Fixed Point Iteration Convergence

In summary, the conversation discusses a fixed point iteration system and finding a region in the x,y-plane where it will converge to a unique solution. The properties required for this region are finding bounds on x_(n+1) in terms of x_n and y_n. A possible solution is to assume xn<yn and find that y_n+1 is bounded above by \frac{3-2\sqrt{2}}{3\sqrt{2}}. Further exploration and understanding is needed for a complete solution.
  • #1
Scootertaj
97
0

Homework Statement


Consider the system
x = [itex]\frac{1}{\sqrt{2}}[/itex] * [itex]\sqrt{1+(x+y)^2}[/itex] - 2/3
y = x = [itex]\frac{1}{\sqrt{2}}[/itex] * [itex]\sqrt{1+(x-y)^2}[/itex] - 2/3

Find a region D in the x,y-plane for which a fixed point iteration

xn+1 = [itex]\frac{1}{\sqrt{2}}[/itex] * [itex]\sqrt{1+(x_n + y_n)^2}[/itex] - 2/3

yn+1 = [itex]\frac{1}{\sqrt{2}}[/itex] * [itex]\sqrt{1+(x_n - y_n)^2}[/itex] - 2/3

is guaranteed to converge to a unique solution for any (x0,y0)[itex]\in[/itex]D

a) State clearly what properties this region must have
b) find a region with these properties and show it has these properties

Homework Equations



Seen above



The Attempt at a Solution


Not really sure where to start.
I don't know, in general, what properties are required.
 
Physics news on Phys.org
  • #2
Try to find bounds on x_(n+1) in terms of x_n ,y_n ( for instance, when it's less than x_n).
 
  • #3
Eynstone said:
Try to find bounds on x_(n+1) in terms of x_n ,y_n ( for instance, when it's less than x_n).
I'm confused as to where that leads :(.

Also, I realized there is a typo. There shouldn't be an "x =" in the second line.
 
  • #4
Eynstone said:
Try to find bounds on x_(n+1) in terms of x_n ,y_n ( for instance, when it's less than x_n).
Here is what I tried:

Assume xn<yn.

Then,

yn+1 = [itex]\frac{1}{\sqrt{2}}[/itex]*[itex]\sqrt{1+(x_n-y_n)^2}[/itex]
= [itex]\frac{1}{\sqrt{2}}[/itex] * 1 - 2/3
= [itex]\frac{3-2\sqrt{2}}{3\sqrt{2}}[/itex]

So, y_n+1 bounded above by [itex]\frac{3-2\sqrt{2}}{3\sqrt{2}}[/itex] ?
 
Last edited:
  • #5
amath.colorado.edu/courses/5600/2005fall/Tests/.../final-96ans.pdf

This problem seems similar (#7) but I don't quite understand it.
 

1. What is fixed point iteration convergence?

Fixed point iteration convergence is a method used to find the root of a function by repeatedly applying a specific formula or algorithm. It is based on the concept that if a function is continuous and has a fixed point, then repeatedly applying the function on a starting point will eventually converge to the fixed point.

2. How does fixed point iteration convergence work?

Fixed point iteration convergence works by taking an initial guess or starting point and repeatedly applying a function to that point. The resulting value is then used as the new starting point, and the process is repeated until the value converges to a fixed point. The fixed point is the value at which the function output is equal to the input, and it is also the root of the function.

3. What is the formula for fixed point iteration convergence?

The formula for fixed point iteration convergence is xn+1 = g(xn), where xn is the nth iteration and g(x) is the function being applied. This formula is used to update the starting point in each iteration and bring it closer to the fixed point.

4. How do you determine if fixed point iteration will converge?

To determine if fixed point iteration will converge, you can use the convergence criterion known as the Banach fixed-point theorem. This theorem states that if the function is continuous and has a fixed point within a closed interval, and the absolute value of the derivative of the function at the fixed point is less than 1, then the fixed point iteration will converge.

5. Are there any limitations to using fixed point iteration convergence?

Yes, there are limitations to using fixed point iteration convergence. One limitation is that the function must have a fixed point within a given interval. If there is no fixed point, the method will not converge. Additionally, the convergence rate can be slow, and the choice of initial guess can affect the convergence. It is also important to ensure that the function is well-behaved and continuous within the interval for the method to work effectively.

Similar threads

  • Calculus and Beyond Homework Help
Replies
1
Views
902
  • Calculus and Beyond Homework Help
Replies
21
Views
839
  • Calculus and Beyond Homework Help
Replies
1
Views
847
  • Calculus and Beyond Homework Help
Replies
2
Views
833
  • Calculus and Beyond Homework Help
Replies
8
Views
876
  • Calculus and Beyond Homework Help
Replies
3
Views
599
  • Calculus and Beyond Homework Help
Replies
34
Views
2K
  • Calculus and Beyond Homework Help
Replies
4
Views
307
  • Calculus and Beyond Homework Help
Replies
8
Views
801
  • Calculus and Beyond Homework Help
Replies
27
Views
2K
Back
Top