On the updating and assembly of the Hessian matrix in finite element methods (Q1120970)

This paper is concerned with the iterative solution of systems of nonlinear equations arising in finite element approximations of some nonlinear problems such as an electromagnetic field equation, the torsion of an elastic bar, the full potential equation in aerodynamics. The authors discuss Newton methods involving the assembly of the Hessian matrix. In general, such methods as the damped inexact Newton procedure are expensive to use because the Hessian matrix has to be updated too many times. On the other hand, it is shown that, when the Hessian matrix has a special structure, updating it is not more expensive than updating the gradient vector. Effective methods of evaluation, factorization and preconditioning of a stiffness matrix are given. Several numerical examples are presented.