A space-time finite element method for parabolic obstacle problems

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Carvajal, José Joaquín, Damircheli, Davood, Führer, Thomas, Fuica, Francisco, Karkulik, Michael
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913728724729856
author Carvajal, José Joaquín
Damircheli, Davood
Führer, Thomas
Fuica, Francisco
Karkulik, Michael
author_facet Carvajal, José Joaquín
Damircheli, Davood
Führer, Thomas
Fuica, Francisco
Karkulik, Michael
contents We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on simplicial and prismatic meshes are studied and we show a priori error estimates for both. Convergence rates are derived for sufficiently smooth solutions. Reliable a posteriori bounds are provided and used to steer an adaptive algorithm. Numerical experiments including a one-phase Stefan problem and an American option pricing problem are presented.
format Preprint
id arxiv_https___arxiv_org_abs_2503_07808
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A space-time finite element method for parabolic obstacle problems
Carvajal, José Joaquín
Damircheli, Davood
Führer, Thomas
Fuica, Francisco
Karkulik, Michael
Numerical Analysis
49J40, 58E35, 65N12, 65N30
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on simplicial and prismatic meshes are studied and we show a priori error estimates for both. Convergence rates are derived for sufficiently smooth solutions. Reliable a posteriori bounds are provided and used to steer an adaptive algorithm. Numerical experiments including a one-phase Stefan problem and an American option pricing problem are presented.
title A space-time finite element method for parabolic obstacle problems
topic Numerical Analysis
49J40, 58E35, 65N12, 65N30
url https://arxiv.org/abs/2503.07808