Error estimations in the numerical solving of systems of equations in metric spaces

Abstract

Let \(X_{1},X_{2}\) be two complete metric spaces, \(X=X_{1}\times X_{2}\) and the nonlinear mappings \(F_{1}:X\rightarrow X_{1},\ F_{2}:X\rightarrow X_{2}\). In order to solve the nonlinear system \(x_{1}=F_{1}\left( x_{1},x_{2}\right),\ x_{2}=F_{2}\left( x_{1},x_{2}\right)\) we consider the Gauss-Seidel type method \[x_{n}=F_1 \left(x_{n-1},y_{n-1}\right), \\ y_{n}=F_2 \left( x_{n},y_{n-1}\right) .\] We obtain error estimations when the nonlinear mappings \(F_{1}\) and \(F_{2}\) are approximated by other mappings.

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Title

Original title (in French)

Estimation des erreurs dans le résolution numérique des systèmes d’équations dans des espaces métriques

English translation of the title

Error estimations in the numerical solving of systems of equations in metric spaces

Keywords

system of equations in metric space; Gauss-Seidel type method; error estimations

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Cite this paper as:

I. Păvăloiu, Estimation des erreurs dans le résolution numérique des systèmes d’équations dans des espaces métriques, Seminar on functional analysis and numerical methods, Preprint no. 1 (1987), pp. 121-129 (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] Pavaloiu, I., La resolution des systemes operationnelles a l’aide des methodes iteratives, Mathematica, 11(34), 1969, 137–141.

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

Paper (preprint) in HTML form

"Babeş-Bolyai" University

Faculty of Mathematics and Physics

Research Seminars

Seminar on Functional Analysis and Numerical Methods

Preprint Nr.1, 1987, pp.121-129


Error estimations in the numerical solving of systems of equations in metric spaces

Ion Păvăloiu

Let us designate by(Xi,ρi),i=1,2two complete metric spaces and byX=X1×X2the Cartesian product of these spaces.

We designate byF1:XX1AndF2:XX2two applications and we consider the following system of equations:

(1) x1 =F1(x1,x2)
x2 =F2(x1,x2),(x1,x2)X.

For the resolution of the system of equations ( 1 ) we consider the following iterative process, of the Gauss-Seidel type:

(2) x1(n+1) =F1(x1(n),x2(n))
x2(n+1) =F2(x1(n+1),x2(n)),n=0,1,,(x1(0),x2(0))X.

Concerning the convergence of sequences we have the following Theorem [ 1 ] :

THEOREM 1 .

If the applicationsF1AndF2check the conditions

ρ1(F1(x1,y1),F1(x2,y2)) αρ1(x1,x2)+βρ2(y1,y2),
ρ2(F2(x1,y1),F2(x2,y2)) hasρ1(x1,x2)+bρ2(y1,y2)

for all(x1,y1),(x2,y2)X, Orα,β,hasAndbare nonnegative real numbers;

If the numbersα,β,has  Andbcheck the relationships

α+b+hasβ <2
(1α)(1b) >hasβ,b>0,α>0

then the system ( 1 ) admits a single solution(x¯1,x¯2)Xand the sequels(x1(n))n=0,(x2(n))n=0are convergent:

limnx1(n)=x¯1,limnx2(n)=x¯2.
Demonstration.

We designate by(fn)n=0And(gn)n=0two sequences of non-negative numbers whose elements verify the relations

(3) fn αfn1+βgn1
gn hasfn+bgn1,n=1,2,

We associate with relations ( 3 ) the system of equations in the unknownshAndkfollowing

(4) α+βh =hk
hask+b =nk

We will subsequently show that the system ( 4 ) admits a real solution(hi,ki)for which0hiki<1if and only if the numbershas,b,αAndβfulfill the conditions of Theorem 1 .

