Dynamical Systems Method (DSM) for solving nonlinear operator equations in Banach spaces

Let $F(u)=h$ be an operator equation in a Banach space $X$, $\|F'(u)-F'(v)\|\leq \omega(\|u-v\|)$, where $\omega\in C([0,\infty))$, $\omega(0)=0$, $\omega(r)>0$ if $r>0$, $\omega(r)$ is strictly growing on $[0,\infty)$. Denote $A(u):=F'(u)$, where $F'(u)$ is the Fr\'{e}chet derivative of $F$, and $A_a:=A+aI.$ Assume that (*) $\|A^{-1}_a(u)\|\leq \frac{c_1}{|a|^b}$, $|a|>0$, $b>0$, $a\in L$. Here $a$ may be a complex number, and $L$ is a smooth path on the complex $a$-plane, joining the origin and some point on the complex $a-$plane, $00$ is a small fixed number, such that for any $a\in L$ estimate (*) holds. It is proved that the DSM (Dynamical Systems Method) \bee \dot{u}(t)=-A^{-1}_{a(t)}(u(t))[F(u(t))+a(t)u(t)-f],\quad u(0)=u_0,\ \dot{u}=\frac{d u}{dt}, \eee converges to $y$ as $t\to +\infty$, where $a(t)\in L,$ $F(y)=f$, $r(t):=|a(t)|$, and $r(t)=c_4(t+c_2)^{-c_3}$, where $c_j>0$ are some suitably chosen constants, $j=2,3,4.$ Existence of a solution $y$ to the equation $F(u)=f$ is assumed. It is also assumed that the equation $F(w_a)+aw_a-f=0$ is uniquely solvable for any $f\in X$, $a\in L$, and $\lim_{|a|\to 0,a\in L}\|w_a-y\|=0.

The Dynamical Systems Method for solving nonlinear equations with monotone operators

A review of the authors's results is given. Several methods are discussed for solving nonlinear equations $F(u)=f$, where $F$ is a monotone operator in a Hilbert space, and noisy data are given in place of the exact data. A discrepancy principle for solving the equation is formulated and justified. Various versions of the Dynamical Systems Method (DSM) for solving the equation are formulated. These methods consist of a regularized Newton-type method, a gradient-type method, and a simple iteration method. A priori and a posteriori choices of stopping rules for these methods are proposed and justified. Convergence of the solutions, obtained by these methods, to the minimal norm solution to the equation $F(u)=f$ is proved. Iterative schemes with a posteriori choices of stopping rule corresponding to the proposed DSM are formulated. Convergence of these iterative schemes to a solution to equation $F(u)=f$ is justified. New nonlinear differential inequalities are derived and applied to a study of large-time behavior of solutions to evolution equations. Discrete versions of these inequalities are established.Comment: 50p

Dynamical Systems Gradient method for solving nonlinear equations with monotone operators

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new stopping rule. Numerical experiments show that the proposed stopping rule is efficient. Equations with monotone operators are of interest in many applications.Comment: 2 figure

Existence of solution to an evolution equation and a justification of the DSM for equations with monotone operators

An evolution equation, arising in the study of the Dynamical Systems Method (DSM) for solving equations with monotone operators, is studied in this paper. The evolution equation is a continuous analog of the regularized Newton method for solving ill-posed problems with monotone nonlinear operators $F$. Local and global existence of the unique solution to this evolution equation are proved, apparently for the firs time, under the only assumption that $F'(u)$ exists and is continuous with respect to $u$. The earlier published results required more smoothness of $F$. The Dynamical Systems method (DSM) for solving equations $F(u)=0$ with monotone Fr\'echet differentiable operator $F$ is justified under the above assumption apparently for the first time

Dynamical systems method for solving operator equations

Consider an operator equation $F(u)=0$ in a real Hilbert space. The problem of solving this equation is ill-posed if the operator $F'(u)$ is not boundedly invertible, and well-posed otherwise. A general method, dynamical systems method (DSM) for solving linear and nonlinear ill-posed problems in a Hilbert space is presented. This method consists of the construction of a nonlinear dynamical system, that is, a Cauchy problem, which has the following properties: 1) it has a global solution, 2) this solution tends to a limit as time tends to infinity, 3) the limit solves the original linear or non-linear problem. New convergence and discretization theorems are obtained. Examples of the applications of this approach are given. The method works for a wide range of well-posed problems as well.Comment: 21p