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ABSTRACT
In this paper we will focus on the numerical methods involved in solving nonlinear equation in one variable and
systems of nonlinear equations. First we will study the fixed point iteration and Newton’s method in one variable for
solving nonlinear equation and their convergence. Second we will examine these two methods in for solving of
multivariable nonlinear equations which involves the Jacobean matrix and finally we also give an application of Newton’s
methods.

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ISSN (P): 2347-4580; ISSN (E): 2321-8851

Vol. 5, Issue 9, Sep 2017, 41-66

Impact Journals

NONLINEAR EQUATIONS

DEREJE NEGUSSIE

Research Scholar, Department of Mathematics, Collage of Natural and Computational science,

Dilla University, Ethiopia

ABSTRACT

In this paper we will focus on the numerical methods involved in solving nonlinear equation in one variable and

systems of nonlinear equations. First we will study the fixed point iteration and Newtons method in one variable for

solving nonlinear equation and their convergence. Second we will examine these two methods in for solving of

multivariable nonlinear equations which involves the Jacobean matrix and finally we also give an application of Newtons

methods.

INTRODUCTION

In general it is not possible to determine a zero of of a function f : E E explicit with a finite number of

steps, so we have to restore to approximation methods. This method are usually iterative [i.e. a trial of sequence] and have

the following form.

(0)

successive approximation X i , i = 1,2,Lto are computed with aid of

an iteration function G : E E such that X i +1 = G ( X i ) .

i

Under what conditions the sequence X will converges?

i

How quickly will the sequence X converges

In this seminar is to examine two different numerical methods that are used to solve nonlinear equation in one

variable and systems of nonlinear equations in several variables. The first method will look at the fixed point iteration

methods this will be followed by Newtons methods. For each method, a breakdown of each numerical procedure and

theorems will be proved. In addition, there will be some discussion of the convergence of the numerical methods, as well

as the advantages and disadvantages of the Newtons methods.

42 Dereje Negussie

PRELIMINARIES

Some useful Definition and Theorems

Definition-1 The general form of a system of non linear system of equation is:

f 1 ( x1 , L , x n ) = 0

f ( x ,L, x ) = 0

2 1 n

(1.1)

M

f n ( x1 , L , x n ) = 0

Where each f i , i = 1,2,..., n be mapping a vector x = ( x1 , L , x n ) T of the n-dimensional space Rn into the real

line.

n n

The system can be alternatively be represented by defining a function mapping R into R by:

F ( x1 , L , x n ) = ( f 1 ( x1 , L , x n ), L , f 2 ( x1 , L , x n )) T

Using vector notation to represent the variables x1 , x 2 ,L, x n system (1.1) assumes the form

F(x)=0 (1.2)

1

3x1 cos( x 2 ) x3 = 0

2 2

x 1 81[ x1 + 0.1] + sin( x3 ) + 1.06 = 0

2

10 3

e x1 x2 + 20 x3 + =0

3

The above equation can be replaced in the form by defining the three function f 1 , f 2 , and f 3 from

R 3 in to R

And f R3 R3

F ( x1 , L , x n ) = ( f 1 ( x1 , L , x n ), f 2 ( x1 , L , x n ), f 3 ( x1 , L , x n )) T

1 10 3 T

= (3 x1 cos( x 2 ) x3 , x 21 81[ x1 + 0.1]2 + sin( x3 ), e x1 x2 + 20 x3 + )

2 3

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 43

Defination-2 : Let f be a function define on a set D R n and mapping into R.The function f is said to have the

limit L at x 0 written lim f ( x) = L if given any number > 0, a number >0 exits with property that

x x0

If f [ a , b] and f is differentiable ob [a, b], then a number in such that a < < b exists such that

f (b ) f ( a )

f ( ) = where C[a,b] is the set of all continuous function on [a,b]

ba

If f [ a , b] and y is any number between f (a) and f(b),then there is x in (a,b) for which f(x)=y

