Iterative solution of a system of Nonlinear Algebraic Equations F(x) = 0, using ẋ = λ [αR + βP] or ẋ = λ [αF + βP *] R is a normal to a hyper-surface function of F, P normal to R, and P * normal to F

Chein Shan Liu, Hong Hua Dai, Satya N. Atluri

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

To solve an ill-(or well-) conditioned system of Nonlinear Algebraic Equations (NAEs): F(x) = 0, we define a scalar hyper-surface h(x,t) = 0 in terms of x, and a monotonically increasing scalar function Q(t) where t is a time-like variable. We define a vector R which is related to ∂h/∂x, and a vector P which is normal to R. We define an Optimal Descent Vector (ODV): u = αR + βP where α and β are optimized for fastest convergence. Using this ODV [x = λu], we derive an Optimal Iterative Algorithm (OIA) to solve F(x) = 0. We also propose an alternative Optimal Descent Vector [u = αF + βP *] where P * is normal to F. We demonstrate the superior performance of these two alternative OIAs with ODVs to solve NAEs arising out of the weak-solutions for several ODEs and PDEs. More importantly, we demonstrate the applicability of solving simply, most efficiently, and highly accurately, the Duffing equation, using 8 harmonics in the Harmonic Balance Method to find a weak-solution in time.

Original languageEnglish
Pages (from-to)335-362
Number of pages28
JournalCMES - Computer Modeling in Engineering and Sciences
Volume81
Issue number3-4
StatePublished - 2011

Keywords

  • Invariant-manifold
  • Nonlinear Algebraic Equations
  • Optimal Descent Vector (ODV)
  • Optimal Iterative Algorithm (OIA)
  • Optimal Iterative Algorithm with an Optimal Descent Vector (OIA/ODV)
  • Perpendicular operator

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