Reihe F Computational Fluid Dynamics and Data Analysis.pdf

Hamburger Beitr¨age zur Angewandten Mathematik A Mesh-Independence Result for Semismooth Newton Methods Michael Hinterm¨uller and Michael Ulbrich Reihe A Preprint 172 April 2003 Hamburger Beitr¨age zur Angewandten Mathematik Reihe A Preprints Reihe B Berichte Reihe C Mathematische Modelle und Simulation Reihe D Elektrische Netzwerke und Bauelemente Reihe E Scientific Computing Reihe F Computational Fluid Dynamics and Data Analysis A MESH-INDEPENDENCE RESULT FOR SEMISMOOTH NEWTON METHODS ¨ ∗ † MICHAEL HINTERMULLER AND MICHAEL ULBRICH Abstract. For a class of semismooth operator equations a mesh independence result for generalized Newton methods is established. The main result states that the continuous and the discrete Newton process, when initialized properly, converge q-linearly with the same rate. The problem class considered in the paper includes MCP-function based reformulations of first order conditions of a class of control constrained optimal control problems for partial differential equations for which a numerical validation of the theoretical results is given. Key words. Variational Inequalities, function spaces, generalized differential, mesh independence principle, semismooth Newton method. AMS subject classifications. 65J15, 65K10, 49M25, 90C33. 1. Introduction. This paper is devoted to the study of (local) convergence properties of Newton type methods applied to discretizations of a class of nonsmooth operator equations (1.1) G(y) = 0, G : L2 (Ω) → L2 (Ω) , where the operator G is related to an MCP-function based reformulation of the infinite- dimensional box-constrained variational inequality problem (