Applied Mathematics and Computation 187 (2007) 630–635

www.elsevier.com/locate/amc

A third-order Newton-type method to solve systems

of nonlinear equations
M.T. Darvishi *, A. Barati
Department of Mathematics, Razi University, Kermanshah 67149, Iran

Abstract

In this paper, we present a third-order Newton-type method to solve systems of nonlinear equations. In the first we
present theoretical preliminaries of the method. Secondly, we solve some systems of nonlinear equations. All test problems
show the third-order convergence of our method.
Ó 2006 Elsevier Inc. All rights reserved.

Keywords: Systems of nonlinear equations; Newton-type method; Third-order convergence

1. Introduction

In recent papers [4,5] a new family of third-order convergence methods have been obtained, by using
an integral interpolation of Newton’s method to solve equation f(x) = 0. There has been another approach
based on the Adomian decomposition method on developing iterative method to solve the equation f(x) =
0 (see [3]).
Recently, there has been some progress on Newton-type methods with cubic convergence that do not
require the computation of second derivatives [6]. Chun [2] by improving Newton–Raphson method presented
a new iterative method to solve nonlinear equations. His work is based on modification of the Abbasbandy’s
proposal [1] on improving the order of accuracy of Newton–Raphson method. Frontini and Sormani [4] pre-
sented a third-order iterative method for solving systems of nonlinear equations.
In this paper, we construct a high order iterative method based on Adomian decomposition method to
solve the systems of nonlinear equations. This paper is organized as follows: In the next section we introduce
an iterative method based on Adomian decomposition method to solve f(x) = 0, this method introduced by
Chun [2]. In Section 3 we extend the Chun’s method to solve systems of nonlinear equations. In that section
we state and prove a theorem that shows the cubic convergence of the method. Numerical results are in Sec-
tion 4. Finally, the paper is concluded is Section 5.

*
Corresponding author.
E-mail address: darvishi@razi.ac.ir (M.T. Darvishi).

0096-3003/$ - see front matter Ó 2006 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2006.08.080
 M.T. Darvishi, A. Barati / Applied Mathematics and Computation 187 (2007) 630–635 631

2. Description of an iterative method

Consider the nonlinear equation

f ðxÞ ¼ 0; ð1Þ
we assume that f(x) has a simple root a and c is an initial guess sufficiently close to a. Let us convert the non-
linear equation (1) into the following coupled system:
f ðcÞ þ f 0 ðcÞðx  cÞ þ gðxÞ ¼ 0; ð2Þ
gðxÞ ¼ f ðxÞ  f ðcÞ  f 0 ðcÞðx  cÞ: ð3Þ
Eq. (2) can be rewritten in the following form:
x ¼ c þ N ðxÞ; ð4Þ
f ðcÞ
where c ¼ c  and N ðxÞ ¼
f 0 ðcÞ
 fgðxÞ
is a nonlinear function.
0 ðcÞ

The Adomian decomposition method looks for a solution having the series form
X1
x¼ xn ð5Þ
n¼0

and the nonlinear function is decomposed as

X1
N ðxÞ ¼ An ; ð6Þ
n¼0

where the Ans are functions called the Adomian’s polynomials depending on x0, x1, . . . , xn given by
" !#
1 dn X 1
i
An ¼ N k xi ; n ¼ 0; 1; . . .
n! dkn i¼0 k¼0

the first few polynomials are given by

A0 ¼ N ðx0 Þ;
A1 ¼ x1 N 0 ðx0 Þ;
1
A2 ¼ x2 N 0 ðx0 Þ þ x21 N 00 ðx0 Þ:
2
Upon substituting (5) and (6) into (4) yields
X1 X1
xn ¼ c þ An : ð7Þ
n¼0 n¼0

It follows from (7) that

x0 ¼ c;
x 1 ¼ A0 ;
xnþ1 ¼ An ; n ¼ 0; 1; . . .
An elementary calculation shows that
gðx0 Þ f ðx0 Þ
A0 ¼ N ðx0 Þ ¼  0
¼ 0 ;
f ðcÞ f ðcÞ
f ðx0 Þ
N 0 ðx0 Þ ¼ 1  ;
f 0 ðcÞ
f ðx0 Þ f ðx0 Þf 0 ðx0 Þ
A1 ¼ x1 N 0 ðx0 Þ ¼ A0 N 0 ðx0 Þ ¼  þ 2
:
f 0 ðcÞ ðf 0 ðcÞÞ
632 M.T. Darvishi, A. Barati / Applied Mathematics and Computation 187 (2007) 630–635

