volume 4, issue 5, article 92, 2003.
Received 10 August, 2003;
accepted 05 September, 2003.
Communicated by:R. Verma
Abstract Contents
JJ II
J I
Home Page Go Back
Close Quit
Journal of Inequalities in Pure and Applied Mathematics
ITERATIVE SOLUTION OF NONLINEAR EQUATIONS OF HAMMERSTEIN TYPE
H. ZEGEYE
Bahir Dar University, P. O. Box. 859, Bahir Dar, Ethiopia.
EMail:habz@ictp.trieste.it
c
2000Victoria University ISSN (electronic): 1443-5756 125-03
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page2of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Abstract
SupposeXis a real Banach space and F, K :X → Xare accretive maps.
Under different continuity assumptions onF andKsuch that the inclusion0 = u+KF u has a solution, iterative methods are constructed which converge strongly to such a solution. No invertibility assumption is imposed onKand the operatorsKandF need not be defined on compact subsets ofX. Our method of proof is of independent interest.
2000 Mathematics Subject Classification:47H04, 47H06, 47H30, 47J05, 47J25 Key words: Accretive operators, Uniformly smooth spaces, Duality maps.
Contents
1 Introduction. . . 3
2 Preliminaries . . . 7
3 Main Results . . . 10
3.1 Convergence Theorems for Lipschitz Maps . . . 18
3.2 Convergence Theorems for Uniformly Continuous φ-Strongly Accretive Maps . . . 20
3.3 Explicit Algorithms. . . 23 References
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page3of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
1. Introduction
LetX be a real normed linear space with dualX∗. For1< q <∞, we denote byJqthe generalized duality mapping fromX to2X∗ defined by
Jq(x) := {f∗ ∈X∗ :hx, f∗i=||x||||f∗||,||f∗||=||x||q−1},
where h·,·idenotes the generalized duality pairing. If q = 2, Jq = J2 and is denoted byJ. IfX∗is strictly convex, thenJqis single-valued (see e.g., [25]).
A mapAwith domainD(A)⊆X is said to be accretive if for everyx, y ∈ D(A)there existsj(x−y)∈J(x−y)such that
hAx−Ay, j(x−y)i ≥0.
A is said to be m−accretive if it is accretive and R(I+λA) (range of (I + λA)) = X,for allλ > 0,whereI is the identity mapping. Ais said to beφ−
strongly accretive if for everyx, y ∈D(A)there existj(x−y)∈J(x−y)and a strictly increasing functionφ: [0,∞)→[0,∞),φ(0) = 0such that
hAx−Ay, j(x−y)i ≥φ(||x−y||)||x−y||,
and it is strongly accretive if for each x, y ∈ D(A), there exist j(x− y) ∈ J(x−y)and a constantk ∈(0,1)such that
hAx−Ay, j(x−y)i ≥k||x−y||2.
Clearly, every strongly accretive map isφ-strongly accretive and everyφ-strongly accretive map is accretive. Closely related to the class of accretive mappings is
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page4of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
the class of pseudocontractive mappings. A mapping T : X → X is said to be pseudocontractive if and only if A := I −T is accretive. One can easily show that the fixed point of pseudocontractive mapping T is the zero of ac- cretive mapping A := I −T. IfX is a Hilbert space, accretive operators are also called monotone. The accretive mappings were introduced independently in 1967 by Browder [3] and Kato [20]. Interest in such mappings stems mainly from their firm connection with equations of evolution. It is known (see e.g., [28]) that many physically significant problems can be modelled by initial-value problems of the form
(1.1) x0(t) +Ax(t) = 0, x(0) =x0,
where A is an accretive operator in an appropriate Banach space. Typical ex- amples where such evolution equations occur can be found in the heat, wave or Schrödinger equations. One of the fundamental results in the theory of accre- tive operators, due to Browder [4], states that if A is locally Lipschitzian and accretive then Ais m−accretive which immediately implies that the equation x+Ax =h has a solutionx∗ ∈ D(A)for anyh ∈ X. This result was subse- quently generalized by Martin [22] to the continuous accretive operators. If in (1.1),x(t)is independent oft, then (1.1) reduces to
(1.2) Au= 0,
whose solutions correspond to the equilibrium points of the system (1.1). Con- sequently, considerable research efforts have been devoted, especially within the past 20 years or so, to methods of finding approximate solutions (when they exist) of equation (1.2). One important generalization of equation (1.2) is the
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page5of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
so-called equation of Hammerstein type (see e.g., [18]), where a nonlinear inte- gral equation of Hammerstein type is one of the form:
(1.3) u(x) +
Z
Ω
K(x, y)f(y, u(y))dy =h(x),
where dy is a σ-finite measure on the measure space Ω; the real kernel K is defined on Ω ×Ω, f is a real-valued function defined on Ω × < and is, in general, nonlinear andhis a given function onΩ. If we now define an operator K by
Kv(x) :=
Z
Ω
K(x, y)v(y)dy; x∈Ω,
and the so-called superposition or Nemytskii operator byF u(y) := f(y, u(y)) then, the integral equation (1.3) can be put in operator theoretic form as follows:
(1.4) u+KF u= 0,
where, without loss of generality, we have taken h ≡ 0. We note that if K is an arbitrary accretive map (not necessarily the identity), then A := I +KF need not be accretive. Interest in equation (1.4) stems mainly from the fact that several problems that arise in differential equations, for instance, elliptic boundary value problems whose linear parts possess Greens functions can, as a rule, be transformed into the form (1.4) (see e.g., [23, Chapter IV]). Equations of Hammerstein type play a crucial role in the theory of optimal control systems (see e.g., [17]). Several existence and uniqueness theorems have been proved for equations of the Hammerstein type (see e.g., [2,5,6,8,15]).
