Solution of system of non-linear equations

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Discussion Overview

The discussion centers on the existence and uniqueness of solutions for systems of simultaneous non-linear equations, exploring both theoretical and numerical solution methods. Participants examine conditions under which solutions may exist and the implications for various types of non-linear equations.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Some participants inquire about general conditions for the existence and uniqueness of solutions for non-linear equations, drawing parallels to the determinant test for linear systems.
  • One participant suggests that if the equations describe manifolds, the dimension of their intersection relates to the codimensions of the manifolds involved.
  • Another participant questions whether "non-linear" refers specifically to polynomial equations or encompasses all types of non-linear equations.
  • It is noted that for a broad class of non-linear equations, no general test analogous to the determinant test exists.
  • For numerical solutions, the Newton-Raphson method and its modifications are mentioned as effective approaches for solving coupled non-linear algebraic equations.
  • Concerns are raised about the lack of guarantees for existence and uniqueness of solutions, questioning how to ensure that numerical methods like Newton-Raphson yield the desired solution in physical contexts.
  • One participant argues that if a physical problem is modeled correctly, a solution should exist, emphasizing the importance of a good initial guess for convergence of numerical methods.

Areas of Agreement / Disagreement

Participants express differing views on the existence and uniqueness of solutions, with some suggesting that certain conditions may apply while others assert that no general test exists. The discussion remains unresolved regarding the best approaches to ensure that numerical methods yield the required solutions.

Contextual Notes

Limitations include the absence of a general test for existence and uniqueness across all non-linear equations, and the reliance on specific problem contexts for determining effective initial guesses in numerical methods.

JulieK
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1. Is there a general condition for the existence and uniqueness of solution of a system of simultaneous non-linear equations similar to the determinant test for a system of linear equations.

2. What are the solution methods (theoretical and numerical) for solving a system of simultaneous non-linear equations.
 
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Only idea I can think of is that if your equations describe manifolds, then the dimension of the intersection is the sum of the codimensions of the manifolds, i.e., in R^m , if the solution to f(x_1,x_2,..,x_n) and g(x_1,..,x_k) are respectively an n-manifold and a k-manifold, then the intersection (which is not necessarily a manifold) will have dimension m-n-k. If your equations are of the type R[x_1,..,x_n] , i.e., if they are varieties, then you can use results from Algebraic Geometry, like Bezout's theorem : http://en.wikipedia.org/wiki/Bezout's_theorem.
 
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JulieK said:
2. What are the solution methods (theoretical and numerical) for solving a system of simultaneous non-linear equations.

Are you using "non-linear" to mean equations involving polynomials? Or are you asking about any kind of non-linear equation?
 
Any kind not only polynomials.
 
JulieK said:
Any kind not only polynomials.

For such a large class of equations, there is no general test like the determinant test.
 
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JulieK said:
What are the solution methods (theoretical and numerical) for solving a system of simultaneous non-linear equations.
For numerically solving sets of coupled non-linear algebraic equations, Newton-Raphson (and modifications thereof) are often very effective.

Chet
 
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But if there is nothing that guarantees the existence and uniqueness of solution, how can we verify that Newton-Raphson or any other method will pick the required solution (i.e. the solution that we are looking for in a certain physical setting)?
 
JulieK said:
But if there is nothing that guarantees the existence and uniqueness of solution, how can we verify that Newton-Raphson or any other method will pick the required solution (i.e. the solution that we are looking for in a certain physical setting)?
If it is a physical problem, and the model equations are formulated correctly, then there should exist a solution. As far as obtaining the required solution to a set of non-linear algebraic equations for a physical problem, there is no set recipe. The trick is to get an initial guess that is close enough to the required solution for Newton-Raphson (or other method, such as successive substitution) to converge. The method used for getting a good initial guess depends on the specific problem. But it is mostly a matter of playing with the equations, and having some experience. Do you have a specific problem in mind that you would like to lay on the table?

Chet
 

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