Abstract
In this paper, we design a new third order Newton-like method and establish its convergence theory for finding the approximate solutions of nonlinear operator equations in the setting of Banach spaces. First, we discuss the convergence analysis of our third order Newton-like method under the -continuity condition. Then we apply our approach to solve nonlinear fixed point problems and Fredholm integral equations, where the first derivative of an involved operator does not necessarily satisfy the Hölder and Lipschitz continuity conditions. Several numerical examples are given, which compare the applicability of our convergence theory with the ones in the literature.
1. Introduction
Our purpose of this paper is to compute solution of nonlinear operator equation of the form
where is a nonlinear operator defined on an open convex subset D of a Banach space X with values into a Banach space Y.
A lot of challenging problems in physics, numerical analysis, engineering, and applied mathematics are formulated in terms of finding roots of the equation of the form Equation (1). In order to solve such problems, we often use iterative methods. There are many iterative methods available in literature. One of the central method for solving such problems is the Newton method [1,2] defined by
for each , where denotes the Fréchet derivative of F at point .
The Newton method and the Newton-like method are attractive because it converges rapidly from any sufficient initial guess. A number of researchers [3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20] have generalized and established local as well as semilocal convergence analysis of the Newton method Equation (2) under the following conditions:
- (a)
- Lipschitz condition: for all and for some ;
- (b)
- Hölder Lipschitz condition: for all and for some and ;
- (c)
- ω-continuity condition: for all ,where is a nondecreasing and continuous function.
One can observe that the condition (c) is more general than the conditions (a) and (b). One can find numerical examples where the Lipschitz condition (a) and the Hölder continuity condition (b) on the first Fréchet derivative do not hold, but the -continuity condition (c) on first Fréchet derivative holds (see Example 1, [21]).
On the other hand, many mathematical problems such as differential equations, integral equations, economics theory, game theory, variational inequalities, and optimization theory ([22,23]) can be formulated into the fixed point problem:
where is an operator defined on a nonempty subset C of a metric space X. The easiest iterative method for constructing a sequence is Picard iterative method [24] which is given by
for each . The Banach contraction principle (see [1,22,23,25]) provides sufficient conditions for the convergence of the iterative method Equation (4) to the fixed point of G. Banach spaces have more geometrical stricture with respect to metric spaces. For study fixed points of nonlinear smooth operators, Banach space structure is required. More details of Banach space theory and fixed point theory of nonlinear operators can be found in [1,22,23,26,27,28].
The Newton method and its variant [29,30] are also used to solve the fixed point problem of the form:
where I is the identity operator defined on X and is a nonlinear Fréchet differentiable operator defined on an open convex subset D of a Banach space X. For finding approximate solution of the Equation (5), Bartle [31] used the Newton-like iterative method of the form
for each , where is Fréchet derivative of G at point and is the sequence of arbitrary points in D which are sufficiently closed to the desired solution of the Equation (5). Bartle [31] has discussed the convergence analysis of the form Equation (6) under the assumption that G is Fréchet differentiable at least at desired points and a modulus of continuity is known for as a function of x. The Newton method Equation (2) and the modified Newton method are the special cases of the form Equation (6).
Following the idea of Bartle [31], Rall [32] introduced the following Stirling method for finding a solution of the fixed point problem Equation (5):
for each . Many researchers [33,34,35] have studied the Stirling method Equation (7) and established local as well as semilocal convergence analysis of the Stirling-like method.
Recently, Parhi and Gupta [21,36] have discussed the semilocal convergence analysis of the following Stirling-like iterative method for computing a solution of operator Equation (5):
for each . More precisely, Parhi and Gupta [21] have studied the semilocal convergence analysis of Equation (8) for computing a solution of the operator Equation (5), where is a nonlinear Fréchet differentiable operator defined on an open convex subset D under the condition:
There are some nonlinear Fréchet differentiable operators defined on an open convex subset D which fail to satisfy the condition () (see Example 1). Therefore, ref. [21] (Theorem 1) is not applicable for such operators. So, there is the following natural question:
Problem 1.
Is it possible to develop the Stirling-like iterative method for computing a solution of the operator Equation (5), where the condition (Ω) does not hold?
