Mathematics: Extending The Applicability of Stirling's Method
Mathematics: Extending The Applicability of Stirling's Method
Article
Extending the Applicability of Stirling’s Method
Cristina Amorós 1 , Ioannis K. Argyros 2 , Á. Alberto Magreñán 3 , Samundra Regmi 2 ,
Rubén González 1, * and Juan Antonio Sicilia 1
1 Escuela Superior de Ingeniería y Tecnología, Universidad Internacional de La Rioja, 26006 Logroño, Spain;
[email protected] (C.A.); [email protected] (J.A.S.)
2 Department of Mathematics Sciences, Cameron University, Lawton, OK 73505, USA;
[email protected] (I.K.A.); [email protected] (S.R.)
3 Departamento de Matemáticas y Computación, Universidad de La Rioja, 26004 Logroño, Spain;
[email protected]
* Correspondence: [email protected]
Received: 30 November 2019; Accepted: 28 December 2019; Published: 31 December 2019
Abstract: Stirling’s method is considered as an alternative to Newton’s method when the latter fails
to converge to a solution of a nonlinear equation. Both methods converge quadratically under similar
convergence criteria and require the same computational effort. However, Stirling’s method has
shortcomings too. In particular, contractive conditions are assumed to show convergence. However,
these conditions limit its applicability. The novelty of our paper lies in the fact that our convergence
criteria do not require contractive conditions. Hence, we extend its applicability of Stirling’s method.
Numerical examples illustrate our new findings.
Keywords: Stirling’s method; Newton’s method; convergence; Fréchet derivative; banach space
1. Introduction
In this work we deal with finding a fixed point x ∗ of the equation
x = F ( x ), (1)
In order to extend its applicability, we do not use contractive conditions in our semi-local as well as
the local convergence results.
The rest of the work is structured as follows. Section 2 includes the semi-local convergence
analysis. Section 3 contains the local analysis. The numerical results are given in Section 4.
L ( t n +1 − t n )2
t0 = 0, t1 = γ, tn+2 = tn+1 + . (3)
2 (1 − L 0 t n +1 )
Next, we study the convergence of sequence {tn } by developing relevant lemmas and theorems.
d1 ≤ t ∗ ≤ d2 , (5)
where
L0 γ
1 − exp[− (1− L ]
0 γ )(1− δL0 γ )
d1 =
L0
1 − exp[ 22L 0γ
− L0 γ +
2δ1
2−δ1 ]
d2 = ,
L0
L
δ=
2L0 (1 − L0 γ)2
and
L δ 2
δ1 = ( ) .
2L0 1 − δ
L θ
θ k +1 = ( k )2 < δθk2 < θk (6)
2L0 1 − θk
and
δθk+1 < δθk < 1. (7)
1− α n
Hence, { β n } is a decreasing sequence, so αn = (1 − β n )αn−1 and tn = L0 are also decreasing
sequences. In particular,
α n = (1 − β n ) α n −1 = . . . = (1 − β n ) . . . (1 − β 1 ) α 0 = (1 − β n ) . . . (1 − β 0 ).
Mathematics 2020, 8, 35 3 of 10
1− α n
From 0 < β 1 = L0 γ < 1, we get 0 < αn < 1, so tn = γ < γ1 . That is sequence {tn } is increasing,
bounded from above by L10 , so it converges to t∗ .
Next, we show (4). We can write
∞
α∗ = lim αn =
n→∞
∏ (1 − β n ),
n =1
or
∞
1 1
log
α ∗
= ∑ log
1 − βn
.
n =1
∞ ∞
1 β n (2 − β n ) 1
log
α∗
≤ ∑ 2(1 − β n )
≤
1 − β1 ∑ β n +1
n =1 n =0
∞ ∞
1 1
≤
δ (1 − β 1 ) ∑ (δθ1 ) 2n
≤
δ (1 − β 1 ) ∑ (δβ1 )n
n =1 n =1
β1
= ,
(1 − β 1 )(1 − δβ 1 )
1− α ∗
which together with t∗ = L0 imply t∗ ≤ d2 . The lower bound in (4) is obtained similarly from
the estimate:
∞
1 αn 2α1 2α2
log
α ∗
≥ 2 ∑ 2 − αn
>
2 − α1
+
2 − α2
.
n =1
1−(1− L0 γ)n
Proof. We have αn = (1 − L0 R)n , β n = L0 γ and tn = L0 . Then, by (8), we get 0 ≤ L0 γ < 1.
