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Equation
Prepared by
Rasel Ahmmed
Lecturer, Dept. of EEE
BSMRSTU, Gopalganj
10/20/22 1
What is non-linear equation..??
• An equation in which one or more terms have a
variable of degree 2 or higher is called a nonlinear
equation. A nonlinear system of equations
contains at least one nonlinear equation.
• Non linear equation can be solved in these ways-
• A. Graphical Method
C. Open Method
• Newton Raphson method.
• Secant method.
Root of Nonlinear Equations
• Solve f x
0
Intermediate Value Theorem
• For our specific interest
If f(x) is continuous in the interval [a,b], and
f(a).f(b)<0, then there exists ‘c’ such that
a<c<b and f(c)=0.
Example
• For the parachutist problem
v t
mg
c
1 e ct /
m
v10 40 m / s
•
Find ‘c’ such that
• Where, g 9.8 m / s2 , m
68.1kg
Example (cont’d)
• You get 40 68.1*9.8 1 e10c / 68.1
c
• OR: f c
667.38
c
1 e 0.147c
40
• Giving,
f 12 6.067 & f 16
2.259
Example (cont’d)
• Graphically
Bracketing Methods
Bisection Method
http://numericalmethods.eng.usf.edu 9
Definition
f(x)
x
x
xu
Figure 1 At least one root exists between the two points if the function is
real, continuous, and changes sign.
11 http://numericalmethods.eng.usf.edu
Basis of Bisection Method
f(x)
x x
xu
12 http://numericalmethods.eng.usf.edu
Basis of Bisection Method
f(x)
f(x)
x xu
x x
x xu
13 http://numericalmethods.eng.usf.edu
Basis of Bisection Method
f(x)
xu
x
x
14 http://numericalmethods.eng.usf.edu
Algorithm for Bisection
Method
15 http://numericalmethods.eng.usf.edu
Step 1
Choose x and xu as two guesses for the root such that
f(x) f(xu) < 0, or in other words, f(x) changes sign
between x and xu. This was demonstrated in Figure 1.
f(x)
x
x
xu
Figure 1
16 http://numericalmethods.eng.usf.edu
Step 2
Estimate the root, xm of the equation f (x) = 0 as the mid
point between x and xu as
f(x)
x xu
xm =
2
x xm
x
xu
Figure 5 Estimate of xm
17 http://numericalmethods.eng.usf.edu
Step 3
Now check the following
18 http://numericalmethods.eng.usf.edu
Step 4
Find the new estimate of the root
x xu
xm =
2
Find the absolute relative approximate error
x new x old
m
a m
new
100
x m
where
xmold previous estimate of root
xmnew current estimate of root
19 http://numericalmethods.eng.usf.edu
Step 5
Compare the absolute relative approximate error a with
the pre-specified error tolerance s .
Go to Step 2 using new
Yes upper and lower
Is a s ? guesses.
22 http://numericalmethods.eng.usf.edu
Example 1 Cont.
From the physics of the problem, the ball would be
submerged between x = 0 and x = 2R,
where R = radius of the ball,
that is
0 x 2R
0 x 20.055
0 x 0.11
23 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Solution
Hence
f xl f xu f 0 f 0.11 3.993 104 2.662 104 0
So there is at least on root between x and xu, that is between 0 and 0.11
25 http://numericalmethods.eng.usf.edu
Example 1 Cont.
f xl f xm f 0 f 0.055 3.993 10 4 6.655 10 5 0
Hence the root is bracketed between xm and xu, that is, between 0.055
and 0.11. So, the lower and upper limits of the new bracket are
xl 0.055, xu 0.11
At this point, the absolute relative approximate error a cannot be
calculated as we do not have a previous approximation.
27 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Hence the root is bracketed between xand xm, that is, between 0.055
and 0.0825. So, the lower and upper limits of the new bracket are
xl 0.055, xu 0.0825
29 http://numericalmethods.eng.usf.edu
Example 1 Cont.
xmnew xmold
a new
100
xm
0.0825 0.055
100
0.0825
33.333%
None of the significant digits are at least correct in the estimate root of
xm = 0.0825 because the absolute relative approximate error is greater
than 5%.
31 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 3 x xu 0.055 0.0825
The estimate of the root is xm 0.06875
2 2
f xm f 0.06875 0.06875 0.1650.06875 3.993 104 5.563 10 5
3 2
f xl f xm f 0.055 f 0.06875 6.655 10 5 5.563 10 5 0
Hence the root is bracketed between xand xm, that is, between 0.055
and 0.06875. So, the lower and upper limits of the new bracket are
xl 0.055, xu 0.06875
32 http://numericalmethods.eng.usf.edu
Example 1 Cont.
xmnew xmold
a new
100
xm
0.06875 0.0825
100
0.06875
20%
Still none of the significant digits are at least correct in the estimated
root of the equation as the absolute relative approximate error is greater
than 5%.
