Root of Non-Linear Eqn (Numerical Method)

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SUMMARY

This discussion focuses on finding roots of a non-linear function F: ℝ³ → ℝ numerically, particularly when an explicit formula is unavailable. The participants explore the applicability of Newton's method, which is traditionally used for functions where the domain and range share the same dimensionality. It is concluded that Newton's method can indeed be generalized for cases where the dimensions differ, specifically by utilizing the tangent hyperplane at a chosen starting point to derive successive approximations.

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  • Understanding of non-linear functions and their properties
  • Familiarity with Newton's method for root-finding
  • Knowledge of gradient and tangent hyperplanes in multi-variable calculus
  • Basic skills in numerical methods and approximations
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  • Research the generalization of Newton's method for non-square systems
  • Learn about numerical methods for solving non-linear equations in multiple dimensions
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Mathematicians, engineers, and computer scientists involved in numerical analysis, particularly those working with non-linear equations and optimization problems.

Apteronotus
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Hi,

I have a non-linear function F: \Re^{3}\rightarrow\Re. I would like to find the roots of this equation numerically, since an explicit formula cannot be derived.

As far as I am aware Newton's method can only be utilized when the domain and the range of the function are of the same degree. (i.e. F: \Re^{n}\rightarrow\Re^{n})

Is there a method that can used for the caseF: \Re^{n}\rightarrow\Re^{m} with m \neq n?

Thanks in advance,
 
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So you have something like f(x,y,z)= 0 to solve? I see no reason why Newton's method could not be generalized to this. Choose some starting point (x_0, y_0, z_0). The tangent (hyper-)plane to u= f(x,y,z) at that point is u= \nabla f(x_0,y_0,z_0)\cdot(x- x_0,y-y_0,z- z_0)+ f(x_0, y_0, z_0). Set that equal to 0 and solve for (x, y, z) as the next approximation.
 

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