Can Successive Over-Relaxation be used for Nonlinear Equations?

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My question was whether or not successive over-relaxation (http://en.wikipedia.org/wiki/Successive_over-relaxation) could be used to find solutions to a nonlinear equation. In particular I am interested if it is possible to obtain multiple solutions (assuming your nonlinear ode has multiple solutions) by varying your choice of values for the first iteration.

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The short answer is yes. If your problem has been reduced to a system of non-linear algebraic equations, then, generally, that must be solved iteratively. There are many methods -- but the first step is to find local solutions by linearizing the system. The SOR can be used to solve the linear system.

If the solution is not unique - then which solution is obtained (if any) depends more on the initial guess - and probably not the relaxation parameter which may control rate of convergence.

For a simple analogy consider how Newton's method is used to find the roots of a single non-linear equation.