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Method

Major: Chemical Engineering

Subject: Chemical Engineering

Mathematics 2

Author: Andrew KUMORO

Diponegoro University

2013

Competences to be achieved:

2. develop the algorithm of the Newton-Raphson

method

3. use the Newton-Raphson method to solve a

nonlinear equation

4. discuss the drawbacks of the Newton-Raphson

method.

http://numericalmethods.eng.usf.e

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http://numericalmethods.eng.usf.e

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Roots of Equations

Why?

Analytical solution of a x 2 b x c 0

b b 2 4ac

roots

2a

But

ax 5 bx 4 cx 3 dx 2 ex f 0 x ?

sin x x 0 x ?

http://numericalmethods.eng.usf.e

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Thermodynamics application

http://numericalmethods.eng.usf.e

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http://numericalmethods.eng.usf.e

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http://numericalmethods.eng.usf.e

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http://numericalmethods.eng.usf.e

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LINEAR EQUATIONS

1. Successive Substitution Method

2. Wegstein Method

3. Method of Linear Interpolation (False

Position)

4. Bisection Method

5. Secant Method

6. Newton-Raphson Method

http://numericalmethods.eng.usf.e

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(False Position)

http://numericalmethods.eng.usf.e

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10

For the arbitrary equation of one variable, f(x)=0

1.

2.

3.

interest, check if f(xl).f(xu) <0.

Estimate the root by evaluating f[(xl+xu)/2].

Find the pair

If f(xl). f[(xl+xu)/2]<0, root lies in the lower

interval, then xu=(xl+xu)/2 and go to step 2.

11

lies in the upper interval,

then xl= [(xl+xu)/2, go to

step 2.

xl xu

2

100%

xl xu

2

xl

4.

5.

If f(xl). f[(xl+xu)/2]=0,

then root is (xl+xu)/2 and

terminate.

Compare es with ea

or

xl xu

2

100%

xl xu

2

xu

repeat the process.

12

13

Evaluation of Method

Pros

Easy

Always find root

Number of iterations

required to attain an

absolute error can be

computed a priori.

Cons

Slow

Know a and b that

bound root

Multiple roots

No account is taken

of f(xl) and f(xu), if

f(xl) is closer to zero,

it is likely that root is

closer to xl .

14

ffx/(ix1i)ifx(iixi)/(x1if)(1xi)

The Secant Method

The derivative

is replaced by a

backward finite divided

difference

predicting the xi+1 is:

Position and Secant Methods

Use the false-position and secant method to find the

root of f(x)=lnx. Start computation with xl= xixFalse

5.

1=0.5,

u=xi =position

1.

method

Iter

1

2

xl

0.5

0.5

xr

5.0

1.8546

0.5

3

2.

xu

1.8546

1.2163

1.2163

1.0585

Secant method

Iter

xi-1

1

2

xi

0.5

5

5.0

1.8546

xi+1

1.8546

-0.10438

Introductio

n

false position method of finding roots of a

nonlinear equation f (x) = 0 require bracketing

of the root by two guesses. Such methods are

called bracketing methods. These methods are

always convergent since they are based on

reducing the interval between the two guesses

so as to zero in on the root of the equation.

http://numericalmethods.eng.usf.e

du

17

In the

Introductio

n

Newton-Raphson method,

root is needed to get the iterative process started

to find the root of an equation. The method hence

falls

in

the

category

of

open

methods.

but if the method does converge, it does so much

faster than the bracketing methods.

http://numericalmethods.eng.usf.e

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18

Open Methods

an interval of the function which brackets

the root.

The bracketing methods always converge to

the root.

Open methods are based on formulas that

require only a single starting value of x or

two starting values that do not necessarily

bracket the root.

These method sometimes diverge from the

true root.

Concepts

f(x)

f(x)

xi

xi+1

xi

xi+1

Newton-Raphson Method

x

f ( xi 1 ) f ( xi ) f ( xi )x f ( xi )

...

2!

2

Newton-Raphson Method

22

Newton-Raphson Method

Solve for

0 f(xi ) f (xi )( xi 1 xi )

f ( xi )

xi 1 xi

f ( xi )

Newton-Raphson formula

fxf(x

()xfx()x

0

)

/i

i1ii/i

1

Newton-Raphson Method

AB

tan(

AC

f(x)

f(xi)

B

Slope f /(xi)

f(x)

Root

xi+1

x

xi

24

extended till it meets the x-axis at the

improved estimate of the root xi+1.

The iterations continues till the approx.

error reaches a certain limiting value.

26

Step 1

Evaluate

f (x)

symbolically.

