CONVERGENCE ANALYSIS OF PSEUDOTRANSIENT CONTINUATION

Pseudo-transient continuation (Psi tc) is a well-known and physically motivated technique for computation of steady state solutions of time- dependent partial differential equations. Standard globalization strat egies such as line search or trust region methods often stagnate at lo cal minima. Psi tc succeeds in many of these cases by taking advantage of the underlying PDE structure of the problem. Though widely employe d, the convergence of Psi tc is rarely discussed. In this paper we pro ve convergence for a generic form of Psi tc and illustrate it with two practical strategies.