Nonlinear Equations - UFRJ
Nonlinear Equations - UFRJ
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)