Multigrid methods for non coercive variational inequalities

Abstract

In this study, our examination centers around the numerical resolution of non-coercive issues using a multi-grid approach. Our particular emphasis is directed towards employing multi-grid methodologies to tackle non-linear variational inequalities. Our primary goal involves confirming the consistent convergence of the multi-grid algorithm. To attain this objective, we make use of fundamental sub-differential calculus and glean insights from the convergence principles of non-linear multi-grid techniques.

Keywords

• Multigrid method
• variational inequality
• finite element
• iterative method
• HJB equation
• non coercive operator

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