IEICE TRANS. FUNDAMENTALS, VOL.E85A, NO.

1 JANUARY 2002

222

PAPER

A Practical Approach for the Fixed-Point Homotopy

Method Using a Solution-Tracing Circuit
Yasuaki INOUEa) , Saeko KUSANOBU , and Kiyotaka YAMAMURA , Regular Members

SUMMARY Finding DC operating-points of nonlinear circuits is an important and dicult task. The Newton-Raphson
method employed in the SPICE-like simulators often fails to converge to a solution. To overcome this convergence problem, homotopy methods have been studied from various viewpoints. The
xed-point homotopy method is one of the excellent methods.
However, from the viewpoint of implementation, it is important
to study it further so that the method can be easily and widely
used by many circuit designers. This paper presents a practical
method to implement the xed-point homotopy method. A special circuit called the solution-tracing circuit for the xed-point
homotopy method is proposed. By using this circuit, the solution curves of homotopy equations can be traced by performing
the SPICE transient analysis. Therefore, no modication to the
existing programs is necessary. Moreover, it is proved that the
proposed method is globally convergent. Numerical examples
show that the proposed technique is eective and can be easily
implemented. By the proposed technique, many SPICE users can
easily implement the xed-point homotopy method.
homotopy method, xed-point homotopy, DC
key words:

operating-point, circuit simulation, SPICE

1.

Introduction

In circuit simulation, nding DC operating-points of

nonlinear circuits is an important and dicult task.
The SPICE-like circuit simulators [1], widely utilized
for designing LSIs, employ the Newton-Raphson (NR)
method for solving modied nodal (MN) equations [2].
However, the NR method or its variants often fail to
converge to a solution unless the initial estimation point
is suciently close to the solution [3].
To overcome this convergence problem, homotopy
methods have been studied from various viewpoints [3]
[26]. There are many papers from the theoretical viewpoint. However, it is important to study further from
the practical viewpoint so that the methods can be easily and widely handled with the SPICE-like simulators.
In the SPICE-like simulators, many practical builtin models for semiconductor devices are contained, for
instance, the Gummel-Poon model for bipolar junction
transistors (BJTs) [1], [25], [27]. In order to apply the
Manuscript received March 26, 2001.
Manuscript revised July 26, 2001.
Final manuscript received September 25, 2001.

The authors are with the Faculty of Integrated Cultures

and Humanities, University of East Asia, Shimonoseki-shi,
751-8503 Japan.

The author is with the Faculty of Science and Engineering, Chuo University, Tokyo, 112-8551 Japan.
a) E-mail: inoue@po.cc.toua-u.ac.jp

homotopy methods to practical circuit simulation, it is

very important to develop a practical method which can
be implemented on the existing simulators containing
such built-in models. Recently, such practical studies
have been remarkably progressed mainly by the authors
[12], [15], [16], [18], [21][26]. By these studies, the homotopy methods can now solve bipolar analog circuits
with more than 16000 elements, which belong to a class
of the largest-scale circuits available with the current
bipolar analog LSI thechnology. These studies have
greatly contributed to reducing the LSI development
period and increasing the performance or functionality
of consumer products while reducing the cost.
In the homotopy methods, the Newton homotopy
method and the xed-point (FP) homotopy method
(or its variants) are well-known. These methods are
proved to be globally convergent for MN equations
[16], [18], [22]. In particular, the FP homotopy method
has an excellent property that a random choice of initial point gives a bifurcation free homotopy path with
probability-one [9].
There are several approaches to the implemention
of the homotopy methods using the existing simulators.
Regarding the Newton homotopy method, it can be implemented on the SPICE-like simulators with a small
modication (about 1000 steps of statements) to the existing programs [15], [16], [18]. By the approach, modied nodal equations with more than 39000 variables are
solved eciently with global convergence [16], [18], [24]
[26] . The approach using solution-tracing circuits with
SPICE is the easiest way [12], [23], [26]. This approach
requires no modication to the existing programs so
that it can be widely used by SPICE users. However,
with regard to the FP homotopy method or its variants,
although it is an excellent method, the implementation
has been considered to be not so easy as that of the
Newton homotopy method.
In this paper, an implementation technique for the
FP homotopy method is presented. Our technique can
be implemented as easily as that for the Newton homotopy method. Therefore, by using our technique, the
FP homotopy method can be easily and widely handled by many circuit designers. In Sect. 2 as prelimi

The algorithms proposed in [15], [16], [18] were implemented on SPICE in SANYO Electric Co., Ltd. and they
are working very well in circuit simulation.

INOUE et al.: A PRACTICAL APPROACH FOR THE FIXED-POINT HOMOTOPY METHOD

223

naries, the FP homotopy method for MN equations and

the predictor-corrector curve-tracing algorithm are reviewed. In Sect. 3, a solution-tracing circuit for the FP
homotopy method is proposed. Moreover, an extended
version of the FP homotopy method is proposed. In
Sect. 4, the proposed method is proved to be globally
convergent. Numerical examples are shown in Sect. 5.
It is further shown in Sect. 6 that the FP homotopy
method can be easily implemented directly on the existing simulators on the basis of our technique.
2.

FP Homotopy Method for MN Equations

In this section, we review the FP homotopy method for

solving systems of equations of the form
f (x) = 0, f () : Rn Rn .