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page6of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
For the iterative approximation of solutions of equation (1.2), the accretivity/
monotonicity ofAis crucial. The Mann iteration scheme (see e.g., [21]) and the Ishikawa iteration scheme (see e.g., [19]) have successfully been employed (see e.g., [7,10,11,12,13,14,16,19,21,24,27]). Attempts to apply these schemes to equation (1.4) have not provided satisfactory results. In particular, the recur- sion formulas obtained involvedK−1and this is not convenient in applications.
Part of the difficulty is, as has already been noted, the fact that the composition of two accretive operators need not be accretive. In the special case in which the operators are defined on subsetsDofX which are compact (or more generally, angle-bounded (see e.g., [1]), Brèzis and Browder [1] have proved the strong convergence of a suitably defined Galerkin approximation to a solution of (1.4).
It is our purpose in this paper to use the method introduced in [12] which contains an auxiliary operator, defined in terms of K and F in an arbitrary real Banach space which, under certain conditions, is accretive whenever K and F are, and whose zeros are solutions of equation (1.4). Moreover, the operatorsKandF need not be defined on a compact or angle-bounded subset of X. Furthermore, our method which does not involveK−1 provides an explicit algorithm for the computation of solutions of equation (1.4).
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page7of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
2. Preliminaries
LetXbe a real normed linear space of dimension≥2. The modulus of smooth- ness ofXis defined by:
ρX(τ) := sup
kx+yk+kx−yk
2 −1 :kxk= 1,kyk=τ
; τ >0.
It is well known thatρX(τ)≤ τ ∀τ >0(see e.g., [26]). IfρX(τ)>0 ∀τ >0, thenX is said to be smooth. If there exist a constantc > 0and a real number 1 < q < ∞, such thatρX(τ)≤ cτq, thenX is said to be q-uniformly smooth.
A Banach spaceXis called uniformly smooth iflimτ→0 ρX(τ)
τ = 0.IfEis a real uniformly smooth Banach space, then
(2.1) ||x+y||2 ≤ ||x||2+ 2hy, j(x)i+Dmax n
||x||+||y||,c 2
o
ρX(||y||), for everyx, y ∈X, whereDandcare positive constants (see e.g., [26]). Typical examples of such uniformly smooth spaces are the Lebesgue Lp, the sequence
`p and the SobolevWpm spaces for1< p <∞. Moreover, we have (2.2) ρlp(τ) = ρLp(τ) =ρWmp(τ)≤
1
pτp, if 1<2< p;
p−1
2 τ2, if p≥2,
∀τ > 0(see e.g., [26]).
In the sequel we shall need the following results.
Theorem 2.1. [25]. Letq >1andX be a real smooth Banach space. Then the following are equivalent.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page8of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
1. X is uniformly smooth.
2. There exists a continuous, strictly increasing and convex functiong :R+→ R+, such that for everyx, y ∈Brfor somer >0we get
(2.3) ||x+y||q ≤ ||x||q+qhy, jq(x)i+g(||y||).
Lemma 2.2. (see, e.g., [13]). Let X be a normed linear space andJ be the normalized duality map on E. Then for any given x, y ∈ X, the following inequality holds:
||x+y||2 ≤ ||x||2+ 2hy, j(x+y)i, ∀j(x+y)∈J(x+y).
