Abstract
Let \(X,Y\) be two Banach spaces and \(P:X\rightarrow Y\) a nonlinear operator. We study the semilocal convergence of the Newton, chord and Steffensen methods for which the derivative \(P^{\prime}\left( x\right) \) or the divided differences from each iteration step are approximated by a sequence of operators obtained with the Schultz method:
\begin{equation}
\left\{
\begin{array}
[c]{l}%
x_{n+1}=x_{n}-A_{n}P\left( x_{n}\right) \\
A_{n+1}=A_{n}\left( 2E-\left[ x_{n},x_{n+1};P\right] A_{n}\right)
,\qquad n=0,1,\ldots
\end{array}
\right. \label{f.1.6}%
\end{equation}
and considering the Steffensen method:%
\begin{equation}
\left\{
\begin{array}
[c]{l}%
x_{n+1}=x_{n}-A_{n}P\left( x_{n}\right) \\
A_{n+1}=A_{n}\left( 2E-\left[ x_{n+1},Q\left( x_{n+1}\right) ;P\right]
A_{n}\right) ,\qquad n=0,1,\ldots
\end{array}
\right. \label{f.1.7}%
\end{equation}
Authors
Adrian Diaconu
(Tiberiu Popoviciu Institute of Numerical Analysis)
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
Title
Originnal title (in French)
Sur quelques méthods itératives pour la résolution des equations operationnelles
English translation of the title
On some iterative methods for solving operator equations
Keywords
Newton method; chord method; Steffensen method; Schultz method; semilocal convergence
Cite this paper as:
A. Diaconu, I. Păvăloiu, Sur quelques méthods itératives pour la résolution des equations operationnelles, Rev. Anal. Numér. Théor. Approx., 1 (1972), pp. 45-61, https://doi.org/10.33993/jnaat11-3 (in French).
About this paper
Journal
Revue d’Analyse Numérique et de Théorie de l’ Approximation
Publisher Name
Academia Republicii S.R.
Print ISBN
Not available yet.
Online ISBN
Not available yet.
References
[1] Collatz, L., Naherungsverfahren hoherer Ordnung fur Gleichungen in Banach-Raumen, Archive for Rational Mechanics and Analysis II (1), 66–75 (1958).
[2] Diaconu, A., Pavaloiu, I., Asupra unor metode iterative pentru rezolvarea ecuatiilor operationale neliniare (I), Revista de analiza numerica si teoria aproximatiei, sous presse 2 (1973), nr. 1, pp. 61–79.
[3] Janko, B., Sur la theorie unitaire des methdes d’iteration pour la resolution des equations operationelles non lineaires. Publications of the Mathematical Institute of the Hungarian Academy of Sciences, II, Ser. A, 302–311 (1961).
[4] Janko, B., Rezolvarea ecuatiilor operationale neliniare in spatii Banach. Bucuresti, Editura Academiei R.S.R. (1969).
[5] Pavaloiu, I., Sur la methode de Steffensen pour la resolution des equations operationnelles non lineaires, Revue Roumaine de mathematiques pures et appliquees, XIII, 6, 857–861 (1968).
[6] Pavaloiu, I., Interpolation dans des espaces lineaires normes et applications. Mathematica (Cluj), 12(35), 1, 149–158 (1970).
[7] Pavaloiu, I., Sur les procedes iteratifs a un ordre eleve de convergence. Mathematica (Cluj), 12 (35), 2, 309–324 (1970).
[8] Pavaloiu, I., Consideratii asupra metodelor iterative obtinute prin interpolare inversa, Studii si cercetari matematice, XXIII, 10, 1545–1549 (1971).
[9] Popoviciu, T., Sur la delimitation de l’erreur dans l’approximation des racines d’une equation par interpolation lineaire ou quadratique. Revue Roumaine de mathematiques pures et appliquees, XIII, 1, 75–78 (1968).
[10] Sergheev, A. S., O metode hord. Sibirski mat. jurnal, XI, 2, 282–289 (1961)
[11] Traub, J. F., Iterative Methods for the Solution of Equations. Prentice-Hall Inc. Englewood Cliffs N.J. (1964).
[12] Ul’m, S., Ob obobscenih razdelenyh raznostjah I. Izv. Akad. Nauk. Estonskoi S.S.R., 16, 1, 13–26 (1967).
[13] Ul’m, S., Ob obobscenih razdelenyh raznostjah II. Izv. Akad. Nauk Estonskoi S.S.R., 16, 2, 146–155 (1967).
