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<h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Homotopieverfahren</span></h1>
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<div id="mw-content-text" class="mw-body-content mw-content-ltr" lang="de" dir="ltr"><div class="mw-content-ltr mw-parser-output" lang="de" dir="ltr"><p><b>Homotopie-Verfahren</b> (auch als <b>Homotopiemethode</b>, <b>Fortsetzungs-</b> oder <b>Einbettungsverfahren</b> bezeichnet) sind Berechnungsmethoden in der <a href="Numerische_Mathematik" title="Numerische Mathematik">numerischen Mathematik</a> zur Bestimmung von Lösungen <a href="Gleichungssystem#Einteilung_nach_(Nicht)Linearität" class="mw-redirect" title="Gleichungssystem">nichtlinearer Gleichungssysteme</a>. Ziel ist es dabei, den <a href="Konvergenzbereich" title="Konvergenzbereich">Konvergenzbereich</a> eines Verfahrens zur Lösung nichtlinearer Gleichungssysteme (wie zum Beispiel des Newtonverfahrens) zu vergrößern.
</p>
<div class="mw-heading mw-heading2"><h2 id="Vorbetrachtung">Vorbetrachtung</h2></div>
<p>Eine Lösung eines nichtlinearen Gleichungssystems <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x)=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F(x)=0}</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c2781b2fdf803ec83ee7e8a41a54bf1877b4d84f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.141ex; height:2.843ex;" alt="{\displaystyle F(x)=0}" loading="lazy"></span> ist ein Punkt <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x\in \mathbb {R} ^{n}}</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c520ee2cb6ccf8a93c89a8c58a8378796bd52e53.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.067ex; height:2.343ex;" alt="{\displaystyle x\in \mathbb {R} ^{n}}" loading="lazy"></span>, der in der Regel <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>n</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle n}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a601995d55609f2d9f5e233e36fbe9ea26011b3b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}" loading="lazy"></span> nichtlinearen Bedingungen <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F_{1}(x)=F_{2}(x)=\cdots =F_{n}(x)=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
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</msub>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mo>⋯<!-- ⋯ --></mo>
<mo>=</mo>
<msub>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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<mo stretchy="false">(</mo>
<mi>x</mi>
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<mo>=</mo>
<mn>0</mn>
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<annotation encoding="application/x-tex">{\displaystyle F_{1}(x)=F_{2}(x)=\cdots =F_{n}(x)=0}</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/b58640bc58295beb1785c9b96b44f001d55ea07a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:33.507ex; height:2.843ex;" alt="{\displaystyle F_{1}(x)=F_{2}(x)=\cdots =F_{n}(x)=0}" loading="lazy"></span> genügt, die zu einer vektorwertigen nichtlinearen <a href="Funktion_(Mathematik)" title="Funktion (Mathematik)">Funktion</a> (Abbildung) <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F:\,\mathbb {R} ^{n}\to \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo>:</mo>
<mspace width="thinmathspace"></mspace>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
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<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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</msup>
<mo stretchy="false">→<!-- → --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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</mrow>
<annotation encoding="application/x-tex">{\displaystyle F:\,\mathbb {R} ^{n}\to \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/d8d69b6cafc02efabffd2190bfa598247a25b601.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:13.472ex; height:2.343ex;" alt="{\displaystyle F:\,\mathbb {R} ^{n}\to \mathbb {R} ^{n}}" loading="lazy"></span> zusammengefasst werden. Bei vielen Anwendungen enthält die Funktion <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}">
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<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
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<annotation encoding="application/x-tex">{\displaystyle F}</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/545fd099af8541605f7ee55f08225526be88ce57.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}" loading="lazy"></span> Problemparameter, etwa <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t\in \mathbb {R} }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>∈<!-- ∈ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
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</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t\in \mathbb {R} }</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/592bced0c39b10fc90e74c6a66223abfbfb029de.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.358ex; height:2.176ex;" alt="{\displaystyle t\in \mathbb {R} }" loading="lazy"></span>, welche verschiedene Werte annehmen können. Ein bekanntes Beispiel ist das reale <a href="Mathematisches_Pendel" title="Mathematisches Pendel">Pendel</a>, dessen Schwingungsdauer nichtlinear von der reduzierten Pendellänge abhängt. In diesem Fall lautet das <a href="Gleichungssystem" class="mw-redirect" title="Gleichungssystem">Gleichungssystem</a> korrekter <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x,t)=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F(x,t)=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/3c8441e81ed89958cad5ea83548359410f4d5f3e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.014ex; height:2.843ex;" alt="{\displaystyle F(x,t)=0}" loading="lazy"></span>, und auch die Lösung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/87f9e315fd7e2ba406057a97300593c4802b53e4.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}" loading="lazy"></span> hängt vom Parameter <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/65658b7b223af9e1acc877d848888ecdb4466560.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}" loading="lazy"></span> ab und bildet daher eine Lösungs<a href="Kurve_(Mathematik)" title="Kurve (Mathematik)">kurve</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\colon [0,1]\to \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo>:<!-- : --></mo>
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
<mo stretchy="false">→<!-- → --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x\colon [0,1]\to \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/0b9c817c2722db779477f0ba9947fa552a1fc187.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.527ex; height:2.843ex;" alt="{\displaystyle x\colon [0,1]\to \mathbb {R} ^{n}}" loading="lazy"></span> mit
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F{\bigl (}x(t),t{\bigr )}=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-OPEN">
<mo maxsize="1.2em" minsize="1.2em">(</mo>
</mrow>
</mrow>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-CLOSE">
<mo maxsize="1.2em" minsize="1.2em">)</mo>
</mrow>
</mrow>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F{\bigl (}x(t),t{\bigr )}=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/d8d7cd2e1d9062db85ea93729cf793be8fd678b1.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:13.984ex; height:3.176ex;" alt="{\displaystyle F{\bigl (}x(t),t{\bigr )}=0}" loading="lazy"></span> für alle <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t\in [0,1]}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>∈<!-- ∈ --></mo>
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t\in [0,1]}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/31a5c18739ff04858eecc8fec2f53912c348e0e5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.333ex; height:2.843ex;" alt="{\displaystyle t\in [0,1]}" loading="lazy"></span></dd></dl>
<p>Als möglicher Bereich des Parameters <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/65658b7b223af9e1acc877d848888ecdb4466560.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}" loading="lazy"></span> wurde dabei <a href="Ohne_Beschr%C3%A4nkung_der_Allgemeinheit" title="Ohne Beschränkung der Allgemeinheit">ohne Beschränkung der Allgemeinheit</a> das Intervall <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [0,1]}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle [0,1]}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/738f7d23bb2d9642bab520020873cccbef49768d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.653ex; height:2.843ex;" alt="{\displaystyle [0,1]}" loading="lazy"></span> gewählt.
