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Nonlinear Equation
Nonlinear Equation
E LECTRONIC LECTURE
Hoang Hai Ha
HCMUT-OISP
Email: hoanghaiha@hcmut.edu.vn
x − 2−x = 0.
We need to answer the following questions:
1. How many roots does the equation have?
2. Locate the roots.
3. Find approximately the roots.
T HEOREM 1.1
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 f (x) = 0 has
a unique real root on [a, b].
T HEOREM 1.1
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 f (x) = 0 has
a unique real root on [a, b].
E XAMPLE 1.1
Check that [0, 1] is the isolated interval containing root of x − 2−x = 0.
f (0) = −1, f (1) = 0.5;
f ′ (x) = 1 + 2−x ln 2 > 0 for all x ∈ [0, 1].
E XAMPLE 1.2
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.
E XAMPLE 1.2
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.
Answer. ∆x ∗ ≈ 0.0034.
a + bn
an É x É bn , an É xn = n
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 solution of equation.
T HEOREM 2.1
Let function f (x) be continuous and have unique solution x on [a, b] .
Then the bisection method generates a sequence {x n } that converges to
the exact solution x of 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
T HEOREM 2.1
Let function f (x) be continuous and have unique solution x on [a, b] .
Then the bisection method generates a sequence {x n } that converges to
the exact solution x of 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
E XAMPLE 2.1
Let the equation f (x) = 5x 3 − cos 3x = 0 have a unique root on [0, 1].
Using the bisection method to find x 4 and estimate its absolute error.
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
E XAMPLE 3.1
Given the equation x 3 − x − 1 = 0 , we can rewrite:
x = x 3 − 1.
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
E XAMPLE 3.1
Given the equation x 3 − x − 1 = 0 , we can rewrite:
x = x 3 − 1.
p
3
x = 1 + x.
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
E XAMPLE 3.1
Given the equation x 3 − x − 1 = 0 , we can rewrite:
x = x 3 − 1.
p
3
x = 1 + x.
1 1
x = + 2.
x x
D EFINITION 3.1
A point x is called the fixed point of function g if g (x) = x
E XAMPLE 3.1
Given the equation x 3 − x − 1 = 0 , we can rewrite:
x = x 3 − 1.
p
3
x = 1 + x.
1 1
x = + 2.
x x
then g has exactly one fixed point on [a, b]. Function g is called
contraction mapping.
then g has exactly one fixed point on [a, b]. Function g is called
contraction mapping.
E XAMPLE 3.2
Show that g (x) = (x 2 − 1)/3 has a unique fixed point on the interval
[−1, 1].
Then lim x n = x.
n→∞
S OLUTION
1 x 0 = 0.5 → x 1 = 29/160 → x 2 = 0.151489(A) → x 3 = 0.150869(B )
S OLUTION
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
S OLUTION
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
S OLUTION
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.
A NSWER
x 3 = 3.4248799, ∆x 3 = 0.0074103.
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
S OLUTION
f = cos x − x, f ′ = − sin x − 1, set function
f (x) cos x − x
g (x) = x − ′ =x−
f (x) − sin x − 1
S OLUTION
f = cos x − x, f ′ = − sin x − 1, set function
f (x) cos x − x
g (x) = x − ′ =x−
f (x) − sin x − 1
First iteration: x 1 = g (x 0 ) = 1
S OLUTION
f = cos x − x, f ′ = − sin x − 1, set function
f (x) cos x − x
g (x) = x − ′ =x−
f (x) − sin x − 1
First iteration: x 1 = g (x 0 ) = 1
Second iteration: x 2 = g (x 1 ) = 0.750363867840244
S OLUTION
f = cos x − x, f ′ = − sin x − 1, set function
f (x) cos x − x
g (x) = x − ′ =x−
f (x) − sin x − 1
First iteration: x 1 = g (x 0 ) = 1
Second iteration: x 2 = g (x 1 ) = 0.750363867840244
Third iteration: x 3 = g (x 2 ) = 0.739112890911362.
T HEOREM 3.4
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 ′ (x) ̸= 0, ∀x ∈ [a, b].
T HEOREM 3.4
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 ′ (x) ̸= 0, ∀x ∈ [a, b].
f ′′ (x) is continuous on [a, b].
T HEOREM 3.4
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 ′ (x) ̸= 0, ∀x ∈ [a, b].
f ′′ (x) is continuous on [a, b].
x 0 (initial guest) is sufficiently close to exact root x.
E RROR
Estimate error of approximate root x n in Newton’s method is
| f (x n )|
|x n − x| É .
m
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f ′ (x) f ′′ (x) at p:
f ′ (0.1) f ′′ (0.1) < 0, then choose x 0 = 0.
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f ′ (x) f ′′ (x) at p:
f ′ (0.1) f ′′ (0.1) < 0, then choose x 0 = 0.
f (x) x 3 − 3x + 1
Consider g (x) = x − ′ =x− ,
f (x) 3x 2 − 3
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f ′ (x) f ′′ (x) at p:
f ′ (0.1) f ′′ (0.1) < 0, then choose x 0 = 0.
f (x) x 3 − 3x + 1
Consider g (x) = x − ′ =x− , x n = g (x n−1 ).
f (x) 3x 2 − 3
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f ′ (x) f ′′ (x) at p:
f ′ (0.1) f ′′ (0.1) < 0, then choose x 0 = 0.
f (x) x 3 − 3x + 1
Consider g (x) = x − ′ =x− , x n = g (x n−1 ).
f (x) 3x 2 − 3
x1 0.333333
x2 0.347222
x3 0.347296
S OLUTION
f ′ = 3x 2 − 3, f ′′ (x) = 6x
Taking p = 0.1 ∈ [0, 0.5], check the sign of f ′ (x) f ′′ (x) at p:
f ′ (0.1) f ′′ (0.1) < 0, then choose x 0 = 0.
f (x) x 3 − 3x + 1
Consider g (x) = x − ′ =x− , x n = g (x n−1 ).
f (x) 3x 2 − 3
S OLUTION
f ′ = cos x + e −x , f ′′ = − sin x − e −x .
S OLUTION
f ′ = cos x + e −x , f ′′ = − sin x − e −x .
since f (0) f ′′ (0) > 0 so we choose x 0 = 0.
S OLUTION
f ′ = cos x + e −x , f ′′ = − sin x − e −x .
since f (0) f ′′ (0) > 0 so we choose x 0 = 0.
x1 0.5
x2 0.585644
x3 0.588529
S OLUTION
f ′ = cos x + e −x , f ′′ = − sin x − e −x .
since f (0) f ′′ (0) > 0 so we choose x 0 = 0.
1) Estimate of error
x1 0.5 | f (x 3 )|
∆x 3 ≤ ≈ 6 · 10−6 ,
x2 0.585644 m
x3 0.588529 where m = min | f ′ (x)| = | f ′ (1)| =
x∈[0,1]
cos 1 + e −1 .
2) n = 4.