A globally convergent multi-grid algorithm for moving boundary problems of two-phase Stefan type

In this paper we deal with the numerical solution of movingboundary problems of two-phase Stefan type. Based on an implicitdiscretization in time and the use of continuous, piecewiselinear finite elements in the space variables with respect tothe weak formulation of the problem, a globally convergent multi-gridalgorithm is developed. That algorithm strongly relies on thevariational characterization of the fully discretized problemas the unconstrained minimization of a subdifferentiable convexobjective functional. Numerical results indicate a significantimprovement in efficiency compared with previous multi-gridapproaches.