Report Number: CS-TR-76-585
Institution: Stanford University, Department of Computer Science
Title: Numerical solution of nonlinear elliptic partial differential equations by a generalized conjugate gradient method
Author: Concus, Paul
Author: Golub, Gene H.
Author: O'Leary, Dianne Prost
Date: December 1976
Abstract: We have studied previously a generallized conjugate gradient method for solving sparse positive-definite systems of linear equations arising from the discretization of ellilptic partial-differential boundary-value problems. Here, extensions to the nonlinear case are considered. We split the original discretized operator into the sum of two operators, one of which corresponds to a more easily solvable system of equations, and accelerate the associated iteration based on this splitting by (nonlinear) conjugate gradients. The behavior of the method is illustrated for the minimal surface equation with splittings corresponding to nonlinear SSOR, to approximate factorization of the Jacobian matrix, and to elliptic operators suitable for use with fast direct methods. The results of numerical experiments are given as well for a mildly nonlinear example, for which, in the corresponding linear case, the finite termination property of the conjugate gradient algorithm is crucial.