Skf2133-Chapter3na 2

Chemical Engineering Numerical Method
copyright PSE- FKKKSA, UTM
Numerical Methods for

Chemical Engineers
Chapter 3: Roots of Equations
Saharudin Haron
Page 3 - 1

Roots of Equations
Definitions:
Root of an equation can be defined as the value of x that makes f(x) = 0
or can be called as the zeros of the equation.
The quadratic formula normally used to calculate the roots of equation
f(x) = ax2 + bx +c = 0,
b b 2 4ac
x=
2a
cannot solve the root for many other equations, such as,
f(x) =
e-x
f (c) =
gm
1 e ( c / m ) t v
c
Page 3 - 2

Bracketing Method
Called bracketing method because two initial guesses
for the root are required
The name implies that the guesses bracketing the root
There are two types of bracketing method
Bisection Method
False Position Algorithm
The difference of both method lies through their
strategies to systematically reduce the width of the
bracket
Page 3 - 3

Illustrations of places of roots

f(x)
f(x)
One root
No roots
x
f(x)
x
f(x)
Odd # of root
Even # of roots
x
xu
xl
f(xl ) and f(xu ) having same sign
x
xl
xu
f(xl ) and f(xu ) having different sign

Page 3 - 4

Exception of general case

f(x)
Discontinues function when end point having
opposite signs - having even # of roots
x
f(x)
Multiple roots occur when the function
tangential to the x axis - having even # of roots
x
xl
xu
f(xl ) and f(xu ) having different sign

Page 3 - 5

Bisection Method
Requirements:
f(x) is real and continuos in the interval of xl and xu
f(xl ) and f(xu ) having opposite sign that is f(xl ) f(xu ) < 0
This method is also known as
Binary chopping
Interval halving
Bolzanos method
Characteristic
incremental search method in which the interval is divided in half
if a function changes sign over an interval, the function value at
midpoint is evaluated
Page 3 - 6

Procedure of Bisection Method

1. Choose the lower xl and upper xu guesses for the root.
The function changes sign over the interval
Checked by ensuring that f(xl ) f(xu ) < 0
2. An estimate of the roots xr is determined
xl + xu
2
3. Make the following evaluations
z If f(xl ) f(xr ) < 0, the roots lies in the lower subinterval. Set xu = xr
Return to step 2
z If f(xl ) f(xr ) > 0, the roots lies in the upper subinterval. Set xl = xr
Return to step 2
z If f(xl ) f(xr ) = 0, the roots equals xr : Terminate the computations
xr =
Page 3 - 7

Termination Criteria & Error Estimates

for Bisection
The approximate relative error a can be calculated as
x rnew x old
r
a =
100%
new
xr
The true relative error t can be calculated as
x rtrue x estimate
r
t =
100%
true
xr
When |a | become less than prespecified stopping criterion s the
computation is terminated
Page 3 - 8

Shortcoming of Bisection Method

Its brute-force technique is inefficient
In dividing the interval from xl to xu into equal
halves, no account is taken of the magnitude of f(xl )
and f(xu )
For example if f(xl ) is much closer to zero than f(xu );
it is likely that the root is closer to xl than xu
By dividing the interval into halves all the time,
normally this algorithm will slow to converge.
Page 3 - 9

False-Position Method
Exploits graphical insight to join the points by a straight line
The intersection of this line with the x axis represents an improved
estimate of the root.
The replacement of the curve with
f(x)
f(xu)
straight line give a false position
for the roots
xr
The intersection of the straight line
with the x axis can be estimated as
xl
f ( xl )
f ( xu )
=
x r xl x r xu
x
xu
f ( xu )(xl xu )
f(xl)
xr = xu
f (xl ) f (xu )
Page 3 - 10

Procedure of False-Position Method

1. Choose the lower xl and upper xu guesses for the root.
The function changes sign over the interval
Checked by ensuring that f(xl ) f(xu ) < 0
2. An estimate of the roots xr is determined
f ( xu )(xl xu )
xr = xu
f (xl ) f (xu )
3. Make the following evaluations
z If f(xl ) f(xr ) < 0, the roots lies in the lower subinterval. Set xu = xr
Return to step 2
z If f(xl ) f(xr ) > 0, the roots lies in the upper subinterval. Set xl = xr
Return to step 2
z If f(xl ) f(xr ) = 0, the roots equals xr : Terminate the computations
Page 3 - 11

Parachute Problem
Use the bisection method and the false position method to determine
the drag coefficient c needed for a parachutist of mass m = 68.1 kg to
have a velocity of 40 m/s after free falling for time t = 10 s. Note the
acceleration due to gravity is 9.8 m/s2. This problem can be solved by
using cl = 12 and cu = 16 and s = 0.5%. True value = 14.78024.
Equation needed to solve the problem
f (c) =
9.8(68.1)
(1 e (c / 68.1)10 ) 40
c
f (c) =
667.38
(1 e 0.147 c ) 40
c
Page 3 - 12

