Parameter selection rules for path-following with singular embedding

Citation
C. Grossmann et A. Ismail, Parameter selection rules for path-following with singular embedding, NUMER MATH, 82(4), 1999, pp. 647-675
Citations number
29
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
82
Issue
4
Year of publication
1999
Pages
647 - 675
Database
ISI
SICI code
0029-599X(199906)82:4<647:PSRFPW>2.0.ZU;2-V
Abstract
Singular embedding methods require appropriately adjusted parameters to gua rantee the contraction of locally quadratically convergent iterative method s. Firstly some general rule for the parameter selection is proposed and it s rate of convergence is analyzed. Secondly, some modifications in the case of polynomial error and contraction bounds are studied. Finally, these res ults are applied to the embedding of an elliptic boundary value problem wit h discontinuous nonlinearities into a family of smooth problem:;. Here the regularization is done in such a way that the solutions of the resulting au xiliary problems require only one step of Newton's method.