The Generalized Arrow-Hurwicz Method with Applications to Fluid Computation

The Generalized Arrow-Hurwicz Method with Applications to Fluid Computation

Year:    2019

Communications in Computational Physics, Vol. 25 (2019), Iss. 3 : pp. 752–780

Abstract

In this paper, we first discuss the existence and uniqueness of a class of nonlinear saddle-point problems, which are frequently encountered in physical models. Then, a generalized Arrow-Hurwicz method is introduced to solve such problems. For the method, the convergence rate analysis is established under some reasonable conditions. It is also applied to solve three typical discrete methods in fluid computation, with the computational efficiency demonstrated by a series of numerical experiments.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.OA-2017-0235

Communications in Computational Physics, Vol. 25 (2019), Iss. 3 : pp. 752–780

Published online:    2019-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    29

Keywords:    Nonlinear saddle-point problems the generalized Arrow-Hurwicz method convergence rate analysis fluid computation.