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Lecture Note Module-6 Numerical Methods

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17 views

Lecture Note Module-6 Numerical Methods

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alshifa.inamdar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 6

6.1 Solution of Transcendental Equations: Solution by Newton


Raphson method and Regula –Falsi method.
6.2 Solution of system of linear algebraic equations , by(1)Gauss
Jacobi Iteration Method, (2)Gauss Seidal Iteration Method.
6.3 Taylor’s Theorem (Statement only) and Taylor’s series,
Maclaurin’s series(Statement only). Expansion of 𝒆𝒙 , sin(x), cos(x)
,tan(x), sinh(x), cosh(x),tanh(x),log(1+x), 𝒔𝒊𝒏−𝟏 𝒙 , 𝐜𝐨𝐬 −𝟏 𝒙 , 𝐭𝐚𝐧−𝟏 𝒙 .

Prof. Divesh Singh KJSIEIT


Newton Raphson method
Task : Finding roots of equation 𝑓 𝑥 = 0
Finding the point 𝑥𝑛 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑓 𝑥𝑛 = 0 ,
The point 𝑥𝑛 on x-axis from where curve 𝑓 𝑥 is passing.
Formula
𝒇 𝒙𝒏
𝒙𝒏+𝟏 = 𝒙𝒏 − ′
𝒇 𝒙𝒏
𝒇 𝒙𝟎
𝒙𝟏 = 𝒙𝟎 − ′
𝒇 𝒙𝟎

𝒇 𝒙𝟏
𝒙𝟐 = 𝒙𝟏 − ′
𝒇 𝒙𝟏
………
How to find 𝒙𝟎 ?
Identify interval of solution 𝑥 , 𝒙𝟎 such that 𝑓 𝑥 = −𝑣𝑒 𝑎𝑛𝑑 𝑓 𝑥0 = +𝑣𝑒

Prof. Divesh Singh KJSIEIT


To find a formula for x2 in terms of x1 we use the fact that the slope of L is
f (x1), so its equation is
y – f (x1) = f (x1)(x – x1)
Since the x-intercept of L is x2, we set y = 0 and obtain
0 – f (x1) = f (x1)(x2 – x1)
If f (x1)  0, we can solve this equation for x2:

𝒇 𝒙𝟏
𝒙𝟐 = 𝒙𝟏 −
𝒇′ 𝒙𝟏

Prof. Divesh Singh KJSIEIT


Problems
Using Newton-Raphson method , find the root of following
equations up to four decimal places
1. 𝑥 3 + 𝑥 − 1 = 0 [𝐴𝑛𝑠: 0.6823]
2. 𝑥 3 − 2𝑥 + .5 = 0 [𝐴𝑛𝑠: 0.2586]
3. 𝑥𝑒 𝑥 − 2 = 0 [𝐴𝑛𝑠: 0.8526]
4. 𝑥𝑒 𝑥 − 1 = 0 [𝐴𝑛𝑠: 0.5671]
5. 𝑥 𝑠𝑖𝑛𝑥 + cos 𝑥 [𝐴𝑛𝑠: 2.7984]
3
6. Find the value of 15 [𝐴𝑛𝑠: 2.4662]

Prof. Divesh Singh KJSIEIT


Solve Using Newton-Raphson method
3
𝑥 + 𝑥 − 1 = 0 [𝐴𝑛𝑠: 0.6823]
Finding 𝒙𝟎
𝑓 𝑥 = 𝑥3 + 𝑥 − 1 = 0
𝑓 0 = 03 + 0 − 1 = −1
𝑓 1 = 13 + 1 − 1 = 1
Since f(x) changes its sign from –ve to +ve as x goes from 0 to 1 , hence there is a root in (0,1) .
𝒙𝟎 = 𝟏
𝒇 𝒙𝟎 𝒙𝟎 3 + 𝒙𝟎 − 1 𝟏+𝟏−𝟏 𝟏 𝟑
𝒙𝟏 = 𝒙𝟎 − ′ =𝟏− =𝟏− = 𝟏 − = = 𝟎. 𝟕𝟓
𝒇 𝒙𝟎 𝟑𝒙𝟎 𝟐 + 𝟏 𝟑. 𝟏 + 𝟏 𝟒 𝟒

