On some iterative methods for solving operator equations

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

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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

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Academia Republicii S.R.

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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)

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On some iterative methods
for solving operator equations

by
A. Diaconu and I. Păvăloiu
(Cluj)

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) P⁢(x)=θ,

GoldP:X→Yis a non-linear operator,X,Y being Banach spaces, the well-known Newton-Kantorovitch method:

(2) xn+1=xn−[P′⁢(xn)]−1⁢P⁢(xn),n=0,1,…

It is observed that for the application of this method it is necessary to solve at each iteration step the following linear operational equation:

(P′⁢(xn))⁢(h)=−P⁢(xn),n=0,1,…,

GoldP′⁢(x):X→YForxfixed, is a linear operator, representing the Fréchet derivative of the operatorPin the pointx.

This difficulty can be eliminated if we consider, in addition to the sequence of iterations(xn)n=0∞a sequence of linear operators(HASn)n=0∞;HASn:Y→Xtend 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) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢(2⁢E−P⁢(xn+1)⁢HASn),n=0,1,…

GoldHAS0:Y→Xis an arbitrary linear operator. We observe thatHASn:Y→Xfor eachn=0,1,…

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 sphereS={x:‖x−x0‖≤r}the following conditions are met:

  • 1)

    The operatorPadmits derivatives of Fréchet type up to and including order 2, the first-order derivative of the operatorP,admits a bounded inverse, 'that is, for eachx∈S, ‖[P′⁢(x)]−1‖≤B<+∞And‖P"⁢(x)‖≤M<+∞.

  • 2)

    The initial elementx0,the initial operatorHAS0and the constantsBAndMsatisfy the condition:

    max⁡{2⁢M⁢B2⁢‖P⁢(x0)‖,‖E−P′⁢(x0)⁢HAS0‖}≤19⁢d,

    Goldd<1Andr=d9⁢M⁢B⁢(1−dp−1),p=2−ε,ε>0being arbitrarily small, then the following properties hold:

  • 1)

    The sequels(xn)n=0∞,(HASn)n=0∞are convergent

  • 2)

    Equation ( 1 ) admits the solutionx∗∈Swhich can be obtained as the limit of the sequence(xn)n=0∞generated by ( 3 ) and:

    HAS∗=limn→∞HASn=[P′⁢(x∗)]−1.

    We have the following inequalities:

    (4) ‖xn−x∗‖≤dpn9⁢M⁢B⁢(1−dpn⁢(p−1)),n=0,1,…
    (5) ‖HASn−HAS∗‖≤B⁢dpn9⁢(1−dpn⁢(p−1)),n=0,1,…

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 convergencep=2−ε, ε>0arbitrarily 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) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢(2⁢E−[xn,xn+1;P]⁢HASn),n=0,1,…

and starting from Steffensen's method the process:

(7) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢(2⁢E−[xn+1,Q⁢(xn+1);P]⁢HASn),n=0,1,…

Goldx0is an arbitrary element of spaceX, the operatorHAS0is an arbitrary linear operator that transforms the spaceYInX,[x,y;P]:X→Yis the divided difference, [ 7 ] of the operatorPon the knots x,y∈Xand the operatorQis an iterative operator attached to equation ( 1 ), [ 8 ] .

With respect to the processes ( 6 ) and ( 7 ) we have established the following theorems:

Theorem 2 .

If in the sphereS={x:‖x−x0‖≤r}the following conditions are met.

  • 1)

    The operatorPadmits divided differences up to and including order 2, the divided difference of the first order admits an inverse and:‖[x,y;P]−1‖≤B<+∞for eachx,y∈SAnd‖[x,y,z;P]‖≤M<+∞for eachx,y,z∈S,(by[x,y,z;P]:X→(X→Y)we have designated the divided difference of the order2of the operator P).

  • 2)

    The operatorHAS0is limited and‖HAS0‖≤2⁢B.

  • 3)

    We have the inequalities:

    max⁡{4⁢M⁢B2⁢‖P⁢(x0)‖,19⁢4⁢M⁢B2⁢‖P⁢(x1)‖,‖E−[x0,x1;P]⁢HAS0‖2}≤19⁢d,

    Ord<1Andr=d18⁢M⁢B⁢(1−dp−1),p=1+52−ε,ε>0,arbitrarily small,

    then the following propositions take place:

  • 1)

    The sequels(xn)n=0∞And(HASn)n=0∞,generated by ( 6 ), are convergent.

