Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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A FAST NUMERICAL METHOD FOR SOLVING A REGULARIZED PROBLEM ASSOCIATED WITH OBSTACLE PROBLEMS

  • Yuan, Daming (College of Mathematics and Information Science Nanchang Hangkong University, Department of Mathematics Zhejiang University) ;
  • Li, Xi (College of Mathematics and Information Science Nanchang Hangkong University) ;
  • Lei, Chengfeng (College of Mathematics and Information Science Nanchang Hangkong University)
  • Received : 2010.06.13
  • Published : 2012.09.01
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Abstract

Kirsi Majava and Xue-Cheng Tai [12] proposed a modified level set method for solving a free boundary problem associated with unilateral obstacle problems. The proximal bundle method and gradient method were applied to solve the nonsmooth minimization problems and the regularized problem, respectively. In this paper, we extend this approach to solve the bilateral obstacle problems and employ Rung-Kutta method to solve the initial value problem derived from the regularized problem. Numerical experiments are presented to verify the efficiency of the methods.

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Acknowledgement

Supported by : Chinese National Science Foundation

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