Jordi Canela, Daniel Pérez-Palau
This paper presents a novel application of Jet Transport, a high-order automatic differentiation technique, to enhance classical numerical methods, with a focus on Newton's method. We prove a central theorem establishing that, under appropriate conditions, applying Jet Transport within a Newton iteration doubles the number of correct coefficients in the Taylor series approximation of the solution. This theoretical result is then extended to the practical case where the exact solution is unknown, demonstrating the expected quadratic convergence (error reduction from \( \varepsilon \) to \( \varepsilon^2 \)) while simultaneously doubling the order of accuracy in the series expansion. The efficacy of the resulting Jet-Newton method is demonstrated through three illustrative examples: an academic problem validating the theoretical convergence rates, the solution of Kepler's equation, and a new continuation algorithm for computing zero-velocity curves in the circular restricted three-body problem. These examples showcase the method's capability to provide high-order semi-analytical approximations.