𝒇 𝒙𝟏 𝒙𝟏 3 + 𝒙𝟏 − 1 𝟎. 𝟕𝟓 3 + 0.75 − 1
𝒙𝟐 = 𝒙𝟏 − ′ = 𝟎. 𝟕𝟓 − = 𝟎. 𝟕𝟓 −
𝒇 𝒙𝟏 𝟑𝒙𝟏 𝟐 + 𝟏 𝟑 𝟎. 𝟕𝟓 𝟐 + 𝟏

𝟎. 𝟏𝟕𝟏𝟖𝟕
= 𝟎. 𝟕𝟓 − = 𝟎. 𝟔𝟖𝟔
𝟐. 𝟔𝟖𝟕𝟓

Prof. Divesh Singh KJSIEIT


Continue…
𝒇 𝒙𝟐 𝒙𝟐 3 + 𝒙𝟐 − 1 𝟎. 𝟔𝟖𝟔 3 + 0.686 − 1
𝒙𝟑 = 𝒙𝟐 − ′ = 𝟎. 𝟔𝟖𝟔 − = 𝟎. 𝟔𝟖𝟔 −
𝒇 𝒙𝟐 𝟑𝒙𝟐 𝟐 + 𝟏 𝟑 𝟎. 𝟔𝟖𝟔 𝟐 + 𝟏

𝟎.𝟎𝟎𝟖𝟖
= 𝟎. 𝟔𝟖𝟔 − = 𝟎.68235
𝟐.𝟒𝟏𝟏𝟕𝟖𝟖

𝒇 𝒙𝟑 𝒙𝟑 3 + 𝒙𝟑 − 1 𝟎. 𝟔𝟖𝟐𝟑𝟓 3 + 𝟎. 𝟔𝟖𝟐𝟑𝟓 − 1
𝒙𝟒 = 𝒙𝟑 − ′ = 𝟎. 𝟔𝟖𝟐𝟑𝟓 − 𝟐
= 𝟎. 𝟔𝟖𝟔 −
𝒇 𝒙𝟑 𝟑𝒙𝟑 + 𝟏 𝟑 𝟎. 𝟔𝟖𝟐𝟑𝟓 𝟐 + 𝟏

𝟎.𝟎𝟎𝟎𝟎𝟓
= 𝟎. 𝟔𝟖𝟐𝟑𝟓 − = 𝟎.682329
𝟐.𝟑𝟗𝟔𝟖
x=0.6823 [we stopped this process as in last two steps got the same values]

Prof. Divesh Singh KJSIEIT


Using Newton-Raphson method , find the root of following equation up to
four decimal places 𝑥 𝑠𝑖𝑛𝑥 + cos 𝑥

Solution:
Finding 𝒙𝟎
𝑓 1 = 1. sin 1 + cos 1 = 1.381773291
𝑓 2 = 2. sin 2 + cos 2 = 1.402448017
𝑓 3 = 3. sin 3 + cos 3 = −0.5666324724
Since f(x) changes its sign from –ve to +ve as x goes from 2 to 3 , hence there is a root in (2,3) .
𝒙𝟎 = 𝟑
𝒇 𝒙𝟎 𝒙𝟎 𝑠𝑖𝑛𝒙𝟎 + cos 𝒙𝟎 𝟑 sin 3 + cos 𝟑 −𝟎. 𝟓𝟔𝟔𝟔𝟑𝟐𝟒𝟕𝟐𝟒
𝒙𝟏 = 𝒙𝟎 − = 𝟑 − = 𝟑 − = 𝟑 −
𝒇′ 𝒙𝟎 𝒙𝟎 𝒄𝒐𝒔𝒙𝟎 𝟑𝒄𝒐𝒔 𝟑 −𝟐. 𝟗𝟔𝟗𝟗𝟕𝟕𝟒𝟗
= 𝟑 − 𝟎. 𝟏𝟗𝟎𝟕𝟖𝟔 = 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑
𝒇 𝒙𝟏 𝒙𝟏 𝑠𝑖𝑛𝒙𝟏 + cos 𝒙𝟏 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑 sin 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑 + cos 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑
𝒙𝟐 = 𝒙𝟏 − ′ = 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑 − = 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑 −
𝒇 𝒙𝟏 𝒙𝟏 𝒄𝒐𝒔𝒙𝟏 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑𝒄𝒐𝒔 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑
−𝟎. 𝟎𝟐𝟖𝟔𝟒𝟏𝟎𝟎𝟏𝟔
= 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑 −
−𝟐. 𝟔𝟓𝟓𝟒𝟔𝟎𝟕𝟏𝟓

