Solving systems of nonlinear equations using the nonzero value of the topological degree

  • Authors:
  • Michael N. Vrahatis

  • Affiliations:
  • -

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1988

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Abstract

Two algorithms are described here for the numerical solution of a system of nonlinear equations F(X) = &THgr;, Q=0,0,&ldots;,0∈ R , and F is a given continuous mapping of a region D in Rn into Rn . The first algorithm locates at least one root of the sy stem within n-dimensional polyhedron, using the non zero value of the topological degree of F at &thgr; relative to the polyhedron; the second algorithm applies a new generalized bisection method in order to compute an approximate solution to the system. Teh size of the original n-dimensional polyhedron is arbitrary, and the method is globally convergent in a residual sense. These algorithms, in the various function evaluations, only make use of the algebraic sign of F and do not require computations of the topological degree. Moreover, they can be applied to nondifferentiable continuous functions F and do not involve derivatives of F or approximations of such derivatives.