I. Argyros, E. Cătinaş, I. Păvăloiu, Improving the rate of convergence of some Newton-like methods for the solution of nonlinear equations containing a nondifferentiable term, Rev. Anal. Numér. Théor. Approx., 27 (1998) no. 2, pp. 191-202.
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Improving the rate of convergence of some Newton-Like methods for the solution of nonlinear equations containing A nondifferentiable term
Improving the rate of convergence of some Newton-Like methods for the solution
of nonlinear equations containing A nondifferentiable term
Ioannis K. Argyros, Emil Cătinaş, Ion Păvăloiu
AMS (MOS) Subject Classification: 65J15, 65G99, 47H15, 49D15.
1 Introduction
In this study we are concerned with the problem of approximating a locally
unique solution of a nonlinear equation
where are defined on a closed convex subset of a Banach space
with values in a Banach space The operator is
Fréchet-differentiable on whereas is only continuous there.
We use the Newton-Like method given by
|
|
|
(2) |
to generate a sequence converging to
Here is a linear operator approximating Sufficient conditions for the
convergence of (2) to have given by several authors
([1], [2], [3], [4], [5],[7], [8], [11] and [12]). Recently,
Cătinaş in [5] has used (2) for
|
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(3) |
where denotes a divided difference of order one of
on for This way Cătinaş has managed to show
that the order of convergence denoted by lies in Cătinaş has also showed that
iteration (2) is faster than iterations appearing in [1],[2], [4], [5],
[7], [8],[11] and [12] for choices of other than the one given by (3).
In [3] we used (2) for
|
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(4) |
We showed that
Sufficient conditions were also provided under which our error bounds are
sharper than all previous ones (in particular those in [5]). We
also note that our method is cheaper to use than that in [5].
In this study we have made a further attempt to improve the rate of
convergence of iteration (2) by choosing appropriately.
Sufficient convergence conditions as well as an error analysis have been provided.
Finally we show that our error bounds are smaller than all earlier ones
([1], [2], [3], [4], [5], [7], [8], [9], [10], [11]
and[12]).
2 Convergence analysis
We need the following definitons on divided differences [4], [9], [10].
Definition 1
An operator denoted by
belonging to the space (the
Banach space of bounded linear operators from to is called the
first order divided difference of the operator at the
points if the following hold:
- (a)
-
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(5) |
- (b)
-
If is Fréchet-differentiable at then
Definition 2
An operator denoted by
belonging to the space is
called the second order divided difference of the operator at the points if the
following hold:
- (a)
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(6) |
- (b)
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If is twice Fréchet-differentiable at then
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We can prove the following semilocal result concerning the convergence of
iteration (2).
Theorem 3
Assume that there exist points and nonnegative real numbers
, and such that:
- (a)
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- (b)
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the operators have divided differences of order one denoted
by and respectively for all
- (c)
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the linear operators are invertible for all and
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for some nonnegative sequences with
where
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- (d)
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the points satisfy
- (e)
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the following conditions hold:
with given by (2) for
where is the Fibonacci’s sequence
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(11) |
Then
- (i)
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the sequence generated by
(2) is well defined, remains in and
converges to a solution of the
equation
- (ii)
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the following a priori error estimated hold
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(12) |
where
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(13) |
- (iii)
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moreover, if there exists a nonnegative number such that
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(14) |
where
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(15) |
with satisfying
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then
Proof. We shall show by induction that, for all
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(17) |
and
For relations (16)-(18) follow from hypothses (d)
and (e). Suppose relations (16)-(18) hold for
where Since and is invertible, via (2) we can compute Using
(2), we can obtain the approximation
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(19) |
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By (2), (7??), (8???) and (19) we get
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(20) |
From the induction hypothese, (20) give on the one hand, that
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that is, (17) for and, on the other hand
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which shows (18) for .
We must also show that Indeed, from
the induction hypotheses and the triangle inequality we get
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We must show that sequence is Cauchy. We
have that the Fibonacci’s sequence given by
(11) can also be written as
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Therefore, for any we get
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Moreover, by Bernoulli’s inequality we get
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(21) |
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By (8)and (21) it follows that the sequence
is Caucchy in a Banch space and so
it converges to some point (since
is a closed set). By letting
in (2), we obtain that is, is a solution
of equation (1). Moreover, by letting in
(21) we obtain (12).
Furhermore, to show that is the unique solution of equation
(1) in let us assume that is a solution of equation (1) too.
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(22) |
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and hypothesis (14), we get
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(23) |
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Since by letting in (23) we get
But we have also showed that
Hence, we deduce
That completes the proof of the Theorem.
References
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[1]
I. K. Argyros, On the solution of equations with
nondifferentiable operators and the Ptak error estimates, BIT, 30
(1990), 752-754.
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[2]
I. K. Argyros, On the solution of nonlinear
equations with a nodifferentiable term, Rev. Anal. Numér. Théorie
Approximation 22, 2(1993), 125-135.
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[3]
I. K. Argyros, On some iterative methods for
solving nonlinear equations with a nondifferentiable term of order between
1.618…and 1.839…(sumitted to this journal).
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[4]
I. K. Argyros, and F. Szidarovszky,
The Theory and Application of Iteration Methods, C.R.C., Press, Inc.,
Boca Raton, Florida, 1993.
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E. Cătinaş, On some iterative method for
solving nonlinear equations, Rev. Anal. Numér. Theorie
Approximation 23, 1 (1994), 47-53.
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G. Goldner, and M. Balazs, Remarks on
divided differences and method of chords, Rev. Anal. Numér Theorie
Approximation 3, 1 (1974), 19-30.
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L. V. Kantorovich, The method of succesive
approximation for functional equations, Acta. Math. 71 (1939), 63-97.
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[8]
J. M. Ortega and W. C. Rheinboldt,
Iterative Solution of Nonlinear Equations in Several Variables,
Academic Press, New York, 1970.
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[9]
I. Păvăloiu, Sur une
généralisation de la méthod de Steffensen, Rev. Anal. Numér.
Theorie Approximation 21, 1 (1972), 59-65.
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I. Păvăloiu, A convergence theorem
concerning the chord methods, Rev. Anal. Numér. Theorie
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[11]
F. A. Potra, On an iterative algorithm of order
1.839…for solving nonlinear equations, Numer. Funct. Anal. Optimiz.
7, 1 (1984-1985), 75-106.
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[12]
T. Yamamoto and X. Chen, Convergence domains
of certain iterative methods for solving nonlinear equations, Numer. Funct.
Anal. Optimix. 10, 1 and 2 (1989), 37-48.
Received August 10, 1996 Ioannis K. Argyros
Department of
Mathematics
Emil
Cătinaş and Ion Păvăloiu
Institutul de Calcul
”Tiberiu Popoviciu”
C.P. 68, 3400 Cluj-Napoca,
Romania