1. Introduction
We consider derivative-free methods for finding the multiple root (say, ) with multiplicity m of a nonlinear equation , i.e., and .
Several higher order methods, with or without the use of modified Newton’s method [
1]
have been derived and analyzed in literature (see, for example, [
2,
3,
4,
5,
6,
7,
8,
9,
10,
11,
12,
13,
14,
15] and references cited therein). In such methods, one requires determining the derivatives of either first order or both first and second order. Contrary to this, higher-order derivative-free methods to compute multiple roots are yet to be investigated. These methods are important in the problems where derivative
is complicated to process or is costly to evaluate. The basic derivative-free method is the Traub–Steffensen method [
16], which uses the approximation
or
for the derivative
in the classical Newton method in Equation (
1). Here,
and
is a divided difference of first order. In this way, the modified Newton method in Equation (
1) transforms to the modified Traub–Steffensen derivative free method
The modified Traub–Steffensen method in Equation (
2) is a noticeable improvement over the Newton method, because it preserves the convergence of order two without using any derivative.
In this work, we aim to design derivative-free multiple root methods of high efficient quality, i.e., the methods of higher convergence order that use the computations as small as we please. Proceeding in this way, we introduce a class of derivative-free fourth-order methods that require three new pieces of information of the function
f per iteration, and hence possess optimal fourth-order convergence in the terminology of Kung–Traub conjecture [
17]. This conjecture states that multi-point iterative functions without memory based on
n function evaluations may attain the convergence order
, which is maximum. The methods achieving this convergence order are usually called optimal methods. The new iterative scheme uses the modified Traub–Steffensen iteration in Equation (
2) in the first step and Traub–Steffensen-like iteration in the second step. The methods are examined numerically on many practical problems of different kind. The comparison of performance with existing techniques requiring derivative evaluations verifies the efficient character of the new methods in terms of accuracy and executed CPU time.
The rest of the paper is summarized as follows. In
Section 2, the scheme of fourth-order method is proposed and its convergence order is studied for particular cases. The main result for the general case is studied in
Section 3. Numerical tests to demonstrate applicability and efficiency of the methods are presented in
Section 4. In this section, a comparison of performance with already established methods is also shown. In
Section 5, a conclusion of the main points is drawn.
2. Formulation of Method
To compute a multiple root with multiplicity
, consider the following two-step iterative scheme:
where
,
and
is analytic in a neighborhood of
. Notice that this is a two-step scheme with first step as the Traub–Steffensen iteration in Equation (
2) and the next step as the Traub–Steffensen-like iteration. The second step is weighted by the factor
, thus we can call it weight factor or more appropriately weight function.
In the sequel, we study the convergence results of proposed iterative scheme in Equation (
3). For clarity, the results are obtained separately for different cases based on the multiplicity
m. Firstly, for the case
, the following theorem is proved:
Theorem 1. Assume that is an analytic function in a domain containing a multiple zero (say, α) with multiplicity . Suppose that the initial point is close enough to α, then the convergence order of Equation (3) is at least 4, provided that , , , , and , where , for . Proof. Assume that the error at
kth stage is
. Using the Taylor’s expansion of
about
and keeping into mind that
and
, we have
where
for
.
Similarly we have the Taylor’s expansion of
about
where
Then, the first step of Equation (
3) yields
Expanding
about
, it follows that
Using Equations (
4), (
5) and (
7) in
and
, after some simple calculations, we have
and
Developing
by Taylor series in the neighborhood of origin
,
Inserting Equations (
4)–(
10) into the second step of Equation (
3), and then some simple calculations yield
where
. Here, expression of
is not being produced explicitly since it is very lengthy.
It is clear from Equation (
11) that we would obtain at least fourth-order convergence if we set coefficients of
,
and
simultaneously equal to zero. Then, solving the resulting equations, one gets
As a result, the error equation is given by
Thus, the theorem is proved. □
Next, we show the conditions for by the following theorem:
Theorem 2. Using the hypotheses of Theorem 1, the order of convergence of the scheme in Equation (3) for the case is at least 4, if , , , and , wherein . Proof. Assume that the error at
kth stage is
. Using the Taylor’s expansion of
about
and keeping in mind that
,
, and
we have
where
for
.
Similarly, we have the Taylor’s expansion of
about
where
Then, the first step of Equation (
3) yields
Expanding
about
, it follows that
Using Equations (
14), (
15) and (
17) in
and
, after some simple calculations, we have
and
Developing by Taylor series the weight function
in the neighborhood of origin
,
Inserting Equations (
14)–(
20) intothe second step of Equation (
3), and then some simple calculations yield
where
. Here, expression of
is not being produced explicitly since it is very lengthy.
It is clear from Equation (
21) that we would obtain at least fourth-order convergence if we set coefficients of
,
and
simultaneously equal to zero. Then, solving the resulting equations, one gets
As a result, the error equation is given by
Thus, the theorem is proved. □
Below, we state the theorems (without proof) for the cases as the proof is similar to the above proved theorems.
