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add numerical analysis 24fall
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数值分析/24fall.pdf

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数值分析/24fall.typ

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= Numerical Analysis 24 Fall
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== I. Multiple Choice Questions (16 pts)
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<i.-multiple-choice-questions-16-pts>
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#block[
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#set enum(numbering: "1)", start: 1)
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+ #strong[Evaluate the function] $f (x) = 2 x^2 - 0.1 x$ at $x = 5.21$ using 4-digit arithmetic with chopping. What is the result?
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]
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#block[
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#set enum(numbering: "(A)", start: 1)
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+ 53.75
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+ 53.76
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+ 53.77
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+ 53.74
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]
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#block[
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#set enum(numbering: "1)", start: 2)
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+ #strong[Given a symmetric, positive real matrix $A$ and initial eigenvalue guesses $lambda_1^\* , lambda_2^\*$ such that $|lambda_1^\* - lambda_1| > |lambda_2^\* - lambda_2|$,] which iterative method will converge with the best rate?
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]
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#block[
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#set enum(numbering: "(A)", start: 1)
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+ $x_n = (A - lambda_1^\* I) x_(n - 1)$
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+ $x_n = (A - lambda_2^\* I) x_(n - 1)$
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+ $(A - lambda_1^\* I) x_n = x_(n - 1)$
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+ $(A - lambda_2^\* I) x_n = x_(n - 1)$
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]
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#block[
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#set enum(numbering: "1)", start: 3)
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+ #strong[Which of the following iterative methods is unstable with respect to numerical error growth at $x_0$?]
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]
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#block[
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#set enum(numbering: "(A)", start: 1)
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+ $x_(n + 1) = 3 x_n + 2$
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+ $x_(n + 1) = 1 / 6 x_n + 100$
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+ $x_(n + 1) = 7 / 8 x_n + 20$
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+ $x_(n + 1) = 0.1 x_n + 10$
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]
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#block[
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#set enum(numbering: "1)", start: 4)
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+ #strong[Given the points $x_0 = 1 , x_1 = 2 , x_2 = 3$, which of the following is not a Lagrange basis function?]
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]
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#block[
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#set enum(numbering: "(A)", start: 1)
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+ $- (x - 1) (x - 3)$
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+ $frac((x - 1) (x - 2), 2)$
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+ $frac((x - 2) (x - 3), 2)$
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+ $frac((x - 1) (x - 3), 2)$
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]
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== II. Fill in the Blanks (30 pts)
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<ii.-fill-in-the-blanks-30-pts>
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#block[
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#set enum(numbering: "1)", start: 1)
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+ #strong[For the equation] $5 x^2 + x - 6 = 0$, determine if the following fixed-point iterations starting with $x_0 = 0.9$ are convergent. Fill 'True' if convergent, 'False' if not. (2 pts each)
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]
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- $x = sqrt(frac(6 - x, 5))$
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- $x = 6 - 5 x^2$
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- $x = sqrt(frac(- 3 x^2 - x + 6, 2))$
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#block[
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#set enum(numbering: "1)", start: 2)
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+ #strong[Given points] $x_0 = 1 , x_1 = 2$, and the derivative at $x_0$, determine the three basis polynomials for Hermite interpolation. (2 pts each)]
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#block[
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#set enum(numbering: "1)", start: 3)
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+ #strong[Given the matrix] $mat(delim: "[", 100, 14; 14, 4)$, find its eigenvalues and condition number under the spectral norm. (2 pts each)]
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#block[
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#set enum(numbering: "1)", start: 4)
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+ #strong[To minimize the local truncation error of the formula]
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$ w_(l + 1) = a_0 w_l + a_1 w_(l - 1) + beta h f_(l + 1) $
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for solving the IVP $y' = f (t , y)$, find the values of $a_0$, $a_1$, and $beta$. (2 pts each)]
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#block[
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#set enum(numbering: "1)", start: 5)
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+ #strong[Find the monic polynomials] $phi_k (x)$ (for $k = 0 , 1 , 2$) that are orthogonal on $[0 , 4]$ with respect to the weight function $rho (x) = 1$. (2 pts each)]
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== III. Iterative Method Convergence (12 pts)
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<iii.-iterative-method-convergence-12-pts>
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Given $A = mat(delim: "[", 8, 2; 0, 4)$, $arrow(b) = mat(delim: "[", 2; 1)$, and the iterative method
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$ arrow(x)^((k)) = arrow(x)^((k - 1)) + omega (A arrow(x)^((k - 1)) - arrow(b)) $ answer the following:
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#block[
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#set enum(numbering: "1)", start: 1)
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+ #strong[For which values of] $omega$ #strong[will the method converge?]
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(8 pts)
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+ #strong[For which values of] $omega$ #strong[will the method converge the fastest?]
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(4 pts)
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]
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== IV. Vector Norm Proof (10 pts)
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<iv.-vector-norm-proof-10-pts>
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Prove that $||X||_1 = sum_(i = 1)^n |X_i|$ is a valid vector norm, where $X_i$ is the $i$-th component of vector $X$.
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== V. Richardson Extrapolation (10 pts)
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<v.-richardson-extrapolation-10-pts>
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Given the formula for the second derivative approximation
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$ f^\* (x_0) = frac(f (x_0 + h) - 2 f (x_0) + f (x_0 - h), h^2) - h^2 / 12 f^((4)) (x_0) - h^4 / 360 f^((6)) (xi) , $
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derive a better formula to approximate $f'' (x_0)$ with error $O (h^4)$ using Richardson extrapolation.
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== VI. Least Squares Fit (12 pts)
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<vi.-least-squares-fit-12-pts>
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Find the values of $a$ and $b$ such that $y = a x + b x^3$ fits the following data using least squares, weighted by the given weights:
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#figure(
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align(center)[#table(
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columns: 4,
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align: (auto,auto,auto,auto,),
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stroke: none,
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[$X$], table.vline(),[1], [2], [3],
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[$Y$], [-4], [24], [6],
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[Weights], [1], [1/4], [1/9],
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)]
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, kind: table
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)
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== VII. Region of Absolute Stability (10 pts)
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<vii.-region-of-absolute-stability-10-pts>
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For the following methods solving Initial-Value Problems for ODEs, calculate the region of absolute stability using the test equation $y' = lambda y$ with $"Re" (lambda) < 0$. Which method is more stable (or are they the same)?
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#block[
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#set enum(numbering: "1)", start: 1)
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+ #strong[Second-order Runge-Kutta implicit method]
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$ W_(i + 1) = w_i + h K_1 , quad K_1 = f (t_i + h / 2 , w_i + h / 2 K_1) $
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+ #strong[Adams-Moulton one-step implicit method]
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$ w_(i + 1) = w_i + h / 2 (f_(i + 1) + f_i) $
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]

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