Displaying similar documents to “A semi-smooth Newton method for solving elliptic equations with gradient constraints”

Semi-smooth Newton methods for the Signorini problem

Kazufumi Ito, Karl Kunisch (2008)

Applications of Mathematics

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Semi-smooth Newton methods are analyzed for the Signorini problem. A proper regularization is introduced which guarantees that the semi-smooth Newton method is superlinearly convergent for each regularized problem. Utilizing a shift motivated by an augmented Lagrangian framework, to the regularization term, the solution to each regularized problem is feasible. Convergence of the regularized problems is shown and a report on numerical experiments is given.

Semi–smooth Newton methods for variational inequalities of the first kind

Kazufumi Ito, Karl Kunisch (2003)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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Semi–smooth Newton methods are analyzed for a class of variational inequalities in infinite dimensions. It is shown that they are equivalent to certain active set strategies. Global and local super-linear convergence are proved. To overcome the phenomenon of finite speed of propagation of discretized problems a penalty version is used as the basis for a continuation procedure to speed up convergence. The choice of the penalty parameter can be made on the basis of an L ∞ estimate for the...

Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition

Jonas Koko (2004)

International Journal of Applied Mathematics and Computer Science

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Newton's iteration is studied for the numerical solution of an elliptic PDE with nonlinear boundary conditions. At each iteration of Newton's method, a conjugate gradient based decomposition method is applied to the matrix of the linearized system. The decomposition is such that all the remaining linear systems have the same constant matrix. Numerical results confirm the savings with respect to the computational cost, compared with the classical Newton method with factorization at each...

Generalized Newton methods for the 2D-Signorini contact problem with friction in function space

Karl Kunisch, Georg Stadler (2005)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented lagrangians allows to apply...