NumericalMethods-1.pptVIP

Condition |g’(x)|≤K1 Case 1: 0g’(x)≤K1, Tangent line has an angle t less than 45o with x-axis. 45o t p0 p1 p2 g(p0) g(p1) g(p2) Tan(t)=g’(x) Condition |g’(x)|≤K1 Case 2: -1K ≤g’(x) 0, Tangent line has an angle t less than 45o with negative x-axis direction. 45o t p0 p1 p2 g(p0) g(p1) g(p2) Condition |g’(x)|1 Case 1: g’(x) 1, Tangent line has an angle t greater than 45o with x-axis direction. 45o t p0 p1 p2 g(p0) g(p1) g(p2) Condition |g’(x)|1 Case 2: g’(x) -1, Tangent line has an angle t greater than 45o with negative x-axis direction. 45o t p0 p1 p2 g(p0) g(p1) g(p2) Fixed Point Iteration xk+1=g(xk) for Solving equation x=g(x) p0 p1 p2 y=g(x) y=x p0 p1 p2 y=g(x) y=x |g’(x)|≤K1 for all x ∈[a,b] g(x)∈[a,b] for all x ∈[a,b]. a b y x g(x) g(a) g(b) a=g(a)g(b)=b For the convergence of the fixed-point iteration xk+1=g(xk), two conditions are essential: g’(x) bound analysis g(x) bound analysis Function bound analysis Monotone Non-monotone Only end points need to be evaluated! End points + stationary points for f’(p)=0 Example 1 g(x)=1+x-x2/4, x=g(x), g’(x)=1-x/2 When [a,b]=[-3,-1], |g’(x)|3/21 it is divergent. g’(x) 1 2 -3 -1 1.5 2.5 g(x)=1+x-x2/4, x=g(x), g’(x)=1-x/2 When [a,b]=[1,3], |g’(x)|=|1-x/2|1/21 g(1)=1+1-1/4=1.75, g(2)=2, g(3)=1+3-9/4=4-2.25=1.75, so, g([a,b])=[1.75,2] is included in [1,3]. it is convergent. g’(x) 1 2 3 1 0.5 -0.5 1 2 3 2 1.75 g(x) |g’(x)|0.51, K=0.5 Example 2: x=g(x),g(x)=2-x g’(x)=-2-xln2 When [a,b]=[0,1], g”(x)=2-x(ln2)20 g’(x) Monotone Only endpoints -ln2g’(x)-0.5ln2 -0.693147g’(x)-0.34 |g’(x)|1 Since g’(x)0 g(x) Monotone 1=g(0)g(x)g(1)=0.5 So, g([0,1])=[0.5,1] [0,1] Converge! ln2=0.693147 How to measure the speed of the process? p=1, linear convergence 1p2, superlinear convergence p=2, square convergence p-order convergence How to estimate the convergence order of fixed-point iteration xk+1=g(xk)? How to predict the number of iterations