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Fixed Iteration Method

This document summarizes Bereket Bogale's seminar on the fixed point iteration method and its application. The seminar was presented on January 2024 at Adama Science and Technology University in Ethiopia, under the advisement of Dr. Mesfin Zewude in the Department of Applied Mathematics. The seminar covered the algorithm of the fixed point iteration method, its geometric meaning, and an example application to approximate the solution of a nonlinear equation up to four decimal places.

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100% found this document useful (1 vote)
287 views

Fixed Iteration Method

This document summarizes Bereket Bogale's seminar on the fixed point iteration method and its application. The seminar was presented on January 2024 at Adama Science and Technology University in Ethiopia, under the advisement of Dr. Mesfin Zewude in the Department of Applied Mathematics. The seminar covered the algorithm of the fixed point iteration method, its geometric meaning, and an example application to approximate the solution of a nonlinear equation up to four decimal places.

Uploaded by

seid negash
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Adama Science and Technology University

School of Applied Natural Science

Department of Applied Mathematics

Seminar I

On

FIXED POINT ITERATION METHOD

AND ITS APPLICATION

By: Bereket Bogale

Advisor:

Mesfin Zewude (Dr)

January,2024

Adama,Ethiopa
Acknowledgment
First of all I want to thanks GOD for his protection and guidance to prepare this seminar
successfully. Next to this we would like to express us thanks to the Department of Applied
Mathematics, Adama Science and Technology University, for providing us with the necessary
knowledge, assistance and facilities to conduct our seminar work. Next, we would like to express
us deep appreciation to our advisor, Mesfin Zewude (Dr) for his enthusiasm, guidance and
constant encouragement throughout the seminar period. His regular advice and suggestion made
us work easier and proficient. We really appreciate the time he has taken to supervise us on skill
and knowledge, thank you once again. Last but not least, a special word of thanks also goes to
our family and friends for their continuous and unconditional support, love and encouragement
throughout the progress of this seminar.

i
Abstract
Mathematics plays an important role in our everyday life. Fixed point iteration theory is a
fascinating subject, with an enormous number of applications in various fields of mathematics.
Maybe due to this transversal character, we have always experienced some diÿculties to find a
book (unless expressly devoted to fixed points) treating the argument in a unitary fashion. In
most cases, It is noticed that fixed points pop up when they are needed. On the contrary, It is
believed that they should deserve a relevant place in any general textbook, and particularly, in a
functional analysis textbook. This is mainly the reason that made me decide to write down these
notes. Ii is tried to collect most of the significant results of the field, and then to present various
related applications.

ii
Contents
Acknowledgment..............................................................................................................................i

Abstract............................................................................................................................................ii

CHAPTER ONE..............................................................................................................................1

INTRODICTION.............................................................................................................................1

1.1 Algorithm of fixed point iteration method.............................................................................2

1.2 Some interesting facts about the fixed point iteration method..............................................2

1.3 Roots of Nonlinear Equations................................................................................................2

CHAPTER TWO.............................................................................................................................5

GEOMETRIC MEANING OF FIXED POINT ITERATION METHOD......................................5

CHAPTER THREE.......................................................................................................................10

APPLICATION OF FIXED POINT ITERATION METHOD.....................................................10

3.1 Approximation by Fixed Point Iteration..............................................................................10

• Algebraically transform to the form......................................................................................13

CHAPTER FOUR.........................................................................................................................14

CONCLUSION..............................................................................................................................14

iii
CHAPTER ONE

INTRODICTION

Fixed point iteration method in numerical analysis is used to find an approximate solution to
algebraic and transcendental equations. Sometimes it becomes very tedious to find solutions to
cubic quadratic and transcendental equations then we can apply specific numerical methods to
find the solution. One among those methods is the fixed iteration method .The fixed point
iteration method uses the concept of a fixed point in a repeated manner to compute the solution
of the given equation.

• A fixed point is a point in the domain of a function is algebrically converted in the form
of g(x)=x
• Suppose we have an equation f(x)=0 for which we have to find the solution . The
equation can be expressed as x=g(x)
• Choose g(x ) such that І g' (x)І ¿ 1 at x= x 0 where x 0, is some initial guess called fixed
point iterative scheme.
Then the iterative method is applied by succesive approximations given by x n =g( x n−1) that is x 1
=g( x 0), x 2=g( x 1) so on…

Fixed point iteration method is


• A method for solving NON-LINEAR EQUATIONS
• Non-linear Equations (some examples):
2
• 4 x −1=0
3 2
• x −x +10=0
• y=sin ⁡(x )
• y=log ⁡( x )

1
1.1 Algorithm of fixed point iteration method
• choose the initial value x 0 for the iterative method one way to choose x 0 is is to find the
values of x=a and x=b for which f(a)¿ 0 and f(b)¿b by narrowing down the selection of a
and b take x 0 as the average of a and b.
• Express the given equation in the form x=g(x) such that І g' (x)І ¿ 1 at x= x 0 if there more
than one possiblity of g(x) which has the minimum value of g' (x) at x= x 0.
• By applying the successive approximations x n =g( x n−1) ,if f is a continous function we get
a sequence of {x n} which converges to a point which is the approximte solution of the
given equation.

