Dr Hashim Khan_Math-410_Chapter 2
Dr Hashim Khan_Math-410_Chapter 2
Numerical Methods
(For Engineering College Students)
MATH-410
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Chapter–2: Numerical Solution of Nonlinear Equations
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Prepared by:
Dr Hashim Khan
Email: [email protected]
[email protected]
Contents:
( )
In this chapter, we shall describe some numerical methods to approximate the solutions of
equations of the type ( ) to an arbitrarily high accuracy.
1.3 Fixed Point Iteration Method or Successive Iteration Method or Iteration Method:
Suppose we wish to find the root of the equation ( ) by successive approximations.
We write the given equation in the form- ( )
Then the root of ( ) is the same as the point of intersection of the straight line and
the curve ( ).
Thus, we have ( ) , where p is the point of intersection that is called fixed point.
( ) for all
( ) . / ( )
Thus, a solution to ( ) is obtained. This technique is called Fixed Point or Successive Iteration.
( ) … (1)
( ) for all
Working Rule:
Suppose we wish to find the root of the equation: ( )
Step-1: Find the interval , - in which, the function ( ) has a real root
( ) for all
Or ( ) for all
Example 2.3.1: Use Fixed point Iteration method to find a real root of the equation on
the interval , - with an accuracy of .
Solution: Let ( )
Since, ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( )
Therefore, by intermediate value theorem, the function ( ) has at least one real root in ( )
Now, writing the given equation ( ) in the form: ( )
We have,
( )
( )
√( )
( ) [Note: The choice of ( ) may be more than one]
√( )
( ) ( ) ⁄
| ( )| | | For all ( )
( ) ⁄
( ) ( )
√( )
( ) ( )
√( )
Continuing in this process….(Press Equal sign ( ) on your Calculator for further Iterations)
Iteration Method
Number of Iteration Approximation Relative Error Percentage Error
( ) | |
( )
√( ) | |
1
2
3
4
5
6
7
We observe that and are same up to four decimal places. Thus, is the
required root of the function ( ) up to four decimal places.
Example 2.3.2: Use Fixed point Iteration method to determine a solution of the equation
on the interval , - with an accuracy of .
Solution: Let ( )
Since, ( ) ( ) ( )
and ( ) ( ) ( )
Therefore, by intermediate value theorem, the function ( ) has at least one root in ( )
Now, writing the given equation in the form: ( )
We have,
, -
( ) , -
( ) , -
| ( )| | | [| | | | | |]
| ( )| | | | | [ | | | | | |]
| ( )| , for all ( ) , | | | | -
Iterative method can be applied.
( ) ( ) , -
( ) ( )
, ( ) ( )-
We observe that and are same up to six decimal places. Thus, is the required
root of the function ( ) up to six decimal places.
( )
Example 2.5.1: Show that ( ) has a root in ( ) and use Bisection Method to
determine an approximation to the root correct to 3 decimal places.
Solution: We have ( ) and
Since, ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( )
Bisection Method
No of
Approximation ( ) ( ) ( )
( ) ( )
We observe that and are same up to three decimal places. Thus, is correct
root of the function ( ) to three decimal places.
Example 2.5.2: Apply the Bisection method to find a solution up to 4 iterations for the given nonlinear
equation: , for
Since, ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( )
Therefore, by intermediate theorem, the function ( ) has at least one real root in , -
Bisection Method
( ) Approximation ( ) ( ) ( )
( ) ( )
1
2
3
4
Example 2.5.3: Use the Bisection Method to approximate a solution of the equation:
on the interval , - with an accuracy of
Solution: Let ( ) ( ) ( )
Since, ( ) ( ( )) ( ( )) ( )
and ( ) ( ( )) ( ( )) ( )
Bisection Method
( ) Approximation ( ) ( ) | |
( ) ( ) ( ) | |
1
2 | |
| |
3 | |
| |
4 | |
| |
5 | |
| |
6 | |
| |
Since, ( ) ( ) ( )
and ( ) ( ) ( )
Therefore, by intermediate value theorem, the function ( ) must have one root
between: .