Jacobean Matrix

Let E be n-dimensional with a base e1 , e2 ,L, en and corresponding coordinate x1 , x 2 ,L, x n and Let F be m-

dimensional with base e1 , e2 , L , e

m and corresponding coordinate x 1 ,L , x m .Let G E be open set and let

f : G F ,in terms of coordinate, we may written the mapping f as

x1 = f1 ( x1 ,L, x n )

x 2 = f 2 ( x1 ,L, x n )

M

x n = f n ( x1 ,L, x n )

f 1 f 1

L

x1 x n

M O M

f n f n

x L

x n

1

Hessian Matrix

2 f

Definition: The Hessian matrix is a matrix of second order partial derivative H =

xi x j i , j

Such that

44 Dereje Negussie

2 f 2 f

L

x 1

2

x1x n

H ( x) = M O M

f f

2 2

x x L

x n

2

n 1

Norm

n

Definition 3: A norm on R is a real valued function . define on R n and satisfying the three conditions

n

below [where before O denote the zero vector in R ]

1. x 0 and x = 0 iff x = 0

The quantity x is thought of as being a measure of the size of the vector x and the double bar are used to

emphasize the distinction between the size of the vector and the absolute value of a scalar.

for R n , p = 1,2,

n

x 1 = xi

i =1

1

n 2

x = xi

2

i =1

x

= max{ xi }, i = 1,2,L, n

Norm of Matrix

Definition 4: Let M n denote the set of all (nxn) matrix and let O denoted the (nxn) zero matrix. Then a matrix

norm for M n is real valued function which define on M n and will satisfy the following condition for all (nxn)

matrices A and B

1. A 0 and A = 0 iff A = 0

3. A + B A + B and AB A B

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 45

Just as there are numerous way of defining specific vector norm, there also way defining specific matrix norm.

( )

We concentrate three basic matrix norm specially if a ij M n .Then

n

1. A 1 = Max aij Maximum absolute column sum

1 j n i =1

A = n

2. Max aij Maximum absolute row sum

1 i n j =1

n n

a

2

3. A = ij

E

i =1 j =1

General Convergence

n

x ,if for each > 0 there is an integer N ( ) such that

In order to characterize the speed of convergence of a convergent sequence x n lim xn = x ,we say that the

n

sequence converges at least with order p 1 if there is a constant c>0 with if c<1 if p 1 and an integer N such that the

p

The speed of convergence increase with decrease C.Therefore C is called convergence factor

If f(x) is continuous and posses continuous derivative of order n in an interval includes x=a,then in that interval

f (a) ( x a) n 1 ( n )

f ( x) = f (a) + ( x a) f (a) + ( x a) 2 +L+ f (a) + Rn ( x) ,the remainder term

2! (n 1)!

( x a) n

can be expressed in the form Rn ( x ) = f (n)

( ), a < < x.

n!

46 Dereje Negussie

f

f ( x1 + x1 , x 2 + x 2 , L , x n + x n ) = f ( x1 , x 2 , L , x n ) + x1 + L +

x1

f 1 2 f 2 f 2 f 2 f

x n + 2 (x1 ) + L + 2 + 2

2

x1 x 2 + L + 2 x n1 x n + L

x n 2 x1 x n x1x 2 x n 1x n

Fixed point iteration

We consider methods for determining the solution to an equation that is expressed for some iteration function in

the form:

A solution to such an equation (2.1) is said to be a fixed point of the function g.If a fixed point could be found

for any given g, then the every root finding problem could be solved.

( x 3 + 18)

g ( x) =

13

1

g ( x) = (13x 18) 3

(13 x 2 18)

g ( x) =

x2

x1 = g ( x0 ), x 2 = g ( x1 ), L in general x n +1 = g ( x n )

The sequence {x n } of numbers converges to under a certain condition and this is the required solution.This

method is called fixed point method.

Definition 2.1: A point is called a fixed point of iteration function g(x) iff g ( ) = .

The following theorem gives sufficient condition for existence and uniqueness of fixed point.

