首页 | 本学科首页   官方微博 | 高级检索  
     


Newton iteration for partial differential equations and the approximation of the identity
Authors:Gregory E. Fasshauer  Eugene C. Gartland Jr.  Joseph W. Jerome
Affiliation:(1) Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, USA;(2) Department of Mathematics and Computer Science, Kent State University, Kent, OH 44242, USA;(3) Department of Mathematics, Northwestern University, Evanston, IL 60208, USA
Abstract:
It is known that the critical condition which guarantees quadratic convergence of approximate Newton methods is an approximation of the identity condition. This requires that the composition of the numerical inversion of the Fréchet derivative with the derivative itself approximate the identity to an accuracy calibrated by the residual. For example, the celebrated quadratic convergence theorem of Kantorovich can be proven when this holds, subject to regularity and stability of the derivative map. In this paper, we study what happens when this condition is not evident ldquoa priorirdquo but is observed ldquoa posteriorirdquo. Through an in-depth example involving a semilinear elliptic boundary value problem, and some general theory, we study the condition in the context of dual norms, and the effect upon convergence. We also discuss the connection to Nash iteration.
Keywords:Newton methods  partial differential equations  approximation of the identity  Nash iteration
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号