(1)

In the MN equation, Eq. (1) is rewritten as follows [16],

[18], [22]:
fg (v, i)
f E (v)

, Dg g(Dg T v) + DE i + J = 0

, DE T v E = 0

(2a)
(2b)

where f = (fg , f E )T , fg : Rn RN , f E : RN
RM , x = (v, i) Rn , and n = N + M . The variable
vector v RN denotes the node voltages to the datum
node and the variable vector i RM denotes the branch
currents of the independent voltage sources. Also, the
continuous function g : RK RK is a VCCS (voltagecontrolled current source) type. In addition, Dg is an
NK reduced incidence matrix for the g branches and
DE is an N M reduced incidence matrix for the independent voltage source branches. Moreover, J RN is
the current vector of the independent current sources
and E RM is the voltage vector of the independent
voltage sources.
Consider solving the MN equation (1) or (2) by
the FP homotopy method [4], [19], [21], [22]. The FP
homotopy equation is written as follows:
h(x, t) , tf (x) + (1 t)A(x x0 ) = 0

is a function of t. That is the main reason why the FP

homotopy method cannot be easily implemented to the
existing programs. If we try to do it, large modications have to be made to the existing subroutines which
construct the Jacobian matrix and the excitation vector in the existing programs. It is almost impossible in
a practical situation.
It is shown that the FP homotopy method is globally convergent for MN equations if we use, as A,



0
GFP 1N
(4)
A =
0
RFP 1M
where 1N and 1M are N N and M M identity matrices, respectively [22]. Also, GFP and RFP are scalar
constants [21]. Note that A is a regular diagonal matrix
in this case. It can be modied for various applications.
However, the global convergence property is not always
guaranteed.
The solution curve of the homotopy equation can
be traced by the BDF (Backward Dierentiation Formula) curve-tracing algorithm [7]. In the BDF algorithm, the solution curve is parameterized by its
arc-length s, and the following system of dierentialalgebraic equations
h(x(s), t(s)) = 0


2=1
(x i (s)) + t(s)

(5a)
(5b)

iI

is solved, where I {1, 2, , n}, (|I| = m, m n),

denotes a subset of indices of the components of x,
x = dx/ds and t = dt/ds. Equation (5a) is the homotopy equation and Eq. (5b) describes the relationship between the arc-length and the components of the
solution curve projected into an (m + 1)-dimensional
Euclidean space [12], [16]. Equation (5) is solved by
applying the backward dierentiation formula with the
predictor-corrector algorithm [28]. Note that this analysis method is similar to the Gear (or BDF) method
for the transient analysis in circuit simulators [1], [28].

(3)

where t is the homotopy parameter, A is some n n

matrix, and h is called the FP homotopy. Equation (3)
is constructed so that it has a trivial solution x0 when
t = 0 and that it is equal to Eq. (1) when t = 1. The set
of solutions to Eq. (3) is called the solution curves (or
the homotopy paths) of the homotopy equation. In this
paper, we assume that the solution set consists of onedimensional dierentiable curves only. It is known that
this assumption holds almost always under mild conditions if the FP homotopy is used [4], [9], [14]. Then
the solution curve of Eq. (3) is traced starting from the
known solution (x0 , 0) at t = 0. If the solution curve
reaches the t = 1 hyperplane at (x , 1), then a solution
x is obtained. Note that the rst term tf (x) in Eq. (3)

3.

Solution-Tracing Circuit

In this section, we propose a solution-tracing circuit for

the FP homotopy method and some extension of the
FP homotopy method. In our approach proposed in
this paper, Eq. (5) is solved by the following two steps.
Step 1: Transform some part of Eq. (5) into some circuit, i.e., the circuit describes the part of Eq. (5).
Step 2: Execute the transient analysis, by using a
SPICE-like simulator, for the circuit (to be solved)
together with the circuit in Step 1.
(1)If necessary (as discussed later), compute the
initial transient solution xI at t = t0 , 0 < t0  1,
before the transient analysis.

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Fig. 1

Fig. 2

The circuit describing Eq. (5b).

The circuit describing part of homotopy equation (6).

Otherwise, set xI = x0 .
(2) Execute the transient analysis using xI and t0
as the initial values.
Note that the arc-length s is regarded as the time in
the transient analysis. Also, by utilizing some command provided by the SPICE-like simulators, the transient analysis automatically stops when t reaches 1.
In Step 2, we begin to trace the solution curve of
Eq. (5) starting from (xI , t0 ), where xI is the solution
to h(x, t0 ) = 0 and close to x0 , and t0 is a positive value
suciently close to zero. By utilizing t0 > 0, we can
apply the solution-tracing circuit technique to the FP
homotopy method. Since the rst term in Eq. (3) does
not completely disappear at t = t0 , the initial solution
xI at t = t0 is not generally equal to x0 . However, it
is very easy to compute the initial transient solution,
since, in Eq. (3), the second term becomes major at
t = t0 (t0 0) and A(x x0 ) is linear.
If GFP and RFP are suciently large and t0 is close
enough to 0, then xI becomes very close to x0 , i.e.,
xI x0 . For instance, if x0 = 0 in practical circuits,
then we may regard xI as virtually equal to 0. Thus
the computation of the initial transient solution is not
always necessary. In this way, the solution curves of
homotopy equations can be traced by performing the
SPICE transient analysis. Therefore, no modications
to the existing programs are necessary.
Consider transforming Eq. (5) into circuits including some special circuit. Dividing Eq. (3) by t > 0 [19]
and considering Eqs. (2) and (4), we obtain
Dg g(Dg T v)+DE i+J +

