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arXiv 1702.03174math.NAcs.NA
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全线性多步方法作为求根方法

Full linear multistep methods as root-finders

Eindhoven University of Technology(埃因霍温理工大学);Philips Lighting(飞利浦照明)

Bart S. van Lith, Jan H. M. ten Thije Boonkkamp, Wilbert L. IJzerman

AI总结:

本文研究全线性多步方法作为求根方法的稳定性与收敛性,通过逆多项式插值分析其收敛速率限制,并展示数值实验表明其优越性能,同时提供基于Brent方法的稳健实现。

摘要:

基于全线性多步方法(LMMs)的求根方法利用先前的函数值、导数和根估计进行迭代求根。作为ODE求解器,全LMM通常不零稳定,但作为求根方法时,插值点的收敛性规避了稳定性问题。本文基于逆多项式插值进行一般分析,证明了任何基于LMM的方法的收敛速率存在根本限制。通过数值实验展示全LMM方法的卓越性能。最后,提供基于Brent方法的稳健实现,确保收敛。

英文摘要:

Root-finders based on full linear multistep methods (LMMs) use previous function values, derivatives and root estimates to iteratively find a root of a nonlinear function. As ODE solvers, full LMMs are typically not zero-stable. However, used as root-finders, the interpolation points are convergent so that such stability issues are circumvented. A general analysis is provided based on inverse polynomial interpolation, which is used to prove a fundamental barrier on the convergence rate of any LMM-based method. We show, using numerical examples, that full LMM-based methods perform excellently. Finally, we also provide a robust implementation based on Brent's method that is guaranteed to converge.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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