Iterative method for solving a nonlinear fourth order boundary value problem

AbstractIn the study of transverse vibrations of a hinged beam there arises a boundary value problem for fourth order ordinary differential equation, where a significant difficulty lies in a nonlinear term under integral sign. In recent years several authors considered finite approximation of the problem and proposed an iterative method for solving the system of nonlinear equations obtained. The essence of the iteration is the simple iteration method for a nonlinear equation, although this is not shown in the papers of the authors.In this paper we propose a new approach to the solution of the problem, which is based on the reduction of it to finding a root of a nonlinear equation. In both cases, when the explicit form of this equation is found or not, the use of the Newton or Newton-type methods generate fast convergent iterative process for the original problem. The results of many numerical experiments confirm the efficiency of the proposed approach

CMMSE2017: On two classes of fourth- and seventh-order vectorial methods with stable behavior

[EN] A family of fourth-order iterative methods without memory, for solving nonlinear systems, and its seventh-order extension, are analyzed. By using complex dynamics tools, their stability and reliability are studied by means of the properties of the rational function obtained when they are applied on quadratic polynomials. The stability of their fixed points, in terms of the value of the parameter, its critical points and their associated parameter planes, etc. give us important information about which members of the family have good properties of stability and whether in any of them appear chaos in the iterative process. The conclusions obtained in this dynamical analysis are used in the numerical section, where an academical problem and also the chemical problem of predicting the diffusion and reaction in a porous catalyst pellet are solved.This research was partially supported by Ministerio de Economia y Competitividad MTM2014-52016-C02-2-P and Generalitat Valenciana PROMETEO/2016/089.Cordero Barbero, A.; Guasp, L.; Torregrosa Sánchez, JR. (2018). CMMSE2017: On two classes of fourth- and seventh-order vectorial methods with stable behavior. Journal of Mathematical Chemistry. 56(7):1902-1923. https://doi.org/10.1007/s10910-017-0814-0S19021923567S. Amat, S. Busquier, Advances in Iterative Methods for Nonlinear Equations (Springer, Berlin, 2016)S. Amat, S. Busquier, S. Plaza, Review of some iterative root-finding methods from a dynamical point of view. Sci. Ser. A Math. Sci. 10, 3–35 (2004)S. Amat, S. Busquier, S. Plaza, A construction of attracting periodic orbits for some classical third-order iterative methods. Comput. Appl. Math. 189, 22–33 (2006)I.K. Argyros, Á.A. Magreñn, On the convergence of an optimal fourth-order family of methods and its dynamics. Appl. Math. Comput. 252, 336–346 (2015)D.K.R. Babajee, A. Cordero, J.R. Torregrosa, Study of multipoint iterative methods through the Cayley quadratic test. Comput. Appl. Math. 291, 358–369 (2016). doi: 10.1016/J.CAM.2014.09.020P. Blanchard, The dynamics of Newton’s method. Proc. Symp. Appl. Math. 49, 139–154 (1994)F.I. Chicharro, A. Cordero, J.R. Torregrosa, Drawing dynamical and parameters planes of iterative families and methods. Sci. World J. 2013, Article ID 780153 (2013)C. Chun, M.Y. Lee, B. Neta, J. Džunić, On optimal fourth-order iterative methods free from second derivative and their dynamics. Appl. Math. Comput. 218, 6427–6438 (2012)A. Cordero, E. Gómez, J.R. Torregrosa, Efficient high-order iterative methods for solving nonlinear systems and their application on heat conduction problems. Complexity 2017, Article ID 6457532 (2017)A. Cordero, J.R. Torregrosa, Variants of Newton’s method using fifth-order quadrature formulas. Appl. Math. Comput. 190, 686–698 (2007)R.L. Devaney, An Introduction to Chaotic Dynamical Systems (Addison-Wesley Publishing Company, Reading, 1989)P.G. Logrado, J.D.M. Vianna, Partitioning technique procedure revisited: formalism and first application to atomic problems. Math. Chem. 22, 107–116 (1997)C.G. Jesudason, I. Numerical nonlinear analysis: differential methods and optimization applied to chemical reaction rate determination. Math. Chem. 49, 1384–1415 (2011)Á.A. Magreñán, Different anomalies in a Jarratt family of iterative root-finding methods. Appl. Math. Comput. 233, 29–38 (2014)M. Mahalakshmi, G. Hariharan, K. Kannan, The wavelet methods to linear and nonlinear reaction-diffusion model arising in mathematical chemistry. Math. Chem. 51(9), 2361–2385 (2013)K. Maleknejad, M. Alizadeh, An efficient numerical scheme for solving Hammerstein integral equation arisen in chemical phenomenon. Proc. Comput. Sci. 3, 361–364 (2011)B. Neta, C. Chun, M. Scott, Basins of attraction for optimal eighth-order methods to find simple roots of nonlinear equations. Appl. Math. Comput. 227, 567–592 (2014)M.S. Petković, B. Neta, L.D. Petković, J. Džunić, Multipoint Methods for Solving Nonlinear Equations (Elsevier, Amsterdam, 2013)R.C. Rach, J.S. Duan, A.M. Wazwaz, Solving coupled Lane–Emden boundary value problems in catalytic diffusion reactions by the Adomian decomposition method. Math. Chem. 52(1), 255–267 (2014)R. Singh, G. Nelakanti, J. Kumar, A new effcient technique for solving two-point boundary value problems for integro-differential equations. Math. Chem. 52, 2030–2051 (2014

Multidimensional Homeier's generalized class and its application to planar 1D Bratu problem

