Adaptive iterative linearization Galerkin methods for nonlinear problems
HTML articles powered by AMS MathViewer
- by Pascal Heid and Thomas P. Wihler;
- Math. Comp. 89 (2020), 2707-2734
- DOI: https://doi.org/10.1090/mcom/3545
- Published electronically: July 7, 2020
- HTML | PDF | Request permission
Abstract:
A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be obtained by applying a suitable preconditioning operator to the original (nonlinear) equation. Based on this observation, we will derive a unified abstract framework which recovers some prominent iterative schemes. In particular, for Lipschitz continuous and strongly monotone operators, we derive a general convergence analysis. Furthermore, in the context of numerical solution schemes for nonlinear partial differential equations, we propose a combination of the iterative linearization approach and the classical Galerkin discretization method, thereby giving rise to the so-called iterative linearization Galerkin (ILG) methodology. Moreover, still on an abstract level, based on two different elliptic reconstruction techniques, we derive a posteriori error estimates which separately take into account the discretization and linearization errors. Furthermore, we propose an adaptive algorithm, which provides an efficient interplay between these two effects. In addition, the ILG approach will be applied to the specific context of finite element discretizations of quasilinear elliptic equations, and some numerical experiments will be performed.References
- Mark Ainsworth and J. Tinsley Oden, A posteriori error estimation in finite element analysis, Comput. Methods Appl. Mech. Engrg. 142 (1997), no. 1-2, 1–88. MR 1442375, DOI 10.1016/S0045-7825(96)01107-3
- Mario Amrein, Jens Markus Melenk, and Thomas P. Wihler, An $hp$-adaptive Newton-Galerkin finite element procedure for semilinear boundary value problems, Math. Methods Appl. Sci. 40 (2017), no. 6, 1973–1985. MR 3624074, DOI 10.1002/mma.4113
- Mario Amrein and Thomas P. Wihler, An adaptive Newton-method based on a dynamical systems approach, Commun. Nonlinear Sci. Numer. Simul. 19 (2014), no. 9, 2958–2973. MR 3182870, DOI 10.1016/j.cnsns.2014.02.010
- M. Amrein and T. P. Wihler, Fully adaptive Newton-Galerkin methods for semilinear elliptic partial differential equations, SIAM J. Sci. Comput. 37 (2015), no. 4, A1637–A1657.
- Mario Amrein and Thomas P. Wihler, An adaptive space-time Newton-Galerkin approach for semilinear singularly perturbed parabolic evolution equations, IMA J. Numer. Anal. 37 (2017), no. 4, 2004–2019. MR 3712183, DOI 10.1093/imanum/drw049
- Kari Astala, Tadeusz Iwaniec, and Gaven Martin, Elliptic partial differential equations and quasiconformal mappings in the plane, Princeton Mathematical Series, vol. 48, Princeton University Press, Princeton, NJ, 2009. MR 2472875
- Pavel Jiránek, Zdeněk Strakoš, and Martin Vohralík, A posteriori error estimates including algebraic error and stopping criteria for iterative solvers, SIAM J. Sci. Comput. 32 (2010), no. 3, 1567–1590. MR 2652091, DOI 10.1137/08073706X
- Christine Bernardi, Jad Dakroub, Gihane Mansour, and Toni Sayah, A posteriori analysis of iterative algorithms for a nonlinear problem, J. Sci. Comput. 65 (2015), no. 2, 672–697. MR 3411283, DOI 10.1007/s10915-014-9980-4
- Felix E. Browder, Remarks on nonlinear functional equations. II, III, Illinois J. Math. 9 (1965), 608–616; ibid 9 (1965), 617–622. MR 185474
- Alexandra Chaillou and Manil Suri, A posteriori estimation of the linearization error for strongly monotone nonlinear operators, J. Comput. Appl. Math. 205 (2007), no. 1, 72–87. MR 2324826, DOI 10.1016/j.cam.2006.04.041
- Scott Congreve and Thomas P. Wihler, Iterative Galerkin discretizations for strongly monotone problems, J. Comput. Appl. Math. 311 (2017), 457–472. MR 3552717, DOI 10.1016/j.cam.2016.08.014
- Peter Deuflhard, Newton methods for nonlinear problems, Springer Series in Computational Mathematics, vol. 35, Springer-Verlag, Berlin, 2004. Affine invariance and adaptive algorithms. MR 2063044
- Willy Dörfler, A convergent adaptive algorithm for Poisson’s equation, SIAM J. Numer. Anal. 33 (1996), no. 3, 1106–1124. MR 1393904, DOI 10.1137/0733054
- Linda El Alaoui, Alexandre Ern, and Martin Vohralík, Guaranteed and robust a posteriori error estimates and balancing discretization and linearization errors for monotone nonlinear problems, Comput. Methods Appl. Mech. Engrg. 200 (2011), no. 37-40, 2782–2795. MR 2811915, DOI 10.1016/j.cma.2010.03.024
- Alexandre Ern and Martin Vohralík, Adaptive inexact Newton methods with a posteriori stopping criteria for nonlinear diffusion PDEs, SIAM J. Sci. Comput. 35 (2013), no. 4, A1761–A1791. MR 3072765, DOI 10.1137/120896918
- Stefan Funken, Dirk Praetorius, and Philipp Wissgott, Efficient implementation of adaptive P1-FEM in Matlab, Comput. Methods Appl. Math. 11 (2011), no. 4, 460–490. MR 2875100, DOI 10.2478/cmam-2011-0026
- Gregor Gantner, Alexander Haberl, Dirk Praetorius, and Bernhard Stiftner, Rate optimal adaptive FEM with inexact solver for nonlinear operators, IMA J. Numer. Anal. 38 (2018), no. 4, 1797–1831. MR 3867383, DOI 10.1093/imanum/drx050
- Eduardo M. Garau, Pedro Morin, and Carlos Zuppa, Convergence of an adaptive Kačanov FEM for quasi-linear problems, Appl. Numer. Math. 61 (2011), no. 4, 512–529. MR 2754575, DOI 10.1016/j.apnum.2010.12.001
- Weimin Han, Søren Jensen, and Igor Shimansky, The Kačanov method for some nonlinear problems, Appl. Numer. Math. 24 (1997), no. 1, 57–79. MR 1454708, DOI 10.1016/S0168-9274(97)00009-3
- P. Heid and T. P. Wihler, On the convergence of adaptive iterative linearized Galerkin methods, Tech. Report arXiv:1905.06682 (2019).
