Newtons method to solve partial differential equations
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Explanation:
For solving nonlinear partial equations, say −Δy+f(y)=0, there are two common approaches:
Fixed point iteration: Pick y0 and for k=1,… solve −Δyk+1+f(yk)=0. (That is, you replace y by yk+1 in all linear terms and by yk in all nonlinear terms.)
Newton's method: Pick y0 and for k=1,… solve −Δδy+f′(yk)δy=−(Δyk+f(yk))
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