On the approximation of solutions to nonlinear operators between metric spaces

Abstract

A Gauss-Seidel method for linear systems, based on decomposing the matrix system into four submatrices blocks, has been proposed by Varga, and subsequently studied in two papers. Here we extend these ideas to the case of nonlinear systems of equations.

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear systems of equations; Gauss-Seidel method; convergence.

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I. Păvăloiu, On the approximation of solutions to nonlinear operators between metric spaces, Bul. Ştiinţ. Univ. Baia Mare, 18 (2002) no. 1, pp. 69-72.

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Bul. Ştiinţ. Univ, Baia Mare, Ser. B,

Matematică-Informatică, Vol. XVIII (2002) Nr. 1, 69–72

Dedicated to Costică Mustăţa on his 60th anniversary

On the approximation of solutions to nonlinear operators between metric spaces

Ion Păvăloiu
Abstract.

A Gauss-Seidel-type method for the solution of linear systems, based on the decomposition of the system matrix into four matrices blocks, has been proposed by R. Varga in [3]. The convergence of this method was studied in [1] and [2].

In this paper we shall extend the ideas contained in the above quoted works to the case of nonlinear system equations.

In the paper [3], R. Varga proposes a Gauss-Seidel type method for solving linear systems, which is based on decomposing the matrix of the system in four submatrix blocks. The convergence of this method has been proved in [1] and [2].

We shall extend these idees to the case of nonlinear systems.

Let (Xi,ρi),i=1,2, two complete metric spaces, and X=X1×X2, F:X→X1, G:X→X2 two mappings. We are interested in studying the existence and uniqueness of the solution of the system

(1) {u=F⁢(u,v)v=G⁢(u,v),(u,v∈X).

In this sense, we shall consider the sequences (un)n≥0,(vn)n≥0 generated by the Gauss-Seidel method, i.e.,

(2) {un+1=F⁢(un,vn)vn+1=G⁢(un+1,vn),n=0,1,2,…,(u0,v0)∈X.

Let Di⊂Xi,i=1,2 and D=D1×D2. We shall assume that F and G verify Lipschitz-type conditions on D, i.e., there exist α,β,a,b≥0 such that

(3) {ρ1⁢(F⁢(x1,y1),F⁢(x2,y2))≤α⁢ρ1⁢(x1,x2)+β⁢ρ2⁢(y1,y2)ρ2⁢(G⁢(x1,y1),G⁢(x2,y2))≤α⁢ρ1⁢(x1,x2)+b⁢ρ2⁢(y1,y2)

for all (xi,yi)⊆D,i=1,2.

For the study of the convergence of (2) we consider two sequences of real numbers (fn)n≥0,(gn)n≥0 with nonnegative terms, obeying the following system of difference inequalities:

(4) {fn≤α⁢fn−1+β⁢gn−1gn≤α⁢fn+b⁢gn−1,n=1,2,…,

where α,β,a,b are given in (3).

We associate to (4) the following system in the unknowns h,k:

(5) {α+β⁢h=h⁢ka⁢h+b=h⁢k

It was shown in [1] that if α,β,a,b obey

(6) {α+b+a⁢β<2(1−α)⁢(1−b)−a⁢β>0α>0,b>0,

then the system (5) has two real solutions (hi,ki), i=1,2 such that 0<hi, ki<1, i=1,2, and one of these solutions has both the components positive. Denote by (h1,k1) this solution, i.e., h1>0,k1>0, so that the elements of the sequences (fn)n≥0 and (gn)n≥0 obey

(7) {fn≤C⁢h1n−1⁢k1n−1gn≤C⁢h1n⁢k1n−1,n=1,2,…

where C=max⁡{α⁢f0+β⁢g0,(a⁢f1+b⁢g0)/h1}.

Let p1=h1⁢k1 and d1>0 be a positive number such that the sets

(8) S1 ={x∈X1:ρ1⁢(x,u0)≤d11−p1};
S2 ={x∈X2:ρ2⁢(x,v0)≤d1⁢h11−p1},

verify Si⊆Di,i=1,2.

Denoting fn=ρ1⁢(un,un−1),gn=ρ2⁢(vn,vn−1),n=1,2,… and taking into account the above relations we obtain the following result.

Theorem 1.

