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Question

Math 6610 • Analysis of Numerical Methods I

Fall 1994 • Question 9

a) Find the order/rate of convergence of Newton’s method to a multiple root \(r\) of multiplicity \(m>1\) of the scalar equation \(f(x)=0\).

b) What method is obtained by applying Aitken’s acceleration in this situation? Show that it is at least quadratically convergent.

c) How would you extrapolate an integration formula whose error behaved asymptotically as \[ I-I_n=c_3h^3+c_6h^6+\cdots \] where \(I\equiv \int _a^b f(x)\,dx\) is the exact value, \(I_n\) is the approximation with \(n\) subintervals, and \(h\equiv \frac {b-a}{n}\).

Raw LaTeX

\textbf{a)} Find the order/rate of convergence of Newton's method to a multiple
root \(r\) of multiplicity \(m>1\) of the scalar equation \(f(x)=0\).

\textbf{b)} What method is obtained by applying Aitken's acceleration in this
situation? Show that it is at least quadratically convergent.

\textbf{c)} How would you extrapolate an integration formula whose error behaved
asymptotically as
\[
  I-I_n=c_3h^3+c_6h^6+\cdots
\]
where \(I\equiv\int_a^b f(x)\,dx\) is the exact value, \(I_n\) is the approximation
with \(n\) subintervals, and \(h\equiv\frac{b-a}{n}\).