The main purpose of this paper is to design a new Newton-like method for solving the operator Equation (1) and provide an affirmative answer of the Problem 1. We prove our proposed Newton-like method has R-order of convergence at least under the -continuity condition and it covers a wide variety of iterative methods. We derive the Stirling-like iterative method for computing a solution of the fixed point problem Equation (5), where () does not hold and hence it gives an affirmative answer to Question 1 and generalizes the results of Parhi and Gupta [21,36] in the context of the condition ().
In Section 2, we summarize some known concepts and results. In Section 3, we introduce a new Newton-like method for solving the operator Equation (1) and establish convergence theory of the proposed Newton-like method. In Section 4, we derive the Stirling-like iterative method from the proposed Newton-like method and establish a convergence theorem for computing a solution of the fixed point problem. Applications to Fredholm integral equations are also presented in Section 5, together with several numerical examples, which compare the applicability of our iterative technique with the ones in the literature.
2. Preliminary
In this section, we discuss some technical results. Throughout the paper, we denote a collection of bounded linear operators from a Banach space X into a Banach space Y and . For some , and are the closed and open balls with center x and radius r, respectively, and denote the collection of nonnegative, nondecreasing, continuous real valued functions defined on .
Lemma 1.
(Rall [37] (p. 50)) Let be a bounded linear operator on a Banach space X. Then exists if and only if there is a bounded linear operator M in X such that exists and
If exists, then we have
Lemma 2.
Let be a real number. Assume that for any and the scalar equation
has a minimum positive root α. Then we have the following:
- (1)
- for all .
- (2)
- .
Proof.
(1) This part is obvious. Indeed, we have
for all and .
(2) Set
It is clear from the definition of that and in . Therefore, is decreasing in and hence the Equation (9) has a minimum positive root . This completes the proof. □
Lemma 3.
Let be a number such that , where and q are same as in Lemma 2. Define the real sequences , and by
for each . Then we have the following:
- (1)
- .
- (2)
- The sequence is decreasing, that is for all .
- (3)
- for all .
- (4)
- for all .
- (5)
- for all , where and .
Proof.
- (1)
- Since the scalar equation defined by Equation (9) has a minimum positive root and is decreasing in with and . Therefore, in the interval and hence
- (2)
- From (1) and Equation (10), we have . This shows that (2) is true for . Let be a fixed positive integer. Assume that (2) is true for Now, using Equation (10), we haveThus holds for . Therefore, by induction, holds for all .
- (3)
- Since for each and for all , it follows that
- (4)
- From (3), one can easily prove that the sequences and are well defined. Using Equations (10) and (11), one can easily observe thatfor each . Put and in Equation (12), we haveandHence holds for and . Let be a fixed integer. Assume that holds for each From Equations (11) and (12), we haveThus holds for . Therefore, by induction, holds for all .
- (5)
- From Equation (11) and (4), one can easily observe that
Hence holds for . Let be a fixed integer. Assume that holds for each From Equation (11), we have
Thus holds for . Therefore, by induction, holds for all . This completes the proof. □
3. Computation of a Solution of the Operator Equation (1)
Let X and Y be Banach spaces and D be a nonempty open convex subset of X. Let be a nonlinear operator such that F is Fréchet differentiable at each point of D and let such that . To solve the operator Equation (1), we introduce the Newton-like algorithm as follows:
Starting with and after is defined, we define the next iterate as follows:
for each .
If we take and in Equation (13), then the iteration process Equation (13) reduces to the Stirling-like iteration process Equation (8).
Before proving the main result of the paper, we establish the following:
Proposition 1.
Let D be a nonempty open convex subset of a Banach space X, be a Fréchet differentiable at each point of D with values in a Banach space Y and such that . Let be a nondecreasing and continuous real-valued function. Assume that F satisfies the following conditions:
- (1)
- for all ;
- (2)
- for all and for some .
Define a mapping by
for all . Then we have
for all .
Proof.
For any , we have
This completes the proof. □
Now, we are ready to prove our main results for solving the problem Equation (1) in the framework of Banach spaces.
Theorem 1.
Let D be a nonempty open convex subset of a Banach space X, a Fréchet differentiable at each point of D with values in a Banach space Y and such that . Let be such that and exist. Let and let α be the solution of the Equation (9). Assume that the following conditions hold:
- (C1)
- for all ;
- (C2)
- for all and for some ;
- (C3)
- for some ;
- (C4)
- for some ;
- (C5)
- , and ;
- (C6)
- , , and , where .