= 𝟐. 𝟖𝟎𝟗𝟐𝟏𝟑−. 𝟎𝟏𝟎𝟕𝟖𝟓𝟕 = 𝟐. 𝟕𝟗𝟖𝟒𝟐𝟕

Prof. Divesh Singh KJSIEIT


Continue…
−0.0000107
x3 = 2.798427 − = 𝟐. 𝟕𝟗𝟖𝟒
−2.635262584
x=2.7984 [we stopped this process as in last two steps got the same
values]

Prof. Divesh Singh KJSIEIT


Regula–Falsi method(False Position method)

Step-I Find the interval 𝑥1 , 𝑥2 in which solution lies .


Find 𝑓(𝑥1 ) and 𝑓(𝑥2 )
𝑥1 𝑓 𝑥2 −𝑥2 𝑓(𝑥1 )
Find 𝑥3 =
𝑓 𝑥2 −𝑓(𝑥1 )
Find 𝑓(𝑥3 ) and check whether 𝑓(𝑥1 ) or 𝑓(𝑥2 ) has opposite
sign in comparison with 𝑓(𝑥3 ) and choose the new interval
𝑥2 , 𝑥3 or 𝑥1 , 𝑥3 as the new interval in which solution lies
Repeat the same process.

Prof. Divesh Singh KJSIEIT


Prof. Divesh Singh KJSIEIT
Ex-Using Regula-Falsi method(or False position method) , find the
root of following equations up to four decimal places

1. 𝑥 3 + 𝑥 − 1 = 0 𝑙𝑦𝑖𝑛𝑔 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0.5 𝑎𝑛𝑑 1.[Ans: 0.682]


2. 𝑥 3 − 2𝑥 + 0.5 = 0 𝑙𝑦𝑖𝑛𝑔 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0 𝑎𝑛𝑑 1. [Ans: 0.5]
3. 3𝑥 − cos 𝑥 − 1 = 0 𝑙𝑦𝑖𝑛𝑔 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0 𝑎𝑛𝑑 1. [Ans: 0.6071]
4. 𝑥 𝑙𝑜𝑔10 𝑥 − 1.2 = 0 lying between 2 and 3 [Ans: 2.7406]
5. 𝑥 3 − 𝑥 + 4 = 0 [Ans: 1.7945]

Prof. Divesh Singh KJSIEIT


Ex-1. Using Regula-Falsi method(or False position method) ,find the root of
following equations up to four decimal places 𝑥 3 + 𝑥 − 1 = 0. 𝑙𝑦𝑖𝑛𝑔 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0.5 𝑎𝑛𝑑 1
[Ans: 0.682]

Solution: 𝑓 0.5 = (0.5)3 + 0.5 − 1 = −0.375


𝑓 1 = 13 + 1 − 1 = +1
Iteration-1
Hence 𝑥1 =.05 and 𝑥2 = 1
𝑥1 𝑓 𝑥2 −𝑥2 𝑓(𝑥1 ) 0.5 ∗1−1∗(−0.375) 0.5+0.375 0.875
𝑥3 = = = = = 0.63636
𝑓 𝑥2 −𝑓(𝑥1 ) 1−(−0.375) 1.375 1.375

𝑓 𝑥3 = 𝑓 0.636363 = (0.636363)3 + 0.636363 − 1 = −0.105939


Hence solution lies in (𝟎. 𝟔𝟑𝟔𝟑𝟔,1)
Iteration-2
𝑥1 = 0.63636 and 𝑥2 = 1 , 𝑓 𝑥1 = 𝑓(0.63636) = −0.105939, 𝑓 𝑥2 = 𝑓 1 = +1

