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Solutions To Nonlinear Equations Updated
Solutions To Nonlinear Equations Updated
Solutions To Nonlinear Equations Updated
TO
NONLINEAR
EQUATIONS
SOLUTIONS T O
Outline
Root-
NONLINEAR EQUATIONS
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
1 Root-Finding Problem
Outline
Bisection Method
Root- Regula Falsi Method
Finding
Problem The Fixed Point Problem
Bisection
Method
Method of Successive Substitution (MOSS)
Re g u la Falsi
Method Newton's Method
The Fixed
Point
Problem
The Secant Method
M e t h o d of
Successive Exercises
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Root-Finding Problem
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
The numerical methods discussed in this section are used to
find approximations to solutions of nonlinear equations
Outline
when the exact solutions cannot be obtained by algebraic
Root-
Finding
methods. We will discuss one of the most basic problems in
Problem
Bisection
numerical analysis, the root-finding problem. This
Method
Re g u la Falsi
problem consists of finding values of x on a closed interval
Method
The Fixed [a, b] that satisfy the given equation f (x) = 0, for a
Point
Problem
M e t h o d of
continuous function f . A solution to this problem is called a
Successive
Substitution
(MOSS)
zero of f or a root of f (x) = 0.
Newton’s
Method
The
Secant
Method
Exercises
Root-Finding Problem
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Root-Finding Problem
SOLUTIONS
TO
NONLINEAR
EQUA- Theorem
TIONS
(Intermediate Value Theorem) Let f be continuous over
a closed interval [a, b] and suppose f (a)≠ f (b). Then for all
Outline k between f (a) and f (b), there exists c ∈ (a, b) for which
Root-
Finding
f (c) = k.
Problem
Bisection
Method
Re g u la Falsi
Suppose a continuous function f defined on the interval
Method
The Fixed [a, b], is given, with f (a) and f (b) of opposite sign.
Point
Problem Then by Intermediate Value Theorem, there exists s,
M e t h o d of
Successive
Substitution a < s < b for which f (s) = 0.
(MOSS)
Newton’s
Method It will be assumed for simplicity that the root in this
The
Secant interval is unique.
Mxeetrhc oi sde s
E
Bisection Method
SOLUTIONS
TO
NONLINEAR The method calls for a repeated halving of subintervals of
EQUA-
TIONS [a, b] and at each step, locating the“half” containing s.
1 Set a 1 = a and b1 = b, and let x 1 be the midpoint of
Outline
[a, b], that is, x 1 = 12 (a1 + b1 ).
Root- 2 If f (x 1 ) = 0 then s = x 1 .
If f (x 1 ) ≠ 0 then f (x 1 ) has the same sign as either
Finding
Problem 3
Bisection
Method f (a1 ) or f (b1 ).
a. If f (x 1 ) and f (a 1 ) have the same sign then s ∈ (x 1 , b1)
Re g u la Falsi
Method
The Fixed
Point
Problem
and we set a2 = x 1 and b2 = b1.
M e t h o d of
Successive
b. If f (x 1 ) and f (b1) have the same sign then s ∈ (a 1 , x 1 )
Substitution
(MOSS) and we set a2 = a1 and b2 = x 1 .
Newton’s
Method 4 The process is repeated until a good approximation is
obtained ( f (x i ) ≤ ϵ).
The
Secant
Method
Exercises
Bisection Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises f (x 1 ) and f (b) have the same sign ⇒ [a2, b2] = [a1, x 1 ]
Bisection Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline Theorem
Root- Let f be a continuous function on the interval [a, b] and
suppose f (a) ·f (b) < 0. The bisection method generates a
Finding
Problem
Bisection
Method sequence { x n } of approximations converging to the root s of
Re g u la Falsi
Method
The Fixed
f on [a,b].
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Bisection Method
SOLUTIONS
TO Example
NONLINEAR
EQUA-
TIONS
Find an estimate for the root of the equation x = 2 − x on
[0, 1] using 15 iterations of the bisection method.
Outline
Solution. Let f (x ) = x −2− x .
Root-
Finding
−1
Problem
Bisection f (0) =
Method
Re g u la Falsi
Method f (1) = 0.5
The Fixed
Point
Problem
M e t h o d of
Since f (0) ·f (1) < 0 then f has a root in [0, 1]. Now
Successive
Substitution
(MOSS)
compute x 1 and f (x 1 ),
Newton’s
Method
The 0+ 1
Secant
Method x1 = = 0.5 and f (x 1 ) = −0.20710678118655
Exercises 2
Since f (x 1 ) < 0, then a2 = 0.5, b2 = 1.
Bisection Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
For the next iteration,
Outline 0.5 + 1
x2 = = 0.75 and f (x 2 ) = 0.15539644249864
Root-
Finding
2
Problem
Bisection
Since f (x 2 ) > 0, then a 3 = 0.5, b3 = 0.75.