Results
Bisection Algorithm Results
False Position Algorithm Results
Example 5.4 with s = 0.5%
Example 5.6 with s = 0.5%
Iter
cl
cu
cr
a(%)
t(%)
Iter
cl
cu
cr
1
2
3
4
5
6
12.00
14.00
14.00
14.50
14.75
14.75
16.000
16.000
15.000
15.000
15.000
14.875
14.0000
15.0000
14.5000
14.7500
14.8750
14.8125
6.667
3.448
1.695
0.840
0.422
5.279
1.487
1.896
0.205
0.641
0.218
1 12.00 16.000 14.9113

2 12.00 14.911 14.7942
3 12.00 14.794 14.7817
a(%)
t(%)
0.792
0.085
0.887
0.094
0.010
Page 3 - 13

Bisection is preferable to False Position for a certain case

Use bisection and false position to locate the root of
f(x) = x10 - 1
between x = 0 and 1.3 and s = 2 %
Solution
After ten iteration, the true error only reduced to about 31 %.
Note that | a | < | t | thus the approximate is misleading
Insight to this problem can be examined by plotting the function
Page 3 - 14

Results
Bisection Algorithm Results
Example 5.7 with
Iter
xl
1 0.00
2 0.65
3 0.98
4 0.98
5 0.98
6 0.98
7 1.00
xu
1.300
1.300
1.300
1.138
1.056
1.016
1.016
False Position Algorithm Results
= 2%
Example 5.7 with
xr
0.6500
0.9750
1.1375
1.0563
1.0156
0.9953
1.0055
a(%)
33.333
14.286
7.692
4.000
2.041
1.010
t(%)
35.000
2.500
13.750
5.625
1.562
0.469
0.547
Iter
1
2
3
4
5
6
7
8
9
10
xl
0.00
0.09
0.18
0.26
0.34
0.41
0.47
0.53
0.59
0.64
xu
1.300
1.300
1.300
1.300
1.300
1.300
1.300
1.300
1.300
1.300
= 2%
s
xr
0.0943
0.1818
0.2629
0.3381
0.4079
0.4726
0.5326
0.5881
0.6395
0.6869
a(%)
t(%)
48.118
30.857
22.251
17.106
13.692
11.264
9.449
8.037
6.900
90.570
81.824
73.713
66.189
59.212
52.742
46.743
41.186
36.046
31.306
Page 3 - 15

Pitfalls of False Algorithm

Although this method is the preferred
bracketing method, there are cases where
f(x)
it performs poorly.
This happen when it violates the premise
10
upon which false position was based :
that is if f(xl) is much closer to zero than
f(xu), it suggest that the root is closer to xl
than to xu.
But the opposite is true for the current
0
example
To avoid problem check the root estimate
into original equation and determine
whether the result is close to zero.
1.0
Page 3 - 16

Bracketing Method
(assignment in class)
The velocity v of falling parachutist is given by,
v(t ) =
gm
1 e ( c / m ) t
c
where
g = 9.8 m/s2
c = 14 kg/s
Compute the mass m so that the velocity is v = 35 m/s at t = 7 s. Use the

bisection method with s = 1.0 and false-position method with s = 0.1.
Page 3 - 17

Open Method
Bracketing method requires root to be located between the upper and
lower bound.
Repeated application always result in closer estimates of the true value of
the root
Such method are normally called convergent, because they move closer to
the real roots
In contrast Open Method requires one to have a formula
Requires one or two starting value but not necessarily bracket the root
Sometimes diverge or move away after several computations
However when it converges it will be faster than bracketing method
Page 3 - 18

Illustration of Open Method

(B)
(A)
f(x)
f(x)
xi
xi
xi+1
The method failed diverge
xi+1
The method converge rapidly
Page 3 - 19

Simple Point Iteration

Need a formula to solve the root problem
Rearranging the function f(x) = 0 so that x is on the left hand side
x = g(x)
Example
x2 - 2x +3 = 0
transform into
x2 + 3
x=
2
sin x = 0
transform into
x = sin x + x
e-x - x = 0
transform into
x = e-x
Given an initial guess at the root xi the above equation can be used to
estimate x i+1
The iterative formula will be
x i+1 = g (xi )
Page 3 - 20

Convergence of Simple
Point Iteration
f(x)
f(x) = ex - x
Characteristic of one point iteration is having

linear convergence
x
Since we have two equal equations as
f1(x) = g(x)
The two function can be drawn separately
and the intersection of these function
represent the roots of f(x) = 0
f(x)
f1(x) =x
g(x) = ex
x
Page 3 - 21

Procedure of Simple Point Iteration

1) State the initial guess, xi and stopping criterion, s
2) Rearranging the function f(x) = 0 so that x is on the left hand side
x = g(x)
3) Determine xi+1 from :
xi+1 = g(xi)
4) Calculate a from :
a =
xi +1 xi
100 %
xi +1
5) If a > s, repeat step (3).

