Fixed Point Iterations

Objective

Contraction mapping and Function iteration method

Vocabulary

Functional iteration, Seidel method

Concepts

Brouwer fixed point theorem (Review)
Uniqueness of fixed point and derivative bounds
Functional iteration and contraction mapping
Theoretical and Computable (though often pessimistic) error bounds

Method properties:

Strength

Weaknesses

   
   
   
   
   
   

 

Extra:

Choice of initial guess not obvious
Often used as a brute force approach or method of last resort even if derivative bounds are not satisfied
 
 

Correction to Misconceptions

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Fixed point iteration in higher dimension

Objective

Contraction mapping and Function iteration method
Seidel's method to speed convergence

Vocabulary

Functional iteration, Seidel method

 

Concepts

Brouwer fixed point theorem (Review)
Uniqueness of fixed point and derivative bounds
Functional iteration and contraction mapping
Use of Seidel's method to accelerate convergence
Theoretical and Computable (though often pessimistic) error bounds
 

Extra:

Choice of initial guess not obvious
Often used as a brute force approach or method of last resort even if derivative bounds are not satisfied

Correction to Misconceptions