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Higher order multi-step iterative method for computing the numerical solution of systems of nonlinear equations: Application to nonlinear PDEs and ODEs

Author

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  • Ullah, Malik Zaka
  • Serra-Capizzano, S.
  • Ahmad, Fayyaz
  • Al-Aidarous, Eman S.

Abstract

In the present study, we consider multi-step iterative method to solve systems of nonlinear equations. Since the Jacobian evaluation and its inversion are expensive, in order to achieve a better computational efficiency, we compute Jacobian and its inverse only once in a single cycle of the proposed multi-step iterative method. Actually the involved systems of linear equations are solved by employing the LU-decomposition, rather than inversion. The primitive iterative method (termed base method) has convergence-order (CO) five and then we describe a matrix polynomial of degree two to design a multi-step method. Each inclusion of single step in the base method will increase the convergence-order by three. The general expression for CO is 3s−1, where s is the number of steps of the multi-step iterative method. Computational efficiency is also addressed in comparison with other existing methods. The claimed convergence-rates proofs are established. The new contribution in this article relies essentially in the increment of CO by three for each added step, with a comparable computational cost in comparison with existing multi-steps iterative methods. Numerical assessments are made which justify the theoretical results: in particular, some systems of nonlinear equations associated with the numerical approximation of partial differential equations (PDEs) and ordinary differential equations (ODEs) are built up and solved.

Suggested Citation

  • Ullah, Malik Zaka & Serra-Capizzano, S. & Ahmad, Fayyaz & Al-Aidarous, Eman S., 2015. "Higher order multi-step iterative method for computing the numerical solution of systems of nonlinear equations: Application to nonlinear PDEs and ODEs," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 972-987.
  • Handle: RePEc:eee:apmaco:v:269:y:2015:i:c:p:972-987
    DOI: 10.1016/j.amc.2015.07.096
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    References listed on IDEAS

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    1. Eman S. Alaidarous & Malik Zaka Ullah & Fayyaz Ahmad & A.S. Al-Fhaid, 2013. "An Efficient Higher-Order Quasilinearization Method for Solving Nonlinear BVPs," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-11, November.
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    Cited by:

    1. Fayyaz Ahmad & Shafiq Ur Rehman & Malik Zaka Ullah & Hani Moaiteq Aljahdali & Shahid Ahmad & Ali Saleh Alshomrani & Juan A. Carrasco & Shamshad Ahmad & Sivanandam Sivasankaran, 2017. "Frozen Jacobian Multistep Iterative Method for Solving Nonlinear IVPs and BVPs," Complexity, Hindawi, vol. 2017, pages 1-30, May.
    2. Ahmad, F. & Soleymani, F. & Khaksar Haghani, F. & Serra-Capizzano, S., 2017. "Higher order derivative-free iterative methods with and without memory for systems of nonlinear equations," Applied Mathematics and Computation, Elsevier, vol. 314(C), pages 199-211.
    3. Howk, Cory L., 2016. "A class of efficient quadrature-based predictor–corrector methods for solving nonlinear systems," Applied Mathematics and Computation, Elsevier, vol. 276(C), pages 394-406.

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