scheme for the time. To obtain the system discretization of our problem, we reformulate the parabolic variational inequality as a Hamilton–Jacobi–Bellman equation. On the smooth grid, we apply the multigrid method as an interior iteration on the linear system. Finally, we provide a proof of the uniform convergence of the multigrid method for parabolic variational inequality with a noncoercive operator, providing a numerical example of this problem.</p>

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Multigrid method for noncoercive parabolic variational inequality

  • Mostafa Bahi,
  • Mohammed Beggas,
  • Mohamed Haiour,
  • Salah Boulaaras

摘要

In this article, our work is focused on the proof of the uniform convergence of the multigrid method for parabolic variational inequality with a noncoercive operator and its numerical solution. To discretize the problem, we utilize a finite element scheme for the noncoercive operator and Euler scheme for the time. To obtain the system discretization of our problem, we reformulate the parabolic variational inequality as a Hamilton–Jacobi–Bellman equation. On the smooth grid, we apply the multigrid method as an interior iteration on the linear system. Finally, we provide a proof of the uniform convergence of the multigrid method for parabolic variational inequality with a noncoercive operator, providing a numerical example of this problem.