Semilocal convergence of a family of iterative methods in Banach spaces

[EN] In this work, we prove a third and fourth convergence order result for a family of iterative methods for solving nonlinear systems in Banach spaces. We analyze the semilocal convergence by using recurrence relations, giving the existence and uniqueness theorem that establishes the R-order of the method and the priori error bounds. Finally, we apply the methods to two examples in order to illustrate the presented theory.This work has been supported by Ministerio de Ciencia e Innovaci´on MTM2011-28636-C02-02 and by Vicerrectorado de Investigaci´on. Universitat Polit`ecnica de Val`encia PAID-SP-2012-0498Hueso Pagoaga, JL.; Martínez Molada, E. (2014). Semilocal convergence of a family of iterative methods in Banach spaces. Numerical Algorithms. 67(2):365-384. https://doi.org/10.1007/s11075-013-9795-7S365384672Traub, J.F.: Iterative Methods for the Solution of Nonlinear Equations. Prentice Hall, New York (1964)Kantorovich, L.V.: On the newton method for functional equations. Doklady Akademii Nauk SSSR 59, 1237–1240 (1948)Candela, V., Marquina, A.: Recurrence relations for rational cubic methods, I: The Halley method. Computing 44, 169–184 (1990)Candela, V., Marquina, A.: Recurrence relations for rational cubic methods, II: The Chebyshev method. Computing 45, 355–367 (1990)Hernández, M.A.: Reduced recurrence relations for the Chebyshev method. J. Optim. Theory Appl. 98, 385–397 (1998)Gutiérrez, J.M., Hernández, M.A.: Recurrence relations for super-Halley method. J. Comput. Math. Appl. 7, 1–8 (1998)Ezquerro, J.A., Hernández, M.A.: Recurrence relations for Chebyshev-like methods. Appl. Math. Optim. 41, 227–236 (2000)Ezquerro, J.A., Hernández, M.A.: New iterations of R-order four with reduced computational cost. BIT Numer. Math. 49, 325–342 (2009)Argyros, I., K., Ezquerro, J.A., Gutiérrez, J.M., Hernández, M.A., Hilout, S.: On the semilocal convergence of efficient Chebyshev Secant-type methods. J. Comput. Appl. Math. 235–10, 3195–3206 (2011)Argyros, I.K., Hilout, S.: Weaker conditions for the convergence of Newtons method. J. Complex. 28(3), 364–387 (2012)Wang, X., Gu, C., Kou, J.: Semilocal convergence of a multipoint fourth-order super-Halley method in Banach spaces. Numer. Algoritm. 54, 497–516 (2011)Kou, J., Li, Y., Wang, X.: A variant of super Halley method with accelerated fourth-order convergence. Appl. Math. Comput. 186, 535–539 (2007)Zheng, L., Gu, C.: Recurrence relations for semilocal convergence of a fifth-order method in Banach spaces. Numer. Algoritm. 59, 623–638 (2012)Amat, S., Hernández, M.A., Romero, N.: A modified Chebyshevs iterative method with at least sixth order of convergence. Appl. Math. Comput. 206, 164–174 (2008)Wang, X., Kou, J., Gu, C.: Semilocal convergence of a sixth-order Jarratt method in Banach spaces. Numer. Algoritm. 57, 441–456 (2011)Hernández, M.A.: The newton method for operators with hlder continuous first derivative. J. Optim. Appl. 109, 631–648 (2001)Ye, X., Li, C.: Convergence of the family of the deformed Euler-Halley iterations under the Hlder condition of the second derivative. J. Comput. Appl. Math. 194, 294–308 (2006)Zhao, Y., Wu, Q.: Newton-Kantorovich theorem for a family of modified Halleys method under Hlder continuity conditions in Banach spaces. Appl. Math. Comput. 202, 243–251 (2008)Argyros, I.K.: Improved generalized differentiability conditions for Newton-like methods. J. Complex. 26, 316–333 (2010)Hueso, J.L., Martínez. E., Torregrosa, J.R.: Third and fourth order iterative methods free from second derivative for nonlinear systems. Appl. Math. Comput. 211, 190–197 (2009)Taylor, A.Y., Lay, D.: Introduction to Functional Analysis, 2nd edn.New York, Wiley (1980)Jarrat, P.: Some fourth order multipoint iterative methods for solving equations. Math. Comput. 20, 434–437 (1966)Cordero, A., Torregrosa, J.R.: Variants of Newtons method using fifth-order quadrature formulas. Appl. Math. Comput. 190, 686–698 (2007