  • 2)

    Equation ( 1 ) has the solutionx∗∈SAnd limn→∞xn=x∗.

  • 3)

    IfHAS∗=limn→∞HASn,SOHAS∗=limn→∞[xn,xn+1;P]−1 (the operator[xn,xn+1;P]−1exists for each n=0,1,…,becausexn∈S, n=0,1,…).

  • 4)

    We have the following inequalities:

    (8) ‖x∗−xn‖≤dpn18⁢M⁢B⁢(1−dpn⁢(p−1)),n=0,1,…,
    (9) ‖HAS∗−HASn‖≤2⁢B9⁢[2⁢dpn−1+3⁢dpn1−dpn⁢(p−1)],n=0,1,…
Theorem 3 .

If in the sphereS={x:‖x−x0‖≤r}the following conditions are met:

  • 1)

    The operatorPadmits divided differences up to order2inclusively, the divided difference of the first order admits an inverse,‖[x,y;P]−1‖≤B<+∞for eachx,y,∈SAnd‖[x,y,z;P]‖≤M<+∞for eachx,y,z∈S.

  • 2)

    The operatorQmeets the following conditions:

    ‖Q⁢(x)−Q⁢(y)‖ ≤L⁢‖x−y‖,for each ⁢x,y∈S,L∈ℝ+,
    ‖x−Q⁢(x)‖ ≤α⁢‖P⁢(x)‖,for each ⁢x∈S,α∈ℝ+,
  • 3)

    The following conditions are met:

    max⁡{2⁢M⁢B⁢(2⁢B+α)⁢‖P⁢(x0)‖,‖E−[x0,Q⁢(x0);P]⁢HAS0‖}≤c⁢d
    Or ⁢d <1,r=α⁢c⁢d2⁢M⁢B⁢(2⁢B+α)+c⁢dM⁢(2⁢B+α)⁢(1−dp−1),
    c =min⁡{12,11+α′},α′=1+L2⁢B+α,p=2−ε,ε>0

    arbitrarily small, then:

  • 1)

    The sequels(xn)n=0∞And(HASn)n=0∞,generated by ( 7 ), are convergent.

  • 2)

    Equation ( 1 ) has the solutionx∗∈Swhich can be obtained as the limit of the sequence(xn)n=0∞given by ( 7 ) and:

    HAS∗=limn→∞HASn=[x∗,Q⁢(x∗);P]−1=[P′⁢(x∗)]−1

    (so we can conclude the existence of the Fréchet type derivative of the operatorPin the pointx∗)

  • 3)

    The following inequalities are verified:

    (10) ‖x∗−xn‖≤c⁢dpnM⁢(2⁢B+α)⁢(1−dpn⁢(p−1)),n=0,1,…
    (11) ‖HAS∗−HASn‖≤B⁢c⁢dpn⁢[1+2⁢B⁢(1+L)(2⁢B+α)⁢(1−dpn⁢(p−1))],n=0,1,…,

Theorems ( 2 ) and ( 3 ) show that the order of convergence of processes ( 6 ) and ( 7 ) is 1+52−εrespectively2−ε,ε>0arbitrarily 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) {ρn+1≤ρn2+ρn⁢δnδn+1≤(δn+has⁢ρn)2,n=0,1,…

Orhas=2in the case of method ( 3 ) andhas=α′=1+L2⁢B+αin the case of process ( 7 ). We choose  ρn=2⁢M⁢B2⁢‖P⁢(xn)‖ in the case of method ( 3 ) andρn=2⁢M⁢B⁢(2⁢B+α)⁢‖P⁢(xn)‖in the case of method ( 7 ),δn=‖E−P′⁢(xn)⁢HASn‖in the case of method ( 3 ) andδn=‖E−[xn,Q⁢(xn);P]⁢HASn‖in the case of the process ( 7 ). With the above notationsρnAndδncheck the system ( 12 ).

