A numerical method for solving systems of nonlinear equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 11, pp. 1827-1834
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Under certain conditions on nonlinear equations in a real finite-dimensional space, a numerical method for solving such equations is proposed. The method is based on the use of an auxiliary differential equation. A fairly rough approximate solution to this equation can be refined by applying Newton's method to the original problem. The result produced by the auxiliary equation is automatically a good initial approximation for Newton’s method. This combination ensures that the original problem can be solved to the required accuracy starting from any initial approximation.
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