Efficient and stable derivative-free Steffensen algorithm for root finding
Alexandre Wagemakers1, Vipul Periwal2
1Nonlinear Dynamics Chaos and Complex Systems Group Departamento de Biolog"'ia y Geolog"'ia F"'isica aplicada y Qu"'imica inorg"'anica Universidad Rey Juan Carlos Tulip"'an M"'ostoles 28933 Madrid Spain.
None:
We explore a family of numerical methods, based on the Steffensen divided difference iterative algorithm, that do not evaluate the derivative of the objective functions. The family of methods achieves second-order convergence with two function evaluations per iteration with marginal additional computational cost. An important side benefit of the method is the improvement in stability for different initial conditions compared to the vanilla Steffensen method. We present numerical results for scalar functions, fields, and scalar fields. This family of methods outperforms the Steffensen method with respect to standard quantitative metrics in most cases.
Related Concept Videos
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
Routh-Hurwitz Criterion II
The first scenario occurs when a singular zero appears in the first column of the Routh table. This situation creates a division by zero issues. To resolve this, a small positive or negative number, denoted as epsilon (∈), is substituted for the zero. The stability analysis proceeds by assuming a sign for ∈. If ∈ is positive, any sign change in the first...
Properties of the Root Locus
To determine if a point lies on the root locus, the criterion involves the sum of angles contributed by all poles and zeros to that point. Specifically, this sum must be an odd multiple of 180 degrees. The gain at any point on...
Construction of Root Locus
For positive gain values, the root locus exists on the real axis to the left of an odd number of finite open-loop poles or zeros. The root locus starts at the open-loop poles and traces the paths of the closed-loop poles as the gain...
Plotting and Calibrating the Root Locus
The maximum gain occurs at the breakaway points between open-loop poles on the real axis, while the minimum gain is...
Routh-Hurwitz Criterion I
To apply the Routh-Hurwitz criterion, a Routh table is constructed. The table's rows are labeled with powers of the complex frequency variable s, starting from the...


