A Finite Difference Method for Two-Phase Parabolic Obstacle-like Problem
In this paper we treat the numerical approximation of the two-phase parabolic obstacle-like problem: \[\Delta u -u_t=\lambda^+\cdot\chi_{\{u>0\}}-\lambda^-\cdot\chi_{\{u<0\}},\quad (t,x)\in (0,T)\times\Omega,\] where $T < \infty, \lambda^+ ,\lambda^- > 0$ are Lipschitz continuous functi...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Republic of Armenia National Academy of Sciences
2015-05-01
|
| Series: | Armenian Journal of Mathematics |
| Online Access: | http://armjmath.sci.am/index.php/ajm/article/view/109 |