AN APPLICATION OF QUASI-NEWTON METHODS FOR THE NUMERICAL-SOLUTION OF INTERFACE PROBLEMS

Quasi-Newton methods are applied to solve interface problems which ari se from domain decomposition methods. These interface problems are usu ally sparse systems of linear or nonlinear equations. We are intereste d in applying these methods to systems of linear equations where we ar e not able or willing to calculate the Jacobian matrices as well as to systems of nonlinear equations resulting from nonlinear elliptic prob lems in the context of domain decomposition. Suitability for parallel implementation of these algorithms on coarse-grained parallel computer s is discussed. (C) 1997 Elsevier Science Limited.