A third order method for fixed points in Banach spaces

This paper deals with a third order Stirling-like method used for finding fixed points of nonlinear operator equations in Banach spaces. The semilocal convergence of the method is established by using recurrence relations under the assumption that the first Fréchet derivative of the involved operator satisfies the Hölder continuity condition. A theorem is given to establish the error bounds and the existence and uniqueness regions for fixed points. The R-order of the method is also shown to be equal to at least (2p+1) for p∈(0,1]. The efficacy of our approach is shown by solving three nonlinear elementary scalar functions and two nonlinear integral equations by using both Stirling-like method and Newton-like method. It is observed that our convergence analysis is more effective and give better results.     

Perturbed algorithms for solving nonlinear relaxed cocoercive operator equations with general A-monotone operators in Banach spaces

Based on the notion of general A-monotonicity, the new proximal mapping technique and Alber’s inequalities, a new class of nonlinear relaxed cocoercive operator equations with general A-monotone operators in Banach spaces is introduced and studied. Further, we also discuss the convergence and stability of a new perturbed iterative algorithm with errors for solving this class of nonlinear operator equations in Banach spaces. Since general A-monotonicity generalizes general H-monotonicity (and in turn, generalizes A-monotonicity, H-monotonicity and maximal monotonicity), our results improve and generalize the corresponding results of recent works.     

Convergence estimates for an higher order optimized Schwarz method for domains with an arbitrary interface

Optimized Schwarz methods form a class of domain decomposition methods for the solution of elliptic partial differential equations. Optimized Schwarz methods employ a first or higher order boundary condition along the artificial interface to accelerate convergence. In the literature, the analysis of optimized Schwarz methods relies on Fourier analysis and so the domains are restricted to be regular (rectangular). In this paper, we express the interface operator of an optimized Schwarz method in terms of Poincare-Steklov operators. This enables us to derive an upper bound of the spectral radius of the operator arising in this method of 1−O(h^1/4) on a class of general domains, where h is the discretization parameter. This is the predicted rate for a second order optimized Schwarz method in the literature on rectangular subdomains and is also the observed rate in numerical simulations.     

Semilocal convergence of a modified multi-point Jarratt method in Banach spaces under general continuity condition

The semilocal convergence for a modified multi-point Jarratt method for solving non-linear equations in Banach spaces is established with the third-order Fréchet derivative of the operator under a general continuity condition. The recurrence relations are derived for the method, and from this, we prove an existence-uniqueness theorem, and give a priori error bounds. The R-order of the method is also analyzed with the third-order Fréchet derivative of the operator under different continuity conditions. Numerical application on non-linear integral equation of the mixed type is given to show our approach.     

Kantorovich's Majorization and Functional Equations

Abstract

We consider systems of nonlinear difference equations arising when convergence analysis of an iterative method for solving operator equations in Banach spaces is carried out via Kantorovich's technique of majorization. The main challenge in this context is to determine the convergence domain of the corresponding majorant generator. As it turns out, dealing with this task leads to solution of functional equations of a certain kind. After considering several examples, we formulate two generic models and develop an approach to their solution.     

A new approach to numerical solution of fixed-point problems and its application to delay differential equations

In this paper we consider a certain approximation of fixed-points of a continuous operator A mapping the metric space into itself by means of finite dimensional ε(h)-fixed-points of A. These finite dimensional functions are obtained from functions defined on discrete space grid points (related to a parameter h→0) by applying suitably chosen extension operators p_h. A theorem specifying necessary and sufficient conditions for existence of fixed-points of A in terms of ε(h)-fixed-points of A is given. A corollary which follows the theorem yields an approximate method for a fixed-point problem and determines conditions for its convergence. An example of application of the obtained general results to numerical solving of boundary value problems for delay differential equations is provided.Numerical experiments carried out on three examples of boundary value problems for second order delay differential equations show that the proposed approach produces much more accurate results than many other numerical methods when applied to the same examples.     

Preconditioners Based on Fundamental Solutions

We consider a new preconditioning technique for the iterative solution of linear systems of equations that arise when discretizing partial differential equations. The method is applied to finite difference discretizations, but the ideas apply to other discretizations too. If E is a fundamental solution of a differential operator P, we have E*(Pu) = u. Inspired by this, we choose the preconditioner to be a discretization of an approximate inverse K, given by a convolution-like operator with E as a kernel. We present analysis showing that if P is a first order differential operator, KP is bounded, and numerical results show grid independent convergence for first order partial differential equations, using fixed point iterations. For the second order convection-diffusion equation convergence is no longer grid independent when using fixed point iterations, a result that is consistent with our theory. However, if the grid is chosen to give a fixed number of grid points within boundary layers, the number of iterations is independent of the physical viscosity parameter. AMS subject classification (2000) 65F10, 65N22     

On the complexity of a unified convergence analysis for iterative methods

A local and a semi-local convergence of general iterative methods for solving nonlinear operator equations in Banach spaces is developed under ω-continuity conditions. Our approach unifies existing results and provides a new way of studying iterative methods. The main idea is to find a more accurate domain containing the iterates. No extra effort is used to obtain this. Also, the results of the numerical experiments are given that confirm obtained theoretical estimates.     

