Full linear multistep methods as root-finders

DOI10.1016/J.AMC.2017.09.003MaRDI QIDQ2422976zbMATH OpenOpenAlexFDO

Authors Bart S. van Lith, J. H. M. ten Thije Boonkkamp, W. L. Ijzerman

Publication date 21 June 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.03174

zbMATH Keywords

convergence rateiterative methodslinear multistep methodsnonlinear equationroot-finder

Mathematics Subject Classification ID

Numerical computation of solutions to single equations (65H05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Abstract: Root-finders based on full linear multistep methods (LMMs) use previous function values, derivatives and root estimates to iteratively find a root of a nonlinear function. As ODE solvers, full LMMs are typically not zero-stable. However, used as root-finders, the interpolation points are convergent so that such stability issues are circumvented. A general analysis is provided based on inverse polynomial interpolation, which is used to prove a fundamental barrier on the convergence rate of any LMM-based method. We show, using numerical examples, that full LMM-based methods perform excellently. Finally, we also provide a robust implementation based on Brent's method that is guaranteed to converge.

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Describes a project that uses

Uses Software

• BRENT

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