[14] Ul’m, S., Ob iteraccionnyh metodah s posledovatel’noi approksimacii obratnovo operatora. Izv. Akad. Nauk Estonskoi S.S.R., 16, 4, 403–411 (1967)
Paper (preprint) in HTML form
On some iterative methods
for solving operator equations
In the application of some iterative methods to the resolution of non-linear operational equations the essential difficulty is the necessity of solving a linear operational equation at each iteration step.
For example, we consider for the resolution of the following equation:
| (1) |
Goldis a non-linear operator, being Banach spaces, the well-known Newton-Kantorovitch method:
| (2) |
It is observed that for the application of this method it is necessary to solve at each iteration step the following linear operational equation:
GoldForfixed, is a linear operator, representing the Fréchet derivative of the operatorin the point
This difficulty can be eliminated if we consider, in addition to the sequence of iterationsa sequence of linear operatorstend towards the inverse of the linear operator which intervenes in the iterative method considered.
In the case of Newton's method this problem was studied by S. Ul'm in the work [ 15 ] . For the solution of equation ( 1 ) S. Ul'm considered the following iterative method:
| (3) |
Goldis an arbitrary linear operator. We observe thatfor each
S. Ul'm's results are based on the assumption that equation ( 1 ) has a solution.
In the work [ 3 ] we studied the convergence of the iterative process ( 3 ), without the hypothesis of the existence of the solution of the equation ( 1 ). We established the following theorem:
Theorem 1 .
If in the spherethe following conditions are met:
-
1)
The operatoradmits derivatives of Fréchet type up to and including order 2, the first-order derivative of the operatoradmits a bounded inverse, 'that is, for each And
-
2)
The initial elementthe initial operatorand the constantsAndsatisfy the condition:
GoldAndbeing arbitrarily small, then the following properties hold:
-
1)
The sequelsare convergent
-
2)
Equation ( 1 ) admits the solutionwhich can be obtained as the limit of the sequencegenerated by ( 3 ) and:
We have the following inequalities:
(4) (5)
The result presented above, establishes besides the convergence of the iterative process ( 3 ) the existence of the solution of the equation ( 1 ). The inequalities ( 4 ) and ( 5 ) give the speed of convergence, an evaluation of the error and show that the iterative process ( 3 ) has the order of convergence arbitrarily small. Finally, the iterative process ( 3 ) has an order of convergence arbitrarily close to the order of convergence of Newton's method without, however, reaching it.
In the work [ 3 ] we studied at the same time other iterative processes obtained from well-known iterative methods. Starting from the rope method we considered the following iterative process
| (6) |
and starting from Steffensen's method the process:
| (7) |
Goldis an arbitrary element of space the operatoris an arbitrary linear operator that transforms the spaceInis the divided difference, [ 7 ] of the operatoron the knots and the operatoris an iterative operator attached to equation ( 1 ), [ 8 ] .
Theorem 2 .
If in the spherethe following conditions are met.
-
1)
The operatoradmits divided differences up to and including order 2, the divided difference of the first order admits an inverse and:for eachAndfor each(bywe have designated the divided difference of the orderof the operator ).
-
2)
The operatoris limited and
-
3)
We have the inequalities:
OrAndarbitrarily small,
then the following propositions take place:
-
1)
The sequelsAndgenerated by ( 6 ), are convergent.
-
2)
Equation ( 1 ) has the solutionAnd
-
3)
IfSO (the operatorexists for each because
-
4)
We have the following inequalities:
(8) (9)
Theorem 3 .
If in the spherethe following conditions are met:
-
1)
The operatoradmits divided differences up to orderinclusively, the divided difference of the first order admits an inverse,for eachAndfor each
-
2)
The operatormeets the following conditions:
-
3)
The following conditions are met:
arbitrarily small, then:
-
1)
The sequelsAndgenerated by ( 7 ), are convergent.
-
2)
Equation ( 1 ) has the solutionwhich can be obtained as the limit of the sequencegiven by ( 7 ) and:
(so we can conclude the existence of the Fréchet type derivative of the operatorin the point)
-
3)
The following inequalities are verified:
(10) (11)
Theorems ( 2 ) and ( 3 ) show that the order of convergence of processes ( 6 ) and ( 7 ) is respectivelyarbitrarily approached the order of convergence of the string method, respectively of the Steffensen method, without however reaching the order of these methods.