DE T v E

(1t)
GFP (vv 0 ) = 0 (6a)
t

(1 t)
RFP (i i0 ) = 0.
t

(6b)

Note that the last terms in the left-hand side (LHS)

of Eq. (6) correspond to the FP homotopy method and
the other terms remain in the MN equation (2) of the
original circuit to be solved. Therefore, in order to
transform Eq. (5) into circuits, we need an additional
circuit which describes Eq. (5b) and the last terms in
the LHS of Eq. (6). The circuit is called the solutiontracing circuit for the FP homotopy method.
The solution-tracing circuit we propose is shown
in Figs. 1 and 2. Equation (5b) can be transformed
into the circuit shown in Fig. 1, and the last terms in
the LHS of Eq. (6) can be transformed into the circuit
shown in Fig. 2.
The circuit in Fig. 1 is constructed in a manner
similar to that for the Newton homotopy method [12].
In the gure, v i and i j are obtained as node voltages
in the dierential circuit, where vi and ij are the voltage at some node i I and the current through some
voltage source j I in the original circuit to be solved,
respectively. Applying KCL to the node in the squareand-sum circuit, we can see that it describes Eq. (5b),
from which t is obtained as the node voltage in the
square-and-sum circuit. Then t is integrated in the integration circuit to obtain t as the node voltage. The
conductance G is required only to avoid the topological
restriction of the circuit simulator used. A negligible
small value G 0 is used so that it is regarded as
virtually open.
In Fig. 2, is obtained as the node voltage and
as the current through the voltage source in the generation circuit, where = (1 t)/t. Using this ,
we make, as shown in the gure, the VCCS describing
the last term in the LHS of Eq. (6a) and the CCVS
(current-controlled voltage source) describing the last
term in the LHS of Eq. (6b). The terminals of the
VCCS are connected to node i and the datum node

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225

in the original circuit, respectively. The CCVS is connected in series with voltage source j in the original
circuit. In this way, we can make VCCSs and CCVSs
for all i {1, 2, , N } and j {1, 2, , M }, respectively.
In our approach proposed in this paper, A is extended in a more general form


g T
g GFP D
0
D
(7)
A =
0
RFP 1M
g is some N K
reduced incidence matrix
where D

for appropriate K braches in the original circuit to be

solved. Furthermore, Eq. (5b) is also extended as
T (B x)
+ t2 = 1
(B x)

(8)

+ M )n matrix represented as
where B is some (K


g T
D
0
B =
.
(9)
0
1M
T

g v denotes the branch voltIt is apparent that D

age vector for the K branches. Choosing a branch in

this way is called setting a probe to the branch [12],
[16]. It is natural to set probes to appropriate nonlinear
branches, for instance, the base-collector (BC) and/or
the base-emitter (BE) branch(es) of each BJT in the
original circuit [16]. In this case, A is not always regular. When Eqs. (4) and (5b) with m = n are used, it is
called the diagonal probes. In this case, A is regular.
It is trivial to modify the solution-tracing circuit into
that for Eqs. (7)(9). Notice that A has to be regular
if we start at t = 0. In our approach, since we start at
t > 0, A need not be regular as shown in Sect. 4. Notice
also that the BJTs are almost regarded as diodes when
t = t0 if we utilize the BC probes or the BE probes for
all the BJTs. Namely, if a conductance 0 GFP large
enough is connected in parallel with the base-collector
or the base-emitter terminals of some BJT in practical
circuits, then the connections can be almost regarded
as the diode connections [16], where 0 = (1 t0 )/t0 .
This implies that it is also very easy to compute the
initial transient solution. Moreover, the diodes satisfy
a favorable property discussed in the next section.
4.

Global Convergence of the FP Homotopy

Method

In this section, we show a theorem which guarantees the

global convergence of the FP homotopy method proposed in the previous section, where we utilize t0 > 0
and A not necessarily regular. In order to make the discussion simple and more general, we use the fundamental modied cut-set (MC) equation [16], [22] instead of
the MN equation. The reason for considering the fundamental MC equation is that it is equivalent to the

MN equation, but has a more favorable form for the

proof. The MC equation is an extension of the cut-set
equation and a more general formulation including the
MN equation. Therefore, to discuss the global convergence of the FP homotopy method for h(x, t) dened
by the MN equation, it is sucient to discuss that dened by the MC equation [16], [22].
Consider a tree which consists of all independent
voltage source branches and some of the g branches.
Let the voltage vector for the tree branches be u RN
and the variable vector be



u
x=
.
(10)
i
Then we can formulate the MC equation of the form
similar to Eq. (2). By considering Dg and DE as the
fundamental cut-set matrices and J as the cut-set current sources, Eq. (2) can be regarded as the fundameng as
tal MC equation. Furthermore, by considering D

the fundamental cut-set matrix for the K branches, the

same discussion applies to Eqs. (7)(9). In the fundamental MC equation, DE is represented by the following simple form:



1M
DE =
.
(11)
0
Also, by separating the rst M rows and the remaining
rows and by separating the rst N M columns and
the remaining columns, Dg is represented as





DgE
0 DglE
Dg =
=
.
(12)
Dgg
1N M Dglg
In addition, u and J are represented as



uE
u=
ug


J=

JE
Jg

(13)