Local Convergence for an Improved Jarratt-type Method in Banach Space

We present a local convergence analysis for an improved Jarratt-type methods of order at least five to approximate a solution of a nonlinear equation in a Banach space setting. The convergence ball and error estimates are given using hypotheses up to the first Fréchet derivative in contrast to earlier studies using hypotheses up to the third Fréchet derivative. Numerical examples are also provided in this study, where the older hypotheses are not satisfied to solve equations but the new hypotheses are satisfied

Local convergence balls for nonlinear problems with multiplicity and their extension to eight-order of convergence

[EN] The main contribution of this study is to present a new optimal eighth-order scheme for locating zeros with multiplicity m > 1. An extensive convergence analysis is presented with the main theorem in order to demonstrate the optimal eighth-order convergence of the proposed scheme. Moreover, a local convergence study for the optimal fourth-order method defined by the first two steps of the new method is presented, allowing us to obtain the radius of the local convergence ball. Finally, numerical tests on some real-life problems, such as a Van der Waals equation of state, a conversion Chemical engineering problem and two standard academic test problems are presented, which confirm the theoretical results established in this paper and the efficiency of this proposed iterative method. We observed from the numerical experiments that our proposed iterative methods have good values for convergence radii. Further, they have not only faster convergence towards the desired zero of the involved function but they also have both smaller residual error and a smaller difference between two consecutive iterations than current existing techniques.This research was partially supported by Ministerio de Economia y Competitividad under grant MTM2014-52016-C2-2-P and by the project of Generalitat Valenciana Prometeo/2016/089.Behl, R.; Martínez Molada, E.; Cevallos-Alarcon, FA.; Alshomrani, AS. (2019). Local convergence balls for nonlinear problems with multiplicity and their extension to eight-order of convergence. Mathematical Problems in Engineering. 2019:1-18. https://doi.org/10.1155/2019/1427809S1182019Petković, M. S., Neta, B., Petković, L. D., & Džunić, J. (2013). Basic concepts. Multipoint Methods, 1-26. doi:10.1016/b978-0-12-397013-8.00001-7Shengguo, L., Xiangke, L., & Lizhi, C. (2009). A new fourth-order iterative method for finding multiple roots of nonlinear equations. Applied Mathematics and Computation, 215(3), 1288-1292. doi:10.1016/j.amc.2009.06.065Neta, B. (2010). Extension of Murakami’s high-order non-linear solver to multiple roots. International Journal of Computer Mathematics, 87(5), 1023-1031. doi:10.1080/00207160802272263Li, S. G., Cheng, L. Z., & Neta, B. (2010). Some fourth-order nonlinear solvers with closed formulae for multiple roots. Computers & Mathematics with Applications, 59(1), 126-135. doi:10.1016/j.camwa.2009.08.066Zhou, X., Chen, X., & Song, Y. (2011). Constructing higher-order methods for obtaining the multiple roots of nonlinear equations. Journal of Computational and Applied Mathematics, 235(14), 4199-4206. doi:10.1016/j.cam.2011.03.014Sharifi, M., Babajee, D. K. R., & Soleymani, F. (2012). Finding the solution of nonlinear equations by a class of optimal methods. Computers & Mathematics with Applications, 63(4), 764-774. doi:10.1016/j.camwa.2011.11.040Soleymani, F., & Babajee, D. K. R. (2013). Computing multiple zeros using a class of quartically convergent methods. Alexandria Engineering Journal, 52(3), 531-541. doi:10.1016/j.aej.2013.05.001Soleymani, F., Babajee, D. K. R., & Lotfi, T. (2013). On a numerical technique for finding multiple zeros and its dynamic. Journal of the Egyptian Mathematical Society, 21(3), 346-353. doi:10.1016/j.joems.2013.03.011Zhou, X., Chen, X., & Song, Y. (2013). Families of third and fourth order methods for multiple roots of nonlinear equations. Applied Mathematics and Computation, 219(11), 6030-6038. doi:10.1016/j.amc.2012.12.041Hueso, J. L., Martínez, E., & Teruel, C. (2014). Determination