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T & NM - Numerical Solutions of Nonlinear Equations

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43 views2 pages

T & NM - Numerical Solutions of Nonlinear Equations

The image portrays stuck on a lonely island a Captain of a ship The lelue sea brings a sense of peace and tranquility. The a lush green leaves Oof of the tall trees sceme ho kiss the ocean. The captain in his long coat, high boots, blonde hair and a big rolund hat is carrying a walking stick with him. This walking stick is helping Chim to support himself as the seems lame. the He seems seems to be quite happy to be lame. and contented as he walks along with his pet parrot. The people behind him

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Arinjoy Mervyn Gomes
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Numerical Solutions of Nonlinear Equations

A number ξ is a solution of f (x) = 0 if f (ξ) = 0. Such a solution ξ is a root or a zero of f (x) = 0.


Geometrically, a root of the equation f (x) = 0 is the value of x at which the graph of y = f (x)
intersects x- axis.

Bisection Method
This method consists in locating the root of the equation f (x) = 0 between a and b. If f (x)
is continuous in between a and b, and f (a) and f (b) are of opposite signs then there is a root in
between a and b. Then the first approximation of the root is x1 = 12 (a + b). If f (x1 ) = 0, then x1
is a root of f (x) = 0. Otherwise, the root lies between a and x1 or x1 and b according to f (a)f (x1 )
is negative or positive. Then we bisect the interval as before and continue the process until the
root is found to be desired accuracy.

Example 1. Find a root of the equation x3 − 4x − 9 = 0, using the bisection method correct to
three decimal places.

Let f (x) = x3 − 4x − 9.
Then f (2) = −9 < 0 and f (3) = 6 > 0. Therefore, root lies between 2 and 3.
∴ first approximation to the root is x1 = 2+32
= 2.5.
Now f (x1 ) = f (2.5) = −3.375 < 0. Thus the second approximation of the root is x2 =
1
2
(x1 + 3) = 2.75.
Then f (x2 ) = f (2.75) = 0.7969 > 0. ∴ the root lies between x1 and x2 . Thus the third
approximation of the root is x3 = 12 (x1 + x2 ) = 2.625.
Then f (x3 ) = f (2.625) = −1.4121 < 0. ∴ the root lies between x2 and x3 . Thus the fourth
approximation to the root is x4 = 21 (x2 + x3 ) = 2.6875.
Repeating this process, the successive approximations are x5 = 2.71875, x6 = 2.70313, x7 =
2.71094, x8 = 2.70703, x9 = 2.70508, x10 = 2.70605, x11 = 2.70654.
Hence the root is 2.706.

Newton-Raphson Method
This is also an iterative method and is used to find isolated roots of an equation f (x) = 0. The
object of this method is to correct the approximate root x0 (say) successively to its exact value α.
Initially, a crude approximation small interval [a0 , b0 ] is found out in which only one root α (say)
of f (x) = 0 lies.
Let x = x0 (a0 ≤ x0 ≤ b0 ) is an approximation of the root α of the equation f (x) = 0. Let h
be a small correction on x0 , then x1 = x0 + h is the correct root.
Therefore, f (x1 ) = 0 =⇒ f (x0 + h) = 0.
By Taylor series expansion, we get,
h2 00
f (x0 ) + hf 0 (x0 ) + f (x0 ) + · · · = 0.
2!
As h is small, neglecting the second and higher power of h, we get, h = − ff0(x 0)
(x0 )
. Therefore,

f (x0 )
(1) x1 = x0 − .
f 0 (x0 )
Further, if h1 be the correction on x1 , then x2 = x1 + h1 is the correct root.
Therefore, f (x2 ) = 0 =⇒ f (x1 + h1 ) = 0.
By Taylor series expansion, we get,
h21 00
f (x1 ) + h1 f 0 (x1 ) + f (x1 ) + · · · = 0.
2!
2

Neglecting the second and higher power of h1 , we get, h1 = − ff0(x 1)


(x1 )
. Therefore,
f (x1 )
(2) x2 = x1 − .
f 0 (x1 )
Proceeding in this way, we get the (n + 1)th corrected root as
f (xn )
(3) xn+1 = xn − 0 .
f (xn )
The formula (3) generates a sequence of successive corrections on an approximate root α to get
the correct root α of f (x) = 0, provided the sequence is convergent. The formula (3) is known as
the iteration formula for Newton-Raphson Method. The number of iterations required depends
upon the desired degree of accuracy of the root.
Example 2. Find the positive root of x4 − x − 10 = 0 correct to four decimal places, using
Newton-Raphson method.
Let f (x) = x4 − x − 10. Then f 0 (x) = 4x3 − 1.
Also f (1) = −10 and f (2) = 4. ∴ f (x) = 0 has a root lies in between 1 and 2.
Let us take the initial approximation x0 = 2. Iteration formula is
f (xn ) x4 − xn − 10 3x4 + 10
xn+1 = xn − 0 = xn+1 = xn − n 3 i.e., xn+1 = n3 .
f (xn ) 4xn − 1 4xn − 1

4
n xn xn+1 = 3x n +10
4x3n −1
0 2 1.87097
1 1.87097 1.85578
2 1.85578 1.85558
3 1.85558 1.85558

Thus 1.8556 is a root of the given equation correct to four decimal places.
Rate of convergence. An iterative method is said to be of order p or has the rate of convergence
p, if p is the largest positive real number for which there exists a finite constant C 6= 0 such that
|n+1 | ≤ C |n |p where n is the error in the nth iterate.

The convergence in the Bisection method is linear. The order of the convergence in Bisection
method is 1 (linearly). In general terms, the rate of convergence of the Bisection method is
linear and slow, but it can guarantee maximum convergence. This is possible if the function is
real and continuous in an interval bounded by two given initial guesses.
Newton-Raphson iteration method is a second order iterative process. The order of convergence
of Newton Raphson method is 2 or the convergence is quadratic.

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