On some iterative methods for solving operator equations

Abstract

Let \(X,Y\) be two Banach spaces and \(P:X\rightarrow Y\) a nonlinear operator. We study the semilocal convergence of the Newton, chord and Steffensen methods for which the derivative \(P^{\prime}\left( x\right) \) or the divided differences from each iteration step are approximated by a sequence of operators obtained with the Schultz method:
\begin{equation}
\left\{
\begin{array}
[c]{l}%
x_{n+1}=x_{n}-A_{n}P\left( x_{n}\right) \\
A_{n+1}=A_{n}\left( 2E-\left[ x_{n},x_{n+1};P\right] A_{n}\right)
,\qquad n=0,1,\ldots
\end{array}
\right. \label{f.1.6}%
\end{equation}
and considering the Steffensen method:%
\begin{equation}
\left\{
\begin{array}
[c]{l}%
x_{n+1}=x_{n}-A_{n}P\left( x_{n}\right) \\
A_{n+1}=A_{n}\left( 2E-\left[ x_{n+1},Q\left( x_{n+1}\right) ;P\right]
A_{n}\right) ,\qquad n=0,1,\ldots
\end{array}
\right. \label{f.1.7}%
\end{equation}

Authors

Adrian Diaconu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Title

Originnal title (in French)

Sur quelques méthods itératives pour la résolution des equations operationnelles

English translation of the title

On some iterative methods for solving operator equations

Keywords

Newton method; chord method; Steffensen method; Schultz method; semilocal convergence

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Cite this paper as:

A. Diaconu, I. Păvăloiu, Sur quelques méthods itératives pour la résolution des equations operationnelles, Rev. Anal. Numér. Théor. Approx., 1 (1972), pp. 45-61, https://doi.org/10.33993/jnaat11-3 (in French).

About this paper

Journal

Revue d’Analyse Numérique et de Théorie de l’ Approximation

Publisher Name

Academia Republicii S.R.

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References

[1] Collatz, L., Naherungsverfahren hoherer Ordnung fur Gleichungen in Banach-Raumen, Archive for Rational Mechanics and Analysis II (1), 66–75 (1958).

[2] Diaconu, A., Pavaloiu, I., Asupra unor metode iterative pentru rezolvarea ecuatiilor operationale neliniare (I), Revista de analiza numerica si teoria aproximatiei, sous presse 2 (1973), nr. 1, pp. 61–79.

[3] Janko, B., Sur la theorie unitaire des methdes d’iteration pour la resolution des equations operationelles non lineaires. Publications of the Mathematical Institute of the Hungarian Academy of Sciences, II, Ser. A, 302–311 (1961).

[4] Janko, B., Rezolvarea ecuatiilor operationale neliniare in spatii Banach. Bucuresti, Editura Academiei R.S.R. (1969).

[5] Pavaloiu, I., Sur la methode de Steffensen pour la resolution des equations operationnelles non lineaires, Revue Roumaine de mathematiques pures et appliquees, XIII, 6, 857–861 (1968).

[6] Pavaloiu, I., Interpolation dans des espaces lineaires normes et applications. Mathematica (Cluj), 12(35), 1, 149–158 (1970).

[7] Pavaloiu, I., Sur les procedes iteratifs a un ordre eleve de convergence. Mathematica (Cluj), 12 (35), 2, 309–324 (1970).

[8] Pavaloiu, I., Consideratii asupra metodelor iterative obtinute prin interpolare inversa, Studii si cercetari matematice, XXIII, 10, 1545–1549 (1971).

[9] Popoviciu, T., Sur la delimitation de l’erreur dans l’approximation des racines d’une equation par interpolation lineaire ou quadratique. Revue Roumaine de mathematiques pures et appliquees, XIII, 1, 75–78 (1968).

[10] Sergheev, A. S., O metode hord. Sibirski mat. jurnal, XI, 2, 282–289 (1961)

[11] Traub, J. F., Iterative Methods for the Solution of Equations. Prentice-Hall Inc. Englewood Cliffs N.J. (1964).

