Convergence analysis of generalized nonlinear inexact Uzawa algorithm for stabilized saddle point problems

Abstract

This paper deals with a modified nonlinear inexact Uzawa (MNIU) method for solving the stabilized saddle point problem. The modified Uzawa method is an inexact inner-outer iteration with a variable relaxation parameter and has been discussed in the literature for uniform inner accuracy. This paper focuses on the general case when the accuracy of inner iteration can be variable and the convergence of MNIU with variable inner accuracy, based on a simple energy norm. Sufficient conditions for the convergence of MNIU are proposed. The convergence analysis not only greatly improves the existing convergence results for uniform inner accuracy in the literature, but also extends the convergence to the variable inner accuracy that has not been touched in literature. Numerical experiments are given to show the efficiency of the MNIU algorithm.

Keywords

Saddle point problem / nonlinear inexact Uzawa algorithm / convergence analysis / variable accuracy / uniform inner accuracy

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2014 Higher Education Press and Springer-Verlag Berlin Heidelberg