数值分析代写 Basic Numerica Analysis|MATH 21100 University of Chicago Assignment

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One important topic in this course is the solution of linear algebraic equations, which arise frequently in scientific and engineering applications. Direct methods involve computing the solution of a linear system by performing a finite number of arithmetic operations, such as Gaussian elimination or LU decomposition. In contrast, iterative methods aim to compute an approximate solution by starting with an initial guess and improving it until a specified accuracy is achieved, such as the Jacobi method or the Gauss-Seidel method.

Eigenvalue problems are also an important topic in numerical analysis, as they arise in many scientific and engineering applications, such as the analysis of structural vibrations or the computation of principal components in data analysis. Direct methods for computing eigenvalues involve finding the roots of a polynomial, while iterative methods involve computing the Rayleigh quotient or the power method.

Numerical differentiation and quadrature are techniques used to approximate derivatives and integrals of functions, respectively. Approximation by polynomials and piece-wise polynomial functions is another important topic in numerical analysis, as it allows us to represent a complicated function by a simpler one that can be evaluated more efficiently.

Approximate solution of ordinary differential equations is another important application of numerical analysis. This involves approximating the solution of a differential equation by a sequence of values at discrete points in time, using methods such as Euler’s method, the Runge-Kutta method, or the Adams-Bashforth method.

Finally, solution of nonlinear equations involves finding the roots of a nonlinear equation, which is often difficult or impossible to solve analytically. Numerical methods for solving nonlinear equations include the bisection method, the Newton-Raphson method, and the secant method.

数值分析代写 Basic Numerica Analysis|MATH 21100 University of Chicago Assignment

问题 1.

Show that the Newton-Raphson method converges quadratically. That is, suppose that the fixed point is $z$ and that the error of the $n$th iteration is $\left|x_n-z\right|=h$, then $\left|x_{n+1}-z\right| \approx h^2$ for $h$ small enough.

证明 .

The Newton-Raphson method for finding the root $z$ of a function $f(x)$ is given by the iterative formula:

$$x_{n+1} = x_n – \frac{f(x_n)}{f'(x_n)},$$

where $f'(x_n)$ denotes the derivative of $f(x)$ evaluated at $x_n$. Suppose that $z$ is a fixed point of the iteration, i.e., $z=x_{n+1}=f(x_n)$.

Then, using the mean value theorem, we can write:

$$f(x_n) – f(z) = f'(\xi_n)(x_n – z),$$

for some $\xi_n$ between $x_n$ and $z$. Rearranging this expression and substituting $z$ for $x_{n+1}$, we get:

$$x_{n+1} – z = \frac{f(x_n) – f(z)}{f'(x_n)} = \frac{f'(\xi_n)}{f'(x_n)}(x_n – z).$$

Taking absolute values on both sides and using the triangle inequality, we have:

$$\left|x_{n+1} – z\right| \leq \frac{\left|f'(\xi_n)\right|}{\left|f'(x_n)\right|} \left|x_n – z\right|.$$

Since $f'(z)=0$, we have $\left|f'(z)\right|=0$, so $\left|f'(x_n)\right|$ must be bounded away from zero for $n$ large enough, since the iterations approach $z$. Thus, we can assume that $\left|f'(\xi_n)\right|$ is bounded by some constant $M$ for all $n$. Therefore, we have:

$$\left|x_{n+1} – z\right| \leq \frac{M}{\left|f'(x_n)\right|} \left|x_n – z\right|.$$

Now, suppose that $\left|x_n – z\right| = h$, where $h$ is small enough so that the inequality above is valid. Then, we have:

$$\left|x_{n+1} – z\right| \leq \frac{M}{\left|f'(x_n)\right|} h.$$

If we can show that $\left|f'(x_n)\right|$ is bounded away from zero for all $n$ sufficiently large, then we have:

$$\left|x_{n+1} – z\right| \leq K h^2,$$

where $K$ is some constant. This would imply that the Newton-Raphson method converges quadratically.

To show that $\left|f'(x_n)\right|$ is bounded away from zero for all $n$ sufficiently large, we note that $f'(z) = 0$, so $f'(x_n)$ must approach zero as $n$ approaches infinity. However, since $z$ is a fixed point of the iteration, we have $x_n \rightarrow z$ as $n \rightarrow \infty$. Therefore, $f'(x_n)$ must change sign infinitely many times as $n$ increases, and hence it must cross zero infinitely many times. This implies that there exist $n$ sufficiently large such that $\left|f'(x_n)\right|$ is bounded away from zero.

