Convergence analysis of an iterative method for nonlinear partial differential equations

DOI10.1155/2013/487273MaRDI QIDQ1789954zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Hung-Yu Ke, Ren-Chuen Chen, Chun-Hsien Li

Publication date 10 October 2018

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/487273

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Review text

Summary: We will combine linear successive overrelaxation method with nonlinear monotone iterative scheme to obtain a new iterative method for solving nonlinear equations. The basic idea of this method joining traditional monotone iterative method (known as the method of lower and upper solutions) which depends essentially on the monotone parameter is that by introducing an acceleration parameter one can construct a sequence to accelerate the convergence. The resulting increase in the speed of convergence is very dramatic. Moreover, the sequence can accomplish monotonic convergence behavior in the iterative process when some suitable acceleration parameters are chosen. Under some suitable assumptions in aspect of the nonlinear function and the matrix norm generated from this method, we can prove the boundedness and convergence of the resulting sequences. Application of the iterative scheme is given to a logistic model problem in ecology, and numerical results for a test problem with known analytical solution are given to demonstrate the accuracy and efficiency of the present method.

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