Implementation issues in solving nonlinear equations for two-point boundary value problems (Q2641087): Difference between revisions
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Revision as of 02:55, 15 February 2024
scientific article
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English | Implementation issues in solving nonlinear equations for two-point boundary value problems |
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Implementation issues in solving nonlinear equations for two-point boundary value problems (English)
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1990
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Complex numerical methods often contain subproblems that are easy to state in mathematical form, but difficult to translate into software. Several algorithmic issues of this nature arise in implementing a Newton iteration scheme as part of a finite-difference method for two-point boundary value problems. We describe the practical as well as theoretical considerations behind the decisions included in the final code, with special emphasis on two ``watchdog'' strategies designed to improve reliability and allow early termination of the Newton iterates.
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nonlinear algebraic equations
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merit functions
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mathematical software
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watchdog strategy
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Newton iteration scheme
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finite-difference method
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