𝑥1 𝑓 𝑥2 − 𝑥2 𝑓(𝑥1 ) 0.63636 ∗ 1 − 1 ∗ (−0.105939) 0.63636 + 0.105939 0.742299


𝑥3 = = = = = 0.67119
𝑓 𝑥2 − 𝑓(𝑥1 ) 1 − (−0.105939) 1.105939 1.105939

𝑓 𝑥3 = 𝑓 0.67119 = (0.67119 )3 + 0.67119 − 1 = −0.02644 . Hence solution lies in (𝟎. 𝟔𝟕𝟏𝟏𝟗,1)

Prof. Divesh Singh KJSIEIT


Continue…
Iteration-3
𝑥1 =𝟎. 𝟔𝟕𝟏𝟏𝟗 and 𝑥2 = 𝟏 , 𝑓 𝑥1 = 𝑓(𝟎. 𝟔𝟕𝟏𝟏𝟗) = −0.02644, 𝑓 𝑥2 = 𝑓 𝟏 = +1

𝑥1 𝑓 𝑥2 − 𝑥2 𝑓(𝑥1 ) 0.67119 ∗ 1 − 1 ∗ (−0.02644) 0.67119 + 0.02644 0.69763


𝑥3 = = = = = 0.6796
𝑓 𝑥2 − 𝑓(𝑥1 ) 1 − (−0.02644) 1.02644 1.02644

𝑓 𝑥3 = 𝑓 0.6796 = (0.6796 )3 + 0.6796 − 1 = −0.006522


Hence solution lies in (𝟎. 𝟔𝟕𝟗𝟔,1)
Iteration-4
𝑥1 =𝟎. 𝟔𝟕𝟗𝟔 and 𝑥2 = 𝟏 , 𝑓 𝑥1 = 𝑓(𝟎. 𝟔𝟕96) = −0.006522, 𝑓 𝑥2 = 𝑓 𝟏 = +1

𝑥1 𝑓 𝑥2 − 𝑥2 𝑓(𝑥1 ) 𝟎. 𝟔𝟕96 ∗ 1 − 1 ∗ (−0.006522) 𝟎. 𝟔𝟕96 + 0.006522 0.686122


𝑥3 = = = = = 0.681676
𝑓 𝑥2 − 𝑓(𝑥1 ) 1 − (−0.006522) 1.006522 1.006522

𝑓 𝑥3 = 𝑓 0.681676 = (0.681676 )3 + 0.681676 − 1 = −0.00156

Prof. Divesh Singh KJSIEIT


Continue…
Iteration-5
𝑥1 =0.681676 and 𝑥2 = 𝟏 , 𝑓 𝑥1 = 𝑓(0.681676) = −0.00156, 𝑓 𝑥2 = 𝑓 𝟏 = +1

𝑥1 𝑓 𝑥2 − 𝑥2 𝑓(𝑥1 ) 0.681676 ∗ 1 − 1 ∗ (−0.00156) 0.681676 + 0.00156


𝑥3 = = =
𝑓 𝑥2 − 𝑓(𝑥1 ) 1 − (−0.00156) 1.00156

0.683236
= = 0.6821
1.00156

𝒙 = 𝟎. 𝟔𝟖𝟐𝟏

Prof. Divesh Singh KJSIEIT


Solve the following equations by Gauss-
Jacobi’s method
1. 10𝑥 + 𝑦 + 2𝑧 = 13 , 2𝑥 + 10𝑦 + 3𝑧 = 15, 𝑥 + 3𝑦 + 10𝑧 = 14
2. 15𝑥 + 𝑦 − 𝑧 = 14 , 𝑥 + 20𝑦 + 𝑧 = 23, 2𝑥 − 3𝑦 + 18𝑧 = 35
3. 12𝑥 + 2𝑦 + 𝑧 = 27 , 2𝑥 + 15𝑦 − 3𝑧 = 16,2𝑥 − 3𝑦 + 25𝑧 = 26
4. 8𝑥 − 𝑦 + 2𝑧 = 13 , 𝑥 − 10𝑦 + 3𝑧 = 17,3𝑥 + 2𝑦 + 12𝑧 = 25
5. 14𝑥 − 𝑦 + 3𝑧 = 18 , 2𝑥 − 14𝑦 + 3𝑧 = 19, 𝑥 − 3𝑦 + 16𝑧 = 20

