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Fixed Point Iteration Requirements

  1. Nov 15, 2007 #1
    Hi

    I wrote a numerical analysis midterm earlier this week and there was one question I couldn't figure out. I was wondering if anyone had some insight.

    What I've been told and what I've read in many many places is that
    f(x) will converge to a fixed point on an interval I if
    1. f(x) is continuous and differentiable on I
    2. |f'(x)|<1 on I

    Now the question I was posed was given [itex] x_{n+1}=\frac{1}{3}(x_n^2+2)[/itex] prove that [itex]x_n\rightarrow 1[/itex] as [itex]n\rightarrow\infty [/itex] if [itex] -2<x_0<2[/itex] (that is prove [itex]x_{n+1}[/itex] is between [itex]x_n[/itex] and 1 when [itex]n \geq 1[/itex])

    What was most natural to me was to find the interval where |f'(x)|<1 which happens to be on [itex](-\frac{3}{2},\frac{3}{2})[/itex]. It easy to see (but not so easy to prove) that the interval (-2,2) will work as well. How would you go about showing that? Do think that it would be possible to generalize this such that the requirement |f'(x)|<1 would not be needed for fixed point iteration?

    Anyway, hope this interest someone else.
     
  2. jcsd
  3. Nov 15, 2007 #2

    Hurkyl

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    Have you looked at a few of the sequences produced from different starting points? The behavior is very easy to describe... it's the sort of behavior whose existence I would expect to be very easy to prove directly (particularly due to the algebraically simple nature of the iteration).
     
  4. Nov 15, 2007 #3
    Yes I have looked at different starting points. I did show that for all starting points on (-2,2) you end up on (1,2). I also noted that the iteration function was strictly decreasing after the first iteration but I wasn't able to show that. I guess if I was more specific I would have said that was my question.
     
  5. Nov 15, 2007 #4

    Hurkyl

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    All of them? Are you sure?

    In other words,
    If y = (x^2 + 2)/3 and x is in (1, 2), then y < x

    But you can do better than that... you know that it's strictly decreasing to 1; in other words, the distance from 1 is decreasing. This suggests it's more natural to seek to prove
    |y-1| < |x-1|.​
     
  6. Nov 15, 2007 #5
    Whoops. no. that should have been [itex](\frac{2}{3},2)[/itex]
    but I guess it doesn't matter much because I had already showed that it converges on [itex](-\frac{3}{2},\frac{3}{2})[/itex]

    So then it remains to be shown that on [itex](\frac{3}{2},2)[/itex] that

    I'm still confused. I do know that it is strictly decreasing but I don't know how to prove it.
    What you're suggesting to me is prove:

    [tex]|x_{n+1}-1|<|\frac{x_n}{3}-\frac{1}{3}|[/tex] for any [tex]x_n\in(\frac{3}{2},2)[/tex]
    I still don't know how to do that though. I there just something really stupid that I'm missing.
     
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