Theorem 2.3. [9]. Let X be a real Banach space,A : X → X be a Lipschitz and strongly accretive map with Lipschitz constantL >0and strong accretivity constant λ ∈ (0,1). Assume that Ax = 0 has a solution x∗ ∈ X. Define Aε :X →X byAεx:=x−εAxforx∈X whereε:= 12n
λ 1+L(3+L−λ)
o . For arbitraryx0 ∈X,define the Picard sequence{xn}inXbyxn+1 =Aεxn, n≥ 0. Then,{xn}converges strongly tox∗ with||xn+1−x∗|| ≤δn||x1−x∗||where δ := 1− 12λε
∈(0,1).Moreover,x∗ is unique.
Theorem 2.4. [13] Let X be a real normed linear space. LetA : X → X be uniformly continuous φ−strongly accretive mapping. Assume 0 = Ax has a solutionx∗ ∈ X. Then, there exists a real number γ0 > 0such that if the real sequence{αn} ⊂[0, γ0]satisfies the following conditions:
(i) limαn = 0;
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page9of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
(ii) P
αn=∞,
then for arbitraryx0 ∈X the sequence{xn}, defined by xn+1 :=xn−αnAxn, n≥0, converges strongly tox∗, the unique solution of0 = Ax.
We note that Theorem2.4is Theorem 3.6 of [13] withA φ-strongly accretive mapping.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page10of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
3. Main Results
Lemma 3.1. For q > 1, letX be a real uniformly smooth Banach space. Let E :=X×Xwith norm
||z||E :=
||u||qX +||v||qX1q ,
for arbitrary z = [u, v] ∈ E. LetE∗ := X∗×X∗ denote the dual space ofE.
For arbitraryx= [x1, x2]∈E define the mapjqE :E →E∗by jqE(x) =jqE[x1, x2] := [jqX(x1), jqX(x2)],
so that for arbitraryz1 = [u1, v1], z2 = [u2, v2]inE the duality pairingh·,·iis given by
z1, jqE(z2)
=
u1, jqX(u2) +
v1, jqX(v2) . Then
(a) Eis uniformly smooth;
(b) jqE is a single-valued duality mapping onE.
Proof. (a) Letx= [x1, x2], y = [y1, y2]be arbitrary elements ofE. It suffices to show thatxandysatisfy condition (2) of Theorem2.1. We compute as follows:
||x+y||qE =||[x1+y1, x2+y2]||qE
=||x1+y1||qX +||x2+y2||qX
≤ ||x1||qX +||x2||qX +g(||y1||) +g(||y2||) +qn
y1, jqX(x1) +
y2, jqX(x2)o ,
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page11of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
wheregis continuous, strictly increasing and a convex function (using (2) of Theorem2.1, sinceX is uniformly smooth). It follows that
||x+y||qE ≤ ||x||qE+q
y, jqE(x)
+g0(||y||),
whereg0(||y||) := g(||y1||)+g(||y2||). So, the result follows from Theorem 2.1.
(b) For arbitrary x = [x1, x2] ∈ E, let jqE(x) = jqE[x1, x2] = ψq. Then ψq = [jqX(x1), jqX(x2)]inE∗.Observe that forp >1such that 1p + 1q = 1,
||ψq||E∗ =
||[jqX(x1), jqX(x2)]||1p
=
||jq(x1)||pX∗+||jq(x2)||pX∗
1p
=
||x1||(q−1)pX +||x2||(q−1)pX 1p
=
||x1||qX +||x2||qXq−1q
=||x||q−1X . Hence,||ψq||E∗ =||x||q−1E . Furthermore,
hx, ψqi=
[x1, x2],[jqX(x1), jqX(x2)]
=
x1, jqX(x1) +
x2, jqX(x2)
=||x1||qX +||x2||qX
= (||x1||qX +||x2||qX)1q
||x1||qX +||x2||qXq−1q
=||x||E· ||ψ||q−1E∗ .
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page12of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Hence, jqE is a single-valued (sinceE is uniformly smooth) duality map- ping onE.
