A Cubic Spline Method for Solving a Unilateral Obstacle Problem

This paper, we develop a numerical method for solving a unilateral obstacle problem by using the cubic spline collocation method and the generalized Newton method. This method converges quadratically if a relation-ship between the penalty parameter and the discretization parameter h is satisfied. An error estimate between the penalty solution and the discret penalty solution is provided. To validate the theoretical results, some numerical tests on one dimensional obstacle problem are presented.

Cite this paper

E. Mermri, A. Serghini, A. El hajaji and K. Hilal, "A Cubic Spline Method for Solving a Unilateral Obstacle Problem," American Journal of Computational Mathematics, Vol. 2 No. 3, 2012, pp. 217-222. doi: 10.4236/ajcm.2012.23028.

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