Chap2 Non Linear Equations

NONLINEAR EQUATION
ELECTRONIC LECTURE
Dau The Phiet

HCMUT-OISP
TP. HCM — 2020.

Dau The Phiet (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2020. 1 / 27
MOTIVATION
The equation f (x) = ax 2 + bx + c = 0 can be solved

directly.
The growth of population in America is described by

435 λ
model: N (t ) = 1000e λ +(e − 1), where N (t ) is the
λ
number of population in time t and λ is the constant
birthrate of population. Suppose that in 2001,
population contains 1000,000 people, find the
birthrate in this year.
The aim of this chapter is solving approximately
nonlinear equations, which we cannot solve exactly.
ISOLATED INTERVAL CONTAINING ROOT
THEOREM
Given an equation f (x) = 0 and an interval [a, b]. If
f (x) is continuous on [a, b], f (a). f (b) < 0 and f is
monotone on [a, b], then equation f (x) = 0 has a
unique real root on [a, b].
There are 2 methods to determine the number of

intervals containing root:
Analytical method
Geometrical method
EXAMPLE
Determine all isolated intervals containing root of the
following equations:
x 3 − 6x + 2 = 0
ex − x2 = 0
ESTIMATION ERROR FOR ROOT
THEOREM
Suppose that f (x) is continous and differential on
[a, b] and ∀x ∈ [a, b], | f 0 (x)| Ê m > 0. If equation f (x) = 0
has approximate root x ∗ and exact root x , then the
absolute error ∆x ∗ of x ∗ is:
| f (x ∗ )|
∆ x∗
∗
= |x − x| É
m
EXAMPLE
Suppose that the equation f (x) = x 3 − 5x 2 + 12 = 0 has
approximate solution x ∗ = −1.37 on [−2, −1]. Estimate
the error of x ∗ , rounding to 4 decimal digits.
THE BISECTION METHOD

Let equation f (x) = 0 have one real root on [a, b].
a0 + b0
Set a0 = a, b0 = b, x 0 = , d0 = b0 − a0
2
If f (x 0 ) = 0, we done. If not, there are 2 cases: if
f (a 0 ) f (x 0 ) < 0, then let a 1 = a 0 , b 1 = x 0 , otherwise,
set a1 = x 0 , b1 = b0 and x 1 = (a1 + b1 )/2
reapply the process on [a1 , b1 ], [a2 , b2 ], ....., [an , bn ]
At the n t h step, we get:
an + bn


 an É x É bn , an É xn = É bn
2
 f (a n ). f (b n ) < 0, d n = b n − a n = b − a

2n
And x n is the approximate
Dau The Phiet (BK TPHCM)
solution of equation.
NONLINEAR EQUATION TP. HCM — 2020. 5 / 27
THE ERROR OF SOLUTION
THEOREM
Let function f (x) is continous on [a, b] and
f (a) f (b) < 0. Then bisection method generates a
sequence {x n } that converges to the exact solution x of
equation f (x) = 0 with the error:
¯ ¯
¯ an + bn ¯ 1 b−a
|x n − x| = ¯¯ − x ¯¯ É (b n − a n ) = n+1 .
2 2 2
DEFINITION
A decimal number is called correct within k decimal
places if its absolute error ≤ 0.5 × 10−k
EXAMPLE
Let the equation f (x) = 5x 3 − cos 3x = 0 have a root on
[0, 1]. Using bisection method to find x 5 and estimate
its error.
EXAMPLE
p
Let the equation f (x) = x − cos x = 0 have a root on
[0, 1]. Using bisection method to find x 5 and find its
error.
EXAMPLE
Let the equation f (x) = x − tan x = 0 have a root on
[4, 4.5]. Using bisection method to find approximate
solution which has error less than 10−2 .
EXAMPLE
How many steps must be calculated such that the
appproximate root of equation 2 + cos(e x − 2) − e x = 0
on [0.5, 1.5] is correct within 4 decimal places.
EXAMPLE
A trough of length L has a cross section in the shape of
a semicircle with radius r (see the figure). When fill
with water to within a distance h of the top, the
volume V of water is
h p i
2 2
V = L 0.5πr − r arcsin (h/r ) − h r 2 − h2
Suppose L = 10cm , r = 1cm , V = 12.4cm 3 . Find the

deep of water in trough to within 0.01cm
FIXED POINT ITERATION METHOD
FIXED POINT
DEFINITION
The point x is called fixed point of function f if
f (x) = x
From a given equation f (x) = 0, we always can define

the equivalent equation x = g (x) in many ways.
EXAMPLE
Given the equation x 3 − x − 1 = 0 , we can write:
x = x3 − 1
p
3
x = 1+x
1 1
x= + 2
x x
THEOREM
If g (x) is differential on [a, b], moreover, there exist a
positive constant q < 1 such that
|g 0 (x)| ≤ q for all x ∈ [a, b]
then g has exactly one fixed point on [a, b]
EXAMPLE
Show that g (x) = (x 2 − 1)/3 has a unique fixed point on
the interval [−1, 1].
FIXED-POINT ITERATION
Choose an initial value x 0