Page 3 - 22

Simple Point Iteration

Determine the root of the following equation using simple point

iteration method,
f(x) = sin (x) x
Use initial guess, xo = 0.5 and s = 0.1%. (Give answer in 7
significant figures)
Page 3 - 23

Newton Raphson Method

The most widely used of all root-locating formula
If the initial guess at the root is xi , a tangent can be extended from the
point [xi , f(xi ) ]
f(x)
Slope = f( xi )
f(xi )
f(xi ) - 0
0
xi+1
xi
Newton Raphson method can

be derived by using the figure
as a guide:
f (x i ) 0
f ( x i ) =
xi xi+1
f ( xi )
xi +1 = x i
f ( x i )
xi - xi+1
Page 3 - 24

Procedure of Newton Raphson Method

1) State the initial guess, xi and stopping criterion, s
2) Perform first derivative on function f(x) to get f(x)
f ( xi )
xi +1 = x i
f ( x i )
a =
xi +1 xi
100 %
xi +1

Page 3 - 25

Secant Method
Potential problem with Newton Raphson is to evaluate the derivative
For this case the derivative can be estimated by using backward finite
divided difference
f (xi 1 ) f ( xi )
f(x)
f ( x i )
x i1 x i
f(xi )
xi +1 = x i
f(xi-1 )
0
xi+1 xi-1
xi
f ( xi )
f ( x i )
f ( xi )(x i1 x i )
xi +1 = x i
f (xi 1 ) f ( xi )
The method requires two initial guesses
Page 3 - 26

Procedure of Secant Method

1) State the initial guesses, xi-1 and xi , and stopping criterion, s

f ( xi )(x i1 x i )
xi +1 = x i
f (xi 1 ) f ( xi )
a =
xi +1 xi
100 %
xi +1

Page 3 - 27

Open Method
The concentration rate of a toxic agent discharged into a river can be
approximated by the following mathematical model,
dc
V dt = W-Qc-kV c
where
V = 1 x 106 m3
Q = 1 x 105 m3/yr
W = 1 x 106 g/yr
k = 0.2 g0.5/m1.5yr
If the concentration of the toxic agent, c is constant, determine its value

using Newton Raphson and Secant method with initial guesses, ci = 4 g/m3
and ci-1 = 3.8 g/m3 , and s = 0.1 %.
Page 3 - 28

Skf2133-Chapter3na 2

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Skf2133-Chapter3na 2

Uploaded by

Copyright:

Available Formats

Chemical Engineering Numerical Method

copyright PSE- FKKKSA, UTM

Numerical Methods for

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Illustrations of places of roots

f(xl ) and f(xu ) having different sign

Chemical Engineering Numerical Method

Exception of general case

f(xl ) and f(xu ) having different sign

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Procedure of Bisection Method

Chemical Engineering Numerical Method

Termination Criteria & Error Estimates

Chemical Engineering Numerical Method

Shortcoming of Bisection Method

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Procedure of False-Position Method

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

False Position Algorithm Results

Example 5.4 with s = 0.5%

Example 5.6 with s = 0.5%

1 12.00 16.000 14.9113

Chemical Engineering Numerical Method

Bisection is preferable to False Position for a certain case

Chemical Engineering Numerical Method

False Position Algorithm Results

Example 5.7 with

Chemical Engineering Numerical Method

Pitfalls of False Algorithm

Chemical Engineering Numerical Method

Compute the mass m so that the velocity is v = 35 m/s at t = 7 s. Use the

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Illustration of Open Method

The method failed diverge

The method converge rapidly

Chemical Engineering Numerical Method

Simple Point Iteration

Chemical Engineering Numerical Method

Characteristic of one point iteration is having

Chemical Engineering Numerical Method

Procedure of Simple Point Iteration

5) If a > s, repeat step (3).

Chemical Engineering Numerical Method

Simple Point Iteration

Determine the root of the following equation using simple point

Chemical Engineering Numerical Method

Newton Raphson Method

Newton Raphson method can

Chemical Engineering Numerical Method

Procedure of Newton Raphson Method

3) Determine xi+1 from :

5) If a > s, repeat step (3).

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Procedure of Secant Method

2) Determine xi+1 from :

4) If a > s, repeat step (2).