[12] Ul’m, S., Ob obobscenih razdelenyh raznostjah I. Izv. Akad. Nauk. Estonskoi S.S.R., 16, 1, 13–26 (1967).

[13] Ul’m, S., Ob obobscenih razdelenyh raznostjah II. Izv. Akad. Nauk Estonskoi S.S.R., 16, 2, 146–155 (1967).

[14] Ul’m, S., Ob iteraccionnyh metodah s posledovatel’noi approksimacii obratnovo operatora. Izv. Akad. Nauk Estonskoi S.S.R., 16, 4, 403–411 (1967)

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On some iterative methods
for solving operator equations

by
A. Diaconu and I. Păvăloiu
(Cluj)

In the application of some iterative methods to the resolution of non-linear operational equations the essential difficulty is the necessity of solving a linear operational equation at each iteration step.

For example, we consider for the resolution of the following equation:

(1) P(x)=θ,

GoldP:XYis a non-linear operator,X,Y being Banach spaces, the well-known Newton-Kantorovitch method:

(2) xn+1=xn[P(xn)]1P(xn),n=0,1,

It is observed that for the application of this method it is necessary to solve at each iteration step the following linear operational equation:

(P(xn))(h)=P(xn),n=0,1,,

GoldP(x):XYForxfixed, is a linear operator, representing the Fréchet derivative of the operatorPin the pointx.

This difficulty can be eliminated if we consider, in addition to the sequence of iterations(xn)n=0a sequence of linear operators(HASn)n=0;HASn:YXtend towards the inverse of the linear operator which intervenes in the iterative method considered.

In the case of Newton's method this problem was studied by S. Ul'm in the work [ 15 ] . For the solution of equation ( 1 ) S. Ul'm considered the following iterative method:

(3) {xn+1=xnHASnP(xn)HASn+1=HASn(2EP(xn+1)HASn),n=0,1,

GoldHAS0:YXis an arbitrary linear operator. We observe thatHASn:YXfor eachn=0,1,

S. Ul'm's results are based on the assumption that equation ( 1 ) has a solution.

In the work [ 3 ] we studied the convergence of the iterative process ( 3 ), without the hypothesis of the existence of the solution of the equation ( 1 ). We established the following theorem:

Theorem 1 .

If in the sphereS={x:xx0r}the following conditions are met:

  • 1)

    The operatorPadmits derivatives of Fréchet type up to and including order 2, the first-order derivative of the operatorP,admits a bounded inverse, 'that is, for eachxS, [P(x)]1B<+AndP"(x)M<+.

  • 2)

    The initial elementx0,the initial operatorHAS0and the constantsBAndMsatisfy the condition:

    max{2MB2P(x0),EP(x0)HAS0}19d,

    Goldd<1Andr=d9MB(1dp1),p=2ε,ε>0being arbitrarily small, then the following properties hold:

  • 1)

    The sequels(xn)n=0,(HASn)n=0are convergent

  • 2)

    Equation ( 1 ) admits the solutionxSwhich can be obtained as the limit of the sequence(xn)n=0generated by ( 3 ) and:

    HAS=limnHASn=[P(x)]1.

    We have the following inequalities:

    (4) xnxdpn9MB(1dpn(p1)),n=0,1,
    (5) HASnHASBdpn9(1dpn(p1)),n=0,1,

The result presented above, establishes besides the convergence of the iterative process ( 3 ) the existence of the solution of the equation ( 1 ). The inequalities ( 4 ) and ( 5 ) give the speed of convergence, an evaluation of the error and show that the iterative process ( 3 ) has the order of convergencep=2ε, ε>0arbitrarily small. Finally, the iterative process ( 3 ) has an order of convergence arbitrarily close to the order of convergence of Newton's method without, however, reaching it.