of multiple roots of nonlinear equations and applications. Journal of Mathematical Chemistry, 53(3), 880-892. doi:10.1007/s10910-014-0460-8Behl, R., Cordero, A., Motsa, S. S., & Torregrosa, J. R. (2015). On developing fourth-order optimal families of methods for multiple roots and their dynamics. Applied Mathematics and Computation, 265, 520-532. doi:10.1016/j.amc.2015.05.004Zafar, F., Cordero, A., Quratulain, R., & Torregrosa, J. R. (2017). Optimal iterative methods for finding multiple roots of nonlinear equations using free parameters. Journal of Mathematical Chemistry, 56(7), 1884-1901. doi:10.1007/s10910-017-0813-1Geum, Y. H., Kim, Y. I., & Neta, B. (2018). Constructing a family of optimal eighth-order modified Newton-type multiple-zero finders along with the dynamics behind their purely imaginary extraneous fixed points. Journal of Computational and Applied Mathematics, 333, 131-156. doi:10.1016/j.cam.2017.10.033Geum, Y. H., Kim, Y. I., & Magreñán, Á. A. (2018). A study of dynamics via Möbius conjugacy map on a family of sixth-order modified Newton-like multiple-zero finders with bivariate polynomial weight functions. Journal of Computational and Applied Mathematics, 344, 608-623. doi:10.1016/j.cam.2018.06.006Chun, C., & Neta, B. (2015). An analysis of a family of Maheshwari-based optimal eighth order methods. Applied Mathematics and Computation, 253, 294-307. doi:10.1016/j.amc.2014.12.064Thukral, R. (2013). Introduction to Higher-Order Iterative Methods for Finding Multiple Roots of Nonlinear Equations. Journal of Mathematics, 2013, 1-3. doi:10.1155/2013/404635Geum, Y. H., Kim, Y. I., & Neta, B. (2016). A sixth-order family of three-point modified Newton-like multiple-root finders and the dynamics behind their extraneous fixed points. Applied Mathematics and Computation, 283, 120-140. doi:10.1016/j.amc.2016.02.029Argyros, I. (2003). On The Convergence And Application Of Newton’s Method Under Weak HÖlder Continuity Assumptions. International Journal of Computer Mathematics, 80(6), 767-780. doi:10.1080/0020716021000059160Zhou, X., Chen, X., & Song, Y. (2013). On the convergence radius of the modified Newton method for multiple roots under the center–Hölder condition. Numerical Algorithms, 65(2), 221-232. doi:10.1007/s11075-013-9702-2Bi, W., Ren, H., & Wu, Q. (2011). Convergence of the modified Halley’s method for multiple zeros under Hölder continuous derivative. Numerical Algorithms, 58(4), 497-512. doi:10.1007/s11075-011-9466-5Zhou, X., & Song, Y. (2014). Convergence radius of Osada’s method under center-Hölder continuous condition. Applied Mathematics and Computation, 243, 809-816. doi:10.1016/j.amc.2014.06.068Cordero, A., & Torregrosa, J. R. (2007). Variants of Newton’s Method using fifth-order quadrature formulas. Applied Mathematics and Computation, 190(1), 686-698. doi:10.1016/j.amc.2007.01.062Balaji, G. V., & Seader, J. D. (1995). Application of interval Newton’s method to chemical engineering problems. Reliable Computing, 1(3), 215-223. doi:10.1007/bf02385253Shacham, M. (1989). An improved memory method for the solution of a nonlinear equation. Chemical Engineering Science, 44(7), 1495-1501. doi:10.1016/0009-2509(89)80026-

Extending the applicability of a fourth-order method under Lipschitz continuous derivative in Banach spaces

We extend the applicability of a fourth-order convergent nonlinear system solver by providing its local convergence analysis under Lipschitz continuous Fréchet derivative in Banach spaces. Our analysis only uses the first-order Fréchet derivative to ensure the convergence and provides the uniqueness of the solution, the radius of convergence ball and the computable error bounds. This study is applicable in solving such problems for which earlier studies are not effective. Furthermore, the convergence region for the scheme to approximate the zeros of various polynomials is studied using basins of attraction tool. Various computational tests are conducted to validate that our analysis is beneficial when prior studies fail to solve problems.The first author has been supported by the University Grants Commission, India.Publisher's Versio

