Aitken-Steffensen-type methods for nonsmooth functions (II)

Abstract

We present some new conditions which assure that the Aitken-Steffensen method yields bilateral approximation for the solution of a nonlinear scalar equation. The auxiliary functions appearing in the method are constructed under the hypothesis that the nonlinear application is not differentiable on an interval containing the solution.

Author

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear equations in R; Aitken-Steffensen method; monotone iterations; bilateral approximations.

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I. Păvăloiu, Aitken-Steffensen-type methods for nonsmooth functions (II), Rev. Anal. Numér. Théor. Approx., 31 (2002) no. 2, pp. 191-196. https://doi.org/10.33993/jnaat312-724

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1222-9024

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2457-8126

References

[1] Balazs, M., A bilateral approximating method for finding the real roots of real equations , Rev. Anal. Num ́er. Th ́eor. Approx., 21, no. 2, pp. 111–117, 1992.
[2] Casulli, V. and Trigiante, D., The convergence order for iterative multipoint procedures, Calcolo, 13, no. 1, pp. 25–44, 1977.
[3] Cobzas ̧, S., Mathematical Analysis, Presa Universitar a Clujean a, Cluj-Napoca, 1997 (in Romanian).
[4] Ostrowski, A. M., Solution of Equations and Systems of Equations, Academic Press, New York, 1960.
[5] Pavaloiu, I., On the monotonicity of the sequences of approximations obtained by Steffensens’s method, Mathematica (Cluj), 35 (58), no. 1, pp. 71–76, 1993.
[6] Pavaloiu, I., Bilateral approximations for the solutions of scalar equations, Rev. Anal. Numer. Theor. Approx., 23 , no. 1, pp. 95–100, 1994.
[7] Pavaloiu, I., Approximation of the roots of equations by Aitken-Steffensen-type monotonic sequences, Calcolo, 32, no. 1–2, pp. 69–82, 1995.
[8] Pavaloiu, I., Aitken-Steffensen-type methods for nonsmooth functions (I), Rev. Anal.Numer. Theor. Approx., 31, no. 1, pp. 111–116, 2002.
[9] Traub, F. J., Iterative Methods for the Solution of Equations, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1964.

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Aitken-Steffensen-type methods
for nonsmooth functions (II)∗

Ion Păvăloiu†
(Date: January 16, 2002.)
Abstract.

We present some new conditions which assure that the Aitken-Steffensen method yields bilateral approximation for the solution of a nonlinear scalar equation. The auxiliary functions appearing in the method are constructed under the hypothesis that the nonlinear application is not differentiable on an interval containing the solution.

∗This work has been supported by the Romanian Academy under grant GAR 45/2002.
†“T. Popoviciu” Institute of Numerical Analysis, P.O. Box 68–1, 3400 Cluj-Napoca, Romania (pavaloiu@ictp.acad.ro).
{amssubject}

65H05.

{keyword}

Aitken-Steffensen iterations.

1. Introduction

In this note we continue the study of the convergence of the Aitken-Steffensen-type iterations

(1) xn+1=g1⁢(xn)−f⁢(g1⁢(xn))[g1⁢(xn),g2⁢(xn);f],n=0,1,…,x0∈I

for solving

(2) f⁢(x)=0,

where f:[a,b]→ℝ,a,b∈ℝ,a<b.

The functions g1 and g2 in (2) are chosen such that equations

(3) x−gi⁢(x) =0,i=1,2,

to be equivalent to equation (1).

Under supplementary assumptions we shall show, as in [7], that (2) generates three monotone sequences, converging to the solution x¯ of (1).

Regarding the monotonicity and convexity of f we shall consider the notions introduced in [3]. We shall also use Theorem 1 and Lemma 2 from [8].

For defining the functions g1 and g2, we shall consider α,β∈ℝ such that a<α<β<b and f⁢(α)<0,f⁢(β)>0, defining then:

(4) g1⁢(x) =x−f⁢(x)[β,b;f],x∈[α,β],
(5) g2⁢(x) =x−f⁢(x)[a,α;f],x∈[α,β].

Regarding f we shall make the following assumptions.

  • i.

    f⁢(α)⋅f⁢(β)<0;

  • ii.

    f is increasing on [a,b];

  • iii.

    f is convex on [a,b] and continuous at a and b;

  • iv.

    if x¯∈(a,b) is the solution of (1), then f is differentiable at x¯.

Remarks.

1∘ Hypothesiis iii. ensures the continuity of f on [a,b], and therefore the existence of x¯. Hypothesis ii. ensures the uniqueness of x¯.

2∘ From hypotheses ii, iii and [8, Lm. 1.1], it follows that for any u,v∈(α,β) one obtains

(6) [u,v;g1]>0and ⁢[u,v;g2]<0,

i.e., g1 is increasing and g2 is decreasing on (α,β). ∎

Let x0∈(α,β) be such that

  • a)

    f⁢(x0)<0

  • b)

    g2⁢(x0)<β.

2. The convergence of the Aitken-Steffensen-type iterations

We shall study in the following the convergence of the sequences (xn)n≥0 (g1⁢(xn))n≥0 to the solution x¯. We obtain the following result.

Theorem 1.

If the function f verifies assumptions i–iv., the functions g1 and g2 are given by (4) and (5), and x0∈(α,β) verifies a) and b), then the sequences (xn)n≥0,(g1⁢(xn))n≥0 and (g2⁢(xn))n≥0, generated by (2) satisfy:

  • j.

