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AbstractAbstract
[en] This manuscript deals with numerical methods for linear and nonlinear complementarity problems, and, more specifically, with solving gas phase appearance and disappearance modeled as a complementarity problem. In the first part of this manuscript, we focused on the plain Newton-min method to solve the linear complementarity problem (LCP for short) 0 ≤x perpendicular to (Mx+q) ≥ 0 that can be viewed as a non-smooth Newton algorithm without globalization technique to solve the system of piecewise linear equations min(x,Mx+q) = 0, which is equivalent to the LCP. When M is an M-matrix of order n, the algorithm was known to converge in at most n iterations. We show that this result no longer holds when M is a P-matrix of order ≥ 3. On the one hand, we offer counter-examples showing that the algorithm may cycle in those cases. P-matrices are interesting since they are those ensuring the existence and uniqueness of the solution to the LCP for an arbitrary q. Incidentally, convergence occurs for a P-matrix of order 1 or 2. On the other hand, we provide a new algorithmic characterization of P-matricity: we show that a nondegenerate square real matrix M is a P-matrix if and only if, whatever is the real vector q, the Newton-min algorithm does not cycle between two points. In order to force the convergence of the Newton-min algorithm with P-matrices, we have derived a new method, which is robust, easy to describe, and simple to implement. It is globally convergent and the numerical results reported in this manuscript show that it outperforms a method of Harker and Pang. In the second part of this manuscript, we consider the modeling of migration of hydrogen produced by the corrosion of the nuclear waste packages in an underground storage including the dissolution of hydrogen. It results in a set of nonlinear partial differential equations with nonlinear complementarity constraints. We show how to apply a robust and efficient solution strategy, the Newton-min method considered for LCP in the first part, to this geoscience problem and investigates its applicability and efficiency on this difficult problem. The practical interest of this solution technique is corroborated by numerical experiments from the Couplex Gas benchmark proposed by Andra and GNR MoMas. In particular, numerical results show that the Newton-min method is quadratically convergent for these problems. (author)
Original Title
Resolution de problemes de complementarite. Application a un ecoulement diphasique dans un milieu poreux
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5 Dec 2012; 204 p; 127 refs.; Available from Service Commun de la Documentation de Paris Dauphine (6e etage) Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16; Also available from the INIS Liaison Officer for France, see the 'INIS contacts' section of the INIS-NKM website for current contact and E-mail addresses: http://www.iaea.org/inis/Contacts/; Mathematiques Appliquees
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Report
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Thesis/Dissertation
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