Finite difference methods for solving mildly nonlinear elliptic partial differential equations
2012-09-24T13:13:14Z (GMT) by
This thesis is concerned with the solution of large systems of linear algebraic equations in which the matrix of coefficients is sparse. Such systems occur in the numerical solution of elliptic partial differential equations by finite-difference methods. By applying some well-known iterative methods, usually used to solve linear PDE systems, the thesis investigates their applicability to solve a set of four mildly nonlinear test problems. In Chapter 4 we study the basic iterative methods and semiiterative methods for linear systems. In particular, we derive and apply the CS, SOR, SSOR methods and the SSOR method extrapolated by the Chebyshev acceleration strategy. In Chapter 5, three ways of accelerating the SOR method are described together with the applications to the test problems. Also the Newton-SOR method and the SOR-Newton method are derived and applied to the same problems. In Chapter 6, the Alternating Directions Implicit methods are described. Two versions are studied in detail, namely, the Peaceman-Rachford and the Douglas-Rachford methods. They have been applied to the test problems for cycles of 1, 2 and 3 parameters. In Chapter 7, the conjugate gradients method and the conjugate gradient acceleration procedure are described together with some preconditioning techniques. Also an approximate LU-decomposition algorithm (ALUBOT algorithm) is given and then applied in conjunction with the Picard and Newton methods. Chapter 8 contains the final conclusions.