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arXiv 0912.3222math.NAcs.NA
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用于障碍问题数值求解的分片线性系统的迭代解法

Iterative solution of piecewise linear systems for the numerical solution of obstacle problems

Luigi Brugnano, Alessandra Sestini

AI总结:

本文提出一类半迭代牛顿型方法求解分片线性系统,并证明其全局单调收敛性,用于障碍问题数值求解。

摘要:

我们研究了分片线性系统的使用,其系数矩阵是解本身的分片常数函数。这样的系统例如来自线性互补问题的数值求解和自由表面问题的数值求解。特别地,我们在此研究它们在(线性)抛物型障碍问题和障碍问题的数值求解中的应用。我们提出了一类有效的半迭代牛顿型方法来找到此类分片线性系统的精确解。我们证明了半迭代牛顿型方法具有全局单调收敛性质,即迭代在有限步内单调收敛到精确解。数值例子展示了所提方法的有效性。

英文摘要:

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the numerical solution of free-surface problems. In particular, we here study their application to the numerical solution of both the (linear) parabolic obstacle problem and the obstacle problem. We propose a class of effective semi-iterative Newton-type methods to find the exact solution of such piecewise linear systems. We prove that the semiiterative Newton-type methods have a global monotonic convergence property, i.e., the iterates converge monotonically to the exact solution in a finite number of steps. Numerical examples are presented to demonstrate the effectiveness of the proposed methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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