CHE 111 – Advanced Engineering Mathematics in

Chemical Engineering
DCHET, COET, MSU-IIT
Numerical Solution of
Nonlinear Equations
in One Variable
AN ALGEBRAIC EQUATION CAN INCLUDE
Polynomial: 𝑥 2 , 𝑥 3 , 𝑥 4 , . . . 𝑥 𝑛

log 𝑥 or ln 𝑥

Exponential (𝑒 𝑥 )

Trigonometric functions:
▪ sin 𝑥, cos 𝑥, . . .
▪ sinh 𝑥, cosh 𝑥, . . .
THE VERY FAMOUS ALGEBRAIC EQUATION
Second order polynomial algebraic equation

𝑎𝑥 2 + 𝑏𝑥 + 𝑐 = 0
example
2𝑥 2 + 7𝑥 + 6 = 0

2𝑥 + 3 𝑥 + 2 = 0

𝑥 = −1.5, 𝑥 = −2

−𝑏 ± 𝑏2 − 4𝑎𝑐
𝑥=
2𝑎
MORE DIFFICULT EQUATIONS
5𝑥 4 + 6𝑥 3 − 𝑥 2 + 𝑥 − 10 = 0
or
2𝑥 4 − 7𝑥 2 + 6𝑒 2𝑥 = 0
or
2𝑥 3 + 2 sin 2𝑥 − cos 3𝑥 = 0
INTRODUCTION

When the solution of a single equation

𝑓 𝑥 =0 (1)

can not be obtained using formulas (except in

a few simple cases), one depends almost
entirely on numerical algorithms. A solution of
(1) is a number 𝑥 = 𝑠 such that 𝑓 𝑠 = 0.
INTRODUCTION
Solved by “trial and error” or “iterations”

No
Assumed
Assume Substitute in Satisfies Yes
value is
“𝑥” the equation equation?
correct
ITERATIVE METHODS
▪ Fixed-point iteration or M.O.S.S. (Method of
Successive Substitution)

▪ Newton’s Method

▪ Secant Method

▪ Inclusion Methods
▪ Bisection Method
▪ Regula-Falsi
ITERATIVE METHODS
▪ No numerical procedure works for all equations
▪ The root depends on the guess
▪ Measurement of accuracy of estimate depends
on:
▪ Absolute Error:

▪ Relative Error:

▪ Error Ratio:

▪ Mitigation of non-convergence
ITERATIVE METHODS
(Method of Successive Substitution)

▪ Condition: 𝑥 = 𝑔 𝑥

𝑑𝑔 𝑥
▪ Test for Convergence: <1
𝑑𝑥

▪ If 𝑓 𝑎 𝑓 𝑏 < 0, there exists a root of 𝑓 𝑥 in

the interval 𝑎, 𝑏

Transform (1) algebraically into the form 𝑥 =

𝑔 𝑥 . Then we choose an 𝑥0 and compute 𝑥1 =
𝑔 𝑥0 , 𝑥2 = 𝑔 𝑥1 , . . ., and in general
𝑥𝑛+1 = 𝑔 𝑥𝑛
FIXED-POINT ITERATION
(Graphical interpretation)
FIXED-POINT ITERATION
(Graphical interpretation)
FIXED-POINT ITERATION
Problem 1.
Given:
𝑓 𝑥 = 𝑥 3 − 3𝑥 + 1 = 0

Determine all three roots using fixed-point iteration. Use a relative

error of 0.0001.

