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System Nonlinear Equations

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
/ ) , , (
/ ) , , (
/ ) , , (