Rate of convergence $x_{n+1}=2sin(x_n)$
$begingroup$
$f(x)=sin(x)-frac{1}{2}x$ , for $x>0$
We are trying to evaluate the root of function using the following fixed-point iterative method:
$x_{n+1}=2sin(x_n)$
What is the rate of convergence of the method?
Any direction would be appreciated
numerical-methods fixed-point-theorems
$endgroup$
add a comment |
$begingroup$
$f(x)=sin(x)-frac{1}{2}x$ , for $x>0$
We are trying to evaluate the root of function using the following fixed-point iterative method:
$x_{n+1}=2sin(x_n)$
What is the rate of convergence of the method?
Any direction would be appreciated
numerical-methods fixed-point-theorems
$endgroup$
add a comment |
$begingroup$
$f(x)=sin(x)-frac{1}{2}x$ , for $x>0$
We are trying to evaluate the root of function using the following fixed-point iterative method:
$x_{n+1}=2sin(x_n)$
What is the rate of convergence of the method?
Any direction would be appreciated
numerical-methods fixed-point-theorems
$endgroup$
$f(x)=sin(x)-frac{1}{2}x$ , for $x>0$
We are trying to evaluate the root of function using the following fixed-point iterative method:
$x_{n+1}=2sin(x_n)$
What is the rate of convergence of the method?
Any direction would be appreciated
numerical-methods fixed-point-theorems
numerical-methods fixed-point-theorems
edited Jan 8 at 17:37
Um Shmum
asked Jan 8 at 17:04
Um ShmumUm Shmum
1298
1298
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
You should easily see that $x=0$ is an instable fixed point. Then also that $g([0,pi])subset[0,2]subset[0,pi]$ so that there is an attracting fixed point inside that interval.
Now you need to find better bounds for that point so that you can then compute a contraction factor as the maximum of the absolute value of the derivative. For instance, it is easy to see that $g([fracpi3,frac{2pi}3])=[sqrt3,2]subset [fracpi3,frac{2pi}3]$ and $2cos([fracpi3,frac{2pi}3])subset[-1,1]$, which is not sufficient but still closer.
Numerically you get
$$
g([1.85, 1.95])subset[1.85, 1.95]
~~text{ with }~~
g'([1.85, 1.95])subset[-0.75, -0.55]
$$
so that $frac34$ is an upper bound for the convergence rate, $frac12$ a lower bound.
One might get analytical results using
$$
g(tfracpi2+u)=2cos(u)in[2-u^2, 2-u^2+tfrac1{12}u^4]subset [2-u^2, 2-tfrac{47}{48}u^2] ~~text{ for }~~ uin[0,tfrac12].
$$
$endgroup$
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
add a comment |
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1 Answer
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active
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1 Answer
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oldest
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active
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active
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$begingroup$
You should easily see that $x=0$ is an instable fixed point. Then also that $g([0,pi])subset[0,2]subset[0,pi]$ so that there is an attracting fixed point inside that interval.
Now you need to find better bounds for that point so that you can then compute a contraction factor as the maximum of the absolute value of the derivative. For instance, it is easy to see that $g([fracpi3,frac{2pi}3])=[sqrt3,2]subset [fracpi3,frac{2pi}3]$ and $2cos([fracpi3,frac{2pi}3])subset[-1,1]$, which is not sufficient but still closer.
Numerically you get
$$
g([1.85, 1.95])subset[1.85, 1.95]
~~text{ with }~~
g'([1.85, 1.95])subset[-0.75, -0.55]
$$
so that $frac34$ is an upper bound for the convergence rate, $frac12$ a lower bound.
One might get analytical results using
$$
g(tfracpi2+u)=2cos(u)in[2-u^2, 2-u^2+tfrac1{12}u^4]subset [2-u^2, 2-tfrac{47}{48}u^2] ~~text{ for }~~ uin[0,tfrac12].
$$
$endgroup$
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
add a comment |
$begingroup$
You should easily see that $x=0$ is an instable fixed point. Then also that $g([0,pi])subset[0,2]subset[0,pi]$ so that there is an attracting fixed point inside that interval.
