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V NUMERICAL METHODS

NEWTON--RAPHSON METHOD
NEWTON

Introduction
Equation of the type f(x)= 0 can be solved graphically by
plotting the curve y = f(x) and find its x-intercepts.

Numerical Methods Page 1


y
y = 0 at x = a, b or c
y = f(x)
i.e. x = a, b or c are
solutions for f(x) = 0
c
a b x

The accuracy of the solutions is limited by the scale of the


graph.
graph

A method which enables the roots to be calculated to any


desired accuracy is Newton-Raphson method or simply
Newton’s method.
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If x1 is an approximate value for a real root x = a of the
equations
ti f( ) = 0,
f(x) 0 then
th a closer
l approximation
i ti x2 may be
b
obtained for this root using the formula.

y
f  x1 
x2  x1  y = f(x)
f  x1 

x
a x2 x1

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The formula can be used repeatedly to find successively
closer
l approximations,
i ti x3, x4, etc.,
t to t the
th roott x = a.

f  x2 
x3  x2  y
f  x2  y = f(x)

f x3 
x4  x3 
f  x3 
a x
x3 x2 x1

The formula can be applied repeatedly until the desired


accuracyy has been met.
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In g
general the Newton’s method can be summarized as the
following equation

f  xn 
xn 1  xn 
f  xn 

Newton s formula can generally be used for any


Newton’s
polynomial or non-polynomial function.
First approximations can be obtained by drawing the graph
or examining the function.
IIn general,
l the
th closer
l th first
the fi t approximations
i ti i to
is t the
th reall
root the sooner the terms x1, x2, x3, etc will converge to the
root
root.
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Example 1
Show that the equation x3 - 3x - 3 = 0 has a root between x
= 2 and x = 3. Use Newton’s method to determine the root
correct to 4 significant figures.
( ) = x3 - 3x - 3
f(x)
f(2) = 23 - 3(2) - 3 =
f(3) = 33 - 3(3) - 3 =

It can be seen that f(2)


( ) and f(3)
( ) have opposite
pp changes
g
signs. In other words, f(x) = 0 for a certain value between x
= 2 and 3 and a root exists between x = 2 and x = 3.

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( ) = x3 - 3x - 3
f(x)

f’(x) = 3x2 - 3
x  3 x1  3
3
f ( x1 )
x2  x1   x1  1

f ( x1 ) 3 x1  3
2

Choose x1 = 2.5,, then


x2 =
x3 =
x4 =

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Example 2
Show that the equation x5 - 2x - 3 = 0 has a root between x =
1.4 and x = 1.6. Use Newton’s method to determine the root
correct to 4 significant figures.

f(x) = x5 - 2x - 3
f(1.4) 1 45 - 2(1.4)
f(1 4) = 1.4 2(1 4) - 3 =
f(1.6) = 1.65 - 2(1.6) - 3 =

It can be seen that f(1.4) and f(1.6) have opposite changes


signs. In other words, f(x) = 0 for a certain value between x =
1.4 and 1.6 and a root exists between x = 1.4 and x = 1.6.

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( ) = x5 - 2x - 3
f(x)

f’(x) = 5x4 - 2
x  2 x1  3
5
f ( x1 )
x2  x1   x1  1

f ( x1 ) 5 x1  2
4

Choose x1 = 1.5,, then


x2 =

x3 =
x4 =

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Example 3
Use Newton’s method to determine the root of the equation
cos x = 1.5 tan x correct to 4 decimal places using x1 = /4.
(Note: radian should be used for the argument of the
trigonometric function but not in degree)

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Evaluation of Nk

The value of Nk can be found using the Newton’s method by


rearranging
i the
th number
b ini the
th form
f f( ) = 0.
f(x) 0

Let x = Nk
Then 1
x N
k

1
x N 0
k

Finally solve f(x) = 0 by Netwon’s method for


1
f ( x)  x  N
k

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Example 4
3
Use Newton’s method to evaluate 19 correct to 5 decimal
places.

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Example 5
1
Use Newton’s method to evaluate 2.8 correct to 5 decimal
places.

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NUMERICAL INTEGRATION

Introduction
The area under a curve between limits x = a and x = b
can be given by the integral
y
b
Area   ydx
a

a b x

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In some cases, it is not possible to evaluate the integral by
direct mathematical integration.

Under such circumstances, we can estimate the numerical


value of the integral by

1.Dividing
g the required
q area in a number of strips.
p

2.Find the area of each strip.

3.Add the areas up.

Numerical Methods
There are several methods for doingg this numerical integration.
g In
our course, we are going to discuss the following two

Trapezium (or Trapezoidal) Rule


The Simpson’s
p Rule

Numerical Methods
Trapezoidal Rule

In this method, the area is divided into n vertical strips


of equal width w.

ba
w 
n

xo= a x1 x2 x3 xn-1 xn = b
w w w w

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Each vertical strip is treated as a trapezium to find the
approximate area.

