Convergence Analysis for the Multiplicative Schwarz Preconditioned Inexact Newton Algorithm
KAUST DepartmentApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Extreme Computing Research Center
Online Publication Date2016-10-26
Print Publication Date2016-01
Permanent link to this recordhttp://hdl.handle.net/10754/621850
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AbstractThe multiplicative Schwarz preconditioned inexact Newton (MSPIN) algorithm, based on decomposition by field type rather than by subdomain, was recently introduced to improve the convergence of systems with unbalanced nonlinearities. This paper provides a convergence analysis of the MSPIN algorithm. Under reasonable assumptions, it is shown that MSPIN is locally convergent, and desired superlinear or even quadratic convergence can be obtained when the forcing terms are picked suitably.
CitationLiu L, Keyes DE (2016) Convergence Analysis for the Multiplicative Schwarz Preconditioned Inexact Newton Algorithm. SIAM Journal on Numerical Analysis 54: 3145–3166. Available: http://dx.doi.org/10.1137/15M1028182.
SponsorsThis work was supported by the Extreme Computing Research Center at KAUST and by the Aramco KAUST Master Research Agreement ORS 1438