In the work [ 3 ] we studied at the same time other iterative processes obtained from well-known iterative methods. Starting from the rope method we considered the following iterative process

(6) {xn+1=xnHASnP(xn)HASn+1=HASn(2E[xn,xn+1;P]HASn),n=0,1,

and starting from Steffensen's method the process:

(7) {xn+1=xnHASnP(xn)HASn+1=HASn(2E[xn+1,Q(xn+1);P]HASn),n=0,1,

Goldx0is an arbitrary element of spaceX, the operatorHAS0is an arbitrary linear operator that transforms the spaceYInX,[x,y;P]:XYis the divided difference, [ 7 ] of the operatorPon the knots x,yXand the operatorQis an iterative operator attached to equation ( 1 ), [ 8 ] .

With respect to the processes ( 6 ) and ( 7 ) we have established the following theorems:

Theorem 2 .

If in the sphereS={x:xx0r}the following conditions are met.

  • 1)

    The operatorPadmits divided differences up to and including order 2, the divided difference of the first order admits an inverse and:[x,y;P]1B<+for eachx,ySAnd[x,y,z;P]M<+for eachx,y,zS,(by[x,y,z;P]:X(XY)we have designated the divided difference of the order2of the operator P).

  • 2)

    The operatorHAS0is limited andHAS02B.

  • 3)

    We have the inequalities:

    max{4MB2P(x0),194MB2P(x1),E[x0,x1;P]HAS02}19d,

    Ord<1Andr=d18MB(1dp1),p=1+52ε,ε>0,arbitrarily small,

    then the following propositions take place:

  • 1)

    The sequels(xn)n=0And(HASn)n=0,generated by ( 6 ), are convergent.

  • 2)

    Equation ( 1 ) has the solutionxSAnd limnxn=x.

  • 3)

    IfHAS=limnHASn,SOHAS=limn[xn,xn+1;P]1 (the operator[xn,xn+1;P]1exists for each n=0,1,,becausexnS, n=0,1,).

  • 4)

    We have the following inequalities:

    (8) xxndpn18MB(1dpn(p1)),n=0,1,,
    (9) HASHASn2B9[2dpn1+3dpn1dpn(p1)],n=0,1,
Theorem 3 .

If in the sphereS={x:xx0r}the following conditions are met:

  • 1)

    The operatorPadmits divided differences up to order2inclusively, the divided difference of the first order admits an inverse,[x,y;P]1B<+for eachx,y,SAnd[x,y,z;P]M<+for eachx,y,zS.

  • 2)

    The operatorQmeets the following conditions:

    Q(x)Q(y) Lxy,for each x,yS,L+,
    xQ(x) αP(x),for each xS,α+,
  • 3)

    The following conditions are met:

    max{2MB(2B+α)P(x0),E[x0,Q(x0);P]HAS0}cd
    Or d <1,r=αcd2MB(2B+α)+cdM(2B+α)(1dp1),
    c =min{12,11+α},α=1+L2B+α,p=2ε,ε>0

    arbitrarily small, then:

  • 1)

    The sequels(xn)n=0And(HASn)n=0,generated by ( 7 ), are convergent.

  • 2)

    Equation ( 1 ) has the solutionxSwhich can be obtained as the limit of the sequence(xn)n=0given by ( 7 ) and:

    HAS=limnHASn=[x,Q(x);P]1=[P(x)]1

    (so we can conclude the existence of the Fréchet type derivative of the operatorPin the pointx)

  • 3)

    The following inequalities are verified:

    (10) xxncdpnM(2B+α)(1dpn(p1)),n=0,1,
    (11) HASHASnBcdpn[1+2B(1+L)(2B+α)(1dpn(p1))],n=0,1,,

Theorems ( 2 ) and ( 3 ) show that the order of convergence of processes ( 6 ) and ( 7 ) is 1+52εrespectively2ε,ε>0arbitrarily approached the order of convergence of the string method, respectively of the Steffensen method, without however reaching the order of these methods.

To prove the stated theorems, we used the method of systems of recurring inequalities.

For processes ( 3 ) and ( 7 ) the following system is used:

(12) {ρn+1ρn2+ρnδnδn+1(δn+hasρn)2,n=0,1,

Orhas=2in the case of method ( 3 ) andhas=α=1+L2B+αin the case of process ( 7 ). We choose  ρn=2MB2P(xn) in the case of method ( 3 ) andρn=2MB(2B+α)P(xn)in the case of method ( 7 ),δn=EP(xn)HASnin the case of method ( 3 ) andδn=E[xn,Q(xn);P]HASnin the case of the process ( 7 ). With the above notationsρnAndδncheck the system ( 12 ).

