Abstract
We study the choice of relaxation parameters ω 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.
Original language | English |
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Pages (from-to) | 81-92 |
Number of pages | 12 |
Journal | Numerical Linear Algebra with Applications |
Volume | 9 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2002 |
Externally published | Yes |
Keywords
- Convergence
- Non-smooth analysis
- Nonlinear SOR methods
ASJC Scopus subject areas
- Algebra and Number Theory
- Applied Mathematics