Chapter 3: Problem 5
Show that for any constants \(c\) and \(d,|d|<1\), the equation \(x=c+d \cos (x) \equiv\) \(g(x)\) has a unique solution \(\alpha .\) In addition, show that the iteration \(x_{n+1}=c+\) \(d \cos \left(x_{n}\right)\) will converge to \(\alpha .\) Bound the rate of convergence.
Short Answer
Expert verified
The unique fixed point \(\alpha\) exists and is the solution. The iteration sequence \(x_{n+1} = c + d \cos(x_n)\) converges to \(\alpha\) with an exponential rate bounded by \(d\).
Step by step solution
01
- Define the function
Define the function as given: \[ g(x) = c + d \cos(x) \]
02
- Analyze the function
To verify the existence and uniqueness of the solution, show that the function has a fixed point and apply Banach's Fixed Point Theorem. Since \(|d| < 1\), the function is a contraction mapping.
03
- Check continuity and differentiability
Verify that the function \(g(x)\) is continuous and differentiable. Both the sum operation and the cosine function are continuous and differentiable.
04
- Calculate the derivative
Calculate the derivative of \(g(x)\): \[ g'(x) = -d \sin(x) \] Since \(|d| < 1\), we have \(|g'(x)| \leq d < 1\), which makes \(g(x)\) a contraction.
05
- Apply Fixed Point Theorem
By Banach's Fixed Point Theorem, every contraction mapping on a complete metric space has a unique fixed point. Therefore, \(g(x)\) has a unique fixed point, \(\alpha\).
06
- Convergence of the iteration
To show that the iteration \(x_{n+1} = c + d \cos(x_n)\) converges to \( \alpha \), realize that iterating \(g(x)\) for a value results in a sequence that converges to the fixed point.
07
- Bound the rate of convergence
The rate of convergence can be bounded using the constant \(d\). Since \(|g'(x)| \leq d < 1\), the rate of convergence is exponential with the base \(d\). That is, the sequence \(\{x_n\}\) converges to \(\alpha\) at a rate proportional to \(d^n\).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Banach's Fixed Point Theorem
Banach's Fixed Point Theorem is a powerful tool in mathematical analysis. It states that, in a complete metric space, any contraction mapping will have a unique fixed point. This means when you repeatedly apply a contraction mapping to any starting point, you will eventually get to the same point each time.
A **complete metric space** is a space where every Cauchy sequence has a limit within the space. A **contraction mapping** is a function that brings points closer together; formally, there is a constant **d < 1** such that the distance between function outputs is always less than **d** times the distance between the inputs.
For the given exercise:
A **complete metric space** is a space where every Cauchy sequence has a limit within the space. A **contraction mapping** is a function that brings points closer together; formally, there is a constant **d < 1** such that the distance between function outputs is always less than **d** times the distance between the inputs.
For the given exercise:
- We have the function \( g(x) = c + d \, \text{cos}(x) \).
- Using Banach's theorem, we can show that \(g(x)\) has a unique fixed point.
- This fixed point is the value \( \alpha \) where \( g(x) = x \).
Contraction Mapping
A contraction mapping is heavily used in fixed point theory. It's a function that reduces the distance between any two points in its domain.
**Properties of a Contraction Mapping:**
**Properties of a Contraction Mapping:**
- There exists a constant **d**, with **0 < d < 1**.
- The function \( g(x) \) should satisfy \[|g(x_1) - g(x_2)| \leq d|x_1 - x_2|\] for all \( x_1, x_2 \) in the domain.
- The derivative \( g'(x) = -d \, \text{sin}(x) \) has an absolute value \( |g'(x)| \leq d < 1 \).
- Thus, \( g(x) \) brings points closer together.
Rate of Convergence
The rate of convergence refers to how quickly a sequence approaches its limit. When using fixed point iteration for a contraction mapping, the rate of convergence can be evaluated.
**Key Points:**
This concept is used to bound the rate at which the iterations in the exercise converge towards the unique solution \( \alpha \). The closer \( d \) is to zero, the fewer steps needed for a good approximation.
**Key Points:**
- In our function, the convergence speed is influenced by the constant **d**.
- Since \( |g'(x)| \leq d < 1 \), the sequence \( \{x_n\} \) converges to the fixed point \( \alpha \).
- The rate of convergence is exponential. Formally, this is represented as \[ |x_{n+1} - \alpha| \leq d|x_n - \alpha| = d^n|x_1 - \alpha|. \]
This concept is used to bound the rate at which the iterations in the exercise converge towards the unique solution \( \alpha \). The closer \( d \) is to zero, the fewer steps needed for a good approximation.
Continuity and Differentiability
Continuity and differentiability are fundamental in determining if a function can be analyzed using various mathematical theorems.
**Continuous Function:**
**Differentiable Function:**
**Continuous Function:**
- A function is continuous if small changes in the input result in small changes in the output.
- In our exercise, the function \( g(x) = c + d \, \text{cos}(x) \) is continuous because both sum operations and the cosine function are continuous.
**Differentiable Function:**
- A function is differentiable if it has a derivative at each point in its domain.
- In the given problem, \( g(x) \) is differentiable, and its derivative is \( g'(x) = -d \, \text{sin}(x) \).
- This derivative exists for all \( x \), making \( g(x) \) differentiable.