Relative to the process ( 6 ) we chooseρn=4MB2P(xn)Andδn=E[xn1,xn;P]HASnand we demonstrate that we have the following inequalities:

(13) ρn+1 ρn2+ρnρn1+ρn,δn
δn+1 (δn+ρn+ρn1)2

From systems ( 12 ) and ( 13 ) we easily deduce that:ρncdpnAndδncdpnfor processes ( 3 ) and ( 7 ) andρncdpn, δncdpn1for the process ( 6 ). The constantc=19for processes ( 3 ) and ( 6 ) andc=min{12,11+α}for the process ( 7 ),p=2εfor processes ( 3 ) and ( 7 ) andp=1+52εfor the process ( 6 ),ε>0 arbitrarily small. In

using these inequalities we easily deduce in each case that the sequences(xn)n=0are convergent.

The other conclusions are directly verified by calculation.

We now ask the following question: if instead of the Schultz-type method used for the approximation of linear operators([P(xn)]1)n=0,([xn,xn+1;P]1)n=0And([xn+1,Q(xn+1);P])n=0If we used a more rapidly converging method, could the order of convergence of the obtained methods become equal to the order of convergence of the Newton and Steffensen methods, respectively, or the string method?

For the approximation of the inverse of a linear operator HAS:YXThe following method is well known.

HASn+1=HASn(3E3HASHASn+(HASHASn)2),n=0,1,,

which is the Tchébischeff method for calculating the inverse of linear operators. This method has convergence order 3.

This method can be combined with Newton's method, the string method and Steffensen's method. We then obtain the following three processes:

(14) {xn+1=xnHASnP(xn)HASn+1=HASn[3E3P(xn+1)HASn+(P(xn+1)HASn)2],n=0,1,
(15) {xn+1=xnHASnP(xn)HASn+1=HASn[3E3[xn,xn+1;P]HASn+([xn,xn+1;P]HASn)2],n=0,1,
(18) {xn+1=xnHASnP(xn)HASn+1=HASn[3E3[xn+1,Q(xn+1);P]HASn+([xn+1,Q(xn+1);P]HASn)2],
n=0,1,

To study the convergences of the iterative processes ( 14 ) and ( 18 ) we use the following lemma.

Lemma 1 .

Let the consequences be given(ρn)n=0, ρn0,  (δn)n=0, δn0which satisfy the following recurring inequalities:

(19) {ρn+1ρn2+ρnδnδn+1(δn+hasρn)3,has>1,n=0,1,

Ifρ0αd, δ0βd,Orβ<1, α<1βAndd<β[has+(1has)β]3,then the elements of the given sequences satisfy the inequalities:

(20) ρnαd2n,δnβd2n

And

limnρn=0,limnδn=0.
Demonstration..

We will demonstrate using the method of mathematical induction that forn=0,1,the following inequalities are true.

(21) ρnθnd2nαd2n,δnμnd2nβd2n

Or:

(22) {θ1=θ02+θ0μ0μ1=(μ0+hasθ0)3d

And

(23) {θn+1=θn2+μnθnμn+1=(μn+hasθn)3d2n,n=1,2,

Forn=0the inequalities ( 21 ) result from the hypotheses of the lemma. Forn=0from ( 19 ) we have:

ρ1 ρ02+ρ0δ0
δ1 (δ0+hasρ0)3

from where

ρ1 (θn2+θ0μ0)d2(α2+αβ)d2<αd2
δ1 (μ0+hasθ0)3dd2(β+hasα)3dd2<βd2

because ifβ<1Andd<β[has+(1has)β]3, has>1,SO:

{α2+αβ<α(β+hasα)3d<β.

