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Split Newton iterative algorithm and its application. (English) Zbl 1202.65066

Summary: Inspired by some implicit-explicit linear multistep schemes and additive Runge-Kutta methods, we develop a novel split Newton iterative algorithm for the numerical solution of nonlinear equations. The proposed method improves computational efficiency by reducing the computational cost of the Jacobian matrix. Consistency and global convergence of the new method are also maintained. To test its effectiveness, we apply the method to nonlinear reaction-diffusion equations, such as the Burgers-Huxley equation and Fisher’s equation. Numerical examples suggest that the involved iterative method is much faster than the classical Newton’s method on a given time interval.

MSC:

65H10 Numerical computation of solutions to systems of equations
35K57 Reaction-diffusion equations
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65Y20 Complexity and performance of numerical algorithms

Software:

NewtonLib
Full Text: DOI

References:

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