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 47

Let g(x) be an iteration function define on the interval I =[a,b] such that

g ( x ) I for all x I

a g ( x ) b for all x, a x b

The function g(x) is differentiable on I (implies continuity on I) and there exists a positive number k<1 such that

Then

Sequence generated by the rule x n +1 = g ( x n ) starting with initial x0 I converges to the fixed point .

PROOF

Existence

Suppose not. Then it must true that g ( a ) > a and g (b ) < b. Define h ( x ) = g ( x ) x ,h is continuous on

[a,b] since g(x) and x are continuous on [a,b].More over h(a)=g(a)-a>0 and h(b)=g(b)-b<0.By intermediate value theorem

there exists in (a,b) for which

h( ) = g ( ) = 0 g ( ) =

Uniqueness

1 2 = g ( )(1 2 g ( ) 1 2 k 1 2

1 2 < 1 2 sin ce g ( ) k < 1

Hence 1 = 2

48 Dereje Negussie

Convergence

x n+1 = g ( ) g ( x n )

en +1 k en

By using the above in quality

k 2 en 1

k 3 en 2

M

en +1 k n +1 e0

n n

lim xn +1 = 0

n

lim x =

n +1

n

Theorem 2.2: Let g(I) I and g ( x) k < 1 for all x I .For x0 I ,the sequence X n +1 = g ( x n )

th

error en = x n and satisfies

kn

en = x1 x0

1 k

Proof we proved the convergence a sequence {x n } converges to a fixed point .Now we want to prove the nth

error estimation.

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 49

x2 x1 k x1 x0

And x3 x2 g ( x2 ) g ( x1 ) k x2 x1 k 2 x1 x0

x3 x2 k 2 x1 x0

xn +1 x n k n x1 x0 , [By induction]

m

x n + m x n x n + r x n + r 1

r =1

m

k n + r 1 x1 x 0

r =1

m

k n x1 x0 k

r =1

r 1

m

lim xn + m xn k n x1 x0 lim ( k ),since k<1

r 1

m m r =1

1

x n k n x1 x 0 ,since lim xn + m =

1 k m

kn

Therefore en x1 x 0

1 k

Convergence of Fixed Point Iteration

Theorem 2.3: if g(x) be the iteration function x n +1 = g ( x n ) is such that g (x) is continuous in some

neighborhood of a fixed point and g ( ) 0 ,then fixed point method converges linearly.

50 Dereje Negussie

en +1 = x n +!

= g ( ) g ( x n )

Then = g ( ) [ g ( ) en g ( ) + higher order derivative}

= en g ( )

en +1

= g ( ) = c

en

Example 1: Find the root of the function f ( x ) = 2 x cos x 3 = 0 , correct to four decimal places on the

interval [ , ]

cos x + 3

x= , the iteration function

2

cos x + 3

g ( x) =

2

sin x

And using fixed point theorem g ( x ) = < 1, x [ , ] .

2

Hence there exist a unique fixed point in [ , ] and we iterate using x n +1 = g ( x n ) with starting point

x0 [ , ].

Let x 0 =

2

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 51

Table 1

N xn xn+1 xn

0 -

2

1 1.5 7 x10 2

2 1.5354 3.54 x10 2

3 1.5177 1.77 x10 2

4 1.5265 8.8 x10 3

5 1.5201 4.4 x10 3

6 1.5243 2.2 x10 3

7 1.5232 1.1x10 3

8 1.5238 6 x10 4

9 1.5235 3 x10 4

10 1.5236 1x10 4

Example 2: An engineer might want to find the pressure needed to cause a fluid suspension of particle to flow

through a pipe, its diameter, the quantity of fluid that is to flow, and a number called the friction factor f that has been

determined from experiment. The following nonlinear equation can be computed the friction factor f .

1 1 5.6

= ln(RE ( f ) + 14 ( )

f k k

Where the parameter k is known and RE is so called Reynolds number, can be computed from the pipe diameter,

the velocity of the fluid. Then what is the value of f if k=0.28 and RE =3750.

