In this paper, we propose a multigrid algorithm based on the full approximate scheme for solving the membrane constrained obstacle problems and the minimal surface obstacle problems in the formulations of HJB equations. A Newton-Gauss-Seidel (NGS) method is used as smoother. A Galerkin coarse grid operator is proposed for the membrane constrained obstacle problem. Comparing with standard FAS with the direct discretization coarse grid operator, the FAS with the proposed operator converges faster. A special prolongation operator is used to interpolate functions accurately from the coarse grid to the fine grid at the boundary between the active and inactive sets. We will demonstrate the fast convergence of the proposed multigrid method for solving two model obstacle problems and compare the results with other multigrid methods.

In this paper we are interested in bilateral obstacle problems for quasilinear scalar conservation laws associated with Dirichlet boundary conditions. Firstly, we provide a suitable entropy formulation which ensures uniqueness. Then, we justify the existence of a solution through the method of penalization and by referring to the notion of entropy process solution due to specific properties of bounded sequences in L ∞. Lastly, we study the behaviour of this solution and its stability properties with respect to the associated obstacle functions.