Nonlinear Equation

NONLINEAR EQUATION
ELECTRONIC LECTURE
Hoang Hai Ha
HCMUT-OISP
Email: hoanghaiha@hcmut.edu.vn
TP. HCM — 2021.
Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 1 / 34

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

directly.

MOTIVATION

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.

MOTIVATION

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 0.1
Given an equation f (x) = 0 and an interval [a, b]. If
f (x) is continous 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].

THEOREM 0.1
There are 2 methods to determine the number of

intervals containing root:

THEOREM 0.1

Analytical method

THEOREM 0.1

Analytical method
Geometrical method

EXAMPLE 0.1
Determine all isolated intervals containing root of the
following equations:
x 3 − 6x + 2 = 0
ex − x2 = 0

ERROR
THEOREM 0.2 (GENERAL FORMULA OF ERROR OF ROOT

EQUATION )
Suppose that f (x) is continuous 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| É = ∆x ∗
m

EXAMPLE 0.2
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


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


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
Hoang Hai Ha (BK TPHCM)
solution of equation.
NONLINEAR EQUATION TP. HCM — 2021. 7 / 34
THE ERROR OF SOLUTION
THEOREM 1.1
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

EXAMPLE 1.1
Let the equation f (x) = 5x 3 − cos 3x = 0 have a root on
[0, 1]. Using bisection method to find x 4 and estimate
its error by two formulas.

EXAMPLE 1.1
Let the equation f (x) = 5x 3 − cos 3x = 0 have a root on
[0, 1]. Using bisection method to find x 4 and estimate
its error by two formulas.
x 4 = 0.40625; ∆x4 = 0.0313.

EXAMPLE 1.2
p
Let the equation f (x) = x − cos x = 0 have a root on
[0, 1]. Using bisection method to find x 4 and find its
error.

EXAMPLE 1.2
p
Let the equation f (x) = x − cos x = 0 have a root on
[0, 1]. Using bisection method to find x 4 and find its
error.
x 4 = 0.56625; ∆x4 = 0.0313.

EXAMPLE 1.3
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 1.3
Find the least value n ∈ N such that
4.5 − 4
∆xn = n+1 < 10−2 .
2

EXAMPLE 1.3
4.5 − 4
∆xn = n+1 < 10−2 .
2
n = 5.

EXAMPLE 1.3
4.5 − 4
∆xn = n+1 < 10−2 .
2
n = 5.
x 5 = 4.4921875.

FIXED POINT ITERATION METHOD
FIXED POINT METHOD
DEFINITION 2.1
The point x is called fixed point of function g if
g (x) = x

FIXED POINT METHOD
DEFINITION 2.1
The point x is called fixed point of function g if
g (x) = x
From a given equation f (x) = 0, we always can define

the equivalent equation x = g (x) in many ways.

EXAMPLE 2.1
Given the equation x 3 − x − 1 = 0 , we can write:
x = x3 − 1

EXAMPLE 2.1
x = x3 − 1
p
3
x = 1+x

EXAMPLE 2.1
x = x3 − 1
p
3
x = 1+x
1 1
x= + 2
x x

EXAMPLE 2.1
x = x3 − 1
p
3
x = 1+x
1 1
x= + 2
x x

THEOREM 2.1
If g (x) is differentiable on [a, b], moreover
max |g 0 (x)| < 1

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

is called contraction mapping.

THEOREM 2.1
If g (x) is differentiable on [a, b], moreover
max |g 0 (x)| < 1

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

is called contraction mapping.
EXAMPLE 2.2
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 ∈ [a, b].

Construct the sequence by x n = g (x n−1 ).

