于波

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:吉林大学

学位:博士

所在单位:数学科学学院

学科:计算数学. 金融数学与保险精算

电子邮箱:yubo@dlut.edu.cn

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Robust continuation methods for tracing solution curves of parameterized systems

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论文类型:期刊论文

发表时间:2014-04-01

发表刊物:NUMERICAL ALGORITHMS

收录刊物:SCIE

卷号:65

期号:4

页面范围:825-841

ISSN号:1017-1398

关键字:Parameterized nonlinear equations; Continuation method; Homotopy method; Newton's method

摘要:The continuation methods are efficient methods to trace solution curves of nonlinear systems with parameters, which are common in many fields of science and engineering. Existing continuation methods are unstable for some complicated cases in practice, such as the case that solution curves are close to each other or the case that the curve turns acutely at some points. In this paper, a more robust corrector strategy-sphere corrector is presented. Using this new strategy, combining various predictor strategies and various iterative methods with local quadratic or superlinear convergence rates, robust continuation procedures for tracing curves are given. When the predictor steplength is no more than the so-called granularity of solution curves, our procedure of tracing solution curve can avoid "curve-jumping" and trace the whole solution curve successfully. Numerical experiments illustrate our method is more robust and efficient than the existing continuation methods.