For the third strip

A   y2  y3 
w
2
yn
yn-1
y3
yo y1 y2

xo= a x1 x2 x3 xn-1 xn = b
w w w w

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The integral can be approximated by the sum of areas
of the strips.

ydx   yo  y1    y1  y2    y2  y3 
b w w w
a 2 2 2
 ...   yn 1  yn 
w
2

yn
yn-1
y3
yo y1 y2

xo = a x1 x2 x3 xn-1 xn = b
w w w w
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Hence

d   yo  2 y1  2 y2  ... 2 yn1  yn 
b w
 a
ydx
2

The trapezoidal rule is hence

ba
 yo  2 y1  2 y2  ...  2 yn 1  yn 
b
 a
ydx 
2n

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Example 6
3
Find 0
e x dx using trapezoidal rule by dividing the area
into 6 strips. Give your answer correct to 3 decimal places.
number of strips =
a= b=
w=
n xn yn m my n
0 1
1 2
2 2
3 2
4 2
5 2
6 1

total
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Example 7
3
Find  ln xdx
2
by dividing the area into 8 strips using
Trapezoidal rule.
Give your answer correct to 4 decimal places.

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Example 8
5 x
Find 1 x3
dx by dividing the area into 8 strips using
Trapezoidal rule.
rule
Give your answer correct to 4 decimal places.

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Example 9
2 l x
ln
Find 1
9  x2
dx by dividing the area into 8 strips using
Trapezoidal rule
rule.
Give your answer correct to 4 decimal places.

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Example 10
4
Find 0
x 2 e  x dx using Trapezoidal rule by dividing
the area into (a) 8 strips
(b) 10 strips
Give your answer correct to 4 decimal places.

Numerical Methods Page 25


Simpson
Simpson’s
s Rule

There is another method,


method called Simpson
Simpson’s s Rule,
Rule that can be
applied to find the numerical value of a definite integral by the
area

b
Area   ydx
a

a b x

Numerical Methods Page 26


In this method, the area is divided into n vertical strips of
equal width w.

Note that : n must be an even number.

ba
w 
n

xo = a x1 x2 x3 xn-1 xn = b
w w w w

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Each two vertical strips are combined and treated under a
parabola to find the approximate area.
area

Parabola

A   y2  4 y3  y4 
w
3
yn-1 yn
y3 y4
yo y1 y2

xo = a x1 x2 x3 x4 xn-1 xn = b
w w w w w

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The integral can be approximated by the sum of areas of the
strips.
strips
a ydx  3  yo  4 y1  y2   3  y2  4 y3  y4 
b w w

 ...   yn  2  4 yn 1  yn 
w
3

yn-1 yn
y3 y
yo y1 y2 4

xo = a x1 x2 x3 x4 xn-1 xn = b
w w w w w
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Hence

y   yo  4 y1  2 y2  4 y3  ...  4 yn 1  yn 
b w
 a
ydx
3

The Simpson’s rule is hence

ba
 yo  4 y1  2 y2  4 y3  ...  4 yn1  yn 
b
 a
ydx 
3n
3n

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Example 11
3
Find 0
e x dx using Simpson’s rule by dividing the area into 6
strips. Give your answer correct to 3 decimal places.
number of strips =
a= b=
w=
n xn yn m my n
0 1
1 4
2 2
3 4
4 2
5 4
6 1

total
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Example 12
3
Find  ln xdx
2
by dividing the area into 8 strips using
Simpson’s
Simpson s rule.
Give your answer correct to 4 decimal places.

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Example 13
4
Fi d
Find 2
x ln
l x dx
d by
b dividing
di idi the
th area into
i t 8 strips
ti
using (a) Trapezoidal rule;
(b) Simpson’s rule.
Give your answer correct to 4 decimal places.

Numerical Methods Page 33


Comparison between Trapezoidal rule and Simpson’s
R l
Rule

IIn general,
l the
th result
lt obtained
bt i d by
b using
i the
th Simpson’s
Si ’ rule
l is
i
more accurate than that obtained by using the Trapezoidal
rule.
rule

Hence the Simpson


Simpson’ss rule is preferable if
accuracy is concerned.

Numerical Methods Page 34


Example
p 14
2
Find 0
e x dx using Simpson’s rule by dividing the area
into
(a) 6 strips
(b) 8 strips
(c) 10 strips.
Give your answer correct to 4 decimal places.
places

Numerical Methods Page 35


Accuracy of Answers Using Simpson’s Rule

It can be seen that the result obtained by using the


Simpson’s
Simpson s rule is more accurate if more strips are used.
used

A simple criteria for determining the accuracy of the result


is :
If an increase in the number of strips does not
involve a change in the answer to a degree of
y then we may
accuracy, y rely
y on the result to
that degree of accuracy.

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For example, for the integral
2

0
e x dx
the following results are obtained when Simpson
Simpson’s
s rule is
used in previous example:

Number of strips Result


6 6 389
6.389
8 6.389
10 6.389

We can say that the result is 6.389 correct to 3


decimal places or 4 significant figures.

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