Die Existenz einer glatten Kurve folgt unter geeigneten Voraussetzungen aus dem <a href="Satz_%C3%BCber_implizite_Funktionen" class="mw-redirect" title="Satz über implizite Funktionen">Satz über implizite Funktionen</a>.
<i>Homotopie-Verfahren</i> sind numerische Verfahren, die solche implizit definierten Kurven verfolgen.
</p>
<div class="mw-heading mw-heading2"><h2 id="Homotopie_für_nichtlineare_Gleichungssysteme"><span id="Homotopie_f.C3.BCr_nichtlineare_Gleichungssysteme"></span>Homotopie für nichtlineare Gleichungssysteme</h2></div>
<p>Eine prinzipielle Schwierigkeit beim Einsatz des <a href="Newton-Verfahren" class="mw-redirect" title="Newton-Verfahren">Newton-Verfahrens</a> ist die Bestimmung einer Start-Näherung, die nahe genug an der Lösung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {x}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\hat {x}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/18d95a7845e4e16ffb7e18ab37a208d0ab18e0e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.176ex;" alt="{\displaystyle {\hat {x}}}" loading="lazy"></span> liegen muss, um Konvergenz zu erreichen. Dieses Problem kann man durch Einbettung in eine <a href="Homotopie" title="Homotopie">Homotopie</a> und die Verfolgung der Lösungskurve umgehen. Es sei jetzt <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle G(x)=0,\ x\in \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
<mo>,</mo>
<mtext> </mtext>
<mi>x</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle G(x)=0,\ x\in \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/227af86b71fadce5bdec3be1bf2d15b955f5a6f7.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.908ex; height:2.843ex;" alt="{\displaystyle G(x)=0,\ x\in \mathbb {R} ^{n}}" loading="lazy"></span> das zu lösende nichtlineare Gleichungssystem mit Lösung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {x}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\hat {x}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/18d95a7845e4e16ffb7e18ab37a208d0ab18e0e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.176ex;" alt="{\displaystyle {\hat {x}}}" loading="lazy"></span>. Dann kann man etwa durch
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x,t)=0,\quad F(x,t):=G(x)-(1-t)G(y),\quad t\in [0,1],}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
<mo>,</mo>
<mspace width="1em"></mspace>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>:=</mo>
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>−<!-- − --></mo>
<mo stretchy="false">(</mo>
<mn>1</mn>
<mo>−<!-- − --></mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>y</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mspace width="1em"></mspace>
<mi>t</mi>
<mo>∈<!-- ∈ --></mo>
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F(x,t)=0,\quad F(x,t):=G(x)-(1-t)G(y),\quad t\in [0,1],}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9a9f4646b08064641e7028ae710206bdb3db73e6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:56.455ex; height:2.843ex;" alt="{\displaystyle F(x,t)=0,\quad F(x,t):=G(x)-(1-t)G(y),\quad t\in [0,1],}" loading="lazy"></span></dd></dl>
<p>mit einem festen <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y\in \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y\in \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/d2ae8c2b8037da4e5597d0c67b374badf1d8d439.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.893ex; height:2.676ex;" alt="{\displaystyle y\in \mathbb {R} ^{n}}" loading="lazy"></span> ein Hilfsproblem definieren, dessen Lösung man an der Stelle <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/43469ec032d858feae5aa87029e22eaaf0109e9c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t=0}" loading="lazy"></span> kennt: <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0{\stackrel {!}{=}}F(x,0)=G(x)-G(y)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>0</mn>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-REL">
<mover>
<mrow class="MJX-TeXAtom-OP MJX-fixedlimits">
<mo>=</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>!</mo>
</mrow>
</mover>
</mrow>
</mrow>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo>,</mo>
<mn>0</mn>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
<mo>−<!-- − --></mo>
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>y</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 0{\stackrel {!}{=}}F(x,0)=G(x)-G(y)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/380494249c6de1dda1035b6c8538e59e304fbc11.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.743ex; height:3.843ex;" alt="{\displaystyle 0{\stackrel {!}{=}}F(x,0)=G(x)-G(y)}" loading="lazy"></span> ergibt offensichtlich <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x(0)=y}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo stretchy="false">(</mo>
<mn>0</mn>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mi>y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x(0)=y}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/31edb7295b46870e144e32ad2732f1670abcd828.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.555ex; height:2.843ex;" alt="{\displaystyle x(0)=y}" loading="lazy"></span>. Andererseits ist die mit <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle G}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>G</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle G}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/f5f3c8921a3b352de45446a6789b104458c9f90b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.827ex; height:2.176ex;" alt="{\displaystyle G}" loading="lazy"></span> gesuchte Lösung gerade die an der Stelle <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t=1}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>=</mo>
<mn>1</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t=1}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/970dea4a5f5ec5355c4cdd62f6396fbc8b1baaa1.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t=1}" loading="lazy"></span>: <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0{\stackrel {!}{=}}F(x,1)=G(x)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>0</mn>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-REL">
<mover>
<mrow class="MJX-TeXAtom-OP MJX-fixedlimits">
<mo>=</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>!</mo>
</mrow>
</mover>
</mrow>
</mrow>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mi>G</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 0{\stackrel {!}{=}}F(x,1)=G(x)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9b8b46dbfbf9a45a2e3fbe6c076548ba02f9b07b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.111ex; height:3.843ex;" alt="{\displaystyle 0{\stackrel {!}{=}}F(x,1)=G(x)}" loading="lazy"></span>, also <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {x}}=x(1)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>x</mi>
<mo stretchy="false">^<!-- ^ --></mo>
</mover>
</mrow>
</mrow>
<mo>=</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\hat {x}}=x(1)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/8bffa740bb0e57b2e1c4117caaffc4fe492d2ec9.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.73ex; height:2.843ex;" alt="{\displaystyle {\hat {x}}=x(1)}" loading="lazy"></span>. Mit den im folgenden Abschnitt beschriebenen Verfahren kann nun die Kurve <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x(t)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x(t)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/d54c275db3a1e620737b58e143b0818107fa5f5c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.979ex; height:2.843ex;" alt="{\displaystyle x(t)}" loading="lazy"></span> von der bekannten Lösung in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/43469ec032d858feae5aa87029e22eaaf0109e9c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t=0}" loading="lazy"></span> zur gesuchten in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t=1}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
<mo>=</mo>
<mn>1</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t=1}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/970dea4a5f5ec5355c4cdd62f6396fbc8b1baaa1.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t=1}" loading="lazy"></span> verfolgt werden.
