Numerical Methods
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1 Numerical Methods Prof. M. K. Banda Botany Building: Prof. M. K. Banda (Tuks) WTW263 Semester II 1 / 18
2 Topic 1: Solving Nonlinear Equations Prof. M. K. Banda (Tuks) WTW263 Semester II 2 / 18
3 Fixed-Point Iteration Method Recall: Assume a root has been isolated then consider f (x) = 0. Idea: Rearrange f (x) = 0 so that x is on the left-hand side of the equation: x = g(x). and solve i.e. find a fixed point! Prof. M. K. Banda (Tuks) WTW263 Semester II 3 / 18
4 Fixed-Point Iteration Method Approximate fixed point iteratively, start with initial guess x 0 : x k = g(x k 1 ). x 1 = g(x 0 ); x 2 = g(x 1 ); x 3 = g(x 2 ); x 4 = g(x 3 ); x k = g(x k 1 ); Prof. M. K. Banda (Tuks) WTW263 Semester II 4 / 18
5 Fixed-Point Iteration Method Convergence: = x k = g(x k 1 ); x k+1 = g(x k ) if for some k x k x k+1 = g(x k ) for some tolerance E, stop! Prof. M. K. Banda (Tuks) WTW263 Semester II 5 / 18
6 Summary To approximate a fixed point, p, for a function g: Choose initial approximation x 0. Generate a sequence {x k } k=0 using x k = g(x k 1 ), for each k 1 until convergence! Prof. M. K. Banda (Tuks) WTW263 Semester II 6 / 18
7 Fixed-Point Iteration Method If x = g(x) has a solution in (a, b), is it the only solution? How about convergence of a sequence of approx. of the fixed point? Prof. M. K. Banda (Tuks) WTW263 Semester II 7 / 18
8 Fixed-Point Iteration Method Theorem 1: If g (x) < 1 for every x (a, b), then the equation x = g(x) has at most one solution in [a, b]. Prof. M. K. Banda (Tuks) WTW263 Semester II 8 / 18
9 Proof Solving Nonlinear Equations Prof. M. K. Banda (Tuks) WTW263 Semester II 9 / 18
10 Examples Consider 1 e x x = 0; 2 x 2 x 6 = 0. Prof. M. K. Banda (Tuks) WTW263 Semester II 10 / 18
11 Convergence Solving Nonlinear Equations Theorem 2: Suppose the function g is continuous on [a, b] and c [a, b]. If (a) x n = g(x n 1 ) for each natural number n and (b) x n c as n then c = g(c). Prof. M. K. Banda (Tuks) WTW263 Semester II 11 / 18
12 Convergence Solving Nonlinear Equations Theorem 3: Consider a differentiable function g defined on a closed interval [a, b] and suppose g satisfies the following conditions: (a) g (x) K < 1 for each x in [a, b] and (b) g(x) is in [a, b] for each x in [a, b] Prof. M. K. Banda (Tuks) WTW263 Semester II 12 / 18
13 Convergence Theorem 3 contd/...: Then the equation x = g(x) has exactly one solution c [a, b] and the fixed point iteration x n = g(x n 1 ) generates a sequence that converges to the solution c for any starting value x 0 in [a, b]. Prof. M. K. Banda (Tuks) WTW263 Semester II 13 / 18
14 Convergence Theorem 4: If the function g is differentiable at p, g(p) = p and g (p) < 1, then fixed point iteration generates a sequence converging to the solution p, provided that the starting point is close enough to p. Prof. M. K. Banda (Tuks) WTW263 Semester II 14 / 18
15 Remarks In general, fixed point, p, is unknown, hence easier to show g (x) < 1 for each x in some interval isolating a solution. FPI generates a converging sequence if x 0 is close to p. Prof. M. K. Banda (Tuks) WTW263 Semester II 15 / 18
16 Example Solving Nonlinear Equations Consider x 3 + 4x 2 10 = 0 which has a unique root in [1, 2]. Analyse different fixed point approaches! Prof. M. K. Banda (Tuks) WTW263 Semester II 16 / 18
17 Convergence Theorem 5: If the function g is differentiable, g(c) = c and g (x) > 1 on an interval (a, b) which contains c, then the sequence of iterations {x n } with x n = g(x n 1 ) does not converge to c, regardless of the choice of x 0 (a, b) (except for x 0 = c). Note: sequence either diverges or converges to some other fixed point outside (a, b). Prof. M. K. Banda (Tuks) WTW263 Semester II 17 / 18
18 Homework Solving Nonlinear Equations Consider rewritten as x 2 x 6 = 0 x = x 2 6 = g 2 (x), which was observed to diverge for x 0 = 3.1. Discuss this behaviour using Theorem 5. Prof. M. K. Banda (Tuks) WTW263 Semester II 18 / 18
Numerical Methods
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