A practical choice of parameters in improved SOR-Newton method with orderings (Q1300773): Difference between revisions

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Latest revision as of 01:16, 28 June 2024

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A practical choice of parameters in improved SOR-Newton method with orderings
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    A practical choice of parameters in improved SOR-Newton method with orderings (English)
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    5 January 2000
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    The paper is concerned with the numerical solution of a system of so-called ``mildly nonlinear equations'' of the form \(F(z)= Az + B(z) = 0\), where \(A\) is an \(n\times n\) matrix, and \(B:\mathbb{R}^n\to \mathbb{R}^n\) is a continuously differentiable nonlinear mapping, by an improved successive overrelaxation (SOR)-Newton method. Such a system arises from the usual discretization of the Dirichlet problem for a partial differential equation of an especially form. Sufficient conditions for the convergence of the improved SOR-Newton method with orderings and of the improved block SOR-Newton method with orderings are presented. Also, a special choice of the multiple relaxation parameters is discursed. Numerical examples are performed.
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    convergence
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    multiple relaxation parameters
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    successive over relaxation
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    Newton method with orderings
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    mildly nonlinear equations
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    Newton method
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    numerical examples
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