Local convergence of Newton’s method under majorant condition

A local convergence analysis of Newton’s method for solving nonlinear equations, under a majorant condition, is presented in this paper. Without assuming convexity of the derivative of the majorant function, which relaxes the Lipschitz condition on the operator under consideration, convergence, the biggest range for uniqueness of the solution, the optimal convergence radius and results on the convergence rate are established. Besides, two special cases of the general theory are presented as applications.     

Semilocal convergence of a family of third-order methods in Banach spaces under Hölder continuous second derivative

In this paper, the semilocal convergence of a family of multipoint third-order methods used for solving F(x)=0$F\left(x\right)=0$ in Banach spaces is established. It is done by using recurrence relations under the assumption that the second Fréchet derivative of F$F$ satisfies Hölder continuity condition. Based on two parameters depending upon F$F$, a new family of recurrence relations is defined. Using these recurrence relations, an existence–uniqueness theorem is established to prove that the R$R$-order convergence of the method is (2+p)$(2+p)$. A priori error bounds for the method are also derived. Two numerical examples are worked out to demonstrate the efficacy of our approach.     

A convergence theorem for the Newton-like methods under some kind of weak Lipschitz conditions

We provide sufficient conditions for the convergence of the Newton-like methods in the assumption that the derivative satisfies some kind of weak Lipschitz conditions. Consequently, some important convergence theorems follow from our main result in this paper.     

Semilocal convergence of a continuation method with Hölder continuous second derivative in Banach spaces

In this paper, the semilocal convergence of a continuation method combining the Chebyshev method and the convex acceleration of Newton’s method used for solving nonlinear equations in Banach spaces is established by using recurrence relations under the assumption that the second Frëchet derivative satisfies the Hölder continuity condition. This condition is mild and works for problems in which the second Frëchet derivative fails to satisfy Lipschitz continuity condition. A new family of recurrence relations are defined based on two constants which depend on the operator. The existence and uniqueness regions along with a closed form of the error bounds in terms of a real parameter α∈[0,1]$\alpha \in [0,1]$ for the solution x^∗$x^{\ast }$ is given. Two numerical examples are worked out to demonstrate the efficacy of our approach. On comparing the existence and uniqueness regions for the solution obtained by our analysis with those obtained by using majorizing sequences under Hölder continuity condition on F^″$F^{″}$, it is found that our analysis gives improved results. Further, we have observed that for particular values of the α$\alpha$, our analysis reduces to those for the Chebyshev method (α=0$\alpha =0$) and the convex acceleration of Newton’s method (α=1)$(\alpha =1)$ respectively with improved results.     

A semilocal convergence result for Newton’s method under generalized conditions of Kantorovich

From Kantorovich’s theory we establish a general semilocal convergence result for Newton’s method based fundamentally on a generalization required to the second derivative of the operator involved. As a consequence, we obtain a modification of the domain of starting points for Newton’s method and improve the a priori error estimates. Finally, we illustrate our study with an application to a special case of conservative problems.     

Semilocal Convergence of Steffensen-Type Algorithms for Solving Nonlinear Equations

In this article, we provide a semilocal analysis for the Steffensen-type method (STTM) for solving nonlinear equations in a Banach space setting using recurrence relations. Numerical examples to validate our main results are also provided in this study to show that STTM is faster than other methods ([7 I. K. Argyros , J. Ezquerro , J. M. Gutiérrez , M. Hernández , and S. Hilout ( 2011 ). On the semilocal convergence of efficient Chebyshev-Secant-type methods . J. Comput. Appl. Math. 235 : 3195 – 3206 .[Crossref], [Web of Science ®] , [Google Scholar], 13 J. A. Ezquerro and M. A. Hernández ( 2009 ). An optimization of Chebyshev's method . J. Complexity 25 : 343 – 361 .[Crossref], [Web of Science ®] , [Google Scholar]]) using similar convergence conditions.     