Bisection Method
Approximation ( ) | |
( )
( ) ( ) | |
( )
1
| |
2 | |
| |
3 | |
| |
4 | |
| |
5 | |
( ) ( ) ( ) ( ) … (3)
( )
, ( ) -
( )
Substitute the value of in equation …(2), we get a better approximation to the root-
( )
( )
Similarly, the improved root over the previous one can be obtained by iteration-
( )
, ( ) -
( )
( )
, ( ) -
( )
( )
for all , ( ) -
( )
Solution: We have ( )
( )
( )
( ) ( )
( )
( )
( )
( )
( ) ( ) … (2)
for all
=============================================================================
For
For
=============================================================================
Writing all in a Table: Starting with,
( ) | |
| |
| |
1
| |
| |
2
| |
| |
3
| |
| |
4
| |
We observe that and are same up to Ten decimal places. Thus, is correct
root of the function ( ) up to Ten places of decimals.
Example 2.6.3: Use Newton-Raphson Method to find solutions accurate to within to the given
problem:
, for
Solution: We have ( )
Since, ( ) ( )
and ( ) ( )
Therefore, by intermediate theorem, the function ( ) has at least one real root between 6 and 7
Now,
( )
( ) ( ) ( ) … (1)
( )
( ) ( ) ( ) … (2)
We observe that and are same up to Six decimal places. Thus, is correct root of
the equation ( ) up to Six places of decimals.
Example 2.6.4: Apply Newton-Raphson Method to find the solution accurate to within
to the given problem: , for
Answer: We have ( )
Since, ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( )
Therefore, by intermediate theorem, the function ( ) has at least one real root between 0 and 1
( ) ( )
Now, ( ) ( ) ( ) ( ) ( ) ( ) … (1)
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) … (2)
( ) ( ) ( )
For 0 ( ) ( ) ( ) ( ) 1
=============================================================================
Continuing in this process, we can find a table-
Newton- Raphson Method
Number of Approximation | |
( )
Iteration ( ) ( ) | |
( ) [ ( ) ( )
]
( ) ( )
| |
1
| |
| |
2
| |
| |
3
| |
| |
4
| |
| |
5
| |
| |
6
| |
We observe that and are same up to Seven decimal places. Thus, is correct root
of the equation ( ) up to Seven places of decimals.
Example 2.6.5: Apply Newton- Raphson Method to approximate a root of the following
nonlinear equation: (Do Three Iterations): with .
Solution: We have ( )
Since, ( ) ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( ) ( )
Therefore, by intermediate theorem, the function ( ) has at least one real root between 0
and 1
( ) ( ) ( ) ( ) ( ) … (1)
( ) ( ) ( ) ( ) … (2)
( ) ( ) ( )
0 ( ) ( )
1 for all
==================================================================
( ) ( ) ( )
For, 0 ( ) ( )
1
( ) ( ) ( )
0 ( ) ( )
1
==================================================================
Newton- Raphson Method
No of Approximation: Percentage Error:
Iteration ( ) ( ) ( ) | |
0 ( ) ( )
1
| |
1
2
3
( ) ( )
( ) ( )
( )
( ) ( )
[ ]
( )
0 ( ) ( )
1 ( ), , - ( )
( ) ( )
Or , , - ( )
( ) ( )
Starting with the two initial approximations and , the approximation is the x-intercept of the
line joining ( ( )) ( ( )). The approximation is the x-intercept of the line joining
( ( )) ( ( )), and so on. Note that only one function evaluation is needed per step for
the Secant Method after has been determined.
In contrast, each step of Newton-Raphson method requires an evaluation of both the function and its
derivative
Example 2.7.1: Use the Secant Method to find a solution to with and with
an accuracy of . Find Relative Approximate Error Also.