We assume that the system ( 4 ) admits the solutions(hi,ki)i=1,2for which the conditions0<hiki<1are fulfilled. We immediately check that the following equations result from the system ( 4 ):

(5) βh2(b+βhasα)hαhas =0
hask2(α+βhasb)kβb =0

And

(6) p2(b+βhas+α)pbα=0

where we have designated bypthe producthk.Equations ( 5 ) show us that the solutions(hi,ki),i=1,2of the system ( 4 ) are real and of the equation ( 6 ) and the conditions0<pi<1, i=1,2it resultsf(0)>0, f(1)>0Andb+βhas+α<2,Orf(p)=p2(b+βhas+α)p+bα. It is obvious that the conditionf(0)>0is filled becauseα>0,b>0,f(1)>0 Andb+hasβ+α<2 represent the relations of the hypothesis of Theorem 1 .

If we now assume that the relations of the hypothesis of Theorem 1 are verified, then it is obvious thatf(1)>0, f(0)>0Andb+hasβ+α<2, which shows us that equation ( 6 ) has both positive roots and roots less than unity. Taking into account equations ( 5 ), we easily see that system ( 4 ) admits a solution (h1,k1)for whichh1>0,k1>0.

We now show that if the elements of the sequences (fn)n=0And(gn)n=0verify the relations ( 3 ) where the numbers α,β,hasAndbverify the hypothesis of Theorem 1 , then there exists a constantC>0, independent ofn such that for eachn=1,2,relationships take place

(7) fn Ch1n1k1n1
gn Ch1nk1n1

and the seriesi=0fiAndi=0gi are convergent.

Let us designate byCa real number that satisfies the inequality

(8) Cmax{αf0+βg0,hasf1+bg0h1}

Or(h1,k1)is the positive solution of the system ( 4 ).

From ( 8 ) and ( 3 ) we deduce forn=1

f1Cand g1Ch1

so relations ( 7 ) are verified forn=1.

We assume that the following inequalities hold:

fk1Ch1k2k1k2,gk1Ch1k1k1k2,k=2,,n

From ( 3 ) and ( 4 ) we deduce

fn αfn1+βgn1Ch1n2k1n2(α+βh1)=Ch1n1k1n1
gn hasfn+bgn1Ch1n1k1n2(hask1+b)=Ch1nk1n1

which shows us that relations ( 7 ) take place for all n.

It is obvious that the seriesi=0fiAnd i=0giare convergent, because from ( 7 ) it follows that they are bounded above by two geometric series with a ratio less than unity.

From ( 2 ) and the hypothesis of Theorem 1 we deduce the relations:

(9) ρ1(x1(n+1),x1(n)) αρ1(x1(n),x1(n1))+βρ2(x2(n),x2(n1))
ρ2(x2(n+1),x2(n)) hasρ1(x1(n+1),x1(n))+bρ2(x2(n),x2(n1)),n=0,1,

We now set in ( 9 )fi=ρ1(x1(i+1),x1(i)),gi=ρ2(x2(i+1),x2(i)), i=0,1,2,and we obtain the relations ( 3 ). Taking into account the hypotheses of Theorem 1 we deduce the relations

(10) ρ1(x1(i+1),x1(i)) Ch1i1k1i1
ρ2(x2(i+1),x2(i)) Ch1ik1i1,i=1,2,

We will now show that suites(x1(n))n=0And(x2(n))n=0are convergent.

We have indeed

(11) ρ1(x1(n+s),x1(n)) fn+s1+fn+s2++fn
p1n1C(1+p1+p12++p1s1)Cp1n11p1

Orp1=h1k1.

We deduce in the same way

(12) ρ2(x2(n+s),x2(n))gn+s1+gn+s2++gnCh1p1n11p1.

Taking into account that0<p1<1and the fact that spacesX1AndX2 are complete, it follows that the sequences(x1(n))n=0And(x2(n))n=0are convergent.

If we posex¯1=limnx1(n)andx¯2=limnx2(n) then taking into account the continuity of applicationsF1And F2and passing to the limit in the equalities ( 2 ) whennit follows that(x¯1,x¯2)represents a solution of the system ( 1 ).

Regarding the uniqueness of the solution, we will assume by contradiction that the system ( 1 ) does not have a unique solution.

