A fast numerical algorithm for finding all real solutions to a system of N nonlinear equations in a finite domain

Abstract

A highly recurrent traditional bottleneck in applied mathematics, for which the most popular codes (Mathematica, Matlab, and Python as examples) do not offer a solution, is to find all the real solutions of a system of n nonlinear equations in a certain finite domain of the n-dimensional space of variables. We present two similar algorithms of minimum length and computational weight to solve this problem, in which one resembles a graphical tool of edge detection in an image extended to n dimensions. To do this, we discretize the n-dimensional space sector in which the solutions are sought. Once the discretized hypersurfaces (edges) defined by each nonlinear equation of the n-dimensional system have been identified in a single, simultaneous step, the coincidence of the hypersurfaces in each n-dimensional tile or cell containing at least one solution marks the approximate locations of all the hyperpoints that constitute the solutions. This makes the final Newton-Raphson step rapidly convergent to all the existent solutions in the predefined space sector with the desired degree of accuracy.