Nonlinear Algebraic Equations

The article considers a nonlinear boundary value problem for a linear delay differential equation. To solve the problem, the idea of parametrization method, namely, the interval at which the problem is being considered, is divided into subintervals whose lengths do not exceed the values of the constant delay; constant parameters are introduced at the left ends of these intervals; a new unknown function is introduced at each subinterval. Thus, the problem under consideration is reduced to an equivalent multipoint boundary value problem for differential equations with delay containing parameters. Auxiliary Cauchy problems without delay with zero initial conditions at the left ends of the subintervals are consistently considered on each of the subintervals. Using an analog of the Cauchy formula to represent the solution of a system of linear differential equations on each of the subintervals and given nonlinear boundary conditions, an algebraic system with respect to unknown parameters is obtained. The article proposes an algorithm for finding a solution to a multipoint boundary value problem for differential equations with a delay containing parameters. At each step of the algorithm, a system of nonlinear algebraic equations is solved to determine the values of the parameters, and an analog of the Cauchy formula is used to obtain solutions to auxiliary Cauchy problems. The results obtained are demonstrated on a test problem.

The problem of numerical solution of systems of nonlinear algebraic equations with even powers is studied in this paper. Nondifferentiable (nonsmooth) unconstrained minimization problems are associated with the system under consideration, with objective functions, based on discrete l 1 - and l ∞ - norm, respectively, by using these two norms as proximity criteria, and the considered system is solved by minimizing the sum of absolute values of residuals, in the case of l 1 - norm, or by minimizing the maximal residual, in the case of l ∞ - norm, respectively. Also, a “differentiable” unconstrained minimization problem (least squares problem) is associated with the considered system of nonlinear equations, with objective function, based on the discrete l 2 -norm, and the considered system is solved by minimizing the sum of squares of the residuals. Subgradients of the objective functions of unconstrained minimization problems are calculated, and a subgradient method for solving the associated problems is presented. The iterative gradient method for solving the corresponding “differentiable” discrete least squares problem, based on l 2 - norm, is also outlined, and gradients of the objective function of the corresponding “differentiable” unconstrained minimization problems are calculated.

Modified bounded homotopies to enable a narrow bounding zone

The influence of the temperature dependence of the thermal conductivity and heat transfer coefficients, as well as of the emissivity of a dielectric film and of an insulating base on formation of a stationary temperature field of the dielectric–base system exposed to irradiation by a continuous ion beam in air, has been studied theoretically. Analytical expressions have been obtained for the temperature fields of a sample and base, as well as a system of interrelated nonlinear algebraic equations for characteristic temperatures. With the aid of numerical solution of a system of nonlinear algebraic equations, the dependences of the temperature of the irradiated surface of the sample–base system and of the rear side of this system on the incident ion beam parameters have been found. It has been established that these dependences are nonlinear. It has been found that heating of a sample, including its irradiated surface, decreases substantially with increase in the thermal conductivity of the base.

The numerical solution of a system of nonlinear algebraic or transcendental equations is examined within the framework of the parameter continuation method. An earlier result of the author according to which the best parameters should be sought in the tangent space of the solution set of this system is now refined to show that the directions of the eigenvectors of a certain linear self-adjoint operator should be used for finding these parameters. These directions correspond to the extremal values of the quadratic form associated with the above operator. The parametric approximation of curves and surfaces is considered.

CANM, a program for numerical solution of a system of nonlinear equations using the continuous analog of Newton's method

A multiple scale time domain collocation method for solving non-linear dynamical system

A mathematical model and numerical method for simulation of the continuous casting process in a variable in time domain are presented. The variable geometry of the slab is caused by the change in time of the width of the mould. The mathematical model of the process is a Stefan problem with prescribed convection and non-linear Robin boundary condition. Considered differential equation is approximated by a finite difference scheme, which is constructed in several steps. First, a semi-discrete problem is constructed using the method of characteristics with respect to the time variable. Then, at each time level, the current elliptic problem in a curvilinear domain is replaced by a problem in the parallelepiped domain using the fictitious domain method. Finally, the boundary-value problem in the parallelepiped domain is approximated by a finite-difference scheme. The constructed fully discrete problem in algebraic form is a system of nonlinear equations containing a diagonal monotone operator and a linear part with a symmetric and positive definite $$M$$ -matrix. To solve the resulting system of nonlinear algebraic equations, well-known iterative solution methods can be applied.