Solution: first we have to find the suitable iteration function g from ( ) by analytic methods

0.14 f

e + 0.84

f

g( f ) = , let f 0 = 0.1 and Tolerance( = 109 )

61.237

52 Dereje Negussie

The Results Given In the Following Data Table the Out Put the Results

Table 2

N fn f n+1 f n

0 0.1 0.041106981

1 0.058893019 0.01788495

2 0.041008069 0.034508069

3 0.075516138 0.012560378

4 0.0629557595 3.13x10 3

5 0.066087062 8.78 x10 4

6 0.065208764 2.39 x10 4

7 0.065447557 6.55 x10 5

8 0.065382071 1.79 x10 5

9 0.065399987 4.9 x10 6

10 0.065395082 3.6 x10 6

11 0.065396425 1.34 x10 6

12 0.065396057 1.01x10 7

13 0.065396158 2.7 x10 8

14 0.065396131 7 x10 9

15 0.065396138 2 x10 9

16 0.065396136 1x10 9

Therefore,f=0.065396136

Let x 0 be the approximation root of f ( x) and x1 = x0 + h be the correct root so that f ( x1 ) = 0 and

expanding f ( x 0 + h) by Taylors series we obtain:

h2

f ( x 0 ) + hf ( x 0 ) + f ( x 0 ) + higher derivative = 0

2

Neglecting the second and higher order derivative we have:

f ( x0 ) + hf ( x0 ) = 0

f ( x0 )

Which gives? h=

f ( x0 )

f ( x0 )

x1 = x0

f ( x0 )

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 53

f ( xn )

x n +1 = x n

f ( x n )

We indicate a geometric interpretation of Newtons method for the case that f(x), x 0 and the solution being sought

are real. Geometrically, one step of Newton Rapson method consists of replacing the curve y=f(x) the straight line

y = f ( x 0 ) + f ( x0 )( x x0 ) which is tangent to the curve at the point x = x0 ,the approximation x n +1 is the point of

intersection of the tangent line the curve y=f(x) at the point x = x n with the X-axis.

Theorem 2.4: if the iteration function g(x) is such that g ( x ) is continuous in some neighborhood of a fixed

Proof: Now en +1 = x n +1 = g ( ) g ( x n )

= g ( ) g ( x n ) sin ce x n = en

e 2 n g ( )

= g ( ) g ( ) e n g ( ) + + higher order derivative

2

g ( )

en +1 = e 2 n , sin ce g ( ) = 0 and g ( ) = k > 0

2

e n+1 k

2

=

en 2

WITH N- VARIABLE

This section is concerned with the solution of n-simultaneous nonlinear equation in n variable.

Such problems arise in a large varity of ways and varity of methods are necessarily to treat them.

We just introduce the subject give of these methods in chapter -2 fixed point iteration and Newtons methods in

one variable.

54 Dereje Negussie

f 1 ( x1 , L , x n ) = 0

f ( x ,L, x ) = 0

2 1 n

M

f n ( x1 , L , x n ) = 0

(3.1)

T

x1 = g 1 ( x1 , L , x n )

x = g ( x ,L, x )

2 2 1 n

M

x n = g n ( x1 , L , x n )

(3.2)

(1 , L , n ) T = and let x ( k ) = ( x ( k ) ,L, x ( k ) ) be the kth

1 n

approximation of

(1 , L , n ) T = with construction of the iteration scheme

x1 ( k +1) = g1 ( x1 ( k ) ,L, x1 ( k ) )

M , ..(3.3)

x ( k +1) = g ( x ( k ) ,L, x ( k ) )

n n 1 n

X ( K +1) = G ( X ( k ) ) (3.4)

( k +1) ( k +1) T

where X ( K +1) = ( x1 ) , G ( X ( K ) ) = ( g1 ( x1 ),L, g n ( x ( k ) ) T and X ( K ) = ( x1 ,L , x n

(k ) (k ) (k ) T

,L, xn )

For k=0, 1, 2

The following theorem extends the fixed point theorem in chapter 2,to the n-dimensional case. This theorem is a

special case of the well known contraction mapping.