Relative to the process ( 6 ) we chooseρn=4⁢M⁢B2⁢‖P⁢(xn)‖Andδn=‖E−[xn−1,xn;P]⁢HASn‖and we demonstrate that we have the following inequalities:

(13) ρn+1 ≤ρn2+ρn⁢ρn−1+ρn,δn
δn+1 ≤(δn+ρn+ρn−1)2

From systems ( 12 ) and ( 13 ) we easily deduce that:ρn≤c⁢dpnAndδn≤c⁢dpnfor processes ( 3 ) and ( 7 ) andρn≤c⁢dpn, δn≤c⁢dpn−1for the process ( 6 ). The constantc=19for processes ( 3 ) and ( 6 ) andc=min⁡{12,11+α′}for the process ( 7 ),p=2−εfor processes ( 3 ) and ( 7 ) andp=1+52−εfor the process ( 6 ),ε>0 arbitrarily small. In

using these inequalities we easily deduce in each case that the sequences(xn)n=0∞are 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 operators([P′⁢(xn)]−1)n=0∞,([xn,xn+1;P]−1)n=0∞And([xn+1,Q⁢(xn+1);P])n=0∞If 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 HAS:Y→XThe following method is well known.

HASn+1=HASn⁢(3⁢E−3⁢HAS⁢HASn+(HAS⁢HASn)2),n=0,1,…,

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) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢[3⁢E−3⁢P⁢(xn+1)⁢HASn+(P′⁢(xn+1)⁢HASn)2],n=0,1,…
(15) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢[3⁢E−3⁢[xn,xn+1;P]⁢HASn+([xn,xn+1;P]⁢HASn)2],n=0,1,…
(18) {xn+1=xn−HASn⁢P⁢(xn)HASn+1=HASn⁢[3⁢E−3⁢[xn+1,Q⁢(xn+1);P]⁢HASn+([xn+1,Q⁢(xn+1);P]⁢HASn)2],
n=0,1,…

To study the convergences of the iterative processes ( 14 ) and ( 18 ) we use the following lemma.

Lemma 1 .

Let the consequences be given(ρn)n=0∞, ρn≥0,  (δn)n=0∞, δn≥0which satisfy the following recurring inequalities:

(19) {ρn+1≤ρn2+ρn⁢δnδn+1≤(δn+has⁢ρn)3,has>1,n=0,1,…

Ifρ0≤α⁢d, δ0≤β⁢d,Orβ<1, α<1−βAndd<β[has+(1−has)⁢β]3,then the elements of the given sequences satisfy the inequalities:

(20) ρn≤α⁢d2n,δn≤β⁢d2n

And

limn→∞ρn=0,limn→∞δn=0.
Demonstration..

We will demonstrate using the method of mathematical induction that forn=0,1,…the following inequalities are true.

(21) ρn≤θn⁢d2n≤α⁢d2n,δn≤μn⁢d2n≤β⁢d2n

Or:

(22) {θ1=θ02+θ0⁢μ0μ1=(μ0+has⁢θ0)3⁢d

And

(23) {θn+1=θn2+μn⁢θnμn+1=(μn+has⁢θn)3⁢d2n,n=1,2,…

Forn=0the inequalities ( 21 ) result from the hypotheses of the lemma. Forn=0from ( 19 ) we have:

ρ1 ≤ρ02+ρ0⁢δ0
δ1 ≤(δ0+has⁢ρ0)3

from where

ρ1 ≤(θn2+θ0⁢μ0)⁢d2≤(α2+α⁢β)⁢d2<α⁢d2
δ1 ≤(μ0+has⁢θ0)3⁢d⁢d2≤(β+has⁢α)3⁢d⁢d2<β⁢d2

because ifβ<1Andd<β[has+(1−has)⁢β]3, has>1,SO:

{α2+α⁢β<α(β+has⁢α)3⁢d<β.

We now assume that inequalities ( 21 ) are true forn=kand we will show that they take place forn=k+1

Indeed from ( 19 ) we deduce:

{ρk+1≤ρk2+ρk⁢δkδk+1≤(δk−+has⁢ρk)3

from which, taking into account ( 21 ) and the induction hypothesis we have:

ρk+1 ≤(θk2+θk⁢μk)⁢d2k+1≤(α2+α⁢β)⁢d2k+1<α⁢d2k+1,
δk+1 ≤(μk+has⁢θk)3⁢d3.2k≤(β+has⁢α)3⁢d2k⁢d2k−1+β⁢d2k−1,

because from the hypotheses of the theorem it resultsd<1.