Prof. Divesh Singh KJSIEIT


Solve the following equations by Gauss− Jacobi’s method
10𝑥 + 𝑦 + 2𝑧 = 13 , 2𝑥 + 10𝑦 + 3𝑧 = 15, 𝑥 + 3𝑦 + 10𝑧 = 14

Solution :
1
𝑥= 13 − 𝑦 − 2𝑧 … … … … … … (𝑖)
10
1
𝑦= 15 − 2𝑥 − 3𝑧 … … … … … … (𝑖𝑖)
10
1
𝑧= 14 − 𝑥 − 3𝑦 … … … … … … (𝑖𝑖𝑖)
10
Iteration-1: 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒛 = 𝟎
1
𝑥= 13 − 0 − 2 ∗ 0 = 1.3
10
1
𝑦= 15 − 2 ∗ 0 − 3 ∗ 0 = 1.5
10
1
𝑧= 14 − 0 − 3 ∗ 0 = 1.4
10

Prof. Divesh Singh KJSIEIT


Continue…
Iteration-2: 𝒙 = 𝟏. 𝟑, 𝒚 = 𝟏. 𝟓, 𝒛 = 𝟏. 𝟒
1 1
𝑥= 13 − 𝑦 − 2𝑧 = 13 − 1.5 − 2 ∗ 1.4 = 0.87
10 10
1 1
𝑦= 15 − 2𝑥 − 3𝑧 = 15 − 2 ∗ 1.3 − 3 ∗ 1.4 = 0.82
10 10
1 1
𝑧= 14 − 𝑥 − 3𝑦 = 14 − 1.3 − 3 ∗ 1.5 = 0.82
10 10
Iteration-3: 𝒙 = 𝟎. 𝟖𝟕, 𝒚 = 𝟎. 𝟖𝟐, 𝒛 = 𝟎. 𝟖𝟐
1 1
𝑥= 13 − 𝑦 − 2𝑧 = 13 − 0.82 − 2 ∗ 0.82 = 1.054
10 10
1 1
𝑦= 15 − 2𝑥 − 3𝑧 = 15 − 2 ∗ 0.87 − 3 ∗ 0.82 = 1.08
10 10
1 1
𝑧= 14 − 𝑥 − 3𝑦 = 14 − 0.87 − 3 ∗ 0.82 = 1.067
10 10

Prof. Divesh Singh KJSIEIT


Continue…
Iteration-4: 𝑥 = 𝟏. 𝟎𝟓𝟒, 𝑦 = 𝟏. 𝟎𝟖, 𝑧 = 𝟏. 𝟎𝟔𝟕
1 1
𝑥= 13 − 𝑦 − 2𝑧 = 13 − 1.08 − 2 ∗ 1.067 = 0.9786
10 10
1 1
𝑦= 15 − 2𝑥 − 3𝑧 = 15 − 2 ∗ 1.054 − 3 ∗ 1.067 = 0.9691
10 10
1 1
𝑧= 14 − 𝑥 − 3𝑦 = 14 − 1.054 − 3 ∗ 1.08 =0.9706
10 10
Iteration-5: 𝑥 = 𝟎.9786, 𝑦 = 𝟎. 𝟗𝟔𝟗𝟏, 𝑧 = 0.9706
1 1
𝑥= 13 − 𝑦 − 2𝑧 = 13 − 0.9691 − 2 ∗ 0.9706 =1.00897
10 10
1 1
𝑦 = 15 − 2𝑥 − 3𝑧 = 15 − 2 ∗ 0.9786 − 3 ∗ 0.9706 =1.0131
10 10
1 1
𝑧 = 14 − 𝑥 − 3𝑦 = 14 − 0.9786 − 3 ∗ 0.9691 =1.0114
10 10
Hence 𝒙 = 1, 𝒚 = 1, 𝒛 = 1 [ At most 5 iterations are expected, even though one more
iteration is needed here to get final solution ]