Note that x is approximated by

X m ¼ x0 þ x1 þ    þ xm ¼ x0 þ A0 þ A1 þ    þ Am1 ;
where limm!1 Xm = x.
For m = 0
f ðcÞ
x  X 0 ¼ x0 ¼ c ¼ c  ;
f 0 ðcÞ
which yields the Newton method
f ðxn Þ
xnþ1 ¼ xn  :
f 0 ðxn Þ
For m = 1
f ðcÞ f ðx0 Þ
x  X 1 ¼ x0 þ x1 ¼ c þ A0 ¼ c   ;
f 0 ðcÞ f 0 ðcÞ
which produces the following iteration scheme
f ðxn Þ f ðxnþ1 Þ
xnþ1 ¼ xn   0 ; ð8Þ
f 0 ðxn Þ f ðxn Þ
where
f ðxn Þ
xnþ1 ¼ xn  :
f 0 ðxn Þ

3. The n-dimensional case

We know Newton iterative method for the nonlinear system F(x) = 0 where F : X  Rn ! Rn is defined by
1
xnþ1 ¼ xn  F0 ðxn Þ Fðxn Þ; ð9Þ
0
where F (xn) is the Jacobian matrix in point xn.
We rewrite Eq. (8) to solve the nonlinear system F(x) = 0, this produces the following iteration scheme:
1
xnþ1 ¼ xn  F0 ðxn Þ ðFðxn Þ þ Fðxnþ1 ÞÞ; ð10Þ
where
xnþ1 ¼ xn  F0 ðxn Þ1 Fðxn Þ:
We call iteration scheme (10) as the modified Newton method (mNm) to solve systems of nonlinear equations.
Theorem 1. Let F : X  Rn ! Rn , is k-time Fréchet differentiable in a convex set X containing the root a of
F(x) = 0. The modified Newton’s method (mNm) (10) has order of convergence three.

Proof. For any x, xn 2 X, we write the Taylor’s expansion for F:

1 00 1 1
FðxÞ ¼ Fðxn Þ þ F0 ðxn Þðx  xn Þ þ F ðxn Þðx  xn Þ2 þ Fð3Þ ðxn Þðx  xn Þ3 þ    þ FðkÞ ðxn Þða  xn Þk þ   
2! 3! k!
If a be root of system F(x) = 0, we have:
1 00 2 1 3 1 k
FðaÞ ¼ Fðxn Þ þ F0 ðxn Þða  xn Þ þ F ðxn Þða  xn Þ þ Fð3Þ ðxn Þða  xn Þ þ    þ FðkÞ ðxn Þða  xn Þ þ   
2! 3! k!
Defining en = xn  a we have:
1 00 1 k 1
0 ¼ Fðxn Þ  F0 ðxn Þen þ F ðxn Þe2n  Fð3Þ ðxn Þe3n þ    þ ð1Þ FðkÞ ðxn Þekn þ   
2! 3! k!
 M.T. Darvishi, A. Barati / Applied Mathematics and Computation 187 (2007) 630–635 633

hence
1 00 1 1
Fðxn Þ ¼ F0 ðxn Þen  F ðxn Þe2n þ Fð3Þ ðxn Þe3n þ     ð1Þk FðkÞ ðxn Þekn þ   
2! 3! k!
For k = 3
1 00 1
Fðxn Þ ¼ F0 ðxn Þen  F ðxn Þe2n þ Fð3Þ ðxn Þe3n þ Oðke4n kÞ ð11Þ
2! 3!
0
if we multiply Eq. (11) from left by F (xn)1 then we have:
1 1 1 0 1 1 1
F0 ðxn Þ Fðxn Þ ¼ F0 ðxn Þ F0 ðxn Þen  F ðxn Þ F00 ðxn Þe2n þ F0 ðxn Þ Fð3Þ ðxn Þe3n þ Oðke4n kÞ
2! 3!
or
1 1 0 1 1 1
F0 ðxn Þ Fðxn Þ ¼ en  F ðxn Þ F00 ðxn Þe2n þ F0 ðxn Þ Fð3Þ ðxn Þe3n þ Oðke4n kÞ ð12Þ
2! 3!
from iterative scheme (10) we have:
xnþ1  xn ¼ F0 ðxn Þ1 ðFðxn Þ þ Fðxn  F0 ðxn Þ1 Fðxn ÞÞÞ;
then
1 1 1
enþ1 ¼ en  F0 ðxn Þ Fðxn Þ  F0 ðxn Þ Fðxn  F0 ðxn Þ Fðxn ÞÞ: ð13Þ
By substituting (12) into (13) we obtain:
 