CONDITION FOR CONVERGENCE
THEOREM 2.2
Function g is differentiable on [a, b] and
q = |g 0 (x)| < 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 2.3
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|
= |g 0 (ζ1 )||g (x n−2 ) − g (x)|
= |g 0 (ζ1 )||g 0 (ζ2 )||x n−2 − x|
≤ q 2 |x n−2 − x|.... ≤ q n |x 0 − x|.
Then lim x n = x .
n→∞

ERROR ESTIMATION
Priori error
qn
|x n − x| ≤ |x 1 − x 0 |.
1−q

ERROR ESTIMATION
Priori error
qn
|x n − x| ≤ |x 1 − x 0 |.
1−q
Posteriori error
q
|x n − x| ≤ |x n − x n−1 |.
1−q

EXAMPLE 2.3
5x 3 + 3
Let the equation x = = g (x) have a root on (0, 1).
20
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).
SOLUTION

EXAMPLE 2.3
5x 3 + 3
20
SOLUTION
1 x 0 = 0.5 → x 1 = 29/160 → x 2 = 0.151489(A) → x 3 = 0.150869(B )

EXAMPLE 2.3
5x 3 + 3
20
SOLUTION
1 x 0 = 0.5 → x 1 = 29/160 → x 2 = 0.151489(A) → x 3 = 0.150869(B )
q = max ¯ 3 x 2 ¯ = 3 (M )
¯ ¯
2
x∈[0, 1] 4 4

EXAMPLE 2.3
5x 3 + 3
20
SOLUTION
1 x 0 = 0.5 → x 1 = 29/160 → x 2 = 0.151489(A) → x 3 = 0.150869(B )
q = max ¯ 3 x 2 ¯ = 3 (M )
¯ ¯
2
x∈[0, 1] 4 4
q3
3 Priori error: ∆x 3 = 1−q |x 1 − x 0 | ≈ 0.5379

EXAMPLE 2.3
5x 3 + 3
20
SOLUTION
1 x 0 = 0.5 → x 1 = 29/160 → x 2 = 0.151489(A) → x 3 = 0.150869(B )
q = max ¯ 3 x 2 ¯ = 3 (M )
¯ ¯
2
x∈[0, 1] 4 4
q3
3 Priori error: ∆x 3 = 1−q |x 1 − x 0 | ≈ 0.5379
q q
4 Posterrior error: ∆x 3 = 1−q |x 3 − x 2 | = 1−q |B − A| ≈ 0.0019

EXAMPLE 2.4
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 priori
x2
error .

EXAMPLE 2.4
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 priori
x2
error .
ANS
x 3 = 3.4248799, ∆x 3 = 0.0074103

EXAMPLE 2.5
Using fixed point method,
p
find the approximate root
3
x 3 for equation x = x + 1 = g (x) on [1, 2] with x 0 = 1.5
and compute its posteriori error. Find the least
number of steps of calculation to get the solution
whose priori error less then 10−3 .

EXAMPLE 2.5
Using fixed point method,
p
find the approximate root
3
x 3 for equation x = x + 1 = g (x) on [1, 2] with x 0 = 1.5
and compute its posteriori error. Find the least
number of steps of calculation to get the solution
whose priori error less then 10−3 .
q n
Priori error ∆xn ≈ 1−q |x 1 − x 0 | < 10−3 ⇒
n 10−3 (1 − q) 10−3 (1 − q)
q < ⇒ n > l og q
|x 1 − x 0 | |x 1 − x 0 |

EXAMPLE 2.6
Given function x 4 + 2x 2 − x − 3 = 0. Transform it to the
equivalent equation x = g (x) in two case below
p
4
x= 3 + x − 2x 2
3x 4 + 2x 2 + 3
x=
4x 3 + 4x − 1
With initial value x 0 = 1, which case give us better
approximate solution?

EXAMPLE 2.6
Given function x 4 + 2x 2 − x − 3 = 0. Transform it to the
equivalent equation x = g (x) in two case below
p
4
x= 3 + x − 2x 2
3x 4 + 2x 2 + 3
x=
4x 3 + 4x − 1
With initial value x 0 = 1, which case give us better
approximate solution?
n xn g 1 (x n ) g 2 (x n )
1 x1 1.1892 1.1429
2 x2 1.0801 1.1245
3 x3 1.1497 1.1241
4 x4 1.1078 1.1241
Newton’s method
NEWTON’S METHOD-GEOMETRIC IDEA

Newton’s method
CONSTRUCT FORMULA
Suppose that equation f (x) = 0 has a root on [a, b].

Guess an initial value x 0

Newton’s method
CONSTRUCT FORMULA

Tangent line to f (x) at x 0 is y = f (x 0 ) + f 0 (x 0 )(x − x 0 ).

