A two-grids/projection algorithm for obstacle problems

In order to emphasize the possible relation between discontinuous and continuous approximations on different meshes, a two-grids method for the resolution of parabolic variational inequality problems is presented. The numerical methodology combines a time splitting algorithm to decouple a diffusion phenomenon from an obstacle problem. The diffusion problem is solved by using finite-differences, while piecewise linear finite-element techniques are used together with a Newton method for the obstacle problem. Projections are used to interpolate the solution from one grid to the other. Numerical experiments show that the resulting method has good accuracy properties. (c) 2005 Elsevier Ltd. All rights reserved.