NM - 03b Non Linear Eq - New1

CHAPTER 03
PENYELESAIAN PERSAMAAN NON LINEAR NEWTON RAPHSHON
Newton-Raphson Method
This method is more efficient than the Bisection and Iteration methods. If x is the real root and x0 is an initial approximation of the real root of an equation f(x) = 0, f (x0) 0, f(x) has the same sign between x0 and x, Then, the tangent at f(x0) can lead to the real root x.
2
Newton-Raphson Method: Geometric Significance

f(x0)
tangent at f(x0)
The initial guess f(x1)

3
Newton-Raphson Method: Geometric Significance

Here, The slope at x0 is tan (PTM) tan (PTM) = PM/TM tan (PTM) = f (x0)/h Again, tan (PTM) = f (x0) Therefore, f (x0) = f (x0)/h Or, h = f (x0)/ f (x0) x1 = x0 h Therefore, x1 = x0 f (x0)/ f (x0) Similarly, x2 = x1 f (x1)/ f (x1)
Methodology Let x0 be an approximate root of f(x) = 0 and Let, x1 is the correct root such that x1 = x0 + h and f(x1) = 0. Expanding f(x0+h) by Taylors series, we obtain,
h2 f ( x0 ) + hf ( x0 ) + f ( x0 ) + ... = 0 2!
Neglecting the second and higher order derivatives, we have Which gives
f ( x0 ) + hf ( x0 ) = 0
f ( x0 ) h= f ( x0 )
Newton-Raphson Method (Contd.)

A better approximation than x0 is therefore given by x1 where
f ( x0 ) x1 = x0 + h = x0 f ( x0 )
Successive approximation are given by x2, x3, .., xn, xn+1 where
f ( xn ) xn +1 = xn f ( xn )
This formula is known as the Newton-Raphson formula.
f(x)
f(xi)
[x f (x )]
i, i
f(xi ) xi +1 = xi f (xi )
f(xi-1) xi+2 xi+1 xi X
Figure 1 Geometrical illustration of the Newton-Raphson method.

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Derivation
8
f(x)
f(xi)
tan( ) =
AB AC
f ( xi ) f ' ( xi ) = xi xi +1
C xi+1 A xi X
f ( xi ) xi +1 = xi f ( xi )
Figure 2 Derivation of the Newton-Raphson method.

http://numericalmethods.eng.usf.edu
Algorithm for Newton-Raphson Method
Step 1
Evaluate
f (x)
symbolically.
10
Step 2
Use an initial guess of the root, xi , to estimate the new value of the root, xi +1, as
f ( xi ) xi +1 = xi f (xi )
11
Step 3
Find the absolute relative approximate error a as
xi +1- xi a = 100 xi +1
12
Step 4
Compare the absolute relative approximate error with the pre-specified relative error tolerance s .
Yes Is a >s? No Go to Step 2 using new estimate of the root. Stop the algorithm
Also, check if the number of iterations has exceeded the maximum number of iterations allowed. If so, one needs to terminate the algorithm and notify the user.
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Newton-Raphson Method: Example

Find the real root of the equation using NewtonRaphsons Method f(x)= x3 + 4x2 1= 0, f(x) = 3x2 + 4*2x - 0 3 2 xn + 4 xn 1 f ( xn ) xn +1 = xn = xn 2 f ( xn ) 3 xn + 8 x
x0 x1 x2 x3 x4
14
0.5 0.473684211 0.472834787 0.472833909 0.472833909
Example
You are working for DOWN THE TOILET COMPANY that makes floats for ABC commodes. The ball has a specific gravity of 0.6 and has a radius of 5.5 cm. You are asked to find the distance to which the ball will get submerged when floating in water.
15
Solution
The equation that gives the depth x to which the ball is submerged under water is given by
f ( x ) = x 3-0.165 x 2+3.993x10- 4 f ( x ) = 3x 2-0.33x

Use the Newtons method of finding roots of equations to find the depth x to which the ball is submerged under water. Conduct three iterations to estimate the root of the above equation.
16
Graph of function f(x)

17
f ( x ) = x -0.165 x +3.993x10
3 2
-4
Iteration #1
18
x0 = 0.02
f ( x0 ) x1 = x0 f ' ( x0 ) 3.413x104 x1 = 0.02 5.4 x103 = 0.08320 a = 75.96%
Iteration #2
19
x1 = 0.08320 x2 = x1
f ( x1 ) f ' ( x1 )
1.670x104 x2 = 0.08320 6.689 x103 = 0.05824 a = 42.86%
Contoh Program
Penyelesaian dgn fzero
function newraph_o x0=0.02; x=fzero(@fungsi, x0,optimset('display','off')) function y=fungsi(x) y=x^3-0.165*x^2+0.00039
Penyelesaian dgn algoritma Newton Raphshon

%contoh metode newton raphshon %akan dicari harga x dari persamaan x^3+4*x^2-1=0 clear clc % xold=2; % tol=0.00001; xold=input('harga awal utk memulai perhitungan tol=input('toleransi '); xnew=0; delta=abs(xold-xnew); while delta>=tol xnew=xold-(xold^30.165*xold^2+0.0003994)/(3*xold^2-0.33*xold); delta=abs(xold-xnew); if delta>=tol xold=xnew; end end hasil=(xold+xnew)/2 % hasil % disp(['harga x yang memenuhi persamaan adalah ',num2str((xold+xnew))/2])
');
Advantages
21
Converges fast, if it converges Requires only one guess
Mulai
Definisikan f(x) dan f(x), x0, tol
Nyatakan: x = x0 x0 = x + 1
tidak |(x-x0)/x|>tol ya Nyatakan: x0 = x

