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ACCELERATION METHODS OF NONLINEAR ITERATION FOR NONLINEAR PARABOLIC EQUATIONS 被引量:4

ACCELERATION METHODS OF NONLINEAR ITERATION FOR NONLINEAR PARABOLIC EQUATIONS
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摘要 This paper discusses the accelerating of nonlinear parabolic equations. Two iterative methods for solving the implicit scheme new nonlinear iterative methods named by the implicit-explicit quasi-Newton (IEQN) method and the derivative free implicit-explicit quasi-Newton (DFIEQN) method are introduced, in which the resulting linear equations from the linearization can preserve the parabolic characteristics of the original partial differential equations. It is proved that the iterative sequence of the iteration method can converge to the solution of the implicit scheme quadratically. Moreover, compared with the Jacobian Free Newton-Krylov (JFNK) method, the DFIEQN method has some advantages, e.g., its implementation is easy, and it gives a linear algebraic system with an explicit coefficient matrix, so that the linear (inner) iteration is not restricted to the Krylov method. Computational results by the IEQN, DFIEQN, JFNK and Picard iteration methods are presented in confirmation of the theory and comparison of the performance of these methods. This paper discusses the accelerating of nonlinear parabolic equations. Two iterative methods for solving the implicit scheme new nonlinear iterative methods named by the implicit-explicit quasi-Newton (IEQN) method and the derivative free implicit-explicit quasi-Newton (DFIEQN) method are introduced, in which the resulting linear equations from the linearization can preserve the parabolic characteristics of the original partial differential equations. It is proved that the iterative sequence of the iteration method can converge to the solution of the implicit scheme quadratically. Moreover, compared with the Jacobian Free Newton-Krylov (JFNK) method, the DFIEQN method has some advantages, e.g., its implementation is easy, and it gives a linear algebraic system with an explicit coefficient matrix, so that the linear (inner) iteration is not restricted to the Krylov method. Computational results by the IEQN, DFIEQN, JFNK and Picard iteration methods are presented in confirmation of the theory and comparison of the performance of these methods.
出处 《Journal of Computational Mathematics》 SCIE EI CSCD 2006年第3期412-424,共13页 计算数学(英文)
基金 Supported by the The National Basic Research Program (No. 2005CB321703) and the National Natural Science Foundation of China (No.10476002, 60533020).
关键词 Nonlinear parabolic equations Difference scheme Newton iterative methods. Nonlinear parabolic equations, Difference scheme, Newton iterative methods.
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