Step 2

Use an initial guess of the root,

, to estimate the

xi

new value of thexi root,

, as

f xi

1

xi 1 = xi f xi

Step 3

a

Find the absolute relative approximate error

xi 1- xi

a =

100

xi 1

27

as

Step 4

Compare the absolute relative approximate error

with the pre-specified relative error tolerance .

s

Yes

Is a s ?

No

Go to Step 2 using

new estimate of the

root.

Stop the algorithm

the maximum number of iterations allowed. If so,

one needs to terminate the algorithm and notify the

user.

28

1

while

a >s &

i <maxi

xn x0

f x0

f

'

x0

False

Print: xo, f(xo)

,a , i

i i 1

i=1

or

xn=0

True

x n xo

100%

xn

x0=xn

Stop

fx(x)ex1e1x

x

i

i1i/i i

the root of e-x-x= 0 of function:

f(x) = e-x-x and f`(x)= -e-x-1; thus

Iter.

0

1

2

3

4

xi

0

0.5

0.566311003

0.567143165

0.567143290

t%

100

11.8

0.147

0.00002

<10-8

Example 1

You are working for DOWN THE TOILET COMPANY

that makes floats for ABC commodes. The floating

ball has a specific gravity of 0.6 and has a radius of

5.5 cm. You are asked to find the depth to which

the ball is submerged when floating in water.

Radius = R

Density =

31

problem.

Example 1 Cont.

The equation that gives the depth x in meters to

which the ball is submerged under water is given by

f x x -0.165 x +3.993 10

3

32

-4

find

a)the depth x to which the ball is submerged under

water. Conduct three iterations to estimate the root of the

above equation.

b)The absolute relative approximate error at the end of

each iteration, and

c)The number of significant digits at least correct at the

end of each iteration.

Example 1 Cont.

Solution

To

aid

in

the

understanding of how

this method works to find

the root of an equation,

the graph of f(x) is shown

to the right,

where

Figure 4 Graph of the function

f(x)

33

Example 1 Cont.

Solve for

f ' x

f ' x 3x 2 -0.33x

f x 0

Let us assume the initial guess of the root of

.

. This is a

x0is 0.05m

reasonable

why

xguess

0.11(discuss

m

x0

and

are not good choices) as the

extreme values of the depth x would be 0 and the

diameter (0.11 m) of the ball.

34

Example 1 Cont.

Iteration 1

The estimate of the root is

x1 x0

f x0

f ' x0

3

2

0.05

2

3 0.05 0.33 0.05

1.118 10 4

0.05

9 10 3

0.05 0.01242

0.06242

35

Example 1 Cont.

36

iteration.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 1 is

at the end of

x1 x0

100

x1

0.06242 0.05

100

0.06242

19.90%

need an absolute relative approximate error of 5% or less for

at least one significant digits to be correct in your result.

37

Example 1 Cont.

Iteration 2

The estimate of the root is

f x1

x2 x1

f ' x1

3

2

0.06242

2

3 0.06242 0.33 0.06242

3.97781 10 7

0.06242

8.90973 10 3

0.06242 4.4646 10 5

0.06238

38

Example 1 Cont.

39

Iteration 2.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 2 is

at the end of

x2 x1

100

x2

0.06238 0.06242

100

0.06238

0.0716%

2 m

a 0.5 10

The maximum value of m for which

is

2.844. Hence, the number of significant digits at least

correct in the answer is 2.

40

Example 1 Cont.

Iteration 3

The estimate of the root is

x3 x2

f x2

f ' x2

3

2

0.06238

2

3 0.06238 0.33 0.06238

4.44 10 11

0.06238

8.91171 10 3

0.06238 4.9822 10 9

0.06238

41

Example 1 Cont.

42

Iteration 3.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 3 is

at the end of

x2 x1

100

x2

0.06238 0.06238

100

0.06238

0%

only 4 significant digits are carried through all the

calculations.

43

f ( x) x 2 x 2

x 0

g ( x) x 2

2

f(x) = sin x x = g(x)= sin x + x

f(x) = e-x- x x = g(x)= e-x

f(x)= x3-5x2+7x-3 with an initial guess of

x0=0

f ( x) x 3 3x 1

44

http://numericalmethods.eng.usf.edu

f ( x) x 5 x 3 3

x0 1, x1 1.1

( xi xi 1 )

xi 1 xi f ( xi )

f ( xi ) f ( xi 1 )

45

http://numericalmethods.eng.usf.edu

Advantages and

Drawbacks of Newton

Raphson Method

46

Advantages

47

convergence), if it converges.

Requires only one guess

Drawbacks

1. Divergence at inflection points

Selection of the initial guess or an iteration value of the

f x

root that is close to the inflection point of the function

may start diverging away from the root in ther NewtonRaphson method.