In what follows the set denoted by U ( x, a) is a ball with center x ∈ X and of radius a > 0.
To simplify, the notation, by || || in this work, we denote the operator norm or the norm on the
Banach space. The semi-local convergence analysis is based on the conditions (C ):
(C1 ) F : D ⊂ X → X is a Fréchet differentiable operator and there exist x0 ∈ D, c > 0, γ ≥ 0 such
that Γ0 = ( I − F 0 ( F ( x0 )))−1 ∈ L( X, X ) with
|| I − F 0 ( F ( x0 ))|| ≤ c
and
||Γ0 ( x0 − F ( x0 ))|| ≤ γ.
(C2 ) There exist a0 ∈ [0, 1), b0 > 0 such that for each x ∈ D
|| F ( x ) − F ( x0 )|| ≤ a0 || x − x0 ||
Mathematics 2020, 8, 35 4 of 10
and
||Γ0 ( F 0 ( F ( x )) − F 0 ( F ( x0 ))|| ≤ b0 || F ( x ) − F ( x0 )||.
1
(C3 ) Let r0 = a0 b0 and D0 = D ∩ U ( x0 , r0 ). There exist b > 0, b1 > 0 such that for each x, y ∈ D0
and
|| F 0 ( F ( x )) − F 0 ( F ( x0 ))|| ≤ b1 || F ( x ) − F ( x0 )||.
b1 1
L = 2b(c + + )
b0 2
and
L0 = a0 b0 .
(C5 )
|| F ( x0 ) − x0 ||
≤ t∗ .
1 − a0
(C6 ) The ball Ū ( x0 , t∗ ) is constructed such that
Ū ( x0 , t∗ ) ⊆ D.
Theorem 1. Under conditions (C ), sequence { xn } generated by Stirling’s method (2) is well defined, remains
in U ( x0 , t∗ ) for each n = 0, 1, 2, . . . and converges to x ∗ ∈ Ū ( x0 , t∗ ) which satisfies x ∗ = F ( x ∗ ) with Q-order
of convergence 2. Moreover, the following estimates hold
|| xn − x ∗ || ≤ t∗ − tn ,
2
t∗∗ = − (2a0 + 1)t∗ .
b
|| F ( x ) − x0 || ≤ || F ( x ) − F ( x0 )|| + || F ( x0 ) − x0 || ≤ a0 || x − x0 || + || F ( x0 ) − x0 || ≤ a0 t∗ + || F ( x0 ) − x0 || ≤ t∗ ,
By the Lemma of Banach on invertible operators [21] (Perturbation Lemma 2.3.2, p. 45) Γ( x )−1 ∈
L(X , X ), and
1
||Γ( x )( I − F 0 ( F ( x0 )))|| ≤ . (10)
1 − L0 || x − x0 ||
Using Stirling’s method (2):
Mathematics 2020, 8, 35 5 of 10
x k +1 − F ( x k +1 ) = F ( x k +1 ) − F ( x k ) − F ( x k +1 ) + F ( x k ) (11)
0
= F (yk )( xk+1 − xk ) − ( F ( xk+1 − F ( xk ))
Z 1
= [ F 0 (yk ) − F 0 ( xk + θ ( xk+1 − xk ))]( xk+1 − xk )dθ.
0
Then, in view of (C2 ), (C3 ) and Equation (11), we obtain in turn that
Next, we can connect the preceding estimates on sequence { xk } with {tk }. Indeed, we get by (C1 )
and Equation (3) that
|| x1 − x0 || = ||Γ0 ( x0 − F ( x0 ))|| ≤ γ = t1 = t1 − t0 .
