Solving Nonlinear Equations with Newton's Method

Solving Nonlinear Equations with Newton's Method
Author: C. T. Kelley
Publisher: SIAM
Total Pages: 117
Release: 2003-01-01
Genre: Mathematics
ISBN: 9780898718898

This book on Newton's method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.

Iterative Methods for Linear and Nonlinear Equations

Iterative Methods for Linear and Nonlinear Equations
Author: C. T. Kelley
Publisher: SIAM
Total Pages: 179
Release: 1995-01-01
Genre: Mathematics
ISBN: 9781611970944

Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods. Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.

Optimal Solution of Nonlinear Equations

Optimal Solution of Nonlinear Equations
Author: Krzysztof A. Sikorski
Publisher: Oxford University Press
Total Pages: 253
Release: 2001-01-18
Genre: Computers
ISBN: 0198026676

Optimal Solution of Nonlinear Equations is a text/monograph designed to provide an overview of optimal computational methods for the solution of nonlinear equations, fixed points of contractive and noncontractive mapping, and for the computation of the topological degree. It is of interest to any reader working in the area of Information-Based Complexity. The worst-case settings are analyzed here. Several classes of functions are studied with special emphasis on tight complexity bounds and methods which are close to or achieve these bounds. Each chapter ends with exercises, including companies and open-ended research based exercises.

Nonlinear Symmetries and Nonlinear Equations

Nonlinear Symmetries and Nonlinear Equations
Author: G. Gaeta
Publisher: Springer Science & Business Media
Total Pages: 275
Release: 2012-12-06
Genre: Mathematics
ISBN: 9401110182

The study of (nonlinear) dift"erential equations was S. Lie's motivation when he created what is now known as Lie groups and Lie algebras; nevertheless, although Lie group and algebra theory flourished and was applied to a number of dift"erent physical situations -up to the point that a lot, if not most, of current fun damental elementary particles physics is actually (physical interpretation of) group theory -the application of symmetry methods to dift"erential equations remained a sleeping beauty for many, many years. The main reason for this lies probably in a fact that is quite clear to any beginner in the field. Namely, the formidable comple:rity ofthe (algebraic, not numerical!) computations involved in Lie method. I think this does not account completely for this oblivion: in other fields of Physics very hard analytical computations have been worked through; anyway, one easily understands that systems of dOlens of coupled PDEs do not seem very attractive, nor a very practical computational tool.

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations
Author: J. E. Dennis, Jr.
Publisher: SIAM
Total Pages: 394
Release: 1996-12-01
Genre: Mathematics
ISBN: 9781611971200

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Fully Nonlinear Elliptic Equations

Fully Nonlinear Elliptic Equations
Author: Luis A. Caffarelli
Publisher: American Mathematical Soc.
Total Pages: 114
Release: 1995
Genre: Mathematics
ISBN: 0821804375

The goal of the book is to extend classical regularity theorems for solutions of linear elliptic partial differential equations to the context of fully nonlinear elliptic equations. This class of equations often arises in control theory, optimization, and other applications. The authors give a detailed presentation of all the necessary techniques. Instead of treating these techniques in their greatest generality, they outline the key ideas and prove the results needed for developing the subsequent theory. Topics discussed in the book include the theory of viscosity solutions for nonlinear equations, the Alexandroff estimate and Krylov-Safonov Harnack-type inequality for viscosity solutions, uniqueness theory for viscosity solutions, Evans and Krylov regularity theory for convex fully nonlinear equations, and regularity theory for fully nonlinear equations with variable coefficients.

Methods for Solving Systems of Nonlinear Equations

Methods for Solving Systems of Nonlinear Equations
Author: Werner C. Rheinboldt
Publisher: SIAM
Total Pages: 157
Release: 1998-01-01
Genre: Mathematics
ISBN: 9781611970012

This second edition provides much-needed updates to the original volume. Like the first edition, it emphasizes the ideas behind the algorithms as well as their theoretical foundations and properties, rather than focusing strictly on computational details; at the same time, this new version is now largely self-contained and includes essential proofs. Additions have been made to almost every chapter, including an introduction to the theory of inexact Newton methods, a basic theory of continuation methods in the setting of differentiable manifolds, and an expanded discussion of minimization methods. New information on parametrized equations and continuation incorporates research since the first edition.

Multipoint Methods for Solving Nonlinear Equations

Multipoint Methods for Solving Nonlinear Equations
Author: Miodrag Petkovic
Publisher: Academic Press
Total Pages: 317
Release: 2012-12-31
Genre: Technology & Engineering
ISBN: 0123972981

This book is the first on the topic and explains the most cutting-edge methods needed for precise calculations and explores the development of powerful algorithms to solve research problems. Multipoint methods have an extensive range of practical applications significant in research areas such as signal processing, analysis of convergence rate, fluid mechanics, solid state physics, and many others. The book takes an introductory approach in making qualitative comparisons of different multipoint methods from various viewpoints to help the reader understand applications of more complex methods. Evaluations are made to determine and predict efficiency and accuracy of presented models useful to wide a range of research areas along with many numerical examples for a deep understanding of the usefulness of each method. This book will make it possible for the researchers to tackle difficult problems and deepen their understanding of problem solving using numerical methods. Multipoint methods are of great practical importance, as they determine sequences of successive approximations for evaluative purposes. This is especially helpful in achieving the highest computational efficiency. The rapid development of digital computers and advanced computer arithmetic have provided a need for new methods useful to solving practical problems in a multitude of disciplines such as applied mathematics, computer science, engineering, physics, financial mathematics, and biology. - Provides a succinct way of implementing a wide range of useful and important numerical algorithms for solving research problems - Illustrates how numerical methods can be used to study problems which have applications in engineering and sciences, including signal processing, and control theory, and financial computation - Facilitates a deeper insight into the development of methods, numerical analysis of convergence rate, and very detailed analysis of computational efficiency - Provides a powerful means of learning by systematic experimentation with some of the many fascinating problems in science - Includes highly efficient algorithms convenient for the implementation into the most common computer algebra systems such as Mathematica, MatLab, and Maple

Modern Nonlinear Equations

Modern Nonlinear Equations
Author: Thomas L. Saaty
Publisher: Courier Corporation
Total Pages: 500
Release: 2012-04-26
Genre: Mathematics
ISBN: 0486143767

Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." — Math Reviews. 1964 edition.