Iterative Solution of Piecewise Linear Systems for the Numerical Solution of Obstacle Problems 12

摘要: We investigate the use of piecewise linear systems, whose coefficient matrix is a constant function solution itself. Such systems arise, for example, from numerical complementarity problems and in free-surface problems. In particular, we here study their application to both (linear) parabolic obstacle problem problem. propose class effective semi-iterative Newton-type methods find exact such systems. prove that have global monotonic convergence property, i.e., iterates converge monotonically finite number steps. Numerical examples are presented demonstrate effectiveness proposed methods.