Lecture Notes Chapter 3 Part 4

Numerical Methods
Nonlinear System
by
Norhayati Rosli & Nurfatihah Mohd Hanafi

Faculty of Industrial Sciences & Technology
norhayati@ump.edu.my, nurfatihah_hanafi@yahoo.com
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
Description
AIMS
This chapter is aimed to solve nonlinear system by using Newton Raphson method.
EXPECTED OUTCOMES
1. Students should be able to find the Jacobian matrix of the nonlinear system.
2. Students should be able to solve nonlinear system by using Newton Raphson
method.
REFERENCES
1. Norhayati Rosli, Nadirah Mohd Nasir, Mohd Zuki Salleh, Rozieana Khairuddin,
Nurfatihah Mohamad Hanafi, Noraziah Adzhar. Numerical Methods, Second Edition,
UMP, 2017 (Internal use)
2. Chapra, C. S. & Canale, R. P. Numerical Methods for Engineers, Sixth Edition,
McGraw–Hill, 2010.
Numerical Methods
by Norhayati Rosli
Content
1 Introduction
2 Newton Rapshon Method
Numerical Methods
by Norhayati Rosli
INTRODUCTION
Nonlinear system of
equations refer to the
equations which cannot
2 be written as a linear
combination of the
unknown variables or
functions .
Nonlinear systems
Nonlinear
with multiple
System
variables can be
solved by using
1
Newton Raphson’s
method.
Numerical Methods
by Norhayati Rosli
NEWTON RAPHSON METHOD
Newton Raphson Method Formula
Suppose we have two nonlinear equations with two variables, 𝑓1 (𝑥, 𝑦)

and 𝑓2 𝑥, 𝑦 , the Newton Raphson formula is
 f 2,i f1,i   f1,i f 2,i 

 f1,i  f 2,i   f 2,i  f1,i 
y y x x
xi 1  xi    yi 1  yi   
 f1,i f 2,i f1,i f 2,i   f1,i f 2,i  f1,i f 2,i 
 x    x y 
 y y x   y x 
where the denominator can be simplified by write it as the determinant

of the Jacobian, |𝐉|
Numerical Methods
by Norhayati Rosli
(Cont.)
Newton Raphson Method Formula (Cont.)
 f1 f1 
 x y 
The Jacobian matrix, 𝐉 is given by J 
 f 2 f 2 
 x y 

f1 f1
x y
The determinant of Jacobian matrix, 𝐉 is J
f 2 f 2
x y
Numerical Methods
by Norhayati Rosli
(Cont.)
Newton Raphson Method Procedures
Rearrange the nonlinear systems so that the equation

Step 1
becomes
f1 ( x, y )  0
f 2 ( x, y )  0
Step 2 Find the Jacobian matrix, 𝐉
 f1 f1 
 x y 
J 
 f 2 f 2 
 x y 

Numerical Methods
by Norhayati Rosli
(Cont.)
Newton Raphson Method Procedures (Cont.)
Step 3 Find the determinant of Jacobian matrix, 𝐉
f1 f1
x y
J
f 2 f 2
x y
The calculation process starts by iterating the next values of

Step 4 𝑥 and 𝑦.
Numerical Methods
by Norhayati Rosli
(Cont.)
Example 1
Use the multiple equations Newton–Raphson’s method to determine the roots
of the following nonlinear equations
z  2 xy  15
xy  3 x 2 y  10
Initiate two iterations with initial guesses of 𝑥 = 1.5 and 𝑦 = 2.5.
Solution
Rearrange the nonlinear systems
f1  x  2 xy  15
f 2  xy  3 x 2 y  10
Find the Jacobian matrix, 𝐉
 1 2 y 2x 
J
 y  6 xy x  3 x 2  Numerical Methods
by Norhayati Rosli
(Cont.)
Solution (Cont.)
Find the determinant of the Jacobian
1 2 y 2x
J  (1  2 y )( x  3 x 2 )  (2 x)( y  6 xy )
y  6 xy x  3x 2
Numerical Methods
by Norhayati Rosli
(Cont.)
Solution (Cont.)
Do iteration to calculate the values of 𝑥 and 𝑦
First iteration: 𝑖 = 0, 𝑥0 = 1.5, 𝑦0 = 2.5
f1  1.5  2(1.5)(2.5)  15  6
f 2  (1.5)(2.5)  3(1.5) 2 (2.5)  10  10.625
 1  2(2.5) 2(1.5)   6 3 
J 2
 
 2.5  6(1.5)(2.5) 1.5  3(1.5)   25 8.25
| J | (6)(8.25)  3(25)  25.5
Numerical Methods
by Norhayati Rosli
(Cont.)
Solution (Cont.)
First iteration: 𝑖 = 0, 𝑥0 = 1.5, 𝑦0 = 2.5 (Cont.)
 (6)(8.25)  10.625(3) 
x1  1.5     1.6912
 25.5 
 (10.625)(6)  (6)(25) 
y1  2.5     10.8824
 25.5 
Numerical Methods
by Norhayati Rosli
(Cont.)
Solution (Cont.)
Second iteration: 𝑖 = 1, 𝑥1 = −1.6912, 𝑦1 = 10.8824
f1  53.4998
f 2  64.9718
 22.7648 3.3824 
J 
 99.5435 92.6542 
| J | 2445.9503
x2  2.5128
y2  9.3098
Numerical Methods
by Norhayati Rosli
Author Information
Norhayati Binti Rosli,
Senior Lecturer,
Applied & Industrial Mathematics
Research Group,
Faculty of Industrial Sciences &
Technology (FIST), Nurfatihah Binti Mohd Hanafi
Universiti Malaysia Pahang, e-mail:
26300 Gambang, Pahang. nurfatihah_hanafi@yahoo.com
SCOPUS ID: 36603244300
UMPIR ID: 3449
Google
Scholars: https://scholar.google.com/c
itations?user=SLoPW9oAAAAJ&hl=en
e-mail: norhayati@ump.edu.my
Numerical Methods
by Norhayati Rosli

Lecture Notes Chapter 3 Part 4

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Numerical Methods

Norhayati Rosli & Nurfatihah Mohd Hanafi

Suppose we have two nonlinear equations with two variables, 𝑓1 (𝑥, 𝑦)

 f 2,i f1,i   f1,i f 2,i 

where the denominator can be simplified by write it as the determinant

Rearrange the nonlinear systems so that the equation

Step 2 Find the Jacobian matrix, 𝐉

Step 3 Find the determinant of Jacobian matrix, 𝐉

The calculation process starts by iterating the next values of

Find the determinant of the Jacobian

Do iteration to calculate the values of 𝑥 and 𝑦

First iteration: 𝑖 = 0, 𝑥0 = 1.5, 𝑦0 = 2.5

First iteration: 𝑖 = 0, 𝑥0 = 1.5, 𝑦0 = 2.5 (Cont.)

Second iteration: 𝑖 = 1, 𝑥1 = −1.6912, 𝑦1 = 10.8824

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