Seven more iterations were conducted and these iterations are shown in
Table 1.
34 http://numericalmethods.eng.usf.edu
Table 1 Cont.
Table 1 Root of f(x)=0 as function of number of iterations for
bisection method.
Iteration x xu xm a % f(xm)
35 http://numericalmethods.eng.usf.edu
Table 1 Cont.
Hence the number of significant digits at least correct is given by the
largest value or m for which
a 0.5 10 2 m
0.1721 0.5 10 2 m
0.3442 10 2 m
log0.3442 2 m
m 2 log0.3442 2.463
So
m2
The number of significant digits at least correct in the estimated root
of 0.06241 at the end of the 10th iteration is 2.
36 http://numericalmethods.eng.usf.edu
Advantages
Always convergent
The root bracket gets halved with each
iteration - guaranteed.
37 http://numericalmethods.eng.usf.edu
Drawbacks
Slow convergence
If one of the initial guesses is close to
the root, the convergence is slower
38 http://numericalmethods.eng.usf.edu
Drawbacks (continued)
If a function f(x) is such that it just
touches the x-axis it will be unable to find
the lower and upper guesses.
f(x)
f x x 2
39 http://numericalmethods.eng.usf.edu
Drawbacks (continued)
Function changes sign but root does not
exist
1
f(x)
f x
x
x
40 http://numericalmethods.eng.usf.edu
False-Position Method of Solving a
Nonlinear Equation
10/20/22 41
Introduction
f x
f ( x) 0 (1)
In the Bisection method
f xU
f ( x L ) * f ( xU ) 0 (2)
x L xU
Exact root xr (3)
xL 2
O xr xU x 1
f xL
42
Figure 1 False-Position Method http://numericalmethods.eng.usf.edu
False-Position Method
f ( x L ) 0; xr x L 0
f ( xU ) 0; xr xU 0
43 http://numericalmethods.eng.usf.edu
From Eq. (4), one obtains
xr xL f xU xr xU f xL
xU f x L x L f xU xr f x L f xU
The above equation can be solved to obtain the next
xr , aspredicted root
xU f x L x L f xU
xr (5)
f x L f xU
44 http://numericalmethods.eng.usf.edu
The above equation,
f xU x L xU
xr xU (6)
f x L f xU
45 http://numericalmethods.eng.usf.edu
Step-By-Step False-Position
Algorithms
49 http://numericalmethods.eng.usf.edu
Iteration 1
xU f x L x L f xU
xm
f x L f xU
0.11 3.993 10 4 0 2.662 10 4
3.993 10 4 2.662 10 4
0.0660
f xm f 0.0660 0.0660 0.1650.0660 3.993104
3 2
5
3.1944 10
f xL f xm f 0 f 0.0660 0
50
x L 0, xU 0.0660 http://numericalmethods.eng.usf.edu
Iteration 2
xU f x L x L f xU
xm
f x L f xU
0.0660 3.993 10 4 0 3.1944 10 5
3.993 10 4 3.1944 10 5
0.0611
f xm f 0.0611 0.0611 0.1650.0611 3.993 104
3 2
1.1320 105
f x L f xm f 0 f 0.0611 0
Hence, x L 0.0611, xU 0.0660
51 http://numericalmethods.eng.usf.edu
0.0611 0.0660
a 100 8%
0.0611
Iteration 3
xU f x L x L f xU
xm
f x L f xU
0.0660 1.132 10 5 0.0611 3.1944 10 5
1.132 10 5 3.1944 10 5
0.0624
52 http://numericalmethods.eng.usf.edu
f xm 1.1313 10 7
0.0624 0.0611
a 100 2.05%
0.0624
53 http://numericalmethods.eng.usf.edu
Table 1: Root of f x x 3
0.165 x 2
3.993 10 4
0
for False-Position Method.
Iteration xL xU xm a % f x m
1 0.0000 0.1100 0.0660 N/A -3.1944x10-5
54 http://numericalmethods.eng.usf.edu
Exercise 1
f ( x) x 3 x 2 1
Use the false-position method of finding roots of
equations. Conduct three iterations to estimate the
root of the above equation. Find the absolute
relative approximate error at the end of each
iteration.
55 http://numericalmethods.eng.usf.edu
Let us assume
xL 0, xU 2
f xL f 0 0 0 1 1
3 2
f xU f 2 2 2 1 3
3 2
Hence,
f xL f xU f 0 f 2 13 0
56 http://numericalmethods.eng.usf.edu
Iteration 1
xU f xL xL f xU
xm
f xL f xU
2 ( 1) 0 3
1 3
0.5
1.1250
f xL f xm f 0 f 0.5 0
57
xL 0.5, xU 2 http://numericalmethods.eng.usf.edu
References
58 http://numericalmethods.eng.usf.edu
Homework #1
•Chapter 5, page 131, numbers:
5.3,5.6,5.7,5.8,5.12
• You are not required to get the solution
graphically!
