4. Dynamical Analysis
The order of convergence of an iterative method is not the only relevant criterion when evaluating its performance. In fact, the dynamical of the method, that is, the behavior of its orbits under different initial estimations, plays a fundamental role in its overall analysis. For it, tools from complex analysis are used, which represent the evolution of the methods in the Riemann sphere
[
17,
18,
19].
We start from a rational function resulting from the application of an iterative method to a polynomial of low degree, denoted by
, where
denotes the Riemann sphere. The orbit of a point
is given by the sequence:
We are interested in studying the asymptotic behavior of the orbits, so we must classify the different points of the rational operator
R. A point
is
k-periodic
, if
We say that it is a fixed point of
R if
If this fixed point is not a solution of the polynomial, it is called a strange fixed point, as well as being numerically undesirable, since the iterative method can converge on them under certain initial guesses [
18].
The dynamical behavior of these fixed points is classified according to the modulus of the derivative . If , the fixed point is an attractor; if , it is called parabolic or indifferent; if , it is repellent; and if , it is a superattractor.
On the other hand, the study of the basin of attraction of an attractor
is defined as the set of points that converge to it
The Fatou set F is the union of the basins of attraction. The Julia set J is its topological complement in the Riemann sphere and represents the union of the frontiers of the basins of attraction.
The following classic result, given by Fatou [
20] and Julia [
21], includes both periodic points (of any period) and fixed points, considered as periodic points of unit period.
Theorem 3 Let R be a rational function. The immediate basins of attraction of each attractive periodic point contain at least one critical point.
Using this key result, the entire attraction behavior can be found using the critical points as seeds of the iterative process [
22]. A point
is critical for
R if:
We are going to start with a rational function resulting from the application of an iterative scheme on a quadratic polynomial. In order to obtain global results for the class of quadratic polynomial we prove a Scaling Theorem for the corresponding iterative method.
4.1. Conjugacy Classes
Let f and g be two analytic functions defined on the Riemann sphere. An analytic conjugacy between f and g is a diffeomorphism h on the Riemann sphere such that .
We now state a general theorem that applies to all types of symmetric means described in
Table 2.
Theorem 4
Let be an analytic function on the Riemann sphere, and let be an affine transformation with , and , with . Let us consider the iterative scheme defined by
where is Newton’s method, being one of the means that provide the schemes , , or , , Here, satisfies the conditions indicated in Table 3.
Then, (19) is analytically conjugate to the analogous method applied to g, that is:
sharing the same essential dynamics.
Proof. To prove the general result, we consider a particular case of the mean. For the rest of the methods, the proof is analogous. We choose the case of
, whose scheme is given by:
As can be seen, its structure is representative of the methods included in
Table 2. We know that the affine function
has an inverse given by
.
By hypothesis,
. By the chain rule, we obtain:
Defining the operator
as
and evaluated at
, we obtain:
Using the identities from (
22) and taking into account that
we deduce that:
Substituting (
22) and (
25) into (
24), we obtain:
Now, we apply the transformation
h:
We observe that the term
transforms as:
Substituting (
26) into (), we finally deduce:
which proves the desired identity (
20), and confirms that
and
are analytically conjugate through the affine transformation
. □
The same reasoning extends directly to the methods in
Table 2, since:
In each case, the correction term maintains the form , with symmetric combinations based on means.
The affine transformation h acts compatibly on both and , preserving the functional structure of the correction.
The identity holds, since it depends only on the ratio , scaled by .
Therefore, the result holds for the entire family of iterative methods based on symmetric means, as described in
Table 2.
4.2. Dynamics of Fourth-Order Methods
As shown in
Table 2, five different parametric families of iterative methods are identified, each of them associated with specific conditions on the function
. To satisfy these conditions, polynomial weight functions have been selected. However, other types of functions could also be considered, as long as they meet the imposed constraints. This also allows the introduction of an additional parameter
in cases where
is bounded.
Table 4 presents the polynomials chosen by the authors for the development of this paper.
Here, and is a free parameter.
To observe the dynamics of these iterative methods, we will take as an example the arithmetic mean family
, which is defined as:
The other cases can be analyzed in a similar way.
