Title: Acceleration techniques for Newton's non-linear iterative scheme
Authors: Vanderstraeten, Denis
Issue Date: Mar-2000
Publisher: Department of Computer Science, K.U.Leuven
Series Title: TW Reports vol:TW303 pages:13
Abstract: The solution of non-linear sets of algebraic equations is usually obtained by the Newton's method, exhibiting quadratic convergence. For practical simulations, a significant computational effort consists in the evaluation of the Jacobian matrices. In this paper, we propose and experiment various methods to speed the convergence process either by re-using information from previous iterates or by by-passing the Jacobian evaluations. These methods are applied to the solution of hyperbolic PDE's arising in CFD problems. A significant improvement is obtained in terms of computation cost compared to the crude Newton's approach.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section

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