IMPLEMENTATION ISSUES IN SOLVING NONLINEAR EQUATIONS FOR 2-POINT BOUNDARY-VALUE-PROBLEMS

被引:17
作者
CASH, JR [1 ]
WRIGHT, MH [1 ]
机构
[1] AT&T BELL LABS,MURRAY HILL,NJ 07974
关键词
AMS Subject Classification: 65L10 (boundary value problems); 68N99 (mathematical software); Boundary value problems; mathematical software; merit functions; nonlinear algebraic equations; watchdog strategy;
D O I
10.1007/BF02250582
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Complex numerical methods often contain subproblems that are easy to state in mathematical form, but difficult to translate into software. Several algorithmic isues of this nature arise in implementing a Newton iteration scheme as part of a finite-difference method for two-point boundary value problems. We describe the practical as well as theoretical considerations behind the decisions included in the final code, with special emphasis on two "watchdog" strategies designed to improve reliability and allow early termination of the Newton iterates. © 1990 Springer-Verlag.
引用
收藏
页码:17 / 37
页数:21
相关论文
共 29 条
[1]   A NOTE ON SOLVING NONLINEAR EQUATIONS AND THE NATURAL CRITERION FUNCTION [J].
ASCHER, U ;
OSBORNE, MR .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 55 (01) :147-152
[2]  
ASCHER U, 1979, MATH COMPUT, V33, P659, DOI 10.1090/S0025-5718-1979-0521281-7
[3]  
ASCHER U, 1981, ACM T MATH SOFTWARE, V7, P209, DOI 10.1145/355945.355950
[4]  
Ascher U., 1988, NUMERICAL SOLUTION B
[5]  
ASCHER U, 1979, LECTURE NOTES COMPUT, V76, P164
[6]   A NEW BASIS IMPLEMENTATION FOR A MIXED ORDER BOUNDARY-VALUE ODE SOLVER [J].
BADER, G ;
ASCHER, U .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1987, 8 (04) :483-500
[7]   GLOBAL APPROXIMATE NEWTON METHODS [J].
BANK, RE ;
ROSE, DJ .
NUMERISCHE MATHEMATIK, 1981, 37 (02) :279-295
[8]   PARAMETER SELECTION FOR NEWTON-LIKE METHODS APPLICABLE TO NON-LINEAR PARTIAL-DIFFERENTIAL EQUATIONS [J].
BANK, RE ;
ROSE, DJ .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1980, 17 (06) :806-822
[9]   NUMERICAL-INTEGRATION OF NONLINEAR 2-POINT BOUNDARY-VALUE-PROBLEMS USING ITERATED DEFERRED CORRECTIONS .1. A SURVEY AND COMPARISON OF SOME ONE-STEP FORMULAS [J].
CASH, JR .
COMPUTERS & MATHEMATICS WITH APPLICATIONS-PART A, 1986, 12 (10) :1029-1048
[10]  
CASH JR, 1982, BIT, V22, P184, DOI 10.1007/BF01944476