کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9511512 | 1342099 | 2005 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On convergence rate of the augmented Lagrangian algorithm for nonsymmetric saddle point problems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات محاسباتی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We are interested in solving the system (1)[ALTL0][cλ]=[FG], by a variant of the augmented Lagrangian algorithm. This type of problem with nonsymmetric A typically arises in certain discretizations of the Navier-Stokes equations. Here A is a (n,n) matrix, c, F â Rn, L is a (m,n) matrix, and λ,GâRm. We assume that A is invertible on the kernel of L. Convergence rates of the augmented Lagrangian algorithm are known in the symmetric case but the proofs in [R. Glowinski, P. LeTallec, Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics, SIAM, 1989] used spectral arguments and cannot be extended to the nonsymmetric case. The purpose of this paper is to give a rate of convergence of a variant of the algorithm in the nonsymmetric case. We illustrate the performance of this algorithm with numerical simulations of the lid-driven cavity flow problem for the 2D Navier-Stokes equations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Numerical Mathematics - Volume 54, Issue 2, July 2005, Pages 122-134
Journal: Applied Numerical Mathematics - Volume 54, Issue 2, July 2005, Pages 122-134
نویسندگان
G.M. Awanou, M.J. Lai,