Convergence ball analysis of a modified Newton's method under Hölder continuous condition in Banach space (Q1941006)
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English | Convergence ball analysis of a modified Newton's method under Hölder continuous condition in Banach space |
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Convergence ball analysis of a modified Newton's method under Hölder continuous condition in Banach space (English)
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11 March 2013
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The paper deals with the iterative solution of a nonlinear operator equation \(F(x)= 0\), where \(F\) is defined on an open convex subset \(D\) of a Banach space \(X\). A modified Newton method is defined as follows \[ y_n= x_n- F'(x_n)^{-1} F(x_n),\quad x_{n+1}= y_n- F'(x_n)A^{-1} F(y_n). \] The method is valuable especially as the computing cost of derivatives or inverse of derivatives is big. Under the assumption of Hölder continuity of \(F\), the convergence of this method is proved and the convergence ball is known. Moreover, an error estimation is derived. Four examples in finite-dimensional spaces illustrate the method. Two examples are nonlinear equations in one variable, two other are two point boundary value problems, which are approximated by finite differences.
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nonlinear operator equation
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modified Newton's method
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Banach space
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convergence
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error estimation
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