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Nonlinear Equations - UFRJ

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[SEC. 10.2: PROOF OF THEOREM 10.5 145<br />

Lemma 10.12. Assume the conditions of Lemma 10.8, and assume<br />

furthermore that ‖F ti − F ti+1 ‖ = ɛ 1 /µ F (f ti , x i ). Then,<br />

Proof.<br />

L(f t , z t ; t i , t i+1 ) ≥<br />

1<br />

CD 3/2√ n<br />

L(f t , z t ; t i , t i+1 ) =<br />

≥<br />

≥<br />

∫ ti+1<br />

t i<br />

∫ ti+1<br />

t i<br />

µ(f s , z s )‖( f ˙ s , z˙<br />

s )‖ fs,z s<br />

ds<br />

µ(f s , z s )‖ f ˙ s ‖ fs ds<br />

µ<br />

1 + ɛ 1 + π(1 − ɛ 1 )αr 0 (α)/ √ D<br />

∫ ti+1<br />

t i<br />

‖ f ˙ s ‖ fs ds<br />

The rightmost integral evaluates to d Riem (f ti , f ti+1 ). Assume that<br />

tan θ 1 = ‖F ti − F 0 ‖ and tan θ 2 = ‖F ti+1 − F 0 ‖<br />

We know from elementary calculus that<br />

tan θ 2 − tan θ 1<br />

θ 2 − θ 1<br />

≤<br />

1<br />

cos 2 θ 2<br />

= 1 + tan 2 θ 2<br />

Therefore, using tan θ 2 ≤ ‖F 1 − F 0 ‖, we obtain that<br />

Using that bound,<br />

θ 2 − θ 1 ≥ 1 2 ‖F t i+1<br />

− F ti ‖<br />

L(f t , z t ; t i , t i+1 ) ≥ 1 µ<br />

2 1 + ɛ 1 + π(1 − ɛ 1 )αr 0 (α)/ √ D ‖F t i<br />

− F ti+1 ‖<br />

√<br />

2<br />

ɛ 1<br />

≥<br />

D 3/2√ n 1 + ɛ 1 + π(1 − ɛ 1 )αr 0 (α)/ √ D<br />

Numerically, we obtain<br />

√<br />

2<br />

ɛ 1<br />

1 + ɛ 1 + π(1 − ɛ 1 )αr 0 (α)/ √ 2 ≥ C−1 . (10.17)

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