"I will think about this problem" is OK.
Did you mean to say "I will think 'of' this problem" ?(you wrote "if).
Any of these could be OK depending on context. You should provide several examples as complete sentences.
The correct use of prepositions is one of the most difficult goals to achieve when learning a foreign language.
I would never say "I will think of this problem" but rather "I will think about it."
Usually you "think about" something but I guess there may be situations in which you can "think of" someone or something. For instance: "Think of a number!"
Here you think precisely in a certain number (it just comes to your mind), not "about it" in the sense of reflecting about it.