</p>
<div class="mw-heading mw-heading2"><h2 id="Numerische_Kurvenverfolgung">Numerische Kurvenverfolgung</h2></div>
<p>Das schon erwähnte <a href="Newton-Verfahren#Lokale_quadratische_Konvergenz" class="mw-redirect" title="Newton-Verfahren">Newton-Verfahren</a> konvergiert sehr schnell (quadratisch), aber nur lokal bei genügend genauer Startnäherung. Dies wird bei der Kurvenverfolgung ausgenutzt, dass der Parameter <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>t</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/65658b7b223af9e1acc877d848888ecdb4466560.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}" loading="lazy"></span> in kleinen Schritten vergrößert wird, etwa von <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0\leq t_{m-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>0</mn>
<mo>≤<!-- ≤ --></mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 0\leq t_{m-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a30759b84a709ebd1345722412b5ef00a1470b7e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.876ex; height:2.509ex;" alt="{\displaystyle 0\leq t_{m-1}}" loading="lazy"></span> auf <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{m}=t_{m-1}+h_{m}\,}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo>=</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo>+</mo>
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mspace width="thinmathspace"></mspace>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t_{m}=t_{m-1}+h_{m}\,}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/3eb8835f2654490b7ea04c108cd088033c654e8a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:16.47ex; height:2.509ex;" alt="{\displaystyle t_{m}=t_{m-1}+h_{m}\,}" loading="lazy"></span>. Dann ist die alte Lösung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x(t_{m-1})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x(t_{m-1})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6193362e5da77f7ce90a3d7d47e75d823731196d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.754ex; height:2.843ex;" alt="{\displaystyle x(t_{m-1})}" loading="lazy"></span> für eine kleine Schrittweite <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h_{m}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle h_{m}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/790122b38658a2f398fe85b547a3f7f6db76d324.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.014ex; height:2.509ex;" alt="{\displaystyle h_{m}}" loading="lazy"></span> eine gute Startnäherung für das Problem <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x(t_{m}),t_{m})=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F(x(t_{m}),t_{m})=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/3f31d86a95d4d38d1f821b1ef6c4b168519d0d92.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.013ex; height:2.843ex;" alt="{\displaystyle F(x(t_{m}),t_{m})=0}" loading="lazy"></span>:
</p>
<dl><dd><i>Trivialer Prädiktor</i>
<dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \,\!x_{0}(t_{m}):=x(t_{m-1})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mspace width="thinmathspace"></mspace>
<mspace width="negativethinmathspace"></mspace>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>:=</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \,\!x_{0}(t_{m}):=x(t_{m-1})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/85c807f6ed2848c88f3d55fd2b594069580eefed.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.207ex; height:2.843ex;" alt="{\displaystyle \,\!x_{0}(t_{m}):=x(t_{m-1})}" loading="lazy"></span>,</dd></dl></dd></dl></dd>
<dd><i>Korrektoriteration</i>
<dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\[0.3em]x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow>
<mo fence="true" stretchy="true" symmetric="true"></mo>
<mrow class="MJX-TeXAtom-ORD">
<mtable columnalign="right left" rowspacing="0.7em 0.4em" columnspacing="1em">
<mtr>
<mtd>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>=</mo>
</mtd>
<mtd>
<mo>−<!-- − --></mo>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
</mtd>
</mtr>
<mtr>
<mtd>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
<mo>+</mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
</mtd>
<mtd>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>+</mo>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>,</mo>
</mtd>
</mtr>
</mtable>
</mrow>
<mo>}</mo>
</mrow>
<mi>k</mi>
<mo>=</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo>,</mo>
<mo>…<!-- … --></mo>
<mo>.</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\[0.3em]x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/03de9724998f05f8a8b8e66045125e4080b29349.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:55.697ex; height:7.509ex;" alt="{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\[0.3em]x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}" loading="lazy"></span></dd></dl></dd></dl></dd></dl>
<p>Dabei ist <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \,\!D_{x}F}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mspace width="thinmathspace"></mspace>
<mspace width="negativethinmathspace"></mspace>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \,\!D_{x}F}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/017c65a321a16e99f6cfd1893915cd02b0e791c3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.838ex; height:2.509ex;" alt="{\displaystyle \,\!D_{x}F}" loading="lazy"></span> eine Kurzschreibweise für die quadratische <a href="Jacobi-Matrix" title="Jacobi-Matrix">Jacobi-Matrix</a> der <a href="Partielle_Ableitung" title="Partielle Ableitung">partiellen Ableitungen</a> nach den Variablen <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1},\ldots ,x_{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>,</mo>
<mo>…<!-- … --></mo>
<mo>,</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x_{1},\ldots ,x_{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/737e02a5fbf8bc31d443c91025339f9fd1de1065.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.11ex; height:2.009ex;" alt="{\displaystyle x_{1},\ldots ,x_{n}}" loading="lazy"></span>.
