Fast local convergence with single and multistep methods for nonlinear equations

Abstract

Abstract Methods which make use of the differential equation ẋ( t ) = − J ( x ) −1 f ( x ), where J ( x ) is the Jacobian of f ( x ), have recently been proposed for solving the system of nonlinear equations f ( x ) = 0. These methods are important because of their improved convergence characteristics. Under general conditions the solution trajectory of the differential equation converges to a root of f and the problem becomes one of solving a differential equation. In this paper we note that the special form of the differential equation can be used to derive single and multistep methods which give improved rates of local convergence to a root.