Newton methods for nonlinear problems [electronic resource] : affine invariance and adaptive algorithms / Peter Deuflhard.

This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite dimension (algebraic systems) and in infinite dimension (ordinary and partial differential equations). Its focus is on local and global Newton methods for direct problem...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Deuflhard, P. (Peter)
Format: Electronic eBook
Language:English
Published: Berlin ; New York : Springer, 2011.
Series:Springer series in computational mathematics ; 35.
Subjects:
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Summary:This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite dimension (algebraic systems) and in infinite dimension (ordinary and partial differential equations). Its focus is on local and global Newton methods for direct problems or Gauss-Newton methods for inverse problems. The term 'affine invariance' means that the presented algorithms and their convergence analysis are invariant under one out of four subclasses of affine transformations of the problem to be solved. Compared to traditional textbooks, the distinguishing affine invariance approach leads to shorter theorems and proofs and permits the construction of fully adaptive algorithms. Lots of numerical illustrations, comparison tables, and exercises make the text useful in computational mathematics classes. At the same time, the book opens many directions for possible future research.
Physical Description:1 online resource (xii, 424 pages)
Bibliography:Includes bibliographical references and index.
ISBN:9783642238994
3642238998
9783642238987
364223898X