Order of Convergence & Numerical Analysis

In summary, the conversation revolves around finding the rate of convergence for a sequence that is known to converge to zero. The definition states that if the difference between the sequence and the limit converges at a rate of O(β_{n}), then it is considered to converge with that rate. The homework equation given is β_{n}=1/n^{p}, and the question is how to compute the rate of convergence. The solution suggests using the definition and finding an appropriate value for q.
  • #1
tehdiddulator
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0

Homework Statement


In my book, for a class on numerical analysis, we are given the definition:

"Suppose {β[itex]_{n}[/itex]}from n=1 → ∞ is a sequence known to converge to zero, and [itex]\alpha[/itex][itex]_{n}[/itex] converges to a number [itex]\alpha[/itex]. If a positive constant K exists with
|[itex]\alpha_{n} - \alpha|[/itex]≤K|β[itex]_{n}[/itex]|, for large n, then we say that [itex]\alpha[/itex][itex]_{n}[/itex] converges to [itex]\alpha[/itex] with a rate of convergence O(β[itex]_{n}[/itex])


Homework Equations



β[itex]_{n}[/itex]=1/n[itex]^{p}[/itex]

The Attempt at a Solution


I'm just looking for how I would go about trying to compute the rate of convergence. I understand that you are suppose to compare the series (One problem I am working on is sin(1/n), and the answer is sin(1/n) converges to zero as fast as (1/n) converges to zero), but I do not know how to show the algebra to get there.
 
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  • #2
Well, let's look at the definition:

Limk[itex]\rightarrow[/itex][itex]\infty[/itex] |ak -[itex]\alpha[/itex]|/|ak -[itex]\alpha[/itex]|q < μ

Here q is the rate of convergence and μ [itex]\in[/itex] (0,1).

Can you use your information now trying to see what is appropriate?
 

FAQ: Order of Convergence & Numerical Analysis

What is the order of convergence in numerical analysis?

The order of convergence in numerical analysis is a measure of how quickly a sequence of approximations approaches the true solution of a problem. It quantifies the rate at which the error decreases as the number of iterations or steps increases. A higher order of convergence indicates faster convergence and typically results in fewer iterations required to reach a desired level of accuracy.

How is the order of convergence calculated?

The order of convergence is typically calculated by taking the logarithm of the ratio of the error between two consecutive iterations. This is known as the convergence rate. The limit of the convergence rate as the number of iterations approaches infinity is the order of convergence. Alternatively, the order of convergence can also be estimated by plotting the error versus the number of iterations and observing the slope of the resulting curve.

What is the significance of the order of convergence in numerical methods?

The order of convergence is an important factor to consider when choosing a numerical method for solving a problem. A higher order of convergence means that the method will converge more quickly, requiring fewer iterations to reach a desired level of accuracy. This can save computational time and resources, making the method more efficient. Additionally, a higher order of convergence also indicates a more stable and reliable method, as it is less likely to be affected by round-off errors or small perturbations in the initial conditions.

How does the order of convergence differ from the rate of convergence?

The order of convergence and rate of convergence are related, but not the same. The order of convergence is a theoretical measure that describes the behavior of a sequence of approximations, while the rate of convergence is an empirical measure based on the actual data. The order of convergence is a constant value, while the rate of convergence can vary at different points in the iteration process. Additionally, the order of convergence is a property of the numerical method itself, while the rate of convergence can be affected by the specific problem being solved.

What are some factors that can affect the order of convergence in numerical methods?

The order of convergence can be affected by a variety of factors, including the choice of numerical method and its implementation, the properties of the problem being solved, and the initial conditions and tolerance levels set by the user. Additionally, the order of convergence may also be affected by round-off errors, truncation errors, and other sources of numerical error. It is important to carefully consider these factors when selecting and using a numerical method in order to achieve the desired level of accuracy and efficiency.

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