A global Newton-type scheme based on a simplified Newton-type approach

Abstract

Globalization concepts for Newton-type iteration schemes are widely used when solving nonlinear problems numerically. Most of these schemes are based on a predictor/corrector step size methodology with the aim of steering an initial guess to a zero of f without switching between different attractors. In doing so, one is typically able to reduce the chaotic behavior of the classical Newton-type iteration scheme. In this note we propose a globalization methodology for general Newton-type iteration concepts which changes into a simplified Newton iteration as soon as the transformed residual of the underlying function is small enough. Based on Banach’s fixed-point theorem, we show that there exists a neighborhood around a suitable iterate x_{n} such that we can steer the iterates—without any adaptive step size control but using a simplified Newton-type iteration within this neighborhood—arbitrarily close to an exact zero of f. We further exemplify the theoretical result within a global Newton-type iteration procedure and discuss further an algorithmic realization. Our proposed scheme will be demonstrated on a low-dimensional example thereby emphasizing the advantage of this new solution procedure.