Therefore, the Newton-Raphson method converges quadratically, i.e., $\left|x_{n+1} – z\right| \approx h^2$ for $h$ small enough.

问题 2.

Show that if $0 \leq \mu \leq 1$, then $f_\mu^n(x) \rightarrow 0$ as $n \rightarrow \infty$ for all $0 \leq x \leq 1$.

证明 .

Let $f_\mu(x) = \mu x(1-x)$ for $0 \leq x \leq 1$. Note that $f_\mu(x)$ is a continuous function on the interval $[0,1]$. We want to show that for $0 \leq x \leq 1$ and $0 \leq \mu \leq 1$, the sequence $(f_\mu^n(x))_{n=1}^\infty$ converges to $0$ as $n$ goes to infinity.

We will prove this result by induction on $n$. For the base case, note that $f_\mu(x) \leq x$ for $0 \leq x \leq 1$ and $0 \leq \mu \leq 1$. Therefore, $f_\mu(x)^n \leq x^n$ for all $n\ge 1$, and so $\lim_{n\rightarrow \infty} f_\mu^n(x) \leq \lim_{n\rightarrow \infty} x^n = 0$.

Now assume that $f_\mu^{n-1}(x) \rightarrow 0$ as $n\rightarrow \infty$ for $0 \leq x \leq 1$ and $0 \leq \mu \leq 1$. We want to show that $f_\mu^n(x) \rightarrow 0$ as $n\rightarrow \infty$.

Since $f_\mu(x)$ is continuous on $[0,1]$, it attains a maximum value $M$ on this interval. Note that $M \leq \frac{1}{4}$ for $0 \leq \mu \leq 1$, since $f_\mu\left(\frac{1}{2}\right) = \frac{\mu}{4}$ and $f_\mu(x)$ is symmetric around $x = \frac{1}{2}$. Therefore, we have:

\begin{align*} |f_\mu^n(x)| &= |f_\mu(f_\mu^{n-1}(x))| \ &\leq M|f_\mu^{n-1}(x)| \ &\leq M^2|f_\mu^{n-2}(x)| \ &\leq \cdots \ &\leq M^n|f_\mu(x)| \ &\leq M^n \cdot \frac{1}{4}. \end{align*}

Since $M < 1$, we have $\lim_{n\rightarrow \infty} M^n = 0$. Therefore, $\lim_{n\rightarrow \infty} f_\mu^n(x) = 0$ as well, completing the induction step.

Thus, we have shown that for $0 \leq x \leq 1$ and $0 \leq \mu \leq 1$, the sequence $(f_\mu^n(x))_{n=1}^\infty$ converges to $0$ as $n$ goes to infinity.

问题 3. Suppose that $f:[a, b] \rightarrow \mathbb{R}$ is continuous. Suppose that there is a point $x_0$ such that $x_0$ has period three under $f$. That is, $f^3\left(x_0\right)=x_0$ and $f\left(x_0\right) \neq x_0 \neq f^2\left(x_0\right)$. Show that for any $n$, there is a $z \in[a, b]$ such that $z$ has period $n$ under $f$.

证明 .

We will prove the statement by induction on $n$.

Base Case: $n=1$

If $n=1$, then any point $z$ in $[a,b]$ satisfies $f^1(z)=z$, since $f^1$ is just the identity function.

Inductive Step: Assume the statement holds for $n=k$, and we will show that it holds for $n=k+1$.

Let $z_0$ be a point in $[a,b]$ with period three under $f$. That is, $f^3(z_0)=z_0$ and $f(z_0) \neq z_0 \neq f^2(z_0)$.

We will construct a point $z_1$ with period $k+1$ under $f$ as follows:

Let $z_1=f^{k}(z_0)$. By the induction hypothesis, there exists a point $y$ in $[a,b]$ with period $k$ under $f$. That is, $f^k(y)=y$. Let $z_1=y$.

Then, we have $f^{k+1}(z_1)=f(z_1)$ since $f^{k+1}(z_1)=f(f^{k}(z_0))=f^{k+1}(y)=f(y)=z_1$. Therefore, $z_1$ has period $k+1$ under $f$.

Therefore, by induction, we have shown that for any $n$, there exists a point $z$ in $[a,b]$ with period $n$ under $f$.


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