The other method is to modify the scheme in such a way that convergence is guaranteed ( or the system converges for all valid system parameter values).
While searching for how to achieve this, I came across this page, which gives details of the Damped Newton-Raphson method, which mediates iteration values, hence forcing the system to converge. To use this method to achieve global convergence would take a lot of work and enforce a heavy toll on the processor. It's best to use this iff the normal iteration fails inside a time step.
It's the best option we have at the moment. I would post about the effectiveness of the method after implementing it in our model.
Newton-Raphson method with example VB code
1 comment:
Hi!,
Kind of having the same problem here Have you had any success with damped NR?
Balaji
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