A Modified Newton Method for the Solution of Ill-Conditioned Systems of Nonlinear Equations with Application to Multiple Shooting
نویسنده
چکیده
In this paper the well-known modified (underrelaxed, damped) Newton method is extended in such a way as to apply to the solution of ill-conditioned systems of nonlinear equations, i.e. systems having a "nearly singular" Jacobian at some iterate. A special technique also derived herein may be useful, if only bad initial guesses of the solution point are available. Difficulties that arose previously in the numerical solution of nonlinear two-point boundaxy value problems by multiple shooting techniques can be removed by means of the results presented below.
منابع مشابه
ABS Solution of equations of second kind and application to the primal-dual interior point method for linear programming
Abstract We consider an application of the ABS procedure to the linear systems arising from the primal-dual interior point methods where Newton method is used to compute path to the solution. When approaching the solution the linear system, which has the form of normal equations of the second kind, becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS cl...
متن کاملThe Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint
In this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. The sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. Then, the Newton-Raphson method is used for solving these sets of algebraic equations. To present ability ...
متن کاملSolvability of infinite system of nonlinear singular integral equations in the C(Itimes I, c) space and modified semi-analytic method to find a closed-form of solution
In this article, we discuss about solvability of infinite systems of singular integral equations with two variables in the Banach sequence space $C(I times I, c)$ by applying measure of noncompactness and Meir-Keeler condensing operators. By presenting an example, we have illustrated our results. For validity of the results we introduce a modified semi-analytic method in the case of tw...
متن کاملSolving systems of nonlinear equations using decomposition technique
A systematic way is presented for the construction of multi-step iterative method with frozen Jacobian. The inclusion of an auxiliary function is discussed. The presented analysis shows that how to incorporate auxiliary function in a way that we can keep the order of convergence and computational cost of Newton multi-step method. The auxiliary function provides us the way to overcome the singul...
متن کاملSolving Second Kind Volterra-Fredholm Integral Equations by Using Triangular Functions (TF) and Dynamical Systems
The method of triangular functions (TF) could be a generalization form of the functions of block-pulse (Bp). The solution of second kind integral equations by using the concept of TF would lead to a nonlinear equations system. In this article, the obtained nonlinear system has been solved as a dynamical system. The solution of the obtained nonlinear system by the dynamical system throug...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005