Construct the sequence by x n = g (x n−1 )
If lim x n = x , then
n→∞
x = lim x n = lim g (x n−1 ) = g (x)

n→∞ n→∞
CONDITION FOR CONVERGENCE
THEOREM
Function g differential on [a, b] and
|g 0 (x)| ≤ q < 1, ∀x ∈ [a, b], then for any x 0 ∈ [a, b], the
sequence defined by x n = g (x n−1 ) converges to the
unique fixed point x of g (x) in [a, b]
Proof
THEOREM
Mean value theorem
Function f (x) is differential on [a, b], then there exist a point c in
(a,b) such that:
f (b) − f (a) = f 0 (c)(b − a)
Applying the Mean value theorem
|x n −x| = |g (x n−1 −g (x)| = |g 0 (ζ1 )||x n−1 −x| = .... ≤ q n |x 0 −x|
Then lim x n = x .
n→∞
ERROR ESTIMATION
Priori error
qn
∆xn = |x n − x| ≤ |x 1 − x 0 |
1−q
Posteriori error
q
∆xn = |x n − x| ≤ |x n − x n−1 |
1−q
EXAMPLE
5x 3 + 3
Let the equation x = = g (x). have a root on
20
(0, 1). Find the approximate solution x 3 by fixed point
iteration method and its error by two formulas, x 0 is
the midpoint on (0, 1).
The four functions below have common fixed point

which is root of the equation x 4 + 2x 2 − x − 3 = 0.
p
4
1
g 1 (x) = 3 + x − 2x 2 ;
s
x + 3 − x4
2
g 2 (x) = ;
2
r
x +3
3
g 3 (x) = ;
x2 + 2
3x 4 + 2x 2 + 3
4
g 4 (x) = .
4x 3 + 4x − 1
Perform 4 steps of iteration for each function and
conclude which function generates the best
sequence which converges the exact root of the
equation?( rounding results to 4 decimal places)
EXAMPLE
Using fixed-point iteration method, find the
approximate solution x 3 of the equation
5
x = 3+ = g (x) on [3, 4] with x 0 = 3.5 and its error by
x2
two formulas.
EXAMPLE
Using fixed point iteration method, find the
approximate root whose
p
posteriori error less than
−3 3
10 of equation x = x + 1 = g (x) on [1, 2] with x 0 = 1.5
EXAMPLE
Using fixed point iteration method, find the
approximate root whose posteriori error less than
−3 x2 − ex + 2
10 of equation x = on [0, 1] with x 0 = 0.5
3
EXAMPLE
Using fixed point iteration method, how many steps
are necessary to ensure that the approximate root has
5
priori error less than 10−4 of equation x = + 2 on
x2
[2.5, 3] with x 0 = 2.5
NEWTON’S METHOD
Suppose that equation f (x) = 0 has a root on [a, b].

Choose an initial value x 0
Construct sequence as following:
f n−1 (x)
x n = x n−1 − 0
f n−1 (x)
CONDITION FOR CONVERGENCE

Remark
THEOREM
Let equation f (x) = 0 have root on (a, b). If f 00 (x) does
not change its sign on (a, b), and x 0 is chosen by
Fourier condition, then the sequence which is
generated by Newton method converges to exact root
of equation.
We use the condition below to chose x 0
Pick up any point x 1 in (a, b)
If f 0 (x 1 ) f 00 (x 1 ) < 0, then choose x 0 = a
If f 0 (x 1 ) f 00 (x 1 ) > 0, then choose x 0 = b
ERROR
| f (x n )|
|x n − ξ| É .
m
EXAMPLE
Let the equation f (x) = x 3 − 3x + 1 = 0 have a root on
[0, 0.5]. Using Newton method, find x 3 and its error.
EXAMPLE
Let the equation f (x) = e x + 2−x + 2 cos x − 6 = 0 have a
root on [1, 2]. Using Newton method, find x 3 and its
error.
EXAMPLE
Given equation f (x) = ln(x − 1) + cos(x − 1) = 0 and its
containing root interval [1.3, 2]. Find approximate
root x n whose error less than 10−5 with Newton
method.

Chap2 Non Linear Equations

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Chap2 Non Linear Equations

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NONLINEAR EQUATION

Dau The Phiet

TP. HCM — 2020.

The equation f (x) = ax 2 + bx + c = 0 can be solved

The growth of population in America is described by

There are 2 methods to determine the number of

THE BISECTION METHOD

THE ERROR OF SOLUTION

Suppose L = 10cm , r = 1cm , V = 12.4cm 3 . Find the

From a given equation f (x) = 0, we always can define

|g 0 (x)| ≤ q for all x ∈ [a, b]

then g has exactly one fixed point on [a, b]

Choose an initial value x 0

x = lim x n = lim g (x n−1 ) = g (x)

CONDITION FOR CONVERGENCE

Applying the Mean value theorem

|x n −x| = |g (x n−1 −g (x)| = |g 0 (ζ1 )||x n−1 −x| = .... ≤ q n |x 0 −x|

The four functions below have common fixed point

Suppose that equation f (x) = 0 has a root on [a, b].

CONDITION FOR CONVERGENCE

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