R. Choquet et J. Erhel, NEWTON-GMRES ALGORITHM APPLIED TO COMPRESSIBLE FLOWS, International journal for numerical methods in fluids, 23(2), 1996, pp. 177-190
This paper addresses the resolution of non-linear problems arising fro
m an implicit time discretization in CFD problems. We study the conver
gence of the Newton-GMRES algorithm with a Jacobian approximated by a
finite difference scheme and with restarting in GMRES. In our numerica
l experiments we observe, as predicted by the theory, the impact of th
e matrix-free approximations. A second-order scheme clearly improves t
he convergence in the Newton process.