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Lecture 3 - Differentiation Applications

This document provides an overview of the Newton-Raphson method for finding the roots of equations. It discusses that the Newton-Raphson method is an iterative process that uses the tangent line of the function at the current point to get closer to the root with each iteration. The derivation of the Newton-Raphson method formula is shown graphically. An example of using the Newton-Raphson method to find the root of x^2 - 3 = 0 between 2 and 3 is provided step-by-step to demonstrate the iterative process.

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29 views19 pages

Lecture 3 - Differentiation Applications

This document provides an overview of the Newton-Raphson method for finding the roots of equations. It discusses that the Newton-Raphson method is an iterative process that uses the tangent line of the function at the current point to get closer to the root with each iteration. The derivation of the Newton-Raphson method formula is shown graphically. An example of using the Newton-Raphson method to find the root of x^2 - 3 = 0 between 2 and 3 is provided step-by-step to demonstrate the iterative process.

Uploaded by

Sabwa Michael
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ENGINEERING MATHEMATICS

(MTH154S)
Differential Calculus
Chapter 3.3
Differentiation Applications
Newton-Raphson Method
By
M. Esmail
Email: [email protected]
Office: 01.83
Find the root of an equation
 A frequently occurring problem is to find the roots of
equations of the form f(x) = 0
 If f(x) is a polynomial of higher degree or an expression
involving transcendental functions (e.g. 1 + cos x – 5x), then
algebraic methods are not available.
 However, Theses equations can be solved graphically or by
the methods of successive approximations to the root.
 Successive approximations is called iterative methods.
 In the graph solution, the root of the function, say y=f (x), is
determined by sketching its graph and determine the
approximate values of roots from the points where the
graph cuts the x-axis.
Iterative Methods
Bisection Method

Theorem
If f(x) = 0,
 A function f(x) is continuous between two points xa and
xb,
 f(xa) and f(xb) are of opposite sign,

Then, there exists at least one root of f(x) between xa and xb


(i.e., where f(x) intersects the x-axis, since f(x) = 0).
Bisection Method
f(x) is continuous between xa and xb
f(xb) is positive

The root of this equation


f(xa) negative
Bisection Method

• Let f(xa) and f(xb) has opposite signs.


• Find xc = (xa+xb)/2.
• If f(xc) = 0, then xc is the root of the equation.
• Otherwise, the root lies between
• xa and xc [if xa and xc has opposite signs], or
• xc and xb [if xc and xb has opposite signs].
• We continue this process until we find the root (i.e. f(xc) = 0),
or the latest interval is smaller than some specified tolerance.
Bisection Method

f(xb) is positive

xc= (xa+xb)/2

f(xc) negative

f(xa) negative

What will be the next interval?


Example 1
Find the root of the equation x3 + 4x2 – 1 = 0 using
bisection method.
Solution:

Let, xa = 0 and xb = 1.

Now, f(0) = (0)3 + 4(0)2 – 1 = -1 <0 and


f(1) = (1)3 + 4(1)2 – 1 = 4 >0.
i.e., f(xa) and f(xb) has opposite signs.
Therefore, f(x) has a root in the interval [xa, xb] = [0, 1]

xc = (0 + 1) /2 = 0.5,
f(0.5) = 0.125. Now f(xa) and f(xc) has opposite signs
So, the next interval is [0, 0.5]
Class exercise
3.2 History, Newton-Raphson Method
• Discovered by Isaac Newton and
published in his Method of Fluxions, 1736
• Joseph Raphson described the method in
Analysis Aequationum in 1690.
• Today it is used in a wide variety of
subjects, including Computer Vision and
Artificial Intelligence, Power systems
• this method show the use of the
differentiation techniques in the solution of
the numerical equation problem
• the formula of method can be obtained
derived graphically or through Taylor
theorem.
Derivation
Let BC be the tangent to the curve at B, crossing the the x-axis at
xn+1. then from the diagram the slope of curve given by tan(θ)
f(x)
AB
tan(  
AC
f(xn) B

f ( xn )
f ' ( xi ) 
xn  xn 1

C  A x
xn+1 xn
f ( xn )
xn 1  xn 
f ( xn )

Figure 1: Derivation of the Newton-Raphson method.


11
Newton-Raphson Method

• The iteration formula for Newton’s Method of finding


roots is :

f  xn 
Newton’s Method: xn 1  xn 
f   xn 

• It is sometimes called the Newton-Raphson method

• This is a recursive algorithm because a set of steps are


repeated with the previous answer put in the next
repetition. Each repetition is called an iteration.
Example 1
1 2
Finding a root for: f  x   x  3
2
5

2 We will use Newton’s


1 Method to find the
root between 2 and 3.
-4 -3 -2 -1 0 1 2 3 4
-1

-2

-3

1 2
f  x  x  3
2
f  x  x

Guess: 3
1 2
f  3   3  3  1.5
2
mtangent  f   3  3

1.5
3  2.5
3 (new guess)
1 2
f  x  x  3
2
f  x  x

Guess: 2.5
1
f  2.5    2.5  3  .125
2

2
mtangent  f   2.5   2.5

.125
2.5   2.45
2.5 (new guess)

1 2
f  x  x  3
2
f  x  x

Guess: 2.45

f  2.45   .00125
z

mtangent  f   2.45   2.45

.00125
2.45   2.44948979592 (new guess)
2.45
Guess: 2.44948979592
f  2.44948979592   .00000013016

Amazingly close to zero!

This is Newton’s Method of finding roots. It is an example


of an algorithm (a specific set of computational steps.)
Class Exercise

Use Newton-Raphson method to determine the


positive root of the following quadratic equations:

a. x2 =4cosx
b. 5x2 +11x-17
THE END!

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