1. ECE 552 Numerical Circuit Analysis Chapter Six NONLINEAR DC ANALYSIS OR: Solution of Nonlinear Algebraic Equations Copyright © I. Hajj 2012 All rights reserved

2. Nonlinear Algebraic Equations A system of linear equations Ax = b has a unique solution, unless A is singular. However, a system of nonlinear equations f(x) =y may have one solution, multiple finite solutions, no solution, or infinite number of solutions.

3. Example

5. y = x 2 has two solutions for y > 0 one solution for y = 0 no solution for y < 0

6. Example y = x 3 has a unique solution for every y.

7. n-dimensional case f(x) = y or, f 1 (x 1,x 2,...,x n ) = y 1 f 2 (x 1,x 2,...,x n ) = y 2 : f n (x 1,x 2,...,x n ) = y n

8. Problem Given y ε R n, find x* ε R n, if it exists, such that f(x*) = y. Some Theorems on the Existence and Uniqueness of Solutions of Nonlinear Resistive Networks.

9. Definition Given a mapping f(.): R n → R n. f ε C 1 means f is continuously differentiable; and f is C 1 diffeomorphism means that the inverse function f -1 exists, and is also of class C 1.

10. Palais's Theorem The necessary and sufficient conditions that the mapping f(.): R n → R n to be a C 1 diffeomorphism of R n onto itself are: (i) f is of class C 1 (iii) lim ||f(x)|| → ∞ as ||x|| → ∞ For existence and uniqueness of solution, can allow det [J] = 0 at isolated points as long as it does not change signs and lim||f(x)||→ ∞ when ||x||→ ∞

11. Circuit-Theoretic Theorems Theorem 2 (Duffin): In a network consisting of independent voltage and current sources, and voltage- controlled two-terminal resistors (i = g(v)), there exists at least one solution provided that each resistor's v-i characteristic function g(v) is continuous in v and satisfies: g(v) → + ∞ (or - ∞) as v → + ∞ (or - ∞)

12. Circuit-Theoretic Theorems (cont.) Theorem 3 (Duffin): In a network consisting of independent voltage and current sources and voltage- controlled resistors (i = g(v)), there exists at most one solution provided that each resistor's v-i characteristic function g is strictly monotone increasing: For existence and uniqueness, both Theorems 2 and 3 should be satisfied.

13. Circuit-Theoretic Theorems (cont.) Theorem 3 (Desoer and Katzenelson): A sufficient condition for the existence of a unique solution for a network consisting of time-varying voltage-controlled and current-controlled resistors characterized by continuous (not necessarily strictly) monotone increasing functions, and independent voltage and current sources, is that the resistor network formed by short-circuiting all voltage sources and open-circuiting all current sources has a tree (or forest) such that all tree branches correspond to current-controlled elements and all links correspond to voltage-controlled elements.

14. Now back to the numerical solution of: f(x) = y Given y, find x (assuming it exists)

15. Fixed-Point Iteration x = g(x) A given problem can be recast into fixed-point problem, where x = g(x) is a suitably chosen function whose solutions are the solution of f(x) = y. For example, f(x) = y can be written as x = f (x) - y + x = g(x). Givenx = g(x) Fixed-Point Iteration:x k+1 = g(x k ) Repeat until ||x k+1 - x k || < ε

16. Examples

17. Examples (cont.) Multiple solutions

18. Contraction mapping theorem Suppose g: D ε R n → R n maps a closed set D 0 ε D into itself and ||g(x) - g(y)|| ≤ α ||x-y||, x, y ε D 0 for some α < 1 Then for any x 0 ε D 0, the sequence x k+1 = g(x k ), k = 0, 1,2,..., converges to a unique x* of g in D 0. Proof: ||x*-x k || = ||g(x*) – g(x k -1 )|| ≤ α ||x*-x k-1 || ≤ α k ||x*-x 0 || Since α < 1, α k → 0 and ||x* - x k ||→ 0 or x k → x*

19. Parallel Chord Method

20. x k+1 = x k + A -l (y - f(x k ) Or A(x k+1 - x k ) = (y - f(x k )

21. Parallel Chord Method A remains constant; it is usually chosen to be = where “Jacobian matrix” Instead of computing A -1, the following equation is solved: A(x k+l - x k ) = y-f(x k ) or A ∆x k = ∆y k At every iteration, ∆y k changes, while A (and its LU factors) remain unchanged.

22. Parallel Chord Algorithm

23. Parallel Chord Example (nonconvergence)

24. Newton or Newton-Raphson Method

25. Newton's (or Newton-Raphson) Method

26. Instead of solving : It is sometimes more convenient to solve directly for x:

27. Newton's (or Newton-Raphson) Method The slope changes with every iteration.

28. Convergence of Newton's Method Applying Taylor Series expansion at x k : y = f(x*) = f(x k ) + J k (x* - x k ) + R(x* - x k ) where x* is the solution If the derivative of J k (i.e., second derivative of f) is bounded, then: ||R(x k - x*)|| ≤ α ||x k - x*|| 2 Newton's Method: x k+1 = x k + [J k ] -1 (y - f(x k )) or, [J k ](x k+1 - x k ) = y - f(x k )

29. From Taylor Series: y - f(x k ) = J k (x* - x k ) + R(x* - x k ) J k (x k+l - x k ) = J k (x* - x k ) + R(x* - x k ) x k+l - x k = x* - x k + [J k ] -1 R(x* - x k ) x k+l - x* = [J k ] -l R(x* - x k ) ||x k+1 - x*|| ≤ c ||x* - x k || 2 Provided J(x*) is nonsingular

30. Rate of Convergence Define e k = x* - x k A method is said to converge with rate r if: ||e k+1 || = c ||e k || r for some nonzero constant c If r = 1, and c<1, the convergence is linear. If r > 1, c>0, the convergence rate is superlinear. If r = 2, c>0, the convergence rate is quadratic.

31. Newton's Method Has quadratic convergence if x k is "close enough" to the solution and J(x*) is nonsingular.

32. Convergence Problems of Newton’s Method

34. (1) Apply Parallel-Chord Method as long as Switch to Newton Method when: (ii)

39. (6) Homotopy: λf(x) + (1 - λ)(x - x°) = λ y When λ = 0, x = x° (chosen) Put λ = 0,...,1 and solve starting from the last solution. f(x) = y when λ = 1.

42. Application to Electronic Circuits: DC Analysis Capacitors are open and inductors are short- circuited. Why? Tableau Equations: To formulate in Newton’s method, linearize element characteristic equations at iteration point v 1 k, i 2 k and obtain linearized circuit tableau equations, then use MNA., or any other formulation method.

46. Linearization

47. Stamp

61. Linear: Nonlinear

65. If

67. NPN Bipolar Junction Transistor Model:Ebers-Moll Model

68. Linearization