On Ulm's method for Fréchet differentiable operators (Q1034953)

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On Ulm's method for Fréchet differentiable operators
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    On Ulm's method for Fréchet differentiable operators (English)
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    9 November 2009
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    The author is concerned with the problem of approximating the locally unique solution \(x^{*} \) of \(F(x)=0\), where \(F\) is a Fréchet-differentiable operator defined on a convex subset \(\mathcal{D}\subset\mathcal{X}\) , \(\mathcal{X}\) is a Banach space, with values in the Banach space \(\mathcal{Y}\). The main result asserts that if there exits \(x_{0}\in \mathcal D ,L_{0}>0, L>0, c_{0}\geq 0\) and \(P_{0}\in \mathcal{L}(\mathcal{Y},\mathcal{X})\) such that \[ \| F'(x)- F'(y)\|\leq L\| x-y\|,\quad \| F'(x)- F'(x_{0})\| \leq L_{0}\| x-x_{0}\|,\quad x,y\in \mathcal{D}, \] \[ \| \mathcal{T}-P_{0}F'(x_{0})\|\leq\alpha_{0},\quad L\| P_{1}\|\| x_{1}-x_{0}\| \leq c_{0},\quad c_{0}<\overline{c_{0}} \] and \[ \overline{U}(x_{0},r)\subseteq\mathcal{D}, \quad \text{where: }r=\frac{1}{L\| P_{1} \| }. \] In this case the sequence \({x_{n}}\) generated by Ulm's method: \[ P_{n+1}=P_{n}+(\mathcal{T}-P_{n}F'(x_{n}))P_{n}, \quad x_{n+1}=x_{n}-P_{n+1}F(x_{n}) \] is well defined, remains in \(U(x_{0},r)\) and converges to some \(x^{*}\in\overline{U}(x_{0},r)\) satisfying \[ P_{0}F(x^{*})=0. \] Two numerical examples validating the results conclude the paper.
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    Newton's method
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    Fréchet derivative
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    Banach spaces
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    Ulm's method
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    Ulam's method
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    numerical examples
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    nonlinear operator equation
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