On Mesh-Independent Convergence of an Inexact Newton--Multigrid Algorithm
Banach spacescascadic multigrid methodfinite elementsgeometric convergenceincomplete Newton methodinexact Newton methodmesh independent convergenceoptimal ordersemilinear elliptic problems
Nonlinear boundary value problems for linear elliptic equations (35J65) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
The paper is concerned with the inexact Newton method applied to the semilinear elliptic equation \[ -\text{ div}(A(x)\nabla u)- b(x,u)-f(x)=0 \] Here, \(A\) is a symmetric (uniformly elliptic) matrix and \({\partial\over\partial u} b\leq 0\). The paper consists of three parts. First the Newton method is considered in an abstract setting. Let \(F\colon {\mathcal X}\to {\mathcal Y}\) be a nonlinear mapping between Banach spaces and \(F(u^*)=0\). The iteration reads \[ F'(u^0)(u^{k+1}-u^k)=-F(u^k)+r^k \] with \(\| r^k\| \leq \eta \| F(u^k)\| \) and \(0\leq \eta<1\). The Fréchet derivative \(F'(u^*)\) is assumed to have a bounded inverse. By starting in a neighborhood of \(u^*\) one has geometric convergence. Next, the application of the general theory to the variational problem requires that not only the \(H^1\)-norm is controlled, but also the \(L_\infty\)-norm. This is typical for \textit{nonlinear} elliptic equations. To this end a nice trick is used. The finite element space \(V_h\) is imbedded into \({\mathcal X}=H^1(\Omega)\cap L_\infty(\Omega)\) eqipped with the natural norm \(\| \cdot \| _1+\| \cdot\| _\infty\). The third part contains a discussion on multigrid methods as inexact solvers. Many literature on multigrid methods focuses on convergence in the energy norm. This paper contains the statement that cascadic multigrid methods possibly require \(O(\log 1/h)\) smoothing steps for guaranteeing the required reduction of the residues. One can see, however, that the extension of the convergence theory to the control of residues, i.e. the extension to discrete analogues of \(H^2\) norms is easy \(\{\)while the corresponding result for the \(L_2\) norm is still an open problem and probably not true\(\}\).
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