By induction, Equations (3), (4), (10) and (12), we have in turn that
Hence, {tk } defined by Equation (3) is a majorizing sequence for { xk }. By Lemmas 1 and 2,
sequence {tk } is complete as convergent to t∗ . It then follows by Equation (13) that sequence { xk } is
also complete so it converges to some x ∗ ∈ Ū ( x0 , t∗ ). By the estimate (see (12))
L L
||Γ0 ( xk+1 − F ( xk+1 ))|| ≤ || xk+1 − xk ||2 ≤ (tk+1 − tk )2 , (14)
2 2
L
|| xk+1 − xk || ≤ || x − xk−1 ||2
2(1 − L0 t k ) k
≤ λ|| xk − xk−1 ||2 ,
Mathematics 2020, 8, 35 6 of 10
which implies that the Q-order convergence of Stirling’s method (2) is two. Furthermore, to show the
R1
uniqueness part, let y∗ ∈ U ( x0 , t∗∗ ) with F (y∗ ) = y∗ . Define the operator Q by Q = − 0 Γ0 F 0 ( x ∗ +
θ (y∗ − x ∗ ))dθ. In view of (C2 ) and (C3 ), we obtain in turn that
Z 1
|| I − (Γ0 − Q)|| = || Γ0 [ F 0 ( x ∗ + θ (y∗ − x ∗ )) − F 0 ( F ( x0 ))]dθ || (15)
0
Z 1
≤ b || x ∗ + θ (y∗ − x ∗ ) − F ( x0 )||dθ
0
1 1
≤ b[|| F ( x ∗ ) − F ( x0 )|| + || x ∗ − x0 || + ||y∗ − x0 ||]
2 2
1 1
≤ b[( a0 + )t∗ + t∗∗ ] < 1.
2 2
Remark 1.
(a) The Stirling’s method usual conditions corresponding to (C2 ) (first condition) are given by [22]:
That is, operator F must be a contraction on D. Moreover, the convergence of Stirling’s method was shown
in [22] under (C2 ), D0 = D and a ∈ (0, 13 ]. However, in the present study no such assumption is made.
Hence, the applicability of Stirling’s method (2) is extended. Notice also that we can have a0 ≤ a, b0 ≤ b
and c can be chosen as b = cb1 .
(b) Estimate (4) is similar to the sufficient convergence Kantorovich-type criteria for the semi-local convergence
of Newton’s method given by us in [4]. However, the constants b¯0 and b̄ are the center-Lipschitz and
Lipschitz constants for operator F (see also part (e)).
(c) If set D0 is switched by D1 = D ∩ U ( x1 , r0 − || x0 − F ( x0 )||), since D1 ⊆ D and the iterates remain
in D1 the results can be improved even further. The corresponding constants to b and b1 will be at least
as small.
(d) In view of the proof of Theorem 1, scalar sequence {sn } defined by
k n ( s n − s n −1 )2
s0 = 0, s1 = R, sn+1 = sn + ,
1 − L0 s n
1
k n = ab(c + b1 a0 sn + ) < L
2
sn ≤ tn ,
s n +1 − s n ≤ t n +1 − t n
and
s∗ = lim sn ≤ t∗ .
n→∞
Consider, items c̄, γ̄, L¯0 , L̄, L¯1 , Γ¯0 , b¯0 , b̄, b¯1 , r¯0 , D̄0 and h̄, corresponding to c, γ, L0 , L, L1 , Γ0 , b0 , b, b1 ,
r0 , D0 and h respectively as
|| I − F 0 ( x0 )|| ≤ c̄,
||Γ¯0 ( x0 − F ( x0 ))|| ≤ γ̄,
||Γ¯0 ( F 0 ( x ) − F 0 ( x0 ))|| ≤ b¯0 || x − x0 ||,
||Γ¯0 ( F 0 ( x ) − F 0 (y))|| ≤ b̄|| x − y||,
b¯ 1
L̄ = 2b̄(c̄ + ¯1 + ), b¯1 = b¯0 ,
b0 2
L¯0 = a¯0 b¯0 ,
1
r¯0 = ,
a¯0 b¯0
D̄0 = D ∩ U ( x0 , r¯0 ),
and
1
h̄ = L¯1 , γ̄ ≤ ,
2
where
1 p
L¯1 = ( L̄ + 4 L¯0 + L̄2 + 8 L¯0 L̄).
8
L̄(t̄n+1 − t̄n )2
t¯0 = 0, t¯1 = γ̄, t̄n+2 = t̄n+1 +
2(1 − L¯0 t̄n+1 )
Then, Stirling’s method sufficient convergence criteria, error bounds and information on the uniqueness of
the solution are better than Newton’s method when the "bar" constants and sets are smaller than the non
bar constants. Similar favorable comparison can be made in the local convergence case that follows.
3. Local Convergence
The conditions (H) are used in the local convergence analysis of Stirling’s method (2):
|| F ( x ) − F ( x ∗ )|| ≤ µ|| x − x ∗ ||
and
||Γ∗ ( F 0 ( F ( x )) − F 0 ( F ( x ∗ )))|| ≤ ξ 0 || F ( x ) − F ( x ∗ )||.
1
R= .
