Year: 2025
Type: preprint
Abstract: 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.
Source: PubMed
Authors: Wagemakers, Alexandre, Periwal, Vipul
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6929494266
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