</p><p>Sie bildet die Matrix des <a href="Lineares_Gleichungssystem" title="Lineares Gleichungssystem">linearen Gleichungssystems</a>, das in jedem Newtonschritt für die Korrekturen <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s_{k}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>s</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle s_{k}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/04f159343172781e7666dbc88280c91f34117c30.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.179ex; height:2.009ex;" alt="{\displaystyle s_{k}}" loading="lazy"></span> zu lösen ist. Eine Skizze dieses Vorgehens zeigt das erste Diagramm.
<span class="mw-default-size" typeof="mw:File"></span>
</p><p>Das zweite Diagramm verdeutlicht, dass man eine bessere Startnäherung erhält, wenn man vom Punkt <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x(t_{m-1})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x(t_{m-1})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6193362e5da77f7ce90a3d7d47e75d823731196d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.754ex; height:2.843ex;" alt="{\displaystyle x(t_{m-1})}" loading="lazy"></span> aus in Richtung der Kurventangente geht. Die <a href="Tangente" title="Tangente">Tangente</a> kann mit Hilfe der <a href="Kettenregel" title="Kettenregel">Kettenregel</a> bestimmt werden. Denn da die Funktion <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x(t),t)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F(x(t),t)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/b59f3dc498ec2890bf3ff60bbbafdf162f00aef1.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.402ex; height:2.843ex;" alt="{\displaystyle F(x(t),t)}" loading="lazy"></span> identisch verschwindet, tut dies auch ihre Ableitung,
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0\equiv {\frac {d}{dt}}F(x(t),t)=D_{x}F(x(t),t)x'(t)+D_{t}F(x(t),t).}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>0</mn>
<mo>≡<!-- ≡ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mi>d</mi>
<mrow>
<mi>d</mi>
<mi>t</mi>
</mrow>
</mfrac>
</mrow>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<msup>
<mi>x</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>+</mo>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>t</mi>
</mrow>
</msub>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>x</mi>
<mo stretchy="false">(</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>,</mo>
<mi>t</mi>
<mo stretchy="false">)</mo>
<mo>.</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 0\equiv {\frac {d}{dt}}F(x(t),t)=D_{x}F(x(t),t)x'(t)+D_{t}F(x(t),t).}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6b0f691805a28dc0b57bf93abd9afe7754bc7668.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:52.455ex; height:5.509ex;" alt="{\displaystyle 0\equiv {\frac {d}{dt}}F(x(t),t)=D_{x}F(x(t),t)x'(t)+D_{t}F(x(t),t).}" loading="lazy"></span></dd></dl>
<p>Im Punkt <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{m-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t_{m-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/532ac11672891d72b48f9901da27ed279f85fbb1.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.615ex; height:2.343ex;" alt="{\displaystyle t_{m-1}}" loading="lazy"></span> kann also die <a href="Tangente" title="Tangente">Tangentenrichtung</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle z_{m-1}:=x'(t_{m-1})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo>:=</mo>
<msup>
<mi>x</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle z_{m-1}:=x'(t_{m-1})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/528a83987d14283b991d323fd409c937cfd46220.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.041ex; height:3.009ex;" alt="{\displaystyle z_{m-1}:=x'(t_{m-1})}" loading="lazy"></span> aus einem linearen Gleichungssystem bestimmt werden.
Dieses Verfahren lautet folgendermaßen:
</p>
<dl><dd><i>Tangentialer Prädiktor</i>
<dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left.{\begin{array}{rl}D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}z_{m-1}=&-D_{t}F{\big (}x(t_{m-1}),t_{m-1}{\big )},\\[0.3em]x_{0}(t_{m})=&x(t_{m-1})+h_{m}z_{m-1},\end{array}}\right\}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow>
<mo fence="true" stretchy="true" symmetric="true"></mo>
<mrow class="MJX-TeXAtom-ORD">
<mtable columnalign="right left" rowspacing="0.7em 0.4em" columnspacing="1em">
<mtr>
<mtd>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mo maxsize="1.2em" minsize="1.2em">(</mo>
</mrow>
</mrow>
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<mo>=</mo>
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<mrow class="MJX-TeXAtom-ORD">
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</msub>
<mi>F</mi>
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<mrow class="MJX-TeXAtom-ORD">
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<mrow class="MJX-TeXAtom-ORD">
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<mo maxsize="1.2em" minsize="1.2em">)</mo>
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<mtr>
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<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
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</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
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<mtd>
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
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<mi>m</mi>
<mo>−<!-- − --></mo>
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<mo stretchy="false">)</mo>
<mo>+</mo>
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<msub>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
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<mo>,</mo>
</mtd>
</mtr>
</mtable>
</mrow>
<mo>}</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left.{\begin{array}{rl}D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}z_{m-1}=&-D_{t}F{\big (}x(t_{m-1}),t_{m-1}{\big )},\\[0.3em]x_{0}(t_{m})=&x(t_{m-1})+h_{m}z_{m-1},\end{array}}\right\}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/846cea8a2cc40464ebf6f09944d7736f27f21833.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:55.107ex; height:7.509ex;" alt="{\displaystyle \left.{\begin{array}{rl}D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}z_{m-1}=&-D_{t}F{\big (}x(t_{m-1}),t_{m-1}{\big )},\\[0.3em]x_{0}(t_{m})=&x(t_{m-1})+h_{m}z_{m-1},\end{array}}\right\}}" loading="lazy"></span></dd></dl></dd></dl></dd>
<dd><i>Korrektoriteration</i>
<dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow>
<mo fence="true" stretchy="true" symmetric="true"></mo>
<mrow class="MJX-TeXAtom-ORD">
<mtable columnalign="right left" rowspacing="4pt" columnspacing="1em">
<mtr>
<mtd>
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>=</mo>
</mtd>
<mtd>
<mo>−<!-- − --></mo>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
</mtd>
</mtr>
<mtr>
<mtd>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
<mo>+</mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>=</mo>
</mtd>
<mtd>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>+</mo>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>,</mo>
</mtd>
</mtr>
</mtable>
</mrow>
<mo>}</mo>
</mrow>
<mi>k</mi>
<mo>=</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo>,</mo>
<mo>…<!-- … --></mo>
<mo>.</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/421631e2e0ee643a1b8d2c1cb64b0780f79274e3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:55.567ex; height:6.176ex;" alt="{\displaystyle \left.{\begin{array}{rl}D_{x}F(x_{k}(t_{m}),t_{m})v_{k}=&-F(x_{k}(t_{m}),t_{m}),\\x_{k+1}(t_{m})=&x_{k}(t_{m})+v_{k},\end{array}}\right\}k=0,1,\ldots .}" loading="lazy"></span></dd></dl></dd></dl></dd></dl>
<p>Gegenüber dem einfachen Verfahren wurde nur die erste Gleichung ersetzt.
