Calculus and Numerical Methods.
Unit 2. 24 November 2021
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1. We define the function f (x) = log(1 + x).
a) (1.5 p.) Compute the 4-order Maclaurin polynomial of f and use it to approximate log(0.9).
b) (1 p.) Find an upper bound on the error of the approximation of part a).
2. We consider the function f (x) = ex .
a) (0.5 p.) Compute the table of divided differences for the following values of f .
xi 0.5 1 1.5
f (xi ) 1.64872 2.71828 4.48169
b) (1 p.) Approximate e1.2 by linear and quadratic interpolation using the values of the table.
c) (1 p.) Find an upper bound on the error of the quadratic approximation of part b).
3. Let us consider the equation
x4 + x − 10 = 0 .
a) (0.75 p.) Show that it has only a real root, p, in the interval [0, +∞). Find a 1-length
interval [a, a + 1], with a ∈ Z, where p is.
b) (0.75 p.) Using the bisection method, find an approximation of p with an error less than
0.2.
c) (2 p.) Verify that we can use the Newton’s method to approximate p and then find an
estimate of p up to an error of 10−3 .
d) (1.5 p.) Show that p is a fixed point of the function
√
4
g(x) = 10 − x
Then prove that the fixed-point method can be applied to g in order to approximate
p. Find the number of iterations needed to estimate p with an error less than 10−3 and
compute the first three iterations.
Formulas
Taylor’s formula with remainder (order n around a):
f ′ (a) f (2) (a) f (n) (a) f (n+1) (c)
f (x) = f (a) + (x − a) + (x − a)2 + · · · + (x − a)n + · (x − a)n+1
1! 2! n! (n + 1)!
where c is between a and x.
Error using polynomial interpolation for the points x0 < x1 < . . . < xn :
f (n+1) (c)
· (x − x0 )(x − x1 ) · · · (x − xn )
(n + 1)!
where c ∈ (x0 , xn ) and x is a point in (x0 , xn ).
Bisection method: an upper bound for the error
b−a
2n
Newton’s method: the iteration formula
f (pn−1 )
pn = pn−1 − , ∀n ≥ 1 .
f ′ (pn−1 )
Theorem: If f is two times differentiable on [a,b], and
(a) f (a) · f (b) < 0,
(b) f ′ (x) ̸= 0, ∀x ∈ [a, b],
(c) f ′′ (x) ≥ 0, ∀x ∈ [a, b] or f ′′ (x) ≤ 0, ∀x ∈ [a, b],
then (pn ) is convergent to the root if p0 ∈ [a, b] verifies f (p0 ) · f ′′ (p0 ) > 0.
Upper bound for the error :
M
|pn − pn−1 |2
|p − pn | ≤
2m
where m is a positive lower bound of |f ′ | on [a, b] and M an upper bound of |f ′′ | on [a, b].
Fixed-point method: the iteration formula
(
p0 ∈ [a, b]
pn = g(pn−1 ), for n ≥ 1.
Theorem: If
(i) g is continuous on [a, b] and a ≤ g(x) ≤ b, ∀x ∈ [a, b];
(ii) g is differentiable on (a, b) and there exists k < 1 such that |g ′ (x)| ≤ k, ∀x ∈ (a, b),
then pn converges to the unique fixed point of g in [a, b], and an upper bound of the error is
given by
kn
|p − pn | ≤ · |p1 − p0 |
1−k