Solution:
Test for vicinity of possible root:

𝑎 = 0, 𝑏 = 1
𝑓 𝑎 = 0 3 − 3 0 + 1 = 1,
3
𝑓 𝑏 = 1 − 3 1 + 1 = −1
𝑓 0 𝑓 1 = 1 −1 = −1, 𝑓 𝑎 𝑓 𝑏 < 0

Hence root exists in 0, 1

FIXED-POINT ITERATION
First Estimate:
Transform 𝑓 𝑥 = 𝑥 3 − 3𝑥 + 1 = 0 algebraically into the form 𝑥 =
𝑔 𝑥 .
𝑥3 + 1
𝑥=
3

Then we choose an 𝑥0

𝑥0 = 0

𝑑𝑔 𝑥
Test for Convergence: <1
𝑑𝑥

𝑑𝑔 𝑥
= 𝑥2 0 =0<1
𝑑𝑥 0
FIXED-POINT ITERATION
(Graphical interpretation)
𝑥1
FIXED-POINT ITERATION
Compute 𝑥1 = 𝑔 𝑥0 , 𝑥2 = 𝑔 𝑥1 , . . ., until

x=g(x) = (x^3 + 1) / 3
n x (n) x (n+1) = g (x(n)) Relative Error

0 0.0000

5
FIXED-POINT ITERATION
FIXED-POINT ITERATION
Solution:

x=g(x) = (x^3 + 1) / 3

n x (n) x (n+1) = g (n) Relative Error

0 0.00000 0.33333 1.0000

1 0.33333 0.34568 0.0357

2 0.34568 0.34710 0.0041

3 0.34710 0.34727 0.0005

4 0.34727 0.34729 0.0001

FIXED-POINT ITERATION
Solution:

x=g(x) = (3x - 1) ^(1/3)

n x (n) x (n+1) = g (n) Relative Error

0 -2.00000 -1.91293 0.0455

1 -1.91293 -1.88884 0.0128

2 -1.88884 -1.88206 0.0036

3 -1.88206 -1.88014 0.0010

4 -1.88014 -1.87960 0.0003

5 -1.87960 -1.87945 0.0001

FIXED-POINT ITERATION
Solution:

x=g(x) = (3 - 1/x) ^(1/2)

n x (n) x (n+1) = g (n) Relative Error

0 1.00000 1.41421 0.2929

1 1.41421 1.51423 0.0661

2 1.51423 1.52957 0.0100

3 1.52957 1.53174 0.0014

4 1.53174 1.53204 0.0002

5 1.53204 1.53208 0.0000

NEWTON’S METHOD
3.500

y = x^3 - 3x+ 1
3.000

2.500

2.000

1.500

1.000

0.500

0.000
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5

-0.500

-1.000

-1.500
NEWTON’S METHOD
If a differentiable function 𝑦 = 𝑓 𝑥 has a simple root 𝑠 in 𝑎, 𝑏
and 𝑓 ′ 𝑠 ≠ 0, then the iteration rule is given as

𝑓 𝑥𝑛
𝑥𝑛+1 = 𝑥𝑛 − ′
𝑓 𝑥𝑛
for 𝑛 = 1, 2, 3, . . .

Steps:
▪ Pick an 𝑥 close to the root of a continuous function 𝑓 𝑥
▪ Take the derivative of 𝑓 𝑥 to get 𝑓 ′ 𝑥
𝑓 𝑥𝑛
▪ Plug into 𝑥𝑛+1 = 𝑥𝑛 − ′ , 𝑓′ 𝑥 ≠ 0
𝑓 𝑥𝑛

▪ Repeat until converges where 𝑥𝑛+1 ≈ 𝑥𝑛

NEWTON’S METHOD
Problem 2.
Given:
𝑓 𝑥 = 𝑥 3 − 3𝑥 + 1

Determine all three roots using Newton’s Method. Use a relative

error of 0.0001.

