Abstract: Multigrid algorithms for variational inequalities as found in contact problems or American options need an extra design. Classical multigrid methods approximate the cones of the feasible updates. This is avoided with the cascadic version. Of course, one has to take care of the regularity of the solution that depends on the shape of the obstacle. Moreover, we propose an iteration of cg-type for the inequalities. It is used in the multigrid code as a solver on the coarsest grid and as a smoother on the finer levels.
Future talks in Scientific Computing Seminar
Sep. 30: Alexandre Caboussat, Dept. of Mathematics, University of Houston.
Oct. 5: Mary F. Wheeler, TICAM, the University of Texas at Austin.
Oct. 28: Lisa Fauci, Dept. of Mathematics, Tulane University.
This seminar is easily accessible to persons with disabilities. For more information or for assistance, please contact the Mathematics Department at 743-3500.