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Global approximate Newton methods

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Summary

We derive a class of globally and quadratically converging algorithms for a system of nonlinear equations,g(u)=0, whereg is a sufficiently smooth homeomorphism. Particular attention is directed to key parameters which control the iteration. Several examples are given that have been successful in solving the coupled nonlinear PDEs which arise in semiconductor device modelling.

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Authors and Affiliations

  1. Department of Mathematics, University of California at San Diego, 92093, La Jolla, California, USA

    R. E. Bank

  2. Bell Laboratories, 07974, Murray Hill, New Jersey, USA

    D. J. Rose

Authors
  1. R. E. Bank
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  2. D. J. Rose
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Bank, R.E., Rose, D.J. Global approximate Newton methods. Numer. Math. 37, 279–295 (1981). https://doi.org/10.1007/BF01398257

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  • DOI: https://doi.org/10.1007/BF01398257

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