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Original Title: Newton's method and other applications

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Newton's method and other applications

Course Goals
The basic objective of Calculus is to relate small-scale (differential) quantities to large-scale (integrated) quantities. This is accomplished by means of the Fundamental Theorem of Calculus. Students should demonstrate an understanding of the integral as a cumulative sum, of the derivative as a rate of change, and of the inverse relationship between integration and differentiation.
Students completing 18.01 can:
Use both the definition of derivative as a limit and the rules of differentiation to differentiate functions.
Sketch the graph of a function using asymptotes, critical points, and the derivative test for increasing/decreasing and concavity properties.
Set up max/min problems and use differentiation to solve them.
Set up related rates problems and use differentiation to solve them.
Evaluate integrals by using the Fundamental Theorem of Calculus.
Apply integration to compute areas and volumes by slicing, volumes of revolution, arclength, and surface areas of revolution.
Evaluate integrals using techniques of integration, such as substitution, inverse substitution, partial fractions and integration by parts.
Set up and solve first order differential equations using separation of variables.
Use L'Hospital's rule.
Determine convergence/divergence of improper integrals, and evaluate convergent improper integrals.
Estimate and compare series and integrals to determine convergence.
Find the Taylor series expansion of a function near a point, with emphasis on the first two or three terms.

Attribution Non-Commercial (BY-NC)

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You are on page 1of 7

http://ocw.mit.edu

Fall 2006

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

Lecture 13 18.01 Fall 2006

Applications

Newton’s Method

Newton’s method is a powerful tool for solving equations of the form f (x) = 0.

Example 1. f√ (x) = x2 − 3. In other words, solve x2 − 3 = 0. We already know that the solution

to this is x = 3. Newton’s method, gives a good numerical approximation to the answer. The

method uses tangent lines (see Fig. 1).

y = x2 -3

x0=1 x1

(1,-2)

The goal is to ﬁnd where the graph crosses the x-axis. We start with a guess of x0 = 1. Plugging

that back into the equation for y, we get y0 = 12 − 3 = −2, which isn’t very close to 0.

Our next guess is x1 , where the tangent line to the function at x0 crosses the x-axis. The equation

for the tangent line is:

y − y0 = m(x − x0 )

When the tangent line intercepts the x-axis, y = 0, so

−y0 = m(x1 − x0 )

y0

− = x1 − x0

m

y0

x1 = x0 −

m

Remember: m is the slope of the tangent line to y = f (x) at the point (x0 , y0 ).

1

Lecture 13 18.01 Fall 2006

In terms of f :

y0 = f (x0 )

m = f � (x0 )

Therefore,

f (x0 )

x1 = x0 −

f � (x0 )

x0 x2

x1

(x20 − 3) 1 3

x1 = x0 − = x0 − x0 +

2x 2 2x0

1 3

x1 = x0 +

2 2x0

The main idea is to repeat (iterate) this process:

1 3

x2 = x1 +

2 2x1

1 3

x3 = x2 +

2 2x2

√

and so on. The procedure approximates 3 extremely well.

2

Lecture 13 18.01 Fall 2006

√

x y accuracy: |y − 3|

x0 1

x1 2 3 × 10−1

x2 7

4 2 × 10−2

x3 7

8 + 6

7 10−4

18,817

x4 10,864 3 × 10−9

Notice that the number of digits of accuracy doubles with each iteration.

Summary

f (xk )

xk+1 = xk −

f � (xk )

y=f(x)

(xk, yk)

xk+1

xk = kth iterate

f (x) = x2 − 3

f (xk ) 1 3

xk+1 = xk − � = ... = xk +

f (xk ) 2 2xk

Now, we deﬁne

x = lim xk (xk → x as k → ∞)

k→∞

1 3

xk+1 = xk +

2 2xk

3

Lecture 13 18.01 Fall 2006

This yields

1 3 1 3 1 3

x̄ = x̄ + =⇒ x − x = =⇒ x = =⇒ x2 = 3

2 2x̄ 2 2x 2 2x

√

which is just what we hoped: x = 3.

Warning 1. Newton’s Method can ﬁnd√an unexpected √ root.

