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arXiv · 1702.03174

Full linear multistep methods as root-finders

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

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.

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Bart S. van Lith, Jan H. M. ten Thije Boonkkamp, Wilbert L. IJzerman. 2017-02-10. Full linear multistep methods as root-finders. https://arxiv.org/abs/1702.03174

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