1.2 Some interesting facts about the fixed point iteration method
• The form of x=g(x) can be chosen in many ways . But we choose g(x) for which І g' (x)І ¿
1 at x= x 0
• By the fixed point iteration method we get a sequence of x n which converges to the root
of the given equation.
• Lower the value of g' (x) .fewer the iteration are required to get the approximate solution.
• The rate of convergence is more if the value of g' (x) is smaller.
• The method is useful for finding the real root of the equation which is the form of an
infinite series.

1.3 Roots of Nonlinear Equations


Let say we want to find the solution of f (x) = 0. For example:

a ) xe x−1=0 ,
b ) 2 sin x−x=0

These equations can not be solved directly.


We need numerical methods to compute the approximate solutions.
• First we write f (x) = 0 in the form x = F (x).
• Note that F (x) is not unique. For instance, see the following.

2
Example 1

Example 2
• Find the first approximate root of the equation 2 x3 −2 x −5 up to four decimal places
• Solution
• Given
3
• f ( x )=2 x −2 x−5
• As per the algorithm we find the value of x 0 for which we have to find a and b such that
f(a)¿ 0 and f(b)¿b

• Now f(0)=-5
• F(1)= -5 F(2)= 7
• Now we shall find g(x) such that І g' (x)І ¿ 1 at x= x 0

( )
1
3 2 x +5 3
• 2 x −2 x −5 , x=
2

( )
1
2 x +5
• g(x)= 3
which satisfies І g' (x)І ¿ 1 at x= x 0
2

3
• At x= 1.5 0n the interval [1,2]
• thus a=1 and b=2
a+b 1+ 2
• therefore x= = =1.5
2 2
• Now applying the iterative method x n =g( x n−1) for n=1,2,3,4,5……..

4
CHAPTER TWO

GEOMETRIC MEANING OF FIXED POINT ITERATION METHOD


• Plotting 2 graphs y=x & y=g(x)
• The point where the 2 plots intersect
is called the fixed point, is the solution
• The numerical value of x (solution) is
found by the iterative process
• The initial guess is a value of x which is
near the fixed point as the first guess and substitute in g(x)

5
6
Example 3

f ( x )= x3 −3 x−1=0
i ) x 3 −3 x−1=0
⇒ 3 x=x 3 −1
x 3 −1
⇒ x=
3
7
ii ) x3 −3 x−1=0
⇒ x 3 −3 x=1
⇒ x( x 2 −3)=1
1
⇒ x= 2
x −3
3
iii) x −3 x−1=0
⇒ x 3 =3 x+1
3 x+1
⇒ x= 2
x
and many more .

We shall use these forms (x = F (x)) in our next example, denoted by

x3 −1
i ) x= =F1 ( x)
3
1
ii ) x= 2 =F 2( x )
x −3
3x+1
iii ) x= 2 =F3 ( x)
x

• We can say that the solution of x = F (x) is the intersection of two graphs y = x and y = F
(x).
• For example, see the following figure:

8
yx
y  F ( x)

Solution steps
1. Start the computation with initial value x0.
2. From y = F (x), we have y0 = F (x0).
3. Then, from graph y = x, we may assume x1 = y0. From here, we have y1 = F(x1) and x2 =
y1.
4. Similarly, we will obtain x3, x4, … and so on.

We hope that the neighborhood denoted by the dashed line converges to the intersection point of
the two graphs y = x and y = F(x).

Conclusion
Fixed point iteration is of the form

x 1 =F (x 0 ),
x 2 =F (x 1 ),
x 3 =F ( x2 ), 9

x i+1 =F ( xi )
CHAPTER THREE

APPLICATION OF FIXED POINT ITERATION METHOD

3.1 Approximation by Fixed Point Iteration


In Example 3, we have obtained various forms of x = F(x). Now referring to xi+1 = F(xi), we put
subscripts as follows.

x 3−1
x 3−1
i) x= ⇒ xi+1 = i (1)
3 3
Let x 0=−1. 5 be the initial value.
From (1 ) we can compute:
x1 =−1 . 458333
x 2=−1 . 367163
x3 =−1 . 185138

The distance between xi+1 and xi increases,


i.e. |xi+1 – xi| > |xi – xi-1|.
This iteration fails (since it diverges).

