Approximation of the Newton Step by a Defect Correction Process

Abstract

In this paper, an optimal control problem governed by a partial differential equation is considered. The Newton step for this system can be computed by solving a coupled system of equations. To do this efficiently with an iterative defect correction process, a modifying operator is introduced into the system. This operator is motivated by local mode analysis. The operator can be used also for preconditioning in Generalized Minimum Residual (GMRES). We give a detailed convergence analysis for the defect correction process and show the derivation of the modifying operator. Numerical tests are done on the small disturbance shape optimization problem in two dimensions for the defect correction process and for GMRES.