Homework Problems in Mathematics and Numerical Analysis, Assignments of Mathematical Methods for Numerical Analysis and Optimization

Four problems in mathematics and numerical analysis. The first problem is about steffensen's method for solving equations and its quadratic convergence. The second problem deals with determining nodal temperatures of a cylindrical object using lu decomposition. The third problem involves proving properties of upper and lower triangular matrices. The fourth problem is about writing a program to produce doolittle factorization of a tri-diagonal matrix.

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Pre 2010

Uploaded on 02/10/2009

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Homework 2
Problem 1
Consider the iteration formula (Steffensenโ€™s method)
xn+1 =xnโˆ’f(xn)2
f(xn+f(xn)) โˆ’f(xn)
for solving f(x) = 0. Show (analytically) that the method is quadratically convergent, under
some suitable assumptions.
Problem 2
A cylindrical object, with a uniform circular section has a temperature on one side T=
140Cand ambient temperature Ta= 40C. It has thermal conductivity of k= 70watts/cmK
and a heat-transfer coefficient of h= 5watts/cm2K. When the convection loss from the end
Ais also considered, the nodal temperatures T1,T2and T3are governed by the equation
T1= 140
72.6668T2โˆ’23.8333T3= 4336
โˆ’23.8333T2+ 41.3334T3= 700.
(1)
Determine the values of the nodal temperatures using LU decomposition.
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€๎˜๎˜€
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚๎˜๎˜‚
l=5cm
140C
T1 T2 T3 2 cm
Ta=40C
Figure 1: Problem 2
Problem 3
1. Prove that if Uis upper triangular and invertible, then Uโˆ’1is upper diagonal.
2. Prove that if Lis lower triangular and invertible, then Lโˆ’1is lower diagonal.
3. Prove that the product of two upper diagonal matrices is upper diagonal.
Problem 4
Write a program to produce the Doolittle factorization of the following matrix.
The matrix A(nร—n) is a tri-diagonal matrix with 2 on the main diagonal and โˆ’1 on
sub- and super- diagonal (in matlab
A= 2 โˆ—diag(ones(n, 1)) + (โˆ’1) โˆ—diag(ones(nโˆ’1,1),1) + (โˆ’1) โˆ—diag(ones(nโˆ’1,1),โˆ’1)).
1

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Homework 2

Problem 1

Consider the iteration formula (Steffensenโ€™s method)

xn+1 = xn โˆ’

f (xn)^2 f (xn + f (xn)) โˆ’ f (xn)

for solving f (x) = 0. Show (analytically) that the method is quadratically convergent, under some suitable assumptions.

Problem 2

A cylindrical object, with a uniform circular section has a temperature on one side T = 140 C and ambient temperature Ta = 40C. It has thermal conductivity of k = 70watts/cmK and a heat-transfer coefficient of h = 5watts/cm^2 K. When the convection loss from the end A is also considered, the nodal temperatures T 1 , T 2 and T 3 are governed by the equation

T 1 = 140

  1. 6668 T 2 โˆ’ 23. 8333 T 3 = 4336 โˆ’ 23. 8333 T 2 + 41. 3334 T 3 = 700.

Determine the values of the nodal temperatures using LU decomposition.





















l=5cm

140C

T1 T2 T3 2 cm

Ta=40C

Figure 1: Problem 2

Problem 3

  1. Prove that if U is upper triangular and invertible, then U โˆ’^1 is upper diagonal.
  2. Prove that if L is lower triangular and invertible, then Lโˆ’^1 is lower diagonal.
  3. Prove that the product of two upper diagonal matrices is upper diagonal.

Problem 4

Write a program to produce the Doolittle factorization of the following matrix. The matrix A (n ร— n) is a tri-diagonal matrix with 2 on the main diagonal and โˆ’1 on sub- and super- diagonal (in matlab A = 2 โˆ— diag(ones(n, 1)) + (โˆ’1) โˆ— diag(ones(n โˆ’ 1 , 1), 1) + (โˆ’1) โˆ— diag(ones(n โˆ’ 1 , 1), โˆ’1)).