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arXiv · 2104.02826

Approximate Linearization of Fixed Point Iterations: Error Analysis of Tangent and Adjoint Problems Linearized about Non-Stationary Points

Emmett Padway·Dimitri Mavriplis
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Abstract

Previous papers have shown the impact of partial convergence of discretized PDE on the accuracy of tangent and adjoint linearizations. A series of papers suggested linearization of the fixed point iteration used in the solution process as a means of computing the sensitivities rather than linearizing the discretized PDE, as the lack of convergence of the nonlinear problem indicates that the discretized form of the governing equations has not been satisfied. These works showed that the accuracy of an approximate linearization depends in part on the convergence of the nonlinear system. This work shows an error analysis of the impact of the approximate linearization and the convergence of the nonlinear problem for both the tangent and adjoint modes and provides a series of results for an exact Newton solver, an inexact Newton solver, and a low storage explicit Runge-Kutta scheme to confirm the error analyses.

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Emmett Padway, Dimitri Mavriplis. 2021-04-06. Approximate Linearization of Fixed Point Iterations: Error Analysis of Tangent and Adjoint Problems Linearized about Non-Stationary Points. https://doi.org/10.1007/s11075-022-01274-2

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