If the mappings F and G verify conditions (3) on the set D, S1×S2⊆D, the numbers α,β,a,b verify (6) and u1=F⁢(u0,v0),v1=G⁢(u1,v0) are such that ρ1⁢(u1,u0)≤d1,ρ2⁢(u1,v0)≤d1⁢h1, then the following statements hold:

  • a)

    the sequences (un)n≥0,(vn)n≥0 converge, and denoting limun=u¯, limvn=v¯, then (u¯,v¯) is the unique solution of (1) in the set S=S1×S2;

  • b)

    the following inequalities are true

    (9) {ρ1⁢(u¯,un)≤d1⁢p1n1−p1ρ2⁢(v¯,vn)≤d1⁢h1⁢p1n1−p1,n=0,1,…

This theorem is proved using (3) and inequalities (4). We shall apply this Theorem to the study of a Gauss-Seidel type method for solving nonlinear operator equations.

Let (X,ρ) be a complete metric space and Xm,Xs,Xm−s,1≤s≤m−1 the chartesian products.

If u,v∈Xi, i={m,s,m−s}, we define the metric in such a space in the following way: let u=(u1,…,ui), v=(v1,…,vi) and put

(10) ρi⁢(u,v)=max1≤j≤i⁡{ρ⁢(uj,vj)},i∈{m,s,m−s}.

Consider the mappings φk:Xm→X,k=1,m¯, and the following system of equations:

(11) xk=φk⁢(x1,x2,…,xm),k=1,m¯.

and define the mapping F¯:Xs×Xm−s→Xs resp. G¯:Xs×Xm−s→Xm−s in the following way. If u=(u1,…,us)∈Xs and v=(v1,…,vm−s)∈Xm−s then

(12) F¯⁢(u,v) =(φ1⁢(u1,u2,…,us,v1,v2,…,vm−s),…,φs⁢(u1,u2,…,us,v1,v2,…,vm−s))
G¯⁢(u,v) =(φs+1⁢(u1,u2,…,us,v1,v2,…,vm−s),…,φm⁢(u1,u2,…,us,v1,v2,…,vm−s)).

For solving of (12) we consider the following iterations.

(13) {un+1=F¯⁢(un,vn)vn+1=G¯⁢(un+1,vn),(u0,v0)∈Xs×Xm−s,n=0,1,…

Assuming that the mappings φk,k=1,m¯ verify the Lipschitz type conditions, i.e., ∃ak⁢l≥0,k,l=1,m¯ such that ∀(x1,…,xm),(y1,…,ym)∈D≤Xm it follows

(14) ρ⁢(φk⁢(x1,x2,…,xm),φk⁢(y1,y2,…,ym))≤∑l=1mak⁢l⁢ρ⁢(xe,ye),k=1,m¯

Denoting

(15) α¯ =max1≤k≤s⁡{∑l=1mak⁢l},β¯=max1≤k≤s⁡{∑l=s+1mak⁢l}
a¯ =maxs+1≤k≤m⁡{∑l=1sak⁢l},b¯=maxs+1≤k≤m⁡{∑l=s+1mak⁢l}

then it can be seen that the mappings F¯ and G¯ obey

{ρs⁢(F¯⁢(u,v),F¯⁢(x,y))≤α¯⁢ρs⁢(u,x)+β¯⁢ρn−s⁢(v,y)ρn−s⁢(G¯⁢(u,v),G¯⁢(x,y))≤α¯⁢ρs⁢(u,x)+b¯⁢ρn−s⁢(v,y)

∀(u,v),(x,y)∈D=Ds×Dm−s.

It is clear that if in Theorem 1 we set X1=Xs,X2=Xm−s,ρ1=ρs,ρ2=ρm−s,α=α¯,β=β¯,a=a¯,b=b¯ then (u0,v0),(u1,v1) obey ρ⁢(u0,u1)≤d1,ρ⁢(v0,v1)≤d1⁢h1,S¯1=Ds,S¯2=Dm−s, where

S¯1 ={x∈Xs:ρs⁢(x,u0)≤d11−p1},
S¯2 ={x∈Xm−s:ρm−s⁢(x,v0)≤d1⁢h11−p1}

verify the relations S1⊆Ds,S2⊆Dm−s, and assuming that the assumptions of Theorem 1 are satisfied, we get the same conclusions regarding the solution of (12).

References

Received: 5.05.2002             ”T. Popoviciu” Institute of Numerical Analysis

P.O. Box 68-1, 3400 Cluj-Napoca, Romania

e-mail: pavaloiu@ictp.acad.ro

North University Baia Mare

Department of Mathematics and Computer Science

Victoriei 76, 4800 Baia Mare, Romania

2002

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