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Algorithm for solving a class of one-dimensional variational inequalities

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Abstract

We consider one-dimensional variational inequalities with end constraints. An exact difference scheme and truncated difference schemes of any order of accuracy are constructed for this problem. The accuracy of the rank-m truncated scheme in the grid norm of C is O(h2m+2). An algorithm for the implementation of the difference schemes is proposed. The algorithm reduces to two sweeps.

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Authors and Affiliations

  1. Kiev University, USSR

    I. P. Gavrilyuk

Authors
  1. I. P. Gavrilyuk
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Additional information

Translated from Vychislitel'naya i Prikladnaya Matematika, No. 64, pp. 24–30, 1988.

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Gavrilyuk, I.P. Algorithm for solving a class of one-dimensional variational inequalities. J Math Sci 66, 2250–2255 (1993). https://doi.org/10.1007/BF01229592

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  • DOI: https://doi.org/10.1007/BF01229592

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