Computationally Efficient Iterative Methods For Solving Nonlinear Equations

Introduction
Dynamical analysis
Dynamics of the family of order four
Numerical Results
Conclusion
References
Computationally efficient iterative methods for solving nonlinear

equations
Institute for Multidisciplinary Mathematics,
Universitat Politècnica de València
Universidad Internacional de la Rioja
Universidad Católica San Antonio de Murcia
Francisco I. Chicharro, Alicia Cordero, Jose J. Padilla, Juan R. Torregrosa
F.I. Chicharro,A. Cordero, J.J. Padilla, J. R. Torregrosa Computationally efficient iterative methods for solving nonlinear equations
Introduction
Dynamical analysis
Numerical Results
Conclusion
References
Outline
1 Introduction
Problem to solve
Aim of the research
Theorem
New Iterative Method
2 Dynamical analysis
Dynamical Concepts
Basins of attraction
3 Dynamics of the family of order four
Rational operator
Stability of the strange fixed points
Free critical points
Parameter planes
Some dynamical planes
4 Numerical Results
Computations
5 Conclusion
6 References
Introduction
Dynamical analysis Problem to solve
Dynamics of the family of order four Aim of the research
Numerical Results Theorem
Conclusion New Iterative Method
References
Introduction
Introduction
The limitations of analytical methods in practical applications have led scientists and
engineers to develop numerical methods. Exact methods often fail to find roots of
transcendental equations or to solve non-linear differential equations. The goal of
numerical analysis is therefore to provide constructive methods to obtain answers to
such problems numerically, for example:
Processes in robotics
Cancer cell population growth
Satellite positioning
Orbit determination
Simulation of blood flow
Introduction
References
Introduction
Problem to solve
We will focus on fixed point iterative methods.
For solving the nonlinear equation f (x) = 0.
Where f : I ⊆ R → R for an open interval I is a scalar function.
Newton’s method for a single non-linear equation is written as:
f (xk )
xk+1 = xk − , k = 0, 1, 2, ...
f 0 (xk )
This is one of the most powerful and well-known iterative methods known to
converge quadratically.
Introduction
References
Introduction
Aim of the research

Our aim is to study the reliability and stability of a family of methods.
To choose the most efficient ones for the complex dynamics of the parametric
family described below, on quadratic polynomials of the form
p(z) = (z − a)(z − b).
By applying the fixed point operator on non-linear polynomial
We will analyse characteristic points, which will allow us to determine the
stability of the iterative method.
Furthermore, by means of graphical techniques, we will analyse the properties
of the method.
Introduction
References
Analysis of convergence
Theorem
Let f : I ⊆ R → R be a sufficiently differentiable function in an open interval I and

x∗ ∈ I a root of equation f (x) = 0. Let G(η) be a real function satisfying G(1) = 1 ,
−3 9 2
G0 (1) = , G00 (1) = , and |G000 (1)| < +∞. If γ = and we choose an initial
4 4 3
approximation x0 close enough to x∗ , the iterative scheme defined by
f (xk )
yk = xk − γ
f 0 (xk )
f (xk )
xk+1 = xk − G(η) 0 , k = 0, 1, 2, ...
f (xk )
and its error equation
32G000 (1) 3 c4 4
ek+1 = 5+ c2 − c2 c3 + ek + O(e5k ),
81 9
1 f (k) (α) f 0 (yk )
ck = ,where η = f 0 (xk )
, k = 2, 3, ... y ek = xk − α.
k! f 0 (α)
Introduction
References
Fourth-order Method
New Iterative Method
2 f (xk )
yk = xk −
3 f 0 (xk )
f (x )
k
xk+1 = xk − α1 + α2 (η − 1) + α3 (η − 1)2 + α4 (η − 1)3 0 ,
f (xk )
k = 0, 1, . . . ,
2 −3 9
has fourth-order convergence when γ = , α1 = 1, α2 = , α3 = , being α4 a
3 4 8
free parameter.
Introduction
Dynamical analysis
Dynamics of the family of order four Dynamical Concepts
Numerical Results Basins of attraction
Conclusion
References
How does dynamics help us to understand iterative methods?
Families of iterative methods or schemes on quadratic polynomials
How to choose the most stable elements?

Parameter plane as an essential tool.
Stability analysis on quadratic polynomials
Dependence on initial estimation.

