A penalty approximation method for a semilinear parabolic double obstacle problem

In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set.We first rewrite the double obstacle complementarity problem as a d...

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Main Authors: Zhou, Y., Wang, Song, Yang, X.
Format: Journal Article
Published: Kluwer Academic Publishers 2014
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/15410
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author Zhou, Y.
Wang, Song
Yang, X.
author_facet Zhou, Y.
Wang, Song
Yang, X.
author_sort Zhou, Y.
building Curtin Institutional Repository
collection Online Access
description In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set.We first rewrite the double obstacle complementarity problem as a double obstacle variational inequality problem. Then, we construct a semilinear parabolic partial differential equation (penalized equation) for approximating the variational inequality problem.We prove that the solution to the penalized equation converges to that of the variational inequality problem and obtain a convergence rate that is corresponding to the power used in the formulation of the penalized equation. Numerical results are presented to demonstrate the theoretical findings.
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institution Curtin University Malaysia
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publishDate 2014
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spelling curtin-20.500.11937-154102018-03-29T09:07:21Z A penalty approximation method for a semilinear parabolic double obstacle problem Zhou, Y. Wang, Song Yang, X. Penalty approximation method Parabolic differential operator Global optimizer Double obstacle problem Complementarity problem In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set.We first rewrite the double obstacle complementarity problem as a double obstacle variational inequality problem. Then, we construct a semilinear parabolic partial differential equation (penalized equation) for approximating the variational inequality problem.We prove that the solution to the penalized equation converges to that of the variational inequality problem and obtain a convergence rate that is corresponding to the power used in the formulation of the penalized equation. Numerical results are presented to demonstrate the theoretical findings. 2014 Journal Article http://hdl.handle.net/20.500.11937/15410 10.1007/s10898-013-0122-6 Kluwer Academic Publishers restricted
spellingShingle Penalty approximation method
Parabolic differential operator
Global optimizer
Double obstacle problem
Complementarity problem
Zhou, Y.
Wang, Song
Yang, X.
A penalty approximation method for a semilinear parabolic double obstacle problem
title A penalty approximation method for a semilinear parabolic double obstacle problem
title_full A penalty approximation method for a semilinear parabolic double obstacle problem
title_fullStr A penalty approximation method for a semilinear parabolic double obstacle problem
title_full_unstemmed A penalty approximation method for a semilinear parabolic double obstacle problem
title_short A penalty approximation method for a semilinear parabolic double obstacle problem
title_sort penalty approximation method for a semilinear parabolic double obstacle problem
topic Penalty approximation method
Parabolic differential operator
Global optimizer
Double obstacle problem
Complementarity problem
url http://hdl.handle.net/20.500.11937/15410