Extended convergence of two-step iterative methods for solving equations with applications
Abstract.
The convergence of two-step iterative methods of third and fourth order of convergence are studied under weaker hypotheses than in earlier works using our new idea of the restricted convergence region. This way, we obtain a finer semilocal and local convergence analysis, and under the same or weaker hypotheses. Hence, we extend the applicability of these methods in cases not covered before. Numerical examples are used to compare our results favorably to earlier ones.
Key words and phrases:
Banach space, restricted convergence region, convergence of iterative method.2005 Mathematics Subject Classification:
65G99, 65H10, 49M15, 65J15.1. Introduction
Let , stand for Banach spaces and be a nonempty, convex and open set. By we denote the space of bounded linear operators from to .
There is a plethora of problems in various disciplines that can be written using mathematical modeling like
(1) |
where is differentiable in the sense of Fréchet. Therefore finding a solution of equation (1) is of great importance and challenge [2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21]. One wishes to be found in closed form but this is done only in special cases. This is why, we resort to iterative methods approximating . Numerous studies have been published on the local as well as the semilocal convergence of iterative methods. Among these methods is the single step Newton’s method defined by
(2) |
for each , which is considered the most popular.
Iterative methods converge under certain hypotheses. However, their convergence region is small in general. Finding a more precise than set D containing the iterates is very important, since the Lipschitz constants in D will be at least as tight as in . This will in turn lead to a finer convergence analysis of these methods. We pursue this goal in the present study by studying the two-step fourth convergence order Newton’s method defined as
(3) | |||||
as well as the two-step third order Traub method [21]
(4) | |||||
2. Semilocal convergence analysis
We present first the semilocal convergence analysis for method (3). First, we need to show an auxiliary result on majorizing sequences for method (3). The proof is an extension of the corresponding one given by us in [9].
Let and be given parameters. Define parameters and by
(5) |
and the scalar sequence for each n=1,2,…by
(6) |
Lemma 1.
Let and be given parameters. Suppose that
(7) |
Then, the sequence is nondecreasing, bounded from above by , and converges to its unique least upper bound satisfying . Moreover, the following items hold for each
(8) |
(9) |
and
(10) |
Proof.
We are motivated by (18) to define recurrent polynomials defined on the interval by
(19) |
which satisfies
(20) |
where, polynomial is given by
(21) |
so
Notice, in particular from (20) that
(22) |
But
(24) |
Similarly, to show (12), we must have
(25) |
or
(26) |
leading to the definition of recurrent functions defined on the interval by
which satisfies
so again
Item (26) holds, if
(27) |
Remark 2.
It is worth noticing that if
then
Hence, (29) and (30) can replace (7) in 1 and in what follows from now on. The sufficient convergence criterion (29) is similar to the corresponding one for Newton’s method given by us in [11], if replaces . But , where is the Lipschitz constant on . Hence, the sufficient convergence criteria for Newton’s method in [11] are also improved.
Let stand for the open ball in with center and of radius . By , we denote the closure of .
The semilocal convergence of method (3) uses the conditions (A):
-
(a1)
is a continuously differentiable operator in the sense of, Fréchet, and there exists such that with
- (a2)
-
(a3)
There exists such that for each
- (a4)
-
(a5)
, where is given in 1.
-
(a6)
There exists such that
Set Next, we can show the semilocal convergence result for methos (3)
Theorem 3.
Assume that the conditions (A) hold. Then, and converges to some which is the only solution of equation in the set .
Proof.
We must prove using mathematical induction that
(31) |
and
(32) |
Next, we study the semilocal convergence of method (4) in an analogous way.
Remark 4.
Let be a cubic polynomial defined by
We have and .
It follows by the intermediate value theorem that has at least one root in .
But , so increasing, so has a unique root in . Denote by this root.
The following estimate is needed:
(37) |
Evidently, (37) holds, if
Define sequence for each by
Lemma 5.
Let and be positive parameters. Assume that
(38) |
Proof.
But
and
But
so
The rest follows as in 1 with and .
Replace by , hypotheses of 1, method (3) by 5, method (4) respectively. Call the resulting hypotheses (A)’. Then in an analogous to 3 way, we arrive at:
Theorem 6.
Proof.
Notice that the only difference in the proof is that we use
instead of
and
respectively. ∎
3. Local convergence analysis
The local convergence analysis for both methods uses the hypotheses (H):
-
(h1)
is differentiable in the sense of Fr’echet and there exist such that and .
-
(h2)
There exists such that for each
Set .
-
(h3)
There exists such that for each
-
(h4)
, where
-
(h5)
There exists such that .
Set .
The proofs of the following two results are omitted, since they follow as the corresponding ones for single step Newton’s method (2) given in [9, 11].
Theorem 7.
Under the hypotheses (H) starting from sequence produced by method (3) converges to which is the only solution of equation in the set . Moreover, the following items hold:
(40) |
and
(41) |
Theorem 8.
Under the hypotheses (H) starting from sequence produced by method (4) converges to which is the only solution of equation in the set . Moreover the following items hold:
(42) |
and
(43) |
4. Numerical Examples
Example 10.
Let , , and . Define function on by .
Example 11.
Let , where stands for the space of continuous function on . We shall use the mimum norm. Let .
Define operator on by
where is a given function, is a real constant and the kernel is the Green’s function. In this case, for each , is a linear operator defined on by the following expression: If we choose , it follows . Thus, if , is defined and
Choosing and , we have , and
Example 12.
Let , and define on by
(47) |
For the points , the Fréchet derivative is given by
Then, we have
Then, we obtain that
Example 13.
Let the space of continuous functions defined on and be equipped with the max norm. Let Define function on by
(48) |
We have that
Then, we get that This way, we have that
Acknowledgement.
We thank the referee for his remarks in improving this paper.
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