Solution of the Midterm I Examination

King Saud University: Math. Dept. M-254 Semester I (1st Midterm Exam) 1429-1430 H Max Marks=20 Time Allowed: 90 Mins.
Question 1: (3+4+3) Question 1(a) Let g C [a, b] with a g (x) b for all x [a, b]. If g is continuously dierentiable on [a, b] with max |g (x)| = k < 1. Show that
x[a,b]

g has a unique xed point [a, b]. Solution: If g (a) = a and g (b) = b, then the function g has a xed-point at the endpoints. Suppose that it is not happening, that is, g (a) = a and g (b) = b and dene a function f (x) = g (x) x which is continuous on [a, b]. Then f (b) = g (b) b 0 and f (a) = g (a) a 0.

Therefore, the Intermediate Value Theorem imposing that the function f (x) has a root on the interval [a, b] and thus f () = 0, which implies that = g (). Thus the function g (x) has at least one xed-point in [a, b]. Suppose now that |g (x)| k < 1; for all x [a, b]

holds, and and are two xed-points of the function g in [a, b]. Then we have = g ( ), and = g ( ). In addition, by the Mean Value Theorem, we have that for any two points and in [a, b], there exits a number such that | | = |g () g ( )| = |g ( )|| | k | |,

where (a, b). Thus (1 k )| | 0. Since k < 1, we must have = ; and thus, the function g has a unique xed-point in the interval [a, b]. This proves the desired result. Question 1(b) Which of the following iterations (i) xn+1 = exn xn 1, n 0 (ii) xn+1 = ln(2xn + 1), n 0 is most suitable to approximate the root of the equation ex 2x = 1 in the interval [1, 2] ? Starting with x0 = 1.5, nd the second approximation x2 of the root. Also, compute the error bound for the approximation. Solution. Since f (x) = ex 2x 1, we observe that f (1).f (2) = (0.2817)(2.3891) < 0, then the solution we seek is in the interval [1, 2]. For the rst scheme, we are given g (x) = ex x 1. For this g (x) = ex x 1, we have g (x) = ex 1, which is greater than unity throughout the interval [1, 2]. So by the Fixed-Point Theorem, this iteration will fail to converge. For the second scheme, we are given g (x) = ln(2x + 1). For this g (x) = ln(2x + 1), we have g (x) = 2/(2x + 1) < 1, for all x in the given interval [1, 2]. Also, g is increasing function of x, and g (1) = ln(3) = 1.0986123 and g (2) = ln(5) = 1.6094379 both lie in the interval [1, 2]. Thus g (x) [1, 2], for all x [1, 2], so from Fixed-Point Theorem, this g(x) has a unique xed-point. For nding the second approximation of the root lying in the interval [1, 2], we will use the following suitable scheme xn+1 = ln(2xn + 1), n 0.

Using the given initial approximation x0 = 1.5, we get the rst approximation as x1 = g (x0 ) = ln(2x0 + 1) = ln(2(1.5) + 1) = ln(4) = 1.386294, and similarly, the second approximation is x2 = g (x1 ) = ln(2x1 + 1) = ln(2(1.386294) + 1) = 1.327761. 2

To compute the error bound, we will use the following formula: | xn | kn |x1 x0 |. 1k

Since a = 1, b = 2 are given, and the value of k can be found as follows k1 = |g (1)| = |2/3| = 0.66667 k2 = |g (2)| = |2/5| = 0.40 which give k = max{k1 , k2 } = 0.66667, therefore, the error bound for our approximation will be as follows: | x2 | and it gives or | x3 | (1.33336)(0.113706) = 0.151611. Question 1(c) Successive approximations xn to the desired root are generated by the scheme n0 xn+1 = exn 2, Find f (xn ) and its derivative f (xn ) and then use Newtons method to nd the rst approximation of the root, starting with x0 = 10. Solution: Given x = ex 2 = g (x), and it can be written as g (x) x = ex 2 x = 0 gives f (x) = ex x 2, or f (xn ) = exn xn 2 One can easily nd its derivative as follows: f (x) = ex 1, or f (xn ) = exn 1 k2 |x1 x0 |, 1k

(0.66667)2 | x2 | |1.386294 1.5| 1 0.66667

Since the Newtons iterative formula is xn+1 = xn f (xn ) , f (xn ) n 0.

and it can be written as for the given information xn+1 exn xn 2 = xn , exn 1 3 n 0.