T

a1 ,L, a n and b1 ,L, bn . Suppose G is a continuous function with partial derivative from D R n with the property

that G ( X ) D whnever x D. Then G has as fixed point in D,moreover,suppose a constant 0<m<1 exits with

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 55

g i ( x ) m

, whenever x D for each j=1,2,,n and each component function g i . Then the sequence {x ( k ) }k =0

x j n

(0)

in D and generated by X ( K +1) = G ( X ( K ) ) for each k 0 converges to the unique

mk

point D and x

(k )

x (1) x ( 0)

1 m

. Taken from [3]

Proof: The proof is similar to the fixed point theorem in chapter 2 the only difference we use the norm .

1

3x1 cos( x 2 x3 ) = 0

2

2

x1 81( x 2 + 0.1) + sin x3 + 1.06 = 0

2

10 3

e x1 x2 + 20 x3 + =0

3

th

If the i equation is solved for xi ,the system can be changed into the fixed-point problem

1 1

x1 = cos( x 2 x3 ) +

3 2

1

x2 = x1 + sin x3 + 1.06 0.1

2

9

1 x1 x2 10 3

x3 = e ( )

20 60

3 3 T T

1 1

g1 ( x1 , x 2 , x3 ) = cos( x 2 x3 ) +

3 2

1

g 2 ( x1 , x 2 , x3 ) = x1 + sin x3 + 1.06 0.1

2

9

1 x1 x2 10 3

g 3 ( x1 , x 2 , x3 ) = e ( )

20 60

Using the above theorem (3.1) will be used to show that G a unique fixed point in

Now for x = ( x1 , x 2 , x 3 ) D

T

56 Dereje Negussie

1 1

g1 ( x1 , x 2 , x3 ) cos ( x 2 x3 ) + 0.5

3 6

1

g 2 ( x1 , x 2 , x3 ) 1 + sin(1) + 1,06 + 0.1 0.29 < 0.3

9

1 x1 x2 10 3

g 3 ( x1 , x 2 , x3 ) e + 0.61

20 60

the partial derivative on D given the following.

g1 g 2 g 3

= = =0

x1 x 2 x3

g1 1

While, x3 sin( x 2 x3 ) 0.281

x 2 3

g 2 cos x3

= 0.119

x3 18 x 2 + sin x + 1.06

1 3

g 3 x

= 2 e x1 x2 0.14

x 2 20

g 3 x

= 1 e x1 x2 0.14

x1 20

Since the partial derivative of g1 , g 2 and g 3 are bounded on D and g1 , g 2 and g 3 are continuous on D

consequently G is continuous on D.

g i ( x)

Moreover, for every x D, 0.281, for each j , i = 1,2,3 and the condition in the second part of

x j

Theorem (3.1) holds m=0.281X3=0.843<1.

Therefore, G has a unique fixed point in D and the nonlinear system of equation has solution in D.

Note that G having a unique solution in D does not imply that the solution to the original system is unique on this

domain. For example the solution x 2 in the above example involved the choice of the principal square root (the positive

square root).

To approximate the fixed point we will choose x ( 0) = (0.1,0.1,0.1) T .The sequence of vectors generated by

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 57

( k +1) 1 1

= cos( x 2 x3 ) +

(k ) (k )

x1

3 2

( k +1) 1

= ( x1 ) 2 + sin x3 + 1.06 0.1

(k ) (k )

x2

9

( k +1) 1 x1( K ) x2 ( K ) 10 3

x3 = e ( )

20 60

= x ( k +1) x ( K )

< 10 5

Table: 3

K x1

(k )

x2

(k )

x3

(k )

X ( K +1) X ( K )

0 0.1000 0.1000 -0.1000

1 0.49998333 0.00944115 0.52310127 0.423

2 0.499999593 0.00002557 0.52336331 9.4 x10 3

3 0.50000 0.00001234 0.52359847 2.3 x10 4

4 0.50000 0.000000003 -0.52359847 1.2 x10 5

5 0.500000 0.000000002 -0.52359877 3.1x10 7

T

Hence = (0.5, 0.000000002, 0.52359877) T .But the actual solution p = (0.5,0, )

