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Nonlinear Systems

Simultaneous nonlinear equations

Example

0 x x x x f

0 x x x x f

0 x x x x f

0 x x x x f

n 3 2 1 n

n 3 2 1 3

n 3 2 1 2

n 3 2 1 1

=

=

=

=

) , , , , (

) , , , , (

) , , , , (

) , , , , (

4 x x 2 x 5

8 x x 7 x 5 x x 2

7 x 4 x 2 x

2

3 2 1

2

3 2 2 2 1

3

2

2

2

1

= + ÷

= ÷ +

= + +

Two Nonlinear Functions

Circle x

2

+ y

2

=

r

2

Ellipse (x/a)

2

+ (y/b)

2

=

1

f(x,y)=0

g(x,y)=0

Solution

depends on

initial

guesses

Newton-Raphson

Method

One nonlinear equation (Ch.6)

Two nonlinear equations (Taylor-series)

) (

) (

) ( ) ( ) ( ) (

i

i

i 1 i

i i 1 i i 1 i

x f

x f

x x

x f x x x f x f

'

÷ =

'

÷ + =

+

+ +

¦

¦

¹

¦

¦

´

¦

c

c

÷ +

c

c

÷ + =

c

c

÷ +

c

c

÷ + =

+ + +

+ + +

2

i 2

i 2 1 i 2

1

i 2

i 1 1 i 1 i 2 1 i 2

2

i 1

i 2 1 i 2

1

i 1

i 1 1 i 1 i 1 1 i 1

x

f

x x

x

f

x x f f

x

f

x x

x

f

x x f f

,

, ,

,

, , , ,

,

, ,

,

, , , ,

) ( ) (

) ( ) (

Intersection of Two Curves

Two roots: f

1

(x

1

,x

2

) = 0

, f

2

(x

1

,x

2

) = 0

Alternatively

¦

¦

¹

¦

¦

´

¦

c

c

+

c

c

+ ÷ =

c

c

+

c

c

c

c

+

c

c

+ ÷ =

c

c

+

c

c

¬

¹

´

¦

=

=

+ +

+ +

+

+

2

i 2

i 2

1

i 2

i 1 i 2 1 i 2

2

i 2

1 i 1

1

i 2

2

i 1

i 2

1

i 1

i 1 i 1 1 i 2

2

i 1

1 i 1

1

i 1

1 i 2

1 i 1

x

f

x

x

f

x f x

x

f

x

x

f

x

f

x

x

f

x f x

x

f

x

x

f

0 f

0 f

,

,

,

, , ,

,

,

,

,

,

,

, , ,

,

,

,

,

,

f

f

x x

x x

x

f

x

f

x

f

x

f

i 2

i 1

i 2 1 i 2

i 1 1 i 1

2

i 2

1

i 2

2

i 1

1

i 1

)

`

¹

¹

´

¦

÷ =

)

`

¹

¹

´

¦

÷

÷

(

(

(

(

¸

(

¸

c

c

c

c

c

c

c

c

+

+

.

,

, ,

, ,

, ,

, ,

[J ]{Ax} = ÷{ f }

Jacobian matrix

Intersection of Two Curves

Intersection of a circle and a parabola

¦

¹

¦

´

¦

= ÷ =

= ÷ + =

¹

´

¦

= ÷ =

= ÷ + =

0 x x x x f

0 1 x x x x f

or

0 y x y x g

0 1 y x y x f

2

2

1 2 1 2

2

2

2

1 2 1 1

2

2 2

) , (

) , (

) , (

) , (

(

¸

(

¸

÷

=

(

(

(

(

¸

(

¸

c

c

c

c

c

c

c

c

¦

¹

¦

´

¦

÷ =

÷ + =

1 x 2

x 2 x 2

x

f

x

f

x

f

x

f

x x x x f

1 x x x x f

1

2 1

2

2

1

2

2

1

1

1

2

2

1 2 1 2

2

2

2

1 2 1 1

) , (

) , (

)

`

¹

¹

´

¦

÷

÷

=

)

`

¹

¹

´

¦

A

A

(

¸

(

¸

÷

= A

i 2

i 1

i 2

i 1

i 1

i 2 i 1

f

f

x

x

1 x 2

x 2 x 2

x J

,

,

,

,

,

, ,

} ]{ [

Intersection of Two Curves

)

`

¹

¹

´

¦

÷

÷

= ÷ =

)

`

¹

¹

´

¦

A

A

= A

+

+

i 2 1 i 2

i 1 1 i 1

old new

i 2

i 1

x y

x x

x x

x

x

x

, ,

, ,

,

,

Solve for x

new

Newton-Raphson

Method

n nonlinear equations in n

unknowns

¦

¦

¦

)

¦

¦

¦

`

¹

¦

¦

¦

¹

¦

¦

¦

´

¦

=

¦

¦

¦

¹

¦

¦

¦

´

¦

=

=

=

=

) (

) (

) (

) (

) ,...., , , (

) ,...., , , (

) ,...., , , (

) ,...., , , (

x f

x f

x f

x f

) x ( F

0 x x x x f

0 x x x x f

0 x x x x f

0 x x x x f

n

3

2

1

n 3 2 1 n

n 3 2 1 3

n 3 2 1 2

n 3 2 1 1

n 3 2 1

x x x x x , 0 x F

= = ) (

Newton-Raphson

Method

Jacobian (matrix of partial derivatives)