Convergence estimates of a projection-difference method for an operator-differential equation

This article investigates the projection-difference method for a Cauchy problem for a linear operator-differential equation with a leading self-adjoint operator A(t) and a subordinate linear operator K(t) in Hilbert space. This method leads to the solution of a system of linear algebraic equations on each time level; moreover, the projection subspaces are linear spans of eigenvectors of an operator similar to A(t). The convergence estimates are obtained. The application of the developed method for solving the initial boundary value problem is given.     

Triangular functions (TF) method for the solution of nonlinear Volterra–Fredholm integral equations

A numerical method based on an m-set of general, orthogonal triangular functions (TF) is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The orthogonal triangular functions are utilized as a basis in collocation method to reduce the solution of nonlinear Volterra–Fredholm integral equations to the solution of algebraic equations. Also a theorem is proved for convergence analysis. Some numerical examples illustrate the proposed method.     

Convergence of a third order method for fixed points in Banach spaces

In this paper, the semilocal convergence of a third order Stirling-like method used to find fixed points of nonlinear operator equations in Banach spaces is established under the assumption that the first Fréchet derivative of the involved operator satisfies ??-continuity condition. It turns out that this convergence condition is weaker than the Lipschitz and the H?lder continuity conditions on first Fréchet derivative of the involved operator. The importance of our work lies in the fact that numerical examples can be given to show that our approach is successful even in cases where Lipschitz and H?lder continuity conditions on first Fréchet derivative fail. It also avoids the evaluation of second order Fréchet derivative which is difficult to compute at times. A priori error bounds along with the domains of existence and uniqueness of a fixed point are derived. The R-order of the method is shown to be equal to (2p?+?1) for p????(0,1]. Finally, two numerical examples involving nonlinear integral equations are worked out to show the efficacy of our approach.     

On the convergence region for decomposition solutions

The author's decomposition method using his A_n polynomials for the nonlinearities has been shown to apply to wide classes of nonlinear (or nonlinear stochastic) operator equations providing a computable, accurate solution which converges rapidly. In computation the above is sufficient for a rapid test of convergence region.     

A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space

We provide a local as well as a semilocal convergence analysis for two-point Newton-like methods in a Banach space setting under very general Lipschitz type conditions. Our equation contains a Fréchet differentiable operator F and another operator G whose differentiability is not assumed. Using more precise majorizing sequences than before we provide sufficient convergence conditions for Newton-like methods to a locally unique solution of equation F(x)+G(x)=0. In the semilocal case we show under weaker conditions that our error estimates on the distances involved are finer and the information on the location of the solution at least as precise as in earlier results. In the local case a larger radius of convergence is obtained. Several numerical examples are provided to show that our results compare favorably with earlier ones. As a special case we show that the famous Newton-Kantorovich hypothesis is weakened under the same hypotheses as the ones contained in the Newton-Kantorovich theorem.     

On the approximation of derivatives using divided difference operators preserving the local convergence order of iterative methods

A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms built up from Ostrowski’s method for solving systems of nonlinear equations are written and analyzed. A direct computation of the local order of convergence for these variants of Ostrowski’s method is given. In order to preserve the local order of convergence, any divided difference operator is not valid. Two counterexamples of computation of a classical divided difference operator without preserving the order are presented. A rigorous study to know a priori if the new method will preserve the order of the original modified method is presented. The conclusion is that this fact does not depend on the method but on the systems of equations and if the associated divided difference verifies a particular condition. A new divided difference operator solving this problem is proposed. Furthermore, a computation that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced. This study can be applied directly to other Newton’s type methods where derivatives are approximated by divided differences.     

The effect of block red-black ordering on blockILU preconditioner for sparse matrices

It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the blockILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems.     

Convergence analysis for a family of improved super-Halley methods under general convergence condition

In this paper, we focus on the semilocal convergence for a family of improved super-Halley methods for solving non-linear equations in Banach spaces. Different from the results in Wang et al. (J Optim Theory Appl 153:779–793, 2012), the condition of Hölder continuity of third-order Fréchet derivative is replaced by its general continuity condition, and the latter is weaker than former. Moreover, the R-order of the methods is also improved. By using the recurrence relations, we prove a convergence theorem to show the existence-uniqueness of the solution. The R-order of these methods is analyzed with the third-order Fréchet derivative of the operator satisfies general continuity condition and Hölder continuity condition.     

Nonuniformly nonlinear elliptic equations of p-biharmonic type

This paper deals with the existence and multiplicity of weak solutions to nonlinear differential equations involving a general p-biharmonic operator (in particular, p-biharmonic operator) under Dirichlet boundary conditions or Navier boundary conditions. Our method is mainly based on variational arguments.     

Semilocal convergence and R-order for modified Chebyshev-Halley methods

In this paper, we study the semilocal convergence and R-order for a class of modified Chebyshev-Halley methods for solving non-linear equations in Banach spaces. To solve the problem that the third-order derivative of an operator is neither Lipschitz continuous nor Hölder continuous, the condition of Lipschitz continuity of third-order Fréchet derivative considered in Wang et al. (Numer Algor 56:497–516, 2011) is replaced by its general continuity condition, and the latter is weaker than the former. Furthermore, the R-order of these methods is also improved under the same condition. By using the recurrence relations, a convergence theorem is proved to show the existence-uniqueness of the solution and give a priori error bounds. We also analyze the R-order of these methods with the third-order Fréchet derivative of an operator under different continuity conditions. Especially, when the third-order Fréchet derivative is Lipschitz continuous, the R-order of the methods is at least six, which is higher than the one of the method considered in Wang et al. (Numer Algor 56:497–516, 2011) under the same condition.