Convergence Analysis for the Multiplicative Schwarz Preconditioned Inexact Newton Algorithm

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Article
Authors
Liu, Lulu cc
Keyes, David E. cc
KAUST Department
Applied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Extreme Computing Research Center
Date
2016-10-26
Permanent link to this record
http://hdl.handle.net/10754/621850

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Abstract
The 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.
Citation
Liu 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.
Sponsors
This work was supported by the Extreme Computing Research Center at KAUST and by the Aramco KAUST Master Research Agreement ORS 1438
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Journal
SIAM Journal on Numerical Analysis
ISSN
0036-1429
1095-7170
DOI
10.1137/15M1028182
Additional Links
http://epubs.siam.org/doi/10.1137/15M1028182
Collections
Articles; Applied Mathematics and Computational Science Program; Extreme Computing Research Center; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division