2 Section 1.2 2. Compute Each of The Following Limits and Determine The Corresponding Rate of Convergence. (A) Lim (B) Lim (C) Lim (D) Lim
2 Section 1.2 2. Compute Each of The Following Limits and Determine The Corresponding Rate of Convergence. (A) Lim (B) Lim (C) Lim (D) Lim
2. Compute each of the following limits and determine the corresponding rate of
convergence.
ex −1
(a) limx→0 x
(b) limx→0 sinx x
x
(c) limx→0 e −cos x2
x−x
x2 /2−x4 /24
(d) limx→0 cos x−1+1+x
x6
2 6
and
cos x = 1 − 12 x2 + 16 x3 sin ξ 2
for some ξ
some ξ 1 and
and ξ
ξ 2 between 0 and x. Then
ex
− cos x − x = 1 + x eξ − sin ξ 2 . 1
x2 6
For sufficiently small x x,, e ξ < 2
2,, so |eξ − sin ξ 2 | < 2 + 1 = 3.
1 1
3. Thus,
ex − cos x − x |x| ξ
x2
− 1 = e − sin ξ 2 ≤ 1 |x|,
6
1
2
Convergence 3
and
ex − cos x − x = 1
lim with rate of convergence
convergence O
O((x).
x→0 x2
(d) From Taylor’s Theorem, we have
cos x − 1 + 21 x2 − 241 x4 = − 1 1
+ x2 cos ξ,
x6 720 8!
and
1 2
cos x − 1 + x − 1 4
24 x 1
1 2
x
2
6
+
720
=
8!x cos ξ | | ≤ 8!1 |x2|.
It therefore follows that
lim
cos x − 1 + 21 x2 − 241 x4 = − 1
x→0 x6 720
O((x2 ).
with rate of convergence O
sin x2
The values in the following table suggest that x2 converges towa
toward
rd 1 more rapidly
2
than (sinx2x) .
sin u =
= u
u − 16 u3 cos ξ,
for some ξ
some ξ between
between 0 and u
and u.. Using the substitution u = x 2 , we find
= x
f (4) (x) =
and f
and −8cos2
8cos2x
x. Therefore,
for some ξ
some ξ between
between 0 and x
x,, and
2
(sin x) 1 2 1 2
x 2
− 1 = 3 x | cos2
cos2ξ
ξ | ≤ x .
3
Finally,
sin x2 (sin x)2
2
= 1 + O(x4 ) and 2
= 1 + O(x2 ).
x x
where c
where c =
= min(a,
min(a, b).
6. The table below lists the errors of successive iterates for three different methods
√
3
for approximating 5. Estimate the order of convergence of each method, and
explain how you arrived at your conclusions.
Method 1 Method 2 Method 3
4.0 10−2
× 3.7 10−4
× 4.3 10−3
×
9.1 10−4
× 1.2 10−15
× 1.8 10−8
×
4.8 10−7
× 1.5 10−60
× 1.4 10−24
×
If a sequence converges of order α, then the error in each term of the sequence is
roughly the error in the previous term raised to the power α. Fr From
om the data
data for
for
“Method 1,” we see that each error is roughly the previous error squared; therefore,
we estimate the order of convergence to be α = 2. Fr From
om the data
data for “Method
“Method
2,” we see that each error is roughly the previous error raised to the fourth power;
therefore, we estimate the order of convergence to be α
α =
= 4. Finally, from the data
for “Method 3,” we see that each error is roughly the previous error raised to the
third power; therefore, we estimate the order of convergence to be α = 3.
(a) If
lim
| p pn+1 − p| = 0,0 ,
n→∞ | p pn − p|α
then the numerator
numerator appapproach
roaches
es zero fast
faster
er than the denominato
denominator. r. In order
to achieve a nonzero limit, we must increase the power in the denominator.
Therefore
Therefore,, the order of convergence
convergence must be grea
greater
ter than α
α..
(b) If
pn+1 p
p| − | →∞
lim ,
n→∞ p pn p α
| − |
then the denominator
denominator approaches
approaches zero faster than the numer
numerato
ator.
r. In order
to achieve a nonzero limit, we must decrease the power in the denominator.
Therefore, the order of convergence must be less than α α..
8. Suppose theory indicates that the sequence pn converges to p of order 1.5.
{ }
Explain how you would numerically verify this order of convergence.
Because the values in the third column of the following table appear to be approach-
ing a constant, the evidence suggests that the sequence does, in fact, converge
√
toward 3 with order of convergence α α =
= 1.618
618..
n pn | p pn − √ 3|/| p pn 1 − √ 3|1.618
−
1 2.0000
2.0000000
000000
000000
00000
00
2 1.666
1.66666
6666
6666
6666
6666
6667
67 0.5506
0.550660
6002
0295
9531
3142
42
3 1.727
1.72727
2727
2727
2727
2727
2727
27 0.39
0.3942
4292
9299
9985
8515
1516
16
4 1.732
1.73214
1428
2857
5714
1428
2857
57 0.52
0.5235
3588
8803
0316
1628
2884
84
5 1.732
1.73205
0506
0680
8043
4317
1722
22 0.43
0.4310
1007
0791
9144
4414
1420
20
6 1.732
1.73205
0508
0807
0756
5654
5499
99 0.48
0.4852
5255
5581
8157
5793
9327
27
Convergence 7
10. Theory indicates that the following sequence should converge to 4 /3 of order
1.618.. Does the seque
1.618 sequence
nce actually
actually achieve
achieve an order of convergen
convergence
ce of 1.61
1.618?