• Homework due Next week!
Open Methods
60 http://numericalmethods.eng.usf.edu
Newton-Raphson Method
61 10/20/22
Newton-Raphson Method
f(x )
f ( x i)
x f x f(xi )
i, i xi 1 = xi -
f (xi )
f ( x i-1 )
x i+ 2 x i+ 1 xi X
AB
f(xi) B tan(
AC
f ( xi )
f ' ( xi )
xi xi 1
C A X f ( xi )
xi+1 xi xi 1 xi
f ( xi )
64 http://numericalmethods.eng.usf.edu
Step 1
65 http://numericalmethods.eng.usf.edu
Step 2
66 http://numericalmethods.eng.usf.edu
Step 3
xi 1- xi
a = 100
xi 1
67 http://numericalmethods.eng.usf.edu
Step 4
Compare the absolute relative approximate error with
the pre-specified relative error tolerance . s
Go to Step 2 using new
Yes
estimate of the root.
Is a s ?
68 http://numericalmethods.eng.usf.edu
Example
Solve the given equation using Newton’s method using 3
iterations:
f x x3-
0.165x2+3.993x10-4
6
Graph of function f(x)
f x x3-
0.165x2+3.993x10-4
70
Iteration #1
x0 0.02
f x0
x1 x0
f ' x0
3.413x10 4
x1 0.02
5.4x103
0.08320
a
75.96%
7
Iteration #2
x1 0.08320
f x1
x2 x1
f ' x1
1.670x104
x2 0.08320
6.689x103
0.05824
a
42.86%
7
Iteration #3
x2 0.05824
f x2
x3 x2
f ' x2
3.717x105
0.05284
9.043x103
0.06235
a
6.592%
7
Example 2
74 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Use the Newton-Raphson method
of finding roots of equations
a)To find the temperature x to
which the trunnion has to be
cooled. Conduct three iterations to
estimate the root of the above
equation.
b)Find the absolute relative
approximate error at the end of
each iteration, and
c)the number of significant digits at
least correct at the end of each
iteration.
75 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Cool down temperature
0.02
0.015
0.01
0.005
f(x)
0
-400 -300 -200 -100 0 100
-0.005
-0.01
Temperature (F)
Iteration 1
The estimate of the root is
Initial guess: x0 100
f 100 0.50598 10 10 100 0.38292 10 7 100 0.74363 10 4 100 0.88318 10 2
3 2
1.8290 10 3
f 100 1.5179 10 10 100 0.76582 10 7 100 0.74363 10 4
2
6.5187 10 5
77 http://numericalmethods.eng.usf.edu
Example 2 Cont.
f x0
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
x1 x0
f ' x0
0.0088
3
8.831810
0.0067
1.8290 10 3
0.0046 x1 100
f ( x)
6.5187 10 5
f ( x)
0.0025
f ( x) x1 128.06
tan ( x)
0
0
The absolute relative approximate
0.0018 error is
x1 x0
a 100
4.6896510
3
0.0039
x1
200 150 100 50 0
128.0582 100
200 x x 0 x 1 x 0
f(x)
prev. guess
new guess
100
tangent line 128.0582
Figure 5 Graph of estimated root 21.910%
after Iteration 1. The number of significant digits at
least correct is 0.
78 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Iteration 2
The estimate of the root is
f 128.06 0.5059810-10 128.06 0.38292 107 128.06 0.74363104 128.06
3 2
0.8831810 2
4.3214 105
f 128.06 1.5179 1010 128.06 0.76584 107 128.06 0.7436310 4
2
6.2067 105
f x1
x2 x1
f ' x1
4.3214 10 5
x2 128.06
6.2067 10 5
x2 128.75
79 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
3
0.0088
8.831810
0.0067
The absolute relative approximate
error is
0.0046
x2 x1
a 100
f ( x)
x2
f ( x)
0.0025
f ( x)
128.75 128.06
tan ( x)
0
0
100
0.0018
128.75
4.4219710
3 0.0039
80 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Iteration 3
The estimate of the root is
f 128.75 0.50598 10 10 128.75 0.38292 10 7 128.75 0.74363 10 4 128.75
3 2
0.88318 10 2
2.8002 10 8
f 128.7544 1.5179 10 10 128.75 0.76582 10 7 128.75 0.74363 10 4
2
6.9186 10 5
f x 2
x3 x2
f ' x2
2.8002 10 8
x3 128.75
6.9186 10 5
x3 128.75
81 http://numericalmethods.eng.usf.edu
Example 2 Cont.
