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On convergence of SOR methods for nonsmooth equations
Author(s) -
Chen Xiaojun
Publication year - 2001
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.256
Subject(s) - mathematics , lipschitz continuity , convergence (economics) , monotone polygon , differentiable function , relaxation (psychology) , dirichlet distribution , newton's method , mathematical analysis , nonlinear system , geometry , economics , economic growth , psychology , social psychology , physics , quantum mechanics , boundary value problem
Abstract We study the choice of relaxation parameters ω for convergence of the SOR Newton method and the SOR method for the system of equations F ( x )=0 in a unified framework, where F is strongly monotone, locally Lipschitz continuous but not necessarily differentiable. Applications to non‐smooth Dirichlet problems are discussed. Copyright © 2001 John Wiley & Sons, Ltd.