Solving Nonlinear Systems

A nonlinear system $f(u) = 0$ is specified by defining a function f(u,p), where p are the parameters of the system. For example, the following solves the vector equation $f(u) = u^2 - p$ for a vector of equations:

using NonlinearSolve, StaticArrays

f(u,p) = u .* u .- p
u0 = @SVector[1.0, 1.0]
p = 2.0
probN = NonlinearProblem{false}(f, u0, p)
solver = solve(probN, NewtonRaphson(), tol = 1e-9)

where u0 is the initial condition for the rootfind. Native NonlinearSolve.jl solvers use the given type of u0 to determine the type used within the solver and the return. Note that the parameters p can be any type, but most are an AbstractArray for automatic differentiation.

Using Bracketing Methods

For scalar rootfinding problems, bracketing methods exist. In this case, one passes a bracket instead of an initial condition, for example:

f(u, p) = u .* u .- 2.0
u0 = (1.0, 2.0) # brackets
probB = NonlinearProblem(f, u0)
sol = solve(probB, Falsi())