8? If
not, what is the actual order?
n pn
0 1.4986640
1.4986640985
985800
80016
16
1 1.4973
1.4973539
539977
977922
92205
05
2 1.4288
1.4288019
019773
773353
35339
39
3 1.4010
1.4010929
929153
153895
89552
52
4 1.3764
1.3764936
936760
760514
51456
56
5 1.3613
1.3613457
457455
455731
73130
30
6 1.3510
1.3510344
344825
825008
00881
81
7 1.3444
1.3444798
798506
506950
95066
66
Because the values in the third column of the following table are increasing with
n, the evidence suggests that the sequence does not have order of convergence
α = 1.618
618,, but rathe
ratherr that the order of convergence
convergence is less than 1.618. Becau
Because
se
the values in the fourth column appear to be approaching a constant, these values
suggest that the sequence is converging to 4
4/
/3 with order of convergence α
α =
= 1.
1 1.4986
1.4986640
640985
985800
80022
2 1.49735399779221 3.01718763541581 0.99207588021590
3 1.42880197733534 1.77891367138598 0.58205253781266
4 1.40109291538955 3.03079120639280 0.70975745769255
5 1.37649367605146 3.36181849329742 0.63696294174768
6 1.36134574557313 4.52671513900300 0.64903127444432
7 1.35103448250088 5.75689539760301 0.63190377951100
8 1.34447985069507 7.61855893491390 0.62970586012393
11. Show that the convergence of the sequence generated by the formula
x3n + 3x
3 xn a
xn+1 = 2
3xn + a
toward
√ a is third-order. What is the asymptotic error constant?
Note
xn+1
3
− √ a = xn + 3x
3 xn a √
− a =
− 3x2n√ a + 3x
x3n 3xn a − a3/2
3x2n + a 3x2n + a
√
(x − a)3
n
= .
3x2n + a
Thus,
lim
|xn+1 −√ √ a| = lilimm 1
=
1
.
n→∞ |xn − a|3 n 2
→∞ 3x + a 4a
n
8 Section 1.2
Note
Thus,
lim
|xn+1 − a1 | = lim a =
n→∞ |xn − a1 |2 n = a. a.
→∞
1
Consequently, xn → a with order
order of convergence
convergence α = 2 and asymp
asymptoti
toticc erro
errorr
constant λ
constant λ =
= a
a..
pn+1 pn
− pn+1 p ( pn
− − − p p))
=
pn pn−1
− pn p ( pn−1
− − − p p))
Convergence 9
λ( pn p
p)) ( pn p
− − − p))
≈ 1
pn p λ ( pn p)
− − − p)
λ 1
−
= = λ.
1 λ1
−
lim
| p pn+1 − p| = 0.0 .
n →∞ | p pn − p|
Show that if p
p n → p of order α
p of order α for α > 1, then { pn } converges superlinearly to
p.
lim
| p pn+1 − p| = lim
| p pn+1 − p| · | p pn − p|α 1
−
= λ 0 = 0.·
Therefore, pn converges superlinearly to p
{ } to p..
15. Suppose that { pn } converges superlinearly to p (see Exercise 14). Show that
lim
| p pn+1 − pn| = 1.1 .
n →∞ | p pn − p|
Note that
pn+1 pn
− pn+1 p − − ( pn − p p)) = pn+1 − p − 1.
=
pn p
− pn − p pn − p
Because pn converges superlinearly to p
{ } to p,, it then follows that
lim
| p pn+1 − pn| = lim pn+1 − p − 1 = |0 − 1| = 1.1 .
n→∞ | p pn − p| n →∞ pn − p
(a)) Determine the third-degree Taylor polynomial and associated remainder
16.. (a
16
term for the function f
function f ((x) = ln(1 x). Use x
Use x 0 = 0.
−
10 Section 1.2
(b) Using the results of part (a), approximate ln(0 .25) and compute the the-
oretical
oretical error bound associated with this approximat
approximation.
ion. Comp
Compare
are the
theoretic
theor etical
al error bound with the actua
actuall error
error..
(c) Compute the following limit and determine the corresponding rate of con-
vergence:
ln(1 x) + x + 21 x2 −
lim .
x→0 x3
(a) Let
Let f
f ((x) = ln(1
− x). Then
1 1
′
f (x) = −
1−x
′′
, f (x) = −
(1 − x)2
, f ′′′
(x) = − (1 −2 x)3 , and f (4)(x) = − (1 −6 x)4 .
Moreover,
f (0)
f (0) = ln 0 , f ′ (0) =
ln 1 = 0, ′′
−1, f (0) = −1, f ′′′
(0) = −2, and f (4)(ξ ) = − (1 −6 ξ )4 .
