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9.2

Solve equations approximately using simple iterative methods; be able to draw associated cobweb and staircase diagrams.

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Iterative methods

Worked answers and methods for 9.2 on Edexcel A-level Maths 9MA0.

Explanation

  • A fixed-point iteration rewrites an equation as x=g(x)x=g(x) and generates approximations using xn+1=g(xn)x_{n+1}=g(x_n) from a chosen starting value.
  • Calculate successive values without premature rounding; on a graph of y=g(x)y=g(x) and y=xy=x, move vertically to y=g(x)y=g(x) and horizontally to y=xy=x to display each iteration.
  • Near a fixed point α\alpha, iterations usually converge when g(α)<1|g'(\alpha)|<1: a positive gradient gives a staircase pattern and a negative gradient gives a cobweb pattern.
  • Different rearrangements of the same equation can converge at different rates or diverge; a common error is to assume that obtaining x=g(x)x=g(x) automatically produces a useful recurrence.
A staircase diagram alternates between y=g(x)y=g(x) and y=xy=x to display successive fixed-point iterates.

Worked example

Use xn+1=7xnx_{n+1}=\sqrt{7-x_n} with x0=2x_0=2 to calculate x1x_1, x2x_2 and x3x_3 to 44 decimal places. State the equation satisfied by any limiting value.

  1. 1.Repeated substitution gives x1=5=2.236067x_1=\sqrt5=2.236067\ldots, x2=72.236067=2.182643x_2=\sqrt{7-2.236067\ldots}=2.182643\ldots and x3=72.182643=2.194847x_3=\sqrt{7-2.182643\ldots}=2.194847\ldots.
  2. 2.If the sequence tends to LL, then L=7LL=\sqrt{7-L}, so L2+L7=0L^2+L-7=0.

Answer: x1=2.2361x_1=2.2361, x2=2.1826x_2=2.1826 and x3=2.1948x_3=2.1948.; A limiting value satisfies x2+x7=0x^2+x-7=0.

Common mistakes

  • Don't draw horizontal moves to y=g(x)y=g(x) and vertical moves to y=xy=x, reversing the cobweb construction.
  • Don't calculate iterates and fail to state the fixed-point equation or assess convergence from the iteration graph.

Exam tip

Show each substituted iterate to the requested accuracy, then set the limiting value equal to the iteration function.

Worked practice

Q1
Tier 1 · Easy

1.

The recurrence xn+1=12(xn+6xn)x_{n+1}=\frac{1}{2}\left(x_n+\frac{6}{x_n}\right) is used with x0=2x_0=2. Find x1x_1 and x2x_2.

(2)

(Total for Question 1 is 2 marks)

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  • x1=2.5x_1=2.5 and x2=2.45x_2=2.45
2
Notes
Substitute x0=2x_0=2 to obtain x1=12(2+6/2)=2.5x_1=\frac12(2+6/2)=2.5. Then x2=12(2.5+6/2.5)=12(4.9)=2.45x_2=\frac12(2.5+6/2.5)=\frac12(4.9)=2.45.

(2 marks)

Q2
Tier 2 · Standard

2.

On a pair of axes, draw y=xy=x and y=2+14xy=2+\dfrac14x. Starting at x0=0x_0=0 on the xx-axis, draw the first three steps of the fixed-point construction. State whether the construction is a staircase or a cobweb, and find its limiting value.

(4)

(Total for Question 2 is 4 marks)

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  • The construction moves vertically to y=2+x/4y=2+x/4 and horizontally to y=xy=x, giving x1=2x_1=2, x2=2.5x_2=2.5 and x3=2.625x_3=2.625.
  • It is a convergent staircase.
  • The limiting value is 83\dfrac83.
4
Notes
The graphical steps follow xn+1=2+xn/4x_{n+1}=2+x_n/4: from x0=0x_0=0, they give x1=2x_1=2, x2=5/2x_2=5/2 and x3=21/8x_3=21/8. The gradient g(x)=1/4g'(x)=1/4 is positive, so the path is a staircase; since 0<1/4<10<1/4<1, it converges. At the fixed point L=2+L/4L=2+L/4, so L=8/3L=8/3.

