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.

引用

页码：81 / 92

页数：12

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