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Numerical Methods and Multivariable Calculus

The document contains tutorial exercises on numerical methods, multivariate calculus, and partial differential equations. It includes fixed-point iteration methods for solving equations, polynomial approximations, gradient and Hessian calculations, and various integral computations. Additionally, it discusses convergence of sequences and the application of the fundamental theorem of calculus in specific contexts.

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K. Lokishan
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0% found this document useful (0 votes)
13 views2 pages

Numerical Methods and Multivariable Calculus

The document contains tutorial exercises on numerical methods, multivariate calculus, and partial differential equations. It includes fixed-point iteration methods for solving equations, polynomial approximations, gradient and Hessian calculations, and various integral computations. Additionally, it discusses convergence of sequences and the application of the fundamental theorem of calculus in specific contexts.

Uploaded by

K. Lokishan
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MA1024B-23S2 Tutorial 08 Page 1 of 2

Numerical Methods

1. Consider the equation f (x) = x3 + 7x − 2 = 0.


(a) Use algebraic manipulation to show that each of the following has a fixed point
at p precisely when f (p) = 0.
i. x = g1 (x) = x − x3 − 7x + 2
ii. x = g2 (x) = 17 (2 − x3 )
iii. x = g3 (x) = x − ex (x3 + 7x − 2)
3
iv. x = g4 (x) = x − x 3x +7x−2
2 +7

(b) If possible, apply the fixed-pint iteration method on each of the functions g
defined in part (a) to determine a solution accurate to within 10−2 on [0,1]. Use
the initial approximation as p0 = 0.5.
(c) Which function do you think gives the best approximation?
2. Use the fixed-point iteration method to find an approximation to the fixed-point that
is accurate to within 10−2 for g(x) = π2 +0.5[sin (x)+cos (x)] on [0, 2π]. Estimate the
number of iterations required to achieve the given accuracy. Compare the theoretical
estimate to the number actually needed.
3. Let A be a given positive constant and g(x) = 2x − Ax2 .
(a) Show that if fixed-point iteration converges to a non-zero limit, then the limit is
p = A1 , so the inverse of a number can be found using only multiplications and
subtractions.
1
(b) Find an interval about A for which fixed-point iteration converges, provided p0
is in that interval.
4. (a) Show that the sequence defined by,
1 1
xn = xn−1 + ;n≥1
2 xn−1
√ √
converges to 2 whenever x0 > 2.
√ 2 √ √
(b) Use the fact
√ that 0 < (x 0 − 2) whenever x 0 ̸
= 2 to show that if 0 < x0 < 2,
then x1 > 2.
(c) Use√the results of parts (a) and (b) to show that the sequence xn convergence
to 2 whenever x0 > 0.

Multivariate Calulus & PDE

1. Determine the 1st-degree polynomial approximation L(x, y) and the 2nd-degree


polynomial approximation Q(x, y) for the following functions near the given points:
(a) f (x, y) = xey + y 2 near the point (1, 0)
MA1024B-23S2 Tutorial 08 Page 2 of 2

(b) f (x, y) = ex sin(y) near the point (0, 0)


2. Compute the gradient vector and the Hessian matrix of the function

f (x, y) = sin(xy) + x2 y

at a point a = (0, 1). Then find the second-degree polynomial approximation of f


at a.
3. Calculate the following integrals:
R 2 R y2
(a) 0 0 (x2 + y) dx dy
R π/2 R sin x
(b) 0 (x + y) dy dx
RR 20 y
(c) R x e dydx, where R = [1, 3] × [0, 2].
4. Let f be a function with continuous second partial derivatives on a rectangular
domain R with vertices (x1 , y1 ), (x1 , y2 ), (x2 , y2 ) and (x2 , y1 ), where x1 < x2 and
y1 < y2 . Use the fundamental theorem of calculus to show that
∂ 2f
ZZ
dA = f (x1 , y1 ) − f (x2 , y1 ) + f (x2 , y2 ) − f (x1 , y2 )
R ∂y ∂x

5. Change the order of integration to show that


Z xZ v Z x
f (u) du dv = (x − u)f (u) du ; ∀x > 0
0 0 0

Hence, show that


Z xZ vZ u Z x
1
f (w) dw du dv = (x − w)2 f (w) dw ; ∀x > 0
0 0 0 2 0

6. Show that ∞
arctan(πx) − arctan(x)
Z
π
dx = ln π
0 x 2
by first expressing the integral as an iterated integral.

Common questions

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The sequence xₙ = 1/2 * xₙ₋₁ + 1/xₙ₋₁ converges to √2 when starting value x₀ > √2. If x₀ < √2, the next value x₁ will always be greater than √2. This is shown by the inequality 0 < (x₀ - √2)², and ensures that regardless of whether the initial x₀ is above or below √2, all subsequent terms exceed and converge toward √2 .