- Paul Houston and Thomas P. Wihler, An $hp$-adaptive Newton-discontinuous-Galerkin finite element approach for semilinear elliptic boundary value problems, Math. Comp. 87 (2018), no. 314, 2641–2674. MR 3834680, DOI 10.1090/mcom/3308
- Omar Lakkis and Charalambos Makridakis, Elliptic reconstruction and a posteriori error estimates for fully discrete linear parabolic problems, Math. Comp. 75 (2006), no. 256, 1627–1658. MR 2240628, DOI 10.1090/S0025-5718-06-01858-8
- Charalambos Makridakis and Ricardo H. Nochetto, Elliptic reconstruction and a posteriori error estimates for parabolic problems, SIAM J. Numer. Anal. 41 (2003), no. 4, 1585–1594. MR 2034895, DOI 10.1137/S0036142902406314
- William F. Mitchell, Adaptive refinement for arbitrary finite-element spaces with hierarchical bases, J. Comput. Appl. Math. 36 (1991), no. 1, 65–78. MR 1122958, DOI 10.1016/0377-0427(91)90226-A
- Jindřich Nečas, Introduction to the theory of nonlinear elliptic equations, A Wiley-Interscience Publication, John Wiley & Sons, Ltd., Chichester, 1986. Reprint of the 1983 edition. MR 874752
- Andreas Potschka, Backward step control for global Newton-type methods, SIAM J. Numer. Anal. 54 (2016), no. 1, 361–387. MR 3459978, DOI 10.1137/140968586
- Walter Rudin, Real and complex analysis, 3rd ed., McGraw-Hill Book Co., New York, 1987. MR 924157
- Hans Rudolf Schneebeli and Thomas P. Wihler, The Newton-Raphson method and adaptive ODE solvers, Fractals 19 (2011), no. 1, 87–99. MR 2776742, DOI 10.1142/S0218348X11005191
- Rüdiger Verfürth, A posteriori error estimation techniques for finite element methods, Numerical Mathematics and Scientific Computation, Oxford University Press, Oxford, 2013. MR 3059294, DOI 10.1093/acprof:oso/9780199679423.001.0001
- E. H. Zarantonello, Solving functional equations by contractive averaging, Tech. Report 160, Mathematics Research Center, Madison, WI, 1960.
- Eberhard Zeidler, Nonlinear functional analysis and its applications. I, Springer-Verlag, New York, 1986. Fixed-point theorems; Translated from the German by Peter R. Wadsack. MR 816732, DOI 10.1007/978-1-4612-4838-5
- Eberhard Zeidler, Nonlinear functional analysis and its applications. IV, Springer-Verlag, New York, 1988. Applications to mathematical physics; Translated from the German and with a preface by Juergen Quandt. MR 932255, DOI 10.1007/978-1-4612-4566-7
- Eberhard Zeidler, Nonlinear functional analysis and its applications. II/B, Springer-Verlag, New York, 1990. Nonlinear monotone operators; Translated from the German by the author and Leo F. Boron. MR 1033498, DOI 10.1007/978-1-4612-0985-0
Bibliographic Information
- Pascal Heid
- Affiliation: Mathematics Institute, University of Bern, CH-3012 Switzerland
- ORCID: 0000-0003-4227-4053
- Email: pascal.heid@math.unibe.ch
- Thomas P. Wihler
- Affiliation: Mathematics Institute, University of Bern, CH-3012 Switzerland
- MR Author ID: 662940
- ORCID: 0000-0003-1232-0637
- Email: wihler@math.unibe.ch
- Received by editor(s): August 15, 2018
- Received by editor(s) in revised form: October 15, 2019
- Published electronically: July 7, 2020
- Additional Notes: The authors acknowledge the financial support of the Swiss National Science Foundation under grant no. 200021_182524
- © Copyright 2020 American Mathematical Society
- Journal: Math. Comp. 89 (2020), 2707-2734
- MSC (2010): Primary 47H10, 65N30; Secondary 47J25, 47H05, 49M15, 65J15
- DOI: https://doi.org/10.1090/mcom/3545
- MathSciNet review: 4136544