DOI QR코드

DOI QR Code

HIGH-ORDER NEWTON-KRYLOV METHODS TO SOLVE SYSTEMS OF NONLINEAR EQUATIONS

  • Received : 2011.03.08
  • Accepted : 2011.03.10
  • Published : 2011.03.25

Abstract

In [21], we compared the Newton-Krylov method and some high-order methods to solve nonlinear systems. In this paper, we propose high-order Newton-Krylov methods combining the Newton-Krylov method with some high-order iterative methods to solve systems of nonlinear equations. We provide some numerical experiments including comparisons of CPU time and iteration numbers of the proposed high-order Newton-Krylov methods for several nonlinear systems.

Keywords

References

  1. M. Drexler, Newton method as a global solver for non-linear problems, Ph.D. Thesis, University of Oxford, 1997.
  2. S. Amat, S. Busquier, J.M. Gutierrez, Geometric constructions of iterative methods to solve nonlinear equations, Comp. Appl. Math., 157 (2003) 197-205. https://doi.org/10.1016/S0377-0427(03)00420-5
  3. J.M. Gutierrez, M.A. Hernandez, A family of Chebyshev-Halley type methods in Banach spaces, Bull. Austral. Math. Soc., 55 (1997) 113-130. https://doi.org/10.1017/S0004972700030586
  4. D.K.R. Babajee, M.Z. Dauhoo, M.T. Darvishi, A. Barati, A note on the local convergence of iterative methods based on Adomian decomposition method and 3-node quadrature rule, Appl. Math. Comput., 200 (2008) 452- 458. https://doi.org/10.1016/j.amc.2007.11.009
  5. D.K.R. Babajee, M.Z. Dauhoo, An analysis of the properties of the variants of Newton's method with third order convergence, Appl. Math. Comput., 183 (2006) 659-684. https://doi.org/10.1016/j.amc.2006.05.116
  6. D.K.R. Babajee, M.Z. Dauhoo, Analysis of a family of two-point iterative methods with third order convergence, In: Simos, T.E., Psihoyios, G., Tsitouras, Ch. (eds.) International Conference on Numerical Analysis and Applied Mathematics 2006, WILEY-VCH Verlag GmbH & Co. KGaA, Greece, 2006, pp. 658-661.
  7. A. Cordero, J.R. Torregrosa, Variants of Newton's method for functions of seversl variables, Appl. Math. Comput., 183 (2006) 199-208. https://doi.org/10.1016/j.amc.2006.05.062
  8. M.T. Darvishi, A. Barati, A third-order Newton-type method to solve systems of nonlinear equations, Appl. Math. Comput., 187 (2007) 630-635. https://doi.org/10.1016/j.amc.2006.08.080
  9. M.T. Darvishi, A. Barati, Super cubic iterative methods to solve systems of nonlinear equations, Appl. Math. Comput., 188 (2007) 1678-1685. https://doi.org/10.1016/j.amc.2006.11.022
  10. M.T. Darvishi, A two-step high-order Newton-like method to solve systems of nonlinear equations, International J. of Pure and Applied Mathematics, 57(4), (2009) 543-555.
  11. M.T. Darvishi, Some three-step iterative methods free from second order derivative for finding solutions of systems of nonlinear equations, International J. of Pure and Applied Mathematics, 57(4), (2009) 557-573.
  12. J.A. Ezquerro, M.A. Hernandez, A uniparametric Halley-type iteration with free second derivative, Int. J. Pure Appl. Math., 6 (2003) 103-114.
  13. J.A. Ezquerro, M.A. Hernandez, On Halley-type iterations with free second derivative, J. Comp. Appl. Math., 170 (2004) 455-459. https://doi.org/10.1016/j.cam.2004.02.020
  14. M. Frontini, E. Sormani, Third-order methods from quadrature formulae for solving systems of nonlinear equations, Appl. Math. Comput., 149 (2004) 771-782. https://doi.org/10.1016/S0096-3003(03)00178-4
  15. M. Grau-Sanchez, Improvements of the efficiency of some three-step iterative Newton-like methods, Numer. Math., 107 (2007) 131-146. https://doi.org/10.1007/s00211-007-0088-8
  16. M.A. Hernandez, Second-Derivative-Free variant of the Chebyshev method for nonlinear equations, J. Opt. Theo. Appl., 104 (2000) 501-515. https://doi.org/10.1023/A:1004618223538
  17. H.H.H. Homeier, Modified Newton method with cubic convergence: the multivariate case, J. Comput. Appl. Math., 169 (2004) 161-169. https://doi.org/10.1016/j.cam.2003.12.041
  18. O. Varmann, High order iterative methods for decomposition-coordination problems, Okio Technologinis IR Ekonominis Vystymas Technological and Economical Development of Economics, 7 (2006) 56-61.
