3 1. Recall the derivation of the Newton iteration formula discussed in the lecture; it was based on a Taylor series expansion of the function f (x) around an estimate of the root x(m) , truncated after the linear term. You are asked to derive a more accurate iteration scheme as follows: Start from the Taylor series expansion of f (x) around x(m) , and truncate it after the quadratic term; derive then a general iteration formula for x(m+1) , and explain how you would use it. Solution: From Taylor series, we have f (xroot ) = f (x0 ) + Dene a= then we have df 0 1 d2 f 0 (xroot x0 )2 (x )(xroot x0 ) + (x ) + O((xroot x0 )3 = 0 2 dx 2 dx 2 1 d2 f 0 df 0 (x ) b = (x ) c = f (x0 ) 2 2 dx dx
2. For the nonlinear functions that follow, provide the Newton iteration formula that you would use to nd the roots of f (x) = 0: (a) f (x) = 2x5 6x3 + 1 (b) f (x) = e2x + x (c) f (x) = sin x x Do not solve the equations! Solution: Newton iteration formula x(m+1) = x(m) (a) f (x) = 2x5 6x3 + 1 f (x) = 10x 18x x
4 2 (m+1)
f x(m) f x(m)
=x
(m)
(b) f (x) = e2x + x f (x) = 2e (c) f (x) = sin x x f (x) = cos x 1 x(m+1) = x(m) sin x(m) x(m) cos x(m) 1
2x
+1x
(m+1)
=x
(m)
(m)
3. For the nonlinear functions that follow, provide the Secant iteration formula that you would use to nd the roots of f (x) = 0: (a) f (x) = x4 + 3x3 + 2x + 1 (b) f (x) = xe2x x + 1 (c) f (x) = cos x2 + x3 Do not solve the equations! Solution: Secant iteration formula x(m+1) = x(m) x(m) x(m1) (x(m) x(m1) )f x(m) (m) (m) f x = x f x(m) f x(m1) f x(m) f x(m1)
4 3
=x
(m)
(x(m) x(m1) )(x(m) + 3x(m) + 2x(m) + 1) 4 3 4 3 (x(m) + 3x(m) + 2x(m) ) (x(m1) + 3x(m1) + 2x(m1) )
=x
(m)
(x(m) x(m1) )(x(m) e2x x(m) + 1) (m) 2x(m) (x e x(m) + 1) (x(m1) e2x(m1) x(m1) + 1)
(m)
(c) f (x) = cos x2 + x3 x(m+1) = x(m) (x(m) x(m1) )(cos x(m) + x(m) ) 2 3 2 3 (cos x(m) + x(m) ) (cos x(m1) + x(m1) )
2 3
Show the form of all the equations needed to perform the multi-variable Newton iteration formula for solving F (x) = 0. Do not solve the equations! Solution: From Taylor series, we have F (xroot ) = F (x0 ) + F (x0 )(xroot x0 ) + O((xroot x0 )2 ) = 0
2
F ( x0 ) + Find F (x0 )
x1 = x0
f1 (x0 ) x1 F (x0 ) =
f2 (x0 ) x1 f3 (x0 )
f2 (x0 ) x3 x3
x1
F (x0 )1 F (x0 )
1 0 0 0 2 02 x x x x0 1 + x2 1.14 1 2 3 0 02 x0 1 x2 x3 0.19
0 0 0 0 0 0 0 x0 2 x3 2 x1 x1 x3 + 2 x2 x1 x2 x0 x0 2x0 = x0 2 1 3 0 ex1 e( x0 1 2)