The convergence of the perturbed Newton method and its application for ill-conditioned problems (Q426284): Difference between revisions
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Revision as of 02:31, 20 March 2024
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English | The convergence of the perturbed Newton method and its application for ill-conditioned problems |
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The convergence of the perturbed Newton method and its application for ill-conditioned problems (English)
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11 June 2012
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The paper deals with the numerical solution to nonlinear equations, in particular the case of multiple or almost multiple roots. For this kind of ill-posed problem, the authors propose a modification of the classical Newton method called ``perturbed Newton method''. The idea of this algorithm is calculating the inverse derivative on every Newton iteration at a point given by a combination of the current approximation and the result of an action of some given linear operator. This operator can be selected depending on the equation features. The authors provide a theoretical investigation of convergence and practical recommendations for the use of the proposed method. The perturbed Newton behaves in a way similar to the classic Newton: when the iterates are far from the root it behaves like a bisection and if they are close to the root the sequence becomes second order. Presented numerical examples show the flexibility of perturbed Newton for ill-posed problems and demonstrate its better numerical performance when compared to the classical Newton for ill-posed equations.
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Newton method
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nonlinear equations
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ill-posed problems
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multiple or almost multiple roots
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perturbed Newton method
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algorithm
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convergence
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numerical example
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