NUMERICAL ANALYSIS

Prof. Dr. Süheyla ÇEHRELİ

8
SYSTEM OF NONLİNEAR EQUATİONS
 Locate the roots of a set of simultaneous nonlinear
equations:

Example;
x2+xy=10 f(x,y)= x2+xy-10=0
y+3xy2=57 g(x,y)= y+3xy2-57=0
 NEWTON-RAPHSON METHOD

REMIND!!

Taylor series expansion of a function with more than one

variable

𝜕𝑓 𝜕𝑓
𝑓 𝑥𝑖+1 , 𝑦𝑖+1 = 𝑓 𝑥𝑖 , 𝑦𝑖 + 𝑥𝑖+1 − 𝑥1 + 𝑦𝑖+1 − 𝑦1 +⋯
𝜕𝑥𝑖 𝜕𝑦𝑖

𝜕𝑔 𝜕𝑔
𝑔 𝑥𝑖+1 , 𝑦𝑖+1 = 𝑔 𝑥𝑖 , 𝑦𝑖 + 𝑥𝑖+1 − 𝑥1 + 𝑦𝑖+1 − 𝑦1 +⋯
𝜕𝑥𝑖 𝜕𝑦𝑖
NEWTON-RAPHSON METHOD
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑥𝑖+1 + 𝑦𝑖+1 = −𝑓 + 𝑥𝑖 + 𝑦𝑖
𝜕𝑥𝑖 𝜕𝑦𝑖 𝜕𝑥𝑖 𝜕𝑦𝑖

𝜕𝑔 𝜕𝑔 𝜕𝑔 𝜕𝑔
𝑥𝑖+1 + 𝑦𝑖+1 = −𝑔 + 𝑥𝑖 + 𝑦𝑖
𝜕𝑥𝑖 𝜕𝑦𝑖 𝜕𝑥𝑖 𝜕𝑦𝑖

𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
−𝑓 + 𝑥𝑖 + 𝑦𝑖
𝜕𝑥𝑖 𝜕𝑦𝑖 𝑥𝑖+1 𝜕𝑥𝑖 𝜕𝑦𝑖
𝑦 =
𝜕𝑔 𝜕𝑔 𝑖+1 𝜕𝑔 𝜕𝑔
−𝑔 + 𝑥𝑖 + 𝑦𝑖
𝜕𝑥𝑖 𝜕𝑦𝑖 𝜕𝑥𝑖 𝜕𝑦𝑖
 NEWTON-RAPHSON METHOD

 For a two-variable system, the Taylor series

approximation and resulting Newton-Raphson
equations are:
g i f i
fi  gi
f i f i yi yi
f i 1  f i   xi 1  xi    yi 1  yi  xi 1  xi 
xi yi f i g i f i g i

xi yi yi xi
f g
gi i  fi i
g i g xi xi
g i 1  g i   xi 1  xi    yi 1  yi  i yi 1  yi 
xi yi f i g i f i g i

xi yi yi xi
 EXP 8-1: x2+xy =10
y+3xy2 =57

Solve the system of non-linear equations using

Newton-Raphson method.
initial guesses x=1.5 and y=3.5 ( |Ɛa|<0.9 )