On the approximation of derivatives using divided difference operators preserving the local convergence order of iterative methods

DOI10.1016/J.CAM.2012.06.005MaRDI QIDQ455864zbMATHOpenAlexFDO

Authors Miquel Grau-Sánchez, Miquel Noguera, Sergio Amat

Publication date 22 October 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.2281

zbMATH Keywords

numerical examplesiterative methodscomputational efficiencydivided differencesorder of convergencesystems of nonlinear equationsOstrowski's methodderivative-free algorithm

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical computation of solutions to systems of equations (65H10)

Abstract: A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations are written and analyzed. A direct computation of the local order of convergence for these variants of Ostrowski's method is given. In order to preserve the local order of convergence, any divided difference operator is not valid. Two counterexamples of computation of a classical divided difference operator without preserving the order are presented. A new divided difference operator solving this problem is proposed. Furthermore, a computation that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced.

Recommendations

• On the approximation of \(m\)th power divided differences preserving the local order of convergence
• Frozen divided difference scheme for solving systems of nonlinear equations
• Derivative free iterative methods for nonlinear systems
• Ostrowski type methods for solving systems of nonlinear equations
• On a quadratically convergent iterative method using divided differences of order one

Cited in

(60)

• scientific article; zbMATH DE number 6258299 (Why is no real title available?)
• On a quadratically convergent method using divided differences of order one under the gamma condition
• Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations
• New efficient derivative free family of seventh-order methods for solving systems of nonlinear equations
• CMMSE: a novel scheme having seventh-order convergence for nonlinear systems
• Improved Newton-like methods for solving systems of nonlinear equations
• Extended ball convergence of a seventh order derivative free method for solving system of equations with applications
• Stability analysis of Jacobian-free iterative methods for solving nonlinear systems by using families of \(m\)th power divided differences
• On some efficient derivative-free iterative methods with memory for solving systems of nonlinear equations
• Ostrowski type methods for solving systems of nonlinear equations
• An efficient sixth-order Newton-type method for solving nonlinear systems
• Efficient derivative-free numerical methods for solving systems of nonlinear equations
• An improvement of the Kurchatov method by means of a parametric modification
• Local convergence of a multi-step high order method with divided differences under hypotheses on the first derivative
• Two efficient derivative-free iterative methods for solving nonlinear systems
• A significant improvement of a family of secant-type methods
• On a reduced cost derivative-free higher-order numerical algorithm for nonlinear systems
• A Modified Newton–Özban Composition for Solving Nonlinear Systems
• Note on the efficiency of some iterative methods for solving nonlinear equations
• Extended convergence ball for an efficient eighth order method using only the first derivative
• A multidimensional generalization of some classes of free-derivative iterative methods to solve nonlinear equations
• On the approximation of \(m\)th power divided differences preserving the local order of convergence
• Derivative free iterative methods for nonlinear systems
• Extended iterative schemes based on decomposition for nonlinear models
• Seventh-order derivative-free iterative method for solving nonlinear systems
• Frozen divided difference scheme for solving systems of nonlinear equations
• A novel family of composite Newton-Traub methods for solving systems of nonlinear equations
• A novel derivative free algorithm with seventh order convergence for solving systems of nonlinear equations
• Local convergence of bilinear operator free methods under weak conditions
• A family of higher order derivative free methods for nonlinear systems with local convergence analysis
• Highly efficient solvers for nonlinear equations in Banach space
• An efficient family of Chebyshev-Halley's methods for system of nonlinear equations
• Efficient Jarratt-like methods for solving systems of nonlinear equations
• The derivative-free double Newton step methods for solving system of nonlinear equations
• On the local convergence of a family of two-step iterative methods for solving nonlinear equations
• Higher-order modification of Steffensen's method for solving system of nonlinear equations
• Kurchatov-type methods for non-differentiable Hammerstein-type integral equations
• Extended ball convergence for a seventh order derivative free class of algorithms for nonlinear equations
• Efficient higher order derivative-free multipoint methods with and without memory for systems of nonlinear equations
• Multi-step derivative-free preconditioned Newton method for solving systems of nonlinear equations
• High order family of multivariate iterative methods: convergence and stability
• A study of the local convergence of a fifth order iterative method
• Local convergence of parameter based method with six and eighth order of convergence
• A geometric orthogonal projection strategy for computing the minimum distance between a point and a spatial parametric curve
• Simple yet efficient Newton-like method for systems of nonlinear equations
• On the convergence of secant-like methods
• A multidimensional generalization of some classes of iterative methods
• A class of Steffensen-type iterative methods for nonlinear systems
• Higher order derivative-free iterative methods with and without memory for systems of nonlinear equations
• A new high-order and efficient family of iterative techniques for nonlinear models
• Extended three step sixth order Jarratt-like methods under generalized conditions for nonlinear equations
• A fixed-point type result for some non-differentiable Fredholm integral equations
• An adaptive Steffensen-like families for solving nonlinear systems using frozen divided differences
• Solving non-differentiable Hammerstein integral equations via first-order divided differences
• An improvement of derivative-free point-to-point iterative processes with central divided differences
• Extended high convergence compositions for solving nonlinear equations in Banach space
• A procedure to obtain quadratic convergence from the secant method
• Extended efficient high convergence order schemes for equations
• Extended convergence for a fifth‐order novel scheme free from derivatives
• Optimal choice of parameters in higher-order derivative-free iterative methods for systems of nonlinear equations

This page was built for publication: On the approximation of derivatives using divided difference operators preserving the local convergence order of iterative methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q455864)