[EN] In this paper, a parametric family of iterative methods for solving nonlinear systems, including Homeier’s scheme is presented, proving its third-order of convergence. The numerical section is devoted to obtain an estimation of the solution of the classical Bratu problem by transforming it in a nonlinear system by using finite differences, and solving it with different elements of the iterative family.This research was supported by Ministerio de Economía y Competitividad MTM2014-52016-C02-02.Cordero Barbero, A.; Franqués García, AM.; Torregrosa Sánchez, JR. (2015). Multidimensional Homeier's generalized class and its application to planar 1D Bratu problem. Journal of the Spanish Society of Applied Mathematics. 70(1):1-10. https://doi.org/10.1007/s40324-015-0037-xS110701Abad, M. F., Cordero, A., Torregrosa, J. R.: Fourth-and fifth-order for solving nonlinear systems of equations: an application to the global positioning system, Abstr. Appl. Anal. (2013) (Article ID 586708)Andreu, C., Cambil, N., Cordero, A., Torregrosa, J.R.: Preliminary orbit determination of artificial satellites: a vectorial sixth-order approach, Abstr. Appl. Anal. (2013) (Article ID 960582)Awawdeh, F.: On new iterative method for solving systems of nonlinear equations. Numer. Algorithms 54, 395–409 (2010)Boyd, J.P.: One-point pseudospectral collocation for the one-dimensional Bratu equation. Appl. Math. Comput. 217, 5553–5565 (2011)Bratu, G.: Sur les equation integrals non-lineaires. Bull. Math. Soc. France 42, 113–142 (1914)Buckmire, R.: Applications of Mickens finite differences to several related boundary value problems. In: Mickens, R.E. (ed.) Advances in the Applications of Nonstandard Finite Difference Schemes, pp. 47–87. World Scientific Publishing, Singapore (2005)Cordero, A., Hueso, J.L., Martínez, E., Torregrosa, J.R.: A modified Newton-Jarratt’s composition. Numer. Algorithms 55, 87–99 (2010)Gelfand, I.M.: Some problems in the theory of quasi-linear equations. Trans. Am. Math. Soc. Ser. 2, 295–381 (1963)Homeier, H.H.H.: On Newton-tyoe methods with cubic convergence. J. Comput. Appl. Math. 176, 425–432 (2005)Jacobsen, J., Schmitt, K.: The Liouville-Bratu-Gelfand problem for radial operators. J. Differ. Equ. 184, 283–298 (2002)Jalilian, R.: Non-polynomial spline method for solving Bratu’s problem. Comput. Phys. Comm. 181, 1868–1872 (2010)Kanwar, V., Kumar, S., Behl, R.: Several new families of Jarratts method for solving systems of nonlinear equations. Appl. Appl. Math. 8(2), 701–716 (2013)Mohsen, A.: A simple solution of the Bratu problem. Comput. Math. with Appl. 67, 26–33 (2014)Petković, M., Neta, B., Petković, L., Džunić, J.: Multipoint Methods for Solving Nonlinear Equations. Academic Press, Amsterdam (2013)Sharma, J.R., Guna, R.K., Sharma, R.: An efficient fourth order weighted-Newton method for systems of nonlinear equations. Numer. Algorithms 62, 307–323 (2013)Sharma, J.R., Arora, H.: On efficient weighted-Newton methods for solving systems of nonlinear equations. Appl. Math. Comput. 222, 497–506 (2013)Traub, J.F.: Iterative Methods for the Solution of Equations. Chelsea Publishing Company, New York (1982)Wan, Y.Q., Guo, Q., Pan, N.: Thermo-electro-hydrodynamic model for electrospinning process. Int. J. Nonlinear Sci. Numer. Simul. 5, 5–8 (2004

High-order numerical method for the nonlinear Helmholtz equation with material discontinuities in one space dimension

The nonlinear Helmholtz equation (NLH) models the propagation of electromagnetic waves in Kerr media, and describes a range of important phenomena in nonlinear optics and in other areas. In our previous work, we developed a fourth order method for its numerical solution that involved an iterative solver based on freezing the nonlinearity. The method enabled a direct simulation of nonlinear self-focusing in the nonparaxial regime, and a quantitative prediction of backscattering. However, our simulations showed that there is a threshold value for the magnitude of the nonlinearity, above which the iterations diverge. In this study, we numerically solve the one-dimensional NLH using a Newton-type nonlinear solver. Because the Kerr nonlinearity contains absolute values of the field, the NLH has to be recast as a system of two real equations in order to apply Newton's method. Our numerical simulations show that Newton's method converges rapidly and, in contradistinction with the iterations based on freezing the nonlinearity, enables computations for very high levels of nonlinearity. In addition, we introduce a novel compact finite-volume fourth order discretization for the NLH with material discontinuities.The one-dimensional results of the current paper create a foundation for the analysis of multi-dimensional problems in the future.Comment: 47 pages, 8 figure

A Parameterized multi-step Newton method for solving systems of nonlinear equations

We construct a novel multi-step iterative method for solving systems of nonlinear equations by introducing a parameter. to generalize the multi-step Newton method while keeping its order of convergence and computational cost. By an appropriate selection of theta, the new method can both have faster convergence and have larger radius of convergence. The new iterative method only requires one Jacobian inversion per iteration, and therefore, can be efficiently implemented using Krylov subspace methods. The new method can be used to solve nonlinear systems of partial differential equations, such as complex generalized Zakharov systems of partial differential equations, by transforming them into systems of nonlinear equations by discretizing approaches in both spatial and temporal independent variables such as, for instance, the Chebyshev pseudo-spectral discretizing method. Quite extensive tests show that the new method can have significantly faster convergence and significantly larger radius of convergence than the multi-step Newton method.Peer ReviewedPostprint (author's final draft