Then we have the following:
- (1)
- The sequence generated by Equation (13) is well defined, remains in and satisfies the following estimates:for all , where , the sequences , , and are defined by Equations (10) and (11), respectively.
- (2)
- The sequence converges to the solution of the Equation (1).
- (3)
- The priory error bounds on is given by:for each .
- (4)
- The sequence has R-order of convergence at least .
Proof.
(1) First, we show that Equation (15) is true for . Since , is well defined. Note that
Hence . Using Equation (13), we have
By Proposition 1 and , we have
Thus we have
which shows that . Note that . Using Proposition 1 and –, we have
Therefore, by Lemma 1, exists and
Subsequently, we have
Thus we see that Equation (15) holds for .
Let be a fixed integer. Assume that Equation (15) is true for . Since , it follows . Using , Equations (13) and (15), we have
From Equation (20), we have
Using Equations (20) and (21) and the triangular inequality, we have
which implies that . Again, by using Proposition 1, , , and Equation (21), we have
Therefore, by Lemma 1, exists and
Hence we conclude that Equation (15) is true for . Therefore, by induction, Equation (15) is true for all .
(2) First, we show that the sequence is a Cauchy sequence. For this, letting and using Lemma 3, we have
By Bernoulli’s inequality, for each and , we have . Hence we have
Since the sequence is a Cauchy sequence and hence it converges to some point . From Equations (13), , and (15), we have
Taking the limit as and using the continuity of F and the linearity of L, we have
(3) Taking the limit as in Equation (22), we have
for each .
(4) Here we prove
for all and for some . One can easily observe that there exists such that
whenever . Using Equations (13) and (24), we have
and
Let and , where . Then, for all , we have
and so, by Lemma 1, we have
Since and as , there exists a positive integer such that
for all . Thus, for all , one can easily observe that
This shows that the R-order of convergence at least . This completes the proof. □
4. Applications
4.1. Fixed Points of Smooth Operators
Let X be a Banach spaces and D be a nonempty open convex subset of X. Let be a nonlinear operator such that D is Fréchet differentiable at each point of D and let such that . For , the Newton-like algorithm Equation (13) reduces to the following Stirling-like method for computing fixed point of the operator G:
Starting with and after is defined, we define the next iterate as follows:
for each .
For the choice of and , Theorem 1 reduces to the following:
Theorem 2.
Let D be a nonempty open convex subset of a Banach space X, be a Fréchet differentiable at each point of D with values into itself. Let be such that . Let be such that and let exist. Let and α be a solution of the Equation (9). Assume that the conditions – and the following conditions hold:
- (C7)
- for some ;
- (C8)
- for some ;
- (C9)
- for all ;
- (C10)
- for all and for some .
Then the sequence generated by Equation (26) is well defined, remains in and converges to the fixed point of the operator G and the sequence has R-order of convergence at least .
We give an example to illustrate Theorem 2.
Example 1.
Let and . Define a mapping by
for all . Define by for all . One can easily observe that
for all . Clearly, G is differentiable on D and its derivative at is and is bounded with for all and satisfies the Lipschitz condition
for all , where . For , we have
For , and for all , we have
and Hence all the conditions of Theorem 2 are satisfied. Therefore, the sequence generated by Equation (26) is in and it converges to the fixed point of G.
Remark 1.
If the condition () holds, then Theorem 2 with reduces to the main result of Parhi and Gupta [21] as follows:
Corollary 1.
[21] (Theorem 1) Let D be a nonempty open convex subset of a Banach space X and be a Fréchet differentiable operator and let with . Let exists and . Assume that the conditions – and the following condition holds:
(C11) for all and for some .
Then the sequence generated by Equation (8) is well defined, remains in and converges to the fixed point of the operator G with order of the convergence at least .
Example 2.
Let and . Define a mapping by
for all . It is obvious that G is Fréchet differentiable on D and its Fréchet derivative at is . Clearly, is bounded with and
for all , where For , we have
and
For , and for all , we have
and
Hence all the conditions of Theorem 2 with are satisfied. Therefore, the sequence generated by Equation (26) is in and it converges to the fixed point of G (Table 1).
Table 1.
A priori error bounds.