</p><p><span class="mw-default-size" typeof="mw:File"></span>
</p><p>Das Diagramm zeigt, dass der Startfehler, den die (grün gezeichneten) <a href="Newton-Verfahren" class="mw-redirect" title="Newton-Verfahren">Newtonschritte</a> überbrücken müssen, in der Regel wesentlich kleiner als beim trivialen Prädiktor ist, bei einer glatten Kurve in der Größenordnung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle O(h_{m}^{2})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>O</mi>
<mo stretchy="false">(</mo>
<msubsup>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msubsup>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle O(h_{m}^{2})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6e39f6d16726d0d6e359df2f6ceb4ede08abfd07.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.597ex; height:3.009ex;" alt="{\displaystyle O(h_{m}^{2})}" loading="lazy"></span>.
Diese Verbesserung erfordert sogar nur einen unwesentlichen Zusatzaufwand, denn die Matrix <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mo maxsize="1.2em" minsize="1.2em">(</mo>
</mrow>
</mrow>
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>,</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mo maxsize="1.2em" minsize="1.2em">)</mo>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/14385e02642ada21a88a68df5eea0c759fb01818.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:20.371ex; height:3.176ex;" alt="{\displaystyle D_{x}F{\big (}x(t_{m-1}),t_{m-1}{\big )}}" loading="lazy"></span> entspricht der aus dem Newtonschritt. Man kann daher die letzte <a href="LR-Zerlegung" class="mw-redirect" title="LR-Zerlegung">LR-Zerlegung</a> aus dem <a href="Newton-Verfahren" class="mw-redirect" title="Newton-Verfahren">Newton-Verfahren</a> für <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x(t_{m-1})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x(t_{m-1})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6193362e5da77f7ce90a3d7d47e75d823731196d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.754ex; height:2.843ex;" alt="{\displaystyle x(t_{m-1})}" loading="lazy"></span> zur Berechnung der Tangente <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle z_{m-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle z_{m-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ea967744c13ff93bdaffb5fb1c8aed492797a9da.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.857ex; height:2.009ex;" alt="{\displaystyle z_{m-1}}" loading="lazy"></span> wiederverwenden.
</p><p>Bei der praktischen Durchführung versucht man, die Konvergenz des <a href="Newton-Verfahren" class="mw-redirect" title="Newton-Verfahren">Newton-Verfahrens</a> durch <a href="Schrittweitensteuerung" title="Schrittweitensteuerung">Schrittweitensteuerung</a> sicherzustellen. Dazu wählt man die Schrittweite <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h_{m}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle h_{m}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/790122b38658a2f398fe85b547a3f7f6db76d324.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.014ex; height:2.509ex;" alt="{\displaystyle h_{m}}" loading="lazy"></span> so, dass die <a href="Kontraktion_(Mathematik)" title="Kontraktion (Mathematik)">Kontraktion</a> in den beiden ersten Newton-Schritten genügend klein ist, insbesondere kleiner eins. Wenn sich das gewählte <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h_{m}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle h_{m}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/790122b38658a2f398fe85b547a3f7f6db76d324.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.014ex; height:2.509ex;" alt="{\displaystyle h_{m}}" loading="lazy"></span> nachträglich als zu groß herausstellt und das Newton-Verfahren schlecht oder gar nicht konvergiert, wiederholt man den Schritt <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{m-1}\to t_{m}=t_{m-1}+h_{m-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">→<!-- → --></mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo>=</mo>
<msub>
<mi>t</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
<mo>+</mo>
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle t_{m-1}\to t_{m}=t_{m-1}+h_{m-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/8bf5d32d25b60e2d91d2f76b7598acc66efd660b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:26.412ex; height:2.509ex;" alt="{\displaystyle t_{m-1}\to t_{m}=t_{m-1}+h_{m-1}}" loading="lazy"></span> mit einem kleineren <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h_{m}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>h</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle h_{m}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/790122b38658a2f398fe85b547a3f7f6db76d324.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.014ex; height:2.509ex;" alt="{\displaystyle h_{m}}" loading="lazy"></span>.
