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:X→X1AndF2:X→X2two 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)) ≤α⁢ρ1⁢(x1,x2)+β⁢ρ2⁢(y1,y2),
ρ2⁢(F2⁢(x1,y1),F2⁢(x2,y2)) ≤has⁢ρ1⁢(x1,x2)+b⁢ρ2⁢(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+has⁢β <2
(1−α)⁢(1−b) >has⁢β,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=0∞are convergent:

limn→∞x1(n)=x¯1,limn→∞x2(n)=x¯2.
Demonstration.

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

(3) fn ≤α⁢fn−1+β⁢gn−1
gn ≤has⁢fn+b⁢gn−1,n=1,2,…

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

(4) α+β⁢h =h⁢k
has⁢k+b =n⁢k

We will subsequently show that the system ( 4 ) admits a real solution(hi,ki)for which0≤hi⁢ki<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<hi⁢ki<1are fulfilled. We immediately check that the following equations result from the system ( 4 ):

(5) β⁢h2−(b+β⁢has−α)⁢h−α⁢has =0
has⁢k2−(α+β⁢has−b)⁢k−β⁢b =0

And

(6) p2−(b+β⁢has+α)⁢p−b⁢α=0

where we have designated bypthe producth⁢k.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+β⁢has+α<2,Orf⁢(p)=p2−(b+β⁢has+α)⁢p+b⁢α. It is obvious that the conditionf⁢(0)>0is filled becauseα>0,b>0,f⁢(1)>0 Andb+has⁢β+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+has⁢β+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=0∞And(gn)n=0∞verify 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 ≤C⁢h1n−1⁢k1n−1
gn ≤C⁢h1n⁢k1n−1

and the series∑i=0∞fiAnd∑i=0∞gi are convergent.

Let us designate byCa real number that satisfies the inequality

(8) C≥max⁡{α⁢f0+β⁢g0,has⁢f1+b⁢g0h1}

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

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

f1≤Cand ⁢g1≤C⁢h1

so relations ( 7 ) are verified forn=1.

We assume that the following inequalities hold:

fk−1≤C⁢h1k−2⋅k1k−2,gk−1≤C⁢h1k−1⋅k1k−2,k=2,…,n

From ( 3 ) and ( 4 ) we deduce

fn ≤α⁢fn−1+β⁢gn−1≤C⁢h1n−2⁢k1n−2⁢(α+β⁢h1)=C⁢h1n−1⁢k1n−1
gn ≤has⁢fn+b⁢gn−1≤C⁢h1n−1⁢k1n−2⁢(has⁢k1+b)=C⁢h1n⁢k1n−1

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

It is obvious that the series∑i=0∞fiAnd ∑i=0∞giare 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)) ≤α⁢ρ1⁢(x1(n),x1(n−1))+β⁢ρ2⁢(x2(n),x2(n−1))
ρ2⁢(x2(n+1),x2(n)) ≤has⁢ρ1⁢(x1(n+1),x1(n))+b⁢ρ2⁢(x2(n),x2(n−1)),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)) ≤C⁢h1i−1⋅k1i−1
ρ2⁢(x2(i+1),x2(i)) ≤C⁢h1i⋅k1i−1,i=1,2,…

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

We have indeed

(11) ρ1⁢(x1(n+s),x1(n)) ≤fn+s−1+fn+s−2+…+fn
≤p1n−1⁢C⁢(1+p1+p12+…+p1s−1)≤C⁢p1n−11−p1

Orp1=h1⁢k1.

We deduce in the same way

(12) ρ2⁢(x2(n+s),x2(n))≤gn+s−1+gn+s−2+…+gn≤C⁢h1⁢p1n−11−p1.

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

If we posex¯1=limn→∞x1(n)andx¯2=limn→∞x2(n) then taking into account the continuity of applicationsF1And F2and passing to the limit in the equalities ( 2 ) whenn→∞it 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) ≤α⁢ρ1⁢(x¯1,y¯1)+β⁢ρ2⁢(x¯2,y¯2)
ρ2⁢(x¯2,y¯2) ≤has⁢ρ1⁢(x¯1,y¯1)+b⁢ρ2⁢(x¯2,y¯2)

Or

(1−α)⁢ρ1⁢(x¯1,y¯1) ≤β⁢ρ2⁢(x¯2,y¯2)
(1−b)⁢ρ2⁢(x¯1,y¯2) ≤has⁢ρ1⁢(x¯1,y¯1).

We deduce from this

ρ1⁢(x¯1,y¯1)≤β⁢has(1−α)⁢(1−b)⁢ρ1⁢(x¯1,y¯1)

And

ρ2⁢(x¯2,y¯2)≤β⁢has(1−α)⁢(1−b)⁢ρ2⁢(x¯2,y¯2),

butβ⁢has(1−α)⁢(1−b)<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))≤C⋅p1n−11−p1e⁢tρ2⁢(x¯2,x2(n))≤C⁢h1⁢p1n1−p1,n=1,2,…

∎

Let us now designate byF1∗:X→X1,F2∗:X→X2two 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=0∞generated using the method ( 14 ). We obviously have no information concerning the applicationsF1∗AndF2∗if not that they verify the relations ( 13 ), this is why we cannot affirm anything relative to the convergence of the sequences(ξ1(n))n=0∞And(ξ2(n))n=0∞.