To prove the stated theorems, we used the method of systems of recurring inequalities.
For processes ( 3 ) and ( 7 ) the following system is used:
| (12) |
Orin the case of method ( 3 ) andin the case of process ( 7 ). We choose in the case of method ( 3 ) andin the case of method ( 7 ),in the case of method ( 3 ) andin the case of the process ( 7 ). With the above notationsAndcheck the system ( 12 ).
Relative to the process ( 6 ) we chooseAndand we demonstrate that we have the following inequalities:
| (13) | ||||
From systems ( 12 ) and ( 13 ) we easily deduce that:Andfor processes ( 3 ) and ( 7 ) and for the process ( 6 ). The constantfor processes ( 3 ) and ( 6 ) andfor the process ( 7 ),for processes ( 3 ) and ( 7 ) andfor the process ( 6 ), arbitrarily small. In
using these inequalities we easily deduce in each case that the sequencesare convergent.
The other conclusions are directly verified by calculation.
We now ask the following question: if instead of the Schultz-type method used for the approximation of linear operatorsAndIf we used a more rapidly converging method, could the order of convergence of the obtained methods become equal to the order of convergence of the Newton and Steffensen methods, respectively, or the string method?
For the approximation of the inverse of a linear operator The following method is well known.
which is the Tchébischeff method for calculating the inverse of linear operators. This method has convergence order 3.
This method can be combined with Newton's method, the string method and Steffensen's method. We then obtain the following three processes:
| (14) |
| (15) |
| (18) | |||
Lemma 1 .
Let the consequences be given which satisfy the following recurring inequalities:
| (19) |
If Or Andthen the elements of the given sequences satisfy the inequalities:
| (20) |
And
Demonstration..
We will demonstrate using the method of mathematical induction that forthe following inequalities are true.
| (21) |
Or:
| (22) |
And
| (23) |
Forthe inequalities ( 21 ) result from the hypotheses of the lemma. Forfrom ( 19 ) we have:
from where
because ifAnd SO:
We now assume that inequalities ( 21 ) are true forand we will show that they take place for
Indeed from ( 19 ) we deduce:
from which, taking into account ( 21 ) and the induction hypothesis we have:
because from the hypotheses of the theorem it results
It follows that the inequalities ( 21 ) are true for eachand taking into account the fact thatWe have The lemma is proven. ∎
For method ( 15 ) we will now establish the:
Lemma 2 .
Let the consequences be given which satisfy the following recurring inequalities:
| (24) |
If OrAndAndmeet the conditions: SO:
And
Demonstration..
Based on Lemma 1 , we will establish the following two theorems:
Theorem 4 .
If in the spherethe following conditions are met:
-
1)
The operatoradmits Fréchet-type derivatives up to orderinclusively, the derivative of orderis reversible and we haveAnd
-
2)
Or
so we have the following properties:
-
1)
The iterative method ( 14 ) is convergent.
-
2)
The operational equation admits the solution which can be obtained as the limit of the sequence given by method ( 14 ) .
-
3)
We have the following delimitations:
ifthe sequeltends towardsand we have:
Demonstration..
We will demonstrate using mathematical induction that for eachthe following properties are true:
| (has) | ||||
| (b) | ||||
| (c) |
Forproperties a) and b) are verified in the hypotheses of the theorem. For c) we have:
We assume that a), b), c) are true forForwe have:
from which it results
For b) proceeding as in [ 3 ] we deduce the relations:
And
from which with the introduced notations we have:
In the hypotheses of the theorem it results that forthe hypotheses of lemma 1 are verified, in fact we have:
For c) we deduce in a manner analogous to that of the case
Properties a), b), c) being true foralso it results their validity for each
We now have:
from which it follows that the following being fundamental, it will be convergent towardsFrom b) it followsfrom whereIn the above inequality we easily see thatand that we have the following inequality
ifwe have:
from which it follows thattends towards that the given delimitation takes place. The theorem is proven. ∎
Theorem 5 .
If in the spherethe following conditions are met:
-
1)
The operatoradmits the divided differences up to the orderinclusively, the divided difference of the first order admits a bounded inverse, that is to sayfor eachAnd for each
-
2)
The iterative operatormeets the following conditions:
-
3)
The initial elementcan be chosen in such a way that the following conditions are met:
Or
with
SO:
-
1)
The sequelsAnddata by the iterative method ( 18 ) are convergent.
