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Some Theories About Iterative Methods For Solving Nonlinear Equations

Posted on:2009-04-03Degree:DoctorType:Dissertation
Country:ChinaCandidate:M WuFull Text:PDF
GTID:1100360272462282Subject:Computational Mathematics
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This dissertation mainly study the theoretic analysis of solving nonlinear equations f(x) = 0 in Banach space, especially on the local and semi-local convergenceof Newton's method, inexact Newton method and Newton-like method.Newton's methodis the usual method for solving nonlinear equations. Given a sufficiently good initial guess x0, Newton's method is convergent to the root of the equations quickly. Moreover, the computation of every step only has relation to the previous step, so the error isn't progenitive and self-corrective. Hence Newton's method is an important method in both theorem and application, and is popular with the numerical researchers. Since Newton's method was proposed, there has been a great many theoretic production, mainly concerning the local convergence, especially the size of the convergent ball and the unique ball; the semi-local convergence, especially the Mysovskii type theorem and the Kantorovich type theorem; as well as the global convergence. Kantorovich theorem is a beautiful and powerful semi-local convergence theorem and attracts studiers to improve and develop its condition and conclusion. Wang([13]) also introduces a semilocalconvergence of Newton's method, which is so recapitulative and elegant that combines Kantorovich type condition with Smale type condition. Here we give a new application and show that it can conclude and improve the result in Argyros([14]). It is stated as the following theorem.Theorem 0.1 If f satisfies the following conditions, which are proposed by Argyros in ([14]): (4)p2(s)≤0, where P2(r) is defined by:and s is a root of p'2(r).Then f satisfies the conditions in Wang([13]):(Ⅰ)For (?)x∈S(x0,δ) and (?)x'∈S(x,δ-ρ(x)), there is(Ⅱ)Letδ0 be such that∫0δ0L(u) du =1 and b=∫0δ0 L(u)udu. Assume(Ⅲ) t*≤δ, where t* is the least positive root of h(t), andSince we have to solve a linear equations f'(xk)△k=-f(xk) (often called Newton equations) every step, once the number of the unknowns is great, it will take us high cost in solving it by a direct method such as elimination method. For this reason, Dembo-Eisenstat-Steihaug([59])introduce inexact Newton method, i.e.which computes an approximate solution to the Newton equations. We not only introduce some related local and semi-local convergence results proposed by many researchers, but also give a new semi-local convergence theorem when f' satisfies some weak Lipschitz condition. As special cases of our main result we re-obtain some well-known convergence theorems for Newton methods.定理0.2 Let f : D (?) X→Y be Frechet differentiable on S(x0,δ) (?) D. Suppose x0∈D is a given initial guess such that f'(x0)-1 exists. Let L(u) be a positive nondecreasing function in [0,δ],ρ(x) =‖x- x0‖,ρ(xx') =ρ(x) +‖x' - x‖≤δ. Assume f'(x0)-1f' satisfy the center Lipschitz condition in the inscribed sphere with the average of L, i.e.For 0<η0<1/2 andηk<2η0,the residual rk such thatSuppose s0≤b andwhereσk:=αk/(1-ηkαk)and vk:=σk+1/σk.as well aswhereδ0 is defined by∫0δ0L(u)du=1-2η0,b=∫0δ0uL(u)du/(1-η0),t0* is theleast positive root ofφ0(t), andThen, inexact Newton sequence {xk}(k≥0) remains in S(x0,t0*) and convergentto a solution x* of f(x) = 0.when we solve the Newton equations, the calculation of f'(xk) is sometimes difficult and with high cost. For improving the computing efficiency, we often use nonsingular operator A(xk) to approximate f'(xk). That is Newton-like method, i.e.We discuss its local and semi-local convergence and give a new semi-local convergencetheorem derived from inexact Newton method.定理0.3 Let f: D (?) X→Y be Frechet differentiable on S(x0,δ) (?) D and A(x) is an approximation to f'(x). Suppose A(x0) is nonsingular for some initial guess x0∈S(x0,r0), where r0∈[0, r]. Assume where x∈S(x0, r) and‖x - x0‖+‖x - x'‖≤r, and the following:(Ⅰ) There exists nonnegative constants s0,α,βand 0≤u0 < 1 such thatand(Ⅱ) There hold for some a≥max{1,α+β}(Ⅲ) S(x0,t*) (?) S(x0,r0), for the least positive root t* ofφ(t):Then the Newton-like sequence {xk} {k≥0) remains in S(x0,t*) and convergent to a solution x* of f(x) = 0.
Keywords/Search Tags:Banach space, nonlinear equations, Newton's method, inexact Newton method, Newton-like method, weak Lipschitz conditions, semi-local convergence
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