Finite Difference Weerakoon-Fernando Method to solve nonlinear equations without using derivatives
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Publication:6359780
arXiv2102.02367MaRDI QIDQ6359780FDOQ6359780
Authors: S. L. Heenatigala, S. Weerakoon, T. G. I. Fernando 
Publication date: 3 February 2021
Abstract: This research was mainly conducted to explore the possibility of formulating an efficient algorithm to find roots of nonlinear equations without using the derivative of the function. The Weerakoon-Fernando method had been taken as the base in this project to find a new method without the derivative since Weerakoon-Fernando method gives 3rd order convergence. After several unsuccessful attempts we were able to formulate the Finite Difference Weerakoon-Fernando Method (FDWFM) presented here. We noticed that the FDWFM approaches the root faster than any other existing method in the absence of the derivatives as an example, the popular nonlinear equation solver such as secant method (order of convergence is 1.618) in the absence of the derivative. And the FDWFM had three function evaluations and secant method had two function evaluations. By implementing FDWFM on nonlinear equations with complex roots and also on systems of nonlinear equations, we received very encouraging results. When applying the FDWFM to systems of nonlinear equations, we resolved the involvement of the Jacobian problem by following the procedure in the Broyden's method. The computational order of convergence of the FDWFM was close to 2.5 for all these cases. This will undoubtedly provide scientists the efficient numerical algorithm, that doesn't need the derivative of the function to solve nonlinear equations, that they were searching for over centuries.
Numerical mathematical programming methods (65K05) Applications to the sciences (65Z05) Tables in numerical analysis (65A05)
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