We use perturbed Steffensen-Aitken methods to approximate a locally unique solution of an operator equation in a Banach space. Using projection operators, we reduce the problem to solving a finite linear system of algebraic equations. Since iterates can rarely be computed exactly, we control the residuals to guarantee the convergence of the method. Sufficient convergence conditions as well as an error analysis are given for our method.
Authors
Ioannis K. Argyros
(Cameron University)
Emil Cătinaş
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)
Keywords
nonlinear equations in Banach spaces; Steffensen-Aitken methods; projection operator; residuals.
I. Argyros, E. Cătinaş, I. Păvăloiu, Perturbed-Steffensen-Aitken projection methods for solving equations with nondifferentiable operators, Punjab Univ. J. Math. (Lahore), 33 (2000), pp. 105-113.
PERTURBED-STEFFENSEN-AITKEN PROJECTION METHODS FOR SOLVING EQUATIONS WITH NONDIFFERENTIABLE OPERATORS
Ioannis K. Argyros
Cameron University
Department of Mathematics
Lawton, OK 73505 U.S.A.
Emil Cătinas and Ion Păaăloiu
Institul de Calcul
Str. Republicii Nr. 37
P.O. Box 68,3400 Cluj-Napoca, Romania
(Received 31 July, 1999)
ABSTRACT In this study we use perturbed-Steffensen- Aitken methods to approximate a locally unique solution of an operator equation in a Banach space. Using projection operators we reduce the problem to solving a linear system of algebraic equations of finite order. Since iterates can rarely be computed exactly we control the residuals to guarantee convergence of the method. Sufficient convergence conditions as well as an error analysis are given for our method.
AMS (MOS) Subject Classification: 65J15, 47H17, 49D15.
Key Words and Phrases Steffensen-Aitken methods, Banach space, projection operator, residuals.
I. INTRODUCTION In this study we are concerned with the problem of
approximating a locally unique fixed point of the nonlinear equation.
(1)
where is a continuous operator defined on a convex subset of a Banach space with values in . The differentiability of is not assumed. Let be another nonlinear continuous operator from into , and let be a projection operator on .
We introduce the perturbed-Steffensen-Aitken method
(2)
where: denotes a divided difference of order one of at the points satisfying
(3)
and
(4)
if is Frechet-differentiable are continuous operators; the residual points are chosen in such a way that iteration generated by (2) converges to . The important of studying perturbed SteffensenAitken methods comes from the fact that many commonly used variants can be considered procedures of this type. Indeed the above approximation characterizes any iterative process in which corrections are taken as approximate solutions of the Steffensen-Aitken equations. Moreover we note that if for example an equation on the real line is solved and overestimates the derivative, is always larger than the corresponding Steffensen-Aitken iterate. In such cases, a positive correction term is appropriate.
For: is the identity operator on , and we obtain the ordinary Newton method [1], [2]; , and we obtain Steffensen method [4], [5]; , and we obtain Steffensen-Aitken method [4], [5].
It is easy to see that the solution of (2) reduces to solving certain operator equations in the space . If moreover is a finite dimensional space of dimension , we obtain a system of linear algebraic equations of at most order .
We provide sufficient convergence conditions as well as an error analysis for the Steffensen-Aitken method generated by (2).
II. CONVERGENCE ANALYSIS We state the following semilocal convergence theorem.
Theorem Let be continuous operators defined on a convex subset of a Banach space with values in , and be a projection operator on E. Moreover, assume:
(a) there exists such that is invertible;
(b) there exist nonnegative numbers such that
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)
(13)
and
(14)
for all
(c) the sequence is null;
(d) there exists a minumum nonnegative number satisfying
(15)
where
(16)
and
(17)
(e) the numbers also satisfy
(18)
(19)
(19)
(21)
where
(22)
and
(23)
where
(24)
Then
(i) the scalar sequence generated by
(25)
(26)
is monotonically increasing, bounded above by and , with .
(ii) The perturbed-Steffensen-Aitken method generated by (2) is well defined, remains in for all , converges to a unique fixed point of in .
Moreover the following error bounds hold:
(27)
(28)
and
(29)
where
Proof (i). By (15) and (25) we get . Let us assume for . It follows from (18) and (26) that . Hence, the sequence is monotonically increasing. Moreover using (26) we get in turn
That is the sequence is also bounded above by . Since is the minimum nonnegative number satisfying , it follows that .
(ii) By hypothesis (15) and the choice of it follows that . From (19) and (20) we get . Let us assume for . Then from (13), (14), (19) and (20) we get
and
Hence . Using (5), (13), (14) and (17) we obtain
It follows from the Banach lemma on invertible operators [3] that is invertible and
(30)
Using (2) we obtain the approximation
(31)
From (7), we get
(32)
and since by (10), (11), (13), (14)
(32) gives
(33)
Moreover from (8), (9) and (12) we obtain respectively
(34)
(35)
and
(36)
Furthermore (31) because of (30), (33)-(36) finally gives (27) for .
Estimate (28) is true for by (25). Assume (28) is true for 1. Then from (26), (27) and the induction hypothesis it follows that (28) is true for . By (28) and part (i) it follows that iteration is Cauchy in a Banach space and as such it converges to some (since is a closed set). Using hypothesis ( c ) and letting in (2) we get . That is is a fixed point of . Estimate (29) follows immediately from (28) using standard majorization techniques [2], [3].
Finally to show uniqueness let us assume is a fixed point of equation (1). As in (31) we start from the approximation.
and using (5), (7)-(11), (13), (14), (21), (22) and (24) we get
(37)
By letting as using (21) and (23) we get . It follows from the uniqueness of the limit that .
That completes the proof of the Theorem.
Remarks
(1) Conditions (19) and (20) guarantee for . Hence condition (7) can be dropped and we can set . However it is hoped that .
(2) It can easily be seen that the first inequality in (15) can be replaced by the system of inequalities (17), (18) and
where
with
and .
(3) Condition (23) is satisfied if and only if
(4) It can easily be seen from (10) and (11) that conditions (19) and (20) will be satisfied if and for . Indeed from (10) we have . Hence (19) will be certainly satisfied if . That is if . We argue similarly for (20).
REFERENCES
[1] Argyros, I.K. On some projection methods for the solution of nonlinear operator equations with non-differentiable operators, Tamkang J. Math. 24, 1, (1993), 1-8.
[2] Argyros, I. K. and Szidarovszky, F. The theory and application of iteration methods, C.R.C. Press, Inc. Boca Raton, Florida, 1993.
[3] Kantorovich, L.V. and Akilov, G.P. Functional analysis in normed spaces, Academic Press, New York, 1978.
[4] Păvăloiu, I. Sur une generalisation de la methode de Steffensen, Revue d’analyse Numerique et de theorie de I’approximation, 21, 1, (1992), 59-65.
[5] Pǎvăloiu, I. Bilateral approximations for the solutions of scalar equations, Revue d’analyse numerique et de theorie de l’approximation, 23, 1, (1994), 95100 .