    (xn)n≥0 is increasing;

  • jj.

    (g1⁢(xn))n≥0 is increasing;

  • jjj.

    (g2⁢(xn))n≥0 is decreasing;

  • jv.

    for all n∈ℕ,one has

    (7) xn<g1⁢(xn)<xn+1<x¯<g2⁢(xn).
Proof.

By [β,b;f]>0 and f⁢(x0)<0 it follows g1⁢(x0)>x0, while by x0<x¯ and the fact that g1 is increasing it follows g1⁢(x0)<g1⁢(x¯)=x¯, i.e. g1⁢(x0)<x¯.

Now, since x0<x¯, g2 is decreasing one gets g2⁢(x0)>g2⁢(x¯)=x¯, i.e. the following relations hold:

(8) x0<g1⁢(x0)<x¯<g2⁢(x0).

Let x1=g1⁢(x0)−f⁢(g1⁢(x0))[g1⁢(x0),g2⁢(x0);f], since f⁢(g1⁢(x0))<0 implies g1⁢(x0)<x1.

From the identity

f⁢(x1)= f⁢(g1⁢(x0))+[g1⁢(x0),g2⁢(x0);f]⁢(x1−g1⁢(x0))+
+[x1,g1⁢(x0),g2⁢(x0);f]⁢(x1−g1⁢(x0))⁢(x1−g2⁢(x0))

taking into account the convexity of f and relation (1), we get f⁢(x1)<0, i.e. x1<x¯.

By the above relations and by (8) it follows

x0<g1⁢(x0)<x1<x¯<g2⁢(x0),

which shows that (7) is verified for n=0.

Repeating this reason, the induction shows that (7) holds for n∈ℕ. This attracts in turn that the sequences (xn)n≥0 and (g1⁢(xn))n≥0 are increasing, i.e., statements j and jj.

We show next that (g2⁢(xn))n≥0 is decreasing. Indeed, by xn<xn+1 for n∈ℕ we get g2⁢(xn)>g2⁢(xn+1) since g2 is decreasing. Inequalities xn<x¯, n∈ℕ, show that g2⁢(xn)>g2⁢(x¯)=x¯.

Let us notice that the sequences (xn)n≥0, (g1⁢(xn))n≥0, (g2⁢(xn))n≥0 are monotone and bounded, so they converge. Let l1=limxn, l2=limg1⁢(xn) and l3=limg2⁢(xn). We show that l1=l2=l3=x¯.

We prove first that l1=l2. Assume the contrary, l1≠l2, e.g. l1<l2. Obviously, l1=supn∈ℕ{xn} and l2=supn∈ℕ{g1⁢(xn)}. Let 0<ε<l2−l1 be a positive number. Then there exists nε∈ℕ such that g1⁢(xn)>l2−ε for n>nε.

This implies that

xn+1>g1⁢(xn)>l2−ε>l1

so l1 is not the exact upper bound of the elements of the sequence (xn)n≥0. Hence, clearly, l1=l2=l,

l=limxn=limg1⁢(xn)=g1⁢(l),

i.e., l=x¯. Since limxn=x¯, it follows that

limg2⁢(xn)=g2⁢(x¯)=x¯,

since x¯ is the unique solution of equation x−g2⁢(x)=0. ∎

The above relations show that we have a control of the error at each iteration step, justified by

x¯−xn+1<g2⁢(xn)−xn+1,orx¯−xn+1<g2⁢(xn)−g1⁢(xn),n=0,1,…

The identity

0=f⁢(x¯)= f⁢(g1⁢(xn))+[g1⁢(xn),g2⁢(xn);f]⁢(x¯−g1⁢(xn))+
+[x¯,g1⁢(xn),g2⁢(xn);f]⁢(x¯−g1⁢(xn))⁢(x¯−g2⁢(xn))

relation (7), and the hypotheses of the above theorem lead to

(9) x¯−xn+1=−[x¯,g1⁢(xn),g2⁢(xn);f][g1⁢(xn),g2⁢(xn);f]⁢(x¯−g1⁢(xn))⁢(x¯−g2⁢(xn)).

Further, by Lemma 2 from [8] we get

(10) x¯−g1⁢(xn)=[xn,x¯;g1]⁢(x¯−xn)
(11) x¯−g2⁢(xn)=[xn,x¯,g2]⁢(x¯−xn)

and, taking into account (4) and (5),

[xn,x¯;g1]=1−[xn,x¯;f][β,b;f]<1−[a,α;f][β,b;f]=1−q<1.

Analogously,

[x¯,xn;g2]=1−[x¯,xn;f][a,α;f]>1−[β,b;f][a,α,;]=[β,b;f][a,β;f]⁢([a,α;f][β,b;f]−1)=1q⁢(q−1)

where we have denoted [a,α;f]/[β,b;f]=q>0 and by Lemma 2 from [8] q<1. This relation, together with the decreasing of g2 lead to −[x¯,xn;g2]<1q⁢(1−q), i.e., |[x¯,xn;g2]|<1q⁢(1−q).

Denoting M=maxu,v⁣∈⁣[α.β]⁡|[x¯,u,v;f]| and m=[a,α;f], by (9) we get

|x¯−xn+1|<M⁢(1−q)2m⁢q⁢|x¯−xn|2,n=1,2,…

which characterizes the convergence order of the studied methods.

References

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2002

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