MATH0033: Numerical Methods 2019-2020
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MATH0033: Numerical Methods
Final 7-day coursework, 2019-2020
1. Let f(x) = x2 − x − 6 and denote by α+ and α− respectively the positive and negative roots of f(x) = 0.
(a) Suppose that the bisection method is used to find α+ with initial interval [1, 4].
Compute the first two approximations x0 and x1 and estimate the number of iterations required for the absolute error to be smaller than 10 −6 .
(b) For each of the three functions
φ 1 (x) = x2 − 6, φ2 (x) = − ^x + 6, φ3 (x) = 1 + 6/x (for x 0),
determine whether the corresponding fixed point iteration xk+1 = φ(xk ) can converge to α+ or to α− , given a sufficiently good initial guess. Justify your answers carefully.
(c) For those combinations of function and root for which convergence is possible, determine a suitable interval [a,b] such that the fixed point iteration is guaranteed to converge to the root in question for every initial guess x0 ∈ [a,b].
2. Let f : R → R be twice continuously differentiable. Let α ∈ R be such that f(α) = 0 and f\ (α) 0.
(a) Show that if there exists δ > 0 such that
|f\\ (x)| 1
|f\ (y)| δ ,
then the Newton iteration converges to α for any initial guess x0 ∈ [α − δ,α +δ], and that
lim = c, (*)
for some c ∈ R that you should specify.
Hint: Taylor expand f(α) about x = xk .
(b) Show that (*) implies that the convergence is quadratic (order 2).
(c) Show that if c 0 then the convergence cannot be order p for p > 2.
(d) Let f(x) = x/(1 + x2 ).
Show that if the initial guess satisfies |x0 | ≤ 1/4 then the Newton iteration converges quadratically to the root α = 0.
What happens when x0 > 1?
3. Consider the solution of the Cauchy problem
y(0) = y0 ,
using the following numerical method:
u0 = y0 ,
p1 = f(tn ,un )
For n = 1, 2, . . . , 〈 p2 = f(tn + h,un + a1 hp1 )
‘ un+1 = un + h(p1 + a2p2 ),
where a1 ,a2 ∈ R.
(a) Write the method in one-step form un+1 = un + hΨ(tn ,un ,un+1;h), specifying
the increment function Ψ . Is the method explicit or implicit?
(b) Determine conditions on the constants a1 ,a2 under which the method (*) is
second order consistent as h → 0. State clearly the smoothness assumptions on y and f under which your analysis is valid.
(c) Determine for which h the method (*) is absolutely stable, in the special case where a1 = 2/3 and a2 = 3/4.
4. Let A ∈ Rn×n be an invertible matrix, b ∈ Rn , and let x∗ ∈ Rn be the unique solution of the equation Ax = b. Consider the two-step iteration
xk+1 = B0xk + B1xk−1 + c, k = 1, 2, . . . ,
where B0 ,B1 ∈ Rn×n and c ∈ Rn . We say the iteration is consistent if Ax = b ⇔ x = B0x + B1x + c.
(a) Rewrite (#) as an equivalent one-step iteration
uk+1 = Buk + d, k = 1, 2, . . . ,
for uk = ) ∈ R2n, specifying B ∈ R2n×2n and d ∈ R2n .
(b) Assume that (#) is consistent. Prove that if the sequence (uk ) defined in part (a)
converges for every initial guess u0 = (x(x)0(1) ) ∈ R2n then the limit is independent of u0 and equals (x(x) ).
Hint: show that if uk → u∗ then u∗ is a fixed point of the map u '→ Bu + d .
(c) Now let B0 = αI − βA and B1 = (1 − α)I for some α,β ∈ R with β 0. Determine the choice of c ensuring that (#) is consistent in this case.
(d) Assuming the choices of B0 , B1 and c from part (c), show that (#) converges to x∗ for all initial guesses x0 , x1 ∈ Rn if and only if
'α βλ ± 4 (α βλ )2 + 1 − α ' < 1
' ' Aλ ∈ σ(A).
2023-05-28