It follows that the inequalities ( 21 ) are true for eachnand taking into account the fact thatd<1We havelimn→∞ρn=0, limn→∞δn=0.The lemma is proven. ∎

For method ( 15 ) we will now establish the:

Lemma 2 .

Let the consequences be given(ρn)n=0∞, ρn≥0, (δn)n=0∞, δn≥0which satisfy the following recurring inequalities:

(24) {ρn+1≤ρn2+ρn⁢ρn−1+ρn⁢δnδn+1≤(δn+ρn+ρn−1)3,n=0,1,…

Ifρ0<α⁢d, ρ1<α⁢dp, δ1<β⁢dp, Orp=1+52Andα,βAnddmeet the conditions:d<1, (β+2⁢α)3<β<1,SO:

ρn≤α⁢dpn,δn≤β⁢dpn

And

limn→∞ρn=0,limn→∞δn=0.
Demonstration..

We will show using the method of mathematical induction that forn=0,1,…the following inequalities are true:

(25) ρn≤θn⁢dpn≤α⁢dpn,n=0,1,…
(26) δn≤μn⁢dpn≤β⁢dpn,n=1,2,…

Or

θn+1 =θn2⁢d2⁢pn−pn+1+θn⁢θn−1⁢dpn+pn−1−pn+1+θn⁢μn⁢d2⁢pn−pn+1,n=0,1,…
μn+1 =(μn⁢dpn−pn−1+θn⁢dpn−pn−1+θn−1)3⁢d3⁢pn−1−pn+1,n=1,2,…

Under the assumptions made it follows that the inequalities ( 25 ) are true forn=0Andn=1, and inequalities ( 26 ) are true forn=1, θ0=θ1=α, μ1=β.

We assume that inequalities ( 25 )-( 26 ) are true for eachn≤k.We have:

ρk+1 ≤θk2⁢d2⁢pk+θk⁢θk−1⁢dpk+pk−1+θk⁢μk⁢d2⁢pk
≤(θk2⁢d2⁢pk−pk+1+θk⁢θk+1⁢dpk+pk−1−pk+1+θk⁢μk⁢d2⁢pk−pk+1)⁢dpk+1
=θk+1⁢dpk+1.

We will show that:θk+1≤α.In fact, in the hypotheses of the lemma and the induction hypothesis it results:

θk+1≤(2⁢α2+α⁢β)=α⁢(β+2⁢α)≤α,

because:

2⁢pk−pk+1>0,pk+pk−1−pk+1=0⁢And ⁢d<1

Likewise

δk+1 ≤(μk⁢dpk+θk⁢dpk+θk+1⁢dpk−1)3
=(μk⁢dpk−pk−1+θk⁢dpk−pk−1+θk−1)⁢d3⁢pk−1−pk+1⁢dpk+1
=μk+1⁢dpk+1
μk+1 ≤(β+2⁢α)2≤β,because ⁢3⁢pk−1−pk+1>0.

So it follows that for eachn=1,2,…we have the inequalities ( 25 ), ( 26 ) from which we have:

limn→∞ρn=0,limn→∞δn=0.

The lemma is proven. ∎

Based on Lemma 1 , we will establish the following two theorems:

Theorem 4 .

If in the sphereS={x∈X|‖x−x0‖≤r}the following conditions are met:

  • 1)

    The operatorPadmits Fréchet-type derivatives up to order2inclusively, the derivative of order1is reversible and we have‖[P′⁢(x)]−1‖≤B<+∞,x∈S,And‖P"⁢(x)‖≤M<+∞, x∈S.

  • 2)

    2⁢M⁢B2⁢‖P⁢(x0)‖≤α⁢d, ‖E−P′⁢(x0)⁢HAS0‖≤β⁢d, Or

    β<1,α<1−β,d<β(2−β)3,r=α⁢dM⁢B⁢(1−d),

    so we have the following properties:

  • 1)

    The iterative method ( 14 ) is convergent.

  • 2)

    The operational equation admits the solutionx∗∈S, which can be obtained as the limit of the sequence given by method ( 14 ) .