Efficient algorithms for flow models coupled with geomechanics for porous media applications

The coupling between subsurface flow and reservoir geomechanics plays a critical role in obtaining accurate results for models involving reservoir deformation, surface subsidence, well stability, sand production, waste deposition, hydraulic fracturing, CO₂ sequestration, and hydrocarbon recovery. From a pure computational point of view, such a coupling can be quite a challenging and complicated task. This stems from the fact that the constitutive equations governing geomechanical deformations are different in nature from those governing porous media flow. The geomechanical effects account for the influence of deformations in the porous media caused due to the pore pressure and can be very important especially in the case of stress-sensitive and fractured reservoirs. Considering that fractures are very much prevalent in the porous media and they have strong influence on the flow profiles, it is important to study coupled geomechanics and flow problems in fractured reservoirs. In this work, we pursue three main objectives: first, to rigorously design and analyze iterative and explicit coupling algorithms for coupling flow and geomechanics in both poro-elasitc and fractured poro-elastic reservoirs. The analysis of iterative coupling schemes relies on studying the equations satisfied by the difference of iterates and using a Banach contraction argument to derive geometric convergence (Banach fixed-point contraction) results. The analysis of explicit coupling schemes result in analogous stability estimates. In this work, conformal Galerkin is used for mechanics, and a mixed formulation, including the Multipoint Flux Mixed Finite Element method as a special case, is used for the flow model. For fractured poro-elastic media, our iteratively coupled schemes are adaptations, due to the presence of fractures, of the classical fixed stress-splitting scheme, in which fractures are treated as possibly non-planar interfaces. The second main objective in this work is to exploit the different time scales of the mechanics and flow problems. Due to its physical nature, the geomechanics problem can cope with a coarser time step compared to the flow problem. This makes the multirate coupling scheme, the one in which the flow problem takes several (finer) time steps within the same coarse mechanics time step, a natural candidate in this setting. Inspired by that, we rigorously formulate and analyze convergence properties of both multirate iterative and explicit coupling schemes in both poro-elastic and fractured poro-elastic reservoirs. In addition, our theoretically derived Banach contraction estimates are validated against numerical simulations. The third objective in this work is to optimize the solution strategy of the nonlinear flow model in coupled flow and mechanics schemes. The global inexact Newton method, combined with the line search backtracking algorithm along with heuristic forcing functions, can be efficiently employed to reduce the number of flow linear iterations, and hence, the overall CPU run time. We first validate these computational savings for challenging two-phase benchmark problems including the full SPE10 model. Motivated by the obtained results, we incorporate this strategy as a nonlinear solver framework to solve the nonlinear flow problem in multirate iteratively coupled schemes. This leads to a scheme that reduces both the number of flow and mechanics linear iterations efficiently. All our numerical implementations in this work are built on top of our in-house reservoir simulator (IPARS).Computational Science, Engineering, and Mathematic

On the local convergence study for an efficient k-step iterative method

[EN] This paper is devoted to a family of Newton-like methods with frozen derivatives used to approximate a locally unique solution of an equation. The methods have high order of convergence but only using first order derivatives. Moreover only one LU decomposition is required in each iteration. In particular, the methods are real alternatives to the classical Newton method. We present a local convergence analysis based on hypotheses only on the first derivative. These types of local results were usually proved based on hypotheses on the derivative of order higher than two although only the first derivative appears in these types of methods (Bermficlez et al., 2012; Petkovic et al., 2013; Traub, 1964). We apply these methods to an equation related to the nonlinear complementarity problem. Finally, we find the most efficient method in the family for this problem and we perform a theoretical and a numerical study for it. (C) 2018 Elsevier B.V. All rights reserved.Research was supported in part by Programa de Apoyo a Ia investigacion de Ia fundacion Seneca-Agencia de Ciencia y Tecnologia de la Region de Murcia 19374/PI/14, by the project of Generalitat Valenciana Prometeo/2016/089 and the projects MTM2015-64382-P (MINECO/FEDER), MTM2014-52016-C2-1-P and MTM2014-52016-C2-2-P of the Spanish Ministry of Science and Innovation.Amat, S.; Argyros, IK.; Busquier Saez, S.; Hernández-Verón, MA.; Martínez Molada, E. (2018). On the local convergence study for an efficient k-step iterative method. Journal of Computational and Applied Mathematics. 343:753-761. https://doi.org/10.1016/j.cam.2018.02.028S75376134