(4 marks)

Q3
Tier 3 · Hard

3.

For xn+1=30.4xnx_{n+1}=3-0.4x_n with x0=1x_0=1, find x1x_1 to x4x_4. Determine the limiting value and state whether the graphical construction is a cobweb or a staircase, giving a reason.

(5)

(Total for Question 3 is 5 marks)

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  • x1=2.6x_1=2.6, x2=1.96x_2=1.96, x3=2.216x_3=2.216 and x4=2.1136x_4=2.1136.
  • The limit is 157\frac{15}{7}, and the construction is a convergent cobweb because g(x)=0.4g'(x)=-0.4.
5
Notes
Apply the recurrence successively: x1=30.4=2.6x_1=3-0.4=2.6, x2=30.4(2.6)=1.96x_2=3-0.4(2.6)=1.96, x3=30.4(1.96)=2.216x_3=3-0.4(1.96)=2.216 and x4=30.4(2.216)=2.1136x_4=3-0.4(2.216)=2.1136. A limit LL obeys L=30.4LL=3-0.4L, hence L=3/1.4=15/7L=3/1.4=15/7. Since the constant gradient is negative, the iterates alternate across the fixed point, producing a cobweb; since 0.4<1|-0.4|<1, it converges.

(5 marks)

Q4
Tier 1 · Easy

4.

The recurrence xn+1=11xnx_{n+1}=\sqrt{11-x_n} is used with x0=3x_0=3. Find x1x_1 and x2x_2, giving each answer to 44 decimal places.

(2)

(Total for Question 4 is 2 marks)

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  • x1=2.8284x_1=2.8284 and x2=2.8586x_2=2.8586
2
Notes
x1=113=8=2.828427x_1=\sqrt{11-3}=\sqrt8=2.828427\ldots. Using this unrounded value, x2=112.828427=2.858596x_2=\sqrt{11-2.828427\ldots}=2.858596\ldots. Therefore x1=2.8284x_1=2.8284 and x2=2.8586x_2=2.8586 to 44 decimal places.

(2 marks)

Q5
Tier 2 · Standard

5.

Starting with x0=0x_0=0, use xn+1=1+6xn+4x_{n+1}=1+\dfrac{6}{x_n+4} to find x1x_1, x2x_2 and x3x_3. Find the positive limiting value and state whether the associated construction is a staircase or a cobweb.

(4)

(Total for Question 5 is 4 marks)

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  • x1=52x_1=\dfrac52, x2=2513x_2=\dfrac{25}{13} and x3=15577x_3=\dfrac{155}{77}.
  • The positive limit is 22, and the construction is a convergent cobweb.
4
Notes
Successive substitution gives x1=1+6/4=2.5x_1=1+6/4=2.5, x2=1+6/6.5=25/13=1.923076x_2=1+6/6.5=25/13=1.923076\ldots and x3=1+6/(25/13+4)=155/77=2.012987x_3=1+6/(25/13+4)=155/77=2.012987\ldots. A limit LL satisfies (L1)(L+4)=6(L-1)(L+4)=6, so L2+3L10=0L^2+3L-10=0 and the positive solution is L=2L=2. Here g(x)=6/(x+4)2g'(x)=-6/(x+4)^2, so g(2)=1/6g'(2)=-1/6: the negative gradient gives a cobweb and its magnitude below 11 gives convergence.

(4 marks)

Q6
Tier 3 · Hard

6.

The positive root α\alpha of x2+x4=0x^2+x-4=0 lies in (1.5,1.6)(1.5,1.6). Two proposed iterations are xn+1=4xn2x_{n+1}=4-x_n^2 and xn+1=4xnx_{n+1}=\sqrt{4-x_n}. Without carrying out a long sequence of iterations, determine which recurrence is locally convergent to α\alpha. State whether its graphical construction is a staircase or a cobweb.