On the weakening of the convergence of Newton’s method using recurrent functions

We use Newton’s method to approximate a locally unique solution of an equation in a Banach space setting. We introduce recurrent functions to provide a weaker semilocal convergence analysis for Newton’s method than before [J. Appell, E. De Pascale, J.V. Lysenko, P.P. Zabrejko, New results on Newton–Kantorovich approximations with applications to nonlinear integral equations, Numer. Funct. Anal. Optim. 18 (1997) 1–17; I.K. Argyros, The theory and application of abstract polynomial equations, in: Mathematics Series, St. Lucie/CRC/Lewis Publ., Boca Raton, Florida, USA, 1998; I.K. Argyros, Concerning the “terra incognita” between convergence regions of two Newton methods, Nonlinear Anal. 62 (2005) 179–194; I.K. Argyros, Convergence and Applications of Newton-Type Iterations, Springer-Verlag Publ., New York, 2008; S. Chandrasekhar, Radiative Transfer, Dover Publ., New York, 1960; F. Cianciaruso, E. De Pascale, Newton–Kantorovich approximations when the derivative is Hölderian: Old and new results, Numer. Funct. Anal. Optim. 24 (2003) 713–723; N.T. Demidovich, P.P. Zabrejko, Ju.V. Lysenko, Some remarks on the Newton–Kantorovich method for nonlinear equations with Hölder continuous linearizations, Izv. Akad. Nauk Belorus 3 (1993) 22–26. (in Russian); E. De Pascale, P.P. Zabrejko, Convergence of the Newton–Kantorovich method under Vertgeim conditions: A new improvement, Z. Anal. Anwendvugen 17 (1998) 271–280; L.V. Kantorovich, G.P. Akilov, Functional Analysis, Pergamon Press, Oxford, 1982; J.V. Lysenko, Conditions for the convergence of the Newton–Kantorovich method for nonlinear equations with Hölder linearizations, Dokl. Akad. Nauk BSSR 38 (1994) 20–24. (in Russian); B.A. Vertgeim, On conditions for the applicability of Newton’s method, (Russian), Dokl. Akad. Nauk., SSSR 110 (1956) 719–722; B.A. Vertgeim, On some methods for the approximate solution of nonlinear functional equations in Banach spaces, Uspekhi Mat. Nauk 12 (1957) 166–169. (in Russian); English transl.:; Amer. Math. Soc. Transl. 16 (1960) 378–382] provided that the Fréchet-derivative of the operator involved is p$p$-Hölder continuous (p∈(0,1]$p\in (0,1]$).     

Weaker conditions for the convergence of Newton’s method

Newton’s method is often used for solving nonlinear equations. In this paper, we show that Newton’s method converges under weaker convergence criteria than those given in earlier studies, such as Argyros (2004) [2, p. 387], Argyros and Hilout (2010)[11, p. 12], Argyros et al. (2011) [12, p. 26], Ortega and Rheinboldt (1970) [26, p. 421], Potra and Pták (1984) [36, p. 22]. These new results are illustrated by several numerical examples, for which the older convergence criteria do not hold but for which our weaker convergence criteria are satisfied.     

A variant of Steffensen’s method of fourth-order convergence and its applications

In this paper, a variant of Steffensen’s method of fourth-order convergence for solving nonlinear equations is suggested. Its error equation and asymptotic convergence constant are proven theoretically and demonstrated numerically. The derivative-free method only uses three evaluations of the function per iteration to achieve fourth-order convergence. Its applications on systems of nonlinear equations and boundary-value problems of nonlinear ODEs are showed as well in the numerical examples.     

On convergence of the modified Newton’s method under Hölder continuous Fréchet derivative

In this paper, the upper and lower estimates of the radius of the convergence ball of the modified Newton’s method in Banach space are provided under the hypotheses that the Fréchet derivative of the nonlinear operator are center Hölder continuous for the initial point and the solution of the operator. The error analysis is given which matches the convergence order of the modified Newton’s method. The uniqueness ball of solution is also established. Numerical examples for validating the results are also provided, including a two point boundary value problem.     

Recurrence relations for semilocal convergence of a Newton-like method in Banach spaces

The aim of this paper is to establish the semilocal convergence of a multipoint third order Newton-like method for solving F(x)=0 in Banach spaces by using recurrence relations. The convergence of this method is studied under the assumption that the second Fréchet derivative of F satisfies Hölder continuity condition. This continuity condition is milder than the usual Lipschitz continuity condition. A new family of recurrence relations are defined based on the two new constants which depend on the operator F. These recurrence relations give a priori error bounds for the method. Two numerical examples are worked out to demonstrate the applicability of the method in cases where the Lipschitz continuity condition over second derivative of F fails but Hölder continuity condition holds.     