6

f 1 ( x1 , L , x n ) = 0

f ( x ,L , x ) = 0

2 1

n

(3.5)

M

f n ( x1 , L , x n ) = 0

(1 , L , n ) T =

58 Dereje Negussie

x1 = g1 ( x1 , L , x n )

x = g ( x ,L , x )

2

2 1 n

(3.6)

M

x n = g n ( x1 , L , x n )

M (3.7)

x ( k +1) = g ( x ( k ) ,L , x ( k ) )

n n 1 n

And we have

(1 , L , n ) T = is a fixed point of---------------------------------- (3.6)

1 = g1 (1 ,L, n )

M ---------------------------------------------------------------------------(3.8)

= g ( ,L, )

n n 1 n

M

x ( k +1) = g ( ,L, ) g ( x ( k ) ,L , x ( k ) )

n n n 1 n n 1 n

M

x ( k +1) = g ( x ( k ) , L, x ( k ) )

n n n 1 1 n n

M ---------------(3.9)

x ( k +1)

= g n ((1 x1 ) + x1 , L , ( n x n ) + x n g n ( x 1 , L , x n )

( k ) ( k ) ( k ) ( k ) ( k ) ( k )

n n

x ( k ) = ( x1

(K ) (K )

,L , xn ) and neglecting the second and higher order derivative term to

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 59

(k +1) (k ) g1 g1

1 x1 = g1 (x1 L, xn ) + (1 x1 ) (k ) +,L,+(n xn ) (k ) ) g1 (x1 ,L, xn )

(k ) (k ) (k ) (k ) (k )

x1 xn

M

M (3.10)

x (k+1) = g (x (K) ,L, x (K) ) + (( x (k) ) gn +,L,+( x (k ) ) gn + g (x(k ) ,L, x (k ) )

n n n 1 n 1 1

x1

(k ) n n

xn

(k ) n 1 n

g1 ( x ( K ) ) g1 ( x ( k ) )

( k +1) L

1 x1 x ( k ) x n

(K )

1 x1

(k )

1

M = M O M M (3.11)

( K +1) g ( x (K )

) g ( x (K )

) (k )

n n x n

n x1

n

L

x1

(K )

x1

(K )

g 1 g 1

L

x1 x n

Let J ( X ( k ) ) = M O M

g n g n

x L

x n

1

(k )

Which is the Jacobean matrix of the function g 1 , L , g n at X .

( k +1) ( k +!) T

wk +1 = ( x1 ) ,WK = ( x1 ,L, x n

(k ) (k ) T

Let , L, x n ) ,then we can write

wk +1 = J ( x ( k ) )( wk ) (3.12)

This will make the size of J ( ) crucial in analyzing the convergent in (3.12) and it plays in the role of g ( ) in

the theory of chapter -2.To measure the size of the error wk and matrix J ( x (k ) ) we will use the vector and matrix

norms .

Hence the convergent of fixed point is linear and the iteration for two unknown converges when J ( X (k ) <1

In order to convergences to be rapid enough to make the method advisable in any given it is necessarily that

60 Dereje Negussie

quantity J

be much less than 1

Newtons Methods

We extend the method derived for single equation f ( x) = 0 to a system of nonlinear equation.

f 1 ( x1 , L , x n ) = 0

f ( x ,L, x ) = 0

2 1

n

(3.13)

M

f n ( x1 , L , x n ) = 0

f1 ,L, f n As n-dimensional vector function and F ( x ) = ( f 1 , L , f n ) T .We can write (3.13) compactly as

F ( x) = 0 (3.14)

(k ) (k )

Let

can be represented as

x = x ( k ) + e ( k ) (3.15)

Where e

(k )

= (e1 , L , en ) T is the correction or the error of the root

F ( x ( k ) + e ( k ) ) = 0 (3.16)

(k )

using the k

th

approximation X

(k )

so that (k + 1) th approximation is better

th

than the k approximation.