Example: if you take x0 = −1, then xk → − 3 instead of + 3. This convergence to an unexpected

root is illustrated in Fig. 4

y = x2-3

x0

x1

tangent to

curve at x = x0

This failure is illustrated in Fig. 5. In this case, x2 = x0 , x3 = x1 , and so forth. It repeats in a

cycle, and never converges to a single value.

(x1, y1)

x0

x1

(x0, y0)

4

Lecture 13 18.01 Fall 2006

Ring on a String

Consider a ring on a string 1 held ﬁxed at two ends at (0, 0) and (a, b) (see Fig. 6). The ring is

free to slide to any point. Find the position (x, y) of the string.

a-x (a, b)

(0, 0) x

√ [(a-x)2 +(b-y2)]

β

α

√ (x2 +y2)

α=β

(x, y)

Physical Principle The ring settles at the lowest height (lowest potential energy), so the prob

lem is to minimize y subject to the constraint that (x, y) is on the string.

� �

x2 + y 2 + (x − a)2 + (y − b)2 = L

The function y = y(x) is determined implicitly by the constraint equation above. We traced the

constraint curve (possible positions of the ring) on the blackboard. This curve is an ellipse with foci

at (0, 0) and (a, b), but knowing that the curve is an ellipse does not help us ﬁnd the lowest point.

Experiments with the hanging ring show that the lowest point is somewhere in the middle. Since

the ends of the constraint curve are higher than the middle, the lowest point is a critical point

(a point where y � (x) = 0). In class we also gave a physical demonstration of this by drawing the

horizontal tangent at the lowest point.

To ﬁnd the critical point, diﬀerentiate the constraint equation implicitly with respect to x,

x + yy � x − a + (y − b)y �

� +� =0

x2 + y 2 (x − a)2 + (y − b)2

Since y � = 0 a the critical point, the equation can be rewritten as

x a−x

� =�

x2 + y2 (x − a)2 + (y − b)2

1�

c 1999 and �2007

c David Jerison

5

Lecture 13 18.01 Fall 2006

From Fig. 6, we see that the last equation can be interpreted geometrically as saying that

sin α = sin β

where α and β are the angles the left and right portions of the string make with the vertical.

The angles α and β are equal. Using vectors to compute the force exerted by gravity on the two

halves of the string, one ﬁnds that there is equal tension in the two halves of the string - a physical

equilibrium. (From another point of view, the equal angle property expresses a geometric property

of ellipses: Suppose that the ellipse is a mirror. A ray of light from the focus (0, 0) reﬂects oﬀ the

mirror according to the rule angle of incidence equals angle of reﬂection, and therefore the ray goes

directly to the other focus at (a, b).)

We did not yet ﬁnd the location of (x, y). We will now show that

� �

a b 1� � �

x= 1− √ , y= b − L2 − a 2

2 L2 − a2 2

Because α = β, � �

x = x2 + y 2 sin α; a − x = (x − a)2 + (y − b)2 sin α

Adding these two equations,

�� � � a

a= x2 + y 2 + (x − a)2 + (y − b)2 sin α = L sin α =⇒ sin α =

L

The equations for the vertical legs of the right triangles are (note that y < 0):

� �

−y = x2 + y 2 cos α; b − y = (x − a)2 + (y − b)2 cos β

Adding these two equations, and using α = β,

�� � � 1

b − 2y = x2 + y 2 + (x − a)2 + (y − b)2 cos α = L cos α =⇒ y = (b − L cos α)

2

a �

2

√

Use the relation sin α = 2 2

to write L cos α = L 1 − sin α = L − a . Then the formula for y is

L

1� � �

y= b − L2 − a2

2

Finally, to ﬁnd the formula for x, use the similar right triangles

x a−x

tan α = = =⇒ x(b − y) = (−y)(a − x) =⇒ (b − 2y)x = −ay

−y b−y

Therefore, � �

−ay a b

x= = 1− √

b − 2y 2 L2 − a2

Thus we have formulae for x and y in terms of a, b and L.

I omitted the derivation of the formulae for x and y in lecture because it is long and because we

got all of our physical intuition and understanding out of the problem from the balance condition

that was the immediate consequence of the critical point computation.

Final Remark. In 18.02, you will learn to treat constrained max/min problems in any number

of variables using a method called Lagrange multipliers.

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