(5)

(Total for Question 6 is 5 marks)

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  • xn+1=4xnx_{n+1}=\sqrt{4-x_n} is locally convergent to α\alpha and gives a cobweb; xn+1=4xn2x_{n+1}=4-x_n^2 is locally divergent.
5
Notes
Both fixed-point equations rearrange to x2+x4=0x^2+x-4=0. For g1(x)=4x2g_1(x)=4-x^2, g1(α)=2α>3>1|g_1'(\alpha)|=2\alpha>3>1, so this recurrence is locally divergent. For g2(x)=4xg_2(x)=\sqrt{4-x}, g2(x)=1/(24x)g_2'(x)=-1/(2\sqrt{4-x}). At the fixed point 4α=α\sqrt{4-\alpha}=\alpha, so g2(α)=1/(2α)<1/3<1|g_2'(\alpha)|=1/(2\alpha)<1/3<1 and the recurrence is locally convergent. Its derivative is negative, so successive graphical steps alternate across the fixed point and form a cobweb.

(5 marks)

Q7
Tier 2 · Standard

7.

The recurrence xn+1=ln(xn+6)x_{n+1}=\ln(x_n+6) is used with x0=1x_0=1 and is known to converge to a fixed point α\alpha. Write down an equation of the form f(x)=0f(x)=0 whose root is α\alpha. Calculate x1x_1, x2x_2 and x3x_3, giving each value to 44 decimal places. The values satisfy x0<x1<x2<x3<αx_0<x_1<x_2<x_3<\alpha. Without using derivatives, explain why the associated fixed-point path is a staircase rather than a cobweb.

(4)

(Total for Question 7 is 4 marks)

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Mark scheme for question 7
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  • exx6=0e^x-x-6=0
  • x1=1.9459x_1=1.9459, x2=2.0727x_2=2.0727 and x3=2.0885x_3=2.0885.
  • The path is a staircase because the iterates remain on the same side of α\alpha and increase towards it instead of alternating across it.
4
Notes
At a fixed point, α=ln(α+6)\alpha=\ln(\alpha+6), hence eα=α+6e^\alpha=\alpha+6 and exx6=0e^x-x-6=0. Using unrounded values gives x1=ln7=1.945910149x_1=\ln7=1.945910149\ldots, x2=ln(6+x1)=2.072657349x_2=\ln(6+x_1)=2.072657349\ldots and x3=ln(6+x2)=2.088482715x_3=\ln(6+x_2)=2.088482715\ldots, so the requested values are 1.94591.9459, 2.07272.0727 and 2.08852.0885. Since the iterates increase towards α\alpha while staying below it, the graphical steps approach the intersection from one side and form a staircase, not a cobweb.

(4 marks)

Q8
Tier 3 · Hard

8.

The recurrence xn+1=3xn+1x_{n+1}=\dfrac{3}{x_n+1} is used with x0=1x_0=1. Use exact arithmetic to find x1x_1, x2x_2, x3x_3 and x4x_4. Find the positive fixed point. Use the pattern in these four iterates to identify the type of fixed-point diagram and state whether convergence is indicated.

(5)

(Total for Question 8 is 5 marks)

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  • x1=32x_1=\dfrac32, x2=65x_2=\dfrac65, x3=1511x_3=\dfrac{15}{11} and x4=3326x_4=\dfrac{33}{26}.
  • The positive fixed point is 1+132\dfrac{-1+\sqrt{13}}2; the construction is a cobweb and the iterates appear to converge.
5
Notes
Exact substitution gives x1=3/2x_1=3/2, x2=3/(5/2)=6/5x_2=3/(5/2)=6/5, x3=3/(11/5)=15/11x_3=3/(11/5)=15/11 and x4=3/(26/11)=33/26x_4=3/(26/11)=33/26. A fixed point LL satisfies L=3/(L+1)L=3/(L+1), so L2+L3=0L^2+L-3=0 and the positive solution is (1+13)/2=1.3027(-1+\sqrt{13})/2=1.3027\ldots. The iterates lie alternately above and below this value, with decreasing deviations over the four steps, so the graphical path is a converging cobweb.