Lemma 3.2. SupposeX is a real normed linear space. LetF, K :X → Xbe maps such that the following conditions hold:
(i) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ1 : [0,∞)→[0,∞), φ1(0) = 0such that
hF u1−F u2, j(u1 −u2)i ≥φ1(||u1−u2||)||u1−u2||;
(ii) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ2 : [0,∞)→[0,∞), φ2(0) = 0such that
hKu1−Ku2, j(u1−u2)i ≥φ2(||u1−u2||)||u1−u2||;
(iii) φi(t)≥(2 +ri)tfor allt∈(0,∞)and for someri >0, i = 1,2.
LetE :=X×Xwith norm||z||2E =||u||2X +||v||2X forz = (u, v)∈E and define a map T : E → E by T z := T(u, v) = (F u−v, u+Kv). Then for eachz1, z2 ∈Ethere existjE(z1−z2)∈JE(z1−z2)and a strictly increasing functionφ: [0,∞)→[0,∞)withφ(0) = 0such that
T z1−T z2, jE(z1 −z2)
≥φ(||z1−z2||)||z1 −z2||.
Proof. Define φ : [0,∞) → [0,∞) by φ(t) := min{r1, r2}t for each t ∈ [0,∞).Clearly,φ is a strictly increasing function withφ(0) = 0.Furthermore,
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page13of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
observe that forz1 = (u1, v1)andz2 = (u2, v2)arbitrary elements inEwe have z1, jE(z2)
=hu1, j(u2)i+hv1, j(v2)i.Thus we have the following estimates:
T z1−T z2, jE(z1−z2)
=hF u1−F u2−(v1−v2), j(u1−u2)i
+hKv1−Kv2 + (u1−u2), j(v1−v2)i
=hF u1−F u2, j(u1−u2)i − hv1−v2, j(u1−u2)i
+hKv1−Kv2, j(v1−v2)i+hu1−u2, j(v1−v2)i
≥φ1(||u1−u2||)||u1−u2||+φ2(||v1−v2||)||v1−v2||
− hv1−v2, j(u1−u2)i+hu1−u2, j(v1 −v2)i. (3.1)
SinceX is an arbitrary real normed linear space, for eachx, y ∈ X andj(x+ y)∈J(x+y)(by Lemma2.2) we have that
||x+y||2 ≤ ||x||2+ 2hy, j(x+y)−j(x)i+ 2hy, j(x)i
≤ ||x||2+ 2||y||||j(x+y)−j(x)||+ 2hy, j(x)i
≤ ||x||2+ 2||y||
||x+y||+||x||
+ 2hy, j(x)i
≤ ||x||2+ 2
||y||2
2 + ||x+y||2
2 + ||y||2
2 +||x||2 2
+ 2hy, j(x)i
= 2||x||2+ 2||y||2+||x+y||2 + 2hy, j(x)i. Thus we gethy, j(x)i ≥ −||x||2− ||y||2.
Replacingyby−ywe obtain− hy, j(x)i ≥ −||x||2− ||y||2.Therefore,
− hv1 −v2, j(u1−u2)i ≥ −||u1−u2||2− ||v1−v2||2 and hu1−u2, j(v1 −v2)i ≥ −||v1−v2||2− ||u1−u2||2.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page14of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Thus (3.1) and the above estimates give that T z1−T z2, jE(z1−z2)
≥φ1(||u1−u2||)||u1−u2||+φ2(||v1−v2||)||v1−v2||
−2||u1−u2||2−2||v1−v2||2
≥
φ1(||u1−u2||)−2||u1−u2||
||u1−u2||
+
φ2(||v1−v2||)−2||v1−v2||
||v1−v2||
≥r1||u1−u2||2+r2||v1−v2||2
≥min{r1, r2}n
||u1−u2||2+||v1−v2||2o
= min{r1, r2}||z1−z2||2
=φ(||z1−z2||)||z1−z2||, completing the proof of Lemma3.2.
Lemma 3.3. Suppose X is a real uniformly smooth Banach space. LetF, K : X →X be maps such that the following conditions hold:
(i) For eachu1, u2 ∈Xthere exists a strictly increasing functionφ1 : [0,∞)→ [0,∞), φ1(0) = 0such that
hF u1−F u2, j(u1 −u2)i ≥φ1(||u1−u2||)||u1−u2||;
(ii) For eachu1, u2 ∈Xthere exists a strictly increasing functionφ2 : [0,∞)→ [0,∞), φ2(0) = 0such that
hKu1−Ku2, j(u1−u2)i ≥φ2(||u1−u2||)||u1−u2||;
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page15of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
(iii) φi(t)≥(D+ri)t+acD4 tq−1,ρX(t)≤atqfor allt∈(0,∞)and for some q > 1, a > 0 and ri > 0, i = 1,2, where c and D are the constants appearing in inequality (2.1).
