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An efficient multi-step iterative method for computing the numerical solution of systems of nonlinear equations associated with ODEs
Ullah, Malik Zaka; Serra Capizzano, Stefano; Ahmad, Fayyaz
Universitat Politècnica de Catalunya. Departament de Física i Enginyeria Nuclear; Universitat Politècnica de Catalunya. GAA - Grup d'Astronomia i Astrofísica
We developed multi-step iterative method for computing the numerical solution of nonlinear systems, associated with ordinary differential equations (ODEs) of the form L(x(t)) + f(x(t)) = g(t) : here L(.) is a linear differential operator and f(.) is a nonlinear smooth function. The proposed iterative scheme only requires one inversion of Jacobian which is computationally very efficient if either LU-decomposition or GMRES-type methods are employed. The higher-order Frechet derivatives of the nonlinear system stemming from the considered ODEs are diagonal matrices. We used the higher-order Frechet derivatives to enhance the convergence-order of the iterative schemes proposed in this note and indeed the use of a multi-step method dramatically increases the convergence-order. The second-order Frechet derivative is used in the first step of an iterative technique which produced third-order convergence. In a second step we constructed matrix polynomial to enhance the convergence-order by three. Finally, we freeze the product of a matrix polynomial by the Jacobian inverse to generate the multi-step method. Each additional step will increase the convergence-order by three, with minimal computational effort. The convergence-order (CO) obeys the formula CO = 3m, where m is the number of steps per full-cycle of the considered iterative scheme. Few numerical experiments and conclusive remarks end the paper.
Peer Reviewed
Àrees temàtiques de la UPC::Matemàtiques i estadística::Equacions diferencials i integrals
Nonlinear systems
Ordinary differential equations
Nonlinear systems
Nonlinear ordinary differential equations
Higher order
Frechet derivative
Solving systems
Sistemes no lineals
Equacions diferencials ordinàries

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