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

Fuente: arXiv
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Auteurs principaux: Pal, Avik, Holtorf, Flemming, Larsson, Axel, Loman, Torkel, Utkarsh, Schäefer, Frank, Qu, Qingyu, Edelman, Alan, Rackauckas, Chris
Format: Preprint
Publié: 2024
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author Pal, Avik
Holtorf, Flemming
Larsson, Axel
Loman, Torkel
Utkarsh
Schäefer, Frank
Qu, Qingyu
Edelman, Alan
Rackauckas, Chris
author_facet Pal, Avik
Holtorf, Flemming
Larsson, Axel
Loman, Torkel
Utkarsh
Schäefer, Frank
Qu, Qingyu
Edelman, Alan
Rackauckas, Chris
contents Efficiently solving nonlinear equations underpins numerous scientific and engineering disciplines, yet scaling these solutions for challenging system models remains a challenge. This paper presents NonlinearSolve.jl -- a suite of high-performance open-source nonlinear equation solvers implemented natively in the Julia programming language. NonlinearSolve.jl distinguishes itself by offering a unified API that accommodates a diverse range of solver specifications alongside features such as automatic algorithm selection based on runtime analysis, support for GPU-accelerated computation through static array kernels, and the utilization of sparse automatic differentiation and Jacobian-free Krylov methods for large-scale problem-solving. Through rigorous comparison with established tools such as PETSc SNES, Sundials KINSOL, and MINPACK, NonlinearSolve.jl demonstrates robustness and efficiency, achieving significant advancements in solving nonlinear equations while being implemented in a high-level programming language. The capabilities of NonlinearSolve.jl unlock new potentials in modeling and simulation across various domains, making it a valuable addition to the computational toolkit of researchers and practitioners alike.
format Preprint
id arxiv_https___arxiv_org_abs_2403_16341
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle NonlinearSolve.jl: High-Performance and Robust Solvers for Systems of Nonlinear Equations in Julia
Pal, Avik
Holtorf, Flemming
Larsson, Axel
Loman, Torkel
Utkarsh
Schäefer, Frank
Qu, Qingyu
Edelman, Alan
Rackauckas, Chris
Numerical Analysis
Efficiently solving nonlinear equations underpins numerous scientific and engineering disciplines, yet scaling these solutions for challenging system models remains a challenge. This paper presents NonlinearSolve.jl -- a suite of high-performance open-source nonlinear equation solvers implemented natively in the Julia programming language. NonlinearSolve.jl distinguishes itself by offering a unified API that accommodates a diverse range of solver specifications alongside features such as automatic algorithm selection based on runtime analysis, support for GPU-accelerated computation through static array kernels, and the utilization of sparse automatic differentiation and Jacobian-free Krylov methods for large-scale problem-solving. Through rigorous comparison with established tools such as PETSc SNES, Sundials KINSOL, and MINPACK, NonlinearSolve.jl demonstrates robustness and efficiency, achieving significant advancements in solving nonlinear equations while being implemented in a high-level programming language. The capabilities of NonlinearSolve.jl unlock new potentials in modeling and simulation across various domains, making it a valuable addition to the computational toolkit of researchers and practitioners alike.
title NonlinearSolve.jl: High-Performance and Robust Solvers for Systems of Nonlinear Equations in Julia
topic Numerical Analysis
url https://arxiv.org/abs/2403.16341