ESO 208A: Computational

Methods in Engineering
Arghya Das

Department of Civil Engineering

IIT Kanpur
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Acknowledgement
Profs. Abhas Singh and Shivam Tripathi (CE)
Solution of Non-Linear
Equation
 Open Methods: Muller
 Principle: fit a quadratic polynomial through three points to
approximate the function.
 Problem: f(x) = 0, find a root x = α such that f(α) = 0
 Initialize: choose three points x0, x1, x2 and evaluate f(x0), f(x1), f(x2)
 Fit a quadratic polynomial through three points xk, xk-1, xk-2 as:
p(x) = a(x - xk)2 + b(x - xk) + c
 Constants: c = f(xk); b = f[xk, xk-1] + (xk - xk-1)f[xk, xk-1, xk-2]; a = f[xk,
xk-1, xk-2]
 
±
 Iteration step k: or  
±

 Stopping criteria:
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Order of Convergence
 Definition: Let be a sequence which converges to α.
Define en = xn – α. If there exists a number p and a constant C ≠ 0 such
that,

→∝

Then, p is called the order of convergence of the sequence and C is the

asymptotic error constant.

 Fixed Point: = C, 1st Order.

 Newton Raphson: = C, 2nd Order

 Secant: = C, mixed order, ≈ 1.6

 Muller: = C, mixed order, ≈ 1.84

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Polynomial Methods: Single Root

If we divide by a factor (x - r) such that, r = α is a root of the

polynomial, we will get an exact polynomial of order (n - 1).

If r ≠ α, dividing by a factor (x - r) will have a remainder b0.

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Polynomial Methods: Single Root

7
Polynomial Methods: Single Root
b0 is a function of r → b0(r), at r = α, b0(r) = 0
Problem: f(x) = 0, find a root x = α such that f(α) = 0
Problem: b0(r) = 0, find a root r = α such that b0(α) = 0
Apply Newton-Raphson:
Iteration Formula for Step k:

or

→ b0’(r) = c1 →

is the linked derivative of starting from

Assume a value of r, estimate b0 and b1, compute new r.
Continue until b0 becomes zero. (with acceptable relative error)