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Most of these exercises are from Numerical Analysis, R.L. Burden and J.D. Faires (8th edition), where you may nd the nal result, but not a detailed derivation. Many of these exercises are intended to be done with pen and paper (and calculator), but it may be useful to implement them in Excel. Theorems and proofs 1. Prove the following theorem: Suppose that f C[a, b] and f (a)f (b) < 0. The bisection method generates a sequence {pn } approximating a zero p of f with n=1 |pn p| 2. Prove the following theorem: (I) If g C[a, b] and g(x) [a, b] for all x [a, b], then g has a xed point in [a, b] (II) If, in addition g (x) exists on (a, b) and a positive constant k < 1 exists with |g (x)| k , then the xed point in [a, b] is unique. 3. Prove the following xed-point theorem: Let g C[a, b] be such that g(x) [a, b], for all x [a, b]. Suppose, in addition, that g exists on (a, b) and that a constant 0 < k < 1 exists with |g (x)| k , for all x (a, b) for all x (a, b) ba , 2n when n 1

Then, for any number p0 [a, b], the sequence dened by pn = g(pn1 ) , converges to the unique xed point p in [a, b]. 4. Prove the following corollary of the previous theorem: If g satises the hypotheses of the preceding theorem, then bounds for the error involved in using pn to approximate p are given by |pn p| k n max{p0 a, b p0 } and kn |pn p| |p1 p0 | , 1k n1

for all n 1

Let f C 2 [a, b]. If p [a, b] is such that f (p) = 0 and f (p) = 0, then there exists a > 0 such that Newtons method generates a sequence {pn } converging to p n=1 for any initial approximation p0 [p , p + ] 6. Prove the following theorem: Let g C[a, b] be such that g(x) [a, b], for all x [a, b]. Suppose in addition that g is continous on (a, b) and that a positive constant k < 1 exists with |g (x)| k for all x (a, b)

If g (p) = 0, then for any number p0 in [a, b], the sequence pn = g(pn1 ) for n 1

converges only linearly to the unique xed point p [a, b] 7. Prove the following theorem: Let p be a solution of the equation x = g(x). Suppose that g (p) = 0 and that g is continous with |g (x)| < M on an open interval I containing p. Then there exists a number > 0 such that, for p0 [p , p + ] the sequence dened by pn = g(pn1 ), when n 1, converges at least quadratically to p. Moreover, for suciently large vaues of n. M |pn p|2 |pn+1 p| < 2 Bisection Method 8. Use the Bisection method to nd p3 for f (x) = x cos(x) on x [0, 1]. 9. Let f (x) = 3(x + 1)(x 1 )(x 1). Use the Bisection method on the following intervals 2 to nd p3 (I) [2, 1.5] (II) [1.25, 2.5] 10. Use the Bisection method to nd solutions accurate to within 102 for x3 7x2 +14x6 = 0 on each interval (I) [0, 1] (II) [1, 3.2] (III) [3.2, 4] 11. Use the Bisection method to nd solutions accurate to within 102 for x4 2x3 4x2 + 4x + 4 = 0 on each interval (I) [2, 1] 2

(II) [0, 2] (III) [2, 3] (IV) [1, 0] 12. Let f (x) = (x + 2)(x + 1)2 x(x 1)3 (x 2). To which zero of f does the Bisection method converge when applied on the following intervals? (I) [1.5, 2.5] (II) [0.5, 2.4] (III) [0.5, 3] (IV) [3, 0.5] 13. Let f (x) = (x + 2)(x + 1)x(x 1)3 (x 2). To which zero of f does the Bisection method converge when applied on the following intervals? (I) [3, 2.5] (II) [2.5, 3] (III) [1.75, 1.5] (IV) [1.5, 1.75] Fixed-Point Iteration 14. Use algebraic manipulations to show that each of the following functions has a xed point at p precisely when f (p) = 0, where f (x) = x4 + 2x2 x 3 (I) g1 (x) = (3 + x 2x2 )1/4 (II) g2 (x) = (III) g3 (x) = (IV) g4 (x) = 15. Perform four iterations, if possible, on the four functions g dened above. Let p0 = 1 and pn+1 = g(pn ) for n = 0, 1, 2, 3 Which function gives the best approximation to the solution? 16. The following four methods are proposed to compute 211/3 . Rank them in order, based on their speed of convergence, assuming that p0 = 1 3

x+3x4 2 x+3 1/2 x2 +2 3x4 +2x2 +3 4x3 +4x1 1/2

(a) pn =

21 pn1

17. The following four methods are proposed to compute 71/5 . Rank them in order, based on their speed of convergence, assuming that p0 = 1 (a) pn = pn1 1 + (b) pn = pn1 (c) pn = pn1 (d) pn = pn1

