On the error estimation in the numerical convergence of certain iterative methods

Abstract

We study the nonlinear equations of the form \[x=\lambda  D\left( x\right) +y,\] where \(\lambda \in \mathbb{R}\) and \(y\in E\) are fixed, and \(D:E\rightarrow E,\) with \(D\left( 0\right) =0\) a nonlinear mapping on the Banach space \(E\). We consider the iterative method \[\xi_{n+1}=\lambda D_{\varepsilon}\left( \xi_{n}\right) +y_{\varepsilon},\] where \(D_{\varepsilon}\) is an operator which approximates  \(D\) and \(y_{\varepsilon}\) is an approximation for \(y\). We obtain an evaluation for \(\left \Vert \bar{x}-\xi_{n+1}\right \Vert \) in terms of \(\left \Vert D_{\varepsilon}\left( x\right) -D\left( x\right) \right \Vert \) and \(\left \Vert y-y_{\varepsilon}\right \Vert \).

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Title

Original title (in French)

Sur l’estimation des erreurs en convergence numérique de certaines méthodes d’iteration

English translation of the title

On the error estimation in the numerical convergence of certain iterative methods

Keywords

nonlinear equation in Banach space; iterative method; error estimation

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Cite this paper as:

I. Păvăloiu, Sur l’estimation des erreurs en convergence numérique de certaines méthodes d’iteration, Seminar on functional analysis and numerical methods, Preprint no. 1 (1986), pp. 133-136 (in French).

About this paper

Journal

Seminar on functional analysis and numerical methods,
Preprint

Publisher Name

“Babes-Bolyai” University,
Faculty of Mathematics and Physics,
Research Seminars

DOI

Not available yet.

References

[1] Babici, D.M., Ivanov, V.N., Otenca polnoi progresnosti prireshenia nelineinyh operatornyh uravnenii metodov prostei iteratii. Jurnal vycislitelnoi matematiki i matematiceskoi fisiki 7, 5 (1967), 988–1000.

[2] Pavaloiu, I., Introduction in the Theory of Approximating the Solutions of Equations, Ed. Dacia 1976 (in Romanian).

[3] Urabe, M., Error estimation in numerical solution of equations by iteration process, J. Sci. Hiroshima Univ. Ser. A-I, 26 (1962), 77–91

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"Babeş-Bolyai" University

Faculty of Mathematics and Physics

Research Seminars

Seminar on Functional Analysis and Numerical Methods

Preprint nr.1, 1986, pp.133-136

Sur l’estimation des erreurs en convergence numérique de certaines méthodes d’itération
(English translation)
On the estimation of errors in numerical convergence of certain iteration methods

Ion Păvăloiu

Let E be a Banach space and

(1) x=λ⁢D⁢(x)+y,D⁢(θ)=θ,

an operatorial equation, where λ∈ℝ,D:E→E,x,y∈E, and θ is the null element of the space E.

In order to solve equation (1) we consider the following iterative process:

(2) xn+1=λ⁢D⁢(xn)+y,n=0,1,…,x0=y.

We denote byS={x∈E:‖x‖≤ρ} the ball of radius ρ and center θ.

Regarding the convergence of iterations (2) we shall consider the following theorem

Theorem 1.

If the application D and the element y from equation (1) verify the following conditions:

  • i.

    ‖D⁢(x1)−D⁢(x2)‖≤C⁢(ρ)⁢‖x1−x2‖ for all x1,x2∈S⁢(θ), where C:(0,+∞)→(0,+∞) is a functional;

  • ii.

    γ=|λ|⁢C⁢(ρ)<1;

  • iii.

    ‖y‖≤(1−γ)⁢ρ,

then equation (1) admits a unique solution x¯∈S⁢(θ,ρ).

This solution is obtained as the limit of the sequence (xn)n=0∞ generated by method (2), and the following estimation holds:

(3) ‖x¯−xn‖≤γn+11−γ⁢‖y‖,n=0,1,….

Let Dε:E→E be an application which verifies the conditions:

  • i1.

    ‖D⁢(x)−Dε⁢(x)‖≤η1⁢(ε,ρ),∀x∈B⁢(θ,ρ), where η1:[0,+∞)×[0,+∞)andlimε1→0η1⁢(ε,ρ)=0,∀ρ>0

  • ii1.

    ‖Dε⁢(x1)−Dε⁢(x2)‖≤Cε⁢(ρ)⁢‖x1−x2‖ for every x1,x2∈S⁢(θ,ρ) where Cε:(0,+∞)→(0,+∞);

  • iii1.

    |C⁢(ρ)−Cε⁢(ρ)|<η2⁢(ε)whereη2:[0,+∞)→[0,+∞)and limε→0η2⁢(ε)=0;

  • iv1.

    We consider an element for which ‖y−yε‖≤η3⁢(ε)whereη3:[0,+∞)→[0,+∞)and limη3⁢(ε)=0.

In order to solve equation (1) we consider, instead of iterative method (2) the following iterative procedure:

(4) ξn+1=λ⁢Dε⁢(ξn)+yε,n=0,1,…,ξ0=yε.

Regarding the convergence of method (4) we obtain the following theorem:

Theorem 2.

If the conditions of Theorem 1 are fulfilled, the operator Dε and the element yε verify conditions i1–i⁢v1, and if

(5) δ=(1−γ)⁢ρ−y⁢‖y‖>0,

then there exists an ε¯>0, so that for all ε<ε¯ we have

(6) γε=|λ|⁢Cε⁢(ρ)≤γ+|λ|⁢η2⁢(ε)<1;

and

(7) ‖yε‖≤(1−γε)⁢ρ.
Proof.

Indeed, from the fact that γ=|λ|⁢C⁢(ρ)<1 and limε→0η2⁢(ε)=0 it follows that there exists a number ε¯1>0 so that for ε<ε¯1 we have

γε=|λ|⁢Cε⁢(ρ)≤|λ|⁢C⁢(ρ)+|λ|⁢η2⁢(ε)<1

and

‖yε‖ ≤‖y‖+η3⁢(ε)≤(1−γ)⁢ρ−δ+η3⁢(ε)
≤(1−γε)⁢ρ+|λ|⁢η2⁢(ε)⁢ρ+η3⁢(ε)−δ≤(1−γε)⁢ρ

for ε<ε¯2because η3⁢(ε)→0for ε→0 and η2⁢(ε)→0 as ε→0.

If we take now

ε¯=min⁡{ε¯1,ε¯2}

then the theorem is proved. ∎

Relations (6) and (7) assure the convergence of sequence (ξn)n=0∞ determined by method (4).

We show now that in the conditions of Theorem 2 we have the following estimation:

(8) ‖x¯−ξn‖≤|λ|⁢C⁢(ρ)⁢‖ξn−ξn−1‖+|λ|⁢η1⁢(ε,ρ)+η3⁢(ε)1−γ

Indeed, we have

‖x¯−ξn‖ ≤|λ|⁢‖D⁢(x¯)−Dε⁢(ξn−1)‖+‖y−yε‖
≤|λ|⁢C⁢(ρ)⁢‖x¯−ξn‖+|λ|⁢C⁢(ρ)⁢‖ξn−ξn−1‖+|λ|⁢η1⁢(ε,ρ)+η3⁢(ε)

so inequality (8) follows. From (8) it results

‖x¯−ξ¯‖≤|λ|⁢η1⁢(ε,ρ)+η3⁢(ε)1−γ,as ⁢n→∞,

where ξ¯=limn→∞ξn.

References

1986

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