Adaptive inexact Newton methods with a posteriori stopping criteria for nonlinear diffusion PDEs

International audienceWe consider nonlinear algebraic systems resulting from numerical discretizations of nonlinear partial differential equations of diffusion type. To solve these systems, some iterative nonlinear solver, and, on each step of this solver, some iterative linear solver are used. We derive adaptive stopping criteria for both iterative solvers. Our criteria are based on an a posteriori error estimate which distinguishes the different error components, namely the discretization error, the linearization error, and the algebraic error. We stop the iterations whenever the corresponding error does no longer affect the overall error significantly. Our estimates also yield a guaranteed upper bound on the overall error at each step of the nonlinear and linear solvers. We prove the (local) efficiency and robustness of the estimates with respect to the size of the nonlinearity owing, in particular, to the error measure involving the dual norm of the residual. Our developments hinge on equilibrated flux reconstructions and yield a general framework. We show how to apply this framework to various discretization schemes like finite elements, nonconforming finite elements, discontinuous Galerkin, finite volumes, and mixed finite elements; to different linearizations like fixed point and Newton; and to arbitrary iterative linear solvers. Numerical experiments for the $p$-Laplacian illustrate the tight overall error control and important computational savings achieved in our approach

Schnelle Löser für Partielle Differentialgleichungen

This workshop was well attended by 52 participants with broad geographic representation from 11 countries and 3 continents. It was a nice blend of researchers with various backgrounds

Adaptive inexact Newton methods for discretizations of nonlinear diffusion PDEs. II. Applications

We consider nonlinear algebraic systems resulting from numerical discretizations of nonlinear partial differential equations of diffusion type. In order to solve them, some iterative nonlinear solver, and, on each step of this solver, some iterative linear solver are used. In Part I of this work, we have developed a general abstract framework hinging on equilibrated flux reconstructions to derive stopping criteria for both iterative solvers and to control the size and distribution of the overall approximation error. In this Part II, we apply this framework to various discretization schemes like finite elements, nonconforming finite elements, discontinuous Galerkin, finite volumes, and lowest-order mixed finite elements; to different linearizations like fixed point and Newton; and to arbitrary iterative linear solvers. This leads to new guaranteed and robust a posteriori error estimates for nonlinear diffusion problems in the presence of linearization and algebraic errors. Moreover, for many discretization schemes, we improve on, or derive new, flux equilibration techniques

Adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality

International audienceWe develop in this work an adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality. As a model problem, we consider the contact problem between two membranes. Discretized with the finite volume method, this leads to a nonlinear algebraic system with complementarity constraints. The non-differentiability of the arising nonlinear discrete problem a priori requests the use of an iterative linearization algorithm in the semismooth class like, e.g., the Newton-min. In this work, we rather approximate the inequality constraints by a smooth nonlinear equality, involving a positive smoothing parameter that should be drawn down to zero. This makes it possible to directly apply any standard linearization like the Newton method. The solution of the ensuing linear system is then approximated by any iterative linear algebraic solver. In our approach, we carry out an a posteriori error analysis where we introduce potential reconstructions in discrete subspaces included in H1 (Ω), as well as H (div, Ω)-conforming discrete equilibrated flux reconstructions. With these elements, we design an a posteriori estimate that provides guaranteed upper bound on the energy error between the unavailable exact solution of the continuous level and a postprocessed, discrete, and available approximation, and this at any resolution step. It also offers a separation of the different error components, namely, discretization, smoothing, linearization, and algebraic. Moreover, we propose stopping criteria and design an adaptive algorithm where all the iterative procedures (smoothing, linearization, algebraic) are adaptively stopped; this is in particular our way to fix the smoothing parameter. Finally, we numerically assess the estimate and confirm the performance of the proposed adaptive algorithm, in particular in comparison with the semismooth Newton method

Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method

For linear problems, domain decomposition methods can be used directly as iterative solvers, but also as preconditioners for Krylov methods. In practice, Krylov acceleration is almost always used, since the Krylov method finds a much better residual polynomial than the stationary iteration, and thus converges much faster. We show in this paper that also for non-linear problems, domain decomposition methods can either be used directly as iterative solvers, or one can use them as preconditioners for Newton's method. For the concrete case of the parallel Schwarz method, we show that we obtain a preconditioner we call RASPEN (Restricted Additive Schwarz Preconditioned Exact Newton) which is similar to ASPIN (Additive Schwarz Preconditioned Inexact Newton), but with all components directly defined by the iterative method. This has the advantage that RASPEN already converges when used as an iterative solver, in contrast to ASPIN, and we thus get a substantially better preconditioner for Newton's method. The iterative construction also allows us to naturally define a coarse correction using the multigrid full approximation scheme, which leads to a convergent two level non-linear iterative domain decomposition method and a two level RASPEN non-linear preconditioner. We illustrate our findings with numerical results on the Forchheimer equation and a non-linear diffusion problem