The Newton-Raphson Method

Major: Chemical Engineering

Subject: Chemical Engineering Mathematics 2
Author: Andrew KUMORO

Department of Chemical Engineering

Diponegoro University
2017
 Competences to be achieved:

1. Understanding of the Newton-Raphson method formula

2. Development of the algorithm of the Newton-Raphson

method

3. Application of Newton-Raphson method to solve a

nonlinear equation

4. Discussion of the drawbacks of the Newton-Raphson

method.

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 Roots of Equation

Why? Lets find the roots of a x  b x  c  0

2
•

 Trial and errors through factorial

 Analytical solution
 b  b 2  4ac
roots 
2a

• But what you can do with these?

ax  bx  cx  dx  ex  f  0  x  ?
5 4 3 2

 sin x  x  0  x  ?

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Thermodynamics application

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Unit Operations application

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 METHODS FOR FINDING ROOTS
of NON LINEAR EQUATIONS

1. Successive Substitution Method

2. Wegstein Method
3. Method of Linear Interpolation (False Position)
4. Bisection Method
5. Secant Method
6. Newton-Raphson Method

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Method of Linear Interpolation
(False Position)

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 The Bisection Method
For the arbitrary equation of one variable, f(x)=0

1. Pick xl and xu such that they bound the root of interest,

check if f(xl).f(xu) <0.

2. Estimate the root by evaluating f[(xl+xu)/2].

3. Find the pair

• If f(xl). f[(xl+xu)/2]<0, root lies in the lower interval,
then xu=(xl+xu)/2 and go to step 2.

11
• If f(xl). f[(xl+xu)/2]>0, root
lies in the upper interval,
then xl= [(xl+xu)/2, go to
step 2.
xl  xu
xl 
2
• If f(xl). f[(xl+xu)/2]=0, then xl  xu
 100%
root is (xl+xu)/2 and 2
terminate. or
xl  xu
xu 
4. Compare es with ea 2
 100%
xl  xu
2
5. If ea< es, stop. Otherwise
repeat the process.

12
13
 Evaluation of Method
Pros Contras
 Easy  Slow

 Always find root  Know a and b that

 Number of iterations bound root

required to attain an  Multiple roots

absolute error can be  No account is taken of

computed a priori. f(xl) and f(xu), if f(xl) is
closer to zero, it is likely
that root is closer to xl .

14
 The Secant Method

The derivative f / ( x i )
is replaced by a backward
finite divided difference

f ( x i )  f ( x i 1 )
f (x i ) 
/

x i  x i 1
Thus, the formula
predicting the xi+1 is:

( xi 1  xi )
xi 1  xi  f ( xi ).
f ( xi 1 )  f ( xi )
 Comparison of convergence of False
Position and Secant Methods
Use the false-position and secant method to find the root of
f(x)=lnx. Start computation with xl= xi-1=0.5, xu=xi = 5.
1. False position method
Iter xl xu xr
1 0.5 5.0 1.8546
2 0.5 1.8546 1.2163
3 0.5 1.2163 1.0585

2. Secant method
Iter xi-1 xi xi+1

1 0.5 5.0 1.8546

2 5 1.8546 -0.10438
 Introduction

Methods such as the bisection method and the false

position method of finding roots of a nonlinear
equation f (x) = 0 require bracketing of the root by two
guesses. Such methods are called bracketing methods.
These methods are always convergent since they are
based on reducing the interval between the two
guesses so as to zero in on the root of the equation.

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 Introduction
In the Newton-Raphson method, the root is not
bracketed. In fact, only one initial guess of the root is
needed to get the iterative process started to find the
root of an equation. The method hence falls in the
category of open methods. Convergence in open
methods is not guaranteed but if the method does
converge, it does so much faster than the bracketing
methods.

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 Open Methods
• Bracketing methods are based on assuming an
interval of the function which brackets the root.
• The bracketing methods always converge to the
root.
• Open methods are based on formulas that
require only a single starting value of x or two
starting values that do not necessarily bracket
the root.
• These method sometimes diverge from the true
root.
 Open Methods-
Convergence and Divergence Concepts
f(x) f(x)

x xi xi+1 x
xi xi+1

Diverging increments Converging increments

 Newton-Raphson Method

 Most widely used method.

 Based on Taylor series expansion:

x2
f ( xi 1 )  f ( xi )  f ( xi )x  f ( xi )  ...
2!
The root is the value of xi+1 when f (xi+1) = 0
Newton-Raphson Method

22
 Newton-Raphson Method

Rearranging the equation and obtain:

Solve for

0  f(xi )  f (xi )( xi 1  xi )
f ( xi )
xi 1  xi  Newton-Raphson formula
f ( xi )
 Newton-Raphson Method

AB
f(x) tan(  
AC
f ( x)
f(xi) B f ( xi ) 
/

x
f ( xi )  0
f(x)
Slope f /(xi) f ( xi ) 
/

Root xi  xi 1
 x
xi+1 xi f ( xi )
C A xi 1  xi  /
f ( xi )
Figure 1. Geometrical illustration of the Newton-Raphson
method.
24
 A tangent to f(x) at the initial point xi is extended
till it meets the x-axis at the improved estimate of
the root xi+1.

