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Lecture 9

The document explains the Fixed Point Method for finding roots of equations by manipulating them into the form x = g(x). It includes examples demonstrating how to apply the method, the convergence criteria, and the existence of solutions based on continuity and boundedness of the function g(x). Additionally, it provides exercises and theorems related to the convergence of the fixed point iteration method.

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8 views7 pages

Lecture 9

The document explains the Fixed Point Method for finding roots of equations by manipulating them into the form x = g(x). It includes examples demonstrating how to apply the method, the convergence criteria, and the existence of solutions based on continuity and boundedness of the function g(x). Additionally, it provides exercises and theorems related to the convergence of the fixed point iteration method.

Uploaded by

sahithikrishnasss
Copyright
© © All Rights Reserved
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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Fixed Point Method

Any function in the form of f ( x )  0 can be manipulated as x  g ( x ).

The root of the equation x  g ( x ) is the point of intersection of the curves


x  g(x) and 𝑦 = 𝑔(𝑥), Known as fixed point of y  x

Conversion to fixed point:


Add x to both side Algebraic Manipulation

x2  x  2  0  x  x 2  2 x  2. x2  x 2  0  x  2 x2 .
tan x  0  x  tan x  x .

xn 1  g ( xn ) n  1, 2,...

Geometrical Representation

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Example Locate root of the equation x 2  x  2  0 using fixed point method.

The given equation can be expressed as x  2  x 2 .

Initial guess x0  0

x1  2  0  2
x2  2  4  2 -2 is one of the roots
x3  2  4  2

Initial guess x0  1

x1  2  1  1
1 is another of the roots
x2  2  1  1

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Convergence of Fixed Point Iteration Method:

Let, xn1  g ( xn ) True value, xt  g ( xt )

Therefore, xt  xn1  g ( xt )  g ( xn )
g ( xt )  g ( xn )
According to Mean-value theorem, g ' ( R)  , R ( xn , xt )
xt  xn

This gives, g ( xt )  g ( xn )  g ' ( R)( xt  xn )

 en 1  xt  xn1  g ' ( R )( xt  xn )  en1  g ' ( R ) en


Note:
 Error decreases if g ( R )  1
'

Linear Convergence
 Error grows if g ( R )  1
'

 If g ' ( R) is positive, the convergence is monotonic.


 If g ' ( R) is negative, the convergence will be oscillatory. 3
Solution Existence:
Lemma: Let g(x) be a continuous function on the interval [a; b], and suppose it satisfies the property

a ≤ x ≤ b ⟹ a ≤ g(x) ≤ b

Then the equation x = g(x) has at least one solution α in the interval [a; b].

Proof: The proof of this is fairly intuitive. Look at the function

f (x) = x - g(x); a≤x≤b

Evaluating at the endpoints,

f (a) ≤ 0; f (b) ≥ 0

The function 𝑓(𝑥) is continuous on [a; b], and therefore it contains a zero in the interval.

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Example 1: Consider the equation 𝑥 = 1 + 0.5 sin 𝑥.

Here, 𝑔 𝑥 = 1 + 0.5 sin 𝑥 .

Note that 0.5 ≤ g(x) ≤ 1.5 for any 𝑥 ∈ ℝ, and g(x) is a continuous function.

Applying the existence lemma, we conclude that the equation 𝑥 = 1 + 0.5 sin 𝑥
has a solution in [a; b] with a ≤ 0.5 and b ≥ 1.5.

Exercise 1: Show that the equation 𝑥 = 3 + 2 sin 𝑥 has a solution in [a; b] with a ≤ 1 and b ≥ 5.

Theorem: Assume 𝑔(𝑥) and 𝑔 (𝑥) exist and are continuous on the interval [a; b]; and further, assume

𝑎≤𝑥≤𝑏 ⟹ 𝑎 ≤ 𝑔(𝑥) ≤ 𝑏

𝜆 ≡ max 𝑔 (𝑥) < 1


Then,

S1. The equation 𝑥 = 𝑔(𝑥) has a unique solution 𝛼 in [a; b].


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S2. For any initial guess 𝑥 in [a; b], the iteration

𝑥 =𝑔 𝑥 , 𝑛 = 0, 1, 2, …

will converge to the true value 𝛼.

S3. 𝛼−𝑥 ≤ 𝑥 −𝑥 , 𝑛≥0

S4. lim = 𝑔 (𝛼)


⟶

Thus for 𝑥 close to 𝛼, 𝛼−𝑥 ≈𝑔 𝛼 𝛼−𝑥 .

Proof: Home Task.


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Example 2: Consider 𝐸1: 𝑥 = 1 + 0.5 sin 𝑥

Here, 𝑔 𝑥 = 1 + 0.5 sin 𝑥

We can take [a; b] with any a ≤ 0:5 and b ≥ 1:5.

Note that 𝑔 𝑥 = 0.5 cos 𝑥 , 𝑔 (𝑥) ≤

Therefore, we can apply the theorem and conclude that the fixed point iteration

𝑥 = 1 + 0.5 sin 𝑥 will converge for E1.

Home Task: Check for the solutions of


Example 3: Consider 𝐸2: 𝑥 = 3 + 2 sin 𝑥 Example 2 and Example 3 using Fixed-point
Iteration method.
Here, 𝑔 𝑥 = 3 + 2 sin 𝑥
Note that 𝑔 𝑥 = 2 cos 𝑥 , 𝑎𝑛𝑑 𝑔 𝛼 = 2 cos (3.094) = −1.998

Therefore, the fixed point iteration 𝑥 = 3 + 2 sin 𝑥 will diverge for E2.
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