$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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Newton's method for \( A(u)u=b(u) \)

For $$ F_i = \sum_k A_{i,k}(u)u_k - b_i(u)$$

one gets $$ J_{i,j} = \frac{\partial F_i}{\partial u_j} = \sum_k \frac{\partial A_{i,k}}{\partial u_j}u_k + A_{i,j} - \frac{\partial b_i}{\partial u_j} $$

Matrix form: $$ (A + A^{\prime}u + b^{\prime})\delta u = -Au + b$$ $$ (A(u^{-}) + A^{\prime}(u^{-})u^{-} + b^{\prime}(u^{-}))\delta u = -A(u^{-})u^{-} + b(u^{-})$$

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