Abstract
We present here a computational process which establishes the convergence of nonlinear successive-overrelaxation in finding the minimum of a strictly convex functional. The algorithm is designed in such a manner that the SOR parameter is computed appropriately to guarantee convergence. Numerical examples are presented.
Zusammenfassung
Wir stellen ein Rechenverfahren vor, das die Konvergenz der nichtlinearen sukzessiven Überrelaxation zur Bestimmung des Minimums eines strikt konvexen Funktionals verifiziert. Der Algorithmus ist so gestaltet, daß die Berechnung des SOR-Parameters die Konvergenz garantiert. Numerische Beispiele werden vorgelegt.
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Supported by a Mobil Foundation Educational Assistance Grant.
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Brewster, M.E., Kannan, R. A computational process for choosing the relaxation parameter in nonlinear SOR. Computing 37, 19–29 (1986). https://doi.org/10.1007/BF02252731
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DOI: https://doi.org/10.1007/BF02252731