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MT 312 Tutorial 3

This document contains 8 problems related to numerical analysis techniques for solving nonlinear systems of equations. Problem 1 involves using fixed point iteration and Newton's method to solve two systems. Problems 2-4 involve using Newton's method and Broyden's method to compute approximations of solutions. Problems 5-7 involve using the steepest descent method to approximate solutions within a specified tolerance. Problem 8 involves using steepest descent followed by Broyden's method to iteratively compute approximations of a 3D system.

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0% found this document useful (0 votes)
53 views2 pages

MT 312 Tutorial 3

This document contains 8 problems related to numerical analysis techniques for solving nonlinear systems of equations. Problem 1 involves using fixed point iteration and Newton's method to solve two systems. Problems 2-4 involve using Newton's method and Broyden's method to compute approximations of solutions. Problems 5-7 involve using the steepest descent method to approximate solutions within a specified tolerance. Problem 8 involves using steepest descent followed by Broyden's method to iteratively compute approximations of a 3D system.

Uploaded by

Amesh Chamikara
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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UNIVERSITY OF PERADENIYA

FACULTY OF SCIENCE
MT 312 - Numerical Analysis II
SEMESTER II - 2020/2021
Tutorial - 3

1. Use Theorem 2.2 to show that G : D ⊂ R3 → R3 has a unique fixed point in D. Apply functional
iteration to approximate the solution to within 10−5 , using the l∞ norm.
1
(a) G{(x1 , x2 , x3 )} = (1 − cos (x1 x2 x3 ), 1 − (1 − x1 ) 4 − 0.05x23 + 0.15x3 , x21 + 0.1x22 − 0.01x2 + 1)t ;

D = {(x1 , x2 , x3 )}t | − 0.1 ≤ x1 ≤ 0.1, −0.1 ≤ x2 ≤ 0.3, 0.5 ≤ x3 ≤ 1.1};

With x(0) = (0, 0, 0.5)t

13 − x22 + 4x3 11 + x3 − x21 22 + x32


 
(b) G{(x1 , x2 , x3 )} = , ,
15 10 25
D = {(x1 , x2 , x3 )}t | 0 ≤ xi ≤ 1.5, i = 1, 2, 3};
With x(0) = (1, 1, 1)t .

2. Use newton’s method with x(0) = 0 to compute x(2) for each of the following non-linear systems.

(a) (b)
1
4x21 − 20x1 + x22 + 8 = 0
4 5x21 − x22 = 0
1
x1 x22 + 2x1 − 5x2 + 8 = 0 x2 − 0.25(sin x1 + cos x2 ) = 0
2

3. Use Newton’s method to iterate the following non-linear systems untill ∥ x(k) −x(k−1) ∥∞ < 10−6 .

(a) (b)

3x21 + x22 = 4 x31 + x21 x2 − x1 x3 + 6 = 0


3x1 x22 − x31 − 1 = 0 ex1 + ex2 − x3 = 0
use x(0) = (1, 1)t x22 − 2x1 x3 = 4
10x1 + 5x2 = 6
use x(0) = (−1, −2, 1)t

1
4. Use Broyden’s method with x(0) = 0 to compute x(2) for each of the following nonlinear systems.

(a) (b)
1
4x21 − 20x1 + x22 + 8 = 0 sin (4πx1 x2 ) − 2x2 − x1 = 0
4  
1 4π − 1
x1 x22 + 2x1 − 5x2 + 8 = 0 (e2x1 − e) + 4ex22 − 2ex1 = 0
2 4π

5. Use Broyden’s method to compute x(2) for each of the following nonlinear system.
ln (x21 + x22 ) − sin (x1 x2 ) = ln 2 + ln π
ex1 −x2 + cos (x1 x2 ) = 0

use x(0) = (2, 2)t

6. Use the Steepest Descent method with x(0) = (0, 0, 0)t to find a reasonable starting approxima-
tion to the solution of the nonlinear system.

1
3x1 − cos (x1 x2 ) −
=0
2
x21 − 81(x2 + 0.1)2 + sin x3 + 1.06 = 0
10π − 3
e−x1 x2 + 20x3 + =0
3
7. Use the method of Steepest Descent with TOL = 0.05 to approximate the solutions of the
following nonlinear systems.

(a) (b)
3x21 − x22 = 0 15x1 + x22 − 4x3 = 13
3x1 x22 − x31 − 1 = 0 x21 + 10x2 − x3 = 11
x22 − 25x3 = −22

8. Consider the following non-linear system.

x21 + x2 − 37 = 0
x1 − x22 − 5 = 0
x1 + x2 + x3 − 3 = 0
(a) Use Steepest Descent technique to the above non-linear system with x(0) = 0 to show
x(1) = (0.771587, 3.857933, 0.289343).

(b) Taking the above solution x(1) as a reasonable approximation, apply the Broyden’s method
to compute x(3) for the above non-linear system.

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