Method
Re g u la Falsi
Method
The Fixed The table on the next slide lists the results of the bisection
Point
Problem
M e t h o d of
method using 15 iterations. Approximately the root of f is
Successive
Substitution 0.64120483398438 and f (x 15) = 2.757347686 × 10 − 5 .
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Bisection Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Regula Falsi Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Regula Falsi Method
SOLUTIONS
TO The slope of the line joining the points (a i , f (a i )) and
f (bi ) −f (ai )
NONLINEAR
EQUA-
(bi , f (bi )) is given by . Since the p oint (x i , 0) is
bi −ai
TIONS
Root-
Finding
f (bi ) −f (ai ) f (bi ) −0
=
Problem
Bisection
bi −ai bi −x i
Method
(bi −ai )f (bi )
Re g u la Falsi
Method ⇒ b i −x i =
The Fixed
Point
f (bi ) −f (ai )
Problem
(b −a i)f (b i)
⇒x bi − i
M e t h o d of
Successive
i =
Substitution
(MOSS) f (bi ) −f (ai )
ai f (bi ) −bi f (ai )
Newton’s
Method
The =
Secant
Method f (bi ) −f (ai )
Exercises
Regula Falsi Method
SOLUTIONS
TO Example
NONLINEAR
EQUA-
TIONS Solve x = 2 −x on [0, 1] using regula-falsi method.
0(0.5) −1(−1)
Point
Problem
M e t h o d of x1 =
Successive
Substitution 0.5 −(−1)
(MOSS)
Newton’s
Method
= 0.6666666666667
The
Secant
Method
f (x 1 ) = 0.0367061417192
Exercises
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
0(0.0367061417192) −0.6666666666667(−1)
Outline x2 =
Root-
0.0367061417192 −(−1)
Finding
Problem
= 0.6430623296599
Bisection
Method f (x 2 ) = 0.0027100651337
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of The following table lists the results of the regula-falsi
Successive
Substitution
(MOSS) method. Approximately the root of f is 0.6411857445050.
Newton’s
Method
The
Secant
Method
Exercises
Regula Falsi Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
The Fixed Point Problem
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS We consider methods for determining the solution to an
equation that is expressed, for some function g in the form
g(x) = x. A solution to such an equation is said to be a
Outline
fixed point of the function g.The function g(x) is called an
Root-
Finding auxiliary function.
Problem
Bisection
Method
Re g u la Falsi If a fixed point could be found for any given g, then every
Method
The Fixed
Point
root-finding problem could also be solved. For example, the
Problem
M e t h o d of
root-finding problem f (x) = 0 has solutions that correspond
Successive
Substitution
(MOSS)
precisely to the fixed points of g(x) = x when
Newton’s
Method g(x ) = x −f (x ).
The
Secant
Method
Exercises
The Fixed Point Problem
SOLUTIONS
TO
NONLINEAR
The solution is the intersection of the line y = x and
EQUA-
TIONS
y = g(x).
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
The Fixed Point Problem
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Example
Given ex sin x −2 = 0, we can rewrite the equation
Outline
1 2
Root-
Finding
Problem
Bisection
ex sin x = 2 ex sin x = 2
Method
2 2
ex = sin x =
Re g u la Falsi
Method
The Fixed
Point
sin x ex
Problem
M e t h o d of 2 2
Successive
x = ln x = sin −1
ex
Substitution
(MOSS)
Newton’s
sin x
Method
The
Secant
Method
Exercises
Condition for Convergence
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Given the auxiliary function g(x),
Root-
Finding
if |g’ (x)| → 1, convergence is slow.
Problem
Bisection
if |g’ (x)| < 1, there will be convergence.
if |g’ (x)| > 1, there will be no convergence.
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Condition for Convergence
SOLUTIONS
TO
NONLINEAR
EQUA- Example
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
Th e Secant
Method
Exercises
Condition for Convergence
SOLUTIONS
TO
NONLINEAR
EQUA- Example
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
Th e Secant
Method
Exercises
Method of Successive Substitution (MOSS)
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
SOLUTIONS
TO
NONLINEAR Example
EQUA-
TIONS x + e −x
Given, x + ln x = 0, we use g(x) = 2 . From the
previous discussion, |g’ (x)| < 1. Assume x 0 = 1 and
Outline ϵ≤ 0.0005.
Root-
Finding
Problem
Bisection
Method Solution.
Re g u la Falsi
Method
The Fixed
Point x0 = 1
Problem
M e t h o d of
Successive = 1 + e−1
Substitution g(x 0 )
(MOSS) 2
Newton’s
Method = 0.68393972058572
The
Secant
Method |x 1 −x 0 | = 0.31606027941428
Exercises
Method of Successive Substitution (MOSS)
SOLUTIONS
TO
NONLINEAR x1 = 0.68393972058572
EQUA-
TIONS g(x 1 ) = 0.59428235505064
|x 1 −x 0 | = 0.08965736553508
Outline
Root-
The following table lists the results of the Method of Successive
Finding Substitution. Approximately the root of f (x ) = x + ln x is
Problem
Bisection
0.56720418518292 .
