On the Chebyshev method for approximating the solutions of polynomial operator equations of degree 2

Abstract

The Chebyshev method for approximating the solutions of polynomial operator equations of degree 2 is presented. The convergence of the Chebyshev method is studied.

Author

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

polynomial equation of degree 2; Chebyshev method.

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I. Păvăloiu, On the Chebyshev method for approximating the solutions of polynomial operator equations of degree 2, Bul. Ştiinţ. Univ. Baia Mare, 16 (2000) no. 2, pp. 219-224.

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Bul. Ştiinţ. Univ, Baia Mare, Ser. B,

Matematică-Informatică, Vol. XVI (2000) Nr. 2, 219–224

Dedicated to Maria S. Pop on her 60th anniversary

On the Chebyshev Method for Approximating the Solutions of Polynomial Operator Equations of Degree 2

Ion Păvăloiu
Abstract.

In this paper, the Chebyshev method for approximating the solutions of polynomial operator equations of degree 2 is presented. The convergence of the Chebyshev method is studied.

MSC 2000: 47H60.

Keywords: polynomial operator, Chebyshev method.

1. Introduction

The polynomial operator equations represent an important class of operator equations [1]. Among them, the polynomial operator equations of degree 2 have a special importance because the convergence hypotheses for the usual methods (Newton method, chord method, Steffensen method, Chebyshev method, etc.) are much simplified compared to the general case [6]. In this note we shall study the convergence of the Chebyshev method for the mentioned equations.

Let X be a Banach space and consider a mapping f:X→X. We remind that the mapping f is a polynomial operator of degree two if

  • a)

    f is three times differentiable;

  • b)

    f′′′⁢(x)=θ3,∀x∈X, where θ3 is the trilinear null operator.

2. The convergence of the Chebyshev method

Consider the equation

(2.1) f⁢(x)=θ,

where θ∈X is the zero element. Given an initial approximation u0∈X of a solution u¯ of the above equation, the Chebyshev method generates the sequence (un)n≥0 by

un+1=un−Γn⁢f⁢(un)−12⁢Γn⁢f′′⁢(un)⁢(Γn⁢f⁢(un))2,n=0,1,2,…,u0∈X

where Γn=f′⁢(un)−1.

Consider r>0 and denote S={u∈X:‖u−u0‖≤r}. Since f′′′⁢(x)=θ3,∀x∈X, it is clear that f′′⁢(x) does not depend on x, so we may take m2=‖f′′⁢(x)‖.

From the Taylor formula we obtain

(2.2) f⁢(u)= f⁢(u0)+f′⁢(u0)⁢(u−u0)+12⁢f′′⁢(u0)⁢(u−u0)2
(2.3) f′⁢(u)= f′⁢(u0)+f′′⁢(u0)⁢(u−u0).

By (2.3) it follows

‖f′⁢(u)‖≤‖f′⁢(u0)‖+m2⁢r,∀u∈S,

which implies

(2.4) supu∈S‖f′⁢(u)‖≤‖f′⁢(u0)‖+m2⁢r.

Similarly (2.2), leads to

(2.5) supu∈S‖f⁢(u)‖≤‖f⁢(u0)‖+r⁢‖f′⁢(u0)‖+12⁢m2⁢r2.

We shall make the following notations:

(2.6) m0=‖f⁢(u0)‖+r⁢‖f′⁢(u0)‖+12⁢m2⁢r2
(2.7) μ=12⁢m22⁢b4⁢(1+14⁢m2⁢m0⁢b2),
(2.8) v=b⁢(1+12⁢m2⁢m0⁢b2),

where

(2.9) b=b01−m2⁢b0⁢r⁢and ⁢b0=‖f′⁢(u0)−1‖.

With the above notations, the following result holds:

Theorem 1.

If for some u0∈X and r>0, the mapping f satisfies

  • i.

    ∃f′⁢(u0)−1;

  • ii.

    m2⁢b0⁢r<1;

  • iii.

    the numbers μ and v given by (2.7) and (2.8) verify

    ρ0 =μ⋅‖f⁢(u0)‖<1⁢and
    v⋅ρ0μ⁢(1−ρ0) ≤r,

then the following relations hold:

  • j.

    the sequence (un)n≥0 generated by the Chebyshev method converges;

  • jj.

    denoting u¯=limn→∞un, then u¯∈S and f⁢(u¯)=θ;

  • jjj.

    ‖un+1−un‖≤v⁢ρ03nμ,n=0,1,…;

  • jv.

    ‖u¯−un‖≤v⁢ρ03nμ⁢(1−ρ03n),n=0,1,…

Proof.

First we shall show that hypothesis ii) implies the existence of the application f′⁢(u)−1 for all u∈S and, moreover, ‖f′⁢(u)−1‖≤b. Indeed, one has

‖f′⁢(u0)−1⁢(f′⁢(u0)−f′⁢(u))‖≤m2⁢b0⁢r,∀u∈S.

Applying the Banach Lemma and taking into account relation ii) it follows the existence of f′⁢(u)−1 for all u∈S and, moreover,

(2.10) ‖f′⁢(u)−1‖≤b01−m2⁢b0⁢r=b.