Assuming F ( x ) is continuously differentiable in the domain containing x and x (k ) and expanding each

f i ( x ( k ) + e ( k ) ) using Taylors expansion for function of several variable about X (k ) .

f ( x ( k ) ( K ) f ( x ( k ) )

+ e1 + L + xn + en

) = f1 ( x1 , L , x n ) + 1 ( K ) e1 + L + 1 ( k ) + higher order

(k ) (k ) (k ) (K )

f 1 ( x1

x1 x n

In the same way expand f 2 ( x

(k )

+ e ), L upto f n ( x + e ) .

(k ) (k ) (k )

(k ) (k )

Since ei are relatively small number, neglecting square and higher power of ei we obtain a system of linear

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 61

equation as follow

f 1 ( x ( k ) ( K ) f n ( x ( k )

+ + = f 1 ( x1 , L , x n )

(k ) (k )

e1 L

x1 x n

(k ) (K )

M (3.17)

f n ( x ) ( k ) f n ( x ( k ) )

(k )

e1 + L + = f n ( x1 , L , x n )

(k ) (k )

x1 x n

(k ) (k )

F ( x ( k ) ) + F ( x ( k ) )(e ( k ) ) = 0 (3.18)

f 1 ( x ( k ) ) f1 ( x ( k ) )

L

x1 x n

(k ) (k )

(k )

J ( X (k ) ) = M O M = f i ( x ) , i, j = 1,2, L , n

f n ( x ( k ) ) x j

(k )

f ( x ( k )

n

L

x1 (k )

x n

(k )

= [ f1 ( x1 ,L, x n

(K ) (k ) (k ) (k ) (k )

And F ( X ),L, f n ( x1 ,L, x n )]T .

e ( k ) = J 1 ( X ( k ) ) F ( X ( K ) ) (3.19)

(k )

.Since e

(k )

= x ( k +1) x ( k ) .Then (3.19) becomes

Equation (3.20) is called Newtons method for nonlinear system of equation.

A definite weakness in the Newtons method procedure arises from the necessity of inverting the matrix J(X) at

each step. In practice, the methods is performed in a two step manner, first a vector Y

J ( X ( k ) )Y = F ( X ( k ) ) (3.21)

( k +1)

After this has been accomplished, the new approximation x can be obtained by adding to

x (k ) .

In equation (3.21) we solve for Y by linear system of equation by direct methods if the system is small and by

iterative methods if the system is large for each iteration. The convergence of Newtons method depends on the initial

62 Dereje Negussie

(0)

approximation x

Example: a) Take one step from a suitable starting point with Newtons method applied to the system

10 x + sin( x + y ) = 1

8 y cos 2 ( z y ) = 1

12 z + sin z = 1

Suggest for fixed point method x ( k +1) = G ( x ( k ) ) and how many iteration are required to obtain a solution

correct to six decimal point from starting point (a)

f1 ( x, y, z ) = 10 x + sin( x y ) 1 = 0

f 2 ( x, y, z ) = 8 y cos 2 ( z y ) 1 = 1

f 3 ( x, y, z ) = 12 z + sin z 1 = 0

sin( x + y ) 0

cos( z y ) 1

sin z 0

1 1 1

x0 = , y0 = , z0 =

10 4 12

We have

10 + cos( x + y ) cos( x + y ) 0

J k ( x) = 0 8 sin(2( z y )) sin(2( z y ))

0 0 12 cos z

10.939373 0.939373 0

And J 0 = 0 8.327195 0.327195

0 0 12.996530

1

J0 = 0 0.120089 0.003023 , F0 = 0.027522

0 0 0.076944 0.083237

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 63

x( k +1) = x( k ) J 1 ( x(k ) )F ( x( k ) )

We obtain k=0

1

X (1) = X ( 0 ) J 0 F0

1

X ( k +1) = [1 sin( x k + y k )] = g1 ( x k , y k , z k )

10

1

Y ( k +1) = [1 cos 2 ( z k y k )] = g 2 ( x k , y k , z k )

8

1

Z ( K +1) = [1 sin z k ] = g 3 ( x k , y k , z k )

12

T

1 1 1

Starting with initial approximation x

(0)

= , , ,we obtain the sequence of iteration.

