Derivative-free method for bound constrained nonlinear monotone equations and its application in solving steady state reaction-diffusion problems
Summary: We present a derivative-free algorithm for solving bound constrained systems of nonlinear monotone equations. The algorithm generates feasible iterates using in a systematic way the residual as search direction and a suitable step-length closely related to the Barzilai-Borwein choice. A convergence analysis is described. We also present one application in solving problems related with the study of reaction-diffusion processes that can be described by nonlinear partial differential equations of elliptic type. Numerical experiences are included to highlight the efficacy of proposed algorithm.
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