</p>
<div class="mw-heading mw-heading2"><h2 id="Verfolgung_allgemeiner_Kurven">Verfolgung allgemeiner Kurven</h2></div>
<p>Die beschriebenen Verfahren arbeiten nur dann problemlos, wenn die Funktion <i>F</i> genügend oft <a href="Differentiation" class="mw-redirect" title="Differentiation">differenzierbar</a> ist und die <a href="Jacobi-Matrix" title="Jacobi-Matrix">Jacobi-Matrix</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle D_{x}F}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>D</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
</mrow>
</msub>
<mi>F</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle D_{x}F}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/546989a12356685c7327cc4b5d55deaf89e97d8e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.838ex; height:2.509ex;" alt="{\displaystyle D_{x}F}" loading="lazy"></span> überall <a href="Regul%C3%A4re_Matrix" title="Reguläre Matrix">regulär</a> ist. Gilt letzteres nicht mehr, können Umkehrpunkte und Verzweigungspunkte der Kurve auftreten.
</p><p>Nach Umkehrpunkten verläuft die Kurve „rückwärts“, in Verzweigungspunkten spaltet sie sich auf. In beiden Fällen ist daher eine (eindeutige) Parametrisierung nach der Variable <i>t</i> nicht mehr möglich. Daher betrachtet man <i>t</i> einfach als <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (n+1)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<mi>n</mi>
<mo>+</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle (n+1)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/b30a29cfd35628469f9dbffea4804f5b422f3037.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.207ex; height:2.843ex;" alt="{\displaystyle (n+1)}" loading="lazy"></span>-te Komponente der Unbekannten bei <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y=(x_{1},\ldots ,x_{n},t)^{T}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo>=</mo>
<mo stretchy="false">(</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>,</mo>
<mo>…<!-- … --></mo>
<mo>,</mo>
<msub>
<mi>x</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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</msub>
<mo>,</mo>
<mi>t</mi>
<msup>
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<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
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<annotation encoding="application/x-tex">{\displaystyle y=(x_{1},\ldots ,x_{n},t)^{T}}</annotation>
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</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ccc744520d6a2da8ab0b68b41442ae680b2eb5ff.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.436ex; height:3.176ex;" alt="{\displaystyle y=(x_{1},\ldots ,x_{n},t)^{T}}" loading="lazy"></span> und parametrisiert die Kurve nach ihrer Bogenlänge <i>s</i>. Dann sucht man alle Lösungen
</p>
<dl><dd><dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y(s):\quad F(y(s))=0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
<mo>:</mo>
<mspace width="1em"></mspace>
<mi>F</mi>
<mo stretchy="false">(</mo>
<mi>y</mi>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y(s):\quad F(y(s))=0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/faf2ae69107d966c810a4804c1bc80902b95044c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.181ex; height:2.843ex;" alt="{\displaystyle y(s):\quad F(y(s))=0}" loading="lazy"></span>, wobei <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F:\,\mathbb {R} ^{n+1}\to \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>F</mi>
<mo>:</mo>
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<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
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<mi>n</mi>
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<mo stretchy="false">→<!-- → --></mo>
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<mrow class="MJX-TeXAtom-ORD">
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<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
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</mrow>
<annotation encoding="application/x-tex">{\displaystyle F:\,\mathbb {R} ^{n+1}\to \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/5cad1b31d81899ba9e2b0b08bce2a6bd49565d9a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:15.573ex; height:2.676ex;" alt="{\displaystyle F:\,\mathbb {R} ^{n+1}\to \mathbb {R} ^{n}}" loading="lazy"></span></dd></dl></dd></dl></dd></dl>
<p>ist. Dieses <a href="Gleichungssystem" class="mw-redirect" title="Gleichungssystem">Gleichungssystem</a> ist unterbestimmt und hat unendlich viele Lösungen, die unter geeigneten Voraussetzungen eine glatte Lösungskurve <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y(s)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y(s)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/bc9bb116333b3272a4315245d996a713d530a567.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.055ex; height:2.843ex;" alt="{\displaystyle y(s)}" loading="lazy"></span> bilden.
</p><p>Wie zuvor folgt aus der Kettenregel <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F'(y(s))y'(s)\equiv 0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>F</mi>
<mo>′</mo>
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<mi>y</mi>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
<mo stretchy="false">)</mo>
<msup>
<mi>y</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
<mo>≡<!-- ≡ --></mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F'(y(s))y'(s)\equiv 0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/62eb54cb502f91ca7257095929429b063177909f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.37ex; height:3.009ex;" alt="{\displaystyle F'(y(s))y'(s)\equiv 0}" loading="lazy"></span>, dass die <a href="Tangente" title="Tangente">Tangentenrichtung</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y'(s)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>y</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<mi>s</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y'(s)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/01013f143dacbb8bac4e1806a327244d069c4fad.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.745ex; height:3.009ex;" alt="{\displaystyle y'(s)}" loading="lazy"></span> das homogene Gleichungssystem mit der vollen <a href="Jacobimatrix" class="mw-redirect" title="Jacobimatrix">Jacobimatrix</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F'=\partial F/\partial y\in \mathbb {R} ^{n\times (n+1)}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>F</mi>
<mo>′</mo>
</msup>
<mo>=</mo>
