Computing singular solutions to nonlinear analytic systems

Summary A method to generate an accurate approximation to a singular solution of a system of complex analytic equations is presented. Since manyreal systems extend naturally tocomplex analytic systems, this porvides a method for generating approximations to singular solutions to real systems. Examples include systems of polynomials and systems made up of trigonometric, exponential, and polynomial terms. The theorem on which the method is based is proven using results from several complex variables. No special conditions on the derivatives of the system, such as restrictions on the rank of the Jacobian matrix at the solution, are required. The numerical method itself is developed from techniques of homotopy continuation and 1-dimensional quadrature. A specific implementation is given, and the results of numerical experiments in solving five test problems are presented.     

A numerical method for computing singular minimizers

Summary. A numerical method, with truncation methods as a special case, for computing singular minimizers in variational problems is described. It is proved that the method can avoid Lavrentiev phenomenon and detect singular minimizers. The convergence of the method is also established. Numerical results on a 2-D problem are given. Received September 21, 1994     

On acceleration methods for coupled nonlinear elliptic systems

Summary We compare both numerically and theoretically three techniques for accelerating the convergence of a nonlinear fixed point iterationuT(u), arising from a coupled elliptic system: Chebyshev acceleration, a second order stationary method, and a nonlinear version of the Generalized Minimal Residual Algorithm (GMRES) which we call NLGMR. All three approaches are implemented in Jacobian-free mode, i.e., only a subroutine which returnsT(u) as a function ofu is required.We present a set of numerical comparisons for the drift-diffusion semiconductor model. For the mappingT which corresponds to the nonlinear block Gauß-Seidel algorithm for the solution of this nonlinear elliptic system, NLGMR is found to be superior to the second order stationary method and the Chebychev acceleration. We analyze the local convergence of the nonlinear iterations in terms of the spectrum [T _u (u ^(*))] of the derivativeT _u at the solutionu ^(*). The convergence of the original iteration is governed by the spectral radius [T _U (u ^(*))]. In contrast, the convergence of the two second order accelerations are related to the convex hull of [T _u (u ^(*))], while the convergence of the GMRES-based approach is related to the local clustering in [I–T _u (u ^(*))]. The spectrum [I–T _u (u ^(*))] clusters only at 1 due to the successive inversions of elliptic partial differential equations inT. We explain the observed superiority of GMRES over the second order acceleration by its ability to take advantage of this clustering feature, which is shared by similar coupled nonlinear elliptic systems.     

A new smoothing quasi-Newton method for nonlinear complementarity problems

A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas’ method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas’ and Broyden's methods.     

Frozen divided difference scheme for solving systems of nonlinear equations

The development of an inverse first-order divided difference operator for functions of several variables, as well as a direct computation of the local order of convergence of an iterative method is presented. A generalized algorithm of the secant method for solving a system of nonlinear equations is studied and the maximum computational efficiency is computed. Furthermore, a sequence that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced.     

On the nonlinear domain decomposition method

Any domain decomposition or additive Schwarz method can be put into the abstract framework of subspace iteration. We consider generalizations of this method to the nonlinear case. The analysis shows under relatively weak assumptions that the nonlinear iteration converges locally with the same asymptotic speed as the corresponding linear iteration applied to the linearized problem.     

A globally convergent derivative-free method for solving large-scale nonlinear monotone equations

In this paper, we propose two derivative-free iterative methods for solving nonlinear monotone equations, which combines two modified HS methods with the projection method in Solodov and Svaiter (1998) [5]. The proposed methods can be applied to solve nonsmooth equations. They are suitable to large-scale equations due to their lower storage requirement. Under mild conditions, we show that the proposed methods are globally convergent. The reported numerical results show that the methods are efficient.     

Block and asynchronous two-stage methods for mildly nonlinear systems

Block parallel iterative methods for the solution of mildly nonlinear systems of equations of the form are studied. Two-stage methods, where the solution of each block is approximated by an inner iteration, are treated. Both synchronous and asynchronous versions are analyzed, and both pointwise and blockwise convergence theorems provided. The case where there are overlapping blocks is also considered. The analysis of the asynchronous method when applied to linear systems includes cases not treated before in the literature. Received June 5, 1997 / Revised version received December 29, 1997     

Sweeping algebraic curves for singular solutions

Many problems give rise to polynomial systems. These systems often have several parameters and we are interested to study how the solutions vary when we change the values for the parameters. Using predictor-corrector methods we track the solution paths. A point along a solution path is critical when the Jacobian matrix is rank deficient. The simplest case of quadratic turning points is well understood, but these methods no longer work for general types of singularities. In order not to miss any singular solutions along a path we propose to monitor the determinant of the Jacobian matrix. We examine the operation range of deflation and relate the effectiveness of deflation to the winding number. Computational experiments on systems coming from different application fields are presented.     