We now assume that inequalities ( 21 ) are true forn=kand we will show that they take place forn=k+1

Indeed from ( 19 ) we deduce:

{ρk+1ρk2+ρkδkδk+1(δk+hasρk)3

from which, taking into account ( 21 ) and the induction hypothesis we have:

ρk+1 (θk2+θkμk)d2k+1(α2+αβ)d2k+1<αd2k+1,
δk+1 (μk+hasθk)3d3.2k(β+hasα)3d2kd2k1+βd2k1,

because from the hypotheses of the theorem it resultsd<1.

It follows that the inequalities ( 21 ) are true for eachnand taking into account the fact thatd<1We havelimnρn=0, limnδn=0.The lemma is proven. ∎

For method ( 15 ) we will now establish the:

Lemma 2 .

Let the consequences be given(ρn)n=0, ρn0, (δn)n=0, δn0which satisfy the following recurring inequalities:

(24) {ρn+1ρn2+ρnρn1+ρnδnδn+1(δn+ρn+ρn1)3,n=0,1,

Ifρ0<αd, ρ1<αdp, δ1<βdp, Orp=1+52Andα,βAnddmeet the conditions:d<1, (β+2α)3<β<1,SO:

ρnαdpn,δnβdpn

And

limnρn=0,limnδn=0.
Demonstration..

We will show using the method of mathematical induction that forn=0,1,the following inequalities are true:

(25) ρnθndpnαdpn,n=0,1,
(26) δnμndpnβdpn,n=1,2,

Or

θn+1 =θn2d2pnpn+1+θnθn1dpn+pn1pn+1+θnμnd2pnpn+1,n=0,1,
μn+1 =(μndpnpn1+θndpnpn1+θn1)3d3pn1pn+1,n=1,2,

Under the assumptions made it follows that the inequalities ( 25 ) are true forn=0Andn=1, and inequalities ( 26 ) are true forn=1, θ0=θ1=α, μ1=β.

We assume that inequalities ( 25 )-( 26 ) are true for eachnk.We have:

ρk+1 θk2d2pk+θkθk1dpk+pk1+θkμkd2pk
(θk2d2pkpk+1+θkθk+1dpk+pk1pk+1+θkμkd2pkpk+1)dpk+1
=θk+1dpk+1.

We will show that:θk+1α.In fact, in the hypotheses of the lemma and the induction hypothesis it results:

θk+1(2α2+αβ)=α(β+2α)α,

because:

2pkpk+1>0,pk+pk1pk+1=0And d<1

Likewise

δk+1 (μkdpk+θkdpk+θk+1dpk1)3
=(μkdpkpk1+θkdpkpk1+θk1)d3pk1pk+1dpk+1
=μk+1dpk+1
μk+1 (β+2α)2β,because 3pk1pk+1>0.

So it follows that for eachn=1,2,we have the inequalities ( 25 ), ( 26 ) from which we have:

limnρn=0,limnδn=0.

The lemma is proven. ∎

Based on Lemma 1 , we will establish the following two theorems:

Theorem 4 .

If in the sphereS={xX|xx0r}the following conditions are met:

  • 1)

    The operatorPadmits Fréchet-type derivatives up to order2inclusively, the derivative of order1is reversible and we have[P(x)]1B<+,xS,AndP"(x)M<+, xS.

  • 2)

    2MB2P(x0)αd, EP(x0)HAS0βd, Or

    β<1,α<1β,d<β(2β)3,r=αdMB(1d),

    so we have the following properties:

  • 1)

    The iterative method ( 14 ) is convergent.

  • 2)

    The operational equation admits the solutionxS, which can be obtained as the limit of the sequence given by method ( 14 ) .

  • 3)

    We have the following delimitations:

    xxnαd2nMB(1d2n),n=0,1,

    ifHAS=[P(x)]1,the sequel(HASn)n=1tends towardsHASand we have:

    HASHASn2Bd2n(2α+ββd2n)1d2n.
Demonstration..

We will demonstrate using mathematical induction that for eachn=0,1,the following properties are true:

(has) xn S,
(b) ρn =2MB2P(xn)αd2n,
δn =EP(xn)HASnβd2n,
(c) HASn 2B.

