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CE318 PREFINALS

MICHAELLA CORINE N. GONZALES We can say that


-R < x-a < R
POWER SERIES -R+a < x < R+a
A power series is a special type of infinite series
representing a mathematical function in the form of an infinite TABLE OF DERIVATIVES
series that either converges or diverges.
A power series in powers of x-a is an infinite series
of the form

This is a power series centered at x=a


If a = 0, this is a power series in x:

This is a power series centered at x=0


NOTE: A power series will always converge at its center

RATIO TEST
One of the most useful test for absolute convergence
of a power series is the ratio test. If Cn ≠ 0, and if for a fixed
value of x

power series converges absolutely at that value of x


power series diverges absolutely at that value of x
the test inconclusives

Example: TAYLOR SERIES


Find the values of x where the power series In mathematics, the Taylor series or Taylor
converges expansion of a function is an infinite sum of terms that are
expressed in terms of the function's derivatives at a single
point. For most common functions, the function and the sum
of its Taylor series are equal near this point. Taylor series are
Using Ratio Test named after Brook Taylor, who introduced them in 1715. A
Taylor series is also called a Maclaurin series when 0 is the
point where the derivatives are considered, after Colin
Maclaurin, who made extensive use of this special case of
Taylor series in the mid-18th century.
According to the ratio test the
series converges absolutely if | The Taylor series of a real or complex-valued
x – 2| < 1, or 1 < x < 3, and function f (x) that is infinitely differentiable at a real or
diverges if |x – 2| > 1. complex number a is the power series

where n! denotes the factorial of n. In the more


compact sigma notation, this can be written as
Radius of Convergence and Interval of Convergence
Using ratio Test

1.) lim
n→∞
|Cn+1
Cn |
=0 R=∞ I = ( -∞ , ∞ )
This means that the series converges for all values of x
where f (n) (a) denotes the nth derivative of f evaluated at the
point a. (The derivative of order zero of f is defined to be f
itself and (x − a) 0 and 0! are both defined to be 1.

lim |
Cn |
Cn+1
2.) =∞ R=0 I=(a) With a = 0, the Maclaurin series takes the form: or in
This means
n → ∞ that the series converge only at x = a
the compact sigma notation:

lim |
Cn | R
Cn+1 1
3. ) = |x − a|<1 |x−a| < R
n→∞
This means that the series converges at |x-a|<R or in the compact sigma notation:
R=R I = ( -R+c , R+c )
Similarly for second, third and so on. approximation
x2= pi(x1)
x3 = pi(x2)
x4 = pi(x3)
COMMONLY USED TAYLOR SERIES xn = pi(xn-1)

Example:
Find the real root of the equation x³ + x 2 = 1 by iteration
method.
Given: x3 + x 2 = 1
x3 + x 2 - 1 = 0
x2 (x + 1) = 1
x2 = 1/ (x + 1)
x = 1/ √(x + 1)
pi(x) = 1/ √(x + 1)