Systems of nonlinear algebraic equations have a special place in solving modeling and calculation problems in various areas of construction Sciences. These are tasks for calculating building structures, calculating distributed loads, mass and heat transfer tasks, calculating engineering networks, and many other computational and optimization tasks related to the construction industry. As is known, there are a sufficient number of fundamentally different methods for solving systems of nonlinear algebraic equations, which is related to the specifics of the systems, their degree of nonlinearity and conditionality. Non-linear ill-conditioned systems are particularly difficult; an erroneous choice of the method for solving such a system can lead to significantly distorted or simply incorrect results, which is absolutely unacceptable when performing the calculated stages of solving construction problems. In this paper, we propose to use a modification of the well – known Levenberg – Marquardt method developed by the authors, based on the regularization of the Jacobi matrix used in the classical Newton method, to solve complex, ill-conditioned systems of nonlinear equations. The modified method allows solving poorly defined systems and can significantly reduce the amount of calculations needed to ensure the required accuracy by reducing the number of iterative procedures. The paper presents a detailed description of the algorithm, given the solution of the model problem and, as an example the task of modeling and optimization of the port berthing facilities – mooring wall of massive masonry with various add-ons. When composing mathematical equations, the method of limit States was used, which is generally accepted for calculating such port hydraulic structures. The choice of the optimum scheme was carried out by minimizing the cost of structure during limit conditions the reliability of structures when using existing construction materials. The most significant geometric dimensions of the structure were selected using independent parameters to be optimized.

A novel numerical method based on the differential transformation is proposed for solving nonlinear optimal control problems in this paper. The differential transformation is a linear operator that transforms a function from the original time and/or space domain into another domain in order to simplify the differential calculations. The optimality conditions for the optimal control problems can be represented by algebraic and differential equations. Using the differential transformation, these algebraic and differential equations with their boundary conditions are first converted into a system of nonlinear algebraic equations. Then the numerical optimal solutions are obtained in the form of finite-term Taylor series by solving the system of nonlinear algebraic equations. The differential transformation algorithm is similar to the spectral element methods in that the computational region splits into several subregions but it uses polynomials of high degrees by keeping a small number of subregions. The differential transformation algorithm could solve the finite- (or infinite-) time horizon optimal control problems formulated as either the algebraic and ordinary differential equations using Pontryagin’s minimum principle or the Hamilton–Jacobi–Bellman partial differential equation using dynamic programming in one unified framework. In addition, the differential transformation algorithm can efficiently solve optimal control problems with the piecewise continuous dynamics and/or nonsmooth control. The performance is demonstrated through illustrative examples.

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.

The main objective of this paper is to develop new spectral solutions for linear and nonlinear fifth-order boundary value problems. For this aim, a new operational matrix of derivatives of certain nonsymmetric generalized Jacobi polynomials is established. The key idea for obtaining the suggested spectral solutions is to convert the fifth-order linear and nonlinear boundary value problems into systems of linear or nonlinear algebraic equations which can be efficiently solved by suitable solvers. A theoretical error bound is derived and the convergence analysis of the proposed expansion is proved. Numerical tests are presented aiming to ascertain the high efficiency and accuracy of the suggested algorithms.

A theoretical analysis of steady and unsteady magnetohydrodynamic (MHD) flow of blood through a stenosed artery with variable viscosity and slip conditions is presented in this work. Slip conditions and variable viscosity dependent on hematocrit for both steady and unsteady blood flow models are taken into consideration in this study. The governing equations have been derived by treating blood as incompressible magnetohydrodynamic (MHD) Newtonian fluid. Galerkin Weighted Residual method, Newton Raphson method and fourth order Runge-Kutta method are used to solve the non-linear differential equations for velocity profiles of the blood flow, flow rate, shear stress and flow resistance for different values of hematocrit parameter, magnetic field parameter and slip velocity. The Galerkin Weighted Residual method is applied to transform the partial differential equations describing the flow into systems of non-linear equations and system of non-linear first order differential equations for the time independent and time dependent MHD flow models respectively. Newton Raphson’s method with the aid of maple software is used to solve the system of non-linear equations while the fourth order Runge-Kutta method is used to solve the system of non-linear first order differential equations. The research analyzed how the flow velocity, flow rate, shear stress and resistance to fluid flow respond to changes in some key parameters such as hematocrit parameter, magnetic field parameter and slip velocity. The results as presented graphically reveal that flow velocity and flow rate decrease while shear stress and resistance to flow increase when the hematocrit parameter increases. Also, flow velocity, flow rate and shear stress increase while resistance to flow decrease when the slip velocity increases. Finally, the increase in magnetic field parameter led to a decrease in flow velocity, flow rate and shear stress but increased the flow resistance. The flow velocity of the unsteady blood flow model is higher when compared to steady blood flow model.

97/04852 Coal pulsating combustion model: Xu, W. Ranshao Kexue Yu Jishu., 1996, 2, (3), 260–269. (In Chinese)

98/03268 Reopening of pulverized coal injection in blast furnace after a pause