Finally,
ln(1 − x) = P 3 (x) + R3 (x)
x 2 x 3 4
= x − − − − 4(1 x− ξ )4 ,
2 3
for some ξ
some ξ between
between 0 and x
and x..
(b) Using the result of part (a),
0..752
0 0..753
0
ln(0..25)
ln(0 ≈ P 3(0(0..75) = −0.75 − − −1.171875
171875.. =
2 3
Because 0
Because 0 < ξ < 0 75,, (1 − ξ ) 4 ≤ 44 and
0..75 −
0.754 81
|error| = |R3(0 (0..75)| =
4(1 − ξ )4
≤ 4
= 20.
20 .25
25..
lim
ln(1 − x) + x + 21 x2 = − 1 ,
x→0 x3 3
with rate of convergence O
O((x).
Convergence 11
(a) Let
Let f
f ((x) =
√ 1 + x. Then
1
f ′ (x) =
2
(1 + x)−1/2 , f ′′ (x) = − 14 (1 + x) − 3/2
, f ′′′(x) = − 38 (1 + x) 5/2
−
,
f (4) (x) =
and f
and − 1516 (1 + x) − 7/2
. Moreover,
1 ′′
f (0)
f 1, f ′ (0) =
(0) = 1,
2
, f (0) = − 14 , f ′′′
(0) =
3
8
,
f (4) (ξ ) =
and f
and − 1516 (1 + ξ ) −7/2
. Finally
Finally,,
√ 1 + x = P 3 (x) + R3 (x)
1 1 2 1 5 4
= 1+ x x + x3 − − 128 x (1 + ξ ) − 7/2
,
2 8 16
for some ξ
some ξ between
between 0 and x
x..
(b) Using the result of part (a),
√ 1 1 1
1.5
≈ P 3(0
(0..5) = 1 + (0 (0..5) − (0 (0..5)2 + (0 (0..5)3 = 1.
1 .2265625
2265625..
2 8 16
Because 0
Because 0 < 0..5, (1 + ξ ) 7/2 ≤ 1 and
< ξ < 0 −
5
|error| = |R3(0 (0..5)| ≤ (0..5)4 ≈ 2.44 × 10 3 .
(0 −
128
√
The actual error is | 1.5 − P 3 (0 (0..5)| ≈ 1.82 × 10 3 , which is less than the
−
Moreover,
√ 1 + x − 1 − 1
2x 1
x 2
+
8
=
x
16
1
| | | − ξ | − 5/2
≤ 161 |x|,
12 Section 1.2
18.
x 2 n n+1
ex = 1 + x +
2
+ · · · + xn! + (nx+ 1)! eξ
19.
3 5 n 2n+1
( 1)n+1 x2n+3
sin x =
= x
x − x3! + x5! − + · · · + ( −(2
1) x
(2nn + 1)!
+
−
(2n
(2n + 3)!
cos ξ
Let f
Let f ((x) = sin x. Then
f ′ (x) = cos x, f ′′ (x) = − sin x, and
and f
f ′′′
(x) = − cos x.
Moreover,
f (0) 0 , f ′ (0) = 1,
f (0) = 0, 1, f ′′ (0) = 0,
0, and f ′′′(0) =
and f −1.
As higher-order derivatives are calculated, this cycle of four values repeats indefi-
nitely. In particular, we find
f (2
(2n
n)
(0) = 0 and f (2
(2n
n+1)
(0) = ( 1)n . −
Therefore, by Taylor’s Theorem with x 0 = 0,
3 5 n 2n+1
x x ( −1) x ( 1)n+1 x2n+3
−
sin x =
= x
x − + − + · · · + + cos ξ,
3! 5! (2n
(2n + 1)! (2n
(2n + 3)!
for some ξ
some ξ between
between 0 and x
x..
Convergence 13
20.
2 4 n 2n
( 1)n+1 x2n+2
cos x = 1 − x2! + x4! − + · · · + ( −(2
1) x
(2n
n)!
+
−
(2n
(2n + 2)!
cos ξ
Let f
Let f ((x) = cos x. Then
f ′ (x) = ′′
− sin x, f (x) = − cos x, and
and f
f ′′′
(x) = sin x.
Moreover,
f (0)
f 1, f ′ (0) = 0,
(0) = 1, 0, f ′′ (0) = −1, and
and f
f ′′′
(0) = 0.
0.
As higher-order derivatives are calculated, this cycle of four values repeats indefi-
nitely.. In particular, we find
nitely
f (2
(2nn)
(0) = ( 1)n and f (2
− (2n
n+1)
(0) = 0.
0.
for some ξ
some ξ between
between 0 and x
and x..
21.
n+1 n+1
1
1+x
=1 − x + x2 − + · · · + (−1)nxn + ( −(11)+ ξ )nx+2
1
Let f
Let f ((x) = 1+x =
1+x (1 + x)−1 . Then,
2
f ′ (x) = −1 · (1 + x) −
, f ′′ (x) = 1 2 (1 + x)−3 , f ′′′(x) =
· · −
−1 · 2 · 3 · (1 + x) 4
,
for some ξ
some ξ between
between 0 and x
and x..