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12 1. Solutions of Nonlinear Equations

The document discusses iterative methods for finding solutions to nonlinear equations. It provides examples of applying different iterative methods (labeled g1 through g5) to find the solution to an example equation. Some methods converge to the correct solution, while others converge to cycles or diverge. It also discusses common stopping criteria for iterative methods and defines the order and rate of convergence for iterative schemes.

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15 views1 page

12 1. Solutions of Nonlinear Equations

The document discusses iterative methods for finding solutions to nonlinear equations. It provides examples of applying different iterative methods (labeled g1 through g5) to find the solution to an example equation. Some methods converge to the correct solution, while others converge to cycles or diverge. It also discusses common stopping criteria for iterative methods and defines the order and rate of convergence for iterative schemes.

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aliscribd46
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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12

1. SOLUTIONS OF NONLINEAR EQUATIONS

Table 1.4. Results of Example 1.9.

n 0 1 2 3 4 5 6

g1 (x) 10 + x 4x2 x3 1.5 0.8750 6.732421875 4.6972001 102 1.0275 108 1.08 1024 1.3 1072

g2 (x) g (x) 3 (10/x) 4x 0.5 10 x3 1.5 1.5 0.816 1.286953 2.996 1.402540 0.00 2.94 i 1.345458 2.75 2.75 i 1.375170 1.81 3.53 i 1.360094 2.38 3.43 i 1.367846

g4 (x) 10/(4 + x) 1.5 1.348399 1.367376 1.364957 1.365264 1.365225 1.365230

g5 (x) x3 +4x2 10 2x2 +8x

1.5 1.373333333 1.365262015 1.365230014 1.365230013

to produce a 10-digit correct answer. On the other hand, the sequence g2 (xn ) is trapped in an attractive two-cycle, with multiplier z = 2.27475487839820 3.60881272309733 i,

g2 (z+ )g2 (z ) = 0.19790433047378 which is smaller than one in absolute value. Once in an attractive cycle, an iteration cannot converge to a xed point. Finally x is a repulsive xed point of g1 (x) and xn+1 = g (xn ) diverges to .

Remark 1.2. An iteration started in the basin of attraction of an attractive xed point (or cycle) will converge to that xed point (or cycle). An iteration started near a repulsive xed point (or cycle) will not converge to that xed point (or cycle). Convergence to an indierent xed point is very slow, but can be accelerated by dierent acceleration processes. 1.4.1. Stopping criteria. Three usual criteria that are used to decide when to stop an iteration procedure to nd a zero of f (x) are: (1) Stop after N iterations (for a given N ). (2) Stop when |xn+1 xn | < (for a given ). (3) Stop when |f (xn )| < (for a given ). The usefulness of any of these criteria is problem dependent. 1.4.2. Order and rate of convergence of an iterative method. We are often interested in the rate of convergence of an iterative scheme. Suppose that the function g (x) for the iterative method xn+1 = g (xn ) has a Taylor expansion about the xed point p (p = g (p)) and let Then, we have n = xn p. g (p) 2 + ... 2! n

xn+1 = g (xn ) = g (p + n ) = g (p) + g (p)n + = p + g (p)n + g (p) 2 + .... 2! n

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