  • 3)

    We have the following delimitations:

    ‖x∗−xn‖≤α⁢d2nM⁢B⁢(1−d2n),n=0,1,…

    ifHAS∗=[P′⁢(x∗)]−1,the sequel(HASn)n=1∞tends towardsHAS∗and we have:

    ‖HAS∗−HASn‖≤2⁢B⁢d2n⁢(2⁢α+β−β⁢d2n)1−d2n.
Demonstration..

We will demonstrate using mathematical induction that for eachn=0,1,…the following properties are true:

(has) xn ∈S,
(b) ρn =2⁢M⁢B2⁢‖P⁢(xn)‖≤α⁢d2n,
δn =‖E−P′⁢(xn)⁢HASn‖≤β⁢d2n,
(c) ‖HASn‖ ≤2⁢B.

Forn=0properties a) and b) are verified in the hypotheses of the theorem. For c) we have:

‖HAS0‖ ≤‖[P′⁢(x0)]−1+HAS0−[P′⁢(x0)]−1‖
≤‖[P′⁢(x0)]−1‖⁢(1+‖E−P′⁢(x0)⁢HAS0‖)
≤B⁢(1+α⁢d)<2⁢B.

We assume that a), b), c) are true forn=0,1,…,k.Forn=k+1we have:

‖xk+1−x0‖ ≤∑i=0k‖xi+1−xi‖≤∑i=0k‖HASi‖⋅‖P⁢(xi)‖≤2⁢B⁢α2⁢M⁢B2⁢∑i=0kd2i
=αM⁢B⁢(d+d2+d22+…+d2k)<α⁢dM⁢B⁢(1−d),

from which it resultsxn+1∈S.

For b) proceeding as in [ 3 ] we deduce the relations:

‖P⁢(xk+1)‖≤M2⁢‖HASk‖2⁢‖P⁢(xk)‖2+‖P⁢(xk)‖⁢‖E−P′⁢(xk)⁢HASk‖

And

‖E−P′⁢(xk+1)⁢HASk+1‖≤(‖E−P′⁢(xk)⁢HASk‖+M⁢‖HASk‖2⁢‖P⁢(xk)‖)3,

from which with the introduced notations we have:

{ρk+1≤ρk2+ρk⁢δkδk+1≤(ρk+2⁢ρk)3

In the hypotheses of the theorem it results that forhas=2the hypotheses of lemma 1 are verified, in fact we have:

ρk+1≤α⁢d2k+1,δk+1≤β⁢d2k+1

For c) we deduce in a manner analogous to that of the case

‖HASk+1‖≤2⁢B.

Properties a), b), c) being true forn=k+1also it results their validity for eachn=0,1,…

We now have:

‖xn+m+xn‖ ≤∑i=nn+m−1‖xi+1−xi‖
≤α⁢d2nM⁢B⁢(1+d2n+1−2n+d2n+2−2n+…+d2n+m−1−2n)
<α⁢d2nM⁢B⁢(1−d2n),

from which it follows that the following(xn)n=0∞ being fundamental, it will be convergent towardsx∗.From b) it followslimn→∞‖P⁢(xn)‖=0,from whereP⁢(x∗)=0.In the above inequality we easily see thatx∗∈Sand that we have the following inequality

‖x∗−xn‖≤α⁢d2nM⁢B⁢(1−d2n),n=0,1,…

ifHAS∗=[P′⁢(x∗)]−1we have:

‖HAS∗−HASn‖ =‖[P′⁢(x∗)]−1−HASn‖
≤‖[P′⁢(x∗)]−1‖⁢‖E−P′⁢(x∗)⁢HASn‖
≤2⁢B⁢(‖E−P′⁢(xn)⁢HASn‖+M⁢‖x∗−xn‖⁢‖HASn‖)
≤2⁢B⁢d2n⁢(2⁢α+β−β⁢d2⁢n)1−d2n,

from which it follows that(HASn)n=0∞tends towards HAS∗⁢e⁢tthat the given delimitation takes place. The theorem is proven. ∎

Theorem 5 .

If in the sphereS={x∈X:‖x−x0‖≤r}the following conditions are met:

  • 1)

    The operatorPadmits the divided differences up to the order2inclusively, the divided difference of the first order admits a bounded inverse, that is to say‖[x,y;P]−1‖≤B<+∞for eachx,y∈SAnd ‖[x,y,z;P]‖≤M<+∞for each x,y,z∈S.