1 1 1 1 1 1
enþ1 ¼ en  en  F0 ðxn Þ F00 ðxn Þe2n þ F0 ðxn Þ Fð3Þ ðxn Þe3n þ Oðke4n kÞ  F0 ðxn Þ Fðxn  F0 ðxn Þ Fðxn ÞÞ:
2! 3!
0
By Taylor’s expansion for F(xn  F (xn)1F(xn)) around xn we have:
1 0 1 1 1
enþ1 ¼ F ðxn Þ F00 ðxn Þe2n  F0 ðxn Þ Fð3Þ ðxn Þe3n
2! 3!

1 1
þ Oðke4n kÞ  F0 ðxn Þ Fðxn Þ  F0 ðxn ÞF0 ðxn Þ Fðxn Þ

1 00 0 1 2 1 ð3Þ 0 1 3 4
þ F ðxn ÞðF ðxn Þ Fðxn ÞÞ  F ðxn ÞðF ðxn Þ Fðxn ÞÞ þ Oðken kÞ
2! 3!
1 1 1 1
enþ1 ¼ F0 ðxn Þ F00 ðxn Þe2n  F0 ðxn Þ Fð3Þ ðxn Þe3n
2! 3!
 2
1 1
 F0 ðxn Þ1 F00 ðxn Þ en  F0 ðxn Þ1 F00 ðxn Þe2n þ Oðke3n kÞ
2! 2!
 3
1 0 1 ð3Þ 1 0 1 00
þ F ðxn Þ F ðxn Þ en  F ðxn Þ F ðxn Þen þ Oðken kÞ þ Oðke4n kÞ
2 3
3! 2!
after some manipulations we obtain:
1 1 2
enþ1 ¼ ½F0 ðxn Þ F00 ðxn Þ e3n þ Oðke4n kÞ: ð14Þ
2
This shows the third-order convergence of the method. Hence, the proof is completed. h

4. Numerical examples

In this section we solve three systems of nonlinear equations. The following tables show the number of iter-
ations to receive the required solution, as these tables show the order of convergence is three. For all test prob-
lems the stop criteria is kF(xn)k < 1015.
634 M.T. Darvishi, A. Barati / Applied Mathematics and Computation 187 (2007) 630–635

Example 1. Consider the following system of nonlinear equations

x21 þ x22 þ x23 ¼ 1;

2x21 þ x22  4x3 ¼ 0;
3x21  4x22 þ x23 ¼ 0:

We solve this system by mNm using initial approximation x0 = (0.5, 0.5, 0.5)T. Table 1 shows the values of x1,
x2 and x3. We can see the third-order convergence of the approximations.

Example 2. The second test problem is taken as

x21 þ 3 log x1  x22 ¼ 0;

2x21  x1 x2  5x1 þ 1 ¼ 0:

Its initial approximation is x0 = (3.4, 2.2)T. Table 2 shows xis approximations. We obtain the required solu-
tions only after four iterations.

Example 3. The last example has the following form:

x1 þ 2x2  3 ¼ 0
2x21 þ x22  5 ¼ 0:

The initial approximation of the solution is x0 = (1.5, 1.0)T. Table 3 shows the approximation of the solution.
As we can see from this table, the convergency order is three.

Table 1
Approximations of xis for Example 1
n x1 x2 x3
1 0.67625000000000 0.62300000000000 0.34325000000000
2 0.69827680505888 0.62852407959171 0.34256418976030
3 0.69828860997151 0.62852429796021 0.34256418968957
4 0.69828860997151 0.62852429796021 0.34256418968957

Table 2
Approximations of xis for Example 2
n x1 x2
1 3.48730136242187 2.26152939389406
2 3.48744278764273 2.26162863055323
3 3.48744278764295 2.26162863055359
4 3.48744278764295 2.26162863055359

Table 3
Approximations of xis for Example 3
n x1 x2
1 1.48750000000000 0.75625000000000
2 1.48803387165546 0.75598306417227
3 1.48803387171258 0.75598306414371
4 1.48803387171258 0.75598306414371
 M.T. Darvishi, A. Barati / Applied Mathematics and Computation 187 (2007) 630–635 635

5. Conclusion

In this paper, we introduced a cubic convergence iterative method to solve systems of nonlinear equations.
This method has simple implementation. As test examples show there is a fast convergence to receive the solu-
tion with a required accuracy.

References

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