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4-Numerical Methods-Roots of Equations (Open Methods)

The document discusses various numerical methods for finding roots of equations, including the Simple Fixed-Point Iteration Method, Newton-Raphson Method, Secant Method, and Modified Secant Method. It provides examples and exercises for each method, illustrating their application and convergence properties. Additionally, it addresses challenges associated with multiple roots and presents modified approaches to handle them effectively.

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5 views22 pages

4-Numerical Methods-Roots of Equations (Open Methods)

The document discusses various numerical methods for finding roots of equations, including the Simple Fixed-Point Iteration Method, Newton-Raphson Method, Secant Method, and Modified Secant Method. It provides examples and exercises for each method, illustrating their application and convergence properties. Additionally, it addresses challenges associated with multiple roots and presents modified approaches to handle them effectively.

Uploaded by

sraiden49
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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THE UNIVERSITY OF JORDAN

School of Engineering
Department of Civil Engineering
(0951301): Numerical Methods
Dr. Ramia Al-Ajarmeh

Roots of Equations
(Open Methods)
Roots of Equations
Refer to the Textbook, Chapters 5 & 6
Open Methods
Refer to the Textbook, Chapter 6

1- Simple fixed-point iteration method

• It is also called (one-point iteration or successive substitutions).

• fixed point: a point is called fixed point if it satisfies the equation


𝑥 = 𝑔(𝑥)

• fixed point iteration: 𝑓 𝑥 = 0 can be converted algebraically


into the form 𝑥 = 𝑔 𝑥 and then using the iterative scheme with
recursive (repeated) relation:
𝑥𝑖+1 = 𝑔 𝑥𝑖 𝑖 = 0,1,2,3, … … .
with some initial guess 𝑥0 is called a fixed point iterative scheme
Open Methods

1- Simple fixed-point iteration method

𝑥 2+3
𝑒. 𝑔. : 𝑥 2 − 2𝑥 + 3 = 0 → 𝑥 =
2
𝑠𝑖𝑛𝑥 = 0 → 𝑥 = 𝑠𝑖𝑛𝑥 + 𝑥

𝑥𝑖+1 − 𝑥𝑖
𝜀𝑎 % = 100%
𝑥𝑖+1
Open Methods

1- Simple fixed-point iteration method

Example:
Find the root of 𝑥 − 𝑒 −𝑥 , with initial guess 𝑥0 = 3.0 using fixed-point
method, consider 𝑔 𝑥 = 𝑒 −𝑥 , [𝜀𝑠 = 1%]

Solution:
𝑖 0 1 2 3 4 5 6 7
𝑥𝑖 3.0 0.0498 0.951 0.386 0.68 0.507 0.602 0.548

𝑖 8 9 10 11 12 13 14
𝑥𝑖 0.578 0.561 0.571 0.565 0.568 0.567 0.567

𝜀𝑎 =0.53%

∴ That is for 𝑔 𝑥 = 𝑒 −𝑥 , the iterative process is converged to 0.567


Open Methods

2- Newton-Raphson method (or Newton method)

• It was developed by Isaac Newton & Joseph Raphson.

• It is a method for finding successively better approximations to


the roots of real-valued functions.

• It has a rapid convergence properties but requires that model


information providing the derivative exists.

• Most widely used of all root-locating formulas.


Open Methods

2- Newton-Raphson method
Open Methods

2- Newton-Raphson method

from previous graph, the first derivative @ x is equivalent to the slope:


Open Methods

2- Newton-Raphson method

Example:
Find the root of 𝑥 − 𝑒 −𝑥 , with initial guess 𝑥0 = 3.0 using Newton
method, [𝜀𝑠 = 1%]

Solution:
𝑓 ′ 𝑥𝑖 = 1 + 𝑒 −𝑥
𝑖 𝑥𝑖 𝑥𝑖+1 𝜀𝑎 %
0 3.0 0.1897
1 0.1897 0.5386
2 0.5386 0.567 5%
3 0.567 0.567 <<<5%

∴ The approach rapidly converges on the true root.


Open Methods

Exercise:

Find the root of 𝑓 𝑥 = [𝑒 -x ∗ (𝑥 2+5𝑥 + 2)] + 1, with initial guess


𝑥0= −2, 𝜀𝑠 = 0.1%

Using:
(1) Simple fixed-point iteration method
(2) Newton method
Open Methods

3- Secant method

• One problem of Newton method is the evaluation of the


derivative.

• The derivative can be approximated by the backward finite


divided difference:

• This approximation can be substituted into:


Open Methods
3- Secant method

Example:
Find the root of the function using Secant method:
𝑓 𝑥 = cos 𝑥 + 2𝑠𝑖𝑛 𝑥 + 𝑥 2
𝑥−1 = 0, 𝑥0 = −0.1, 𝜀𝑠 = 0.01%
Solution:
Iteration 𝑥𝑖−1 𝑥𝑖 𝑥𝑖+1 𝜀𝑎 %
1 0.0 -0.1 -0.51371 80.53
2 -0.1 -0.51317 -0.60996 15.78
3 -0.51317 -0.60996 -0.6518 6.48
4 -0.60996 -0.6518 -0.6588 1.06
5 -0.6518 -0.6588 -0.65926 0.07
6 -0.6588 -0.65926 -0.65927 0.0007
Open Methods
4- Modified Secant method

• Instead of using two arbitrary values to estimate the


derivative, an alternative approach involves a functional
perturbation(δ)(delta) of the independent variable to estimate
𝑓′ 𝑥 .

