Generalized Non-Linear Minimal Residual (GNLMR) Method for Optimal Multistep Iterative Algorithms
Abstract
A new Distributed Minimal Residual (DMR) method for the acceleration of explicit iterative algorithms for the numerical solution of systems of partial differential equations has been developed. The method is based on the idea of allowing each partial differential equation in the system to approach the converged solution at its own optimal speed while at the same time communicating with the rest of the equations in the system. The DMR method belongs to a general class of the extrapolation techniques in which the solution is updated using information from a number of consecutive time steps in such a way that the L2 norm of future residual is minimized. Unlike in other similar methods, each component of the solution vector is updated using a separate sequence of acceleration factors. The idea of using different acceleration factors for each component of a solution vector is similar to that of dynamic preconditioning. This allows each equation to evolve at its own optimal convergence rate.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 06, 1988
- Accession Number
- ADA204322
Entities
People
- George S. Dulikravich
Organizations
- Pennsylvania State University