Numerical analysis

Numerical analysis for engineer by Stephen Chapra

Newton Raphson- method ( solution of equation by iteration)

Newton Raphson- method:

Is a method of root location formula?

Xi= is initial guess at the root

f ’(Xi)= is the tangent of the curve at the

point [Xi , f (Xi) ]

′(
𝑓 ′ (𝑥𝑖 − 0)
𝑓 𝑥𝑖 ) = tan 𝜃 =
𝑥𝑖 − 𝑥𝑖+1
𝑓(𝑥𝑖 )
𝑥𝑖+1 − 𝑥𝑖 = − … … . (∗)
𝑓 ′ (𝑥𝑖 )
𝐸𝑥: 𝑏𝑒𝑔𝑖𝑛𝑖𝑛𝑔 𝑤𝑖𝑡ℎ 𝑎𝑛 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑒𝑠𝑡𝑖𝑚𝑎𝑡𝑒 𝑜𝑓 𝑥𝑖 = 5 , 𝑒𝑠𝑡𝑖𝑚𝑎𝑡𝑒 𝑡ℎ𝑒 𝑠𝑖𝑛𝑔𝑙𝑒
𝑟𝑜𝑜𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
𝑒 𝑥 − 10 cos 𝑥 − 100 = 0
𝑠𝑜𝑙: 𝑓 (𝑥𝑖 ) = 𝑒 𝑥 − 10 𝑐𝑜𝑠 𝑥 − 100 … … . . (1)
𝑓 ′ (𝑥𝑖 ) = 𝑒 𝑥 + 10 sin 𝑥 … … … (2)

𝑖 𝑥𝑖 𝑓 (𝑥𝑖 ) 𝑓 ′ (𝑥𝑖 ) 𝑥𝑖+1 − 𝑥𝑖

1 5 45.5765 138.823 −0.3283
2 4.67169 7.28509 96.88 -0.0752
3 4.596 0.292 89.2 -0.00328
4 4.593 0.00052 88.882 -0.000006
5 4.593 −2 ∗ 10−8 88.881 2.25 ∗ 10−10
𝐸𝑥: 𝑢𝑠𝑒 𝑡ℎ𝑒 𝑛𝑒𝑤𝑡𝑜𝑛 𝑅𝑎𝑝ℎ𝑠𝑜𝑛 𝑚𝑒𝑡ℎ𝑜𝑑 𝑡𝑜 𝑒𝑠𝑡𝑖𝑚𝑎𝑡𝑒 𝑡ℎ𝑒 𝑟𝑜𝑜𝑡 𝑜𝑓 𝑒 −𝑥 − 𝑥
𝑒𝑚𝑝𝑙𝑜𝑦𝑖𝑛𝑔 𝑎𝑛 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑔𝑢𝑒𝑠𝑠 𝑜𝑓 𝑥𝑖 = 0
𝑠𝑜𝑙: 𝑓 (𝑥 ) = 𝑒 −𝑥 − 𝑥

𝑓 ′(𝑥) = −𝑒 −𝑥 − 1
𝑖 𝑥𝑖 𝑓 (𝑥𝑖 ) 𝑓′(𝑥𝑖 ) 𝑥𝑖+1 − 𝑥𝑖
1 0 1 -2 0.5
2 0.5 -1.106 -1.106 -0.688
 Taylor series
𝑃𝑘 (𝑥 ) = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯ + 𝑎𝑘 𝑥 𝑘 (𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙)
𝑤ℎ𝑒𝑟𝑒; 𝑎0 , 𝑎1 , 𝑎2 , … , 𝑎𝑘 : 𝑎𝑟𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡
𝑙𝑒𝑡 𝑘 = 3 → 𝑃3 (𝑥 ) = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3
𝑤ℎ𝑒𝑟𝑒 𝑎0 , 𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑘 : 𝑎𝑟𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑤ℎ𝑖𝑐ℎ 𝑎𝑟𝑒 𝑒𝑣𝑎𝑙𝑢𝑎𝑡𝑒𝑑
𝑓𝑟𝑜𝑚 𝑝𝑜𝑖𝑛𝑡 [0, 𝑓(0)]
𝑃3 (0) = 𝑎0 = 𝑓 (0)
𝑃′3 (𝑥 ) = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2
𝑃′3 (0) = 𝑎1 = 𝑓 ′ (0)
𝑓 ′ (0) = 𝑎1
𝑃′′3 (𝑥 ) = 2𝑎2 + 6𝑎3 𝑥

′′ (
𝒇′′ (𝟎)
𝑃′′3 (0) = 2𝑎2 = 𝑓 0 ) → 𝒂𝟐 =
𝟐!
𝑃′′′3 (𝑥 ) = 6𝑎3

′′′ (
𝒇′′′ (𝟎)
𝑃′′′3 (0) = 6𝑎3 = 𝑓 0) → 𝒂𝟑 =
𝟑!

′(
𝒇′′ (𝟎) 𝟐 𝒇′′′ (𝟎) 𝟑
𝑷𝟑 (𝒙) = 𝒇(𝟎) + 𝒇 𝟎)𝒙 + 𝒙 + 𝒙
𝟐! 𝟑!