LetE and T be defined as in Lemma 3.2. Then for eachz1, z2 ∈ E there exists a strictly increasing function φ : [0,∞) → [0,∞)with φ(0) = 0 such that
T z1−T z2, jE(z1 −z2)
≥φ(||z1−z2||)||z1 −z2||.
Proof. Define φ : [0,∞) → [0,∞) by φ(t) := min{r1, r2}t for each t ∈ [0,∞).Thus as in the proof of Lemma3.2we have thatφ is a strictly increas- ing function with φ(0) = 0and for z1 = (u1, v1)and z2 = (u2, v2) arbitrary elements inE we have the following estimate:
(3.2)
T z1−T z2, jE(z1−z2)
=φ1(||u1−u2||)||u1−u2||+φ2(||v1−v2||)||v1−v2||
− hv1−v2, j(u1−u2)i+hu1−u2, j(v1−v2)i. SinceXis uniformly smooth for eachx, y ∈Xby (2.1) we have that
||x+y||2 ≤ ||x||2+ 2hy, j(x)i+Dmax n
||x||+||y||,c 2
o
ρX(||y||)
≤ ||x||2+ 2hy, j(x)i+D n
||x||+||y||+ c 2
o
ρX(||y||)
≤ ||x||2+ 2hy, j(x)i+D
||x||||y||+||y||2+ c
2ρX(||y||) (since ρX(||y||)≤ ||y||)
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page16of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
≤ ||x||2+ 2hy, j(x)i+D ||x|2
2 + ||y||2
2 +||y||2+ac 2 ||y||q
(since ρX(||y||)≤a||y||qby assumption forq >1anda >0)
≤
1 + D 2
||x||2+ 3D
2 ||y||2+ acD
2 ||y||q+ 2hy, j(x)i, and hence
hy, j(x)i ≥ 1
2||x+y||2−1 2
1 + D
2
||x||2+3D
2 ||y||2+acD 2 ||y||q
.
Replacingyby−ywe obtain
− hy, j(x)i ≥ 1
2||x−y||2− 1 2
1 + D
2
||x||2+ 3D
2 ||y||2 +acD 2 ||y||q
. Thus (3.2) and the above estimates give that
T z1−T z2, jE(z1−z2)
≥φ1(||u1 −u2||)||u1−u2||+φ2(||v1−v2||)||v1−v2||
+ 1 2
||u1−u2−(v1−v2)||2−
1 + D 2
||u1−u2||2
− 3D
2 ||v1−v2||2− acD
2 ||v1−v2||q
+1 2
||u1−u2+v1−v2||2−
1 + D 2
||v1−v2||2
− 3D
2 ||u1−u2||2− acD
2 ||u1−u2||q
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page17of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
≥φ1(||u1 −u2||)||u1−u2||+φ2(||v1−v2||)||v1−v2||
+1
2 ||u1−u2−(v1−v2)||2+||u1−u2+v1−v2||2
− 1 2
(1 + 2D)||u1−u2||2+ acD
2 ||u1−u2||q
− 1 2
(1 + 2D)||v1−v2||2+ acD
2 ||v1−v2||q
. (3.3)
Since for allx, y ∈X, x6=y,
x+y 2
2
≤ 1
2(||x||2+||y||2) we have that
||(u1−u2)−(v1−v2)||2+||(u1−u2) + (v1−v2)||2 ≥ ||u1−u2||2+||v1−v2||2. Then (3.3) becomes
T z1−T z2, jE(z1−z2)
≥φ1(||u1−u2||)||u1−u2|| −
D||u1−u2||2 + acD
4 ||u1−u2||q
+φ2(||v1−v2||)||v1−v2||
−
D||v1−v2||2+ acD
4 ||v1−v2||q
≥r1||u1−u2||2+r2||v1−v2||2
≥min{r1, r2}
||u1−u2|2+||v1−v2||2
= min{r1, r2}||z1−z2||2 =φ(||z1−z2||)||z1 −z2||,
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page18of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
completing the proof of Lemma3.3.
