The solution of systems of equations using the π-algorithm, and an application to boundary-value problems
Claude Brezinski, Alain C. Rieu
Abstract
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Claude Brezinski, Alain C. Rieu
Abstract
Open-access reader
In this paper, the authors describe the properties of an algorithm to solve systems of nonlinear equations. The algorithm does not use any derivatives. The convergence of this algorithm is quadratic under quite mild conditions. This method can also be used to solve systems of linear equations with infinitely many solutions. The second part of the paper is devoted to the application of this algorithm to the solution of multipoint boundary-value problems for differential equations. A theorem of convergence is proved and various numerical examples are given.
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In this paper, the authors describe the properties of an algorithm to solve systems of nonlinear equations. The algorithm does not use any derivatives. The convergence of this algorithm is quadratic under quite mild conditions. This method can also be used to solve systems of linear equations with infinitely many solutions. The second part of the paper is devoted to the application of this algorithm to the solution of multipoint boundary-value problems for differential equations. A theorem of convergence is proved and various numerical examples are given.
Key concepts: Mathematics, Convergence (economics), Boundary value problem, Nonlinear system, Algorithm, Quadratic equation, Applied mathematics, System of linear equations