Gradient Method in Sobolev Spaces for Nonlocal Boundary-value Problems

Abstract

An infinite-dimensional gradient method is proposed for the numerical solution of nonlocal quasilinear boundary-value problems. The iteration is executed for the boundary-value problem itself (i.e. on the continuous level) in the corresponding Sobolev space, reducing the nonlinear boundary-value problem to auxiliary linear problems. We extend earlier results concerning local (Dirichlet) boundary-value problems. We show linear convergence of our method, and present a numerical example.