We will show later that the process of calculating the elements of sequences(ξ1(n))n=0∞And (ξ2(n))n=0∞can 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(n−1),ξ2(n−1)))
≤ ρ1⁢(F1∗⁢(ξ1(n),ξ2(n)),F1⁢(ξ1(n),ξ2(n)))
+ρ1⁢(F1⁢(ξ1(n),ξ2(n)),F1⁢(ξ1(n−1),ξ2(n−1)))
+ρ1⁢(F1⁢(ξ1(n−1),ξ2(n−1)),F1∗⁢(ξ1(n−1),ξ2(n−1)))
≤ α⁢ρ1⁢(ξ1(n),ξ1(n−1))+β⁢ρ2⁢(ξ2(n),ξ2(n−1))+2⁢δ1.

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

ρ2⁢(ξ2(n+1),ξ2(n))≤has⁢ρ1⁢(ξ1(n+1),ξ1(n))+b⁢ρ2⁢(ξ2(n),ξ2(n−1))+2⁢δ2.

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∗ ≤α⁢fn−1∗+β⁢gn−1∗+2⁢δ1
gn∗ ≤has⁢fn∗+b⁢gn−1∗+2⁢δ2.

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∗ ≤C1⁢h1n−1⁢k1n−1+2⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β
gn∗ ≤C1⁢h1n⁢k1n−1+2⁢[(1−α)⁢δ2+has⁢δ1](1−α)⁢(1−b)−has⁢β,n=1,2,…

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

Indeed, if we chooseC1such as

C1≥max {|αf0∗+βg0∗+2δ1−2⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β|,
1h1|hasf1∗+bg0∗+2δ2−2⁢[(1−α)⁢δ2+has⁢δ1](1−α)⁢(1−b)−has⁢β|}

so it is obvious that

f1∗ ≤α⁢f0∗+β⁢g0∗+2⁢δ1≤C1+2⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β
g1∗ ≤has⁢f1∗+b⁢g0∗+2⁢δ2≤C1⁢h1+2⁢[(1−α)⁢δ2+has⁢δ1](1−α)⁢(1−b)−has⁢β

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∗ ≤α⁢C1⁢h1s−1⁢k1s−1+β⁢C1⁢h1s⁢k1s−1+2⁢α⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β+2⁢β⁢[(1−α)⁢δ2+has⁢δ1](1−α)⁢(1−b)−has⁢β+2⁢δ1
=C1⁢h1s−1⁢k1s−1⁢(α+β⁢h1)+2⁢[β⁢δ2+(1−b)⁢δ1](1−b)⁢(1−α)−has⁢β
=C1⁢h1s⁢k1s+2⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β.

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

If now we assume that

(17) ε1 >2⁢[β⁢δ2+(1−b)⁢δ1](1−α)⁢(1−b)−has⁢β
ε2 >2⁢[(1−α)⁢δ2+has⁢δ1](1−α)⁢(1−b)−has⁢β

then relations ( 16 ) assure us that there exists an′∈Nsuch as for alln>n′we 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 applicationsF1∗AndF2∗ 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)⁢L⁢ξ2(n)))
≤ α⁢ρ1⁢(x¯1,ξ1(n))+β⁢ρ2⁢(x¯2,ξ2(n))+δ1.

We have similarly forρ2⁢(x¯2,ξ2(n+1)):

ρ2⁢(x¯2,ξ2(n+1))≤has⁢ρ1⁢(x¯1,ξ1(n+1))+b⁢ρ2⁢(x¯2,ξ2(n))+δ2

We deduce from the above inequalities

(1−α)⁢ρ1⁢(x¯1,ξ1(n+1)) ≤α⁢ε1+β⁢ρ2⁢(x¯2,ξ2(n))+δ1
(1−b)⁢ρ2⁢(x¯2,ξ2(n+1)) ≤has⁢ρ1⁢(x¯1,ξ1(n+1))+b⁢ε2+δ2

that's to say

(18) ρ1⁢(x¯1,ξ1(n+1)) ≤(α1−α⁢ε1+β1−α⁢ρ2⁢(x¯1,ξ2(n))+δ11−α)
ρ2⁢(x¯2,ξ2(n+1)) ≤has1−b⁢ρ1⁢(x¯1,ξ1(n+1))+b1−b⁢ε2+δ21−b

from which it results

(19) ρ2⁢(x¯2,ξ2(n+1))≤has⁢(α⁢ε1+β⁢ε2)+b⁢(1−α)⁢ε2(1−α)⁢(1−b)−has⁢β+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))≤has1−b⁢ρ1⁢(x¯1,ξ1(n))+b⁢ε21−b+δ21−b

This inequality and the first inequality ( 18 ) give us

(20) ρ1⁢(x¯1,ξ1(n+1))≤β⁢(has⁢ε1+b⁢ε2)+α⁢ε1⁢(1−b)(1−α)⁢(1−b)−has⁢β+ε12

Bibliography

1987

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