An improved convergence analysis for the Newton–Kantorovich method using recurrence relations

Abstract

We generate a sequence using the Newton–Kantorovich method in order to approximate a locally unique solution of an operator equation on a Banach space under Hölder continuity conditions. Using recurrence relations, Hölder as well as centre-Hölder continuity assumptions on the operator involved, we provide a semilocal convergence analysis with the following advantages over the elegant work by Hernándeź in (The Newton method for operators with Hölder continuous first derivative, J. Optim. Theory Appl. 109(3) (2001), pp. 631–648.) (under the same computational cost): finer error bounds on the distances involved, and a more precise information on the location of the solution. Our results also compare favourably with recent and relevant ones in (I.K. Argyros, Concerning the “terra incognita” between convergence regions of two Newton methods, Nonlinear Anal. 62 (2005), pp. 179–194; I.K. Argyros, Computational Theory of Iterative Methods, in Studies in Computational Mathematics, Vol. 15, C.K. Chui and L. Wuytack, eds., Elsevier Publ. Co., New York, USA, 2007; I.K. Argyros, On the gap between the semilocal convergence domain of two Newton methods, Appl. Math. 34(2) (2007), pp. 193–204; I.K. Argyros, On the convergence region of Newton's method under Hölder continuity conditions, submitted for publication; I.K. Argyros, Estimates on majorizing sequences in the Newton–Kantorovich method, submitted for publication; F. Cianciaruso and E. DePascale, Newton–Kantorovich approximations when the derivative is Hölderian: Old and new results, Numer. Funct. Anal. Optim. 24 (2003), pp. 713–723; F. Cianciaruso and E. DePascale, Estimates of majorizing sequences in the Newton–Kantorovich method, Numer. Funct. Anal. Optim. 27(5–6) (2006), pp. 529–538; F. Cianciaruso and E. DePascale, Estimates of majorizing sequences in the Newton–Kanorovich method: A further improvement, J. Math. Anal. Appl. 322 (2006), pp. 329–335; N.T. Demidovich, P.P. Zabreiko, and Ju.V. Lysenko, Some remarks on the Newton–Kantorovich mehtod for nonlinear equations with Hölder continuous linearizations, Izv. Akad. Nauk Belorus 3 (1993), pp. 22–26 (in Russian). (E. DePascale and P.P. Zabreiko, The convergence of the Newton–Kantorovich method under Vertgeim conditions, A new improvement, Z. Anal. Anwendvugen 17 (1998), pp. 271–280.) and (L.V. Kantorovich and G.P. Akilov, Functional Analysis in Normed Spaces, 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), pp. 20–24 (in Russian); B.A. Vertgeim, On some methods for the approximate solution of nonlinear functional equations in Banach spaces, Uspekhi Mat. Nauk 12 (1957), pp. 166–169 (in Russian); Amer. Math. Soc. Transl. 16 (1960), pp. 378–382. (English Trans.).)

Keywords:

• Newton–Kantorovich method
• Fréchet-derivative
• Hölder continuity
• recurrence relations
• convergence region

2000 AMS Subject Classification :

• 65J15
• 65H10
• 65G99
• 47J25
• 49M15