Let us designate by(x¯1,x¯2)And(y¯1,y¯2)two solutions of the system ( 1 ). It follows from the first condition of Theorem 1 :

ρ1(x¯1,y¯1) αρ1(x¯1,y¯1)+βρ2(x¯2,y¯2)
ρ2(x¯2,y¯2) hasρ1(x¯1,y¯1)+bρ2(x¯2,y¯2)

Or

(1α)ρ1(x¯1,y¯1) βρ2(x¯2,y¯2)
(1b)ρ2(x¯1,y¯2) hasρ1(x¯1,y¯1).

We deduce from this

ρ1(x¯1,y¯1)βhas(1α)(1b)ρ1(x¯1,y¯1)

And

ρ2(x¯2,y¯2)βhas(1α)(1b)ρ2(x¯2,y¯2),

butβhas(1α)(1b)<1therefore the last inequalities take place if and only if x¯1=y¯1Andx¯2=y¯2.

It follows from ( 11 ) and ( 12 ) thats

ρ1(x¯1,x1(n))Cp1n11p1etρ2(x¯2,x2(n))Ch1p1n1p1,n=1,2,

Let us now designate byF1:XX1,F2:XX2two other apps that check withF1AndF2the conditions

(13) ρ1(F1(u,v),F1(u,v)) δ1
ρ2(F2(u,v),F2(u,v)) δ2

for everything(u,v)X,Orδ1>0,δ2>0 are two given real numbers.

Besides the iterative process ( 2 ) we consider the following iterative process:

(14) ξ1(n+1) =F1(ξ1(n),ξ2(n))
ξ2(n+1) =F2(ξ1(n+1),ξ2(n)),n=0,1,,(ξ1(0),ξ2(0))X.

In the following we will proceed to the delimitation of errors in case the root(x¯1,x¯2)of the system ( 1 ) is approximated by elements of the sequences(ξ1(n))n=0(ξ2(n))n=0generated using the method ( 14 ). We obviously have no information concerning the applicationsF1AndF2if not that they verify the relations ( 13 ), this is why we cannot affirm anything relative to the convergence of the sequences(ξ1(n))n=0And(ξ2(n))n=0.

We will show later that the process of calculating the elements of sequences(ξ1(n))n=0And (ξ2(n))n=0can certainly be stopped whenρ1(ξ1(n+1),ξ1(n))<ε1Andρ2(ξ2(n+1),ξ2(n))<ε2,ifε1Andε2are suitably chosen with respect to the numbersδ1,δ2,has,b,αAndβ.

We have indeed

ρ1(ξ1(n+1),ξ1(n))= ρ1(F1(ξ1(n),ξ2(n)),F1(ξ1(n1),ξ2(n1)))
ρ1(F1(ξ1(n),ξ2(n)),F1(ξ1(n),ξ2(n)))
+ρ1(F1(ξ1(n),ξ2(n)),F1(ξ1(n1),ξ2(n1)))
+ρ1(F1(ξ1(n1),ξ2(n1)),F1(ξ1(n1),ξ2(n1)))
αρ1(ξ1(n),ξ1(n1))+βρ2(ξ2(n),ξ2(n1))+2δ1.

Forρ2(ξ2(n+1),ξ2(n))we have the same way

ρ2(ξ2(n+1),ξ2(n))hasρ1(ξ1(n+1),ξ1(n))+bρ2(ξ2(n),ξ2(n1))+2δ2.

If we write nowfn=ρ1(ξ1(n+1),ξ1(n)),gn=ρ2(ξ2(n+1),ξ2(n)), n=0,1,then the above inequalities are written

(15) fn αfn1+βgn1+2δ1
gn hasfn+bgn1+2δ2.

If we place ourselves in the hypotheses of Theorem 1 , then there exists a constantC1independent ofn, such that we have the following relations:

(16) fn C1h1n1k1n1+2[βδ2+(1b)δ1](1α)(1b)hasβ
gn C1h1nk1n1+2[(1α)δ2+hasδ1](1α)(1b)hasβ,n=1,2,

Or(h1,k1)is the solution of the system ( 4 ) which verifies the conditions:0<h1k1<1,h1>0,k1>0.