(14)

where uE RM , ug RN M , JE RM , and Jg
RN M .
Moreover, in order to make the discussion more
general, we introduce a positive semi-denite diagonal
dimatrix GFP = diag(GFPj ), j = 1, 2, ..., K, whose K
agonal elements are GFP s > 0 and the others are zeros.
Then we may rewrite the rst diagonal block in Eq. (7)
g T = Dg GFP D T , and Eq. (7) becomes
g GFP D
as D
g



0
Dg GFP DgT
A =
.
(15)
0
RFP 1M
In this case, GFP Dg T u = GFP vb represents the current
vector of the K branches of GFP whose branch voltage
vector is vb .
When we use the fundamental MC equation and

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Eq. (15) as A, the FP homotopy h = (hg , hE )T extended in Sect. 3 is written as follows:

hg (x, t) = tDg g(DgT u) + tDE i + tJ
+ (1 t)Dg GFP DgT (u u0 )

(16a)

hE (uE , i, t) = tuE tE (1 t)RFP (i i0 ) (16b)

where hg : Rn+1 RN , hE : R2M +1 RM , and x0 =
(u0 , i0 ). Furthermore, from Eqs. (10)(14), hg (x, t) in
Eq. (16a) is rewritten as follows:
hgE (x, t) = tDgE g(DgT u) + ti + tJE
+ (1 t)DgE GFP DgT (u u0 )

(17a)

hgg (u, t) = tDgg g(DgT u) + tJg

+ (1 t)Dgg GFP DgT (u u0 )

(17b)

where hgE : Rn+1 RM and hgg : RN +1 RN M .

Note that, in this section, Dg and DE are the fundamental cut-set matrices, and J is the cut-set current
sources.
As the property that a fairy general class of resistive elements satises, we dene the following terminology [6].
Denition: A continuous function g : RK RK is
said to be uniformly passive
on vbp ifthere exists a > 0
p T
such that (vb vb ) g(vb ) g(vbp ) vb vbp 2 for
all vb RK .

Resistive elements such as BJTs, diodes (including

BJTs in the diode connections), tunnel diodes, and
positive linear resistors are known to be uniformly passive on certain points [6]. In particular, the diodes and
the positive linear resistors satisfy the above property
on any point. Thus the uniform passivity is a very mild
condition. In this paper, we assume that
g is uniformly

passive on certain points and that g(vb ) + 0 GFP vb
is uniformly passive on vbI = DgT uI , where 0 =
(1 t0 )/t0 and xI = (uI , iI ). If we connect a suciently large conductance 0 GFP in parallel with each
branch of appropriate nonlinear branches of g, we may
assume the uniform passivity on vbI . Then the following
theorem holds.
Theorem 1: Consider the FP homotopy given by
Eq. (16). Assume that g is Lipschitz continuous [3] and
there exists a vbp such that g is uniformly
 passive on
vbp . Assume also that g(vb ) + 0 GFP vb is uniformly
passive on vbI . Then for any initial point xI Rn
the solution curve of h(x, t) = 0 starting from (xI , t0 )
reaches t = 1.

Since the proof of this theorem is very long, it is shown

in the Appendix. As previously pointed out, the MN
equation is equivalent to the fundamental MC equation. Therefore, Theorem 1 can be applied also to the

FP homotopy dened by the MN equation in Sect. 3.

By this theorem, the global convergence of the FP homotopy method in Sect. 3, starting at t > 0 and using
the homotopy given by Eqs. (3), (4), (6) and (7), is theoretically guaranteed.
5.

Numerical Examples

We show here three examples. In these examples, the

initial conditions used are t0 = 102 , 0 = 99 and
x0 = (v 0 , i0 ) = 0 unless otherwise specied.
Example 1: Consider the negative resistance (NRES)
circuit shown in Fig. 3 [5]. The circuit has three
operating-points. In this circuit, SPICE default parameters are used for the BJT model [1]. Figure 4 shows the
solution curves traced by the proposed technique, where
the DC operating-point(s) is (are) found at t = 1. In
the gure, v(i) represents the voltage of node i. Marks
are plotted on the curves at every two time steps, which
indicate the number of steps and the step-length used
for tracing the solution curve by the transient analysis. Figure 4(a) shows the solution curves of the NRES
circuit with the diagonal probes. Figures 4(b), (c) and
(d) show the curves with the BC probes, with the BE
0
=0.7, and with
probes using the initial condition vBE
0
the BC and BE probes using vBE =0.7, respectively.
Figures 4(a) and (c) show dierent paths and reach
the identical DC operating-point. Figures 4(b) and (d)
show similar paths and reach the three DC operatingpoints in the same order. The BE probes shown in
Fig. 4(c) are most ecient in this example, where 37
steps are used for nding the DC operating-point. As
shown in this example, our technique can be easily implemented by using the existing simulator.
Example 2: We next consider the diode-transistor
(DITR) circuit shown in Fig. 5 [22]. The circuit is
known to have a very sti solution curve and three DC
operating-points. Figure 6 shows the curves of the circuit with the diagonal probes. Our technique nds all
the three DC operating-points successfully.
Example 3: We nally consider UA741 OP AMP [1].
The circuit is a high gain operational amplier and consists of 29 elements including 22 BJTs. Part of this circuit is used as a dicult example in the reference [14].
As was done in the reference the model parameter VA
(Early voltage) is set to zero for all the BJTs. Thus

Fig. 3

Negative resistance circuit.