<mi mathvariant="normal">∂<!-- ∂ --></mi>
<mi>F</mi>
<mrow class="MJX-TeXAtom-ORD">
<mo>/</mo>
</mrow>
<mi mathvariant="normal">∂<!-- ∂ --></mi>
<mi>y</mi>
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<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
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<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
<mo>×<!-- × --></mo>
<mo stretchy="false">(</mo>
<mi>n</mi>
<mo>+</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F'=\partial F/\partial y\in \mathbb {R} ^{n\times (n+1)}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/4dc4fe3d33e16e569111f218075d90ae38b3e4a5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.675ex; height:3.343ex;" alt="{\displaystyle F'=\partial F/\partial y\in \mathbb {R} ^{n\times (n+1)}}" loading="lazy"></span> erfüllt, also im <a href="Kern_(Algebra)" title="Kern (Algebra)">Kern</a> dieser Matrix liegt. Damit kann also wieder ein Prädiktor berechnet werden. Auch das <a href="Newton-Verfahren" class="mw-redirect" title="Newton-Verfahren">Newton-Verfahren</a> ist durchführbar, indem man eine Richtung wählt, die orthogonal zur Kurventangente, also zum <a href="Kern_(Algebra)" title="Kern (Algebra)">Kern</a> von <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F'(y)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>F</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<mi>y</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F'(y)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a1846db4e7296b3054258bd032a4804b5b6be092.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.464ex; height:3.009ex;" alt="{\displaystyle F'(y)}" loading="lazy"></span> liegt. Diese Richtung wird automatisch durch die Moore-Penrose-<a href="Pseudoinverse" title="Pseudoinverse">Pseudoinverse</a> von <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F'}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>F</mi>
<mo>′</mo>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle F'}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9cb2068c9fcb933aa21d1cfd42103514f5276e73.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.499ex; height:2.509ex;" alt="{\displaystyle F'}" loading="lazy"></span> berechnet. Bei diesem Verfahren wird eine <a href="Approximation" title="Approximation">Approximation</a> an die Bogenlänge <i>s</i> schrittweise vergrößert:
</p>
<dl><dd><i>Allgemeiner Prädiktor-Korrektor-Schritt</i>
<dl><dd><dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{array}{rl}F'{\big (}y(s_{m-1}){\big )}z_{m-1}&=0,\ \|z_{m-1}\|_{2}=1,\\s_{m}&:=s_{m-1}+h_{m},\\y_{0}(s_{m})&:=y(s_{m-1})+h_{m}z_{m-1};\\y_{k+1}(s_{m})&:=y_{k}(s_{m})-{\Big (}F'(y_{k}(s_{m})){\Big )}^{+}\,F(y_{k}(s_{m})),\ k=0,1,\ldots .\end{array}}}">
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<mn>0</mn>
<mo>,</mo>
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<msub>
<mi>z</mi>
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<mn>2</mn>
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<annotation encoding="application/x-tex">{\displaystyle {\begin{array}{rl}F'{\big (}y(s_{m-1}){\big )}z_{m-1}&=0,\ \|z_{m-1}\|_{2}=1,\\s_{m}&:=s_{m-1}+h_{m},\\y_{0}(s_{m})&:=y(s_{m-1})+h_{m}z_{m-1};\\y_{k+1}(s_{m})&:=y_{k}(s_{m})-{\Big (}F'(y_{k}(s_{m})){\Big )}^{+}\,F(y_{k}(s_{m})),\ k=0,1,\ldots .\end{array}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/0d12a34c903ea001b87c1500eff9a92d40545e9b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -7.171ex; width:73.346ex; height:15.509ex;" alt="{\displaystyle {\begin{array}{rl}F'{\big (}y(s_{m-1}){\big )}z_{m-1}&=0,\ \|z_{m-1}\|_{2}=1,\\s_{m}&:=s_{m-1}+h_{m},\\y_{0}(s_{m})&:=y(s_{m-1})+h_{m}z_{m-1};\\y_{k+1}(s_{m})&:=y_{k}(s_{m})-{\Big (}F'(y_{k}(s_{m})){\Big )}^{+}\,F(y_{k}(s_{m})),\ k=0,1,\ldots .\end{array}}}" loading="lazy"></span></dd></dl></dd></dl></dd></dl>
<p>Die Bezeichnung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\ldots )^{+}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<mo>…<!-- … --></mo>
<msup>
<mo stretchy="false">)</mo>
<mrow class="MJX-TeXAtom-ORD">
<mo>+</mo>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle (\ldots )^{+}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/da5c8ea2cba7d0db04f28f8ad5d7c78c5af7e3ba.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.043ex; height:3.009ex;" alt="{\displaystyle (\ldots )^{+}}" loading="lazy"></span> bezeichnet dabei die erwähnte <a href="Pseudoinverse" title="Pseudoinverse">Pseudoinverse</a>.
</p><p><span class="mw-default-size" typeof="mw:File"></span>
</p><p>Das dritte Diagramm skizziert dieses Vorgehen, der (grün gezeichnete) Newtonschritt verläuft ungefähr orthogonal zur Kurve und hat daher auch im Umkehrpunkt (vertikaler Verlauf der Kurve) keine Schwierigkeiten.
</p>
<dl><dd><i>Bemerkungen</i>:
<ul><li>Durch die erste Bedingung ist noch nicht die Richtung der Tangente <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \pm z_{m-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo>±<!-- ± --></mo>
<msub>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \pm z_{m-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/29fe462af9335691da0a18fb259a8daec14d9546.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.665ex; height:2.509ex;" alt="{\displaystyle \pm z_{m-1}}" loading="lazy"></span> festgelegt. Man wählt das <a href="Vorzeichen_(Zahl)" title="Vorzeichen (Zahl)">Vorzeichen</a> natürlich so, dass das <a href="Innenprodukt" class="mw-redirect" title="Innenprodukt">Innenprodukt</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle z_{m-1}^{T}z_{m-2}>0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msubsup>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msubsup>
<msub>
<mi>z</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
<mo>−<!-- − --></mo>
<mn>2</mn>
</mrow>
</msub>
<mo>></mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle z_{m-1}^{T}z_{m-2}>0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/5fd1ab122a920d921a9f38e36b831c53e4d95486.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:13.974ex; height:3.343ex;" alt="{\displaystyle z_{m-1}^{T}z_{m-2}>0}" loading="lazy"></span> ist, um in einer Richtung vorzugehen.</li>
<li>Die beiden Teilschritte können mit der <a href="QR-Zerlegung" title="QR-Zerlegung">QR-Zerlegung</a> der <a href="Transponierte_Matrix" title="Transponierte Matrix">transponierten Matrix</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \,(F'(y))^{T}=QR}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mspace width="thinmathspace"></mspace>
<mo stretchy="false">(</mo>
<msup>
<mi>F</mi>
