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Adaptive inexact Newton methods with a posteriori stopping criteria for nonlinear diffusion PDEs

Abstract : We consider nonlinear algebraic systems resulting from numerical discretizations of nonlinear partial differential equations of diffusion type. To solve these systems, some iterative nonlinear solver, and, on each step of this solver, some iterative linear solver are used. We derive adaptive stopping criteria for both iterative solvers. Our criteria are based on an a posteriori error estimate which distinguishes the different error components, namely the discretization error, the linearization error, and the algebraic error. We stop the iterations whenever the corresponding error does no longer affect the overall error significantly. Our estimates also yield a guaranteed upper bound on the overall error at each step of the nonlinear and linear solvers. We prove the (local) efficiency and robustness of the estimates with respect to the size of the nonlinearity owing, in particular, to the error measure involving the dual norm of the residual. Our developments hinge on equilibrated flux reconstructions and yield a general framework. We show how to apply this framework to various discretization schemes like finite elements, nonconforming finite elements, discontinuous Galerkin, finite volumes, and mixed finite elements; to different linearizations like fixed point and Newton; and to arbitrary iterative linear solvers. Numerical experiments for the $p$-Laplacian illustrate the tight overall error control and important computational savings achieved in our approach.
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Submitted on : Sunday, October 28, 2012 - 8:38:50 PM
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Alexandre Ern, Martin Vohralík. Adaptive inexact Newton methods with a posteriori stopping criteria for nonlinear diffusion PDEs. SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2013, 35 (4), pp.A1761-A1791. ⟨10.1137/120896918⟩. ⟨hal-00681422v2⟩

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