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A variety of secant methods has been revisited in view of the construction of iterative solvers for large nonsymmetric linear systems $ Ax = b $ stemming from the discretization of convection diffusion equations. In the first section, we tried to approximate $ A ^{-1} $ directly. Since the sparsity structure of A- is not known, additional storage vectors are needed during the iteration. In the next section, an incomplete factorization $ LU $ of $ A $ is the starting point and we tried to improve this easy invertible approximation of $ A $. The update is constructed in such a way that the sparsity structure of $ L $ and $ U $ is maintained. Two different sparsity preserving updates are investigated from theoretical and practical point of view. Numerical experiments on discretized PDEs of convection diffusion type in 2- D with internal layers and on "arbitrary" matrices with symmetric sparsity structure are given. {\bf Key words:} nonsymmetric linear system, sparse secant method, Broyden's method, incomplete factorization.

A new approach for the discretisation of hyperbolic conservation laws via a finite element method is developed and analysed. Appropriate forms of the Eulers equation of gas dynamic are considered to employ the algorithm in a reasonable way for this system of nonlinear equations. Both mathematical and physical stability results are obtained. A main part of the paper is devoted to the convergence proof with energy methods under strong regularity of the solution of a scalar nonlinear conservation law. Some hints on the implementation and numerical results for the calculation of transonic gasflow through a Laval nozzle are given. The necessary amount of numerical work is compared to an established finite difference method and the efficiency of the algorithm is shown. A survey on recent literature about finite element methods for hyperbolic problem is included.

A Finite Element Method Adaptive in Space and Time for Nonlinear Reaction-Diffusion- Systems.
(1992)

Large scale combustion simulations show the need for adaptive methods. First, to save computation time and mainly to resolve local and instationary phenomena. In contrast to the widespread method of lines, we look at the reaction- diffusion equations as an abstract Cauchy problem in an appropriate Hilbert space. This means, we first discretize in time, assuming the space problems solved up to a prescribed tolerance. So, we are able to control the space and time error separately in an adaptive approach. The time discretization is done by several adaptive Runge-Kutta methods whereas for the space discretization a finite element method is used. The different behaviour of the proposed approaches are demonstrated on many fundamental examples from ecology, flame propagation, electrodynamics and combustion theory. {\bf Keywords:} initial boundary value problem, Rothe- method, adaptive Runge-Kutta method, finite elements, mesh refinement. {\bf AMS CLASSIFICATION:} 65J15, 65M30, 65M50.

In this paper we introduce a discontinuous finite element method. In our approach, it is possible to combine the advantages of finite element and finite difference methods. The main ingredients are numerical flux approximation and local orthogonal basis functions. The scheme is defined on arbitrary triangulations and can be easily extended to nonlinear problems. Two different error indicators are derived. Especially the second one is closely connected to our approach and able to handle arbitrary variing flow directions. Numerical results are given for boundary value problems in two dimensions. They demonstrate the performance of the scheme, combined with the two error indicators. {\bf Key words:} neutron transport equation, discontinuous finite element, adaptive grid refinement. {\bf Subject classifications:} AMS(MOS) 65N30, 65M15.

A family of secant methods based on general rank-1 updates has been revisited in view of the construction of iterative solvers for large non- Hermitian linear systems. As it turns out, both Broydens "good" and "bad" update techniques play a special role - but should be associated with two different line search principles. For Broydens "bad" update technique, a minimum residual principle is natural - thus making it theorectically comparable with a series of well-known algorithms like GMRES. Broydens "good" update technique, however, is shown to be naturally linked with a minimum "next correction" principle - which asymptotically mimics a minimum error principle. The two minimization principles differ significantly for sufficiently large system dimension. Numerical experiments on discretized PDE's of convection diffusion type in 2-D with internal layers give a first impression of the possible power of the derived "good" Broyden variant. {\bf Key Words:} nonsymmetric linear system, secant method, rank-1 update, Broydens method, line search, GMRES. AMS(MOS) {\bf Subject Classifications:} 65F10, 65N20.

In the present paper, the improvement of an incomplete factorization of a non-symmetric matrix A is discussed. Starting from the ideas of sparsity preserving quasi-Newton methods, an algorithm is developed which improves the approximation of A by the incomplete factorization maintaining the sparsity structure of the matrices. No renumbering of the unknowns or the admittance of additional fill-in is necessary. The linear convergence of the algorithm is proved under the assumption, that $ L $ and $ U $* have the same sparsity structure and an incomplete factorization with some reasonable approximation property exits. In combination with this algorithm, the method of incomplete factorization and its several modifications are applicable to a wider class of problems with improved convergence qualities. This is shown by a numerical example. {\bf Key Words:} non-symmetric linear system, sparse secant method, incomplete factorization. AMS(MOS) {\bf Subject Classifications:} 65F10, 65N20, 65N30.