3.1. Convergence Theorems for Lipschitz Maps
Remark 3.1. IfK andF are Lipschitz single-valued maps with Lipschitz con- stants LK andLF respectively, thenT is a Lipschitz map with constant L :=
d max{L2F + 1, L2K+ 1}12
for some constantd >0.Indeed, ifz1 = (u1, v1), z2 = (u2, v2)inE then we have that
||T z1 −T z2||2
=||(F u1−F u2)−(v1−v2)||2+||u1−u2+Kv1−Kv2||2
≤
LF||u1−u2||+||v1−v2||2
+
||u1−u2||+LK||v1−v2||2
≤d
L2F||u1−u2||2+||v1−v2||2+||u1−u2||2+L2K||v1−v2||2 for somed >0
≤dmax{L2F + 1, L2K+ 1}
||u1−u2||2+||v1−v2||2
=dmax{L2F + 1, L2K+ 1}||z1−z2||2.
Thus||T z1−T z2|| ≤L||z1−z2||. Consequently, we have the following theorem.
Theorem 3.4. LetXbe real Banach space. LetF, K :X →Xbe Lipschitzian maps with Lipschitz constants LK andLF, respectively such that the following conditions hold:
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page19of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
(i) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ1 : [0,∞)→[0,∞), φ1(0) = 0such that
hF u1−F u2, j(u1 −u2)i ≥φ1(||u1−u2||)||u1−u2||;
(ii) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ2 : [0,∞)→[0,∞), φ2(0) = 0such that
hKu1−Ku2, j(u1−u2)i ≥φ2(||u1−u2||)||u1−u2||;
(iii) φi(t) ≥ (2 +ri)t for allt ∈ (0,∞)and for some ri > 0, i = 1,2and let γ := min{r1, r2}.
Assume thatu+KF u= 0has a solutionu∗inXand letE :=X×X and
||z||2E =||u||2X +||v||2X forz = (u, v)∈ E and define the mapT :E → Eby T z :=T(u, v) = (F u−v, Kv+u). LetLdenote the Lipschitz constant of T and ε := 12
γ 1+L(3+L−γ)
. Define the map Aε : E → E by Aεz := z −εT z for each z ∈ E. For arbitrary z0 ∈ E, define the Picard sequence{zn}inE by zn+1 := Aεzn, n ≥ 0. Then {zn} converges strongly to z∗ = [u∗, v∗]the unique solution of the equationT z= 0with||zn+1−z∗|| ≤δn||z1−z∗||, where δ := 1− 12γε
∈(0,1).
Proof. Observe thatu∗is a solution ofu+KF u= 0if and only ifz∗ = [u∗, v∗] is a solution ofT z= 0.HenceT z = 0has a solutionz∗ = [u∗, v∗]inE. Since T is Lipschitz and by Lemma3.2it is strongly accretive with constantγ(which, without loss of generality, we may assume is in(0,1)), the conclusion follows from Theorem2.3.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page20of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Following the method of the proof of Theorem3.4and making use of Lemma 3.3instead of Lemma3.2we obtain the following theorem.
Theorem 3.5. Let X be a real uniformly smooth Banach space. Let F, K : X →Xbe Lipschitzian maps with Lipschitz constantsLKandLF, respectively such that conditions (i)-(iii) of Lemma3.3are satisfied and letγ := min{r1, r2}.
Assume thatu+KF u= 0has the solutionu∗ and setEandT as in Theorem 3.4. LetL, ε, Aε, and{zn}be defined as in Theorem3.4. Then the conclusion of Theorem3.4holds.
3.2. Convergence Theorems for Uniformly Continuous φ - Strongly Accretive Maps
Theorem 3.6. Let X be a real normed linear space. Let F, K : X → X be uniformly continuous maps such that the following conditions hold:
(i) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ1 : [0,∞)→[0,∞), φ1(0) = 0such that
hF u1−F u2, j(u1 −u2)i ≥φ1(||u1−u2||)||u1−u2||;
(ii) For eachu1, u2 ∈ X there exist j(u1 −u2) ∈ J(u1−u2) and a strictly increasing functionφ2 : [0,∞)→[0,∞), φ2(0) = 0such that
hKu1−Ku2, j(u1−u2)i ≥φ2(||u1−u2||)||u1−u2||;
(iii) φi(t)≥(2 +ri)tfor allt∈(0,∞)and for someri >0, i= 1,2.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page21of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Assume that0 = u+KF uhas a solution u∗ inX. Let E := X ×X and
||z||2E =||u||2X +||v||2X forz = (u, v)∈ E and define the mapT :E → Eby T z := T(u, v) = (F u−v, u+Kv). Then there exists a real numberγ0 > 0 such that if the real sequence{αn} ⊂[0, γ0]satisfies the following conditions
(a) limn→∞αn = 0;
(b) P
αn=∞,
then for arbitraryz0 ∈Ethe sequence{zn}, defined by zn+1 :=zn−αnT zn, n≥0,
converges strongly to z∗ = [u∗, v∗], where u∗ is the unique solution of 0 = u+KF u.