The absolute relative approximate
0.0088
3
8.831810
error is
f ( x) x x2
f ( x) a 3 100
f ( x) x3
tan ( x)
128.75 128.75
0
0
100
128.75
3
4.4162110
3.5086 10 4 %
200 150 100 50 0
200 x x 2 x 3 x 0
f(x)
prev. guess
new guess
tangent The number of significant digits
Figure 7 Graph of estimated root at least correct is 5.
after Iteration 3.
82 http://numericalmethods.eng.usf.edu
Advantages and Drawbacks
of Newton Raphson Method
83 http://numericalmethods.eng.usf.edu
Advantages
Converges fast (quadratic convergence), if
it converges.
Requires only one guess
84 http://numericalmethods.eng.usf.edu
Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the root that is
close to the inflection point of the function f xmay
start
diverging away from the root in ther Newton-Raphson method.
87 http://numericalmethods.eng.usf.edu
Drawbacks – Oscillations near local
maximum and minimum
3. Oscillations near local maximum and minimum
roots.
88 http://numericalmethods.eng.usf.edu
Drawbacks – Oscillations near local
maximum and minimum
Table 3 Oscillations near local maxima and 6
f(x)
mimima in Newton-Raphson method. 5
f xi a %
Iteration
Number xi 4
3
0 –1.0000 3.00 3
89 http://numericalmethods.eng.usf.edu
Drawbacks – Root Jumping
4. Root Jumping
In some cases where the function f x is oscillating and has a number
of roots, one may choose an initial guess close to a root. However, the
guesses may jump and converge to some other root.
1.5
f(x)
For example 1
f x sin x 0 0.5
x
Choose -2
0
0 2 4 6 8 10
-1.5
Secant method
Figure 1 Geometrical illustration of f ( xi )( xi xi 1 )
the Newton-Raphson method. xi 1 xi
f ( xi ) f ( xi 1 )
93
Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC
f(xi) B AE DE
can be written as
f ( xi ) f ( xi 1 )
C
xi xi 1 xi 1 xi 1
f(xi-1)
E D A
On rearranging, the secant
X
xi+1 xi-1 xi method is given as
f ( xi )( xi xi 1 )
Figure 2 Geometrical representation of xi 1 xi
the Secant method. f ( xi ) f ( xi 1 )
94
Algorithm for Secant Method
95
Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi xi 1 )
xi 1 xi
f ( xi ) f ( xi 1 )
Find the absolute relative approximate error
xi 1- xi
a = 100
xi 1
96
Step 2
Find if the absolute relative approximate error is greater
than the prespecified relative error tolerance.
97
Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.
above equation.
• Find the absolute relative approximate error and the
100
Example 1 Cont.
Let us assume the initial guesses of the root of f x 0
as x1 0.02 and x0 0.05.
Iteration 1
The estimate of the root is
f x0 x0 x1
x1 x0
f x0 f x1
0.05
0.05 0.1650.05 3.993 10 0.05 0.02
3 2 4
0.06461
101 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 1 is
x1 x0
a 100
x1
0.06461 0.05
100
0.06461
22.62%
The number of significant digits at least correct is 0, as you
need an absolute relative approximate error of 5% or less
for one significant digits to be correct in your result.
102
Example 1 Cont.
f x1 x1 x0
x2 x1
f x1 f x0
0.06461
0.06461 0.1650.06461 3.99310 0.06461 0.05
3 2 4
0.06241
104
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 2 is
x2 x1
a 100
x2
0.06241 0.06461
100
0.06241
3.525%
The number of significant digits at least correct is 1, as you
need an absolute relative approximate error of 5% or less.
105
Example 1 Cont.
f x2 x2 x1
x3 x2
f x2 f x1
0.06241
0.06241 0.1650.06241 3.99310 0.06241 0.06461
3 2 4
0.06238
107
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 3 is
x3 x2
a 100
x3
0.06238 0.06241
100
0.06238
0.0595%
The number of significant digits at least correct is 5, as you
need an absolute relative approximate error of 0.5% or
less.
108
Iteration #3
110
Drawbacks
2
2
f ( x)
0
f ( x) 0
f ( x)
2 2
10 5 0 5 10
10 x x guess1 x guess2 10
f(x)
prev. guess
new guess f x Sinx 0
Division by zero
111
Drawbacks (continued)
2
2
f ( x)
f ( x)
0
f ( x) 0
secant ( x)
f ( x)
2 2
10 5 0 5 10
10 x x 0 x 1' x x 1 10
f(x)
x'1, (first guess)
x0, (previous guess) f x Sinx 0
Secant line
x1, (new guess)
Root Jumping
112