Theorem 3. Using the hypotheses of Theorem 1, the order of convergence of scheme in Equation (3) for the case is at least 4, if , , and , where . Moreover, the scheme satisfies error equationwhere for . Theorem 4. Using the hypotheses of Theorem 1, the order of convergence of scheme in Equation (3) for the case is at least 4, if , , and , where . Moreover, the scheme satisfies error equationwhere for . Theorem 5. Using the hypotheses of Theorem 1, the order of convergence of scheme in Equation (3) for the case is at least 4, if , , and , where . Moreover, the scheme satisfies error equationwhere for . Remark 1. We can observe from the above results that the number of conditions on is corresponding to cases to attain the fourth-order convergence of the method in Equation (3). The cases satisfy the common conditions, , , and . Nevertheless, their error equations differ from each other as the parameter β does not appear in the equations for . It has been seen that when the conditions on are always three in number and the error equation in each such case does not contain β term. This type of symmetry in the results helps us to prove the general result, which is presented in next section. 4. Numerical Results
To validate the theoretical results proven in previous sections, the special cases NM1, NM2, and NM3 of new family were tested numerically by implementing them on some nonlinear equations. Moreover, their comparison was also performed with some existing optimal fourth-order methods that use derivatives in the formulas. We considered, for example, the methods by Li et al. [
7,
8], Sharma and Sharma [
9], Zhou et al. [
10], Soleymani et al. [
12], and Kansal et al. [
14]. The methods are expressed as follows:
Li–Liao–Cheng method (LLC):
Li–Cheng–Neta method (LCN):
where
Sharma–Sharma method (SS):
Zhou–Chen–Song method (ZCS):
Soleymani–Babajee–Lotfi method (SBL):
where
Kansal–Kanwar–Bhatia method (KKB):
where
Computational work was compiled in the programming package of Mathematica software [
18] in a PC with Intel(R) Pentium(R) CPU B960 @ 2.20 GHz, 2.20 GHz (32-bit Operating System) Microsoft Windows 7 Professional and 4 GB RAM. Performance of the new methods was tested by choosing value of the parameter
. The tabulated results obtained by the methods for each problem include: (a) the number of iterations
required to obtain the solution using the stopping criterion
; (b) the estimated error
in the first three iterations; (c) the calculated convergence order (CCO); and (d) the elapsed time (CPU time in seconds) in execution of a program, which was measured by the command “TimeUsed[ ]”. The calculated convergence order (CCO) to confirm the theoretical convergence order was calculated by the formula (see [
19])
The following numerical examples were chosen for experimentation:
Example 1. Planck law of radiation to calculate the energy density in an isothermal black body [20] is stated aswhere λ is wavelength of the radiation, c is speed of light, T is absolute temperature of the black body, k is Boltzmann’s constant, and h is Planck’s constant. The problem is to determine the wavelength λ corresponding to maximum energy density . Thus, Equation (37) leads to Note that a maxima for ϕ will occur when , that is when Setting , the above equation assumes the formDefine The root is trivial and thus is not taken for discussion. Observe that for the left-hand side of Equation (38) is zero and the right-hand side is . Thus, we guess that another root might occur somewhere near to . In fact, the expected root of Equation (39) is given by with . Then, the wavelength of radiation (λ) corresponding to maximum energy density is The results so obtained are shown in Table 1. Example 2. Consider the van der Waals equation (see [15])that explains the nature of a real gas by adding two parameters and in the ideal gas equation. To find the volume V in terms of rest of the parameters, one requires solving the equation One can find values of n, P, and T, for a given a set of values of and of a particular gas, so that the equation has three roots. Using a particular set of values, we have the functionthat has three roots from which one is simple zero and other one is a multiple zero of multiplicity two. However, our desired zero is . The methods are tested for initial guess . Computed results are given in Table 2. Example 3. Next, we assume a standard nonlinear test function which is defined as The function has multiple zero at of multiplicity three. We select initial approximation to obtain zero of this function. Numerical results are exhibited in Table 3. Example 4. Lastly, we consider another standard test function, which is defined as The function has multiple zero at i of multiplicity four. We choose the initial approximation for obtaining the zero of the function. Numerical results are displayed in Table 4. From the computed results shown in
Table 1,
Table 2,
Table 3 and
Table 4, we can observe a good convergence behavior of the proposed methods similar to those of existing methods. The reason for good convergence is the increase in accuracy of the successive approximations per iteration, as is evident from numerical results. This also points to the stable nature of methods. It is also clear that the approximations to the solutions by the new methods have accuracies greater than or equal to those computed by existing methods. We display the value 0 of
at the stage when stopping criterion
has been satisfied. From the calculation of computational order of convergence shown in the penultimate column in each table, we verify the theoretical fourth-order of convergence.
The efficient nature of presented methods can be observed by the fact that the amount of CPU time consumed by the methods is less than the time taken by existing methods (result confirmed by similar numerical experiments on many other different problems). The methods requiring repeated evaluations of the roots (such as the ones tackled in [
21,
22,
23,
24]), also may benefit greatly from the use of proposed methods (NM1–NM3, Equations (
33)–(
35)).