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x = g(x) Iteration Simplified Revision Notes

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10.1.3 x = g(x) Iteration

Fixed Point Iterative Methods

Solving simultaneous equations where one of the equations is y=xy = x is possible using numerical methods.

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Method:

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  1. Choose a suitable start value for xx, then find the corresponding yy-value on the curve.
  2. Move over to the y=xy = x curve. Reuse this xx-value.
  3. Repeat this process until suitably close to a root (assuming the process converges).
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📑Example:

x0=1x_0 = 1x1=3x_1 = 3x2=4.0986x_2 = 4.0986x3=etc..x_3 = \dots \quad \text{etc.}.

Cobweb Diagram Worked Example

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📑Example The curve y=x3+4x3y = x^3 + 4x - 3 intersects the xx-axis at the point AA where x=αx = \alpha. (a) Show that α\alpha lies between 0.5 and 1.0.

(b) Show that the equation x3+4x3=0x^3 + 4x - 3 = 0 can be rearranged into the form x=3x34x = \frac{3 - x^3}{4}.

(c)

(i) Use the iteration xn+1=3xn34x_{n+1} = \frac{3 - x_n^3}{4} with x1=0.5x_1 = 0.5 to find x3x_3, giving your answer to two decimal places.

(ii) The sketch on Figure 1 shows parts of the graphs of y=3x34y = \frac{3 - x^3}{4} and y=xy = x, and the position of x1x_1.

On Figure 1, draw a cobweb or staircase diagram to show how convergence takes place, indicating the positions of x2x_2 and x3x_3 on the xx-axis.


Solution:

(a)

f(0.5)=(0.5)3+4(0.5)3=78<0f(0.5) = (0.5)^3 + 4(0.5) - 3 = -\frac{7}{8} < 0f(1)=(1)3+4(1)3=2>0f(1) = (1)^3 + 4(1) - 3 = 2 > 0

Change of sign. Since the curve is continuous in the interval (0.5,1)(0.5, 1), then a root lies in this interval.

(b)

x3+4x3=0x^3 + 4x - 3 = 04x=3x3\Rightarrow 4x = 3 - x^3x=3x34\Rightarrow x = \frac{3 - x^3}{4}

Here we have rearranged the equation we wanted to solve into 22 separate equations, one of which is y=xy = x.

  • We are solving simultaneously:
  • LHS: y=xy = x
  • RHS: y=3x34y = \frac{3 - x^3}{4} (c) (i)
xn+1=3xn34wherex1=0.5x_{n+1} = \frac{3 - x_n^3}{4} \quad \text{where} \quad x_1 = 0.5x2=0.719x_2 = 0.719x3=0.657:success[0.66](2dp)x_3 = 0.657 \approx :success[0.66] \, \text{(2dp)}

(c) (ii)


Staircase Diagram Worked Example

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📑Example : (b) The curve y=3xy = 3^x intersects the line y=x+3y = x + 3 at the point where x=αx = \alpha.

(i) Show that α\alpha lies between 0.5 and 1.5.

(This would involve substituting x=0.5x = 0.5 and x=1.5x = 1.5 into the equation and showing the signs of the function change.)

(ii) Show that the equation 3x=x+33^x = x + 3 can be rearranged into the form:

x=ln(x+3)ln3x = \frac{\ln(x + 3)}{\ln 3}

(iii) Use the iteration xn+1=ln(xn+3)ln3x_{n+1} = \frac{\ln(x_n + 3)}{\ln 3} with x1=0.5x_1 = 0.5 to find x3x_3, giving your answer to two significant figures.

(iv) The sketch on Figure 1 shows part of the graphs of y=ln(x+3)ln3y = \frac{\ln(x + 3)}{\ln 3} and y=xy = x, and the position of x1x_1.

On Figure 1, draw a cobweb or staircase diagram to show how convergence takes place, indicating the positions of x2x_2 and x3x_3 on the xx-axis.


Solution

(b) (i)

3x=x+33^x = x + 3

Note: Change of signs only works when one side of the equation is 0.

Rearrange the equation to:

3xx3=03^x - x - 3 = 0

Substituting x=0.5x = 0.5 and x=1.5x = 1.5 into the equation:

f(0.5)=30.50.53=1.77<0f(0.5) = 3^{0.5} - 0.5 - 3 = -1.77 < 0 f(1.5)=31.51.53=0.696>0f(1.5) = 3^{1.5} - 1.5 - 3 = 0.696 > 0

Change of signs: Since the function is continuous in the interval (0.5,1.50.5, 1.5), there is a root in this interval.

(ii)

Taking logarithms:

3x=x+33^x = x + 3 ln(3x)=ln(x+3)\ln(3^x) = \ln(x + 3) xln(3)=ln(x+3)x \ln(3) = \ln(x + 3) x=ln(x+3)ln(3)x = \frac{\ln(x + 3)}{\ln(3)}

y=xy = x solved with y=ln(x+3)ln(3)y = \frac{\ln(x + 3)}{\ln(3)}

(iii) The iterative formula used is:

xn+1=ln(xn+3)ln3x_{n+1} = \frac{\ln(x_n + 3)}{\ln 3}

Starting with an initial guess:

  • x1=0.5x_1 = 0.5
  • x2=1.140x_2 = 1.140
  • x3=1.273:success[1.3]x_3 = 1.273 \approx :success[1.3] (to 22 significant figures) (iv)
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