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Method of Successive Substitution (MOSS)
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Newton’s Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Newton’s Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Newton’s Method
SOLUTIONS
TO
Example
NONLINEAR
EQUA- Solve x 3 + 4x 2 −10 = 0 with x 0 = 1.5, ϵ≤ 0.0005 using
TIONS
Newton’s method.
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
SOLUTIONS
TO
NONLINEAR
EQUA- The following table lists the results of the Newton’s method.
Approximately the root of f (x) = x 3 + 4x 2 −10 is
TIONS
SOLUTIONS
TO
NONLINEAR
Newton’s Method is an extremely powerful technique, but it
EQUA-
TIONS
has a major difficulty: the need to know the value of the
derivative of f at each approximation. Frequently, f ' ( x ) is
far more difficult and needs more arithmetic operations to
Outline calculate than f (x ). As a simple example, let
Root-
Finding
f (x ) = x 2 3x cos 2x, then
Problem f ’ ( x ) = 2x3 x cos 2x + x 2 3 x (cos 2x) ln 3 −2x 2 3 x sin 2x.
Bisection
Method
Re g u la Falsi
Method
The Fixed
To circumvent the problem of the derivative evaluation in
Point
Problem Newton’s Method, we derive a slight variation. By
M e t h o d of
Successive
Substitution
definition,
(MOSS)
f (x ) −f (x n− 1 )
Newton’s
Method
The
f ’(xn−1) = lim .
Secant
Method x→xn−1 x −x n− 1
Exercises
The Secant Method
SOLUTIONS
TO
NONLINEAR
Letting x = x n − 2 ,
EQUA-
TIONS f (x n− 2 ) −f (x n− 1 ) f (x n− 1 ) −f (x n− 2 )
f ’ ( xn− 1 ) ≈ = .
x n− 2 −x n− 1 x n− 1 −x n− 2
SOLUTIONS
TO
Example
NONLINEAR
EQUA- Approximate the root of the preceding example using the
TIONS
Secant method on [1, 2].
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
Outline x n− 2 f (x n− 1 ) −x n− 1 f (x n− 2 )
xn =
Root- f (x n− 1 ) −f (x n− 2 )
Finding
Problem 2(−1.602274384020990) −(1.263157894736840)(14)
x4 =
−1.602274384020990 −14
Bisection
Method
Re g u la Falsi
Method = 1.338827838827840
The Fixed
Point
Problem 𝑥4 − 𝑥3 = 0.736842105
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
The Secant Method
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS
The following table lists the results of the Secant method.
Approximately the root of f (x) = x 3 + 4x 2 −10 is
Outline 1.365230001110860.
Root-
Finding
Problem
Bisection
Method
Re g u la Falsi
Method
The Fixed
Point
Problem
M e t h o d of
Successive
Substitution
(MOSS)
Newton’s
Method
The
Secant
Method
Exercises
Exercises
SOLUTIONS
TO 1 Write the following equations as root finding problems
NONLINEAR
EQUA- f (x) = 0. Convert the f (x) = 0 into x = g(x) form and
TIONS determine its convergence at x 0 = 0.5.
a. x 5 −x 4 = 2x 3 −x 2 + 1
b. x sin x = 1
c. x 2 −sin x = x ex
Outline
Root-
Finding
Problem
2 Write the equation x + ex = cos x as three different root
Bisection
Method
finding problems g1 (x ), g2 (x ) and g3 (x ). Rank the
Re g u la Falsi
Method
functions from fastest to slowest convergence at
The Fixed
Point x 0 = 0.5.
Problem
M e t h o d of
Successive
3 Solve th e equation x + ex = cos x using bisection
Substitution
(MOSS) method and regula falsi method (use roots = -0.5 and
Newton’s
Method
The
1).
Secant 2
Method
Exercises
4 Solve the equation x 3 + 2x + 2 = 10e −2x using MOSS.
Assume: x 0 = −0.5.
Exercises
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS 5 Find the root of the following non-linear equations
using Newton Raphson’s method:
a. e 2x = x + 6 has a root near x = 1.
Outline b. y 3 −2y −5 = 0 has a root near y = 2.
Root-
Finding
Assume: ϵ ≤ 0.0005
Problem
Bisection
6 Solve x sin x = 1 using the following:
Method
Re g u la Falsi a. MOSS (root = 0.95)
Method
The Fixed b. Newton Raphson’s method (root = 1)
Point
Problem c. Bisection method (use roots = 0.5 and 2)
M e t h o d of
Successive
Substitution
d. Secant method (use roots = 2 and 1.5)
(MOSS) e. Regula Falsi method (use roots = 0.5 and 2)
Newton’s
Method
Th e Secant
Method
Assume: ϵ≤ 0.0005
Exercises
Exercises
SOLUTIONS
TO
NONLINEAR
EQUA-
TIONS