Third-order methods from quadrature formulae for solving systems of nonlinear equations

Abstract

We extend to p-dimensional problems a modification of the Newton method, based on quadrature formulas of order at least one, which produces iterative methods with order of convergence three. A general error analysis providing the higher order of convergence is given. These new methods may be more efficient then other third-order methods as they do not require the use of the second-order Fréchet derivative.