4.3. Rational Operator
Proposition 1.
Let us consider the generic quadratic polynomial , of roots a and b. The rational operator related to family given in (28) on is:
being an arbitrary parameter.
Proof. We apply the iterative scheme
to
and obtain a rational function
that depends on the roots
and the parameter
. Then, we apply a Möbius transformation [
19,
23,
24] on
with
which satisfies
and
. This transformation maps the roots
a and
b to the points 0 and
∞, respectively, whose nature is attractive, and the divergence of the method to 1. Thus, the new conjugate rational operator is defined as:
which no longer depends on the parameters
a and
b. □
Thus, this transformation facilitates the analysis of the dynamics of iterative methods by allowing the standardization of roots and the structural study of dynamic planes and their stability regions [
8].
4.4. Fixed Points of the Operator
Now, we calculate all the fixed points of , to subsequently analyze their character (attractive, repulsive, neutral, or parabolic). Taking into account that the method has order four, the points and are always superattractor fixed points, since they come from the roots of the polynomial.
The fixed points of are , , and nine strange fixed points:
Now, we study the stability of the strange fixed point .
Proposition 2. The strange fixed point has the following character:
If , is not a fixed point.
If , is attractor.
If , is parabolic.
If , is repulsive.
Proof. As seen in the previous section, the behavior of the fixed point can be determined according to the value of the stability function: it will be an attractor if
, a repulsor if
, superattractor if
and parabolic if
. The expression of operator
is
If
, then
is not a fixed point. To determine whether it is attractive or repulsive, we solve:
Expressing the right side in terms of
and
:
By simplifying, we get
thus,
□
Graphically, the behavior of the fixed point is visualized in Mathematica using the graph of the function .
In
Figure 1, the attraction zones are the yellow area and the repulsion zone corresponds to the gray area. For values of
within the disk,
is repulsive; while for values of
outside the gray disk,
becomes attractive. Therefore, it is natural to select values within the gray disk, since repulsive divergence improves the performance of the iterative scheme.
For the eighth roots , , of polynomial , we obtain the following results:
, there is no value,
, for , and ,
, for , and ,
, for ,
, there is no value,
, for ,
, for ,
, for .
In the following figure we represent the stability functions of the strange fixed points points , .
For each root evaluated in the rational derivative operator (), its stability surfaces are constructed. In this context, the graphical representation distinguishes the orange regions as zones of attraction , the gray regions as zones of repulsion , superattraction zones when it is the vertex of the cone , and parabolic zones when it is at the boundary .
From
Figure 2, the following conclusions are drawn:
As the derivative operator associated with the strange fixed points
can not be zero, it can be seen in
Figure 2 that the resulting surface has only one gray region. This indicates that these fixed points are repulsive throughout the analyzed range, which is desirable, as it prevents convergence to a strange fixed point.
Furthermore, at points
, we obtain we obtain
and
.
Figure 2 shows an inverted cone-shaped surface (normally yellow), representing an attractor inside the cone and a superattractor at its vertex
(that of
is similar, so it is omitted). The associated unstable domain is approximately
, indicating a small but localized region. Similarly, by setting the derivative operator associated with the roots
to zero, we obtain
and
.
Figure 2 and
Figure 2 show behavior qualitatively similar to that of
, with a comparable domain.
By setting the derivative operator associated with the roots
to zero, we obtain
. As illustrated in
Figure 2, a considerably wider region of attraction appears, approximately
, indicating that the method shows marked instability for these values of
.
Therefore, to ensure the robustness of the method, values of where some root is an attractor or superattractor should be avoided. In contrast, values such as where all strange fixed points are repellers, are preferable to ensure stable numerical behavior.
Just as we have studied strange fixed points, we must also analyze critical points, since, recalling Theorem 3, it turns out that each attraction basin of an attractive periodic point (any period) contains at least one critical point.
4.5. Critical points of the operator
Proposition 3.
The critical points of the rational operator are , , directly related to the zeros of the polynomial, and the following free critical points:
where the auxiliary functions , , , , and are algebraic simplifications used for easy of notation:
Thus, there are five free critical points, except for , , and , where only three free critical points exist.
