Local Inexact Newton Multilevel FEM for Nonlinear Elliptic Problems

Please always quote using this URN: urn:nbn:de:0297-zib-2401
  • The finite element setting for nonlinear elliptic PDEs directly leads to the minimization of convex functionals. Uniform ellipticity of the underlying PDE shows up as strict convexity of the arising nonlinear functional. The paper analyzes computational variants of Newton's method for convex optimization in an affine conjugate setting, which reflects the appropriate affine transformation behavior for this class of problems. First, an affine conjugate Newton--Mysovskikh type theorem on the local quadratic convergence of the exact Newton method in Hilbert spaces is given. It can be easily extended to inexact Newton methods, where the inner iteration is only approximately solved. For fixed finite dimension, a special implementation of a Newton--PCG algorithm is worked out. In this case, the suggested monitor for the inner iteration guarantees quadratic convergence of the outer iteration. In infinite dimensional problems, the PCG method may be just formally replaced by any Galerkin method such as FEM for linear elliptic problems. Instead of the algebraic inner iteration errors we now have to control the FE discretization errors, which is a standard task performed within any adaptive multilevel method. A careful study of the information gain per computational effort leads to the result that the quadratic convergence mode of the Newton--Galerkin algorithm is the best mode for the fixed dimensional case, whereas for an adaptive variable dimensional code a special linear convergence mode of the algorithm is definitely preferable. The theoretical results are then illustrated by numerical experiments with a {\sf NEWTON--KASKADE} algorithm.

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Author:Peter Deuflhard, Martin WeiserORCiD
Document Type:ZIB-Report
Date of first Publication:1996/09/25
Series (Serial Number):ZIB-Report (SC-96-29)
Published in:Appeared in: Computational Science for the 21st Century. M.-O. Bristeau, G. Etgen, W. Fitzgibbon, J.-L. Lions, J. Periaux, M. Wheeler (eds.) Wiley-Interscience-Europe, 1997, pp. 129-138