On the convergence of modified Newton methods for solving equations containing a non-differentiable term (Q2271975): Difference between revisions
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scientific article
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English | On the convergence of modified Newton methods for solving equations containing a non-differentiable term |
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On the convergence of modified Newton methods for solving equations containing a non-differentiable term (English)
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5 August 2009
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This article deals with an operator equation \[ F(x) + G(x) = 0\tag{1} \] in a Banach space \(X\) and the following modified Newton methods \[ x_{n+1} = x_n - F'(x_0)^{-1}(F(x_n) + G(x_n)), \qquad n= 0,1,2,\dots, \] (or \[ x_{n+1} = x_n - L^{-1}(F(x_n) + G(x_n)), \qquad n= 0,1,2,\dots). \] It is assumed that \[ \|F'(x_0)^{-1}[F'(x) - F'(x_0)]\| \leq v(r), \qquad r \in [0,R] \] and \[ \|F'(x_0)^{-1}[G9x) - G(y)]\| \leq w(r)\|x - y\|, \qquad r \in [0,R] \] or their analogues with divided differences \([x,y;G]\) of the operator \(G\): \[ \|[F'(x_0) + [x_{-1},x_0;G]]^{-1}[F'(x) - F'(x_0)\|, \qquad r \in [0,R], \] and \[ \|[F'(x_0) + [x_{-1},x_0;G]]^{-1}([x,y;G] - [x_{-1},x_0;G])\| \leq g(r + c,r), \qquad r \in [0,R], \] with some functions \(v(r)\), \(w(r)\), \(g(r + c,r)\). The authors apply the Kantorovich majorant method and formulate conditions under that the approximations \(x_n\) converge to a solution \(x_*\) of the equation (1); corresponding estimates for the rate of convergence are given too. In the end of the article some simple examples are presented.
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modified Newton's method
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semilocal convergence
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divided difference
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nonlinear operator equation
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numerical examples
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Banach space
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Kantorovich majorant method
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