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) (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 g has a unique
x[a,b]

xed point [a, b]. (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. (c) Successive approximations xn to the desired root are generated by the scheme xn+1 = exn 2, n0

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. Question 2: (3+3+4) (a) Use Secant method to nd the second approximation of the cubic root of 27, using x0 = 2.5 and x1 = 3.5. (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. (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 .

SOLUTIONS Question 1 (a) First show that g has at least one xed point in [a, b], then assume it has two xed points and show that they are equal. (see the proof of the xed point theorem (parts a and b) in your text book). (b) For the rst sequence we have g(x) = ex x 1 But g(1) = e 1 1 = 0.72 [1, 2], hence the convergence is / not guaranteed. For the second sequence we have g(x) = ln(2x + 1) (i) g is continuous on [1, 2], and dierentiable on (1, 2) where 2x g (x) = 2x+1 > 0 for all x (1, 2), hence g is increasing on [1, 2] (ii) Since g is increasing on [1, 2] this implies that, max g(x) =
x[1,2]

g(2) = 1.6094379 and min g(x) = g(1) = 1.0986 both of them

x[1,2]

are [1, 2]. 2x 2 | = < 1, therex[1,2] x[1,2] 2x + 1 3 fore the convergence of the second sequence is guaranteed. Now, x0 = 1.5 therefore x1 = g(x0 ) = g(1.5) = ln4 = 1.3863 and x2 = g(x1 ) = g(1.3863) = 1.3277 (iii) Moreover, max |g (x)| = max | The error bound is given by: (2/3)2 k2 | x2 | 1k |x1 x0 | = 1(2/3) |1.3863 1.5| = 0.15161.

(c) The scheme xn+1 = exn 2 is in the form xn+1 = g(xn ) which is equivalent to g(xn ) xn+1 = exn xn+1 2 = 0. Thus we have, f (x) = ex x2 = 0 and f (x) = ex 1, hence f (xn ) = exn xn 2 = 0 and f (xn ) = exn 1. Now Newtons formula for this equation is xn+1 = xn
f (xn ) f (xn ) .

Since x0 = 10 , therefore, f (x0 ) = f (10) = e10 10 2 = 22014.466, and f (x0 ) = f (10) = e10 1 = 22025.466, therefore: x1 = x0
f (x0 ) f (x0 )

= 10

f (10) f (10)

= 9.0004994.

Question 2 (a) Since x = (27)1/3 we get x3 = 27 or f (x) = x3 27 = 0 The Secant iterative formula is xn+1 =
xn1 f (xn )xn f (xn1 ) f (xn )f (xn1 )

But x0 = 2.5 and x1 = 3.5 thus, f (x0 ) = f (2.5) = (2.5)3 27 = 11.375 and f (x1 ) = f (3.5) = (3.5)3 27 = 15.875.

Hence the secant method for the rst approximation, gives x2 = x2 =

x0 f (x1 )x1 f (x0 ) f (x1 )f (x0 )

or = 2.917.

(2.5)(15.875)(3.5)(11.375) 15.875+11.375

For the second approximation we have x3 =

x1 f (x2 )x2 f (x1 ) f (x2 )f (x1 ) .

But f (x2 ) = f (2.917) = 2.180, therefore x3 =

(3.5)(2.180)(2.917)(15.875) 2.18015.875

= 2.987

(b) Since x = is a root of multiplicity 5 of the equation f (x) = 0, then f (x) can be written as f (x) = (x)5 h(x), where h( = 0), and its derivative is given by f (x) = 5(x )4 h(x) + (x )5 h (x). Now the modied Newtons iterative formula is: xn+1 = xn mf (xn ) n 0, f (xn )
mf (x) f (x) .

which is in the form x = g(x) with g(x) = x

Substituting the values of f (x) and f (x) in the above formula we get g(x) = x
5(x)5 h(x) 5(x)4 h(x)+(x)5 h (x)

or

g(x) = x (x) =

5(x)h(x) 5h(x)+(x)h (x)

= x (x )(x), where

5h(x) 5h(x)+(x)h (x)

Now g (x) = 1 (x) (x ) (x), hence

5h() g () = 1()0, but () = 5h()+0 = 1, hence g () = 0, therefore the rate of convergence of the modied Newtons method is at least quadratic.

(c) The nonlinear system

x3 + 3y 2 = 21 x2 + 2y = 2. is equivalent to

f1 (x, y) = x3 + 3y 2 21 = 0, f2 (x, y) = x2 + 2y 2 = 0. Thus we have

f1 x

= 3x2 , f1 = 6y and y

f2 x

= 2x, f2 = 2. y

Evaluating f1 , f2 , f1 , f1 , f2 , f2 at the initial approximation x y x y T T (x0 , y0 ) = (1, 1) , to get f1 (1, 1) = 17, f2 (1, 1) = 1,
f1 x (1, 1)

= 3,

f1 y (1, 1)

= 6 and

f2 x (1, 1)

= 2,

f2 y (1, 1)

=2

The Jacobian matrix J and its inverse J 1 at the given initial approximation are given by
f1 x f 2 x f1 y f2 y (1,1)

J= and

3 6 2 2

J 1

1 2 6 = 18 2 3

Now the rst approximation by Newtons formula for non linear systems is:

x1 y1

x0 y0

(x0 , y0 )

f1 (x0 , y0 ) f2 (x0 , y0 )

that is

x1 y1

1 1

2/18 6/18 2/18 3/18

17 1

2.5556 3.0556