Discretization of implicit ODEs for singular root-finding problems
continuous Newton methodcontinuous-time modelcontinuous-time stabilitydiscrete dynamical systemdiscrete-time analysisexplicit Runge-Kutta methodsiterative methodnumerical stabilityoptimizationquadratic convergencesingular root-finding
Numerical computation of solutions to systems of equations (65H10) Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Discrete-time control/observation systems (93C55)
The iteration generated by the numerical integration of an ordinary differential equation (ODE) may be studied as a discrete dynamical system. Starting from this fact, the paper considers different discretizations of continuous-time models for singular root-finding and optimization problems. The paper is devoted, firstly, to the use of discrete-time analysis techniques for singular problems, based on continuous-time stability and numerical stability and, secondly, to introduce a systematic methodology for the formulation of quadratically convergent iterations for singular root-finding problems.
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