Proving Quadratic Convergence via Taylor Expansion

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SUMMARY

This discussion focuses on proving quadratic convergence of a modified Newton's method using Taylor expansion. The iterative formula is defined as xn+1 = xn - f(xn) / g(xn), where g(xn) is derived from the function's behavior around the root. The analysis involves breaking down the Taylor series expansion of f(xn) and its derivatives, ultimately aiming to demonstrate that the error term En+1 behaves as O(En²). The key conclusion is that through careful manipulation of these terms, one can establish the quadratic convergence of the method.

PREREQUISITES
  • Understanding of Newton's method for root-finding
  • Familiarity with Taylor series expansion
  • Knowledge of error analysis in numerical methods
  • Basic calculus, particularly derivatives and limits
NEXT STEPS
  • Study the derivation of Newton's method and its convergence properties
  • Learn about Taylor series and their applications in numerical analysis
  • Explore error analysis techniques in iterative methods
  • Investigate modifications to Newton's method for improved convergence
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Mathematics students, numerical analysts, and anyone interested in advanced numerical methods for solving equations will benefit from this discussion.

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Homework Statement



The following is a modification of Newton's method:

xn+1 = xn - f(xn) / g(xn) where g(xn) = (f(xn + f(xn)) - f(xn)) / f(xn)

Homework Equations



We are supposed to use the following method:

let En = xn + p where p = root → xn = p + En

Moreover, f(xn) = f(p + En) = f(p) + f'(p)En + O(En2) = f'(p)En + O(En2) since f(p) = 0 at root

The Attempt at a Solution



Change the equation to xn+1 - xn = - f(xn) / g(xn) where g(xn) = (f(xn + f(xn)) - f(xn)) / f(xn)
Then, LHS: En+1 - En
RHS broken up into parts:
f(xn) = f(p + En) = f'(p)En + O(En2)
f(xn + f(xn)) = f(p + En + f(p + En)) = f(p + En + f'(p)En + O(En2)) = f(p) + f'(p)(En + Enf'(p) + O(En2)) + O(En2) = f'(p)(En + Enf'(p) + O(En2)) + O(En2)

So, f(xn + f(xn)) - f(xn) = [ f'(p)(En + Enf'(p) + O(En2)) + O(En2) ] - f'(p)En + O(En2)

= [ f'(p)(Enf'(p) + O(En2)) + O(En2) ] - O(En2)

Also, f(xn)2 = (f'(p)En + O(En2))2

So, En+1 - En = (f'(p)En + O(En2))2 / ( [ f'(p)(Enf'(p) + O(En2)) + O(En2) ] - O(En2) )

So, from this somehow I'm supposed to get En+1 = O(En2)
 
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