CONTINUOUS NEWTON METHOD FOR NONLINEAR PARTIAL DIFFERENTIAL EQUATION | |
Cai, Q-D | |
2010 | |
关键词 | Newton method continuous Newton method Jacobian-free KRYLOV METHODS SYSTEMS |
DOI | 10.1142/S0217984910023487 |
英文摘要 | Newton method is a widely used iteration method in solving nonlinear algebraic equations. In this method, a linear algebraic equations need to be solved in every step. The coefficient matrix of the algebraic equations is so-called Jacobian matrix, which needs to be determined at every step. For a complex non-linear system, usually no explicit form of Jacobian matrix can be found. Several methods are introduced to obtain an approximated matrix, which are classified as Jacobian-free method. The finite difference method is used to approximate the derivatives in Jacobian matrix, and a small parameter is needed in this process. So me problems may arise because of the interaction of this parameter and round-off errors. In the present work, we show that this kind of Newton method may encounter difficulties in solving non-linear partial differential equation (PDE) on fine mesh. To avoid this problem, the continuous Newton method is presented, which is a modification of classical Newton method for non-linear PDE.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000278194400009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Physics, Applied; Physics, Condensed Matter; Physics, Mathematical; SCI(E); CPCI-S(ISTP); 0 |
语种 | 英语 |
内容类型 | 会议论文 |
源URL | [http://ir.pku.edu.cn/handle/20.500.11897/316071] ![]() |
专题 | 工学院 |
推荐引用方式 GB/T 7714 | Cai, Q-D. CONTINUOUS NEWTON METHOD FOR NONLINEAR PARTIAL DIFFERENTIAL EQUATION[C]. 见:. |
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