Newton’s method
CONSTRUCT FORMULA

Intersection point of tangent line with x -axis is
f (x 0 ) + f 0 (x 0 )(x − x 0 ) = 0

Newton’s method
CONSTRUCT FORMULA

Intersection point of tangent line with x -axis is
f (x 0 )
f (x 0 ) + f 0 (x 0 )(x − x 0 ) = 0 ⇒ x = x 0 − , then
f 0 (x 0 )
f (x 0 )
x1 = x0 − .
f 0 (x 0 )
Repeat the process to find x 2 , x 3 , .., x n .
f (x n−1 )
Generate the sequence x n = x n−1 − .
f 0 (x n−1 )
Newton’s method
EXAMPLE 3.1
Given equation cos x − x = 0, using Newton’s method
to find approximate root on [0, π/2] after 3 iterations
with initial guess is x 0 = 0.

Newton’s method
EXAMPLE 3.1
SOLUTION
f = cos x − x , f 0 = − sin x − 1, set function
f (x) cos x − x
g (x) = x − 0 =x−
f (x) − sin x − 1

Newton’s method
EXAMPLE 3.1
SOLUTION
f (x) cos x − x
g (x) = x − 0 =x−
f (x) − sin x − 1
First iteration: x 1 = g (x 0 ) = 1

Newton’s method
EXAMPLE 3.1
SOLUTION
f (x) cos x − x
g (x) = x − 0 =x−
f (x) − sin x − 1
Second iteration: x 2 = g (x 1 ) = 0.750363867840244

Newton’s method
EXAMPLE 3.1
SOLUTION
f (x) cos x − x
g (x) = x − 0 =x−
f (x) − sin x − 1
Second iteration: x 2 = g (x 1 ) = 0.750363867840244
Third iteration: x 3 = g (x 2 ) = 0.739112890911362

Newton’s method

Newton’s method

Newton’s method

Newton’s method
• Exactly root : A = 0.739085133

• B = x 2 = 0.750363867840244
• C = x 3 = 0.739112890911362

Newton’s method
CONVERGENCE
THEOREM 3.1
The sequence x n generated by Newton’s method
converges to exact root x of function f (x) = 0 if the
following conditions satisfy:
f 0 (x) 6= 0, ∀x ∈ [a, b].

Newton’s method
CONVERGENCE
THEOREM 3.1
f 0 (x) 6= 0, ∀x ∈ [a, b].
f 00 (x) is continuous on [a, b].

Newton’s method
CONVERGENCE
THEOREM 3.1
f 0 (x) 6= 0, ∀x ∈ [a, b].
f 00 (x) is continuous on [a, b].
x 0 (initial guest) is sufficiently close to exact root x .

Newton’s method
EXAMPLE 3.2
Given equation f (x) = x 3 − 2x 2 − 5 on [−1, 4], construct
the sequence by Newton’s method with x 0 = −1 after 5
iterations.

Newton’s method
EXAMPLE 3.2
iterations.
Exact root x = 2.690647448028614.
x 1 = 0.142857142857143
x 2 = −9.731428571428571
x 3 = −6.276696653150196
x 4 = −2.398586261805698
x 5 = −1.270038382108753

Newton’s method
EXAMPLE 3.2
iterations.
Exact root x = 2.690647448028614.
x 1 = 0.142857142857143
x 2 = −9.731428571428571
x 3 = −6.276696653150196
x 4 = −2.398586261805698
x 5 = −1.270038382108753
⇒ Method failed
Newton’s method
INITIAL GUESS
Consider equation f (x) = 0. Let f (x) such that

f 0 (x) > 0 or f 0 (x) < 0 on [a, b], f (a) f (b) < 0. In addition,
f 00 (x) > 0 or f 00 (x) < 0 on [a, b]. We will choose x 0 as
below:
Taking any point p in (a, b)

Newton’s method
INITIAL GUESS

below:
If f 0 (p) f 00 (p) < 0, then choose x 0 = a .

