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1. What is an equation?

The equality of two expressions A and B

A=B

which is not an identity on the set of permissible value of the literal quantities

entering into the equality is called an equation.

4x − 3 = 9

x 2 − 4x + 1 = 0

(a + b) 2 = a 2 + 2ab + b 2

sin 2 x + cos 2 x = 1

1

S = ut + at 2

2

f ( x) = 0 where f is a function f : ℜ a ℜ . Depending on the type of the function f

equations can be classified into two main classes, namely linear and non-linear.

Equations of the form ax + b = 0 where a ≠ 0 are called linear equations.

Examples:

3x + 5 = 0 ⇒ a = 3, b = 5

1 − 2 x = 9 ⇒ −2 x − 8 = 0 ⇒ a = (−2), b = (−8)

4 x + 3 = 3x + 1 ⇒ x + 2 = 0 ⇒ a = 4, b = 2

Numerical Computing-Solutions of Non-linear Equations

A non-linear equation has a function f that has non-linear terms of the unknown

variable x in f (x) . There are several types of non-linear functions, namely

polynomial function, trigonometric functions, rational functions, radical

functions, exponential functions, logarithmic functions.

Examples:

Polynomial function: f ( x) = an x n + an −1 x n −1 + ... + a1 x + a0 , an ≠ 0 where n is a

positive integer and an , an −1 ,..., a0 are real numbers. The degree of a polynomial is

the degree of the term of highest degree.

g ( x) = 3x 4 − x 2 + 2 x − 5

h( x ) = x 5 − 5 x 2

as sin x, cos x, tan x, cos ecx, sec x, cot x .

Examples:

3

h( x) = sin θ −

2

g ( x) = x − 4 sin x

2

m( x) = 3 sin x + 4 cos x − 1

f ( x)

is of the form where g ( x) ≠ 0

g ( x)

Examples:

4x + 3

f ( x) =

x +1

1

h( x ) = 2

x +3

( x − 4) 2

m( x ) =

( x + 1)( x − 6)

Numerical Computing-Solutions of Non-linear Equations

Examples:

g ( x) = x + 2

h( x ) = x − 2

f ( x) = 3 x 2 − 3 x + 7 − 2 x

Exponential function: functions that can be expressed in the form b x , where b > 0

and b ≠ 1 is called exponential function

Examples:

f ( x) = 5 x

h( x ) = e − x

nt

r

A = P 1 +

n

A = Pe nt

function, for all positive real numbers x and b , b > 0 and b ≠ 1 , y = log b x if and

only if x = b x

Examples:

f ( x) = log 7 x

h( x) = ln x + 2.2

g ( x) = log10 ( x + 10)

It is important to solve equations. They can be solved in different ways as given

below:

2.1. Analytical Method

2.1.1. Use general characteristics of the equation

2.1.1.1. Linear Equations

f ( x) = ax + b = 0

b

x = − ,a ≠ 0

a

2.1.1.2.Quadratic Equations

f ( x) = ax 2 + bx + c = 0

− b ± b 2 − 4ac

x=

2a

Numerical Computing-Solutions of Non-linear Equations

Depend upon the value of the discriminator ( b 2 − 4ac ) the equation can

have 2, 1 or 0 real roots.

2.1.1.3.Cubic Equations

f ( x) = ax3 + bx 2 + cx + d = 0

f ( x) = ( Ax + B)(Cx 2 + Dx + E ) = 0

B − D ± D 2 − 4CE

x = − , or x = −

A 2C

Cubic equation has at least one real solution.

2.1.1.4.Quartic Equations

2.1.1.5.Quntic Equations

It has been shown that a general solution cannot be given to polynomial

equations of order 5 or higher. (See Abel–Ruffini theorem)

There are two types of equations, namely identities and conditional

equations. Equations that are true for all the variables for which the

equation is defined are identities. Equations that are true for at least one

value of the variable, but not all the values, are called conditional

equations.

Example:

1 + sin x = 2 is a conditional equation since it is true for some

3π π 5π

values of x such as − , , and but it is false for x = 0 and

2 2 2

x =π.

sin 2 x + cos 2 x = 1 is an identity as it is true for all x ∈ ℜ

the equation into a simple form.

Numerical Computing-Solutions of Non-linear Equations

sin x = sin α

x = nπ + (−1) n α , n ∈ Ζ

cos x = cos α

x = 2nπ ± α , n ∈ Ζ

tan x = tan α

x = π +α,n ∈ Ζ

sin x + cos x = 1

sin x = 1 − cos x

sin 2 x = (1 − cos x) 2

1 − cos 2 x = 1 − 2 cos x + cos 2 x

2 cos 2 x − 2 cos x = 0

2 cos x(cos x − 1) = 0

2 cos x = 0 or cos x − 1 = 0

cos x = 0 or cos x = 1

π

cos x = cos or cos x = cos 0

2

π

x = 2 nπ ± or x = 2nπ , n ∈ Ζ

2

Numerical Computing-Solutions of Non-linear Equations

2.1.2. Factorization

Expressing the function f in terms of its factors help finding roots of the

equation f ( x) = 0 .