10 4 12

x (1) = (0.065710,0.246560,0.076397) T

x ( 2) = (0.069278,0.246415,0.076973) T

x (3) = (0.068952,0.246445,0.076929) T

x ( 4) = (0.068978,0.2464442,0.076929) T

x (5) = (0.068978,0.246442,0.076929) T

Hence, the solution correct to six decimal place is obtained after five iteration.

Newtons method converges quadratic ally. When carring out this method the system converges quiet rapidly

once the approximation is closed to the actual solution of the nonlinear system. This is seen as a advantage because

Newtons method may require less iteration, compared to another with a lower rate of convergence to reach a solution.

However, the system does not converge, this is indicator that an error in computations has occurred, or a solution may not

exist.

In the following proof, we will prove that Newtons method does indeed converge quadratic ally

(0)

In order for Newtons method to converges quadratic ally, the initial vector X must be sufficiently close to a

solution of the system F=0, which is denoted by .As well, the Jacobean matrix at must not be singular, that is J ( x) 1

64 Dereje Negussie

X ( K +1)

2

= Where denote any positive constant

X (k )

We have

e ( k +1) = X ( k +1) = X ( k ) J 1 ( X ( K ) ) F ( X ( K ) )

= X

(K )

J 1 ( X ( K ) ) F ( X ( K ) )

We set e

(k )

= X (k )

e ( k +1) = e ( k ) J 1 ( X ( K ) ) F ( X ( K ) ) (3.22)

(3.23)

(k )

2 f

Where J (x ) is the Jacobean and H We then have to multiply each side of the Taylors series by

xi x j i , j

J 1 which yields

1

J 1F ( X ( K ) ) J 1[ F ( ) + J ( X ( K ) )e ( K ) + (e ( k ) )T H e ( k ) ]

2

1

= e ( k ) + J 1 (e ( k ) )T H e ( k ) (3.24)

2

Using (3.22) and (3.24), we obtain our last results such that

X ( K +1) = e ( k +1)

1 1 ( k ) T

= J (e ) H ( e ( k ) )

2

1 1 2

J H e (k )

2

e ( K +1)

J 1 H = > 0

(k ) 2

e

Numerical Methods for Solving one Variable and Systems of Nonlinear Equations 65

One of the advantage of Newtons method is that not too complicated in form and it can used to solve a varity of

problems.The major disadvantage assocaited with Newtons method is that

J(x),as well as its inversion has,to be calculated for each iteration.Calculating both the Jacobian matrix and its

inverse can be quite time consuming depending on the size your system.Another prolbem that we may be challanged with

when using Newtons method is that it may fail to converge.If Newtons method fail to converge this will results in

oscillation between points.

CONCLUSIONS

From this seminar,it is safe to say that numerical methods are a vital strand of mathematics.They area powerful

tool in not only solving nonlinear algeberic and trancedental equations with one variable,but also system of nonlinear

algeberic and transedental equations.Even equations or systems of equations that may look simlistic in form,may in fact

need the use of numerical methods in order to be solved.In this paper,we only examined two methods,however,there are

several other ones that we have yet to take a closer look at.

The main results of this paper can be highlighted in to two different areas:Convergence and the role of Newtons

and fixed point iteration methods.With regards to convergence,we can summarize that a numerical method with a higher

rate of convergence may reach the solution of a system in less iteration in comarsion to another method with a slwoer rate

convergence.For example,Newtons method converges quadratically and fixed point iteration method converges

linearly.The implication of this would be that given the exact nonlinear system of equations denoted by F,Newtons method

would arrive at the solution of F=0 in less iteration compared to Fixed point iteration method.

After all the material examined in this seminar,we can conclude that numerical methods are key componet in the

area of nonlinear mathematics

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