Extending the Newton-Kantorovich hypothesis for solving equations (Q984908): Difference between revisions

The authors are concerned with the problem of approximating the locally unique solution \(x^{*}\) of the equation \(F(x)=0\), where \(F\) is a Fréchet differentiable operator defined on a convex subset \(\mathcal{D}\) of a Banach space \(\mathcal{X}\) with values in a Banach space \(\mathcal{Y}\). For the general case when \(\mathcal{X,Y}\) are Banach spaces, Kantorovich established the so called Newton-Kantorovich hypothesis under which Newton's method yields a convergent sequence. The paper provides a new weaker condition under which the approximating sequence remains convergent, namely: Let \(F:\mathcal{D}\subseteq\mathcal{X}\rightarrow\mathcal{Y}\) be a Fréchet-differentiable operator, \(F'(x_{0})\in\mathcal{L(Y,X)}\) at some point \(x_{0}\in\mathcal{D}\), and assume: \[ \begin{aligned} &\| F'(x_{0})^{-1}(F'(x)-F'(y))\|\leq L\| x-y\|\text{ for all } x,y\in\mathcal{D},\\ &\| F'(x_{0})^{-1}(F'(x)-F'(x_{0}))\|\leq K\| x-x_{0}\|\text{ for all } x,y\in\mathcal{D},\\ &\| F'(x_{0})^{-1}F(x_{0})\|\leq \eta \\ & 2h_{A}=A\eta\leq 1, \end{aligned} \] where \(A=\frac{1}{4}(L+4K+\sqrt{L^{2}+8KL})\). The authors present some examples of nonlinear problems, among them a bilocal problem for ordinary differential equations, an integral equation, for which the Kantorovich condition is violated while the above condition is valid.