INOUE et al.: A PRACTICAL APPROACH FOR THE FIXED-POINT HOMOTOPY METHOD

227

Fig. 5

Fig. 6

Solution curves of DITR circuit.

Fig. 7

Fig. 4

Solution curves of NRES circuit.

Solution curves of UA741.

class of circuits. When we apply the Newton homotopy

method to UA741, the number of steps is 111.
6.

the open-loop gain of the circuit becomes very high.

Figure 7 shows the curves of the circuit with the BE
0
=0.7. The number of steps used for
probes using vBE
nding the DC operating-point is 39. From our experience in applying our technique to many other circuits,
we found that the BE probes are more eective than
the other probes for a class of practical circuits (such as
UA741) having the topological loop composed of voltage source branches and BJT branches only. When we
use the diagonal probes the number of steps is 587, the
BC probes 187, and the BC and BE probes 179, respectively. Furthermore, the BE probes are also more
eective than the Newton homotopy method for that

Diode-transistor circuit.

Direct Implementation on SPICE-Like Simulators

As shown above, by utilizing the solution-tracing circuit technique, the FP homotopy method can be implemented with no modications to the existing simulators. In this section, we further show that the FP
homotopy method can be easily implemented directly
on the existing simulators.
As discussed in Sect. 3, Eq. (6) is composed of the
original circuit to be solved and the other additional
terms. Hence, if we replace Eq. (5a) with Eq. (6), the
linearized equation of Eq. (5), used in the BDF curvetracing algorithm, can be written as

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228



Jo
0

0
0






x
bo
=
+ bH (18)
+ JH
t
0

where J o and bo are the Jacobian matrix and the excitation vector of the original circuit, respectively. J H
and bH are the Jacobian matrix and the excitation vector of Eq. (5b) and the last terms in the LHS of Eq. (6),
respectively.
Equation (18) shows that the Jacobian matrix and
the excitation vector of the linearized equation can
be constructed by only adding J H and bH to those
of original circuit to be solved. This implies that we
need no modications to the existing programs but
only an additional subroutine which constructs J H and
bH . Therefore, by using our technique, the FP homotopy method can be easily implemented directly on the
SPICE-like simulators through a small modication to
the existing programs.
7.

Conclusions

In this paper, a practical implementation technique for

the FP homotopy method has been presented for nding DC operating-points of nonlinear circuits. We have
proposed a solution-tracing circuit for the FP homotopy method and an extended version of the FP homotopy method. Moreover, we have proved that the
proposed method is globally convergent. Furthermore,
we have shown numerical examples to demonstrate the
eectiveness of the proposed technique. We have also
shown that the proposed FP homotopy method can be
easily implemented directly on the existing simulators.
Acknowledgment
The authors would like to thank Professor Hiroaki
Yamada of University of East Asia for his encouragement. They are also grateful to Emeritus Professor
Kazuo Horiuch of Waseda University, also Professor
of University of East Asia, and Professor Akio Ushida
of Tokushima University for their fruitful discussions.
Moreover, they wish to thank Professor Eigo Kaji of
University of East Asia for his assistance and helpful
discussions.
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Appendix:

Proof of Theorem 1

To prove Theorem 1, it is sucient to prove that

[4],[16],[22]
1. for all x {x Rn |x = xI }, h(x, t0 ) = 0 holds,
and
2. there exists an r > 0 such that for all x {x
Rn |  x  r} and t [t0 , 1), h(x, t) = 0 holds.
We rst prove the above item 1 in the following lemma.
Lemma 1: For all x {x R |x = x }, h(x, t ) =
0.

Proof: Let 0 = (1 t0 )/t0 and xI = (uI , iI ).

Since h(xI , t0 ) = 0, h(x, t0 ) = h(x, t0 ) h(xI , t0 )
T

holds. Multiplying h(x, t) = hg (x, t), hE (uE , i, t)
in Eq. (16) at t = t0 by


T
(u uI )
/t0
(i iI )
T

uET i

and considering u DE i =
= i uE , we obtain



T
(u uI )
h(x, t0 )/t0
(i iI )


T
(u uI )
=
{h(x, t0 ) h(xI , t0 )}/t0
(i iI )
= (u uI )T {Dg g(DgT u) + DE i + J
+

Dg GFP DgT (u u0 ) Dg g(DgT uI )

DE iI J 0 Dg GFP DgT (uI u0 )}
0

(i iI )T {uE E 0 RFP (i i0 )
uEI + E + 0 RFP (iI i0 )}

= {DgT (u uI )}T {g(DgT u) + 0 GFP DgT u}


{g(DgT uI ) + 0 GFP DgT uI }
+ (i i ) RFP (i i ).
I T

(A 1)



Since g(vb ) + 0 GFP vb is uniformly passive on vbI =
DgT uI , there exists a gG > 0 such that

{DgT (u uI )}T {g(DgT u) + 0 GFP DgT u}


{g(DgT uI ) + 0 GFP DgT uI }
gG DgT (u uI )2 .
From Eqs. (12) and (13), DgT u ug  holds. Therefore, Eq. (A 1) becomes


T
(u uI )
h(x, t0 )/t0
(i iI )
gG DgT (u uI )2 + 0 RFP i iI 2
gG ug ugI 2 + 0 RFP i iI 2 .
Hence, for all ug and i such that ug = ugI or i = iI ,


