Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition
International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 1, pp. 13-18.

Voir la notice de l'article provenant de la source Library of Science

Newton's iteration is studied for the numerical solution of an elliptic PDE with nonlinear boundary conditions. At each iteration of Newton's method, a conjugate gradient based decomposition method is applied to the matrix of the linearized system. The decomposition is such that all the remaining linear systems have the same constant matrix. Numerical results confirm the savings with respect to the computational cost, compared with the classical Newton method with factorization at each step.
Keywords: Newton's method, conjugate gradient method, nonlinear PDE
Mots-clés : metoda Newtona, metoda gradientu sprzężonego, warunek brzegowy nieliniowy
@article{IJAMCS_2004_14_1_a1,
     author = {Koko, J.},
     title = {Newton's iteration with a conjugate gradient based decomposition method for an elliptic {PDE} with a nonlinear boundary condition},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {13--18},
     publisher = {mathdoc},
     volume = {14},
     number = {1},
     year = {2004},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_1_a1/}
}
TY  - JOUR
AU  - Koko, J.
TI  - Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition
JO  - International Journal of Applied Mathematics and Computer Science
PY  - 2004
SP  - 13
EP  - 18
VL  - 14
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_1_a1/
LA  - en
ID  - IJAMCS_2004_14_1_a1
ER  - 
%0 Journal Article
%A Koko, J.
%T Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition
%J International Journal of Applied Mathematics and Computer Science
%D 2004
%P 13-18
%V 14
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_1_a1/
%G en
%F IJAMCS_2004_14_1_a1
Koko, J. Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition. International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 1, pp. 13-18. http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_1_a1/

[1] Dennis J.E. and Schnabel R.B. (1996): Numerical Methods for Unconstrained Optimization and Nonlinear Equations. — Philadelphia: SIAM.

[2] Golub G.H. and Van Loan C.F. (1989): Matrix Computations. — Baltimore: The John Hopkins University Press.

[3] Luenberger D. (1989): Linear and Nonlinear Programming. — Reading, MA: Addison Wesley.

[4] Meurant G. (1999): Computer Solution of Large Systems. — Amsterdam: Elsevier.

[5] Ortega J.M. and Rhainboldt W.C. (1970): Iterative Solution of Nonlinear Equations in Several Variables. — New York: Academic Press.

[6] Polak E. (1971): Computational Methods in Optimization. — New York: Academic Press.

[7] Abbasian R.O. and Carey G.F. (1998): Hybrid MPE-iterative schemes for linear and nonlinear systems. — Appl. Math. Comput., Vol. 26, pp. 277–291.

[8] Golub G.H., MurrayW. and Saunders M.A. (1974): Methods for modifying matrix factorizations.— Math. Comp., Vol. 28, No. 126, pp. 505–535.

[9] Hughes J.T., Ferency R.M. and Halquist J.O. (1987): Largescale vectorized implicit calculations in solid mechanics on a Cray X-MP/48 utilizing EBE preconditioned conjugate gradient. — Comput. Meth. Appl. Mech. Eng., Vol. 61, pp. 215–248.

[10] Saad Y. (1990): SPARSKIT: A basic tool kit for sparse matrix computation.— Tech. Rep. CSRD TR 1029, University of Illinois, Urbana, IL.

[11] Sonnenveld P., Wesseling P. and De Zeeuw P.M. (1985): Multigrid and conjugate gradient methods as convergence acceleration technique, In: Multigrid Meth. Integr. Diff. — pp. 117–167, Clarendon Press.