Size and shape of convergence regions.
Possible convergence to fixed points that are not solutions.
Introduction
Dynamical analysis
Conclusion
References
Basic concepts of complex dynamics
Let R : Ĉ → Ĉ be a rational function, the orbit of z0 ∈ Ĉ is defined as
{z0 , R(z0 ), R2 (z0 ), . . . , Rn (z0 ), . . .}
z0 ∈ Ĉ is a fixed point of R if R(z0 ) = z0

A periodic point z0 ∈ Ĉ, of period p > 1, satisfies
Rp (z0 ) = z0 y Rk (z0 ) 6= z0 , k < p
z0 ∈ Ĉ is a critical point of R if R0 (z0 ) = 0

A fixed point z0 ∈ Ĉ is
(1) Attractive if |R0 (z0 )| < 1
(2) Superattractive if R0 (z0 ) = 0
(3) Repulsive if |R0 (z0 )| > 1
(4) Parabolic or Neutral if |R0 (z0 )| = 1
Introduction
Dynamical analysis
Conclusion
References
Basins of attraction
The basin of attraction of an attracting fixed point z̄ ∈ Ĉ is the set of pre-images

of any order
A(z̄) = {z0 ∈ Ĉ : Rn (z0 ) → z̄, n → +∞}
Fatou set is formed by those points whose orbits tend to an attractor
Its complementary set in the Riemann sphere is Julia set
Theorem
Let R be a rational function. The immediate basin of attraction of an attracting fixed
or periodic point holds, at least, a critical point.
Introduction
Dynamical analysis
Conclusion
References
An example
Newton’s method:
There is no attractive strange fixed point
There is no free critical point
Basins of attraction of Newton’s schemes on q(z) = z2 − 1
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Rational operator associated to the scheme on quadratic polynomials

Möbius transformation
The rational operator depends on the parameters, a and b. To eliminate this
z−a
dependence, we use a Möbius transformation h (z) = , with the following
z−b
properties:
i) h (∞) = 1, ii) h (a) = 0, iii) h (b) = ∞,
and proved that, for quadratic polynomials, Newton’s operator is conjugate to the
rational map z2 .
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Rational operator associated to the scheme on quadratic polynomials
2(a − z)2 (b − z)2

1 7
Tp,α4 ,a,b (z) = z+ (−a + z)(−b + z) +
a + b − 2z 4 (a + b − 2z)4
64α4 (a − z)3 (−b + z)3 3a2 + 3b2 + 2a(b − 4z) − 8bz + 8z2

+ − ,
27(a + b − 2z)6 4(a + b − 2z)2
Operator Tp,α4 ,a,b (z) on quadratic polynomials is conjugated to operator Oα4 (z),
135 + 64α4 + 378z + 378z2 + 162z3 + 27z4
Oα4 (z) = h ◦ Tp,α4 ,a,b ◦ h−1 (z) = z4 .
2 + 162z + 378z2 + 378z3 + 135z4 + 64α4 z4
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References

Fixed points of Oα4 (z) are the roots of the equation Oα4 (z) = z, that is, z = 0,
z = ∞ and the strange fixed points
z = 1,
Roots of the polynomial
r(α4 , z) = 27 + 189z + 567z2 + (810 − 64α4 )z3 + 567z4 + 189z5 + 27z6 .
Stability regions of O0α4 (1)

The character of the strange fixed point z = 1,
−135
α4 6= , is as follows:
8

135 204849
i) If α4 − > 8
, then z = 1 is an
8
attractor.

135 204849
ii) When α4 − = 8
, z = 1 is a
8
parabolic point.

135 204849
iii) If α4 − < 8
, then z = 1 is a
8
repulsor.
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Stability regions of strange fixed points
Stability regions of exi (α4 ), i = 1, 2 (left) and exi (α4 ), i = 3 (right).
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Stability regions of conjugated strange fixed points
Stability regions of exi (α4 ), i = 4 (left) and exi (α4 ), i = 4 (right).
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Stability regions of strange fixed points
Stability regions of exi (α4 ), i = 5 (left) and exi (α4 ), i = 6 (right).
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
In order to determine the critical points, we calculate the first derivative of Oα4 (z),
108z3 (135(1 + z)8 + 32α4 (1 + z)6 (2 − 3z + 2z2 ))

O0α4 (z) = .
(27 + 162z + 378z2 + 378z3 + (135 + 64α4 )z4 )2
Free critical points:

cr1 (α4 ) = −1
√ q
−135 + 48α4 − 4 14 −135α4 − 8α24
cr2 (α4 ) =
135 + 64α4
√ q
−135 + 48α4 + 4 14 −135α4 − 8α24
cr3 (α4 ) =
135 + 64α4
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Parameter plane associated with free critical points
Characteristics
Points:
1000x1000
Tolerance:
10−3
Maximum
iteration: 500
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Unstable behavior
(a) α4 = −50 (b) α4 = −75 (c) α4 = −20 + 45i
Introduction
Rational operator
Dynamical analysis
Numerical Results
Parameter planes
Conclusion
References
Stable behavior
(d) α4 = 1 (e) α4 = 0 − 20i (f) α4 = 8 + 20i
Introduction
Dynamical analysis
Computations
Numerical Results
Conclusion
References
Numerical Results
Numeric computation have been carried out by using variable precision

arithmetic in MATLAB 2019a
The tolerance is set up to 10−200 in all numerical test
With an Intel (R) Core(TM) i5-5200U CPU 2.2 GHz, 8GB RAM
The stopping criterion used is |xk+1 − xk | + |f (xk+1 )| < 10−200
The approximated computational order of convergence, is often used as:
ln |(xk+1 − xk )/(xk − xk−1 )|
ACOC = , k = 2, 3, . . .
ln |(xk − xk−1 )/(xk−1 − xk−2 )|
Introduction
Dynamical analysis
Computations
Numerical Results
Conclusion
References
Numerical Results
α4 |f (xk )| |xk+1 − xk | Solution Iteration ACOC Time

