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The Theory and
Applications of
Iteration Methods
The Theory and
Applications of
Iteration Methods
Second Edition
Ioannis K. Argyros
Second edition published 2022
by CRC Press
6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742
Reasonable efforts have been made to publish reliable data and information, but the author and pub-
lisher cannot assume responsibility for the validity of all materials or the consequences of their use.
The authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has not
been obtained. If any copyright material has not been acknowledged please write and let us know so
we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced,
transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or
hereafter invented, including photocopying, microfilming, and recording, or in any information
storage or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, access www.copyright.
com or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA
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Trademark notice: Product or corporate names may be trademarks or registered trademarks and are
used only for identification and explanation without intent to infringe.
DOI: 10.1201/9781003128915
Publisher’s note: This book has been prepared from camera-ready copy provided by the authors.
Dedication
The author dedicates this book to his beloved parents, Anastasia and
Konstantinos, wife Diana, and children Christopher, Gus, Michael,
and Stacey
Contents
Preface.....................................................................................................................xiii
Acknowledgement ................................................................................................... xv
Author ....................................................................................................................xvii
vii
viii Contents
Chapter 15 Inexact Methods for Finding Zeros with Multiplicity ................. 301
15.1 Auxiliary results.................................................................. 303
15.2 Ball convergence................................................................. 305
15.3 Applications........................................................................ 309
15.4 Exercises ............................................................................. 310
References.................................................................................... 311
Index...................................................................................................................... 447
Preface
This text book and its first edition are written for students in engineering, the phys-
ical sciences, mathematics, and economics at an upper division undergraduate or
graduate level. Prerequisites for using the text are calculus, linear algebra, elements
of functional analysis, and the fundamentals of differential equations. Student with
some knowledge of the principles of numerical analysis and optimization will have
an advantage, since the general schemes and concepts can be easily followed if par-
ticular methods, special cases, are already known. However, such knowledge is not
essential in understanding the material of this book.
A plethora of problems in mathematics and also in engineering are solved by
finding the solutions of certain equations. For example, dynamics systems are math-
ematical model by difference or differential equations, and their solutions usually
represent the states of the systems. Assume for the sake of simplicity that a time-
invariant system is driven by equation ẋ = f (x), where x is the state. Then the equi-
librium states are determined by solving the equation f (x) = 0. Similar equations
are used in the case of discrete systems. The unknowns of engineering equations
can be functions (difference, differential, and integral equations), vectors (systems
of linear or non-linear algebraic equations), or real or complex numbers (single al-
gebraic equations with single unknowns). Except in the special cases, the most com-
monly used solution methods are iterative – when starting from one or several initial
approximations a sequence is constructed that converges to a solution of the equa-
tion. Iteration methods are also applied for solving optimization problems. In such
cases, the iteration sequences converge to an optimal solution of the problem at hand.
Since all of these methods have the same recursive structure, they can be introduced
and discussed in a general framework.
In recent years, the study of general iteration schemes has included a substantial
effort to identity properties of iteration schemes that will guarantee their convergence
is some sense. A number of these results have used an abstract iteration scheme that
consists of the recursive application of a point-to-set mapping. In this book, we are
concerned with these types of results.
Each chapter contains several new theoretical results and important applications in
engineering, in dynamic economic systems, in input-output systems, in the solution
of non-linear and linear differential equations, and in optimization problems.
Chapter 1 gives an outline of general iteration schemes in which the convergence
of such schemes is examined. We also show that our conditions are very general:
most classical results can be obtained as special cases and, if the conditions are
weakened slightly, then our results may not hold. In Chapter 2 the discrete time-
scale Liapunov theory is extended to time dependent, higher order, non-linear dif-
ference equations. In addition, the speed of convergence is estimated in most cases.
The monotone convergence of the solution is examined in Chapter 3. It is also shown
that our results generalize well-known classical theorem such as contraction mapping
xiii
xiv Preface
principle, the lemma of Kantovich, the famous Gronwall lemma, and the well-known
stability theorem of Uzawa. Application in: Neural networks, Reliability engineering
and Economic models are contained in Chapter 4. The local as well as the semi-local
convergence of specialized iterative methods is developed in the rest of the chapters.
The rest of the chapters have not appeared in the first edition of the book.
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