1/18/2015

CHE 358
Numerical Methods
for Engineers
2014-15.02

Prepared by:
Dr. K. Mensah - Darkwa
Lesson-04
Roots and Optimization

Roots
• “Roots” problems occur when some
function f can be written in terms of one or
more dependent variables x
• The value of x that makes f(x) = 0, is the
root of the equation
• These problems often occur when a design
problem presents an implicit equation for a
required parameter.

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Methods

Roots

Graphical Bracketing Open

False Newton- Secant

Bisection
Position Raphson Method

Fundamental principles used in design problems

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Graphical Methods

Graphical Methods
• A simple method for obtaining the estimate of
the root of the equation f(x)=0 is to make a plot
of the function and observe where it crosses
the x-axis.
• Illustration of a number of general ways that a
root may occur in an interval prescribed by a
lower bound xl and an upper bound xu

a) Same sign, no roots

b) Different sign, one root
c) Same sign, two roots
d) Different sign, three roots

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Graphical Methods
• Same sign, no roots

Graphical Methods
• Different sign, one root

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Graphical Methods
• Same sign, two roots

Graphical Methods
• Different sign, three roots

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Bracketing Method

Bracketing Method
• Bracketing methods are based on making two
initial guesses that “bracket” the root - that is,
are on either side of the root.

• Brackets are formed by finding two guesses xl

and xu where the sign of the function changes;
that is, where f(xl) f(xu) < 0

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Bisection Method
Theorem

 If a function changes sign over an interval, the

function value at the midpoint is evaluated.

 The location of the root is then determined as

lying within the subinterval where the sign
change occurs.

o The absolute error is reduced by a factor of 2 for

each iteration.

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Bisection Method

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Bisection Method
Approximate percent relative error

A benefit of the bisection method is that the

number of iterations required to attain an
absolute error can be computed before starting
the computation, using

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False Position
The false position method is another bracketing
method, also called linear interpolation

Theorem

 It determines the next guess not by splitting

the bracket in half but by connecting the
endpoints with a straight line and
determining the location of the intercept of
the straight line (xr).
 The value of xr then replaces whichever of the
two initial guesses yields a function value
with the same sign as f(xr). 16

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False Position
 False-position formula f (x u )(x l  x u )
xr  xu 
f (x l )  f (x u )



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Bisection vs. False Position

• Bisection does not take into account the
shape of the function; this can be good or
bad depending on the function!

f (x)  x10 1


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Example
Determine the roots of the equation below
(a)Bisection Method
(b)False Position Method

f ( x)  12  21x  18 x 2  2.75 x 3

xl  1
xu  0
 s  1% 19

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Open Method

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Open Methods
• Open methods differ from bracketing
methods, in that open methods require
only a single starting value or two starting
values that do not necessarily bracket a
root.

o Open methods may diverge as the

computation progresses, but when they do
converge, they usually do so much faster
than bracketing methods.
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Newton-Raphson Method
Based on forming the tangent line to the f(x) curve
at some guess x, then following the tangent line to
where it crosses the x-axis.

f (x i )  0
f ' (x i ) 
x i  x i1
f (x )
x i1  x i  ' i
f (x i )
xi 1  xi
a  100%
xi 1 22


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Newton-Raphson: Pros and Cons

• Pro:
The error of the i+1th
iteration is roughly
proportional to the square of
the error of the ith iteration -
this is called quadratic
convergence

• Con:
Some functions show slow
or poor convergence

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Examples

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The Secant Methods

• A potential problem in implementing the
Newton-Raphson method is the evaluation
of the derivative - there are certain
functions whose derivatives may be difficult
or inconvenient to evaluate.
• For these cases, the derivative can be
approximated by a backward finite divided
difference:

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The Secant Methods

f (x i1 )  f (x i )
f (x i ) 
'

x i1  x i 26

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The Secant Methods

• Substitution of this approximation for the
derivative to the Newton-Raphson method
equation gives:

f (x i )x i1  x i 
x i1  x i 
f (x i1)  f (x i )
• NB - this method requires two initial
estimates of x but does not require an
analytical expression of the derivative. 27


Modified Secant Methods
• Rather than using two arbitrary values to
estimate the derivative, an alternative
approach involves a fractional perturbation
of the independent variable to estimate f(x);

d xi f (xi )
xi+1 = xi -
f (xi + d xi ) - f (xi )

where δ = a small perturbation fraction

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Examples

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