ChE 374

Computational Methods in Engineering

Solution of Non-Linear Equations

1
 Roots of Equations
• Many engineering problems require the
determination of the values of the variable x
which satisfies the non-linear equation

f ( x) = 0

2
 Non-Linear Eqn.
• Bracketing methods
– Bisection
– Regula falsi (False position)

– Graphical methods to provide insight

– Error formulation

3
 Non-Linear Eqn.
• Open methods
– Systematic trial and error
– Computationally efficient, but do not always
work
• Newton Raphson
• Secant
• One-point iteration
• Roots of Polynomials
– Muller’s
– Bairstow’s
4
 Example
• Using the graphical approach to determine
the value of the drag coefficient ( c )
needed for a parachutist of mass m=68.1
kg to have a velocity of 40 m/s after free
falling time of 10s.
• NOTE g = 9.8 m/s2.

5
Drag coefficient to attain a given
velocity at a set time period

v=
gm
c
1− e (
− ( c / m )t
)

f (c ) =
gm
c
(
1− e )
− ( c / m )t
−v

6
f (c ) =
gm
c
1− e (
− ( c / m )t
−v) g= 9.8m/s2, m=68.1 kg,
t=10s, v = 40 m/s

f (c )
c f (c )
40
35 f (c )
4 34.115
30
25
8 17.653 20
15

10
12 6.067
5
0
16 -2.269 -5 0 5 10 15 20 25

-10

20 -8.401 -15

The curve crosses the x axis between 12 and 16. A rough estimate of
the root is 14.8. The graphical method is not very accurate, but provides
a good estimate. Also helps to understand the properties of the function. 7
Plot of tan (x) showing singularities
tanx

10
tanx
8

0
0 1 2 3 4 5 6 7
-2

-4

-6

-8

-10

8
 Root search algorithm
%Incremental search for a root of f(x)
%USAGE: [x1,x2] = rootsearch(func, a,b, dx)
%INPUT:
% func = handle of function that returns f(x)
% a,b = limits of search
% dx = search increment
% OUTPUT
% x1, x2 = bounds of function that returns f(x)
% set to NaN if no root is found
%
function [x1,x2] = rootsearch(func, a,b, dx)

x1 = a;
f1 = feval(func,x1);
x2 = a + dx;
f2 = feval(func,x2);

while f1*f2 > 0.0

if x1 >= b
x1=NaN; x2 = NaN; return
end
x1 = x2;
f1 = f2;
x2 = x1+dx;
f2 = feval(func,x2);
end
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 Bisection Algorithm
Step 1 Choose lower xl and upper xu guesses for the root
such that the function changes sign over the interval.
This can be checked by ensuring that f(xl)f(xu) <0
Step 2 An estimate of the root xr is determined by
xr = (xl + xu)/2
Step 3 Make the following evaluations to determine in which
subinterval the root lies
(a) If f(xl)f(xr) <0, root lies in lower subinterval, set
xu=xl and go to step 2
(b) If f(xl)f(xr) >0, root lies in upper interval, set xl = xr
and return to step 2
(c) If f(xl)f(xr) =0, the root equals xr; end computation

10
 Number of bisections
Bisection is repeated until the original interval
has been reduced to a small value, ε so that
xi − xi −1 ≤ ε
If Δx (0) is the original interval
the number of bisections required to attain
a prescribed absolute error is

⎛ Δx (0) ⎞
ln ⎜ ⎟
ε
n= ⎝ ⎠
ln 2

Slow but sure !!! 11

Termination criteria and error estimates
Define approximate percent error as
xrnew − xrold
εa = new
× 100%
xr

xrnew ≡ root for the present iteration

xrold ≡ root from the previous iteration
(using absolute values because we are concerned about the magnitude,
Not the sign)

When the error becomes less than specified stopping criterion, the
computation stopped.
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13
Regula Falsi (False Position) Method
f (x1)
f ( x)

x x3 x4
2

x 1

f ( x2 )

f ( xi ) ( xi − xi −1 )
xi +1 = xi −
f ( xi ) − f ( xi −1 ) 14
Newton Raphson Method
f ( x) f ′( x1 )

f ′( x2 )

f ′( x3 )

x
x4 x3 x2 x1
f ( x)

f ( xi )
xi +1 = xi − i = 1, 2, 3....
f ′( xi ) 15
 Newton Method: Properties
• Requires derivative of the function f’ = df/dx
• Very fast convergence in most cases
(Quadratic convergence) !!
• May not converge if the estimate is far off
• May not converge if the derivative (slope) at
an estimate is close to zero
• Can be used to find complex roots

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Newton : Non-convergent

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Convergence criteria for stopping iterative
procedure
xi − xi −1 ≤ ε

xi − xi −1
≤ε xi ≠ 0
xi

f ( xi ) ≤ε

ε a small number 10−3 or 10−6

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 Secant method
• Similar to Newton’s method but different in
that the derivative f’ is approximated using
two consecutive iterates

f ( xi ) − f ( xi −1 )
f ′( xi ) =
xi − xi −1

f ( xi ) ⎡ xi − xi −1 ⎤
f ( xi ) = xi − = xi − f ( xi ) ⎢ ⎥
′
f ( xi ) ⎣ f ( xi ) − f ( xi −1 ⎦
)

i = 2, 3, 4, …
• Needs two initial guesses
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Convergence of the Secant Method

Convergence of Secant method

f ( x) f ( x1 )

f ( x2 )
Exact root

f ( x3 )

x
x4 x3 x2 x1
f ( x)

⎡ xi − xi−1 ⎤
xi+1 = xi − f (xi ) ⎢ ⎥ i = 2,3,4....
⎣ f (xi ) − f (xi−1) ⎦ 20
Secant : non-convergence

f ( x)

x
x2 x1

21
Fixed Point Iteration

22
Roots of Polynomials

23
 Roots of Polynomials
f (x) =a0 +ax
1 +a2x + +anx 2 n

n = order of polynomial
a’s = constant coefficients

For real coefficients

• An nth order equation will have n real or complex roots
• If n is odd, at least one root is real
• If complex roots exist, they exist in conjugate pairs, i.e

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 Polynomial Deflation
• If a root of a polynomial has been found, it
is desirable to factor the polynomial

Pn (x) = ( x − r) Pn−1(x)
• Deflation or synthetic division

25
26
 Roots of Polynomials
• Polynomials
• Polynomial deflation
• Muller’s Method
• Bairstow’s Method

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