On convergence of SOR methods for nonsmooth equations

被引：4
|
作者：
Chen, XJ [1 ]
机构：
[1] Shimane Univ, Dept Math & Comp Sci, Matsue, Shimane 6908504, Japan
来源：
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS | 2002年 / 9卷 / 01期
关键词：
nonlinear SOR methods; convergence; non-smooth analysis;
D O I：
10.1002/nla.256
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study the choice of relaxation parameters omega for convergence of the SOR Newton method and the SOR method for the system of equations F(.x) = 0 in a unified framework, where F is strongly monotone, locally Lipschitz continuous but not necessarily differentiable. Applications to non-smooth Dirichlet problems are discussed. Copyright (C) 2001 John Wiley Sons, Ltd.
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页码：81 / 92
页数：12
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