  19. M.T. Darvishi, A. Barati, A fourth-order method from quadrature formulae to solve systems of nonlinear equations, Appl. Math. Comput., 188 (2007) 257-261. https://doi.org/10.1016/j.amc.2006.09.115
  20. G.H. Nedzhibov, A family of multi-point iterative methods for solving systems of nonlinear equations, J. Comput. Appl. Math., 222 (2) (2008) 244-250. https://doi.org/10.1016/j.cam.2007.10.054
  21. M.T. Darvishi, B.-C. Shin, A Comparison of Newton-Krylov method with some high order Newton-like methods to solve systems of nonlinear equations, Appl. Math. Comput., 217 (2010) 3190-3198. https://doi.org/10.1016/j.amc.2010.08.051
  22. S.C. Eisenstat, H.F. Walker, Globally convergent inexact Newton methods, SIAM J. Optimization, 4 (1994) 393-422. https://doi.org/10.1137/0804022
  23. Z.-Z. Bai, G.H. Golub, L.-Z. Lu, J.-F. Yin, Block triangular and skew-Hermitian splitting methods for positivedefinite linear systems, SIAM J. Sci. Comput., 26 (3) (2005) 844-863. https://doi.org/10.1137/S1064827503428114
  24. Z.-Z. Bai, G.H. Golub, M.K. Ng, Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems, SIAM J. Matrix Anal. Appl., 24 (2003) 603-626. https://doi.org/10.1137/S0895479801395458
  25. Z.-Z. Bai, J.-C. Sun, D.-R. Wang, A unified framework for the construction of various matrix multisplitting iterative methods for large sparse system of linear equations, Comput. Math. Appl., 32 (12) (1996) 51-76. https://doi.org/10.1016/S0898-1221(96)00207-6
  26. Y. Saad, Iterative methods for sparse linear systems, PWS Publishing Company, Boston, 1996.
  27. J.E. Dennis, Jr., R.B. Schnabel, Numerical methods for unconstrained optimization and nonlinear equations, Series in Automatic Computation, Prentice-Hall, Englewood Cliffs, NJ, 1983.
  28. S.C. Eisenstat, H.F.Walker, Choosing the forcing terms in an inexact Newton method, SIAM J. Sci. Comput., 17 (1996) 16-32. https://doi.org/10.1137/0917003
  29. D.K.R. Babajee, M.Z. Dauhoo, M.T. Darvishi, A. Karami, A. Barati, Analysis of two Chebyshev-like third order methods free from second derivatives for solving systems of nonlinear equations, J. Comput. and Appl. Math., 233 (2010) 2002-2012. https://doi.org/10.1016/j.cam.2009.09.035
  30. Z.-Z. Bai, H.-B. An, A globally convergent Newton-GMRES method for large sparse systems of nonlinear equations, Appl. Numer. Math., 57 (2007) 235-252. https://doi.org/10.1016/j.apnum.2006.02.007
  31. R.P. Pawlowski, J.N. Shadid, J.P. Simonis, H.F.Walker, Globalization techniques for Newton-Krylov methods and applications to the fully coupled solution of the Navier-Stokes equations, SIAM Review, 48(4) (2006) 700- 721. https://doi.org/10.1137/S0036144504443511
  32. Y. Saad, M.H. Schultz, GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems, SIAM J. Sci. Statist. Comput., 7 (1986) 856-869. https://doi.org/10.1137/0907058
  33. J.N. Shadid, R.S. Tuminaro, H.F.Walker, An inexact Newton method for fully coupled solution of the Navier- Stokes equations with heat and mass transport, J. Comput. Phys., 137 (1997) 155-185. https://doi.org/10.1006/jcph.1997.5798
  34. P. Sonneveld, CGS, a fast Lanczos-type solver for nonsymmetric linear systems, SIAM J. Sci. Stat. Comput., 10 (1989) 36-52. https://doi.org/10.1137/0910004
  35. R.S. Tuminaro, H.F.Walker, J.N. Shadid, On backtracking failure in Newton-GMRES methods with a demonstration for the Navier-Stokes equations, J. Comput. Phys., 180 (2002) 549-558. https://doi.org/10.1006/jcph.2002.7102
  36. H.A. van der Vorst, Bi-CGSTAB: A fast and smoothly converging variant of Bi-CG for the solution of nonsymmetric linear systems, SIAM J. Sci. Statist. Comput., 13 (1992) 631-644. https://doi.org/10.1137/0913035
  37. H.F.Walker, L. Zhou, A simpler GMRES, Numerical Linear Algebra with Applications, 1(6) (1994) 571-581. https://doi.org/10.1002/nla.1680010605

Cited by

  1. On a New Method for Computing the Numerical Solution of Systems of Nonlinear Equations vol.2012, pp.None, 2011, https://doi.org/10.1155/2012/751975
  2. A Class of Steffensen-Type Iterative Methods for Nonlinear Systems vol.2014, pp.None, 2011, https://doi.org/10.1155/2014/705375
  3. An adaptive learning rate backpropagation‐type neural network for solving n × n systems on nonlinear algebraic equations vol.39, pp.10, 2016, https://doi.org/10.1002/mma.3715