A fast numerical algorithm for finding all real solutions to a system of N nonlinear equations in a finite domain

Author:

Chueca-Díez Fernando,Gañán-Calvo Alfonso M.

Abstract

AbstractA highly recurrent traditional bottleneck in applied mathematics, for which the most popular codes (Mathematica, Matlab, and Python as examples) do not offer a solution, is to find all the real solutions of a system of n nonlinear equations in a certain finite domain of the n-dimensional space of variables. We present two similar algorithms of minimum length and computational weight to solve this problem, in which one resembles a graphical tool of edge detection in an image extended to n dimensions. To do this, we discretize the n-dimensional space sector in which the solutions are sought. Once the discretized hypersurfaces (edges) defined by each nonlinear equation of the n-dimensional system have been identified in a single, simultaneous step, the coincidence of the hypersurfaces in each n-dimensional tile or cell containing at least one solution marks the approximate locations of all the hyperpoints that constitute the solutions. This makes the final Newton-Raphson step rapidly convergent to all the existent solutions in the predefined space sector with the desired degree of accuracy.

Funder

Universidad de Sevilla

Publisher

Springer Science and Business Media LLC

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