Uniform Convergence and Mesh Independence of Newton's Method for Discretized Variational Problems
نویسندگان
چکیده
In an abstract framework, we study local convergence properties of Newton’s method for a sequence of generalized equations which models a discretized variational inequality. We identify conditions under which the method is locally quadratically convergent, uniformly in the discretization. Moreover, we show that the distance between the Newton sequence for the continuous problem and the Newton sequence for the discretized problem is bounded by the norm of a residual. As an application, we present mesh-independence results for an optimal control problem with control constraints.
منابع مشابه
Asymptotic Mesh Independence of Newton's Method Revisited
The paper presents a new affine invariant theory on asymptotic mesh independence of Newton’s method for discretized nonlinear operator equations. Compared to earlier attempts, the new approach is both much simpler and more intuitive from the algorithmic point of view. The theory is exemplified at collocation methods for ODE boundary value problems and at finite element methods for elliptic PDE ...
متن کاملAn efficient numerical method for singularly perturbed second order ordinary differential equation
In this paper an exponentially fitted finite difference method is presented for solving singularly perturbed two-point boundary value problems with the boundary layer. A fitting factor is introduced and the model equation is discretized by a finite difference scheme on an uniform mesh. Thomas algorithm is used to solve the tri-diagonal system. The stability of the algorithm is investigated. It ...
متن کاملSuperlinearly convergent PCG algorithms for some nonsymmetric elliptic systems
The conjugate gradient method is a widespread way of solving nonsymmetric linear algebraic systems, in particular for large systems arising from discretized elliptic problems. A celebrated property of the CGM is superlinear convergence, see the book [2] where a comprehensive summary is given on the convergence of the CGM. For discretized elliptic problems, the CGM is mostly used with suitable p...
متن کاملNewton's method and a mesh-independence principle for certain semilinear boundary-value problems
We exhibit an algorithm which computes an approximation of the positive solutions of a family of boundary value problems with Neumann boundary conditions. Such solutions arise as the stationary solutions of a family of semilinear parabolic equations with Neumann boundary conditions. The algorithm is based on a nite dimensional Newton iteration associated with a suitable discretized version of t...
متن کاملA Parameter Uniform Numerical Scheme for Singularly Perturbed Differential-difference Equations with Mixed Shifts
In this paper, we consider a second-order singularly perturbed differential-difference equations with mixed delay and advance parameters. At first, we approximate the model problem by an upwind finite difference scheme on a Shishkin mesh. We know that the upwind scheme is stable and its solution is oscillation free, but it gives lower order of accuracy. So, to increase the convergence, we propo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 39 شماره
صفحات -
تاریخ انتشار 2000