𝛿 𝑖𝑠 𝑎 𝑠𝑚𝑎𝑙𝑙 𝑝𝑒𝑟𝑡𝑢𝑟𝑏𝑎𝑡𝑖𝑜𝑛 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛

• This approximation can be substituted into:


Open Methods
4- Modified Secant method

Example:
Find the root of the function using modified Secant method,
𝑓 𝑥 = cos 𝑥 + 2𝑠𝑖𝑛 𝑥 + 𝑥 2 ,
𝑥0 = −0.1, 𝛿 = −0.01, 𝜀𝑠 = 0.01%
Iteration 𝑥𝑖 𝛿 𝑥𝑖+1 𝜀𝑎 %
1 -0.1 -0.01 -0.526 80.99
2 -0.526 -0.01 -0.64187 18.05
3 -0.64187 -0.01 -0.65873 2.56
4 -0.65873 -0.01 -0.65926 0.08
5 -0.65926 -0.01 -0.65927 0.0008
Open Methods
Secant vs. modified Secant methods

Comments on the Example:


Find the root of the function using Secant and modified Secant
methods,
𝑓 𝑥 = cos 𝑥 + 2𝑠𝑖𝑛 𝑥 + 𝑥 2 ,
𝑥−1 = 0, 𝑥0 = −0.1, δ = −0.01, 𝜀𝑠 = 0.01%
Open Methods

Exercise:
Find a root of the following function:
𝑓 𝑥 = 2𝑥 3 − 11.7𝑥 2 + 17.7𝑥 − 5

Using:
(1) Secant method with 𝑥−1 = 3, 𝑥0 = 4
(2) Modified Secant method with 𝑥0 = 3 and  = 0.01
Perform three iterations
Open Methods
5- Multiple Root

"Multiple Root" corresponds to a point where a function is


tangent to the x-axis.

Examples:

(1) Double root:


𝑓 𝑥 = 𝑥 3 − 5𝑥 2 + 7𝑥 − 3
= 𝑥−3 𝑥−1 𝑥−1

The equation has double root because one


value of x makes two terms in above eq.
equal to zero.
Open Methods
5- Multiple Root

Examples:

(2) Triple root:


𝑓 𝑥 = 𝑥 4 − 6𝑥 3 + 12𝑥 2 − 10𝑥 + 3
= 𝑥 − 3 𝑥 − 1 𝑥 − 1 (𝑥 − 1)

The equation has triple root because one


value of x makes three terms in above eq.
equal to zero.
Open Methods
5- Multiple Root

Difficulties:

• Function does not change sign with double (or even number
of multiple root); therefore, cannot use bracketing methods.

• Both 𝑓 𝑥 & 𝑓 ′ 𝑥 goes to zero at that root, division by zero


with Newton's & Secant methods which may diverge around
this root.
Open Methods
5- Multiple Root

• Newton and Secant methods are linearly demonstrated rather


than quadratically.

• Modified Newton-Raphson for multiple root:

➢ define new function u(x) and differentiate:

➢ an alternative form of the Newton-Raphson method:


Open Methods
5- Multiple Root

Example:
Using Newton-Raphson and modified Newton-Raphson; evaluate
the multiple root of:
𝑓 𝑥 = 𝑥 3 − 5𝑥 2 + 7𝑥 − 3,
initial guess: 𝑥0 = 0, 𝑟 = 1 𝑡𝑟𝑢𝑒 , 𝜀𝑠 = 0.01%

Solution:
𝑥𝑖 3 −5𝑥𝑖 2 +7𝑥𝑖 −3
(1) Newton-Raphson formula: 𝑥𝑖+1 = 𝑥𝑖 −
3𝑥𝑖 2 −10𝑥𝑖 +7

(2) Modified Newton-Raphson formula:


(𝑥𝑖 3 − 5𝑥𝑖 2 + 7𝑥𝑖 − 3)(3𝑥𝑖 2 − 10𝑥𝑖 + 7)
𝑥𝑖+1 = 𝑥𝑖 −
[3𝑥𝑖 2 − 10𝑥𝑖 + 7]2 −[ 𝑥𝑖 3 − 5𝑥𝑖 2 + 7𝑥𝑖 − 3 6𝑥𝑖 − 10 ]
Open Methods
5- Multiple Root

Example Solution (con’d):

Newton Modified Newton


Iteration 𝑥𝑖 𝜀t % Iteration xi εt %
0 0 0 0
1 0.4286 57 1 1.10526 10.53
2 0.6857 31 2 1.00308 0.31
3 0.8328617 17 3 1.000002 0.00024
4 0.913329 8.7 Quadratically convergent
5 0.955784 4.4
6 0.977662 2.2
7
8
…..

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