A numerical solution of parabolic quasi variational inquality non-linear using Newton-Multigrid method

In this article, we apply three numerical methods to study the uniform convergence of the Newton-Multigrid method for parabolic quasi-variational inequalities with a non-linear right-hand side. To discretize the problem, we utilize a finite element method for the operator and Euler scheme for the time. To obtain the system discretization of the problem, we reformulate the parabolic quasi-variational inequality as a Hamilton-Jacobi-Bellman equation. For linearizing the problem on the coarse grid, we employ Newton's method as an external iteration to obtain the Jacobian system. On the smooth grid, we apply the multi-grid method as an interior iteration of the Jacobian system. Finally, we provide proof of the uniform convergence of the Newton-Multigrid method for parabolic quasi-variational inequalities with a nonlinear right hand, by giving a numerical example of this problem.

کلیدواژه ها:

Newton' s method ، Multigrid method ، Parabolic Variational In- equality ، Finite Element Method ، Hamilton-Jacobi-Bellman equation