Let the initial approximation be x0 = 0.5


Iterative Methods
The term ``iterative method'' refers to a wide range x1 = pi(x0) = 1/√1+ 0.5 = 0.81649
oftechniques that use successive approximations to obtain
more accurate solutions to a linear system at each step. In this x2 = pi(x1) = 1/√1+ 0.81649 = 0.74196
book we will cover two types of iterative methods. Stationary
methods are older, simpler to understand and implement, but x3 = pi(x2) = 1/√1+ 0.74196 = 0.75767
usually not as effective. Nonstationary methods are a
relatively recent development; their analysis is usually harder x4 = pi(x3) = 1/√1+ 0.75767 = 0.75427
to understand, but they can be highly effective. The
nonstationary methods we present are based on the idea of
sequences of orthogonal vectors. (An exception is the Find: Real Root
Chebyshev iteration method, which is based on orthogonal Solution:
polynomials.) We can rewrite the above equation by
x3 + x 2 - 1 = 0;
Stationary iterative method: Iterative method that performs in Let f(x) = x3 + x 2 - 1
each iteration the same operations on the current iteration f(0) = -1 (positive)
vectors. Nonstationary iterative method: Iterative method that f(1) = 1 (negative)
has iteration-dependent coefficients. Dense matrix: Matrix for Hence the root value lie between 0 to 1
which the number of zero elements is too small to warrant
specialized algorithms. Sparse matrix: Matrix for which the x5 = pi(x4) = 1/√1+ 0.75427 = 0.75500
number of zero elements is large enough that algorithms
avoiding operations on zero elements pay off. Matrices x6 = pi(x5) = 1/√1+ 0.75500 = 0.75485
derived from partial differential equations typically have a
number of nonzero elements that is proportional to the matrix x7 = pi(x6) = 1/√1+ 0.75485 = 0.75488
size, while the total number of matrix elements is the square
of the matrix size. Since the difference between x6 and x7 are very small, so the
root is 0.75488.
The rate at which an iterative method converges depends
greatly on the spectrum of the coefficient matrix. Hence, Example
iterative methods usually involve a second matrix that Use iteration method to obtain a root of the equation x² - 4x -
transforms the coefficient matrix into one with a more 8 = 0 accurate to five decimal places.
favorable spectrum. The transformation matrix is called Given: x² - 4x - 8 = 0
a preconditioner. A good preconditioner improves the Solution:
convergence of the iterative method, sufficiently to overcome x² - 4x = 8
the extra cost of constructing and applying the preconditioner. x(x-4) = 8
Indeed, without a preconditioner the iterative method may pi(x) = 8/x−4
even fail to converge. Iteration is a way of solving equations.
You would usually use iteration when you cannot solve the Let us say, we try xo = 2
equation any other way. x1= pi(xo) = 8/2−4 = -4
x2 = pi(x1) = 8/−4−4 = -1
Iteration Method x3 = pi(x2) = 8/−1−4 = -1.6
Let the given equation be f(x) = 0 and the value of x to be x4 = pi(x3) = 8/−1.6−4 = - 1.4285
determined. By using the Iteration method you can find the
roots of the equation. To find the root of the equation first we x5 = pi(x4) = 8/−1.4285−4 = -1.473704
have to write equation like below .
x = pi(x) .
Let x=x0 be an initial approximation of the required root α .
then the first approximation x1 is given by x1 = pi(x0). X9 = - 1.46409
X10 = -1.46411 Here f(1) = -5<0 and f(2) = 7>0
X11= -1.46410 ∴ Root lies between 1 and 2
Therefore, the root is -1.46410 x0= (1+2)/2 =1.5
x0=1.5
1st iteration :
f(x0) = f(1.5) = 2⋅1.53-2⋅1.5-5 = -1.25
Numerical Methods f′(x0) = f′’(1.5) = 6⋅1.52-2 =11.5
NEWTON RAPHSON METHOD x1 = x0 - f(x0)/f′’(x0)
The Newton-Raphson method (also known as Newton's x1 = 1.5 – (-1.25/11.5)
method) is a way to quickly find a good approximation for the x1 = 1.6087
root of a real-valued function f(x) = 0. It uses the idea that a
continuous and differentiable function can be approximated 2nd iteration :
by a straight line tangent to it. f(x1) = f(1.6087) = 2⋅1.60873-2⋅1.6087-5 = 0.1089
f’ (x1) = f(1.6087) = 6⋅1.60872-2 = 13.5274
How it Works x2 = x1 - f(x1)/f′’(x1)
Suppose you need to find the root of a continuous, x2 = 1.6087 - 0.1089/13.5274
differentiable function f(x), and you know the root you are x2=1.6006
looking for is near the point x=x0. Then Newton's method
tells us that a better approximation for the root is 3rd iteration :
x1=x0−f(x0)/f(x0).This process may be repeated as many f(x2) = f(1.6006) = 2⋅1.60063-2⋅1.6006-5 = 0.0006
times as necessary to get the desired accuracy. In general, for f’ (x2) = f(1.6006) = 6⋅1.60062-2 =13.3724
any x-value xn, the next value is given by xn+1 x3 = x2- f(x2)/f’(x2)
=xn−f(xn)/f(xn). x3 = 1.6006 - 0.0006/13.3724
x3 = 1.6006
Note: the term "near" is used loosely because it does not need
a precise definition in this context. However, x0 should be 4th iteration :
closer to the root you need than to any other root (if the f(x3)=f(1.6006) =2⋅1.60063 - 2⋅1.6006 - 5 = 0
function has multiple roots). f ′(x3) = f ′(1.6006 ) = 6⋅1.60062 – 2 =13.3715
x4 = x3 - f(x3)/f′’(x3)
Geometric Representation x4 = 1.6006 - 0/13.3715
Here is a picture to demonstrate what Newton's method x4 =1.6006
actually does:
Approximate root of the equation 2x3-2x-5=0 using Newton
Raphson method is 1.6006

