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

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.