-50 7.0883e-1007 8.4884e-253 -1.4044 8 4.0 0.2516
-40 0 1.4357e-402 -1.4044 29 4.0 0.7766
-20+45i - - - - - -
1 0 1.8974e-331 1.4044 6 4.0 0.2258
0-20i 7.0302e-1505 8.8753e-498 1.4044 7 4.0 0.2617
8+20i 1.2843e-1457 1.4709e-450 1.4044 7 4.0 0.2750
Table: f1 (x) = sin2 x − x2 + 1, x0 = 2
Introduction
Dynamical analysis
Computations
Numerical Results
Conclusion
References
Numerical Results
α4 |f (xk )| |xk+1 − xk | Solution Iteration ACOC Time

-50 1.0082e-1007 4.6325e-399 -14.137 8 4.0 0.3758
-40 - - - 5 - -
-20+45i 2.9787e-1009 2.2945e-324 - 17.278 12 4.0 0.4570
1 0.0 5.7578e-315 0.517 6 4.0 0.3391
0-20i 1.9236e-1366 6.3944e-359 0.517 7 4.0 0.3391
8+20i 5.1542e-1269 2.9387e-318 0.517 7 4.0 0.3305
Table: f2 (x) = cosx − xex , x0 = 1
Introduction
Dynamical analysis
Numerical Results
Conclusion
References
Conclusion
Conclusion
We have presented a parametric family fourth-order iterative methods
With the help of dynamic analysis we select the most stable methods by
selecting a free parameter.
The described numerical examples allow us to confirm the theoretical results
corresponding to the proposed convergence and stability
Introduction
Dynamical analysis
Numerical Results
Conclusion
References
References
References
[1] S. Weerakoon, T.G.I. Fernando, A variant of Newton’s method with accelerated

third-order convergence, Appl. Math. Lett. 13 (2000) 87–93.
[2] J. Kou, Y. Li, A family of new Newton-like methods, Appl. Math. Comput. 192
(2007) 162–167.
[3] C. Chun, Iterative methods improving Newton’s method by the descomposition
method, J. Comput. Math. Appl. 50 (2005) 1559–1568
[4] M. S. Petković; B. Neta; L. D. Petković; J. Džunić. Multipoint methods for
solving nonlinear equations, Appl. Math. Comput. 226 (2013) 635–660.

Computationally Efficient Iterative Methods For Solving Nonlinear Equations

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Introduction

Computationally efficient iterative methods for solving nonlinear

Francisco I. Chicharro, Alicia Cordero, Jose J. Padilla, Juan R. Torregrosa

Aim of the research

Let f : I ⊆ R → R be a sufficiently differentiable function in an open interval I and

New Iterative Method

How does dynamics help us to understand iterative methods?

Families of iterative methods or schemes on quadratic polynomials

How to choose the most stable elements?

Stability analysis on quadratic polynomials

Dependence on initial estimation.

Basic concepts of complex dynamics

Let R : Ĉ → Ĉ be a rational function, the orbit of z0 ∈ Ĉ is defined as

{z0 , R(z0 ), R2 (z0 ), . . . , Rn (z0 ), . . .}

z0 ∈ Ĉ is a fixed point of R if R(z0 ) = z0

Rp (z0 ) = z0 y Rk (z0 ) 6= z0 , k < p

z0 ∈ Ĉ is a critical point of R if R0 (z0 ) = 0

The basin of attraction of an attracting fixed point z̄ ∈ Ĉ is the set of pre-images

Rational operator associated to the scheme on quadratic polynomials

Rational operator associated to the scheme on quadratic polynomials

2(a − z)2 (b − z)2

Stability of the strange fixed points

Stability regions of O0α4 (1)

Stability of the strange fixed points

Stability regions of strange fixed points

Stability regions of exi (α4 ), i = 1, 2 (left) and exi (α4 ), i = 3 (right).

Stability of the strange fixed points

Stability regions of conjugated strange fixed points

Stability regions of exi (α4 ), i = 4 (left) and exi (α4 ), i = 4 (right).

Stability of the strange fixed points

Stability regions of strange fixed points

Stability regions of exi (α4 ), i = 5 (left) and exi (α4 ), i = 6 (right).

Free critical points

108z3 (135(1 + z)8 + 32α4 (1 + z)6 (2 − 3z + 2z2 ))

Free critical points:

Parameter plane associated with free critical points

(a) α4 = −50 (b) α4 = −75 (c) α4 = −20 + 45i

(d) α4 = 1 (e) α4 = 0 − 20i (f) α4 = 8 + 20i

Numeric computation have been carried out by using variable precision

α4 |f (xk )| |xk+1 − xk | Solution Iteration ACOC Time

α4 |f (xk )| |xk+1 − xk | Solution Iteration ACOC Time

[1] S. Weerakoon, T.G.I. Fernando, A variant of Newton’s method with accelerated

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