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    ARTICLE

    Simple "Residual-Norm" Based Algorithms, for the Solution of a Large System of Non-Linear Algebraic Equations, which Converge Faster than the Newton’s Method

    Chein-Shan Liu1, Satya N. Atluri2

    CMES-Computer Modeling in Engineering & Sciences, Vol.71, No.3, pp. 279-304, 2011, DOI:10.3970/cmes.2011.071.279

    Abstract For solving a system of nonlinear algebraic equations (NAEs) of the type: F(x)=0, or Fi(xj) = 0, i,j = 1,...,n, a Newton-like algorithm has several drawbacks such as local convergence, being sensitive to the initial guess of solution, and the time-penalty involved in finding the inversion of the Jacobian matrix ∂Fi/∂xj. Based-on an invariant manifold defined in the space of (x,t) in terms of the residual-norm of the vector F(x), we can derive a gradient-flow system of nonlinear ordinary differential equations (ODEs) governing the evolution of x with a fictitious time-like variable t as an independent variable. We can prove… More >

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