CENTER FOR COMPUTATIONAL MATHEMATICS COLLOQUIUM
JOINT WITH THE OPTIMIZATION SEMINAR
UNIVERSITY OF COLORADO AT DENVER
TITLE: Qualitative analysis of Newton's method
SPEAKER: Vladimir Janovsky, Charles University, Prague, Czech Republic
DATE: Monday, September 22, 1997
PLACE: Math Conference Room 656 (PLEASE NOTE UNUSUAL ROOM)
UCD Building, 1250 14th St., Denver
TIME: noon (Refreshments served at 11:45 am)
ABSTRACT
A global convergence of the Newton method
is studied by techniques of the Singularity Theory.
It is assumed that the objects of the computation
(roots of a mapping) are "organized" by a particular
singular point of the mapping being subjected to small perturbations.
It will be shown that the Liapunov-Schmidt reduction process yields
an invariant, exponentially attracting manifold of the Newton flow
(i.e., the continuous variant of the Newton method).
If the singular point is a fold or a cusp then normal forms
of the reduced 2-D Newton flow will be presented. Moreover, experimental
evidence suggests that discrete versions of the normal forms
may explain the performance of the ordinary Newton method
in a neighbourhood of the mentioned singular points.