3

f x x 1 0.512 0

3

3

x

1

0.512

.

xi 1 xi i

2

3 xi 1

.

x 1

The root xstarts

0.2.to diverge at Iteration 6 because the previous

estimate of 0.92589 is close to the inflection point

of

.

48

Table 1 Divergence near inflection

point.

Iteration

xi

Number

0

5.0000

3.6560

2.7465

2.1084

1.6000

0.92589

30.119

19.746

18

49

0.2000

point for f x x 1 3 0.512 0

Drawbacks Division by

Zero

2. Division by zero

For the equation

f x x 3 0.03 x 2 2.4 10 6 0

the Newton-Raphson

method reduces to

xi3 0.03 xi2 2.4 10 6

xi 1 xi

3xi2 0.06 xi

For x0 0 or x0 0.02 , the

denominator will equal

zero.

50

zero

or near a zero

number

local maximum and minimum

3. Oscillations near local maximum and

minimum

may oscillate about the local maximum or minimum

without converging on a root but converging on the

local maximum or minimum.

Eventually, it may lead to division by a number close to

zero and may diverge.

2

For example forf x x 2 0

real roots.

51

local maximum and minimum

Table 3 Oscillations near local

maxima and mimima in NewtonRaphson method.

Iteration

xi

f xi a %

Number

0

1

2

3

4

5

6

7

8

9

52

1.0000

0.5

1.75

0.30357

3.1423

1.2529

0.17166

5.7395

2.6955

0.97678

3.00

2.25

5.063

2.092

11.874

3.570

2.029

34.942

9.266

2.954

300.00

128.571

476.47

109.66

150.80

829.88

102.99

112.93

175.96

2

f x xfor

2

local

minima

.

Drawbacks Root

Jumping

4. Root Jumping

f x

In some cases where the function

is oscillating and has a

number of roots, one may choose an initial guess close to a root.

However, the guesses may jump and converge to some other

root.

f(x)

1.5

For example

f x sin x 0

0.5

Choose

x0 2.4 7.539822

x0

It will converge to

instead of

53

0

-2

-0.06307

0.5499

4.461

7.539822

10

-0.5

-1

-1.5

intended

location of root

f x sin x 0

for

.

u

(

x

)

i

xiiu/v(11x/i

x)

i

/f/v

2

/i

/(

/

xi/)fi([x2i)/

fi/]2(xii)/(ixi)

The Modified Newton Raphson Method

Getting the roots of u(x) using Newton Raphson technique:

This function has

roots at all the

same locations as

the

original

function

55

http://numericalmethods.eng.usf.edu

fxi1xii1(i3xi2i1/03i/f((x25xii)i)2/7iif3/3x(5xi33i)527i21100x7i3x(i67)i310

Example

Using the Newton Raphson and Modified Newton

Raphson evaluate the multiple roots of

f(x)= x3-5x2+7x-3 with an initial guess of x0=0

Raphson

Newton Raphson

Iter

xi et%

iter

0 0

100 0

1 0.4286

57

2 0.6857

31

3 0.83286 17

4 0.91332 8.7

5 0.95578 4.4

6 0.97766 2.2

Modified Newton-Raphson

xi

et%

0

100

1

1.10526

11

2

1.00308

0.31

3

1.000002

00024

towards the true value of 1.0 while the Modified

Newton Raphson is quadratically converging.

For simple roots, modified Newton Raphson is less

efficient and requires more computational effort than

the standard Newton Raphson method

Tugas Kelompok

Suatu cairan akan dialirkan dari suatu tangki 1 ke

tangki 2 melalui pipa berdiameter D menggunakan

sebuah pompa. Panjang ekivalen pipa yang

dipasang adalah (Le), sedangkan hubungan antara

head pompa (H, cm) dan debit (Q, cc/det.) adalah W

=

3718,5-2,3498Q+7,8474Q2-9,5812.10-8.Q3).

Berapa kecepatan aliran cairan di dalam pipa (v)

dan debit aliran (Q). Persamaan Bernoulli dapat

digunakan untuk menyelesaikan masalah ini.

Jika f = 0,0596/(Re0.215) dan Re = (vD/) serta

Q = (v.. D2/4)

Diketahui = 1 (g/cc), = 0,01 (g/cm.det), g = 981

(cm/det2.), Le = 20000cm, D = 4 cm, z1= 300 cm

dan z2 = 800 cm.

58

D,

Le

1

Z1

59

V, Q

Z2

http://numericalmethods.eng.usf.edu

The

developed

equation:

B X

X Da 1 X exp

Da 5

25

B 0.1

f(x) = 0

How many solutions ?

Solution multiplicity ? (x2-2x-1= 0)

60

http://numericalmethods.eng.usf.edu

THE END

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