(5 marks)

Q9
Tier 3 · Hard

9.

A fixed-point iteration has the linear form xn+1=a+bxnx_{n+1}=a+bx_n. On its fixed-point diagram, the first vertical step from x0=1x_0=1 reaches (1,1.8)(1,1.8), and the next vertical step reaches (1.8,2.04)(1.8,2.04). Find aa and bb. Calculate x3x_3, find the limiting value, and classify the diagram as a convergent staircase or a convergent cobweb.

(5)

(Total for Question 9 is 5 marks)

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  • a=1.5a=1.5 and b=0.3b=0.3, so xn+1=1.5+0.3xnx_{n+1}=1.5+0.3x_n.
  • x3=2.112x_3=2.112, the limit is 157\dfrac{15}{7}, and the diagram is a convergent staircase.
5
Notes
The two vertical steps show that g(1)=1.8g(1)=1.8 and g(1.8)=2.04g(1.8)=2.04. Hence a+b=1.8a+b=1.8 and a+1.8b=2.04a+1.8b=2.04. Subtracting gives 0.8b=0.240.8b=0.24, so b=0.3b=0.3 and a=1.5a=1.5. The second ordinate is x2=2.04x_2=2.04, so x3=1.5+0.3(2.04)=2.112x_3=1.5+0.3(2.04)=2.112. A limit LL satisfies L=1.5+0.3LL=1.5+0.3L, giving L=15/7L=15/7. Since 0<b<10<b<1, the steps approach the fixed point from one side as a convergent staircase.

(5 marks)

Q10
Tier 3 · Hard

10.

The iteration xn+1=2exnx_{n+1}=2-e^{-x_n} starts from x0=1x_0=1. Use unrounded values in your working. Calculate x1x_1 to x6x_6, giving each value to 66 decimal places, and find the least value of nn for which xn+1xn<0.0005|x_{n+1}-x_n|<0.0005. Hence estimate the fixed point to 44 decimal places and state the type of fixed-point diagram.

(6)

(Total for Question 10 is 6 marks)

Mark scheme

Mark scheme for question 10
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  • x1=1.632121x_1=1.632121, x2=1.804485x_2=1.804485, x3=1.835441x_3=1.835441, x4=1.840457x_4=1.840457, x5=1.841255x_5=1.841255 and x6=1.841382x_6=1.841382.
  • The least value is n=5n=5, since x6x5=0.000126668<0.0005|x_6-x_5|=0.000126668\ldots<0.0005 but x5x4=0.000798258>0.0005|x_5-x_4|=0.000798258\ldots>0.0005.
  • The fixed point is approximately 1.84141.8414, and the diagram is a convergent staircase.
6
Notes
Repeated substitution, retaining the unrounded value each time, gives x1=1.632120558x_1=1.632120558\ldots, x2=1.804485465x_2=1.804485465\ldots, x3=1.835440893x_3=1.835440893\ldots, x4=1.840456855x_4=1.840456855\ldots, x5=1.841255113x_5=1.841255113\ldots and x6=1.841381782x_6=1.841381782\ldots. The first consecutive difference below 0.00050.0005 is therefore x6x5|x_6-x_5|, so n=5n=5. Continuing the iteration gives the fixed point 1.8414056601.841405660\ldots, hence 1.84141.8414 to 44 decimal places. Here g(x)=exg'(x)=e^{-x} is positive and is less than 11 for these positive iterates, so the path is a convergent staircase.

(6 marks)

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