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Safe bounds for the solutions of nonlinear problems using a parallel multisplitting method

Sichere Schranken für die Lösung nichtlinearer Probleme mit einem parallelen Multisplitting-Verfahren

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Abstract

For some systems of nonlinear equationsF(x)=0 we derive an algorithm which iteratively constructs tight lower and upper bounds for the zeros ofF. The algorithm is based on a multisplitting of certain matrices thus showing a natural parallelism. We prove criteria for the convergence of the bounds towards the zeros and we investigate the speed of convergence.

Zusammenfassung

Für gewisse Systeme nichtlinearer GleichungenF(x)=0 entwicklen wir ein Verfahren, welches iterativ enge untere und obere Schranken für die Nullstellen vonF berechnet. Das Verfahren beruht auf einem Multisplitting für bestimmte Matrizen und weist so in natürlcher Weise Parallelität auf. Wir geben Kriterien für die Konvergenz der Schranken gegen die Nullstellen an und untersuchen die Konvergenzgeschwindigkeit.

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Frommer, A., Mayer, G. Safe bounds for the solutions of nonlinear problems using a parallel multisplitting method. Computing 42, 171–186 (1989). https://doi.org/10.1007/BF02239746

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