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A new class of interval methods with higher order of convergence

Eine neue Klasse von Intervall-Methoden mit höherer Konvergenzordnung

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Abstract

In this paper we introduce a new class of interval methods for enclosing a simple root of a nonlinear equation. For each nonnegative integerp we describe an iterative procedure belonging to this class which requiresp+1 function values and an interval evaluation of the second derivative per step. The order of convergence of the iterative procedure grows exponentially withp. Forp≥4 this order is strictly greater than\(\left( {\frac{{1 + \sqrt 5 }}{2}} \right)^{p + 2} \).

Zusammenfassung

In dieser Arbeit wird eine neue Klasse von Intervall-Methoden zur Einschließung einfacher Wurzeln einer nichtlinearen Gleichung vorgestellt. Für eine gegebene ganze Zahlp≥0 wird ein Iterationsverfahren beschrieben, dasp+1 Funktionsauswertungen pro Schritt sowie eine Intervallauswertung der zweiten Ableitung benötigt. Die Konvergenzordnung des Iterationsverfahrens wächst exponentiell mitp. Fürp≥4 ist die Ordnung größer als\(\left( {\frac{{1 + \sqrt 5 }}{2}} \right)^{p + 2} \).

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This paper was written while the second author was visiting the University of Karlsruhe.

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Alefeld, G., Potra, F. A new class of interval methods with higher order of convergence. Computing 42, 69–80 (1989). https://doi.org/10.1007/BF02243144

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  • DOI: https://doi.org/10.1007/BF02243144

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