Convergence Analysis of Pseudo-Transient Continuation.
INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA
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Pseudo-transient continuation Ptc is a well-known and physically motivated technique for computation of steady-state solutions of time-dependent partial differential equations. Standard globalization strategies such as line search or trust region methods often stagnate at local minima. Ptc succeeds in many of these cases by taking advantage of the underlying PDE structure of the problem. Though widely employed, the convergence of Ptc is rarely discussed. In this paper we prove convergence for a generic form of Ptc and illustrate it with two practical strategies.
- Numerical Mathematics