A finite difference approach to solve obstacle-type problems using complementarity models
DOI:
https://doi.org/10.5540/03.2022.009.01.0230Keywords:
Finite difference method, Complementarity models, obstacle problems.Abstract
This paper focuses on elaborating practical finite difference schemes to reduce the computational cost incurred in the construction of large sparse matrices. Our methodology generates a sequence of lower-dimensional vectors to mitigate this cost. In addition, we test our approach on obstacle-type problems in its equivalent version of a complementarity model.
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References
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