Prof. Divesh Singh KJSIEIT


Solve the following equations by Gauss- Seidel method

1. 15𝑥 + 𝑦 + 𝑧 = 17 , 2𝑥 + 15𝑦 + 𝑧 = 18, 𝑥 + 2𝑦 + 15𝑧 = 18


2. 10𝑥 + 2𝑦 + 𝑧 = 9 , 2𝑥 + 20𝑦 − 2𝑧 = −44, −2𝑥 + 3𝑦 + 10𝑧 = 22
3. 82𝑥 − 3𝑦 + 𝑧 = 75 , 𝑥 + 75𝑦 − 2𝑧 = 153,3𝑥 − 2𝑦 + 85𝑧 = −86
4. 20𝑥 + 𝑦 − 𝑧 = 40 , 2𝑥 + 18𝑦 + 𝑧 = 21, 𝑥 + 2𝑦 + 25𝑧 = −21
5. 43𝑥 + 2𝑦 + 3𝑧 = 91 , 3𝑥 + 53𝑦 + 𝑧 = 60,2𝑥 − 4𝑦 + 49𝑧 = 49

Prof. Divesh Singh KJSIEIT


Solve the following equations by Gauss- Seidel method
15𝑥 + 𝑦 + 𝑧 = 17 , 2𝑥 + 15𝑦 + 𝑧 = 18, 𝑥 + 2𝑦 + 15𝑧 = 18

Solution:
Solution :
1
𝑥= 17 − 𝑦 − 𝑧 … … … … … … (𝑖)
15
1
𝑦= 18 − 2𝑥 − 𝑧 … … … … … … (𝑖𝑖)
15
1
𝑧= 18 − 𝑥 − 2𝑦 … … … … … … (𝑖𝑖𝑖)
15
Iteration-1:
𝒙 = 𝟎 1.133333
𝒚 = 𝟎 1.04888
𝒛 = 𝟎 0.984594
1
𝑥= 17 − 0 − 0 = 1.13333
15
1
𝑦= 18 − 2 ∗ 1.13333 − 0 = 1.04888
15
1
𝑧= 18 − 1.13333 − 2 ∗ 1.04888 = 0.984594
15

Prof. Divesh Singh KJSIEIT


Continue…
Iteration-2:
𝒙 = 1.133333 0.997768
𝒚 = 1.04888 1.00132
𝒛 = 0.984594 0.99997
1
𝑥= 17 − 1.04888 − 0.984594 = 0.997768
15
1
𝑦= 18 − 2 ∗ 0.997768 − 0.984594 = 1.00132
15
1
𝑧= 18 − 0.997768 − 2 ∗ 1.00132 = 0.99997
15
Prof. Divesh Singh KJSIEIT
Continue…
Iteration-3:
𝒙 = 0.997768 0.999914
𝒚 = 1.00132 1.00001
𝒛 = 0.99997 1.00000

1
𝑥= 17 − 1.00132 − 0.99997 = 0.999914
15
1
𝑦= 18 − 2 ∗ 0.999914 − 𝟎. 𝟗𝟗𝟗𝟗𝟕 = 1.00001
15
1
𝑧= 18 − 0.999914 − 2 ∗ 1.00001 = 1.00000
15
Prof. Divesh Singh KJSIEIT
Continue…
Iteration-4:
𝒙 = 0.999914 0.999999
𝒚 = 1.00001 1
𝒛 = 1.00000 1
1
𝑥= 17 − 1.00001 − 1 = 0.999999
15
1
𝑦= 18 − 2 ∗ 0.999999 − 𝟏 = 1
15
1
𝑧= 18 − 0.999999 − 2 ∗ 1 = 1
15
Ans: 𝒙 = 𝟏, 𝒚 = 𝟏, 𝒛 = 𝟏

Prof. Divesh Singh KJSIEIT

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