Indeed, if we chooseC1such as

C1max {|αf0+βg0+2δ12[βδ2+(1b)δ1](1α)(1b)hasβ|,
1h1|hasf1+bg0+2δ22[(1α)δ2+hasδ1](1α)(1b)hasβ|}

so it is obvious that

f1 αf0+βg0+2δ1C1+2[βδ2+(1b)δ1](1α)(1b)hasβ
g1 hasf1+bg0+2δ2C1h1+2[(1α)δ2+hasδ1](1α)(1b)hasβ

and inequalities ( 16 ) are verified forn=1.

We assume that relations ( 16 ) hold for eachn=1,2,sand we will show that they also take place forn=s+1. We deduce from ( 15 )

fs+1 αC1h1s1k1s1+βC1h1sk1s1+2α[βδ2+(1b)δ1](1α)(1b)hasβ+2β[(1α)δ2+hasδ1](1α)(1b)hasβ+2δ1
=C1h1s1k1s1(α+βh1)+2[βδ2+(1b)δ1](1b)(1α)hasβ
=C1h1sk1s+2[βδ2+(1b)δ1](1α)(1b)hasβ.

We show in the same way that the second inequality ( 16 ) also holds forn=s+1.

If now we assume that

(17) ε1 >2[βδ2+(1b)δ1](1α)(1b)hasβ
ε2 >2[(1α)δ2+hasδ1](1α)(1b)hasβ

then relations ( 16 ) assure us that there exists anNsuch as for alln>nwe have inequalities ρ1(ξ1(n+1),ξ1(n))<ε1Andρ2(ξ2(n+1),ξ2(n))<ε2.Let us designate by ε1Andε2two positive numbers which verify the relations ( 17 ) andn>n+1. We propose to evaluate under these conditions the distances betweenx¯1Andξ1(n+1)Andx¯2Andξ2(n+1),that is, the delimitation of errors in the case of solving the system ( 1 ) using an approximation process of the form ( 14 ) where the applicationsF1AndF2 depend onF1AndF2by the relations ( 13 ). Taking into account the hypotheses in which we have placed ourselves, we will have

ρ1(x¯1,ξ1(n+1))= ρ1(F1(x¯1,x¯2),F1(ξ1(n),ξ2(n)))
ρ1(F1(x¯1,x¯2),F1(ξ1(n),ξ2(n)))
+ρ1(F1(ξ1(n),ξ2(n)),F1(ξ1(n)Lξ2(n)))
αρ1(x¯1,ξ1(n))+βρ2(x¯2,ξ2(n))+δ1.

We have similarly forρ2(x¯2,ξ2(n+1)):

ρ2(x¯2,ξ2(n+1))hasρ1(x¯1,ξ1(n+1))+bρ2(x¯2,ξ2(n))+δ2

We deduce from the above inequalities

(1α)ρ1(x¯1,ξ1(n+1)) αε1+βρ2(x¯2,ξ2(n))+δ1
(1b)ρ2(x¯2,ξ2(n+1)) hasρ1(x¯1,ξ1(n+1))+bε2+δ2

that's to say

(18) ρ1(x¯1,ξ1(n+1)) (α1αε1+β1αρ2(x¯1,ξ2(n))+δ11α)
ρ2(x¯2,ξ2(n+1)) has1bρ1(x¯1,ξ1(n+1))+b1bε2+δ21b

from which it results

(19) ρ2(x¯2,ξ2(n+1))has(αε1+βε2)+b(1α)ε2(1α)(1b)hasβ+ε22

Becausen>n+1, it follows that the second inequality of ( 18 ) also holds in the case where we putninstead of n+1,that's to say

ρ2(x¯2,ξ2(n))has1bρ1(x¯1,ξ1(n))+bε21b+δ21b

This inequality and the first inequality ( 18 ) give us

(20) ρ1(x¯1,ξ1(n+1))β(hasε1+bε2)+αε1(1b)(1α)(1b)hasβ+ε12

Bibliography

1987

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