Overlapping Nonmatching Grid Method for the Ergodic Control Quasi Variational Inequalities

Abstract

In this paper, we provide a maximum norm analysis of an overlapping Schwarz method on nonmatching grids for a quasi-variational inequalities related to ergodic control problems studied by M. Boulbrachene [1], where the “discount factor” (i.e., the zero order term) is set to 0, we use an overlapping Schwarz method on nonmatching grid which consists in decomposing the domain in two sub domains, where the discrete alternating Schwarz sequences in sub domains converge to the solution of the ergodic control IQV for the zero order term. For and under a discrete maximum principle we show that the discretization on each sub domain converges quasi-optimally in the norm to 0.

Share and Cite:

H. Mécheri and S. Saadi, "Overlapping Nonmatching Grid Method for the Ergodic Control Quasi Variational Inequalities," American Journal of Computational Mathematics, Vol. 3 No. 1A, 2013, pp. 27-31. doi: 10.4236/ajcm.2013.31A005.

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1] M. Boulbrachène, “On Numerical Analysis of the Ergodic Control Quasi-Variational Inequalities,” International Mathematical Forum, No. 42, 2009, pp. 2051-2057.
[2] J. P. Zeng and S. Z. Zhou, “Schwarz Algorithm for the Solution of Variational Inequalities with Nonlinear Source Terms,” Applied Mathematics and Computation, Vol. 97, No. 1, 1998, pp. 23-35. doi:10.1016/S0096-3003(97)10129-1
[3] P. L. Lions and B. Perthame, “Quasi-Variational Inequalities and Ergodic Impulse Control,” SIAM Journal on Control and Optimization, Vol. 24, No. 4, 1986, pp. 604-615.
[4] A. Bensoussan, “Stochastic Control by Functional Analysis Methods,” North-Holland Publishing Company, Amsterdam, 1982.
[5] A. Bensoussan and J. L. Lions, “Impulse Control and Quasi-Variational Inequalities,” Gauthiers Villars, Paris, 1984.
[6] P. Cortey-Dumont, “Approximation numérique d’une IQV liée a des problèmes de gestion de stock,” RAIRO, Anal. Numer, Vol. 14, 1980, pp. 335-346.
[7] P. G. Ciarlet and P. A. Raviart, “Maximum Principle and Uniform Convergence for the Finite Element Method,” Computer Methods in Applied Mechanics and Engineering, Vol. 2, No. 1, 1973, pp. 17-31.
[8] M. Haiour and S. Boulaaras, “Overlapping Domain Decomposition Methods for Elliptic Quasi-Variational Ine- qualities Related to Impulse Control Problem with Mixed Boundary Conditions,” Proceedings—Mathematical Sciences, Vol. 121, No. 4, 2011, pp. 481-493.
[9] B. Perthame, “Some Remarks on Quasi-Variational Inequalities and the Associated Impulsive Control Problem,” Annales de l’I. H. P., Section C, Vol. 2, No. 3, 1985, pp. 237-260.
[10] C. Xiao-Chuan, T. P. Matew and M. Vsakis, “Maximum nom Analysis of Ovelapping Non-Matching Grid Discretisations of Elliptic Equation,” SIAM Journal on Numerical Analysis, Vol. 5, 2000, pp. 1709-1728.
[11] J. Bramble, J. Pascial, J. wang and J. xu, “Convergence Estimates for Product Iterative Methods with Applications to Domain Decomposition,” Mathematics of Computation, Vol. 57, 1991, pp. 1-21. doi:10.1090/S0025-5718-1991-1090464-8
[12] M. Boulbrachène, P. Cortey-Dumont and J. C. Miellou, “Approximation Convergence for a Subdomain Decomposition Method,” 1er Symposium International sur la Méthode de Sous-Domaine, Paris, 1987.
[13] M. Boulbrachène and S. Saadi, “Maximum Norm Analysis of an Overlapping Nonmatching Grids Method for the Obstacle Problem,” Hindawi Publishing Corporation, Cairo, 2006, pp. 1-10.
[14] M. Dryja, “An Additive Schwarz Algorithm for Two-and Three-Dimensional Finite Element Elliptic Problems, In: T. Chan, et al., Eds., Domain Decomposition Methods, Philadephia, SIAM, 1989, pp. 168-172.
[15] M. Dryja and O. Widlund, “Some Domain Decomposition Algorithms for Elliptic Problems,” In: L. Hayes and D. Kincaid, Eds, Iterative Methods for Large Systems, Academic Press, Boston, 1990, pp. 273-291.
[16] P. Cortey-Dumont, “Sur les inéquations variationnelles a opérateurs non coercifs,” M2AN, Vol. 19, 1985, pp. 195-212.
[17] P. Cortey-Dumont, “On Finite Element Approximation in the L-Norm of Variational Inequalities with Nonlinear Operators,” Numerische Mathematik, Vol. 47, No. 1, 1985, pp. 45-57. doi:10.1007/BF01389875
[18] T. Chan, T. Hou and P. Lions, “Geometry Related Convergence Results for Domain Decomposition Algorithms,” SIAM Journal on Numerical Analysis, Vol. 28, No. 2, 1991, pp. 378-391. doi:10.1137/0728021

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.