Course 5 4. THE SUCCESIVE APPROXIMATIONS METHOD ON R Definition 1: As given g : [ a, b ] R . A point p [ a, b ] is called fixed point for function g if g ( p ) = p .

. Definition 2: g function is called contraction on the interval [ a, b ] if ( ) ( 0,1) thus g ( x ) g ( y ) x y , ( ) x, y [ a, b ] .

Observations: 1) If g is a - contraction and it has a fixed point, then the fixed point is unique. ' 2) If g : [ a, b ] R is derivative and ( ) ( 0,1) thus g ( x) , ( ) x [ a, b ] , then g is a - contraction. 3) If g : [ a, b ] [ a, b ] is continuous, then g has a fixed point. Demonstrations: 1) We suppose that function g admits two fixed points. As given p1 , p2 the two fixed points, that means g ( p1 ) = p1 , g ( p2 ) = p2 . Using the definition 2, g being - contraction, we got g ( p1 ) g ( p2 ) = p1 p2 p1 p2 , and results p1 p2 (1 ) 0 . As 1 > 0 we have p1 p2 0 and consequently we have p1 = p2 , which means that function g admits a unique fixed point. 2) Function g being derivative on the interval [ a, b ] is continuous on that interval. In thsese hypothesis, Lagrange theorem says that given the interval got

[ x, y ] [ a, b ] . We apply Lagrange theorem on the interval [ x, y ] and we g ( y ) g ( x) = g ' (c) ( y x ) . Applying the module and using the relation from the

( ) c ( a , b )

' ( b a ) . As thus g (b) g (a ) = g (c )

' hypothesis it results: g ( x ) g ( y ) = g (c) x y x y , which means that function g is - contraction. 3) As given h : [ a, b ] R , h( x) = g ( x) x , function h being continuous. With function h thus defined and function g with its properties from the hypothesis we get to h(a ) = g (a ) a 0 and h(b) = g (b) b 0 , meaning h(a ) h(b) 0 . As function h is continous it results that exists p [ a, b ] thus h( p ) = 0 , meaning g ( p ) = p , which means that function g admits a fixed point.

the row ( xn ) nN given by xn +1 = g ( xn ) , ( ) n N , converges to the unique fixed point p of g.

n * More, we have the evaluation xn p (b a ) , ( ) n N .

Theorem: The succesive approximations method As given g : [ a, b ] [ a, b ] as an - contraction with ( 0,1) . Then ( ) x0 [ a, b ] ,

Observations: 1) This method can be used for the refinement of the initial approximatons of the roots, given by the secant or bisector method. 2) The initial equation f ( x) = 0 is written under the form x = g ( x) , where g is contraction on [a,b]. This happens if function g :[a, b] R , derivative has the property to () thus g '( x ) < 1, () x [a, b] . As given x 0 an initial approximation for the root of the equation x = g ( x) . The row of the succesive approximations is built succesively xn +1 = g ( xn ), n N , which, according to Banachs the fixed point Theorem, converges to the unique root in [a,b]. 3) From the geometrical point of view, a real root of the equation x = g ( x) is the abscissa of the intersection point of the curve y = g ( x ) with the first bisector y = x . 4) More is smaller, more rapidly the convergent towards will be. 5) The iterative process continues until xn +1 xn or f ( xn ) . If xn 0 , replacing the xn +1 . xn 6) The theorem result is valid too for functions as: g : M M , g - contraction on M R n * , M closed set. In this case the evaluation xn x0 x1 , ( ) n N has place. 1 absolute error it can be used the relative error: 1 Example: To be calculated with an 10 4 error the roots of the equation x 3 + 12 x 1 = 0 . Solution: Using Rolles row, we get that the equation has an unique real root [0,1] . The equation is written under the form: 1 x + 12 2x 2 = sup g '( x) = sup 2 = . 2 169 x[0,1] x[0,1] ( x + 12) 1 144 0, 08328 As given x0 = 0; x1 = g ( x0 ) = ; x2 = g ( x1 ) = 12 1729 From the demonstration of Banachs Theorem, we have : d ( x0 , x1 ) n d ( xn , ) < 1 n 1 169 n 167 12 2 4 < 10 n=2 < 12 167 10 4 169 169 So x 2 with a precision of 10 4 . x = g ( x) , unde g ( x) =
2

Exercises: Using the contraction principle, the equations x 3 + 4 x 1 = 0; 10 x 1 = sin x ;

x= 1 (1 e x ) ; x 5 + x 3 16 = 0 have to be solved with an approximation of 10 3 . 3

5. NEWTONS METHOD ON R. THE METHOD OF TANGENT

unique solution [ a, b ] .

2 As given f : [ a, b ] R , type C ([ a, b ] ) . We suppose that the equation f ( x ) = 0 has an

From the geometrical interpretation of the method ( xn is the intersection of the tangent at the grid of f function in the point A( xn 1 , f ( xn1 )) with the axis ox ) the recurrent formula f (x ) xn = xn 1 ' n 1 , ( ) n N * is deduced. f ( xn 1 ) Theorem. Newtons method: i) In the anterior conditions, if more f ' ( ) 0 , then ( ) > 0 thus for f (x ) ( ) x0 [ , + ] , the row ( xn ) nN * given by xn = xn1 f ' ( xn 1 ) , converges to n 1 . '' ' If m , M are given by m1 = inf f ( x ) > 0 , M 2 = sup f ( x ) , then we have the
1 2 x[ a ,b ] x[ a ,b ]

ii)

evaluations xn

M2 ( xn xn 1 ) 2 , ( ) n N * , 2 m1 M2 xn ( xn 1 ) 2 , ( ) n N * . 2 m1

Observation: a disadvantage of this method is the choice of the initial approximative x0 which has to satisfy the condition x0 [ , + ] , the values , not being known before. This flaw is eliminated by the result: Theorem. The method of the tangent: As given f : [ a, b ] R , twice derivative thus f (a ) f (b) < 0 , f ' ( x) 0 and f '' ( x) 0 , f (x ) ( ) x [ a, b ] . Then the row given by the x0 [ a, b ] , xn = xn1 f ' ( xn 1 ) , ( ) n N * , thus n 1 f ( x0 ) f '' ( x0 ) > 0 , converges strictly monotonous at , the unique solution of the equation f ( x) = 0 .