Math Assignment 5: Solving Equations and Proving Fixed Point Theorems - Prof. Donald J. Es, Assignments of Mathematical Methods for Numerical Analysis and Optimization

The fifth math assignment for math 618, focusing on solving equations and proving fixed point theorems. Topics include showing the equation x³-x-1 = 0 has a root between 1 and 2 using a contraction map g(x) = x, proving a unique fixed point for a contraction map t in a banach space, deriving a convergence condition for solving a linear system of equations using the banach fixed point theorem, and using schauder's fixed point theorem to prove a linear integral operator l with a positive continuous kernel has a solution. Additionally, students are asked to prove theorem 7.2.2, compute the gradient of a function f(x) = (a, x)², and compute the frechet derivative of a functional f(x)(t) on the space c([0, 1])

Typology: Assignments

Pre 2010

Uploaded on 11/08/2009

koofers-user-4tj
koofers-user-4tj 🇺🇸

4

(1)

10 documents

1 / 1

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Math 618, Assignment 5
Due Wednesday, December 12, 5:00 pm
Remember to provide full reasoning for all answers!
1. Show the equation x3x1 = 0 has a root between 1 and 2 by forming a fixed point problem g(x) = x
(there are multiple ways to do this!) where gis a contraction on [0,1].
2. Let Vbe a closed subset of a Banach space Xand let T:VVbe a map. If Tnis a contraction for
some positive integer n, show that Thas a unique fixed point in V.
3. Consider the solution of a linear system of equations Ax =b, where Ais an invertible n×nmatrix,
and xand bare n×1 vectors by writing A=NMwhere Nand Mare n×nmatrices with N
invertible and then solving
Nx =Mx +b.
Define an iteration to solve this equation and derive a condition that guarantees convergence using the
Banach Fixed Point Theorem.
4. Use Schauder’s Fixed Point Theorem to prove that a linear integral operator Lwith a positive contin-
uous kernel satisfies Lu =λu for some positive λ.
5. Prove Theorem 7.2.2.
6. Let Fbe a Frechet differentiable function from a Hilbert space Xto R. The gradient of Fat xis a
vector vXsuch that F0(x)h= (h, v) for all hX. Prove that such a vexists (it depends on x).
Compute the gradient for F(x) = (a, x)2for some aX.
7. Let X=C([0,1]). Select {ti}n
i=1, 0 ti1, and {vi}n
i=1,viX. For xX, define
F(x)(t) =
n
X
i=1
¡x(ti)¢2vi(t),0t1,
Compute the Frechet derivative of F.
8. Recall the definition of c0, the space of sequences converging to 0 with norm kxk= maxnkxnk. Prove
that the norm is Frechet differentiable at xif and only if there is a unique nsuch that |xn|=kx
.
1

Partial preview of the text

Download Math Assignment 5: Solving Equations and Proving Fixed Point Theorems - Prof. Donald J. Es and more Assignments Mathematical Methods for Numerical Analysis and Optimization in PDF only on Docsity!

Math 618, Assignment 5 Due Wednesday, December 12, 5:00 pm Remember to provide full reasoning for all answers!

  1. Show the equation x^3 −x −1 = 0 has a root between 1 and 2 by forming a fixed point problem g(x) = x (there are multiple ways to do this!) where g is a contraction on [0, 1].
  2. Let V be a closed subset of a Banach space X and let T : V → V be a map. If T n^ is a contraction for some positive integer n, show that T has a unique fixed point in V.
  3. Consider the solution of a linear system of equations Ax = b, where A is an invertible n × n matrix, and x and b are n × 1 vectors by writing A = N − M where N and M are n × n matrices with N invertible and then solving N x = M x + b. Define an iteration to solve this equation and derive a condition that guarantees convergence using the Banach Fixed Point Theorem.
  4. Use Schauder’s Fixed Point Theorem to prove that a linear integral operator L with a positive contin- uous kernel satisfies Lu = λu for some positive λ.
  5. Prove Theorem 7.2.2.
  6. Let F be a Frechet differentiable function from a Hilbert space X to R. The gradient of F at x is a vector v ∈ X such that F ′(x)h = (h, v) for all h ∈ X. Prove that such a v exists (it depends on x). Compute the gradient for F (x) = (a, x)^2 for some a ∈ X.
  7. Let X = C([0, 1]). Select {ti}ni=1, 0 ≤ ti ≤ 1, and {vi}ni=1, vi ∈ X. For x ∈ X, define

F (x)(t) =

∑^ n

i=

x(ti)

vi(t), 0 ≤ t ≤ 1 ,

Compute the Frechet derivative of F.

  1. Recall the definition of c 0 , the space of sequences converging to 0 with norm ‖x‖ = maxn ‖xn‖. Prove that the norm is Frechet differentiable at x if and only if there is a unique n such that |xn| = ‖x .