Summary
We estimate the order of the difference between the numerical approximation and the solution of a parabolic variational inequality. The numerical approximation is obtained using a finite element discretization in space and a finite difference discretization in time which is more general than is used in the literature. We obtain better error estimates than those given in the literature. The error estimates are compared with numerical experiments.
Similar content being viewed by others
References
Berger, E.A., Falk, R.S.: An error estimate for the truncation method for the solution of parabolic obstacle variational inequalities. Math. Comput.31, 619–628 (1977)
Brézis, H.: Problèmes unilatéraux. J. Math. Pures Appl.51, 1–168 (1972)
Douglas, J., Dupont, T.: Galerkin methods for parabolic equations. SIAM J. Numer. Anal.7, 575–626 (1970)
Duvaut, G.: Equations aux derivées partielles, resolution d'un problème de Stefan. C.R. Acad. Sci. Paris, Ser. A276, 1461–1463 (1973)
Elliott, C.M., Ockendon, J.R.: Weak and variational methods for moving boundary problems. Boston: Pitman 1982
Fetter, A.:L ∞-error estimate for an approximation of a parabolic variational inequality. Numer. Math.50, 557–565 (1987)
Friedman, A.: Variational principles and free-boundary problems. New York: John Wiley 1982
Friedman, A., Kinderlehrer, D.: A one phase Stefan problem. Ind. Univ. Math. J.24, 1005–1035 (1975)
Gilbarg, D., Trudinger, N.S.: Elliptic partial differential equations of second order. Berlin Heidelberg New York: Springer 1977
Glowinski, R., Lions, J.L., Trémolières, R.: Numerical analysis of variational inequalities. Amsterdam: North-Holland 1981
Johnson, C.: A convergence estimate for an approximation of parabolic variational inequalities. SIAM J. Numer. Anal.13, 599–606 (1976)
Raviart, P.A.: Sur l'approximation de certaines équations d'evolution linéaires et non linéaires. J. Math. Pures. Appl.46, 11–183 (1967)
Scarpini, F., Vivaldi, M.A.: Evaluation de l'erreur d'approximation pour une inéquation parabolique relative aux convexes dépendant du temps. Appl. Math. Optimization4, 121–138 (1978)
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Vuik, C. AnL 2-error estimate for an approximation of the solution of a parabolic variational inequality. Numer. Math. 57, 453–471 (1990). https://doi.org/10.1007/BF01386423
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01386423