A note on perturbed fixed slope iterations (Q2484624): Difference between revisions

The author considers the following problem: Let \(\Omega\) be a nonempty open set in a Banach space \(X\) with norm \(\| .\| \) and \(F:\Omega \rightarrow X\) a Fréchet differentiable nonlinear operator and consider the problem of finding \(x_{\infty} \in \Omega\) such that \(F(x_{\infty})=0\). The standard fixed slope iteration for solving this problem consists in starting from a given \(\xi_0 \in \Omega\) and defining iteratively \(\xi_{k+1}=\xi_k-F'(\xi_0)^{-1}F(\xi_k)\) for \(k=0,1,\dots\), where \(F\) is supposed to have an invertible Fréchet derivative at \(\xi_0\). Convergence results for this iteration are well known and guarantee that under certain assumptions \[ \| \xi_{k}-x_{\infty}\| \leq \frac{c\beta^k}{1-\beta} \] for a known \(c\) and with \(\beta \in [0,\frac{1}{2}[\). The author extends the above result to the case where \(F'(\xi_0)\) is replaced by an operator \(B\) sufficiently close to it. This he calls the perturbed fixed slope iteration. He then proves a convergence result for this method in which \[ \| \xi_{k}-x_{\infty}\| \leq \frac{c\gamma^k}{1-\gamma} \] for a known \(c\) and with \(\gamma \in [0,1[\). Similar results have been used routinely in numerical analysis for a long time in the context of finite dimensional spaces. The present author applies his result to the solution of a nonlinear ordinary differential equation.