<mo>′</mo>
</msup>
<mo stretchy="false">(</mo>
<mi>y</mi>
<mo stretchy="false">)</mo>
<msup>
<mo stretchy="false">)</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msup>
<mo>=</mo>
<mi>Q</mi>
<mi>R</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \,(F'(y))^{T}=QR}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/4a2f9c7535c8d52850acf9be8abc9a4579b72078.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.751ex; height:3.176ex;" alt="{\displaystyle \,(F'(y))^{T}=QR}" loading="lazy"></span> effizient ausgeführt werden. Die Tangentenrichtung erhält man mit einem beliebigen Vektor <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u\not =0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>u</mi>
<mo>≠</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle u\not =0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/332548c60a1d93e4e50b5ea83ad0b4506c72d87e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.591ex; height:2.676ex;" alt="{\displaystyle u\not =0}" loading="lazy"></span> durch Normierung von <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \,(E-QQ^{T})u}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mspace width="thinmathspace"></mspace>
<mo stretchy="false">(</mo>
<mi>E</mi>
<mo>−<!-- − --></mo>
<mi>Q</mi>
<msup>
<mi>Q</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msup>
<mo stretchy="false">)</mo>
<mi>u</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \,(E-QQ^{T})u}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/be1bfdc80307b8c1276e4c8116fdd2519a90802f.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.208ex; height:3.176ex;" alt="{\displaystyle \,(E-QQ^{T})u}" loading="lazy"></span>, wenn der letzte Ausdruck ungleich null ist.</li>
<li>Die Newton-Korrektur <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \,v_{k}=y_{k+1}(s_{m})-y_{k}(s_{m})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mspace width="thinmathspace"></mspace>
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>=</mo>
<msub>
<mi>y</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
<mo>+</mo>
<mn>1</mn>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>s</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo>−<!-- − --></mo>
<msub>
<mi>y</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>s</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \,v_{k}=y_{k+1}(s_{m})-y_{k}(s_{m})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/fc0f369f925b53b878d88d37c331316b7020ee6b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:24.248ex; height:2.843ex;" alt="{\displaystyle \,v_{k}=y_{k+1}(s_{m})-y_{k}(s_{m})}" loading="lazy"></span> berechnet man über <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v_{k}=-Q{\tilde {v}}_{k}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>v</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>=</mo>
<mo>−<!-- − --></mo>
<mi>Q</mi>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>v</mi>
<mo stretchy="false">~<!-- ~ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle v_{k}=-Q{\tilde {v}}_{k}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/e7edd9f8300e19fe34f75780a29d69c100a2e4a6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.277ex; height:2.509ex;" alt="{\displaystyle v_{k}=-Q{\tilde {v}}_{k}}" loading="lazy"></span>, wobei der Vektor <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tilde {v}}_{k}\in \mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>v</mi>
<mo stretchy="false">~<!-- ~ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\tilde {v}}_{k}\in \mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/b193556d4fc99cd5e269e749c3edf14eb57ee893.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.053ex; height:2.676ex;" alt="{\displaystyle {\tilde {v}}_{k}\in \mathbb {R} ^{n}}" loading="lazy"></span> das quadratische Dreiecksystem <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R^{T}{\tilde {v}}_{k}=F(y_{k}(s_{m}))}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>R</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>T</mi>
</mrow>
</msup>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>v</mi>
<mo stretchy="false">~<!-- ~ --></mo>
</mover>
</mrow>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo>=</mo>
<mi>F</mi>
<mo stretchy="false">(</mo>
<msub>
<mi>y</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>k</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<msub>
<mi>s</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>m</mi>
</mrow>
</msub>
<mo stretchy="false">)</mo>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle R^{T}{\tilde {v}}_{k}=F(y_{k}(s_{m}))}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/3a433b6cd8e4d34bbfbcc31fe3808b7509ac26e9.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.92ex; height:3.176ex;" alt="{\displaystyle R^{T}{\tilde {v}}_{k}=F(y_{k}(s_{m}))}" loading="lazy"></span> löst.</li></ul></dd></dl>
<div class="mw-heading mw-heading2"><h2 id="Literatur">Literatur</h2></div>
<ul><li>Werner C. Rheinboldt: <i>Numerical Analysis of Parametrized Nonlinear Equations.</i> John Wiley and Sons, New York 1986, ISBN 0-471-88814-1. (siehe auch das <a href="FORTRAN" class="mw-redirect" title="FORTRAN">FORTRAN</a>-Modul PITCON als Teil der netlib.org-Bibliothek <a rel="nofollow" class="external text" href="https://netlib.org/contin/"><i>contin</i></a>)</li>
<li>P. Deuflhard, A. Hohmann: <i>Numerische Mathematik.</i> de Gruyter, 1991, ISBN 3-11-012917-5.</li>
<li>E. L. Allgower, K. Georg: <i>Introduction to numerical continuation methods.</i> SIAM Philadelphia, 2003, ISBN 0-89871-544-X.</li>
<li>Schwetlick, H. und Kretschmar, H.: <cite style="font-style:italic">Numerische Verfahren für Naturwissenschaftler und Ingenieure</cite>. Fachbuchverlag Leipzig, 1991, ISBN 3-343-00580-0, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>200</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rfr_id=info:sid/de.wikipedia.org:Homotopieverfahren&rft.au=Schwetlick%2C+H.+und+Kretschmar%2C+H.&rft.btitle=Numerische+Verfahren+f%C3%BCr+Naturwissenschaftler+und+Ingenieure&rft.date=1991&rft.genre=book&rft.isbn=3343005800&rft.pages=200&rft.pub=Fachbuchverlag+Leipzig" style="display:none"> </span></li>
<li><a href="Martin_Hermann_(Mathematiker)" title="Martin Hermann (Mathematiker)">M. Hermann</a>: <i>Numerische Mathematik, Band 1: Algebraische Probleme</i>. 4., überarbeitete und erweiterte Auflage. Walter de Gruyter Verlag, Berlin und Boston 2020. ISBN 978-3-11-065665-7.</li></ul></div><!--htdig_noindex--><div><div class="zim-footer">
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