Generalized newton multi-step iterative methods GMN_p,m for solving system of nonlinear equations

ABSTRACT

A generalization of the Newton multi-step iterative method is presented, in the form of distinct families of methods depending on proper parameters. The proposed generalization of the Newton multi-step consists of two parts, namely the base method and the multi-step part. The multi-step part requires a single evaluation of function per step. During the multi-step phase, we have to solve systems of linear equations whose coefficient matrix is the Jacobian evaluated at the initial guess. The direct inversion of the Jacobian it is an expensive operation, and hence, for moderately large systems, the lower-upper triangular factorization (LU) is a reasonable choice. Once we have the LU factors of the Jacobian, starting from the base method, we only solve systems of lower and upper triangular matrices that are in fact computationally economical. The developed families involve unknown parameters, and we are interested in setting them with the goal of maximizing the convergence order of the global method. Few families are investigated in some detail. The validity and numerical accuracy of the solution of the system of nonlinear equations are presented via numerical simulations, also involving examples coming from standard approximations of ordinary differential and partial differential nonlinear equations. The obtained results show the efficiency of constructed iterative methods, under the assumption of smoothness of the nonlinear function.

KEYWORDS:

• Multi-step Newton iterative methods
• systems of nonlinear equations
• ordinary differential equations
• partial differential equations

2010 MSC SUBJECT CLASSIFICATIONS:

• 65H10
• 65L05
• 65L10
• 65N35
• 65M70

Acknowledgements

We are thankful to reviewer for their suggestions to improve the quality of the article.

Disclosure statement

No potential conflict of interest was reported by the authors.