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.
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
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
system of equations in metric space; Gauss-Seidel type method; error estimations
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).
[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.
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"Babeş-Bolyai" University
Faculty of Mathematics and Physics
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 bytwo complete metric spaces and bythe Cartesian product of these spaces.
We designate byAndtwo applications and we consider the following system of equations:
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For the resolution of the system of equations ( 1 ) we consider the following iterative process, of the Gauss-Seidel type:
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Concerning the convergence of sequences we have the following Theorem [ 1 ] :
THEOREM 1 .
If the applicationsAndcheck the conditions
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for all, OrAndare nonnegative real numbers;
If the numbers Andcheck the relationships
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then the system ( 1 ) admits a single solutionand the sequelsare convergent:
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Demonstration.
We designate byAndtwo sequences of non-negative numbers whose elements verify the relations
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We associate with relations ( 3 ) the system of equations in the unknownsAndfollowing
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We will subsequently show that the system ( 4 ) admits a real solutionfor whichif and only if the numbersAndfulfill the conditions of Theorem 1 .
We assume that the system ( 4 ) admits the solutions, for which the conditionsare fulfilled. We immediately check that the following equations result from the system ( 4 ):
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And
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where we have designated bythe productEquations ( 5 ) show us that the solutionsof the system ( 4 ) are real and of the equation ( 6 ) and the conditions it results,
AndOr. It is obvious that the conditionis filled because,
And
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 that And
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
for which
We now show that if the elements of the sequences
Andverify the relations ( 3 ) where the numbers
Andverify the hypothesis of Theorem
1 , then there exists a constant, independent of
such that for eachrelationships take place
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and the seriesAnd
are convergent.
Let us designate bya real number that satisfies the inequality
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Oris the positive solution of the system ( 4 ).
From ( 8 ) and ( 3 ) we deduce for
so relations ( 7 ) are verified for
We assume that the following inequalities hold:
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From ( 3 ) and ( 4 ) we deduce
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which shows us that relations ( 7 ) take place for all
.
It is obvious that the seriesAnd
are 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:
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We now set in ( 9 ) and we obtain the relations ( 3 ). Taking into account the hypotheses of Theorem 1 we deduce the relations
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We will now show that suitesAndare convergent.
We have indeed
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Or.
We deduce in the same way
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Taking into account thatand the fact that spacesAnd
are complete, it follows that the sequencesAndare convergent.
If we poseand
then taking into account the continuity of applicationsAnd
and passing to the limit in the equalities ( 2 ) whenit follows thatrepresents 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 byAndtwo solutions of the system ( 1 ). It follows from the first condition of Theorem 1 :
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Or
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We deduce from this
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And
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buttherefore the last inequalities take place if and only if
And
It follows from ( 11 ) and ( 12 ) that
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∎
Let us now designate bytwo other apps that check withAndthe conditions
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for everythingOr
are two given real numbers.
Besides the iterative process ( 2 ) we consider the following iterative process:
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In the following we will proceed to the delimitation of errors in case the rootof the system ( 1 ) is approximated by elements of the sequencesgenerated using the method ( 14 ). We obviously have no information concerning the applicationsAndif not that they verify the relations ( 13 ), this is why we cannot affirm anything relative to the convergence of the sequencesAnd
We will show later that the process of calculating the elements of sequencesAnd
can certainly be stopped whenAndifAndare suitably chosen with respect to the numbersAnd
We have indeed
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Forwe have the same way
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If we write now then the above inequalities are written
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If we place ourselves in the hypotheses of Theorem 1 , then there exists a constantindependent of, such that we have the following relations:
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Oris the solution of the system ( 4 ) which verifies the conditions:.
Indeed, if we choosesuch as
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so it is obvious that
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and inequalities ( 16 ) are verified for.
We assume that relations ( 16 ) hold for eachand we will show that they also take place for. We deduce from ( 15 )
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We show in the same way that the second inequality ( 16 ) also holds for.
If now we assume that
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then relations ( 16 ) assure us that there exists asuch as for allwe have inequalities
AndLet us designate by
Andtwo positive numbers which verify the relations ( 17 ) and. We propose to evaluate under these conditions the distances betweenAndAndAndthat is, the delimitation of errors in the case of solving the system ( 1 ) using an approximation process of the form ( 14 ) where the applicationsAnd
depend onAndby the relations ( 13 ). Taking into account the hypotheses in which we have placed ourselves, we will have
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We have similarly for
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We deduce from the above inequalities
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that's to say
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from which it results
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Because, it follows that the second inequality of ( 18 ) also holds in the case where we putinstead of
that's to say
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This inequality and the first inequality ( 18 ) give us
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Bibliography
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[1]
††margin:
clickable
Păvăloiu, I., The resolution of operational systems using
iterative methods, Mathematica, 11(34), 1969, 137–141.
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[2]
Urabe, M., Error estimation in numerical solution of equation by iteration processes , J. Sci. Hiroshima Univ., Ser. AI, 26 (1962), 77–91.