Derivative-free method for bound constrained nonlinear monotone equations and its application in solving steady state reaction-diffusion problems
Journal Title: Bulletin of Computational Applied Mathematics (Bull CompAMa) - Year 2016, Vol 4, Issue 2
Abstract
We present a derivative-free algorithm for solving bound constrained systems of nonlinear monotone equations. The algorithm generates feasible iterates using in a systematic way the residual as search direction and a suitable step-length closely related to the Barzilai-Borwein choice. A convergence analysis is described. We also present one application in solving problems related with the study of reaction-diffusion processes that can be described by nonlinear partial differential equations of elliptic type. Numerical experiences are included to highlight the efficacy of proposed algorithm.
Authors and Affiliations
Octavio Batta, William La Cruz, Gilberto Noguera
Keywords
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