(

(

(

(

(

(

(

(

(

(

(

¸

(

¸

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

=

n

n

3

n

1

n

1

n

n

3

3

3

2

3

1

3

n

2

3

2

2

2

1

2

n

1

3

1

2

1

1

1

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

) x ( J

old new old old

x x x y x F y x J

÷ = A = ÷ = ); ( ) (

Newton-Raphson

Method

For a single equation with one variable

Newton’s iteration

) ( ) ( x f

dx

df

x J

'

= =

) (

) (

) (

old

old

old old

1

old new

x f

x f

x f x J x x

'

÷ = ÷ =

÷

) (

) (

i

i

i 1 i

x f

x f

x x

'

÷ =

+

Intersection of Three Surfaces

Solve the nonlinear system

Jacobian

¦

¦

¹

¦

¦

´

¦

= + ÷ =

= ÷ + =

= ÷ + + =

¦

¹

¦

´

¦

= + ÷ =

= ÷ + =

= ÷ + + =

0 x x 3 x x x x f

0 9 x 2 x x x x f

0 14 x x x x x x f

or

0 z y 3 x z y x h

0 9 y 2 x z y x g

0 14 z y x z y x f

2

3

2

2 1 3 2 1 3

2

2

2

1 3 2 1 2

2

3

2

2

2

1 3 2 1 1

2 2

2 2

2 2 2

) , (

) , (

) , (

) , , (

) , , (

) , , (

,

,

,

x 2 x 6 1

0 x 4 x 2

x 2 x 2 x 2

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

x

f

J

3 2

2 1

3 2 1

3

3

2

3

1

3

3

2

2

2

1

2

3

1

2

1

1

1

(

(

(

¸

(

¸

÷

=

(

(

(

(

(

(

(

¸

(

¸

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

c

= ] [

Newton-Raphson

Method

Solve the nonlinear system

¦

)

¦

`

¹

¦

¹

¦

´

¦

A

A

A

+

¦

)

¦

`

¹

¦

¹

¦

´

¦

=

¦

)

¦

`

¹

¦

¹

¦

´

¦

¦

)

¦

`

¹

¦

¹

¦

´

¦

÷ =

¦

)

¦

`

¹

¦

¹

¦

´

¦

A

A

A

(

(

(

¸

(

¸

÷

3

2

1

old

old

old

new

new

new

3

2

1

3

2

1

3 2

2 1

3 2 1

x

x

x

z

y

x

z

y

x

f

f

f

x

x

x

x 2 x 6 1

0 x 4 x 2

x 2 x 2 x 2

Fixed-Point Iteration

No need to compute partial derivatives

) x ,...., x , x , x ( g x

) x ,...., x , x , x ( g x

) x ,...., x , x , x ( g x

) x ,...., x , x , x ( g x

0 ) x ,...., x , x , x ( f

0 ) x ,...., x , x , x ( f

0 ) x ,...., x , x , x ( f

0 ) x ,...., x , x , x ( f

n 3 2 1 n n

n 3 2 1 3 3

n 3 2 1 2 2

n 3 2 1 1 1

n 3 2 1 n

n 3 2 1 3

n 3 2 1 2

n 3 2 1 1

¦

¦

¦

¹

¦

¦

¦

´

¦

=

=

=

=

¬

¦

¦

¦

¹

¦

¦

¦

´

¦

=

=

=

=

1 K ;

n

K

x

g

j

i

< s

c

c

Convergenc

e Theorem

Solve the following system of linear equations

f(x,y) = 4 –x

2

– y

2

= 0

f(x,y) = 1 –e

2

– y = 0

Using Newton Raphson Method

Example1: Fixed-Point

Solve the nonlinear system

Rearrange (initial guess: x = y = z = 2)

¦

¹

¦

´

¦

= + + ÷ ÷ =

= ÷ + + =

= ÷ + + + =

0 75 x 40 x x ) x , x , x ( f

0 50 x x 20 x ) x , x , x ( f

0 200 x x x 50 x ) x , x , x ( f

3

2

2

2

1 3 2 1 3

2

3 2

2

1 3 2 1 2

2

3

2

2 1

2

1 3 2 1 1

¦

¹

¦

´

¦

÷ + = =

÷ ÷ = =

÷ ÷ ÷ = =

/40 ) 75 x x ( ) x , x , x ( g x

/20 ) x x 50 ( ) x , x , x ( g x

/50 ) x x x 200 ( ) x , x , x ( g x

2

2

2

1 3 2 1 3 3

2

3

2

1 3 2 1 2 2

2

3

2

2

2

1 3 2 1 1 1

Example 2: Fixed-Point

Solve the nonlinear system

Rearrange (initial guess: x = 0, y = 0, z > 0)

¦

¹

¦

´

¦

= ÷ =

= ÷ + =

= ÷ + + =

0 11 x x x x x f

0 47 x 9 x x x x f

0 36 x 9 x 4 x x x x f

3

2

1 3 2 1 3

2

2

2

3 2 1 2

2

3

2

2

2

1 3 2 1 1

1

) , , (

) , , (

) , , (

¦

¦

¹

¦

¦

´

¦

÷ ÷ = =

÷ = =

= =

3 x 4 x 36 x x x g x

3 x 47 x x x g x

x 11 x x x g x

2

2

2

1 3 2 1 3 3

2

1 3 2 1 2 2

3 3 2 1 1 1

/ ) , , (

/ ) , , (

/ ) , , (

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