Solution:
Pick an 𝑥 close to the root of a continuous function 𝑓 𝑥
𝑥 = −0.5

Take the derivative of 𝑓 𝑥 to get 𝑓 ′ 𝑥

𝑓 ′ 𝑥 = 3𝑥 2 − 3
NEWTON’S METHOD
𝑥 3 −3𝑥+1
Plug into 𝑥𝑛+1 = 𝑥𝑛 −
3𝑥 2 −3

f(x)=x^3-3x+1
n x (n) f(x) f '(x) x (n+1) Tolerance
1
2
3

5
6
7
8
9
10

11
NEWTON’S METHOD
Repeat until converges where 𝑥𝑛+1 ≈ 𝑥𝑛

f(x)=x^3-3x+1
n x (n) f(x) f (x) x (n+1) Tolerance
0 -0.50000 2.37500 -2.25000 0.55556 1.9000000000
1 0.55556 -0.49520 -2.07407 0.31680 -0.7536534447
2 0.31680 0.08140 -2.69892 0.34696 0.0869250821
3 0.34696 0.00089 -2.63886 0.34730 0.0009731972
4 0.34730 0.00000 -2.63816 0.34730 0.0000001298
5 0.34730 0.00000 -2.63816 0.34730 0.0000000000
6 0.34730 0.00000 -2.63816 0.34730 0.0000000000
7 0.34730 0.00000 -2.63816 0.34730 0.0000000000
8 0.34730 0.00000 -2.63816 0.34730 0.0000000000
9 0.34730 0.00000 -2.63816 0.34730 0.0000000000
10 0.34730 0.00000 -2.63816 0.34730 0.0000000000
11 0.34730 0.00000 -2.63816 0.34730 0.0000000000
12 0.34730 0.00000 -2.63816 0.34730 0.0000000000
13 0.34730 0.00000 -2.63816 0.34730 0.0000000000
14 0.34730 0.00000 -2.63816 0.34730 0.0000000000
DRAWBACK OF NEWTON’S METHOD
▪ Requires 𝑓 ′ 𝑥𝑛
▪ If 𝑓 𝑥 = sin cos 𝑒 𝑥
▪ 𝑓 ′ 𝑥 = −𝑒 𝑥 sin 𝑒 𝑥 cos cos 𝑒 𝑥

▪ Solution: Use a Secant instead of a Tangent

3.500

y = x^3 - 3x+ 1
3.000

2.500

2.000

1.500

1.000

0.500

0.000
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5

-0.500

-1.000

-1.500
SECANT METHOD
3.500

y = x^3 - 3x+ 1
3.000

2.500

2.000

1.500

1.000

0.500

0.000
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5

-0.500

-1.000

-1.500
SECANT METHOD
ALGORITHM:
1. Assume 𝑥0 and 𝑥1

2. Condition: If 𝑓 𝑥0 < 𝑓 𝑥1 then swap 𝑥0 and 𝑥1

3. Solve for 𝑥2
𝑥1 − 𝑥0
𝑥2 = 𝑥1 − 𝑓 𝑥1
𝑓 𝑥1 − 𝑓 𝑥0

4. Set 𝑥0 = 𝑥1 and 𝑥1 = 𝑥2
𝑥𝑛 − 𝑥𝑛−1
𝑥𝑛+1 = 𝑥𝑛 − 𝑓 𝑥𝑛
𝑓 𝑥𝑛 − 𝑓 𝑥𝑛−1

5. Solve for new 𝑥2

6. Continue until 𝑓 𝑥2 ≤𝜀
SECANT METHOD
Example 3
Solve for the root of

𝑓 𝑥 = 𝑥 3 + 𝑥 2 − 3𝑥 − 3 𝜀 = 0.00001

Solution:
Assume values for 𝑥𝑛−1 and 𝑥𝑛 :

