ESO 208A: Computational Methods in Engineering: Department of Civil Engineering IIT Kanpur
ESO 208A: Computational Methods in Engineering: Department of Civil Engineering IIT Kanpur
Methods in Engineering
Arghya Das
Acknowledgement
Profs. Abhas Singh and Shivam Tripathi (CE)
Solution of Non-Linear
Equation
Open Methods: Muller
Principle: fit a quadratic polynomial through three points to
approximate the function.
Problem: f(x) = 0, find a root x = α such that f(α) = 0
Initialize: choose three points x0, x1, x2 and evaluate f(x0), f(x1), f(x2)
Fit a quadratic polynomial through three points xk, xk-1, xk-2 as:
p(x) = a(x - xk)2 + b(x - xk) + c
Constants: c = f(xk); b = f[xk, xk-1] + (xk - xk-1)f[xk, xk-1, xk-2]; a = f[xk,
xk-1, xk-2]
±
Iteration step k: or
±
Stopping criteria:
4
Order of Convergence
Definition: Let be a sequence which converges to α.
Define en = xn – α. If there exists a number p and a constant C ≠ 0 such
that,
→∝
6
Polynomial Methods: Single Root
7
Polynomial Methods: Single Root
b0 is a function of r → b0(r), at r = α, b0(r) = 0
Problem: f(x) = 0, find a root x = α such that f(α) = 0
Problem: b0(r) = 0, find a root r = α such that b0(α) = 0
Apply Newton-Raphson:
Iteration Formula for Step k:
or
→ b0’(r) = c1 →