On the convergence of the secant method under the gamma condition

We provide sufficient convergence conditions for the Secant method of approximating a locally unique solution of an operator equation in a Banach space. The main hypothesis is the gamma condition first introduced in [10] for the study of Newton’s method. Our sufficient convergence condition reduces to the one obtained in [10] for Newton’s method. A numerical example is also provided.      

On the local convergence of a deformed Newton's method under Argyros-type condition

For the iteration which was independently proposed by King [R.F. King, Tangent method for nonlinear equations, Numer. Math. 18 (1972) 298-304] and Werner [W. Werner, Über ein Verfarhren der Ordnung zur Nullstellenbestimmung, Numer. Math. 32 (1979) 333-342] for solving a nonlinear operator equation in Banach space, we established a local convergence theorem under the condition which was introduced recently by Argyros [I.K. Argyros, A unifying local-semilocal convergence analysis and application for two-point Newton-like methods in Banach space, J. Math. Anal. Appl. 298 (2004) 374-397].     

A new method for proving weak convergence results applied to nonparametric estimators in survival analysis

Using the limit theorem for stochastic integral obtained by Jakubowski et al. (Probab. Theory Related Fields 81 (1989) 111–137), we introduce in this paper a new method for proving weak convergence results of empirical processes by a martingale method which allows discontinuities for the underlying distribution. This is applied to Nelson–Aalen and Kaplan–Meier processes. We also prove that the same conclusion can be drawn for Hjort's nonparametric Bayes estimators of the cumulative distribution function and cumulative hazard rate.     

Local convergence analysis of the Gauss-Newton method under a majorant condition

The Gauss-Newton method for solving nonlinear least squares problems is studied in this paper. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, a local convergence analysis is presented. This analysis allows us to obtain the optimal convergence radius and the biggest range for the uniqueness of stationary point, and to unify two previous and unrelated results.     

Improved local convergence of Newton’s method under weak majorant condition

We provide a local convergence analysis for Newton’s method under a weak majorant condition in a Banach space setting. Our results provide under the same information a larger radius of convergence and tighter error estimates on the distances involved than before [14]. Special cases and numerical examples are also provided in this study.     

On the convergence of sequential number-theoretic method for optimization

1. IntroductionIn the papers [l] and [2] H. Niederreiter and K. McCurley gave a quasi-Monte Carlolnethod for the approxiInate computation of the extreme values of a mu1tivariab1e function.In l989 K.T. Fa11g and Y. Wang["'l proposed a sequential algorithm fOr optinlization bya number-theoretic method (abbr. SNTO), which is nlore effective than the Niederreiter'smethod in some cases, but it lacks a complete convergence result concerlling the a1gorithm.In the present note we will approach…     

On the convergence of the midpoint method

The midpoint method is an iterative method for the solution of nonlinear equations in a Banach space. Convergence results for this method have been studied in [3, 4, 9, 12]. Here we show how to improve and extend these results. In particular, we use hypotheses on the second Fréchet derivative of the nonlinear operator instead of the third-derivative hypotheses employed in the previous results and we obtain Banach space versions of some results that were derived in [9, 12] only in the real or complex space. We also provide various examples that validate our results.      

Kantorovich's type theorems for systems of equations with constant rank derivatives

The famous Newton–Kantorovich hypothesis has been used for a long time as a sufficient condition for the convergence of Newton's method to a solution of an equation. Here we present a “Kantorovich type” convergence analysis for the Gauss–Newton's method which improves the result in [W.M. Häußler, A Kantorovich-type convergence analysis for the Gauss–Newton-method, Numer. Math. 48 (1986) 119–125.] and extends the main theorem in [I.K. Argyros, On the Newton-Kantorovich hypothesis for solving equations, J. Comput. Appl. Math. 169 (2004) 315–332]. Furthermore, the radius of convergence ball is also obtained.     

Improved generalized differentiability conditions for Newton-like methods

We provide a semilocal convergence analysis for Newton-like methods using the ω$\omega$-versions of the famous Newton–Kantorovich theorem (Argyros (2004) [1], Argyros (2007) [3], Kantorovich and Akilov (1982) [13]). In the special case of Newton’s method, our results have the following advantages over the corresponding ones (Ezquerro and Hernaández (2002) [10], Proinov (2010) [17]) under the same information and computational cost: finer error estimates on the distances involved; at least as precise information on the location of the solution, and weaker sufficient convergence conditions.