• Title/Summary/Keyword: Newton′s method

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CONCERNING THE RADIUS OF CONVERGENCE OF NEWTON'S METHOD AND APPLICATIONS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.685-696
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    • 1999
  • We present local and semilocal convergence results for New-ton's method in a Banach space setting. In particular using Lipschitz-type assumptions on the second Frechet-derivative we find results con-cerning the radius of convergence of Newton's method. Such results are useful in the context of predictor-corrector continuation procedures. Finally we provide numerical examples to show that our results can ap-ply where earlier ones using Lipschitz assumption on the first Frechet-derivative fail.

ON THE "TERRA INCOGNITA" FOR THE NEWTON-KANTROVICH METHOD WITH APPLICATIONS

  • Argyros, Ioannis Konstantinos;Cho, Yeol Je;George, Santhosh
    • Journal of the Korean Mathematical Society
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    • v.51 no.2
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    • pp.251-266
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    • 2014
  • In this paper, we use Newton's method to approximate a locally unique solution of an equation in Banach spaces and introduce recurrent functions to provide a weaker semilocal convergence analysis for Newton's method than before [1]-[13], in some interesting cases, provided that the Fr$\acute{e}$chet-derivative of the operator involved is p-H$\ddot{o}$lder continuous (p${\in}$(0, 1]). Numerical examples involving two boundary value problems are also provided.

A KANTOROVICH-TYPE CONVERGENCE ANALYSIS FOR THE QUASI-GAUSS-NEWTON METHOD

  • Kim, S.
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.865-878
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    • 1996
  • We consider numerical methods for finding a solution to a nonlinear system of algebraic equations $$ (1) f(x) = 0, $$ where the function $f : R^n \to R^n$ is ain $x \in R^n$. In [10], a quasi-Gauss-Newton method is proposed and shown the computational efficiency over SQRT algorithm by numerical experiments. The convergence rate of the method has not been proved theoretically. In this paper, we show theoretically that the iterate $x_k$ obtained from the quasi-Gauss-Newton method for the problem (1) actually converges to a root by Kantorovich-type convergence analysis. We also show the rate of convergence of the method is superlinear.

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A Jacobian Update-Free Newton's Method for Efficient Real-Time Vehicle Simulation (효율적인 실시간 차량 시뮬레이션을 위한 자코비안 갱신이 불필요한 뉴턴 적분방법)

  • Kang, Jong Su;Lim, Jun Hyun;Bae, Dae Sung
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.23 no.4
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    • pp.337-344
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    • 2014
  • While implicit integration methods such as Newton's method have excellent stability for the analysis of stiff and constrained mechanical systems, they have the drawback that the evaluation and LU-factorization of the system Jacobian matrix required at every time step are time-consuming. This paper proposes a Jacobian update-free Newton's method in order to overcome these defects. Because the motions of all bodies in a vehicle model are limited with respect to the chassis body, the equations are formulated with respect to the moving chassis-body reference frame instead of the fixed inertial reference frame. This makes the system Jacobian remain nearly constant, and thus allows the Newton's method to be free from the Jacobian update. Consequently, the proposed method significantly decreases the computational cost of the vehicle dynamic simulation. This paper provides detailed generalized formulation procedures for the equations of motion, constraint equations, and generalized forces of the proposed method.

CONVERGENCE OF THE RELAXED NEWTON'S METHOD

  • Argyros, Ioannis Konstantinos;Gutierrez, Jose Manuel;Magrenan, Angel Alberto;Romero, Natalia
    • Journal of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.137-162
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    • 2014
  • In this work we study the local and semilocal convergence of the relaxed Newton's method, that is Newton's method with a relaxation parameter 0 < ${\lambda}$ < 2. We give a Kantorovich-like theorem that can be applied for operators defined between two Banach spaces. In fact, we obtain the recurrent sequence that majorizes the one given by the method and we characterize its convergence by a result that involves the relaxation parameter ${\lambda}$. We use a new technique that allows us on the one hand to generalize and on the other hand to extend the applicability of the result given initially by Kantorovich for ${\lambda}=1$.

ON THE SEMI-LOCAL CONVERGENCE OF CONTRAHARMONIC-MEAN NEWTON'S METHOD (CHMN)

  • Argyros, Ioannis K.;Singh, Manoj Kumar
    • Communications of the Korean Mathematical Society
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    • v.37 no.4
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    • pp.1009-1023
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    • 2022
  • The main objective of this work is to investigate the study of the local and semi-local convergence of the contraharmonic-mean Newton's method (CHMN) for solving nonlinear equations in a Banach space. We have performed the semi-local convergence analysis by using generalized conditions. We examine the theoretical results by comparing the CHN method with the Newton's method and other third order methods by Weerakoon et al. using some test functions. The theoretical and numerical results are also supported by the basins of attraction for a selected test function.

CONVERGENCE OF THE NEWTON'S METHOD FOR AN OPTIMAL CONTROL PROBLEMS FOR NAVIER-STOKES EQUATIONS

  • Choi, Young-Mi;Kim, Sang-Dong;Lee, Hyung-Chun
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.1079-1092
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    • 2011
  • We consider the Newton's method for an direct solver of the optimal control problems of the Navier-Stokes equations. We show that the finite element solutions of the optimal control problem for Stoke equations may be chosen as the initial guess for the quadratic convergence of Newton's algorithm applied to the optimal control problem for the Navier-Stokes equations provided there are sufficiently small mesh size h and the moderate Reynold's number.

A QUASI-NEWTON METHOD USING DIRECTIONAL DERIVATIVES FOR NONLINEAR EQUATIONS

  • Kim, Sun-Young
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.491-502
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    • 1994
  • Many problems arising in science and engineering require the numerical solution of a system of n nonlinear equations in n unknowns: (1) given F : $R^{n}$ $\rightarrow$ $R^{n}$ , find $x_{*}$ $\epsilon$ $R^{n}$ / such that F($x_{*}$) = 0. Nonlinear problems are generally solved by iteration. Davidson [3] and Broyden [1] introduced the methods which had led to a large amount of research and a class of algorithm. This work has been called by the quasi-Newton methods, secant updates, or modification methods. Newton's method is the classical method for the problem (1) and quasi-Newton methods have been proposed to circumvent computational disadvantages of Newton's method.(omitted)

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ON THE CONVERGENCE OF NEWTON'S METHOD AND LOCALLY HOLDERIAN INVERSES OF OPERATORS

  • Argyros, Ioannis K.
    • The Pure and Applied Mathematics
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    • v.16 no.1
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    • pp.13-18
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    • 2009
  • A semilocal convergence analysis is provided for Newton's method in a Banach space. The inverses of the operators involved are only locally $H{\ddot{o}}lderian$. We make use of a point-based approximation and center-$H{\ddot{o}}lderian$ hypotheses for the inverses of the operators involved. Such an approach can be used to approximate solutions of equations involving nonsmooth operators.

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