An iterative penalty method for the least squares solution of boundary value problems

DOI10.1002/(SICI)1098-2426(199705)13:3%3C257::AID-NUM3%3E3.0.CO;2-MMaRDI QIDQ4342162zbMATH OpenOpenAlexFDO

Authors J. P. Laible, George F. Pinder, David G. Zeitoun

Publication date 14 December 1997

Full work available at URL https://doi.org/10.1002/(sici)1098-2426(199705)13:3%3C257::aid-num3%3E3.0.co;2-m

zbMATH Keywords

collocationerror controliterative penalty methodleast squarespreconditioned conjugate gradient method

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Review text

An alternative least squares approach is proposed for the solution of boundary value problems and compared with the classic least squares method. The advantage of the new formulation is in achieving control of the local error at each collocation point without degrading the global least squares solution. The influence of the penalty weight on the accuracy of the classic least squares formulation is found to be important and the existence of optimal weights that improve the accuracy of the least squares is pointed out.

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Cites work

• On least-squares approximations to compressible flow problems

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