(µ + 12 )ξ + µξ 0
Mathematics 2020, 8, 35 8 of 10
Theorem 2. Suppose that conditions (H) hold. Then, sequence { xn } generated for x0 ∈ U ( x ∗ , R) − { x ∗ } by
Stirling’s method (2) is well defined in U ( x ∗ , R), remains in U ( x ∗ , R) for each n = 0, 1, 2, . . . and converges to
x ∗ ∈ Ū ( x ∗ , R). Moreover, the following inequality holds
ξ (µ + 12 )|| xn − x ∗ ||2
|| xn+1 − x ∗ || ≤ . (16)
1 − µξ 0 || xn − x ∗ ||
Proof. We shall show using mathematical induction that sequence { xn } is well defined, remains in
U ( x ∗ , R) and converges to x ∗ so that (16) is satisfied. We have by (H1 ) and (H2 ) for x ∈ U ( x ∗ , R) that
|| F ( x ) − x ∗ || = || F ( x ) − F ( x ∗ )|| ≤ µ|| x − x ∗ || ≤ R,
Hence, Γ( x ) ∈ L( X, X ) and
1
||Γ( x )( I − F ( F ( x ∗ )))|| ≤ . (18)
1 − µ0 ξ 0 || x − x ∗ ||
In particular, (18) holds for x = x0 , which shows that x1 is well defined by Stirling’s method for
n = 0. We can write by (H1 ) that
x1 − x ∗ = x0 − x ∗ − ( I − F 0 ( F ( x0 )))−1 ( x0 − F ( x0 )) (19)
0 −1 ∗ 0 ∗
= ( I − F ( F ( x0 ))) [ F ( x0 ) − F ( x ) − F ( F ( x0 ))( x0 − x )]
Z 1
0 −1
= ( I − F ( F ( x0 ))) [ ( F 0 ( x ∗ + θ ( x0 − x ∗ )) − F 0 ( F ( x0 ))( x0 − x ∗ )dθ ].
0
|| x1 − x ∗ || ≤ ||( I − F 0 ( F ( x0 )))−1 Γ∗ ||
ξ (µ + 21 )|| x0 − x ∗ ||2
≤ ≤ || x0 − x ∗ || < R,
1 − µξ 0 || x0 − x ∗ ||
Mathematics 2020, 8, 35 9 of 10
so (16) holds for n = 0 and x1 ∈ U ( x ∗ , R). Switch x0 by xk in the preceding estimates, we arrive at
(16). In view of the estimate || xk+1 − x ∗ || < || xk − x ∗ || < R, we conclude that limk→∞ xk = x ∗ and
xk+1 ∈ U ( x ∗ , R). Let x0 = x ∗ in (15) to show the uniqueness part.
Remark 2. The local results in the literature use (C2 )’ and D0∗ = D. But (H2 ) is weaker than (C2 )’.
Hence, we extend the applicability of Stirling’s method (2) in the local case too.
1
− 3 x,
x≤3
1 2 7
F(x) = 3 x − 3 x + 3, 3≤x≤4
1 ( x − 7),
x ≥ 4.
3
Clearly, the quadratic polynomial joins smoothly with the linear parts.
(I) Semilocal case (i). If we choose x0 = 3, we see that x1 = y1 = x ∗ = 0. Moreover, the semi-local
convergence criteria of Theorem 1 are satisfied (with γ = 0, a0 = 31 and c = 43 ).
(II) Local convergence criteria of Theorem 2 (with µ = 13 , since the derivative of the quadratic
polynomial satisfies 31 |2x − 7| ≤ 13 for all x ∈ [3, 4]).
(III) In Tables 1 and 2 we present some cases in which Stirling’s method stands better than
Newton’s one.
Table 1. Iteration of Newton’s and Stirling’s method with different starting points.
Table 2. Iteration of Newton’s and Stirling’s method with different starting points.
In the current study, we have successfully demonstrated our claims on Stirling’s method by
focusing on very classic problems, but in the future we will consider studying other complex problems
such us solving symmetric ordinary differential equations with a more favorable theory.
Author Contributions: All authors have equally contributed to this work. All authors have read and agreed to
the published version of the manuscript.
Funding: Research supported in part by Séneca 20928/PI/18 and by MINECO PGC2018-095896-B-C21.
Conflicts of Interest: The authors have no conflict of interest. The funders had no role in the design of the study;
in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish
the results.
Mathematics 2020, 8, 35 10 of 10
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