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

preprint2010arXivOpen access

Abstract

The Dynamical Systems Method (DSM) is justified for solving operator equations F(u)=fF(u)=f, where FF is a nonlinear operator in a Hilbert space HH. It is assumed that FF is a global homeomorphism of HH onto HH, that F∈Cloc1F\in C^1_{loc}, that is, it has a continuous with respect to uu Fréchet derivative F′(u)F'(u), that the operator [F′(u)]−1[F'(u)]^{-1} exists for all u∈Hu\in H and is bounded, ∣∣[F′(u)]−1∣∣≤m(u)||[F'(u)]^{-1}||\leq m(u), where m(u)>0m(u)>0 is a constant, depending on uu, and not necessarily uniformly bounded with respect to uu. It is proved under these assumptions that the continuous analog of the Newton's method u˙=−[F′(u)]−1(F(u)−f),u(0)=u0,(∗)\dot{u}=-[F'(u)]^{-1}(F(u)-f), \quad u(0)=u_0, \quad (*) converges strongly to the solution of the equation F(u)=fF(u)=f for any f∈Hf\in H and any u0∈Hu_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)F'(u) is Lipschitz-continuous. The case when FF is not a global homeomorphism but a monotone operator in HH is also considered.

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