Tampilkan x* = x
Hitung harga: f(x0) dan f(x0)
Selesai
Hitung harga: x=x0-f(x0)/f(x0)
Function
function fx=f_cth_NR_01(x) fx=x^3-1; Catatan: Program yang ditulis dalam MATLAB disimpan dalam mfile. Ada 2 jenic m-file: -script m-file -function m-file
Matlab: Nonlinear Algebraic Equations
fzero

Matlab function for solving a single nonlinear algebraic equation Finds the root of a continuous function of one variable Syntax: x = fzero(fun,xo)

fun is the name of the user provided Matlab m-file function (fun.m) that evaluates and returns the LHS of f(x) = 0 xo is an initial guess for the solution of f(x) = 0
Algorithm uses a combination of bisection, secant, and inverse quadratic interpolation methods Function for solving a system of nonlinear algebraic equations Only available in Matlab Optimization Toolbox Discussed next lecture
fsolve

MATLABs fzero Function
MATLABs fzero provides the best qualities of both bracketing methods and open methods.
Using an initial guess: x = fzero(function, x0) [x, fx] = fzero(function, x0)

function is a function handle to the function being evaluated x0 is the initial guess x is the location of the root fx is the function evaluated at that root
Using an initial bracket: x = fzero(function, [x0 x1]) [x, fx] = fzero(function, [x0 x1])
As above, except x0 and x1 are guesses that must bracket a sign change
fzero Options
Options may be passed to fzero as a third input argument - the options are a data structure created by the optimset command
options = optimset(par1, val1, par2, val2,)
the name of the parameter to be set valn is the value to which to set that parameter The parameters commonly used with fzero are:
parn is
display: when set to iter displays a detailed record of all the iterations tolx: A positive scalar that sets a termination tolerance on x.
fzero Example
options = optimset(display, iter);

Sets
options to display each iteration of root finding process
[x, fx] = fzero(@(x) x^10-1, 0.5, options)

Uses
fzero to find roots of f(x)=x10-1 starting with an initial guess of x=0.5.
MATLAB reports x=1, fx=0 after 35 function counts
Penyelesaian persamaan nonlinear dengan fsolve
Program utama: x0 = 3; x = fsolve(@myfun, x0)
function F = myfun(x) F =x^3-1;
Nama fungsi
Harga awal
Contoh

Misal f(x)=x3-1 x=... f(x) = 3x2

xold 2 1.011
f ( xold ) xnew = xold f ' ( xold )

xnew
Iterasi ke1 2 3 4
2-(23-1)/(3x22) = 1.4167 (not OK) 1.011 -(1.0113-1)/(3x 1.0112) = 1.0001 (not OK)
1.4167 1.4167 -(1.41673-1)/(3x1.41672) = 1.011 (not OK) 1.0001 1.0001 -(1.0001 3-1)/(3x 1.0001 2) = 1.0000001 (OK)
Contoh aliran fluida

Subroutine Program
function f=rey(v) rho=1; miu=0.01; g=981; z1=300; z2=800; d=4; le=20000; q=22/7/4*d^2*v; hm=3718.5-2.3496*q+7.847401E-4*q^2-9.5812E8*q^3; re=rho*v*d/miu; fi=0.0596/re^0.215; f=z2-z1+fi*le*v^2/(2*g)-hm; fprintf('nilai harga Q= %6.4f cm3/s\n',q)
Main Program
v0=500; v=fsolve(@rey,v0,optimset(@fsolve)); fprintf('nilai v ketemu= %6.4f cm/s',v)

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CHAPTER 03

PENYELESAIAN PERSAMAAN NON LINEAR NEWTON RAPHSHON

Newton-Raphson Method: Geometric Significance

The initial guess f(x1)

Newton-Raphson Method: Geometric Significance

Newton-Raphson Method (Contd.)

Figure 1 Geometrical illustration of the Newton-Raphson method.

Figure 2 Derivation of the Newton-Raphson method.

Algorithm for Newton-Raphson Method

Newton-Raphson Method: Example

0.5 0.473684211 0.472834787 0.472833909 0.472833909

f ( x ) = x 3-0.165 x 2+3.993x10- 4 f ( x ) = 3x 2-0.33x

Graph of function f(x)

f ( x0 ) x1 = x0 f ' ( x0 ) 3.413x104 x1 = 0.02 5.4 x103 = 0.08320 a = 75.96%

1.670x104 x2 = 0.08320 6.689 x103 = 0.05824 a = 42.86%

Penyelesaian dgn algoritma Newton Raphshon

Converges fast, if it converges Requires only one guess

Definisikan f(x) dan f(x), x0, tol

tidak |(x-x0)/x|>tol ya Nyatakan: x0 = x

Hitung harga: f(x0) dan f(x0)

Hitung harga: x=x0-f(x0)/f(x0)

Matlab: Nonlinear Algebraic Equations

MATLABs fzero Function

Using an initial guess: x = fzero(function, x0) [x, fx] = fzero(function, x0)

options = optimset(display, iter);

options to display each iteration of root finding process

[x, fx] = fzero(@(x) x^10-1, 0.5, options)

fzero to find roots of f(x)=x10-1 starting with an initial guess of x=0.5.

MATLAB reports x=1, fx=0 after 35 function counts

Penyelesaian persamaan nonlinear dengan fsolve

Program utama: x0 = 3; x = fsolve(@myfun, x0)

function F = myfun(x) F =x^3-1;

Misal f(x)=x3-1 x=... f(x) = 3x2

f ( xold ) xnew = xold f ' ( xold )

Contoh aliran fluida

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