Implementation issues in solving nonlinear equations for two-point boundary value problems (Q2641087)

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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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    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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