T
(u uI )
h(x, t0 )/t0 > 0
(i iI )
holds, which implies h(x, t0 ) = 0. So far, we have discussed the components ug and i of the variable vector
x. Consider also the other component uE . If i = iI ,
then clearly h(x, t0 ) = 0 holds. Therefore, we assume
that i = iI . Then from Eq. (16b),
hE (uE , i, t0 ) = hE (uE , i, t0 ) hE (uEI , iI, t0 )
= t0 uE t0 E (1 t0 )RFP (iI i0 )
t0 uEI + t0 E + (1 t0 )RFP (iI i0 )
= t0 (uE uEI ).
Therefore, for all (uE , i) {(uE , i) R2M |uE =
uEI , i = iI }, hE (uE , i, t0 ) = 0 holds, which implies
h(x, t0 ) = 0. Hence, for all ug , i, and uE such
that ug = ugI or i = iI or uE = uEI , h(x, t0 ) = 0
holds, which implies for all x {x Rn |x = xI },
h(x, t0 ) = 0.

Next, we prove the above item 2 in the following lemmas. First of all, we have the following lemma as preliminaries for the subsequent lemmas.
Lemma 2: There exist a > 0, a 1 > 0 and a 2 > 0
such that for all x Rn and t [t0 , 1),
(u u0 )T hg (x, t)/t
(DgT u vbp  1 )2 2
+ (uE uE0 )T (i + JE ).

(A 2)

Proof: Let = (1 t)/t. Multiplying hg (x, t) in

Eq. (16a) by (u u0 )T /t, we obtain
(u u0 )T hg (x, t)/t
= {DgT (u u0 )}T g(DgT u)
+ (u u0 )T DE i + (u u0 )T J
+ {DgT (u u0 )}T GFP DgT (u u0 ).

IEICE TRANS. FUNDAMENTALS, VOL.E85A, NO.1 JANUARY 2002

230

Since (0, 0 ], GFP is positive semi-denite,

uT DE = uET , and uT J = uET JE + ugT Jg , we obtain
(uu0 )T hg (x, t)/t
{DgT (uu0 )}T g(DgT u)+(uE uE0 )T (i+JE )
+ (ug ug0 )T Jg .

(A 3)

From the assumption that g is Lipschitz continuous and

uniformly passive on vbp , there exist an L > 0 and a
> 0 such that for all u RN
g(DgT u)

g(vbp )

LDgT u

vbp 

Also, DgT u ug  holds. Let 3 = g(vbp ) and

4 = DgT u0 vbp . Hence, we obtain
{DgT (u u0 )}T g(DgT u)
= (DgTuvbp DgTu0 +vbp )T

{g(DgTu)g(vbp )+g(vbp )}
(DgT u vbp )T {g(DgT u) g(vbp )}
+ (DgT u vbp )T g(vbp )
(DgT u0 vbp )T {g(DgT u) g(vbp )}
(DgT u0 vbp )T g(vbp )
DgT u vbp 2 (3 + 4 L)DgT u vbp 
3 4 .

1
i = 1 RFP
(uE E) + i0 .

(A 5)

Substituting Eq. (A 5) into Eq. (A 2), we obtain

(u u0 )T hg (x, t)/t
{DgT u vbp  1 }2 2
1
+ (uE uE0 )T { 1 RFP
(uE E)

+ i0 + JE }.

(DgT u vbp )T {g(DgT u) g(vbp )} DgT u vbp 2 .

Proof: If hE (uE , i, t) = 0, then clearly h(x, t) = 0

holds. Therefore, we assume that hE (uE , i, t) = 0.
Then from Eq. (16b) we obtain

(A 4)

Substituting Eq. (A 4) into Eq. (A 3) and considering

ug ug0  DgT u DgT u0 + vbp vbp 
DgT u vbp  + 4
we obtain
(u u0 )T hg (x, t)/t
DgT u vbp 2
(3 + 4 L + Jg )DgT u vbp 
3 4 4 Jg  + (uE uE0 )T (i + JE )
= {DgT u vbp  (3 + 4 L + Jg )/(2)}2
(3 + 4 L + Jg )2 /(4) 4 (3 + Jg )
+ (uE uE0 )T (i + JE ).
Let 1 = (3 + 4 L + Jg )/(2) and 2 = (3 +
4 L + Jg )2 /(4) + 4 (3 + Jg ). Therefore, we obtain Eq. (A 2).

(A 6)

The last term in Eq. (A 6) becomes

1
(uE uE0 )T { 1 RFP
(uE E) + i0 + JE }
T

1
{uET uE (uE0 + E)T uE + uE0 E}
= 1 RFP
T

+ uET (i0 + JE ) uE0 (i0 + JE )

1
1 RFP
{uE 2
(uE0 + E + RFP i0 + JE )uE 
(E + RFP i0 + JE )uE0 }.
(A 7)
Substituting Eq. (A 7) into Eq. (A 6) and considering
its rst term being positive, we obtain
(u u0 )T hg (x, t)/t
1
2 + 1 RFP
{uE 2

(uE0 + E + RFP i0 + JE )uE 

(E + RFP i0 + JE )uE0 }
1
{uE 2
= 1 RFP

(uE0 + E + RFP i0 + JE )uE 

(E + RFP i0 + JE )uE0 
RFP 2 }.
(A 8)
Since t [t0 , 1) and (0, 0 ] (for instance, t0 = 102
and 0 = 99 ), there exist a 5 > 0 and a 6 > 0 such
that
uE0 + E + RFP i0 + JE  5
(E + RFP i0 + JE )uE0  + RFP 2 6 .
Therefore, Eq. (A 8) becomes
(u u0 )T hg (x, t)/t
1
(uE 2 5 uE  6 ).
1 RFP
Since t > 0 and RFP > 0, there exists an r1 > 0 such
that uE  r1 implies (uu0 )T hg (x, t)/t > 0. Hence,
for all uE {uE RM |uE  r1 } and t [t0 , 1),

hg (x, t) = 0 holds, which implies h(x, t) = 0.