Now you need to find better bounds for that point so that you can then compute a contraction factor as the maximum of the absolute value of the derivative. For instance, it is easy to see that $g([fracpi3,frac{2pi}3])=[sqrt3,2]subset [fracpi3,frac{2pi}3]$ and $2cos([fracpi3,frac{2pi}3])subset[-1,1]$, which is not sufficient but still closer.
Numerically you get
$$
g([1.85, 1.95])subset[1.85, 1.95]
~~text{ with }~~
g'([1.85, 1.95])subset[-0.75, -0.55]
$$
so that $frac34$ is an upper bound for the convergence rate, $frac12$ a lower bound.
One might get analytical results using
$$
g(tfracpi2+u)=2cos(u)in[2-u^2, 2-u^2+tfrac1{12}u^4]subset [2-u^2, 2-tfrac{47}{48}u^2] ~~text{ for }~~ uin[0,tfrac12].
$$
$endgroup$
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
add a comment |
$begingroup$
You should easily see that $x=0$ is an instable fixed point. Then also that $g([0,pi])subset[0,2]subset[0,pi]$ so that there is an attracting fixed point inside that interval.
Now you need to find better bounds for that point so that you can then compute a contraction factor as the maximum of the absolute value of the derivative. For instance, it is easy to see that $g([fracpi3,frac{2pi}3])=[sqrt3,2]subset [fracpi3,frac{2pi}3]$ and $2cos([fracpi3,frac{2pi}3])subset[-1,1]$, which is not sufficient but still closer.
Numerically you get
$$
g([1.85, 1.95])subset[1.85, 1.95]
~~text{ with }~~
g'([1.85, 1.95])subset[-0.75, -0.55]
$$
so that $frac34$ is an upper bound for the convergence rate, $frac12$ a lower bound.
One might get analytical results using
$$
g(tfracpi2+u)=2cos(u)in[2-u^2, 2-u^2+tfrac1{12}u^4]subset [2-u^2, 2-tfrac{47}{48}u^2] ~~text{ for }~~ uin[0,tfrac12].
$$
$endgroup$
You should easily see that $x=0$ is an instable fixed point. Then also that $g([0,pi])subset[0,2]subset[0,pi]$ so that there is an attracting fixed point inside that interval.
Now you need to find better bounds for that point so that you can then compute a contraction factor as the maximum of the absolute value of the derivative. For instance, it is easy to see that $g([fracpi3,frac{2pi}3])=[sqrt3,2]subset [fracpi3,frac{2pi}3]$ and $2cos([fracpi3,frac{2pi}3])subset[-1,1]$, which is not sufficient but still closer.
Numerically you get
$$
g([1.85, 1.95])subset[1.85, 1.95]
~~text{ with }~~
g'([1.85, 1.95])subset[-0.75, -0.55]
$$
so that $frac34$ is an upper bound for the convergence rate, $frac12$ a lower bound.
One might get analytical results using
$$
g(tfracpi2+u)=2cos(u)in[2-u^2, 2-u^2+tfrac1{12}u^4]subset [2-u^2, 2-tfrac{47}{48}u^2] ~~text{ for }~~ uin[0,tfrac12].
$$
edited Jan 8 at 23:03
answered Jan 8 at 17:24
LutzLLutzL
57.4k42054
57.4k42054
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
add a comment |
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How do you prove there is an attracting fixed point?
$endgroup$
– lhf
Jan 8 at 17:29
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
How does it help me compute the rate of convergence?
$endgroup$
– Um Shmum
Jan 8 at 17:38
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@lhf : Because the orbits starting anywhere in $(0,pi]$ have to end somewhere, and that "somewhere" can not be the point $0$. But to make that precise one needs the mentioned better bounds or smaller interval with a contraction constant to exclude the more exotic scenarios of limit cycles etc.
$endgroup$
– LutzL
Jan 8 at 17:39
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
$begingroup$
@UmShmum : You can only expect linear order of convergence. The contraction constant is an upper bound for the convergence rate. It is also a good approximation, if the bounding interval is sufficiently small.
$endgroup$
– LutzL
Jan 8 at 17:42
add a comment |
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