Ball Comparison between Three Sixth Order Methods for Banach Space Valued Operators

Three methods of sixth order convergence are tackled for approximating the solution of an equation defined on the finitely dimensional Euclidean space. This convergence requires the existence of derivatives of, at least, order seven. However, only derivatives of order one are involved in such methods. Moreover, we have no estimates on the error distances, conclusions about the uniqueness of the solution in any domain, and the convergence domain is not sufficiently large. Hence, these methods have limited usage. This paper introduces a new technique on a general Banach space setting based only the first derivative and Lipschitz type conditions that allow the study of the convergence. In addition, we find usable error distances as well as uniqueness of the solution. A comparison between the convergence balls of three methods, not possible to drive with the previous approaches, is also given. The technique is possible to use with methods available in literature improving, consequently, their applicability. Several numerical examples compare these methods and illustrate the convergence criteria.This project was funded by the Deanship of Scientific Research (DSR) at King Abdulaziz University, Jeddah, Saudi Arabia, under Grant No. D-540-130-1441. The authors, therefore, acknowledge with thanks DSR for technical and financial support.info:eu-repo/semantics/publishedVersio

Local convergence of a family of iterative methods for Hammerstein equations

[EN] In this paper we give a local convergence result for a uniparametric family of iterative methods for nonlinear equations in Banach spaces. We assume boundedness conditions involving only the first Fr,chet derivative, instead of using boundedness conditions for high order derivatives as it is usual in studies of semilocal convergence, which is a drawback for solving some practical problems. The existence and uniqueness theorem that establishes the convergence balls of these methods is obtained. We apply this theory to different examples, including a nonlinear Hammerstein equation that have many applications in chemistry and appears in problems of electro-magnetic fluid dynamics or in the kinetic theory of gases. With these examples we illustrate the advantages of these results. The global convergence of the method is addressed by analysing the behaviour of the methods on complex polynomials of second degree.This research was supported by Ministerio de Ciencia y Tecnologia MTM2014-52016-C2-02.This research was supported by Ministerio de Ciencia y Tecnología MTM2014-52016-C2-02.Martínez Molada, E.; Singh, S.; Hueso Pagoaga, JL.; Gupta, D. (2016). Local convergence of a family of iterative methods for Hammerstein equations. Journal of Mathematical Chemistry. 54(7):1370-1386. https://doi.org/10.1007/s10910-016-0602-2S13701386547I.K. Argyros, S. Hilout, M.A. Tabatabai, Mathematical Modelling with Applications in Biosciences and Engineering (Nova Publishers, New York, 2011)J.F. Traub, Iterative Methods for the Solution of Equations (Prentice-Hall, Englewood Cliffs, New Jersey, 1964)A.M. Ostrowski, Solutions of Equations in Euclidean and Banach Spaces (Academic Press, New York, 1973)I.K. Argyros, J.A. Ezquerro, J.M. Gutiárrez, M.A. Hernández, S. Hilout, On the semilocal convergence of efficient ChebyshevSecant-type methods. J. Comput. Appl. Math. 235, 3195–3206 (2011)José L. Hueso, E. Martínez, Semilocal convergence of a family of iterative methods in Banach spaces. Numer. Algorithms 67, 365–384 (2014)X. Wang, C. Gu, J. Kou, Semilocal convergence of a multipoint fourth-order super-Halley method in Banach spaces. Numer. Algorithms 54, 497–516 (2011)J. Kou, Y. Li, X. Wang, A variant of super Halley method with accelerated fourth-order convergence. Appl. Math. Comput. 186, 535–539 (2007)L. Zheng, C. Gu, Recurrence relations for semilocal convergence of a fifth-order method in Banach spaces. Numer. Algorithms 59, 623–638 (2012)S. Amat, M.A. Hernández, N. Romero, A modified Chebyshevs iterative method with at least sixth order of convergence. Appl. Math. Comput. 206, 164–174 (2008)X. Wang, J. Kou, C. Gu, Semilocal convergence of a sixth-order Jarratt method in Banach spaces. Numer. Algorithms 57, 441–456 (2011)A. Cordero, J.A. Ezquerro, M.A. Hernández-Verón, J.R. Torregrosa, On the local convergence of a fifth-order iterative method in Banach spaces. Appl. Math. Comput. 251, 396–403 (2015)I.K. Argyros, S. Hilout, On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 245, 1–9 (2013)S. Weerakoon, T.G.I. Fernando, A variant of Newton’s method with accelerated third-order convergence. Appl. Math. Lett. 13(8), 87–93 (2000)X. Feng, Y. He, High order oterative methods without derivatives for solving nonlinear equations. Appl. Math. Comput. 186, 1617–1623 (2007)X. Wang, J. Kou, Y. Li, Modified Jarratt method with sixth-order convergence. Appl. Math. Lett. 22, 1798–1802 (2009)A.D. Polyanin, A.V. Manzhirov, Handbook of Integral Equations (CRC Press, Boca Raton, 1998)S. Plaza, N. Romero, Attracting cycles for the relaxed Newton’s method. J. Comput. Appl. Math. 235(10), 3238–3244 (2011)A. Cordero, J.R. Torregrosa, P. Vindel, Study of the dynamics of third-order iterative methods on quadratic polynomials. Int. J. Comput. Math. 89(13–14), 1826–1836 (2012)Gerardo Honorato, Sergio Plaza, Natalia Romero, Dynamics of a higher-order family of iterative methods. J. Complex. 27(2), 221–229 (2011)J.M. Gutirrez, M.A. Hernández, N. Romero, Dynamics of a new family of iterative processes for quadratic polynomials. J. Comput. Appl. Math. 233(10), 2688–2695 (2010)I.K. Argyros, A.A. Magreñan, A study on the local convergence and dynamics of Chebyshev-Halley-type methods free from second derivative. Numer. Algorithms. doi: 10.1007/s11075-015-9981-xI.K. Argyros, S. George, Local convergence of modified Halley-like methods with less computation of inversion (Novi Sad J. Math, Draft version, 2015