Forn=0properties a) and b) are verified in the hypotheses of the theorem. For c) we have:

HAS0 [P(x0)]1+HAS0[P(x0)]1
[P(x0)]1(1+EP(x0)HAS0)
B(1+αd)<2B.

We assume that a), b), c) are true forn=0,1,,k.Forn=k+1we have:

xk+1x0 i=0kxi+1xii=0kHASiP(xi)2Bα2MB2i=0kd2i
=αMB(d+d2+d22++d2k)<αdMB(1d),

from which it resultsxn+1S.

For b) proceeding as in [ 3 ] we deduce the relations:

P(xk+1)M2HASk2P(xk)2+P(xk)EP(xk)HASk

And

EP(xk+1)HASk+1(EP(xk)HASk+MHASk2P(xk))3,

from which with the introduced notations we have:

{ρk+1ρk2+ρkδkδk+1(ρk+2ρk)3

In the hypotheses of the theorem it results that forhas=2the hypotheses of lemma 1 are verified, in fact we have:

ρk+1αd2k+1,δk+1βd2k+1

For c) we deduce in a manner analogous to that of the case

HASk+12B.

Properties a), b), c) being true forn=k+1also it results their validity for eachn=0,1,

We now have:

xn+m+xn i=nn+m1xi+1xi
αd2nMB(1+d2n+12n+d2n+22n++d2n+m12n)
<αd2nMB(1d2n),

from which it follows that the following(xn)n=0 being fundamental, it will be convergent towardsx.From b) it followslimnP(xn)=0,from whereP(x)=0.In the above inequality we easily see thatxSand that we have the following inequality

xxnαd2nMB(1d2n),n=0,1,

ifHAS=[P(x)]1we have:

HASHASn =[P(x)]1HASn
[P(x)]1EP(x)HASn
2B(EP(xn)HASn+MxxnHASn)
2Bd2n(2α+ββd2n)1d2n,

from which it follows that(HASn)n=0tends towards HASetthat the given delimitation takes place. The theorem is proven. ∎

Theorem 5 .

If in the sphereS={xX:xx0r}the following conditions are met:

  • 1)

    The operatorPadmits the divided differences up to the order2inclusively, the divided difference of the first order admits a bounded inverse, that is to say[x,y;P]1B<+for eachx,ySAnd [x,y,z;P]M<+for each x,y,zS.

  • 2)

    The iterative operatorQmeets the following conditions:

    Q(x)Q(y) Lxy,for each x,yS,
    xQ(x) CP(x),for each xS.
  • 3)

    The initial elementx0can be chosen in such a way that the following conditions are met:

    2MB(2B+C)P(x0) αd,
    E[x0,Q(x0);P]HAS0 βd,

    Or

    β<1,α<1β,d<β[has+(1has)β]3,

    with

    has=1+L2B+C>1And r=αd[2B+C(1d)]2MB(2B+C)(1d),

    SO:

  • 1)

    The sequels(xn)n=0And(HASn)n=0data by the iterative method ( 18 ) are convergent.

  • 2)

    Equation ( 1 ) has a solutionxS which can be obtained as the limit of the sequence(xn)n=0AndHAS=limnHASn=[x,Q(x);P]1.

  • 3)

    We have:

    xxnαd2nM(2B+C)(1d2n),n=0,1,

    And

    HASHASnBd2n[β+2αB(1+L)(2B+C)(1d2n)],n=0,1,

The proof of this theorem is absolutely analogous to the proof of Theorem 4 , taking into account Lemma 1 and the relations established during the proof of Theorem 3 , [ 3 ] .

Theorem 6 .

If in the sphereS={αX|xx0r}the following conditions are met:

  • 1)

    The operatorPadmits divided differences up to and including order 2, the divided difference of the first order admits a bounded inverse, that is to say[x,y;P]1B<+for each  x,ySAnd [x,y,z;P]M<+Forx,y,zS

  • 2)

    The operator  HAS0is limited andHAS0B.