In order to prove the above item 2, we divide the discussion into three steps by dividing the variable vector
x into the three components, uE , ug , and i. In the rst
step, regarding uE , we obtain the following lemma.

In the second step, with regard to ug , we have the following lemma.

Lemma 3: There exists an r1 > 0 such that for all

uE {uE RM |uE  r1 } and t [t0 , 1), h(x, t) =
0.

Lemma 4: There exists an r2 > 0 such that for all

u {(uE , ug ) RN |uE  < r1 , ug  r2 } and t

[t0 , 1), h(x, t) = 0.

INOUE et al.: A PRACTICAL APPROACH FOR THE FIXED-POINT HOMOTOPY METHOD

231

Proof: Multiplying hgg (u, t) in Eq. (17b) by (ug

ug0 )T /t, we obtain
(ug ug0 )T hgg (u, t)/t
T
= {Dgg
(ug ug0 )}T g(DgT u) + (ug ug0 )T Jg
T
+ {Dgg
(ug ug0 )}T GFP DgT (uu0 ).
T
T
ug = DgT u DgE
uE
From the relation Dgg

(ug ug0 )T hgg (u, t)/t

DgT u vbp 2
(3 + 4 L)DgT u vbp  3 4
ug Jg  ug0 Jg 
T
DgE
(uE uE0 ) L DgT u
T
(uE uE0 )g(0)
DgE
T
DgE
(uE uE0 ) GFP DgT (uu0 ).

(A 9)
(ug ug0 )T hgg (u, t)/t
=

{DgT (u u0 )}T g(DgT u) + (ug ug0 )T Jg

T
{DgE
(uE uE0 )}T g(DgT u)
+ {DgT (u u0 )}T GFP DgT (u u0 )
T
(uE uE0 )}T GFP DgT (u u0 )
{DgE
{DgT (u u0 )}T g(DgT u) + (ug ug0 )T Jg
T
{DgE
(uE uE0 )}T {g(DgT u) g(0)}
T
(uE uE0 )}T g(0)
{DgE
+ {DgT (u u0 )}T GFP DgT (u u0 )
T
{DgE
(uE uE0 )}T GFP DgT (uu0 ).

Since GFP is positive semi-denite and GFP vb 

GFP vb 
(ug ug0 )T hgg (u, t)/t
{DgT (u u0 )}T g(DgT u) + (ug ug0 )T Jg
T
{DgE
(uE uE0 )}T {g(DgT u) g(0)}
T
{DgE
(uE uE0 )}T g(0)
T
{DgE
(uE uE0 )}T GFP DgT (u u0 )

{DgT (u

ug Jg 

)} g(DgT u)
ug0 Jg 

Since DgT u ug , we obtain

DgT u vbp 2
ug 2 2DgT uvbp  + vbp 2 .

(A 10)

Substituting Eq. (A 10) into Eq. (A 9) and arranging

it, we obtain
(ug ug0 )T hgg (u, t)/t ug 2
T
{3 + 4 L + DgE
(uE uE0 )(L + GFP )
p
+ 2vb } Dg u
ug Jg  3 4 ug0 Jg 
(3 + 4 L)vbp 
T
(uE uE0 ) GFP DgT u0 
DgE
T
DgE
(uE uE0 )g(0) + vbp 2 .

(A 11)

Since (0, 0 ] and uE  < r1 , there exist a 7 > 0, a

8 > 0 and a 9 > 0, such that
T
{3 + 4 L + DgE
(uE uE0 )(L + GFP )
p
+ 2vb } Dg  7

Jg  = 8

T
(uE uE0 )g(DgT u) g(0)
DgE
T
DgE
(uE uE0 )g(0)
T
DgE
(uE uE0 ) GFP DgT (uu0 ).

3 4 + ug0 Jg  + (3 + 4 L)vbp 

T
+ DgE
(uE uE0 ) GFP DgT u0 
T
+ DgE
(uE uE0 )g(0) vbp 2 9 .

Hence, Eq. (A 11) becomes

(ug ug0 )T hgg (u, t)/t

Since g is Lipschizt continuous

ug 2 7 u 8 ug  9 .

(ug ug0 )T hgg (u, t)/t

From u ug  + uE  < ug  + r1 , we obtain

{DgT (u

ug Jg 

T
DgE
(uE
T
DgE
(uE

)} g(DgT u)
ug0 Jg 
T

uE0 ) L DgT u
uE0 )g(0)
T
(uE uE0 ) GFP DgT (uu0 ).
DgE

From Eq. (A 4),

(ug ug0 )T hgg (u, t)/t

ug 2 (7 + 8 )ug  (r1 7 + 9 ).
Therefore, there exists an r2 > 0 such that ug  r2
implies (ug ug0 )T hgg (u, t)/t > 0. Hence, for all u
{(uE , ug ) RN |uE  < r1 , ug  r2 } and t [t0 , 1),

hgg (u, t) = 0 holds, which implies h(x, t) = 0.

