On the feasibility and convergence of the inexact Newton method under minor conditions on the error terms

arXiv2005.07838MaRDI QIDQ6340808FDOQ6340808

Authors: Eduardo Ramos, Marcio Gameiro, Victor Nolasco

Publication date: 15 May 2020

Abstract: In this paper we introduce a semi-local theorem for the feasibility and convergence of the inexact Newton method, regarding the sequence

x_{k + 1} = x_{k} - D f (x_{k})^{- 1} f (x_{k}) + r_{k}

, where

r_{k}

represents the error in each step. Unlike the previous results of this type in the literature, we prove the feasibility of the inexact Newton method under the minor hypothesis that the error

r_{k}

is bounded by a small constant to be computed, and moreover we prove results concerning the convergence of the sequence

x_{k}

to the solution under this hypothesis. Moreover, we show how to apply this this method to compute rigorously zeros for two-point boundary value problems of Neumann type. Finally, we apply it to a version of the Cahn-Hilliard equation.

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Numerical methods for partial differential equations, boundary value problems (65N99)

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