For nding the rst approximation for the root, we put n = 0 in the above formula and get ex0 x0 2 x1 = x0 , ex0 1 Now using the given initial approximation x0 = 10, we get x1 = 10 e10 10 2 = 9.0005 e10 1

Question 2: (3+3+4) Question 2(a) Use Secant method to nd the second approximation of the cubic root of 27, using x0 = 2.5 and x1 = 3.5. Solution: Given x = (27)1/3 , which implies that x3 = 27, f (x) = x3 27 = 0

Since the Secant method is for the approximation of the root is xn+1 = xn1 f (xn ) xn f (xn1 ) f (xn ) f (xn1 )

Using the given initial approximations x0 = 2.5 and x1 = 3.5, we get f (x0 ) = f (2.5) = (2.5)3 27 = 11.375 and f (x1 ) = f (3.5) = (3.5)3 27 = 15.875 Now using secant method for the rst approximation, gives x2 = x0 f (x1 ) x1 f (x0 ) (2.5)(15.875) (3.5)(11.375) = = 2.917 f (x1 ) f (x0 ) 15.875 + 11.375

For nding the second approximation by secant method, we have to use the following form x1 f (x2 ) x2 f (x1 ) x3 = f (x2 ) f (x1 ) and taking x1 = 3.5, x2 = 2.917, and f (3.5) = 15.875, f (2.917) = 2.180, gives (3.5)(2.180) (2.917)(15.875) x3 = = 2.987 2.180 15.875 Question 2(b) If x = is a root of multiplicity 5 of f (x) = 0, then show that the rate of convergence of modied Newtons method is at least quadratic.

Solution: The modied Newtons iterative formula is: xn+1 = xn m f (xn ) , f (xn ) n0

and in the xed-point iteration can be obtained as follows: g (x) = x m f (x) f (x)

Since the equation f (x) = 0 has multiple root of multiplicity 5, so f (x) can be written as f (x) = (x )5 h(x), and its derivative is computed as f (x) = 5(x )4 h(x) + (x )5 h (x). Substituting the values of the f (x) and f (x) in the above function iteration form, we get g (x) = x or g (x) = x Then g (x) = 1 5{([5h(x) + (x )][h(x) + (x )h (x)] [(x )h(x)] [5h (x) + h (x) + (x )h (x)])}/([5h(x) + (x )h (x)]2 ). At x = , and since f () = 0, we have g ( ) = 1 it gives g ( ) = 0 . therefore, the rate of convergence of modied Newtons method is at least quadratic. Question 2(c) Find the rst approximation for the nonlinear system x3 + 3y 2 = 21 x2 + 2y = 2 using Newtons method, starting with initial approximation (x0 , y0 )T = (1, 1)T . [52 h2 ()] , [5h()]2 5(x )5 h(x) , (5(x )4 h(x) + (x )5 h (x)) 5(x )h(x) . (5h(x) + (x )h (x))

Solution: Solving the given nonlinear system using the Newtons method, we do the following: f1 (x, y ) = x3 + 3y 2 21, f1 x = 3x2 , f1 y = 6y f2 (x, y ) = x2 + 2y + 2, f2 x = 2x, f2 y = 2 At the given initial approximation x0 = 1 and y0 = 1, we get f1 (1, 1) = 17.0, f2 (1, 1) = 1.0, f1 = f1 x x f1 = f2 x x = 3.0, = 2.0, f1 = f1 y y f2 = f2 y y = 6.0 = 2.0

The Jacobian matrix J and its inverse J 1 at the given initial approximation can be calculated as f1 x

J =

f2 x

f1 y

f2 y

3.0 6.0 2.0 2.0

and one can nd its inverse as J 1 = 1 18 2.0 6.0 2.0 3.0

Substituting all these values in the Newtons formula to get the rst approximation as follows x1 y1 = 1.0 1.0 2/18 6/18 2/18 3/18 17.0 1.0 = 2.5556 3.0556