  • 2)

    The iterative operatorQmeets the following conditions:

    ‖Q⁢(x)−Q⁢(y)‖ ≤L⁢‖x−y‖,for each ⁢x,y∈S,
    ‖x−Q⁢(x)‖ ≤C⁢‖P⁢(x)‖,for each ⁢x∈S.
  • 3)

    The initial elementx0can be chosen in such a way that the following conditions are met:

    2⁢M⁢B⁢(2⁢B+C)⁢‖P⁢(x0)‖ ≤α⁢d,
    ‖E−[x0,Q⁢(x0);P]⁢HAS0‖ ≤β⁢d,

    Or

    β<1,α<1−β,d<β[has+(1−has)⁢β]3,

    with

    has=1+L2⁢B+C>1⁢And ⁢r=α⁢d⁢[2⁢B+C⁢(1−d)]2⁢M⁢B⁢(2⁢B+C)⁢(1−d),

    SO:

  • 1)

    The sequels(xn)n=0∞And(HASn)n=0∞data by the iterative method ( 18 ) are convergent.

  • 2)

    Equation ( 1 ) has a solutionx∗∈S which can be obtained as the limit of the sequence(xn)n=0∞AndHAS∗=limn→∞HASn=[x∗,Q⁢(x∗);P]−1.

  • 3)

    We have:

    ‖x∗−xn‖≤α⁢d2nM⁢(2⁢B+C)⁢(1−d2n),n=0,1,…

    And

    ‖HAS∗−HASn‖≤B⁢d2n⁢[β+2⁢α⁢B⁢(1+L)(2⁢B+C)⁢(1−d2n)],n=0,1,…

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 sphereS={α∈X|‖x−x0‖≤r}the following conditions are met:

  • 1)

    The operatorPadmits divided differences up to and including order 2, the divided difference of the first order admits a bounded inverse, that is to say‖[x,y;P]−1‖≤B<+∞for each  x,y∈SAnd ‖[x,y,z;P]‖≤M<+∞Forx,y,z∈S

  • 2)

    The operator  HAS0is limited and‖HAS0‖≤B.

  • 3)

    We have the inequalities:

    4⁢M⁢B2⁢‖P⁢(x0)‖ <α⁢d,
    4⁢M⁢B2⁢‖P⁢(x1)‖ ≤α⁢dp,
    ‖E−[x0,x1;P]⁢HAS0‖≤β3⁢dp3,

    Or

    p=1+52,d<1,(β+2⁢α)3<β<1,
    r=α⁢d2⁢M⁢B⁢(1−d5−12)

    SO:

  • 1)

    The sequels(xn)n=0∞And(HASn)n=0∞given by ( 15 ) are convergent

  • 2)

    Equation ( 1 ) has the solutionx∗∈S, which can be obtained as the limit of the sequence(xn)n=0∞given by ( 15 ).

  • 3)

    IfHAS∗is the limit of the sequence of operators(HASn)n=0∞it is at the same time the limit of the sequence of operators([xn,xn+1;P]−1)n=0∞, ([xn,xn+1;P]−1exists for eachn=0,1,… becausexn∈Swhat results from the demonstration);

  • 4)

    We have:

    ‖x∗−xn‖≤α⁢dpn2⁢M⁢B⁢(1−dpn⁢5−12),
    ‖HAS∗−HAS‖≤dpn−1⁢[2⁢B⁢(α+β)⁢dpn−1⁢5−121−dpn−1⁢5−12+2⁢α⁢B⁢11−dpn−1⁢5−12].
Demonstration..

Using the method of mathematical induction we will demonstrate the following properties.

  • has)

    xn∈S,n=0,1,…,

  • b)

    ρn=4⁢M⁢B2⁢‖P⁢(xn)‖≤α⁢dpn,n=0,1,…,

  • c)

    δn=‖E−[xn−1,xn;P]⁢HASn‖≤β⁢dpn,n=1,2,…,

  • d)

    ‖HASn‖≤2⁢B,n=0,1,…,

In the hypotheses of the theorem it follows that properties a), b), d) are verified forn=0and c) for n=1.

We assume that properties a)–d) hold for n=kand we will show their validity forn=k+1.

