Constructing frozen Jacobian iterative methods for solving systems of nonlinear equations, associated with ODEs and PDEs using the homotopy

A homotopy method is presented for the construction of frozen Jacobian iterative methods. The frozen Jacobian iterative methods are attractive because the inversion of the Jacobian is performed in terms of LUfactorization only once, for a single instance of the iterative method. We embedded paramete...

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Detalles Bibliográficos
Autores: Qasim, Uswah, Ali, Zulifgar, Ahmad, Fayyaz, Serra Capizzano, Stefano, Ullah, Malik Zaka, Asma, Mir
Tipo de recurso: artículo
Fecha de publicación:2016
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/100357
Acceso en línea:https://hdl.handle.net/2117/100357
https://dx.doi.org/10.3390/a9010018
Access Level:acceso abierto
Palabra clave:Iterative methods (Mathematics)
systems of nonlinear equations
frozen Jacobian
ordinary differential equations
partial differential equations
homotopy method
DIFFERENTIAL-EQUATIONS
DECOMPOSITION METHOD
NUMERICAL-SOLUTION
NEWTONS METHOD
Mètodes iteratius (Matemàtica)
Àrees temàtiques de la UPC::Informàtica::Aplicacions de la informàtica
Descripción
Sumario:A homotopy method is presented for the construction of frozen Jacobian iterative methods. The frozen Jacobian iterative methods are attractive because the inversion of the Jacobian is performed in terms of LUfactorization only once, for a single instance of the iterative method. We embedded parameters in the iterative methods with the help of the homotopy method: the values of the parameters are determined in such a way that a better convergence rate is achieved. The proposed homotopy technique is general and has the ability to construct different families of iterative methods, for solving weakly nonlinear systems of equations. Further iterative methods are also proposed for solving general systems of nonlinear equations.