From Lemmas 3 and 4, we obtain the following lemma.

IEICE TRANS. FUNDAMENTALS, VOL.E85A, NO.1 JANUARY 2002

232

Lemma 5: There exists an r3 > 0 such that for all

u {u RN |u r3 } and t [t0 , 1), h(x, t) = 0.

Proof: Set r3 = r1 + r2 . If u r3 , then either

uE  r1 holds or uE  < r1 and ug  r2 hold.
Hence, from Lemmas 3 and 4 the conclusion follows.

In the third step, with respect to i, we prove the following lemma.

Lemma 6: There exists an r4 > 0 such that for all
x {(u, i) Rn |u < r3 , i r4 } and t [t0 , 1),
h(x, t) = 0.

Proof: Multiplying hgE (x, t) in Eq. (17a) by iT /t, we

obtain
iT hgE (x, t)/t
= i2 + iT {DgE g(DgT u) + JE
+ DgE GFP DgT (u u0 )}
i2 iDgE g(DgT u) + JE
+ DgE GFP DgT (u u0 ).
Since u < r3 and (0, 0 ], there exists a 10 > 0
such that
DgE g(DgT u) + JE
+ DgE GFP DgT (u u0 ) 10 .
Hence, we obtain
iT hgE (x, t)/t i2 10 i.
Therefore, there exists an r4 > 0 such that i r4
implies iT hgE (x, t)/t > 0. Hence, for all x {(u, i)
Rn |u < r3 , i r4 } and t [t0 , 1), hgE (x, t) = 0
holds, which implies h(x, t) = 0.

From Lemmas 5 and 6, we have the following lemma.

Lemma 7: There exists an r > 0 such that for all
x {x Rn |x r} and t [t0 , 1), h(x, t) = 0.
Proof: Set r = r3 + r4 . If x r, then either u
r3 holds or u < r3 and i r4 hold. Hence, from
Lemmas 5 and 6, the conclusion follows.

Therefore, from Lemmas 1 and 7, we have proved Theorem 1.

Yasuaki Inoue
was born in Niigata,
Japan, on September 6, 1945. He received a diploma from the Department
of Electronics, Nagaoka Technical High
School, Niigata, Japan, in 1964 and the
D.E. degree in electronics and communication engineering from Waseda University, Tokyo, Japan, in 1996. From 1964
to 2000, he was with Sanyo Electric Co.,
Ltd., Gunma, Japan, where he was engaged in research and development in analog integrated circuits and analog/digital CAD systems. In Sanyo
Semiconductor Company, he was General Manager of the CAD
Engineering Department from 1993 to 1998 and the Memory Development Department from 1998 to 2000. He holds over forty
patents. Since 2000, he has been a Professor with the Department of Integrated Cultures and Humanities, also a Professor
with the Graduate School of Integrated Science and Art (Multimedia Masters Course), University of East Asia, Shimonoseki,
Japan. His research interests include numerical analysis of nonlinear circuits and systems, analog circuits, and CAD systems.
He was an Associate Editor of the IEEE Transactions on Circuits and Systems Part II from 1997 to 1999. He received the
Ishikawa Award from the Union of Japanese Scientists and Engineers in 1988 and the Distinguished Service Award from the
Science and Technology Agency, the Japanese Government, in
1999. Dr. Inoue is a member of IEEE.

Saeko Kusanobu
was born in
Okayama, Japan. She received the B.S.
degree in mathematics from Shimane University, Matsue, Japan, in 1994 and the
M.S. and D.E. degrees in information science from Hiroshima University, Hiroshima, Japan, in 1996 and 1999, respectively. Since 2000, she has been an Assistant Professor with the Department of
Integrated Cultures and Humanities, University of East Asia, Shimonoseki, Japan.
Her research interests include numerical analysis of nonlinear circuits and systems, and the applications of the statistical technique to image analysis. Dr. Kusanobu is a member of the
Japanese Society of Computational Statistics and the Japan Statistical Society.

INOUE et al.: A PRACTICAL APPROACH FOR THE FIXED-POINT HOMOTOPY METHOD

233

Kiyotaka Yamamura
was born in
Tokyo, Japan, on December 19, 1959. He
received the B.E., M.E., and D.E. degrees,
all in electronics and communication engineering, from Waseda University, Tokyo,
Japan, in 1982, 1984, and 1987, respectively. From 1985 to 1987, he was a Research Assistant with the School of Science and Engineering, Waseda University.
From 1988 to 1998, he was an Associate
Professor with the Department of Computer Science, Gunma University, Kiryu, Japan. Since 1999, he
has been a Professor with the Department of Electrical, Electronic, and Communication Engineering, Chuo University, Tokyo, Japan. His research interests include numerical analysis of
nonlinear circuits and systems. From 1994 to 1998, he was an
Associate Editor of the IEICE Transactions on Fundamentals.
He received the Niwa Memorial Award from the Niwa Memorial Foundation in 1986, the Shinohara Memorial Young Engineer Award from IEICE in 1986, the Inoue Research Award
for Young Scientists from the Inoue Foundation in 1989, the
Telecom-System Technology Awards from the Telecommunications Advancement Foundation in 1990 and 1999, the Best Paper
Award from IEICE in 1999, the IBM Japan Science Prize in 1999,
and the Ohm Technology Award from the Promotion Foundation
for Electrical Science and Engineering in 2000. Dr. Yamamura is
a Senior Member of IEEE.