On Fri, Sep 16, 2011 at 4:13 PM, Vijay S. Mahadevan <span dir="ltr"><<a href="mailto:vijay.m@gmail.com">vijay.m@gmail.com</a>></span> wrote:<br><div class="gmail_quote"><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
I've always understood nonlinear Richardson to solve a problem A(x) x<br>
= b as using a linearization and reformulating as<br>
<br>
A(x_n) \delta x_n+1 = r_n, where r_n = b - A(x_n) x_n, \delta x_n+1 =<br>
x_n+1 - x_n<br>
<br>
In essence, when A(x_n) contains the exact A evaluated at x_n, it<br>
simplifies to the standard Newton iteration. But when A contains only<br>
parts of the true A, I understand it to be a nonlinear fixed point<br>
iteration. This is quite often done with multiphysics problems where<br>
say with two physics nonlinearly coupled to each other, the true<br>
jacobian operator (exact newton) is<br>
<br>
A = [ W X ;<br>
Y Z ;]<br>
<br>
But with A = [ W 0;<br>
0 Z;]<br>
<br>
it still converges, conditionally to the same solution as exact<br>
newton. Variations for A yield different rates of convergence. When<br>
A=1, you get the classical Picard iteration that Matt mentioned (?).<br></blockquote><div><br></div><div>Not even close.</div><div><br></div><div> Matt</div><div> </div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
I like this formulation because it allows the control of including the<br>
stiff physics and using other algebraic/physics-based preconditioners<br>
on top of that. I am not sure if this is the standard way of writing<br>
out nonlinear Richardson or Picard and sorry for adding to the<br>
confusion ! Just my 2 cents.<br>
<font color="#888888"><br>
Vijay<br>
</font><div><div></div><div class="h5"><br>
On Fri, Sep 16, 2011 at 8:35 PM, Jed Brown <<a href="mailto:jedbrown@mcs.anl.gov">jedbrown@mcs.anl.gov</a>> wrote:<br>
> On Fri, Sep 16, 2011 at 22:14, Matthew Knepley <<a href="mailto:knepley@gmail.com">knepley@gmail.com</a>> wrote:<br>
>><br>
>> Water Resources is your standard for mathematical terminology?<br>
><br>
> It's the whole first page of results for each query.<br>
> More seriously though, what is the problem with<br>
> x_{n+1} = A(x_n)^{-1} b<br>
> being a valid fixed-point iteration?<br>
</div></div></blockquote></div><br><br clear="all"><div><br></div>-- <br>What most experimenters take for granted before they begin their experiments is infinitely more interesting than any results to which their experiments lead.<br>
-- Norbert Wiener<br>