Read e-book online Augmented Lagrangian and Operator Splitting Methods in PDF

By Roland Glowinski, Patrick Le Tallec

ISBN-10: 0898712300

ISBN-13: 9780898712308

ISBN-10: 1613447485

ISBN-13: 9781613447482

A necessity for a deeper realizing of the convergence homes of augmented Lagrangian algorithms and in their dating to operator-splitting tools comparable to alternating-methods path and the advance of extra effective algorithms brought on the authors to put in writing this ebook. the quantity is orientated to purposes in continuum mechanics. This quantity offers with the numerical simulation of the habit of continuing media via augmented Lagrangian and operator-splitting equipment (coupled to finite-element approximations). It starts off with an outline of the mechanical and mathematical frameworks of the thought of functions in addition to a normal research of the elemental numerical equipment also used to check them. those rules are then utilized to express periods of mechanical difficulties.

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Proof: The proof is based on the standard results of convex analysis recalled at the beginning of this chapter. ++ Y* ={aE [ ~ " ' ( n )uT ]~ = u, ~tr~u,= 0) 1); the duality pairing the functional 91(X,D(V)+D(W)-D)dxand the orthogonal matrix 1 Q E WsX3, QQT= Id, Qsj = 3. We first verify that the bilinear form (D, a)defines a dualitypairing between Y and Y*. To do this we observe that, for any D in Y , we can bijectively associate a tensor u(D) in r" by setting fuii(D)= IDiils-2Dii if i # j , 30 CHAPTER 2 Since QTQ= Id and Q3j= l / a , we have C aii(D)= J5 C Q 3 i a i i I I together with This product can only vanish for D = 0.

3 of this chapter, and prove the existence of a solution ( - a Din ) Y* to the dual problem 9*,which satisfies inf 9 = max 9* = -@*(O, -aD). 10 again, the fact that both the primal and the dual problem have a solution with inf 9 = max 9* is equivalent to (0, -uD)E a@(O, 0). (v+w)da-J(V) I, f * (v+w) dx V(W,D)EXXY. Wda VWEX. D(w)dx= vwex. 9) with w = 0 and D = -H gives { 9 1 ( ~D(v)+H)-Edl(x, , D(v))} dx VHE Y , which can only hold if (Ekeland and Temam [1976, pp. e. in R. 10), uD and X can be replaced by ( a D-pId) and V.

63) v(A,) = r-lB11' U when r approaches +a, where Proof: See Fortin and Glowinski ([1982, Chap. 11, [1983]) for a proof. 0 AUGMENTED LAGRANGIAN METHODS 57 Thus, the condition number of A, is asymptotically proportional to r. 64) A,u“ = b S rB’c-B‘p”. 64) to an appropriate level of accuracy even if, in the obvious manner, we initialize the calculation of U” with d-’. 64) by a direct method, the sensitivity to round-off errors will be greater when r is large. For a large number of problems, therefore, a good strategy would seem to be the following.

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Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics by Roland Glowinski, Patrick Le Tallec


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