Modification of the double direction approach for solving systems of nonlinear equations with application to Chandrasekhar’s Integral equation

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Kiri A.I.; Waziri M.Y.; Halilu A.S.

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Journal Paper

Paper Information

Journal: IRANIAN JOURNAL OF NUMERICAL ANALYSIS AND OPTIMIZATION Year:2022 | Volume:12 | Issue:2 Page(s): 426-448

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Information Journal Paper

Title

Modification of the double direction approach for solving systems of nonlinear equations with application to Chandrasekhar’s Integral equation

Author(s)

Kiri A.I. | Waziri M.Y. | Halilu A.S. | Issue Writer Certificate

Keywords

Credit default swap (CDS)Q4

Acceleration parameterQ4

Matrix-freeQ4

Inexact line searchQ4

Jacobian matrixQ4

Abstract

This study aims to present an accelerated derivative-free method for solving systems of nonlinear equations using a double direction approach. The approach approximates the Jacobian using a suitably formed diag-onal matrix by applying the Acceleration parameter. Moreover, a norm descent line search is employed in the scheme to compute the optimal step length. Under the primary conditions, the proposed method’s global con-vergence is proved. Numerical results are recorded in this paper using a set of large-scale test problems. Moreover, the new method is successfully used to address the problem of Chandrasekhar’s integral equation problem appearing in radiative heat transfer. This method outperforms the existing Newton and inexact double step length methods.

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