𝑤ℎ𝑒𝑛 𝑥 → ∞ 𝑡ℎ𝑒 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑐𝑎𝑙𝑙𝑒𝑑 𝑚𝑎𝑐𝑙𝑢𝑟𝑖𝑎𝑛 𝑠𝑒𝑟𝑖𝑒𝑠

𝐸𝑥: 𝑓𝑖𝑛𝑑 𝑇𝑎𝑦𝑙𝑜𝑟 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑝𝑛 (𝑥 )𝑔𝑒𝑛𝑒𝑟𝑎𝑡𝑒𝑑 𝑏𝑦 𝑓 (𝑥 ) = 𝑒 𝑥 𝑎𝑡 𝑥 = 0
𝑠𝑜𝑙: 𝑇𝑎𝑦𝑙𝑜𝑟 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙

𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 ′′′ (0) 3

𝑓(𝑥 ) = 𝑓(0) + 𝑥+ 𝑥 + 𝑥 +⋯
1! 2! 3!
𝑓(𝑥 ) = 𝑒 𝑥 , 𝑓 (0) = 1
𝑓 ′ (𝑥 ) = 𝑒 𝑥 , 𝑓 ′ (0) = 1
𝑓 ′′ (𝑥 ) = 𝑒 𝑥 , 𝑓 ′′ (0) = 1
𝑓 ′′′ (𝑥 ) = 𝑒 𝑥 , 𝑓 ′′′ (0) = 1

𝑥
𝑥2 𝑥3
𝑒 =1+𝑥+ + +⋯
2! 3!
If instead of approximating the value of f(x) near zero, we are concerned with value
of x near some other point a.

𝑃𝑛 (𝑥 ) = 𝑎0 + 𝑎1 (𝑥 − 𝑎) + 𝑎2 (𝑥 − 𝑎)2 + ⋯ + 𝑎𝑛 (𝑥−𝑎)𝑛
∴ 𝑡ℎ𝑒 𝑇𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑔𝑒𝑛𝑒𝑟𝑎𝑡𝑒𝑑 𝑏𝑦 𝑓 𝑎𝑡 𝑥 = 𝑎
𝑓 ′′ (𝑎) 2
𝑓 ′′′ (𝑎)
𝑓(𝑥 ) = 𝑓(𝑎) + 𝑓(𝑎) ∗ (𝑥 − 𝑎) + (𝑥 − 𝑎) + (𝑥 − 𝑎)3 +
2! 3!
𝑓 𝑛 (𝑎)
…+ (𝑥 − 𝑎)𝑛
𝑛!
𝑤ℎ𝑒𝑛 𝑥 → ∞ 𝑡ℎ𝑒 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑐𝑎𝑙𝑙𝑒𝑑 𝑡𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠.
𝐸𝑥: 𝑢𝑠𝑒 𝑧𝑒𝑟𝑜 𝑡ℎ𝑟𝑜𝑢𝑔ℎ 𝑓𝑜𝑢𝑟𝑡ℎ 𝑜𝑟𝑑𝑒𝑟 . 𝑇𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑒𝑥𝑝𝑎𝑛𝑠𝑖𝑜𝑛 𝑡𝑜 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒 𝑡ℎ𝑒

𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛:

𝑓(𝑥 ) = −0.1 𝑥 4 − 0.15 𝑥 3 − 0.5 𝑥 2 − 0.25 𝑥 + 1.2

𝑓𝑟𝑜𝑚 𝑥𝑖 = 0 𝑤𝑖𝑡ℎ ℎ = 1
𝑡ℎ𝑎𝑡 𝑝𝑟𝑒𝑑𝑖𝑐𝑡 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑣𝑎𝑙𝑢𝑒 𝑎𝑡 𝑥 = 1
𝑠𝑜𝑙: 𝑓𝑟𝑜𝑚 𝑡𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 ∶
𝑓 ′ (𝑎) 𝑓 ′′ (𝑎) 2
𝑓 ′′′ (𝑎)
𝑓(𝑥 ) = 𝑓(𝑎) + (𝑥 − 𝑎) + (𝑥 − 𝑎) + (𝑥 − 𝑎)3 +
1! 2! 3!
𝑓 ′′′′ (𝑎)
(𝑥 − 𝑎)4 + ⋯
4!
𝑓(𝑎) = 𝑓(0) = 1.2
𝑓 ′ (𝑎) = 𝑓 ′ (0) = −0.25
𝑓 ′′ (𝑎) = 𝑓 ′′ (0) = −1
𝑓 ′′′ (𝑎) = 𝑓 ′′′ (0) = −0.9
𝑓 ′′′′ (𝑎) = 𝑓 ′′′′ (0) = −2.4
𝑓 ′′′′′ (𝑎) = 𝑓 ′′′′′ (0) = 0
𝑓𝑟𝑜𝑚 𝑡𝑎𝑦𝑙𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠
0.25 1 0.9 2.4
𝑓(𝑥 ) = 1.2 − (1 − 0) − (1 − 0)2 − (1 − 0)3 − (1 − 0)4
1! 2! 3! 4!
𝑓(𝑥 ) = 0.2
𝐸𝑥: 𝑢𝑠𝑒 𝑇𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑡𝑜 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒 √17 𝑏𝑒𝑔𝑖𝑛𝑖𝑔 𝑓𝑟𝑜𝑚 √16

𝑠𝑜𝑙: 𝑒𝑥𝑎𝑐𝑡 √17 = 4.1231056

𝑇𝑎𝑦𝑙𝑜𝑟 𝑠𝑒𝑟𝑖𝑒𝑠
𝑓 ′ (𝑎) 𝑓 ′′ (𝑎) 2
𝑓 ′′′ (𝑎)
𝑓(𝑥 ) = 𝑓(𝑎) + (𝑥 − 𝑎) + (𝑥 − 𝑎) + (𝑥 − 𝑎)3 + ⋯
1! 2! 3!
𝑓(𝑥 ) = √𝑥 → 𝑓(0) = 0

𝑓(𝑎) = √16