Justification of the Dynamical Systems Method (DSM) for global homeomorphisms

Details Justification of the Dynamical Systems Method (DSM) for global homeomorphisms Justification of the Dynamical Systems Method (DSM) for global homeomorphisms

2010-12-13

arxiv.org/abs/1012.2762v1

Mathematics

Numerical Analysis

Scientific paper

The Dynamical Systems Method (DSM) is justified for solving operator equations $F(u)=f$, where $F$ is a nonlinear operator in a Hilbert space $H$. It is assumed that $F$ is a global homeomorphism of $H$ onto $H$, that $F\in C^1_{loc}$, that is, it has a continuous with respect to $u$ Fr\'echet derivative $F'(u)$, that the operator $[F'(u)]^{-1}$ exists for all $u\in H$ and is bounded, $||[F'(u)]^{-1}||\leq m(u)$, where $m(u)>0$ is a constant, depending on $u$, and not necessarily uniformly bounded with respect to $u$. It is proved under these assumptions that the continuous analog of the Newton's method $\dot{u}=-[F'(u)]^{-1}(F(u)-f), \quad u(0)=u_0, \quad (*)$ converges strongly to the solution of the equation $F(u)=f$ for any $f\in H$ and any $u_0\in H$. The global (and even local) existence of the solution to the Cauchy problem (*) was not established earlier without assuming that $F'(u)$ is Lipschitz-continuous. The case when $F$ is not a global homeomorphism but a monotone operator in $H$ is also considered.

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