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Efficient Uzawa Algorithms for Two Phase Stefan Type Problems

In this paper we present and analyze Uzawa type algorithms for solving discretized variational inequalities arising from two phase Stefan type problems. For a Uzawa type algorithm and its improved version we show convergence and derive bounds on convergence rates. For the improved Uzawa algorithm, the convergence rate is shown to be uniformly bounded away from 1 if τh−2 is kept bounded, with τ the time stepsize and h the space meshsize.