Newton’s method
INITIAL GUESS

below:
If f 0 (p) f 00 (p) > 0, then choose x 0 = b .
or

Newton’s method
INITIAL GUESS

below:
or
If f (a) f 00 (a) > 0 then choose x 0 = a .

Newton’s method
INITIAL GUESS

below:
or
If f (a) f 00 (a) > 0 then choose x 0 = a .
If f (b) f 00 (b) > 0 then choose x 0 = b .
Newton’s method
ERROR
ERROR
Estimate error of approximate root x n in Newton’s
method is
| f (x n )|
|x n − x| É .
m

Newton’s method
EXAMPLE 3.3
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.

Newton’s method
EXAMPLE 3.3
SOLUTION
f 0 = 3x 2 − 3, f 00 (x) = 6x

Newton’s method
EXAMPLE 3.3
SOLUTION
f 0 = 3x 2 − 3, f 00 (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f 0 (x) f 00 (x)
at p ,

Newton’s method
EXAMPLE 3.3
SOLUTION
f 0 = 3x 2 − 3, f 00 (x) = 6x
at p , f 0 (0, 1) f 00 (0.1) < 0, then choose x 0 = 0.

Newton’s method
EXAMPLE 3.3
SOLUTION
f 0 = 3x 2 − 3, f 00 (x) = 6x
f x 3 − 3x + 1
Consider g (x) = x − 0 = x − ,
f 3x 2 − 3

Newton’s method
EXAMPLE 3.3
SOLUTION
f 0 = 3x 2 − 3, f 00 (x) = 6x
f x 3 − 3x + 1
Consider g (x) = x − 0 = x − , x n = g (x n−1 ).
f 3x 2 − 3

Newton’s method
x 1 0.333333
x 2 0.347222
x 3 0.347296

Newton’s method
x 1 0.333333 Estimate of error

| f (x 3 )|
x 2 0.347222 ∆x 3 ≤ ≈ 2.5443 · 10−9 ,
m
x 3 0.347296 where m = min | f 0 (x)| =
x∈[0,0.5]
0
| f (0.5)| = 9/4

Newton’s method
EXAMPLE 3.4
Given equation sin x − e −x = 0, using Newton’s method
to find approximate root on [0, 1] and estimate its
error.

Newton’s method
EXAMPLE 3.4
error.
SOLUTION
f 0 = cos x + e −x , f 00 = − sin x − e −x

Newton’s method
EXAMPLE 3.4
error.
SOLUTION
f 0 = cos x + e −x , f 00 = − sin x − e −x
since f (0) f 00 (0) > 0 so we choose x 0 = 0

Newton’s method
x1 0.5
x 2 0.585644
x 3 0.588529

Newton’s method
x1 0.5 Estimate of error

| f (x 3 )|
x 2 0.585644 ∆x 3 ≤ ≈ 6 · 10−6 ,
m
x 3 0.588529 where m = min | f 0 (x)| =
x∈[0,1]
| f (1)| = cos 1 + e −1
0

Nonlinear Equation

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NONLINEAR EQUATION

TP. HCM — 2021.

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 1 / 34

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

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 2 / 34

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

The growth of population in America is described by

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 2 / 34

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

The growth of population in America is described by

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 3 / 34

There are 2 methods to determine the number of

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 3 / 34

There are 2 methods to determine the number of

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 3 / 34

There are 2 methods to determine the number of

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 3 / 34

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 4 / 34

THEOREM 0.2 (GENERAL FORMULA OF ERROR OF ROOT

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 5 / 34

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 6 / 34

THE BISECTION METHOD

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 7 / 34

THE BISECTION METHOD

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THE BISECTION METHOD

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 7 / 34

THE BISECTION METHOD

THE ERROR OF SOLUTION

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x 4 = 0.40625; ∆x4 = 0.0313.

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FIXED POINT METHOD

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 12 / 34

FIXED POINT METHOD

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

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max |g 0 (x)| < 1

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

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max |g 0 (x)| < 1

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

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 14 / 34

Choose an initial value x 0 ∈ [a, b].

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 15 / 34

CONDITION FOR CONVERGENCE

Hoang Hai Ha (BK TPHCM) NONLINEAR EQUATION TP. HCM — 2021. 16 / 34

Applying the Mean value theorem

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