1 1
ii ) x= ⇒ x i+1= (2)
x 2 −3 x 2 −3
i
Put x 0=−0 .3 . From (2) we can compute :
x1 =−0 . 343643
x 2=−0. 346992
x 3=−0. 347271
x 4 =−0 . 347294
x5 =−0. 347296
x 6=−0 .347296

10
The distance between xi+1 and xi decreases,
i.e. |xi+1 – xi | < | xi – xi-1 |.
This iteration converges (succeeds).

3 x +1 3 x i +1
ii ) x= ⇒ x i+1 = (3 )
x2 x2
i
Take x 0 =1. 9 .
From (3 ) we can compute :
x1 = 1 .855956
x 2=1 . 906730
x 3=1 . 848431
x 4 =1. 915679

We have |xi+1 – xi | > | xi – xi-1 |. This shows that this iteration diverges (Iteration fails)
.
• An iteration converges if it satisfies

• From the convergent iteration, we conclude that one of the solutions of

x 3 −3 x −1=0 is x≈−0. 347296 .

CHECK

(−0.347296)3 −3(−0.347296)−1
¿−0.000001
¿0
• How to make sure that initial value x0 can give a convergent iteration?
Answer:
We differentiate F(x) to get F ′(x).
The iteration converges if

a ) |F' ( x 0 )|<1 or −1<F ' ( x 0 )<1, and


b ) x 0 is close to the solution of f ( x )=0.
11
Example 4
For x 3 −3 x−1=0 ,
we have determined in Example 2 that:
x 3 −1
i) F 1 ( x)= ⇒ F 1 '( x )=x 2
3
For x0 =−1 . 5 , we have F 1 ' (x 0 )=2. 25>1 .
Condition −1<F ' ( x 0 )<1 is not satisfied
and the iteration with this initial value is divergent .

1 2x
ii ) F 2 ( x )= 2
⇒ F 2 ' (x )=− 2
x −3 (x −3 )2
For x0 =−0. 3 , we have F 2 '( x 0 )≈−0. 07 that
satisfies condition −1<F ' ( x 0 )<1.
Therefore, the iteration with this initial value
can be examined, since it could possibly converge .

3 x +1 3 x +2
iii ) F 3 ( x )=2
⇒ F 3 '( x )=− 3
x x
At x 0 =1 . 9 , we have F 3 ' ( x 0 )≈−1 .1<−1 .
Condition −1<F ' ( x 0 )<1 is not satisfied .
Thus, the iteration with this initial value diverges .

Conclusion

We must choose the initial value x 0


that satisfies the condition −1<F '( x 0 )<1
such that the iteration could possibly converge .

12
• Algebraically transform to the form
x=…
3 2
f ( x )=x + x −3 x−3
3 2
x=x + x −2 x −3
3 2
x + x −3
x=
3

 Every rootfinding problem can be transformed into any number of fixed point problems

13
CHAPTER FOUR

CONCLUSION
• Fixed Point Iteration Method is used for finding ROOTS of Non-Linear Equations.
• fzero command can be used to find solution of Non-linear equations directly (Initial
Guess value should be chosen carefully).
• Graphs can be used to visualize the solution of the equation.
• Loops (both For & While) are tools which can be implemented in program code to find
solution of equations, with following steps:
• Initial Guess value
• Algorithm for finding solution
• Criteria for stopping computations
• Generally,Fixed point theory is a fascinating subject,with an enormous number of
applications in various fields of mathematics. Maybe due to this transversal character, I
have always experienced some difficulties to find a book (unless expressly devoted to
fixed points) treating the argument in a unitary fashion. In most cases, I noticed that fixed
points pop up when they are needed.

14
REFERENCE

[1] H. Brezis, Analyse fonctionnelle - Th´eorie et applications, Masson, Paris (1983)

[2] K. Deimling, Nonlinear functional analysis, Springer-Verlag, Berlin (1980)

[3] N. Dunford, J.T. Schwartz, Linear operators, Interscience Publishers, New York (pt.I 1958,
pt.II 1963)

[4] R.E. Edwards, Functional analysis, Holt, Rinehart and Winston, Inc., New York (1965)

[5] L.C. Evans, Partial differential equations, Amer. Math. Soc., Providence (1998)

[6] V.I. Istr˘at¸escu, Fixed point theory, D. Reidel Publishing Co., Dordrecht (1981)

[7] J.L. Kelley, General Topology, Van Nostrand Co., Princeton (1955)

[8] W.S. Massey, A basic course in algebraic topology, Springer-Verlag, New York (1991)

[9] A. Pazy, Semigroups of linear operators and applications to partial di fferential equations,
Springer-Verlag, New York (1983)

[10] F. Riesz, B. Sz-Nagy, Functional analysis, Frederick Ungar Publishing Co., New York
(1955)

[11] H.L. Royden, Real analysis, 3rded., Macmillan Publishing Company, New York (1988)

[12] W. Rudin, Principles of mathematical analysis, 3rd ed., McGraw-Hill Book Company, New
York (1976)

[13] W. Rudin, Real and complex analysis, 3rded., McGraw-Hill Book Company, New York
(1986)

[14] W. Rudin, Functional analysis, McGraw-Hill Book Company, New York (1973)

15

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