Proof. SinceK andF are uniformly continuous maps we have thatT is a uni- formly continuous map. Observe also thatu∗is the solution of0 = u+KF uin X if and only ifz∗ = [u∗, v∗]is a solution of0 = T zinE. Thus we obtain that N(T) (null space of T) 6= ∅. Also by Lemma3.2,T is φ−strongly accretive.
Therefore the conclusion follows from Theorem2.4.
Following the method of proof of Theorem3.6 and making use of Lemma 3.3instead of Lemma3.2we obtain the following theorem.
Theorem 3.7. Let X be a real uniformly smooth Banach space. Let F, K : X →Xbe uniformly continuous maps such that conditions (i)-(iii) of Theorem 3.5 are satisfied. Assume that0 = u+KF uhas a solutionu∗ inX. Let E, T and {zn}be defined as in Theorem 3.6. Then, the conclusion of Theorem3.6 holds.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page22of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
Remark 3.2. We note that for the special case in which the real Banach space X is q−uniformly smooth using the above method, the author and Chidume [12] proved the following theorem.
Theorem 3.8. [12]. Let X be a real q-uniformly smooth Banach space. Let F, K : X → X be Lipschitzian maps with positive constantsLK and LF re- spectively with the following conditions:
(i) There existsα >0such that
hF u1−F u2, jq(u1−u2)i ≥α||u1−u2||q, ∀u1, u2 ∈D(F);
(ii) There existsβ >0such that
hKu1−Ku2, jq(u1−u2)i ≥β||u1−u2||q, ∀u1, u2 ∈D(K);
(iii) α, β > d:=q−1(1 +dq−c−12q−1)andγ := min{α−d, β−d}wheredq andcare as in (3.2) and (2.1) of [12], respectively.
Assume thatu+KF u = 0has solutionu∗ and setEandT as in Theorem 3.4. Let L be a Lipschitz constant of T and ε, Aε and zn be defined as in Theorem3.4. Then{zn}converges strongly toz∗ = [u∗, v∗]the unique solution of the equation T z = 0 with ||zn+1 − z∗|| ≤ δn||z1 −z∗||, where u∗ is the solution of the equationu+KF u= 0andδ:= 1−12γε
∈(0,1).
The cases for Hilbert spaces andLp spaces(1< p <∞)are easily deduced from Theorem 3.8. The theorems proved in this paper are analogues of the theorems in [12] for the more general real Banach spaces considered here.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page23of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
3.3. Explicit Algorithms
The method of our proofs provides the following explicit algorithms for com- puting the solution of the inclusion0 = u+KF uin the spaceX.
(a) For Lipschitz operators (Theorem3.4and Theorem3.5) with initial values u0, v0 ∈X, define the sequences{un}and{vn}inX as follows:
un+1 =un−ε
F un−vn
; vn+1 =vn−ε
Kvn+un
.
Thenun →u∗ inX, the unique solutionu∗ of0 = u+KF u,whereεis as defined in Theorem3.4.
(b) For uniformly continuous operators (Theorem 3.6and Theorem3.7) with initial values u0, v0 ∈ X, define the sequences {un} and {vn} in X as follows:
un+1 =un−αn(F un−vn);
vn+1 =vn−αn(Kvn+un).
Thenun→u∗ inX, the unique solutionu∗of0 =u+KF u,whereαnis as defined in Theorem3.6.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page24of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
References
[1] H. BRE `ZISANDF.E. BROWDER, Some new results about Hammerstein equations, Bull. Amer. Math. Soc., 80 (1974), 567–572.
[2] H. BRE `ZIS AND F.E. BROWDER, Existence theorems for nonlinear in- tegral equations of Hammerstein type, Bull. Amer. Math. Soc., 81 (1975), 73–78.
[3] F.E. BROWDER, Nonlinear mappings of nonexpansive and accretive type in Banach spaces, Bull. Amer. Math. Soc., 73 (1967), 875–882.
[4] F.E. BROWDER, Nonlinear monotone and accretive operators in Banach space, Proc. Nat. Acad. Sci. U.S.A., 61 (1968), 388–393.
