On an iterative method for variational inequalities

SummaryA number of numerical solutions are presented as examples of a new iterative method for variational inequalities. The iterative method is based on the reduction of variational inequalities to the Wiener-Hopf equations. For obstacle problems the convergence is guaranteed inW1,p spaces forp≧2. The examples presented are one and two dimensional obstacle problems in cases when the Greens function is known, but the method is very general.