  • 3)

    We have the inequalities:

    4MB2P(x0) <αd,
    4MB2P(x1) αdp,
    E[x0,x1;P]HAS0β3dp3,

    Or

    p=1+52,d<1,(β+2α)3<β<1,
    r=αd2MB(1d512)

    SO:

  • 1)

    The sequels(xn)n=0And(HASn)n=0given by ( 15 ) are convergent

  • 2)

    Equation ( 1 ) has the solutionxS, which can be obtained as the limit of the sequence(xn)n=0given by ( 15 ).

  • 3)

    IfHASis the limit of the sequence of operators(HASn)n=0it is at the same time the limit of the sequence of operators([xn,xn+1;P]1)n=0, ([xn,xn+1;P]1exists for eachn=0,1, becausexnSwhat results from the demonstration);

  • 4)

    We have:

    xxnαdpn2MB(1dpn512),
    HASHASdpn1[2B(α+β)dpn15121dpn1512+2αB11dpn1512].
Demonstration..

Using the method of mathematical induction we will demonstrate the following properties.

  • has)

    xnS,n=0,1,,

  • b)

    ρn=4MB2P(xn)αdpn,n=0,1,,

  • c)

    δn=E[xn1,xn;P]HASnβdpn,n=1,2,,

  • d)

    HASn2B,n=0,1,,

In the hypotheses of the theorem it follows that properties a), b), d) are verified forn=0and c) for n=1.

We assume that properties a)–d) hold for n=kand we will show their validity forn=k+1.

For property a) we have:

xk+1x0 i=0kxi+1xii=0kHASiP(xi)
<2Bi=0kP(xi)αd2MB(1+dp1+dp21+)
<αd2MB(1dp1)=αd2MB(1d512)=r,

SOxk+1S.

For properties b), c) we establish in the same way as in [ 3 ] the inequalities:

P(xk+1) MHASkP(xk)(HASk1P(xk)+HASk1P(xk1))
+P(xk)E[xk1,xk;P]HASk,
E[xk,xk+1;P]HASk+1
{E[xk1,xk;P]HASk+MHASk1(HASkP(xk)+HASk1P(xk1))}3,

hence seen thatHASk2B,HASk12Bwith the introduced notations, it results:

{ρk+1ρk2+ρkρk1+ρkδk,δk+1(δk+ρk+ρk1)3.

Since the assumptions of Lemma 2) are verified

ρk+1αdpk+1And δk+1βdpk+1.

For property d) we have:

HASk+1 [xk,xk+1;P]1(1+E[xk,xk+1;P]HASk+1)
B(1+δk+1)<2B.

In accordance with the principle of mathematical induction it follows that properties a), b), d) are true for eachn=0,1,,and property c) for eachn=1,2,

In the same way as in the previous theorem it results:

xm+nxnαdpn2MB(1dpn512),

from which it follows that the following(xn)n=0 being fundamental it will converge towards  xgiven by the inequality:

xxnαdpn2MB(1dpn512),

hence, by doingn=0it resultsxS.Because limnρn=0,iLresults thatP(x)=0.

For the demonstration of the convergence of the sequence(HASn)n=0and from the last inequality we evaluate:

HASi+1HASi
HASiE[xi,xi+1;P]HASi
2B{E[xi1,xi;P]HASi+[xi1,xi,xi+1;P]xi+1xiHASi}
2B(α+β)dpi+2αBdpi1

This results in

HASn+mHASn i=nn+m1HASi+1HASi
<dpn1[2B(α+β)dpn15121dpn512+2αB11dpn1512],

from which it follows that the following(HASn)n=0 being fundamental it will be convergent. By designating byHAS its limit, it results in the delimitation expressed by the inequality of 4).

We will now establish that the sequence of operators([xn,xn+1;P]1)n=0also tends towards HAS.Indeed:

HAS[xn,xn+1;P]1
HASHASn+HASn[xn,xn+1;P]1
=HASHASn+[xn,xn+1;P]1E[xn,xn+1;P]HASn
HASHASn+B(α+β)dpn+αBpn1,

from which it follows that:limn[xn,xn+1;P]1=HAS.

The theorem is proven. ∎

Bibliography


Received on 18. IX.1971.

1972

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