𝑥𝑛−1 = 1
𝑥𝑛 = 2

Condition: 𝑖𝑠 𝑓 1 <𝑓 2 ?
𝑓 1 = 1 3 + 1 2 − 3 1 − 3 = −4
𝑓 2 = 2 3+ 2 2−3 2 −3=3

Swap.
SECANT METHOD

f(x)=x^3+x^2-3x-3
n x (n-1) x (n) f(x(n-1)) f(x(n)) x (n+1) Tolerance

1 2.00000 1.00000

6
SECANT METHOD

f(x)=x^3+x^2-3x-3
n x (n-1) x (n) f(x(n-1)) f(x(n)) x (n+1) Tolerance

1 2.00000 1.00000 3.00000 -4.00000 1.57143 0.36364

2 1.00000 1.57143 -4.00000 -1.36443 1.86726 0.15843

3 1.57143 1.86726 -1.36443 1.39534 1.71769 0.08708

4 1.86726 1.71769 1.39534 -0.13468 1.73085 0.00761

5 1.71769 1.73085 -0.13468 -0.01134 1.73206 0.00070

6 1.73085 1.73206 -0.01134 0.00011 1.73205 0.00001

INCLUSION METHODS
▪ Bisection method
▪ Regula-falsi (False-Position Method)

Bolzano’s intermediate value theorem. If 𝑓 is continuous

in 𝐼 = [𝑎, 𝑏] and 𝑓(𝑎) ⋅ 𝑓(𝑏) < 0, then f has at least one
root in 𝑠 ∈ 𝐼.
BISECTION METHOD
Let 𝑓 ∈ 𝐶 𝑎, 𝑏 be given with 𝑓 𝑎 ∙ 𝑓 𝑏 < 0 . Then we can
determine a zero in s ∈ 𝐶 𝑎, 𝑏 of odd order by means of repeated
interval bisection.
BISECTION METHOD
ALGORITHM:
1. Start with 𝑎 and 𝑏 such that 𝑓 𝑎 ∙ 𝑓 𝑏 < 0

2. Solve for the next iterate

𝑎+𝑏
𝑐=
2

3. Solve for 𝑓 𝑐

If 𝑓 𝑐 = 0, then c is a root
If 𝑓 𝑐 ≠ 0
AND 𝑓 𝑐 < 0, the root is between 𝑐, 𝑏
AND 𝑓 𝑐 > 0, the root is between 𝑎, 𝑐

4. If 𝑓 𝑐 < 0, set 𝑎 = 𝑐; BUT if 𝑓 𝑐 > 0, set 𝑏 = 𝑐.

BISECTION METHOD
Example 4
Solve for the root of

𝑓 𝑥 = 𝑥 3 + 𝑥 2 − 3𝑥 − 3 𝜀 = 0.0001

f(x)=x^3+x^2-3x-3
n a b f(a) f(b) c f(c)

7
REGULA-FALSI METHOD
An iterative method that works well with functions that are not
differentiable. It requires two initial values 𝑥0 , 𝑥1 , and iteration rule
is as follows:

𝑥𝑛 − 𝑥𝑛−1
𝑥𝑛+1 = 𝑥𝑛 − 𝑓 𝑥𝑛
𝑓 𝑥𝑛 − 𝑓 𝑥𝑛−1

for 𝑛 = 1, 2, 3, . . .
REGULA-FALSI METHOD
Example 5
Solve for the root of

𝑓 𝑥 = 𝑥 3 + 𝑥 2 − 3𝑥 − 3 𝜀 = 0.0001

f(x)=x^3+x^2-3x-3
n x(n-1) x(n) f(x(n-1)) f(x(n)) x(n+1) tolerance

7
EXERCISES
𝑥
▪ Find a root of 𝑥 cos =0
𝑥−2

𝑒 −2𝑥 −1
▪ Find a root of 𝑥2 =
𝑥

2 −1
▪ Find a root of 𝑒 𝑥 + 10 sin 2𝑥 − 5 = 0
EXERCISES
▪ Find a root of 𝑒 𝑥 − 3𝑥 2 = 0

▪ Find a root of tan 𝑥 − 𝑥 − 1 = 0

▪ Find a root of sin 2𝑥 − 𝑒 𝑥−1 = 0

 Thank You!

Engr. Karl C. Ondoy, M.Sc.

Assistant Professor III
Department of Chemical Engineering and Technology
MSU-Iligan Institute of Technology
Iligan City, Philippines