Solution: Writing: ( )
( ) ( ) ( )
and . / . / ( )
Taking, ( )
( ) and ( )
Thus, 0, - , -
1, - for all
0, - , -
1, -
( )
[ ], -
, - , -
Next, 0, - , -
1, -
We observe that and are same up to decimal places. Thus, is correct root of
the function ( ) up to seven decimal places.
Since, ( ) ( ) ( ) ( )
and ( ) ( ) ( ) ( )
Choose, and
( ) & ( )
Applying Secant Method –
( ) ( )
for all ( )
( ) ( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
} … (1)
( )
( )
} … (2)
( )
Assume that and are sufficiently differentiable functions, we can expand both the
functions by Taylor’s series to obtain-
} … (3)
Where,
( ) ( )
| |
( ) ( )
| |
( ) ( )
Neglecting the second and higher order derivatives, we obtain the following-
} … (3)
| | … (4)
| | and | | … (5)
and … (6)
The process is to be repeated till we obtain the roots to the desired accuracy.
(2) The convergence of the Newton’s Iteration method for solving a system of
nonlinear equations is of second order, same as in case of single nonlinear equation.
Example 2.8.1: Use Newton’s Iterative Techniques to find approximate solutions up to 2nd
iteration to the following nonlinear system of equations: [Choose: ( ) ( )]
}
Solution: We have ( )
&
( )
&
( ) , ( )
| , |
( ) ( )
| , |
( ) ( )
} } … (3)
Crammer’s Rule:
Hence, | | | |
| | | |
and | | | |
==================================================================================================================
( ) ( )
| |
( ) ( )
| |
( ) ( )
} }
Hence, | | | |
| | | |
and | | | |
It follows that,
Example 2.8.2: Use Newton’s Iterative Techniques to find approximate solutions up to 2nd
iteration to the given nonlinear system of equations: [Starting with ( ) ( )]
}
Solution: We have ( )
&
( )
&
( ) , ( )
| , |
( ) ( )
| , |
( ) ( )
} } … (3)
Crammer’s Rule:
Hence, | | | |
| | | |
and | | | |
==================================================================================================================
( ) ( )
| |
( ) ( )
| |
( ) ( )
} }
Hence, | | | |
| | | |
and | | | |
It follows that,
Example 2.8.3: Solve the following system of nonlinear algebraic equations with intial
approximation, ( ) ( ) (Do One iteration):
}
Solution: We have
( ) & … (1)
( ) & … (2)
( ) , ( )
| , |
( ) ( )
| , |
( ) ( )
} } … (3)
Using Calculator:
=================================================================
Using Crammer’s Rule:
Hence, | | | |
| | | |
and | | | |
===================================================================================================================
Hence the new approximations are therefore,
(a)
(b) }
(c) }
(a) | |
| |
(b) | |
| |
(c) | |
(a)
(b)
(c)
1.4 Distinguish between intervals , - and , - for the given nonlinear equation
to have at least one real root:
(a) , - (b) , -
1.5 The Newton-Raphson Method fails to find a root of a given nonlinear equation
( ) , if:
(a) ( )
(b) ( )
(c) ( )
(d) ( )
2. Find the interval , - in which, the given equation ( ) has at least one real root.
(i)
(ii)
(iii)
(iv) ( )
(b) ( ) ( )
(c) ( ) . /
(d) ( )
10.Use the Bisection Method to find a solution of the equation on the interval
, - with an accuracy of .
11. Use the Newton- Raphson Method to find a solution accurate to within for the
following equation:
, , -
12. Use the Newton- Raphson Method to find a solution accurate to within for the
following equation:
, for
13. Use the Newton- Raphson Method to find a solution accurate to within for the
following equation:
, 0 1
14. Use the Secant Method to find a solution accurate to within for the following
equation:
, , -
15. Use the Secant Method to find a solution accurate to within for the following
equation:
, for
16. Use the Secant Method to find a solution accurate to within for the following
equation:
, 0 1
17. Use Newton’s Iterative Techniques to find approximate solutions to the following
nonlinear system of equations:
(a) } Taking, ( ) ( )
(b) } Taking, ( ) ( )
(c) } Taking, ( ) ( )