Mixed approach for coupled flow and mechanics in a fractured medium

Denne avhandlingen presenterer en blandet endelig element metode for Biot ligningene for poroelastisitet i et reservoar, sammenkoblet med en blandet formulering av strømning innenfor en sprekk. Sprekken er representert som et flatt objekt av en dimensjon mindre enn domenet til reservoaret. Den romlige diskretiseringen kombinerer en flerpunkts spenning blandet endelig element (MSMFE) metode for elastisitet og en flerpunkts fluks blandet endelig element (MFMFE) metode for Darcy-strømningen innenfor reservoarmatrisen, sammenkoblet med en MFMFE-metode for strømningen innenfor sprekken. I reservoarmatrisen tar vi i betraktning laveste grad Brezzi-Douglas-Marini blandede endelig elementrom for poroelastisk spenning og Darcy-strømning, og stykkevis konstant forskyvning, trykk og rotasjon. Innenfor sprekken betrakter vi de endelige rommene av sprekk-trykket og fluksen til å være to kompatible par, sammen med konstant mørtelforskyvning. En stabilitetsanalyse utføres både for det kontinuerlige og semi-diskrete problemet. Videre vises eksistens og entydighet for de semi-diskrete og fullt-diskrete løsningene. Ulike numeriske simulasjoner er presentert på slutten.Masteroppgave i anvendt og beregningsorientert matematikkMAB399MAMN-MA

Extending the solvability of equations using secant-type methods in Banach space

We extend the solvability of equations dened on a Banach space using numerically ecient secant-type methods. The convergence domain of these methods is enlarged using our new idea of restricted convergence region. By using this approach, we obtain a more precise location where the iterates lie than in earlier studies leading to tighter Lipschitz constants. This way the semi-local convergence produces weaker sucient convergence criteria and tighter error bounds than in earlier works. These improvements are also obtained under the same computational eort, since the new Lipschitz constants are special cases of the old ones