BFGS trust-region method for symmetric nonlinear equations

In this paper, we propose a BFGS trust-region method for solving symmetric nonlinear equations. The global convergence and the superlinear convergence of the presented method will be established under favorable conditions. Numerical results show that the new algorithm is effective.     

Finding all solutions of separable systems of piecewise-linear equations using integer programming

Finding all solutions of nonlinear or piecewise-linear equations is an important problem which is widely encountered in science and engineering. Various algorithms have been proposed for this problem. However, the implementation of these algorithms are generally difficult for non-experts or beginners. In this paper, an efficient method is proposed for finding all solutions of separable systems of piecewise-linear equations using integer programming. In this method, we formulate the problem of finding all solutions by a mixed integer programming problem, and solve it by a high-performance integer programming software such as GLPK, SCIP, or CPLEX. It is shown that the proposed method can be easily implemented without making complicated programs. It is also confirmed by numerical examples that the proposed method can find all solutions of medium-scale systems of piecewise-linear equations in practical computation time.     

BiCGStab,VPAStab and an adaptation to mildly nonlinear systems

The key equations of BiCGStab are summarised to show its connections with Padé and vector-Padé approximation. These considerations lead naturally to stabilised vector-Padé approximation of a vector-valued function (VPAStab), and an algorithm for the acceleration of convergence of a linearly generated sequence of vectors. A generalisation of this algorithm for the acceleration of convergence of a nonlinearly generated system is proposed here, and comparative numerical results are given.     

On the global convergence of path-following methods to determine all solutions to a system of nonlinear equations

In this paper we prove a general theorem stating a sufficient condition for the inverse image of a point under a continuously differentiable map from ℝ ⁿ to ℝ ^k to be connected. This result is applied to the trajectories generated by the Newton flow. Several examples demonstrate the applicability of the results to nontrivial problems. This work was supported by the Deutsche Forschungsgemeinschaft.     

A generalized Jacobian based Newton method for semismooth block-triangular system of equations

This paper will consider the problem of solving the nonlinear system of equations with block-triangular structure. A generalized block Newton method for semismooth sparse system is presented and a locally superlinear convergence is proved. Moreover, locally linear convergence of some parameterized Newton method is shown.     

OnM-functions and nonlinear relaxation methods

Globally convergent nonlinear relaxation methods are considered for a class of nonlinear boundary value problems (BVPs), where the discretizations are continuousM-functions.It is shown that the equations with one variable occurring in the nonlinear relaxation methods can always be solved by Newton's method combined with the Bisection method. The nonlinear relaxation methods are used to get an initial approximation in the domain of attraction of Newton's method. Numerical examples are given.     

Partitioned quasi-Newton methods for nonlinear equality constrained optimization

We derive new quasi-Newton updates for the (nonlinear) equality constrained minimization problem. The new updates satisfy a quasi-Newton equation, maintain positive definiteness on the null space of the active constraint matrix, and satisfy a minimum change condition. The application of the updates is not restricted to a small neighbourhood of the solution. In addition to derivation and motivational remarks, we discuss various numerical subtleties and provide results of numerical experiments.Research partially supported by the Applied Mathematical Sciences Research Program (KC-04-02) of the Office of Energy Research of the US Department of Energy under grant DE-FG02-86ER25013.A000, and by the US Army Research Office through the Mathematical Sciences Institute, Cornell University.     

A novel method for computation of higher order singular points in nonlinear problems with single parameter

This paper deals with unusual numerical techniques for computation of higher order singular points in nonlinear problems with single parameter. Based on the uniformly extended system, a unified algorithm combining the homotopy and the pseudo-arclength continuation method is given. Properties of the uniformly augmented system are listed and proved. The effectiveness of the proposed algorithm is testified by three numerical examples.     

Interval iteration for zeros of systems of equations

Easily verifiable existence and convergence conditions are given for a class of interval iteration algorithms for the enclosure of a zero of a system of nonlinear equations. In particular, a quadratically convergent method is obtained which throughout the iteration uses the same interval enclosure of the derivative.