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

Implemetierungsbetrachtungen zur Lösung von 2-Punkt Randwertproblemen

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Abstract

Complex numerical methods often contain subproblems that are easy to state in mathematical form, but difficult to translate into software. Several algorithmic isues 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.

Zusammenfassung

Komplizierte numerische Methoden enthalten oft Teilprobleme, die sich leicht mathematisch formulieren lassen, die aber schwierig in Computerprogramme umgewandelt werden können. Mehrere solche Fragestellungen traten bei der Erstellung eines Newton-Verfahrens als Bestandteil eines Differenzenverfahrens für 2-Punkt Randwert-probleme auf. Wir beschreiben die praktischen und theoretischen Überlegungen, welche den Entscheidungen zugrunde liegen, die schließlich zum Computerprogramm führten. Insbesondere betonen wir dabei zwei “Watchdog”-Strategien, welche die Zuverlässigkeit verbessern und ein frühes Abbrechen der Newton-Iteration ermöglichen.

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Dedicated to Professor Hans J. Stetter on the occasion of his 60th birthday

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Cash, J.R., Wright, M.H. Implementation issues in solving nonlinear equations for two-point boundary value problems. Computing 45, 17–37 (1990). https://doi.org/10.1007/BF02250582

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