[5] F.E. BROWDER, D.G. De FIGUEIREDO AND P. GUPTA, Maximal monotone operators and a nonlinear integral equations of Hammerstein type, Bull. Amer. Math. Soc., 76 (1970), 700–705.
[6] F.E. BROWDER AND P. GUPTA, Monotone Operators and nonlinear in- tegral equations of Hammerstein type, Bull. Amer. Math. Soc., 75 (1969), 1347–1353.
[7] R.E. BRUCK, The iterative solution of the equation f ∈ x+T x for a monotone operatorT in Hilbert space, Bull. Amer. Math. Soc., 79 (1973), 1258–1262.
[8] R.S. CHEPANOVICH, Nonlinear Hammerstein equations and fixed points, Publ. Inst. Math. (Beograd) N. S., 35(49) (1984), 119–123.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page25of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
[9] C.E. CHIDUME, Nonexpansive mappings, generalizations and iterative algorithms, Accepted to appear in Nonlinear Analysis and Applications.
[10] C.E. CHIDUME AND H. ZEGEYE, Approximation of the zeros of non- linearm-Accretive operators, Nonlinear Analysis, 37 (1999), 81–96.
[11] C.E. CHIDUME AND H. ZEGEYE, Global Iterative Schemes for Accre- tive Operators, J. Math. Anal. Appl., 257 (2001), 364–377.
[12] C.E. CHIDUME AND H. ZEGEYE, Iterative approximation of solutions of nonlinear equations of Hammerstein type, Abstract and Applied Analy- sis, 6 (2003), 353–365.
[13] C.E. CHIDUMEANDH. ZEGEYE, Approximation methods for nonlinear operator equations, Proc. Amer. Math. Soc., 131 (2003), 2467–2478.
[14] M.G. CRANDALL AND A. PAZY, On the range of accretive operators, Israel J. Math., 27(3-4) (1977), 235–246.
[15] D.G. De FIGUEIREDOANDC.P. GUPTA, On the variational method for the existence of solutions to nonlinear equations of Hammerstein type, Proc. Amer. Math. Soc., 40 (1973), 470–476.
[16] L. DENG AND X.P. DING, Iterative approximation of Lipschitz strictly pseudocontractive mappings in uniformly smooth Banach spaces, Nonlin- ear Analysis, 24(7) (1995), 981–987.
[17] V. DOLEZALE, Monotone Operators and its Applications in Automation and Network Theory, Studies in Automation and Control 3, Elsevier Sci- ence Publ. New York, 1979.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page26of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
[18] A. HAMMERSTEIN, Nichtlineare integralgleichungen nebst anwendun- gen, Acta Math. Soc., 54 (1930), 117–176.
[19] S. ISHIKAWA, Fixed points by a new iteration method, Proc. Amer. Math.
Soc., 44(1) (1974), 147–150.
[20] T. KATO, Nonlinear semi groups and evolution equations, J. Math. Soc.
Japan, 19 (1967), 508–520.
[21] W.R. MANN, Mean value methods in iteration, Proc. Amer. Math. Soc., 4 (1953), 506–510.
[22] R.H. MARTIN Jr., A global existence theorem for autonomous differential equations in Banach spaces, Proc. Amer. Math. Soc., 26 (1970), 307–314.
[23] D. PASCALI AND SBURLAN, Nonlinear Mappings of Monotone Type, Editura Academiae, Bucaresti, Romania (1978).
[24] B.E. RHOADES, Fixed point iterations for certain nonlinear mappings, J.
Math. Anal. Appl., 183 (1994), 118–120.
[25] H.K. XU, Inequalities in Banach spaces with applications, Nonlinear Analysis, TMA, 16(2) (1991), 1127–1138.
[26] Z.B. XU AND G.F. ROACH, Characteristic inequalities for uniformly convex and uniformly smooth Banach spaces, J. Math. Anal. Appl., 157 (1991), 189–210.
[27] Z.B. XU ANDG.F. ROACH, A necessary and sufficient condition for con- vergence of a steepest descent approximation to accretive operator equa- tions, J. Math. Anal. Appl., 167 (1992), 340–354.
Iterative Solution of Nonlinear Equations of Hammerstein Type
H. Zegeye
Title Page Contents
JJ II
J I
Go Back Close
Quit Page27of27
J. Ineq. Pure and Appl. Math. 4(5) Art. 92, 2003
http://jipam.vu.edu.au
[28] E. ZEIDLER, Nonlinear Functional Analysis and its Applications, Part II:
Monotone Operators, Springer-Verlag, Berlin/New York, 1985.