7p5 n1 p2 n1 3

p5 7 n1 p2 n1 p5 7 n1 5p4 n1 p5 7 n1 12

18. Use a xed-point iteration method to determine a solution accurate to within 102 for x4 3x2 3 = 0 on [1, 2]. Use p0 = 1. 19. Use a xed-point iteration method to determine a solution accurate to within 102 for x3 x 1 = 0 on [1, 2]. Use p0 = 1. 20. Use theorem stated in Q2 of Theorems and proofs to show that g(x) = + 0.5 sin(x/2) has a unique point on [0, 2]. Use xed-point iteration to nd an approximation to the xed point that is accurate to within 102 . Use Corollary stated in Q4 of Theorems and proofs to estimate the number of iterations required to achieve 102 accuracy, and compare this theoretical estimate to the number actually needed. 21. Use theorem stated in Q2 of Theorems and proofs to show that g(x) = 2x has a unique point on [1/3, 1]. Use xed-point iteration to nd an approximation to the xed point that is accurate to within 104 . Use Corollary stated in Q4 of Theorems and proofs to estimate the number of iterations required to achieve 104 accuracy, and compare this theoretical estimate to the number actually needed.

Newtons Method 22. Let f (x) = x2 6 and p0 = 1. Use Newtons method to nd p2 . 23. Let f (x) = x3 cos(x) and p0 = 1. Use Newtons method to nd p2 . Could p0 = 0 be used? 24. Letf (x) = x2 6. With p0 = 3 and p1 = 2, nd p3 (I) Using the Secant Method. (II) Using the method of False position (II) Which result is closer to 6? 25. Let f (x) = x3 cos(x). With p0 = 1 and p1 = 0, nd p3 (I) Using the Secant Method. (II) Using the method of False position 26. Use Newtons method to nd solutions accurate to within 104 for the following problems: (I) x3 2x2 5 = 0, (II) x cos(x) = 0, (III) x3 + 3x2 1 = 0, [1, 4] [0, /2] [3, 2] [0, /2]

Error Analysis for Iterative Methods 27. Show that the following sequences converge linearly to p = 0. How large must n be before we have |pn p| 5 102 ? (I) pn = 1/n , (II) pn = 1/n2 , 28. (I) Show that for any positive integer k, the sequence dened by pn = 1/nk converges linearly to p = 0. (II) For each pair of integers k and m, determine a number N for which 1/N k < 10m 29. (I) Show that the sequence pn = 102 converges quadratically to 0. (II) Show that the sequence pn = 10n does not converge to 0 quadratically, regardless of the size of the exponent k > 1. 5

k n

n1 n1

30. (I) Construct a sequence that converges to 0 of order 3 (II) Suppose that > 1. Construct a sequence that converges to 0 of order . 31. Show that the Bisection method gives a sequence with an error bound that converges linearly to 0. 32. Check that the iterative method to solve f (x) = 0, given by the xed-point method g(x) = x, where pn = g(pn1 ) = pn1 f (pn1 ) f (pn1 ) f (pn1 ) f (pn1 ) 2f (pn1 ) f (pn1 )

2

n1

(1)

has g (p) = g (p) = 0. This will generally yield cubic ( = 3) convergence. Look for a simple example to compare quadratic and cubic convergence. Accelerating Convergence

33. The following sequences are linearly convergent. Generate the rst ve terms of the sequence {n } using Aitkens 2 method: p (I) p0 = 0.5, pn = (2 epn1 + p2 )/3, n 1 n1 (II) p0 = 0.75, pn = (epn1 /3)1/2 , n 1 (III) p0 = 0.5, pn = 3pn1 , n 1 (IV) p0 = 0.5, pn = cos(pn1 ), n 1 34. Consider the function f (x) = e6x + 3(ln(2))2 e2x (ln(8))e4x (ln(2))3 . Use Newtons method with p0 = 0 to approximate a zero of f . Generate terms until |pn+1 pn | < 0.0002. Construct the Aitkens 2 sequence {n }. Is the convergence improved? p 35. Let g(x) = cos(x 1) and p0 = 2. Use Steensens method to nd p0 . 36. Let g(x) = 1 + sin2 (x) and p0 = 2. Use Steensens method to nd p0 and p0 . 37. Steensens method is applied to a function g(x) using p0 = 1 and p2 = 3 to obtain (1) (0) p0 = 0.75. What is p1 ? (0) (0) 38. Steensens method is applied to a function g(x) using p0 = 1 and p1 = 2 to obtain (1) (0) p0 = 2.7802. What is p2 ? IPC30 September 2010 6

(0) (0) (0) (1) (2) (0) (1)

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