Zero-Product Property: for all real numbers a and b , ab = 0 if and only

if a = 0 or b = 0

Even though polynomial equations of order 5 or higher do not have

general solutions, factorization helps finding roots for special cases, see

example below:

f ( x) = 2 x 2 + 11x + 15 = 0

f ( x) = ( x + 3)(2 x + 5) = 0

−5

x = −3 or x =

2

h( x ) = x 5 − 5 x 3 + 4 x = 0

h( x) = x( x − 2)( x − 1)( x + 1)( x + 2) = 0

x = 0 or x = 2 or x = 1 or x = −1 or x = −2

Another useful way to obtain approximate solution for equations especially for

higher order polynomials ( order ≥ 5) is sketching the function on a grid and

discovering the points where the curve crosses the x-axis, because f ( x) = 0 on

the x-axis. This cab be done manually or by using a software package or by using

a calculator.

Numerical Computing-Solutions of Non-linear Equations

dimentional grid. It can be seen clearly that the curve cuts the x-axis at x = −2.5

and x = 1 .

f ( x) = 2 x 2 + 3 x − 5

The solutions obtained in this manner are approximate and the precision is

constraints by the precision of the graphical representation.

This method can be used to get a sense of where the roots are, approximately,

and how many real roots exist.

If there are two values of x, for example a and b such that f (a ) and f (b) have

opposite values then it can be concluded that there is at least one solution (root)

between a and b. This is true only for continuous functions. (see Intermediate

Value Theorem)

f (a ) < u < f (b) or f (a ) > u > f (b) then for some c ∈ [a, b ] f (c) = u . The

diagram below illustrates the theorem graphically.

Numerical Computing-Solutions of Non-linear Equations

Numerical methods are used when an analytical solution does not exist or finding

such a solution is difficult. When compared with graphical methods, numerical

methods can be used to obtained approximate solution with high precision or in

other words error is significantly low.

All the numerical methods used to find roots of non-linear equation use

Intermediate Value Theorem as the underline principle which means they first

identify an [a, b ] on the x-axis that give opposite signs for f (a ) and f (b) that

guarantees the existence of a point c such that c ∈ [a, b ] and f (c ) = 0 .

Two diagrams below shows how an initial guess is found with in the interval

[a, b] and then how a better approximation is found within the same interval.

Numerical Computing-Solutions of Non-linear Equations

3.1. Roots (solutions) of an equation

A root of an equation is the value that satisfies the condition f ( x) = 0 . This

called a solution of the equation f ( x) = 0 or a zero of the function f .

3.2. Existence and uniqueness

We have seen that solving non-linear equations is more complicated than for

linear equation.

Non-linear equation can have any number of solutions.

exp(−x) + 1 = 0 has no solution

exp(− x) − x = 0 has one solution

x 2 − 4 sin x = 0 has two solutions

x 3 + 6 x 2 + 11x − 6 = 0 has three solutions

sin x = 0 has infinitely many solutions

When a given factor ( x − r ) occurs m times in a polynomial, r is called a

multiple root or a root of multiplicity m .

If m is even, the graph touches the x-axis at x = r , but does not cross it.

If m is odd, the graph crosses x-axis at x = r , and it is horizontal at the

point where it crosses the x-axis.

Numerical Computing-Solutions of Non-linear Equations

4. Bisection Method

Bisection method begins with initial bracket and repeatedly halves its length until

solution has been isolated as accurately as desired.

1. Start with an initial range [a, b] , and cut the range in half, assume this half

point m is the root

2. Evaluate the error err = f (m) .

3. if error is too big, decide if the root is to the left or right of [m] .

• If root is to the left of m , reassign a new range a = a, b = m

• Else if root is to the right of m , reassign a new range

a = m, b = b

Numerical Computing-Solutions of Non-linear Equations

Bisection method does not use magnitude of function values but only their

values.

Though this method guarantees convergence, it is slow.

At each iteration, the length of the interval containing solution is reduced by

half, the convergence rate is linear.

One bit of accuracy is gained in approximate solution for each iteration of

bisection.

Given the starting interval [a, b ] , length of interval after k iterations

(b − a) b − a

is k

, so achieving error tolerance of tol requires log 2

2 tol

iterations, regardless of function f involved.

Numerical Computing-Solutions of Non-linear Equations

This method uses the derivative f ' ( x) of the function f being solved.

1. Pick a single point (not a range) as an initial guess x1

2. Evaluate the error err = f ( x1 )

3. Next guess – draw tangent line from initial guess to the x-axis. New guess, x2 ,

is the intersection of the tangent line with the x-axis.

4. Back to step 2 to evaluate error of new guess, … etc

General formula for next guess xk +1 in terms of previous guess xk

f ( xk )

new guess xk +1 = xk −

df ( xk ) / dx

this is from the definition of slope:

df ( xk ) 0 − f ( xk )

slope = = , solve for xk +1

dx xk +1 − xk

Numerical Computing-Solutions of Non-linear Equations

Newton’s Method quickly converges to the root under the ‘right’ conditions.

Function must be differentiable.

It can be divergent if initial guess not close to the root.

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