Variants of Steffensen-Secant method and applications (Q988595): Difference between revisions
From MaRDI portal
Latest revision as of 03:01, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variants of Steffensen-Secant method and applications |
scientific article |
Statements
Variants of Steffensen-Secant method and applications (English)
0 references
18 August 2010
0 references
Let \(f:D \rightarrow\mathbb R\) be a sufficiently differentiable function with a simple root \(a \in D\), with \(D \subset\mathbb R\) an open set. The authors define a parametric variant of the Steffensen-secant method as follows. Let \(A_{n+1} = f(x_n)\) and \(B_{n+1} = f(x_n+\lambda_nA_{n+1})\). Also, let \(\bar{x_{n+1}} = x_n-\frac{\lambda_nA^2_{n+1}}{B_{n+1}-A_{n+1}}\), and \(C = f(\bar{x_{n+1}})\). Then \[ x_{n+1} = x_n - \frac{\lambda_nA^3_{n+1}}{[B_{n+1}-A_{n+1}][A_{n+1}-C_{n+1}]}. \] Note that this only requires three evaluations of the function at each step. The authors prove that one obtains at least cubic convergence. For three judicious choices of \(\lambda_n\), the authors are able to prove \(\lim_{n\rightarrow \infty}\lambda_n = - 1/f'(a)\), and thus that the third-order asymptotic convergence constant is 0. This gives super cubic convergence for these choices of \(\lambda_n\). The authors also present modifications of Steffensen-secant methods for multiple roots. With appropriate hypotheses, a modified parametric variant of the Steffensen-secant method is linearly convergent, and the modified variant is quadratically convergent. In addition to proving the efficiency of their methods, the authors show by experimentation that their methods are nearly always faster and converge faster than previously proposed methods. They also apply their methods to the ``multiple-shooting method'' for solving boundary value problems.
0 references
nonlinear equation
0 references
Newton's method
0 references
derivative-free
0 references
super cubic convergence
0 references
simple/multiple root
0 references
multiple shooting method
0 references
numerical examples
0 references
Steffensen-secant methods
0 references
efficiency
0 references
boundary value problems
0 references
0 references
0 references