We introduce the proximal Galerkin (PG) method for non-symmetric variational inequalities. The proposed approach is asymptotically mesh-independent and yields constraint-preserving approximations. We present both a conforming PG formulation and a hybrid mixed first-order system variant (FOSPG). We establish optimal a priori error estimates for each variant, which are verified numerically. We conclude by applying the method to American option pricing, free boundary problems in porous media, advection-diffusion with a semipermeable boundary, and the enforcement of discrete maximum principles.
Proximal Discontinuous Galerkin Methods for Variational Inequalities
CERMICS, CNRS, ENPC, Institut Polytechnique de Paris(CERMICS,法国国家科学研究中心,巴黎国立高等路桥学校,巴黎理工学院);Centre Inria de Paris(巴黎Inria中心);Division of Applied Mathematics, Brown University(布朗大学应用数学系);Department of Computational Applied Mathematics and Operations Research, Rice University(莱斯大学计算应用数学与运筹学系)
Universidad Politécnica de Madrid(马德里理工大学);IMDEA Materials Institute(IMDEA材料研究所);Brown University(布朗大学);Simula Research Laboratory(西穆拉研究实验室);Vanderbilt University(范德堡大学)
A Discontinuous Galerkin Method for H(curl)-Elliptic Hemivariational Inequalities
School of Mathematics and Statistics, Xi’an Jiaotong University(西安交通大学数学与统计学院);School of Mathematical Sciences, Shanghai Jiao Tong University(上海交通大学数学科学学院);Shanghai Artificial Intelligence Laboratory(上海人工智能实验室);Department of Mathematics, University of Iowa(爱荷华大学数学系);School of Mathematical Sciences, Inner Mongolia University(内蒙古大学数学科学学院)
Recovering the uniform boundary observability with spectral Legendre-Galerkin formulations of the 1-D wave equation
Laboratoire J.A. Dieudonné, Université Côte d’Azur(J.A.迪厄多内实验室,蔚蓝海岸大学);GIREF, Département de mathématiques et de statistique, Université Laval(GIREF,数学与统计系,拉瓦尔大学)