Transforming Z ∞ 0 (arctan(πx) - arctan(x))/x dx to an iterated integral involves setting appropriate bounds and intermediary variables to split the problem into simpler sub-integrals. This enables applying advanced techniques like symmetry or substitution, culminating in evaluating complex expressions like π/2 ln(π), highlighting integration's versatility and theoretical integration properties to simplify and resolve difficult calculations .

The 1st-degree polynomial approximation, also known as the linear approximation, is derived using the function's gradient evaluated at the point of interest. The 2nd-degree polynomial, or quadratic approximation, incorporates the Hessian matrix and captures the function's curvature. For example, for f(x, y) = x * e^y + y² near (1, 0), Taylor expansions based on partial derivatives around this point are used. These approximations allow easier analyses of the function's behavior near a known point, simplifying computations and enhancing numerical methods .

The gradient vector provides the direction of steepest ascent of the function, and the Hessian matrix indicates the curvature around a point. For a function like f(x, y) = sin(xy) + x²y at (0, 1), the gradient vector reveals the local slope, while the Hessian assesses concavity. Both are critical in forming Taylor approximations—linear (first-degree via gradient) and quadratic (second-degree via both gradient and Hessian)—simplifying local function analysis and aiding optimization solutions .

For each function g(x), if x is replaced by g(x) such that f(p)=0, it means p solves f(x)=0 and hence is a fixed point. By setting x = g1(x) = x - x³ - 7x + 2, replacing x with its fixed point value p where f(p)=0 implies that g1(p)=p. Similarly, g2(x) = 1/7(2 - x³) and g3(x) = x - e^x(x³ + 7x - 2) must satisfy the same condition g2(p)=p and g3(p)=p respectively when f(p)=0. Also, for g4(x) = x - (x³ + 7x - 2) / (3x² + 7), g4(p)=p if f(p)=0 validating that p is a fixed point .

Changing the order of integration rearranges the bounds and iterated integral structure. For instance, Z x 0 Z v 0 f(u) du dv = Z x 0 (x - u)f(u) du involves altering the limits from inner to outer integrals, switching from dvdu to dudu top-to-bottom realization. This highlights Fubini's Theorem, ensuring integral equality under continuous integrand conditions, underscoring the flexible yet equivalent computational approach for complex domains .

Fixed-point iteration enables finding inverses by manipulating the function to converge to 1/A through iterative relations like g(x) = 2x - Ax². This method only requires multiplications and subtractions, simplifying computations especially for large-scale problems where traditional division can be computationally intensive or less stable. Its iterative nature ensures broader applicability across diverse computational environments, enhancing numerical efficiency and operational simplicity .

Convergence of a fixed-point iteration for g(x) = 2x - Ax² to a point 1/A occurs when the initial point p₀ lies in an interval where |g'(x)| < 1, ensuring contraction mapping. The derivative g'(x) = 2 - 2Ax evaluated about p₀ close to 1/A needs to satisfy this criterion for convergence. Identifying such an interval about 1/A is critical, thereby confirming the convergence as small variations in x mitigate divergence .

The fixed-point iteration approximates the solution by iterating the function g(x) = π/2 + 0.5[sin(x) + cos(x)] until the change between successive iterations is less than 0.01. Starting from an initial guess, the method converges to a fixed point when the difference |p_n - p_(n-1)| is below 10⁻². The number of iterations required can be estimated theoretically based on the derivative of g(x) and compared against actual iterations performed. Successive calculations for p yield convergence when |p_n - p_(n-1)| < 0.01 .

Fixed-point iteration for g(x) = 2x - Ax² converges to 1/A as the method leverages xₙ = g(xₙ₋₁) where xₙ approaches 1/A. At convergence, A*x = 1, hence x = 1/A. By starting with a suitable initial value close enough to 1/A, each iteration moves closer to this limit. Convergence is assured if the initial guess x₀ lies within a certain interval about 1/A where g'(x) < 1, given A > 0 .

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