-
2)
Equation ( 1 ) has a solution which can be obtained as the limit of the sequenceAnd
-
3)
We have:
And
The proof of this theorem is absolutely analogous to the proof of Theorem 4 , taking into account Lemma 1 and the relations established during the proof of Theorem 3 , [ 3 ] .
Theorem 6 .
If in the spherethe following conditions are met:
-
1)
The operatoradmits divided differences up to and including order 2, the divided difference of the first order admits a bounded inverse, that is to sayfor each And For
-
2)
The operator is limited and
-
3)
We have the inequalities:
Or
SO:
-
1)
The sequelsAndgiven by ( 15 ) are convergent
- 2)
-
3)
Ifis the limit of the sequence of operatorsit is at the same time the limit of the sequence of operators exists for each becausewhat results from the demonstration);
-
4)
We have:
Demonstration..
Using the method of mathematical induction we will demonstrate the following properties.
-
has)
-
b)
-
c)
-
d)
In the hypotheses of the theorem it follows that properties a), b), d) are verified forand c) for
We assume that properties a)–d) hold for and we will show their validity for
For property a) we have:
SO
For properties b), c) we establish in the same way as in [ 3 ] the inequalities:
hence seen thatwith the introduced notations, it results:
Since the assumptions of Lemma 2) are verified
For property d) we have:
In accordance with the principle of mathematical induction it follows that properties a), b), d) are true for eachand property c) for each
In the same way as in the previous theorem it results:
from which it follows that the following being fundamental it will converge towards given by the inequality:
hence, by doingit resultsBecause results that
For the demonstration of the convergence of the sequenceand from the last inequality we evaluate:
This results in
from which it follows that the following being fundamental it will be convergent. By designating by its limit, it results in the delimitation expressed by the inequality of 4).
We will now establish that the sequence of operatorsalso tends towards Indeed:
from which it follows that:
The theorem is proven. ∎
Bibliography
- [1]
- [2] Collatz, L., Näherungsverfahren höherer Ordnung für Gleichungen in Banach-Räumen, Archive for Rational Mechanics and Analysis II (1), 66–75 (1958).
- [3] ††margin: clickable Diaconu, A., şi Păvăloiu, I., Asupra unor metode iterative pentru rezolvarea ecua- ţiilor operationale neliniare (I), Revista de analiză numerică şi teoria aproximaţiei, in press 2 (1973), nr. 1, pp. 61–79.
- [4] Jankó, B., On the unitary theory of iteration methods for solving nonlinear operational equations . Publications of the Mathematical Institute of the Hungarian Academy of Sciences, II , Ser. A, 302–311 (1961).
- [5] Jankó, B., Rezolvarea ecuaţiilor operaţionale neliniare în spaţii Banach . Bucuresti, Editura Academiei RSR (1969).
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- [7] Păvăloiu, I., ††margin: clickable Interpolation in normed linear spaces and applications. Mathematica (Cluj), 12(35) , 1, 149–158 (1970).
- [8] Păvăloiu, I., ††margin: clickable On iterative processes with a high order of convergence . Mathematica (Cluj), 12 (35) , 2, 309–324 (1970).
-
[9]
Păvăloiu, I.,
††margin:
clickable
Consideration asupra metodelor iterative obţinute prin interpolare inversă , Studii şi cercetări matematice, XXIII , 10, 1545–1549 (1971).
††margin:
available soon,
click here - [10] Popoviciu, T., On the delimitation of the error in the approximation of the roots of an equation by linear or quadratic interpolation . Romanian Journal of Pure and Applied Mathematics, XIII , 1, 75–78 (1968).
- [11] Sergheev, AS, O metode hord . Sibirski mat. journal, XI , 2, 282–289 (1961)
- [12] Traub, JF, Iterative Methods for the Solution of Equations . Prentice-Hall Inc. Englewood Cliffs NJ (1964)
- [13] Ul'm, S., Ob obobşcenîh razdelenyh raznostjah I. Izv. Akad. Nauk. Estonskoi SSR, 16, 1, 13–26 (1967)
- [14] Ul'm, S., Ob obobşcenîh razdelenyh raznostjah II. Izv . Akad. Nauk Estonskoi SSR, 16 , 2, 146–155 (1967).
- [15] Ul'm, S., Ob iteraccionnyh metodah posledovatel'noi approksimacii obratnovo operatora . Izv. Akad. Nauk Estonskoi SSR, 16, 4, 403–411 (1967).
Received on 18. IX.1971.