We draw a tangent line to the graph of f(x) at the point x=xn.


This line has slope f(xn) and goes through the point (xn,
f(xn)). Therefore, it has the equation y= f(xn)(x−xn) + f(xn).
Now, we find the root of this tangent line by setting y=0 2. Find a root of an equation f(x) = x-cosx using Newton
and x=xn+1 for our new approximation. Solving this equation Raphson method
gives us our new approximation, which is, xn+1 = xn−
f(xn)/f’(xn). Solution:
Here x-cos(x) = 0
Find a root of an equation f(x)=2x3-2x-5 using Newton Let f(x) = x-cos(x)
Raphson method
n x0 f(x0) f′(x0) x1 Update
Solution:
Here 2x3-2x-5=0 1 1.5 -1.25 11.5 1.6087 x0=x1
Let f(x)=2x3-2x-5 2 1.6087 0.1089 13.5274 1.6006 x0=x1
d/dx(2x3-2x-5) = 6x2-2
∴f′’(x)=6x2-2 3 1.6006 0.0006 13.3724 1.6006 x0=x1

Here 4 1.6006 0 13.3715 1.6006 x0=x1


x 0 1 2 d/dx(x-cos(x)) = 1+sin(x)
f(x) -5 -5 7 ∴f’ (x) = 1+sin(x)

Here:
x 0 1

f(x) -1 0.4597

Here f(0) = -1<0 and f(1) = 0.4597>0

∴ Root lies between 0 and 1


x0 = (0+1)/2 = 0.5
x0 = 0.5

1st iteration :

f(x0) = f(0.5) = 0.5-cos(0.5) = -0.3776


f ‘ (x0) = f ‘ (0.5) = 1+sin(0.5) = 1.4794
x1 = x0 - f(x0)/f ′(x0)
x1 = 0.5 – (-0.3776/1.4794)
x1 = 0.7552

2nd iteration :

f(x1) = f(0.7552) = 0.7552 - cos(0.7552) = 0.0271


f ‘ (x1) = f ′(0.7552) = 1 + sin(0.7552) = 1.6855
x2 = x1 - f(x1)/f ‘ (x1)
x2 = 0.7552 - 0.0271/1.6855
x2 = 0.7391

3rd iteration :

f(x2) = f(0.7391) = 0.7391 - cos(0.7391) = 0.0001


f ‘ (x2) = f ‘ (0.7391) = 1 + sin(0.7391) = 1.6737
x3 = x2 - f(x2)/f ′(x2)
x3 = 0.7391 - 0.0001/1.6737
x3 = 0.7391

Approximate root of the equation x-cos(x)=0 using Newton


Raphson method is 0.7391

n x0 f(x0) f′(x0) x1 Update

1 0.5 -0.3776 1.4794 0.7552 x0=x1

2 0.7552 0.0271 1.6855 0.7391 x0=x1

3 0.7391 0.0001 1.6737 0.7391 x0=x1

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