4.2. Fredholm Integral Equations
Let X be a Banach space over the field with the norm and D be an open convex subset of X. Further, let be the Banach space of bounded linear operators from X into itself. Let , and . We investigate a solution of the nonlinear Fredholm-type operator equation:
where is continuously Fréchet differentiable on D. The operator Equation (28) has been discussed in [10,38,39]. Define an operator by
for all . Then solving the operator Equation (29) is equivalent to solving the operator Equation (1). From Equation (29), we have
for all . Now, we apply Theorem 1 to solve the operator Equation (28).
Theorem 3.
Let X be a Banach space and D an open convex subset of X. Let be a continuously Fréchet differentiable mapping at each point of D. Let and . Assume that, for any , and exist. Assume that the condition and the following conditions hold:
- (C12)
- for all ;
- (C13)
- for some ;
- (C14)
- for some ;
- (C15)
- for all , where ;
- (C16)
- and ;
- (C17)
- for all .
Then we have the following:
(1) The sequence generated by
for each is well defined, remains in and converges to a solution of the Equation (28).
(2) The R-order convergence of sequence is at least .
Proof.
Let be an operator defined by Equation (29). Clearly, F is Fréchet differentiable at each point of D and its Fréchet derivative at is given by Equation (30). Now, from and Equation (30), we have and so it follows that holds. From , Equations (29) and (30), we have . Hence is satisfied. For all , using , we have
where . Clearly, and, from , we have
for all and . Thus and hold. follows from for . Hence all the conditions of Theorem 1 are satisfied. Therefore, Theorem 3 follows from Theorem 1. This completes the proof. □
Let be the space of all continuous real valued functions defined on with the norm . Consider, the following nonlinear integral equation:
for all and , where with for all , is a continuous nonnegative real-valued function and . Define two mappings by
for all and
for all and .
One can easily observe that K is bounded on , that is, there exists a number such that for all Clearly, S is bounded linear operator with and Q is Fréchet differentiable and its Fréchet derivative at is given by
for all . For all , we have
where with
for all and . For any , using Equations (33) and (35), we have
We now apply Theorem 3 to solve the Fredholm integral Equation (32).
Theorem 4.
Let and . Let be operators defined by Equations (33) and (34), respectively. Let and be such that . Assume that the condition and the following conditions hold:
- (C18)
- for some
- (C19)
- for some
- (C20)
- for all .
Then the sequence generated by Equation (31) with is well defined, remains in and converges to the solution of the Equation (32) with R-order convergence at least .
Proof.
Therefore, by Lemma 1, exists and
Thus the condition is satisfied. The conditions and follow from Equations (36) and (37), respectively. Now, from Equation and (38), we have
This implies that holds. Hence all the conditions of Theorem 3 are satisfied. Therefore, Theorem 4 follows from Theorem 3. This completes the proof. □
Now, we give one example to illustrate Theorem 3.
Example 3.
Let be the space of all continuous real valued functions defined on . Let . Consider the following nonlinear integral equation:
Define two mappings and by
where . For , the problem Equation (40) is equivalent to the problem Equation (28). Here, one can easily observe that S is bounded linear operator with and Q is Fréchet differentiable with for all and . For all , we have
where for any . Clearly, . Define a mapping by
Clearly, F is Fréchet differentiable on D. We now show that holds for . Note that
for all . Thus for all . For all , we have
Therefore, by Lemma 1, exists and
for all .
Let . Then we have the following:
- (a)
- , ;
- (b)
- ;
- (c)
- ;
- (d)
- ;
- (e)
- and .
One can easily observe that for all and Hence all the conditions of Theorem 3 are satisfied. Therefore, the sequence generated by Equation (31) is well defined, remains in and converges to a solution of the integral Equation (40).
Table 2.
Iterates of Newton-like method Equation (31).
5. Conclusions
The semilocal convergence of the third order Newton-like method for finding zeros of an operator from a Banach space to another Banach space and the corresponding Stirling-like method for finding fixed points of an operator on a Banach space are established under the -continuity condition. Our iterative technique is applied to nonlinear Fredholm-type operator equations. The R-order of our methods are clearly shown to be equal to at least for any . Some numerical examples are given in support of our work, where earlier work cannot apply. In future, our iterative techniques can be applied in optimization problems.
Author Contributions
The authors have contributed equally to this paper.
Funding
This research has received no exteranl funding.
Acknowledgments
We would like to thank the reviewers for their valuable suggestions for improvement of this paper.
Conflicts of Interest
The authors declare no conflict of interest.
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