Dynamical Newton-Like Methods for Solving Ill-Conditioned Systems of Nonlinear Equations with Applications to Boundary Value Problems
Cheng-Yu Ku1,2,3,Weichung Yeih1,2, Chein-Shan Liu4
CMES-Computer Modeling in Engineering & Sciences, Vol.76, No.2, pp. 83-108, 2011, DOI:10.3970/cmes.2011.076.083
Abstract In this paper, a general dynamical method based on the construction of a scalar homotopy function to transform a vector function of Non-Linear Algebraic Equations (NAEs) into a time-dependent scalar function by introducing a fictitious time-like variable is proposed. With the introduction of a transformation matrix, the proposed general dynamical method can be transformed into several dynamical Newton-like methods including the Dynamical Newton Method (DNM), the Dynamical Jacobian-Inverse Free Method (DJIFM), and the Manifold-Based Exponentially Convergent Algorithm (MBECA). From the general dynamical method, we can also derive the conventional Newton method using a certain fictitious… More >