Accelerated monotone iterations for numerical solutions of nonlinear elliptic boundary value problems (Q1879559)

The paper is devoted to monotone iterations for nonlinear grid systems of type \(Au=F(u)\) where \(A\) is an \(M\)-matrix and \(F_i\in C^1\) (such systems are of importance for numerical solution of nonlinear elliptic boundary value problems). The author investigates iterations of the type \((A+C^n)u^{n+1}=C^n u^n+F(u^n)\) where \(C^n\) is a suitable nonnegative diagonal matrix. Monotonic convergence takes place to a unique solution; moreover, the convergence is quadratic. If the system has multiple solutions, the convergence to a maximal and a minimal solution is proved. A one-dimensional differential equation from chemical engineering is considered as an illustration with significant reduction in the number of iterations.