For property a) we have:

‖xk+1−x0‖ ≤∑i=0k‖xi+1−xi‖≤∑i=0k‖HASi‖⋅‖P⁢(xi)‖
<2⁢B⁢∑i=0k‖P⁢(xi)‖≤α⁢d2⁢M⁢B⁢(1+dp−1+dp2−1+…)
<α⁢d2⁢M⁢B⁢(1−dp−1)=α⁢d2⁢M⁢B⁢(1−d5−12)=r,

SOxk+1∈S.

For properties b), c) we establish in the same way as in [ 3 ] the inequalities:

‖P⁢(xk+1)‖≤ M⁢‖HASk‖⋅‖P⁢(xk)‖⁢(‖HASk−1‖⋅‖P⁢(xk)‖+‖HASk−1‖⋅‖P⁢(xk−1)‖)
+‖P⁢(xk)‖⋅‖E−[xk−1,xk;P]⁢HASk‖,
‖E−[xk,xk+1;P]⁢HASk+1‖≤
≤{‖E−[xk−1,xk;P]⁢HASk‖+M⁢‖HASk−1‖⁢(‖HASk‖⁢‖P⁢(xk)‖+‖HASk−1‖⁢‖P⁢(xk−1)‖)}3,

hence seen that‖HASk‖≤2⁢B,‖HASk−1‖≤2⁢Bwith the introduced notations, it results:

{ρk+1≤ρk2+ρk⁢ρk−1+ρk⁢δk,δk+1≤(δk+ρk+ρk−1)3.

Since the assumptions of Lemma 2) are verified

ρk+1≤α⁢dpk+1And ⁢δk+1≤β⁢dpk+1.

For property d) we have:

‖HASk+1‖ ≤‖[xk,xk+1;P]−1‖⁢(1+‖E−[xk,xk+1;P]⁢HASk+1‖)
≤B⁢(1+δk+1)<2⁢B.

In accordance with the principle of mathematical induction it follows that properties a), b), d) are true for eachn=0,1,…,and property c) for eachn=1,2,…

In the same way as in the previous theorem it results:

‖xm+n−xn‖≤α⁢dpn2⁢M⁢B⁢(1−dpn⁢5−12),

from which it follows that the following(xn)n=0∞ being fundamental it will converge towards  x∗given by the inequality:

‖x∗−xn‖≤α⁢dpn2⁢M⁢B⁢(1−dpn⁢5−12),

hence, by doingn=0it resultsx∗∈S.Because limn→∞ρn=0,⁢i⁢Lresults thatP⁢(x∗)=0.

For the demonstration of the convergence of the sequence(HASn)n=0∞and from the last inequality we evaluate:

‖HASi+1−HASi‖≤
≤‖HASi‖⁢‖E−[xi,xi+1;P]⁢HASi‖
≤2⁢B⁢{‖E−[xi−1,xi;P]⁢HASi‖+‖[xi−1,⁢xi,xi+1;P]‖⋅‖xi+1−xi‖⋅‖HASi‖}
≤2⁢B⁢(α+β)⁢dpi+2⁢α⁢B⁢dpi−1

This results in

‖HASn+m−HASn‖ ≤∑i=nn+m−1‖HASi+1−HASi‖
<dpn−1⁢[2⁢B⁢(α+β)⁢dpn−1⁢5−121−dpn⁢5−12+2⁢α⁢B⁢11−dpn−1⁢5−12],

from which it follows that the following(HASn)n=0∞ being fundamental it will be convergent. By designating byHAS∗ its limit, it results in the delimitation expressed by the inequality of 4).

We will now establish that the sequence of operators([xn,xn+1;P]−1)n=0∞also tends towards HAS∗.Indeed:

‖HAS∗−[xn,xn+1;P]−1‖≤
≤‖HAS∗−HASn‖+‖HASn−[xn,xn+1;P]−1‖
=‖HAS∗−HASn‖+‖[xn,xn+1;P]−1‖⋅‖E−[xn,xn+1;P]⁢HASn‖
≤‖HAS∗−HASn‖+B⁢(α+β)⁢dpn+α⁢Bpn−1,

from which it follows that:limn→∞[xn,xn+1;P]−1=HAS∗.

The theorem is proven. ∎

Bibliography


Received on 18. IX.1971.

1972

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