Acceleration of Newton's method using nonlinear Jacobi preconditioning - Archive ouverte HAL
Communication Dans Un Congrès Année : 2020

Acceleration of Newton's method using nonlinear Jacobi preconditioning

Résumé

For mildly nonlinear systems, involving concave diagonal nonlinearities, semi-global monotone convergence of Newton's method is guarantied provided that the Jacobian of the system is an M-matrix. However, regardless this convergence result, the efficiency of Newton's method becomes poor for stiff nonlinearities. We propose a nonlinear preconditioning procedure inspired by the Jacobi method and resulting in a new system of equations, which can be solved by Newton's method much more efficiently. The obtained preconditioned method is shown to exhibit semi-global convergence.
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Dates et versions

hal-03429458 , version 1 (15-11-2021)

Identifiants

  • HAL Id : hal-03429458 , version 1

Citer

Konstantin Brenner. Acceleration of Newton's method using nonlinear Jacobi preconditioning. Finite Volumes for Complex Applications IX - Methods, Theoretical Aspects, Examples., Jun 2020, Bergen (Online), Norway. ⟨hal-03429458⟩
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