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NonlinearSolve.jl: High-Performance and Robust Solvers for Systems of Nonlinear Equations in Julia

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arxiv 2403.16341 v3 pith:BTD4HAP7 submitted 2024-03-25 math.NA cs.NA

classification math.NAcs.NA
keywords nonlinearsolvenonlinearequationsautomatichigh-performanceimplementedjulialanguage
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Efficiently solving nonlinear equations underpins numerous scientific and engineering disciplines, yet scaling these solutions for challenging system models remains a challenge. This paper presents NonlinearSolve.jl -- a suite of high-performance open-source nonlinear equation solvers implemented natively in the Julia programming language. NonlinearSolve.jl distinguishes itself by offering a unified API that accommodates a diverse range of solver specifications alongside features such as automatic algorithm selection based on runtime analysis, support for GPU-accelerated computation through static array kernels, and the utilization of sparse automatic differentiation and Jacobian-free Krylov methods for large-scale problem-solving. Through rigorous comparison with established tools such as PETSc SNES, Sundials KINSOL, and MINPACK, NonlinearSolve.jl demonstrates robustness and efficiency, achieving significant advancements in solving nonlinear equations while being implemented in a high-level programming language. The capabilities of NonlinearSolve.jl unlock new potentials in modeling and simulation across various domains, making it a valuable addition to the computational toolkit of researchers and practitioners alike.

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Cited by 3 Pith papers

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