Improved estimates on majorizing sequences for the Newton-Kantorovich method (Q2379881)

The author approximates the locally unique solution \(x^*\) of the equation \(F(x)=0\), where \(F\) is a Fréchet differentiable operator mapping a convex subset \(D\) of a Banach space \(X\) in a Banach space \(Y\). The most popular method generating a sequence \(\{x_{n}\}\) is the Newton-Kantorovitch method: \[ x_{n+1}=x_{n}-F'(x_{n})^{-1}F'(x_{n})\quad (x_{0}\in D)\;(n\geq 0), \] where \(F'(x)\in L(X,Y)\) \((x\in D)\). The main theorem of the paper is the following: Suppose that for \(\|F'(x_{0})^{-1}F'(x_{0})\|\leq \alpha\) and \[ \overline{U}(x_{0},r^{*})= \{x\in X:\|x-x_{0}\|\overline{U}(x_{0},r^{*}) r^{*}\}\subseteq D. \] The sequence \(\{x_{n}\}(n)\geq 0\) generated by the Newton-Kantorovich method is well defined, remains in \(\overline{U}(x_{0},r^{*})\) for all \(n\leq 0\) and converges to the to the unique solution \(x^{*}\) of the equation \(F(x)=0\) in \(\overline{U}(x_{0},r^{*})\). Moreover \[ \begin{aligned} \|x_{n+1}-x_{n}\|&\leq r_{n+1}-r_{n}, \\ \|x_{n}-x^{*}\|&\leq r^{*}-r_{n}, \end{aligned} \] hold.