Denote by g the mapping g:S→X given by

(2.11) g⁢(u)=−Γ⁢(u)⁢f⁢(u)−12⁢Γ⁢(u)⁢f′′⁢(u)⁢(Γ⁢(u)⁢f⁢(u))2

where Γ⁢(u)=f′⁢(u)−1.

It can be easily seen that for all u∈S, the following identity holds:

f⁢(u)+f′⁢(u)⁢g⁢(u)+12⁢f′′⁢(u)⁢g2⁢(u)=
=12⁢f′′⁢(u)⁢(f′⁢(u)−1⁢f⁢(u),f′⁢(u)−1⁢f′′⁢(u)⁢(f′⁢(u)−1⁢f⁢(u))2)
+18⁢f′′⁢(u)⁢(f′⁢(u)−1⁢f′′⁢(u)⁢(f′⁢(u)−1⁢f⁢(u))2)2,

whence

(2.12) ‖f⁢(u)+f′⁢(u)⁢g⁢(u)+12⁢f′′⁢(u)⁢g2⁢(u)‖≤μ⁢‖f⁢(u)‖3,∀u∈S.

Since un+1=un+g⁢(un), from the Taylor formula we get

f⁢(un+1) =f⁢(un)+f′⁢(un)⁢(un+1−un)+12⁢f′′⁢(un)⁢(un+1−un)2
=f⁢(un)+f′⁢(un)⁢g⁢(un)+12⁢f′′⁢(un)⁢g2⁢(un),

and by (2.2),

(2.13) ‖f⁢(un+1)‖≤μ⁢‖f⁢(un)‖3,

provided that un∈S. Since u0∈S one obtains

‖u1−u0‖=‖g⁢(u0)‖≤v⁢‖f⁢(u0)‖≤v⁢μ⁢‖f⁢(u0)‖μ⁢(1−ρ0)=v⁢ρ0μ⁢(1−ρ0)≤r,

i.e. u1∈S.

Suppose now that the following relations hold:

  • α)

    ui∈S,i=0,k¯;

  • β)

    ‖f⁢(ui)‖≤μ⁢‖(ui−1)‖3,i=1,k¯.

From uk∈S and (2.2) it results

(2.14) ‖f⁢(uk+1)‖≤μ⁢‖f⁢(uk)‖3

and

(2.15) ‖uk+1−uk‖≤v⁢‖f⁢(uk)‖.

Inequality (2.14) leads to

‖f⁢(ui)‖≤1μ⁢(μ⁢‖f⁢(u0)‖)3i,i=1,k+1.¯

By (2.13) one gets

‖uk+1−u0‖ ≤∑i=1k+1‖u1−ui−1‖≤∑i=1k+1v⁢‖f⁢(ui−1)‖
≤vμ⁢∑i=1k+1ρ03i−1≤v⁢ρ0μ⁢(1−ρ0),

i.e., uk+1∈S.

It is easy to show that

(2.16) ‖un+m−un‖≤v⁢ρ03nμ⁢(1−ρ03n),n=0,1,…,m∈ℕ

and, since ρ0<1, it follows that the sequence (un)n≥0 is Cauchy, so it converges. Denoting u¯=limun, it is clear that f⁢(u¯)=θ. Letting m→∞ in (2.16) leads us to j⁢v. ∎

The Chebyshev method may be applied with the aid of the following algorithm:

Let un be an arbitrary approximation of the solution of (2.1), and which satisfies the hypotheses of Theorem 1. The next approximation un+1 may be obtained by

1. Solve the linear operator equation

f′⁢(un)⁢pn=f⁢(un),

2. Solve the linear operator equation

f′⁢(un)⁢qn=f′′⁢(un)⁢pn2

3. Compute

un+1=un−pn−12⁢qn.

References

  • [1] Argyros, I.K., Polynomial Operator Equations in Abstract Spaces and Applications, CRC Press, Boca Raton, Boston (1998).
  • [2] Ciarlet, P.G., Introduction à l’Analyse Numérique Matricielle et à l’Optimisation, Mason, Paris (1990).
  • [3] Chatelin, F., Valeur Propres de Matrices, Mason, Paris (1998).
  • [4] Collatz, L., Functionalanalysis und Numerische Mathematick, Springer-Verlag, Berlin (1964).
  • [5] Kartîşov, V.S., Iuhno, F.L., O nekotoryh k Modifikatsiah Method Niutona dlea Resenia Nelineinoi Spektralnoi Zadaci, J. Vîcisl. matem. i mamem. fiz. (33) 9, (1973), 1403-1409.
  • [6] ††margin: clickable → Păvăloiu, I. Sur les procédées itératifs à un ordre élevé de convergence, Mathematica, 12 (35) 2 (1970), 309–324.

Received 18.05.2000

”T. Popoviciu” Institute of Numerical Analysis

Str. Gh. Bilaşcu nr.37

C.P. 68, O.P. 1

3400 Cluj-Napoca

2000

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