非线性方程的带剩余置信域时间步的延拓牛顿法
Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
摘要：
对于非线性方程组，同伦方法（延拓方法）因其收敛域大、求解可靠而在工程领域中得到广泛应用。经典同伦方法的缺点是在中间延拓过程中需要求解许多辅助非线性系统，计算量大。为了克服这一缺点，我们考虑了带剩余置信域时间步格式的显式连续牛顿法。数值实验表明，该方法比传统的最优化方法（MATLAB环境中内置的子程序fsolve.m）和同伦延拓方法（HOMPACK90和NAClab）具有更强的鲁棒性，能更快地找到实际问题的所需解.进一步分析了新方法的整体收敛和局部超线性收敛性。
英文摘要：
For nonlinear equations, the homotopy methods (continuation methods) are popular in engineering fields since their convergence regions are large and they are quite reliable to find a solution. The disadvantage of the classical homotopy methods is that their computational time is heavy since they need to solve many auxiliary nonlinear systems during the intermediate continuation processes. In order to overcome this shortcoming, we consider the special explicit continuation Newton method with the residual trust-region time-stepping scheme for this problem. According to our numerical experiments, the new method is more robust and faster to find the required solution of the real-world problem than the traditional optimization method (the built-in subroutine fsolve.m of the MATLAB environment) and the homotopy continuation methods(HOMPACK90 and NAClab). Furthermore, we analyze the global convergence and the local superlinear convergence of the new method.
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