Proof. To prove the result, we recall that the derivative of the rational operator () is:
It is easily observed that its roots are , , , and . These last four correspond to the roots of the polynomial of degree 4 in the numerator.
Now, let us observe that for certain values of
, only three free critical points exist. One such case is
, where the derivative of the operator simplifies to:
Here, the strange critical points are
, and the conjugate pair
When
, the derivative operator becomes:
In this scenario, the strange critical points are
, and the conjugate pair
And finally, when
, the derivative operator becomes:
whose zeros are
and the conjugate pair
□
For the free critical point , we have , which is a strange fixed point. Therefore, the parameter plane associated with this critical point is not of much interest, since we already know the stability of .
To visualize the behavior of the free critical points that depend on , we plot the parameter planes. In each parameter plane, we use each free critical point as an initial estimation. A mesh of points is defined in the complex plane. Each point of the mesh corresponds to a value of , that is an iterative method member to the family, and for each one of them, we iterate the rational function . If the orbit of the critical point converges to or in a maximum of 100 iterations, the point is colored red; otherwise, it is colored black.
As a first step, we graph the parameter plane of the conjugate pair , both in the domain , which represents a broad stable performance region around the origin, and , which represents a divergence zone related to the .
It is observed that there are many values of the parameter
for which the free critical points converge to the roots
or
, visually, showing convergence in an approximate domain of
. On the other hand,
Figure 3 presents a divergence detail and refers to the strange fixed points
and
, which, when computing their derivative operator set to zero, yielded a value of
, which precisely aligns with the divergence observed in
Figure 2.
Likewise, the parameter plane of the conjugate pair is shown, both in the domain , and a detail in the domain , which represents the region that has not converged to any of the roots.
Figure 4 shows very stable behavior in an approximate domain of
, while when the domain
corresponding to
Figure 4 is viewed in more detail, the mostly black region demonstrates a divergent behavior of the studied method (
28).
4.6. Dynamical Planes
In the case of dynamical planes, each point in the complex plane is considered as a starting point of the iterative scheme and is represented with different colors depending on the point it converges to. In this case, points that converge to are colored blue, and those that converge to are colored orange. These dynamical planes have been generated using a grid of points and a maximum of 100 iterations per point. In these planes, the fixed points are represented by a white circle, the critical points by a white square, and the attracting points by an asterisk.
Next, the dynamical planes are plotted based on the values for obtained from the strange fixed points of the operator () and from the observations in the parameter plane.
In
Figure 5 and
Figure 6, good behavior of the method can be observed when choosing
and
. The colors of the plots indicate convergence of the method to
and
, which are the roots.
A notable case is
, since in Proposition
Section 4.4 it was established that when
takes that value,
is not a fixed point, as observed in
Figure 7.
In
Figure 8, it can be clearly seen that
is no longer characterized as a strange fixed point of the method. Moreover, we recall that when
,
is repulsive, as shown in
Figure 5 and
Figure 6, and when
,
is an attractor, as shown in
Figure 9 and
Figure 10.
Observe that when evaluating the dynamical plane in
Figure 9, the method converges to
; a strange fixed point of the rational operator, even though the root
is relatively closer. Furthermore, note the notable instability of choosing such a high value of
.
Based on the previous study (see
Figure 2), when considering the value
, complex dynamical behavior was observed. In that figure, it is seen that the associated attraction cone covers a significantly larger area compared to other values of
. Additionally, this basin of attraction is related to the parameter plane of the conjugate critical point
. In this scenario, the method converges to basins different from the roots 0 and
∞, indicating that it is not suitable for root-finding. Therefore, values such as
should be avoided when applying this method. Likewise, another example of divergence
.
Figure 11.
.
Figure 11.
.
The analysis of the remaining iterative methods presented in
Table 4 has been carried out similarly. The same qualitative information obtained in the previous analysis was also found in the rest of the families. The union of parameter planes is the same for all families. Therefore, their qualitative performance is the same, with a wide area of complex values for parameter
giving rise to stable methods.