Uniform Convergence of Multigrid Methods for Elliptic Quasi-Variational Inequalities and Its Implementation
DOI:
https://doi.org/10.26713/cma.v14i2.2039Keywords:
Quasi-variational inequality, Finite element method, HJB equation, Multigrid methodAbstract
In this paper, algebraic multigrid methods on adaptive finite element discretisation are applied for solving elliptic quasi-variational inequalities. The uniform convergence of the multigrid scheme has been established which proves that the multigrid methods have a contraction number with respect to the maximum norm. Numerical results which demonstrate the high efficiency of these methods are given for a quasi-variational inequality arising from impulse control problem on a domain with nonpolygonal boundaries.
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