 The iterations continues till the approx. error

reaches a certain limiting value.
 ALGORITHM
Newton-Raphson Method

26
 Step 1
Evaluate f (x ) symbolically.

Step 2
Use an initial guess of the root, xi , to estimate the new
value of the root, xi 1 , as f  xi 
xi 1 = xi -
f  xi 
Step 3
Find the absolute relative approximate error a as
xi 1- xi
a =  100
xi 1

27
 Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance s.

Go to Step 2 using new

Yes
estimate of the root.
Is a s ?

No Stop the algorithm

Also, check if the number of iterations has exceeded

the maximum number of iterations allowed. If so,
one needs to terminate the algorithm and notify the
user.
28
 1

while
a >s &
False
i <maxi

Print: xo, f(xo) ,a , i

i=1
or Stop
xn=0

True

x0=xn
 The Newton Raphson Method
Use the Newton-Raphson method to find the roots of
F(x) = e-x-x

f(x) = e-x-x and f`(x)= -e-x-1; thus

x x
f ( xi ) e x e x
x i 1  xi  /  xi  x
 xi   x
f ( xi )  e 1 e 1
Iter. xi t%
0 0 100
1 0.5 11.8
2 0.566311003 0.147
3 0.567143165 0.00002
4 0.567143290 <10-8
 Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.

Radius = R
Density =

Figure 3 Floating ball problem.

31
 Example 1 Cont.
The equation that gives the depth x in meters to which
the ball is submerged under water is given by

f x   x -0.165x +3.993 10

3 2 -4

Use the Newton’s method of finding roots of equations to find

a) the depth ‘x’ to which the ball is submerged under water.
Conduct three iterations to estimate the root of the above
equation.
b) The absolute relative approximate error at the end of each
iteration, and
c) The number of significant digits at least correct at the end of
each iteration.
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 Example 1 Cont.
Solution
To aid in the understanding
of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where
f x   x3-0.165x 2+3.993 10- 4
Figure 4 Graph of the function f(x)

33
 Example 1 Cont.
Solve for f ' x 
f x   x3-0.165x 2+3.993 10- 4
f ' x   3x 2-0.33x
Let us assume the initial guess of the root of f x  0 is
.x0  0.05m. This is a reasonable guess (discuss why
x  0 and x  0.11m are not good choices) as the
extreme values of the depth x would be 0 and the
diameter (0.11 m) of the ball.

34
 Example 1 Cont.
Iteration 1
The estimate of the root is
f  x0 
x1  x0 
f '  x0 

 0.05 
0.05  0.1650.05  3.993  10  4
3 2

30.05  0.330.05
2

1.118  10  4
 0.05 
 9  10 3
 0.05   0.01242 
 0.06242

35
 Example 1 Cont.

Figure 5 Estimate of the root for the first iteration.

36
 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 1
is
x1  x0
a   100
x1
0.06242  0.05
  100
0.06242
 19.90%
The number of significant digits at least correct is 0, as you need an
absolute relative approximate error of 5% or less for at least one
significant digits to be correct in your result.

37
 Example 1 Cont.
Iteration 2
The estimate of the root is
f  x1 
x2  x1 
f '  x1 

 0.06242 
0.06242   0.1650.06242   3.993  10  4
3 2

30.06242   0.330.06242 
2

 3.97781 10 7
 0.06242 
 8.90973  10 3

 0.06242  4.4646  10 5 
 0.06238

38
 Example 1 Cont.

Figure 6 Estimate of the root for the Iteration 2.

39
 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 2
is
x2  x1
a  100
x2
0.06238  0.06242
 100
0.06238
 0.0716%

2 m
The maximum value of m for which a  0.5 10 is 2.844.
Hence, the number of significant digits at least correct in the
answer is 2.

40
 Example 1 Cont.
Iteration 3
The estimate of the root is
f  x2 
x3  x2 
f '  x2 

 0.06238 
0.06238  0.1650.06238  3.993  10  4
3 2

30.06238  0.330.06238
2

4.44  10 11
 0.06238 
 8.91171 10 3
 
 0.06238   4.9822  10 9
 0.06238

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 Example 1 Cont.

Figure 7 Estimate of the root for the Iteration 3.

42
 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 3
is
x2  x1
a  100
x2
0.06238  0.06238
  100
0.06238
 0%

The number of significant digits at least correct is 4, as only 4

significant digits are carried through all the calculations.

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 f ( x)  x 2  x  2 x  0
g ( x)  x  2
2

h(x) = x2-2x+3  x = g(x)=(x2+3)/2

f(x) = sin x  x = g(x)= sin x + x

f(x) = e-x- x  x = g(x)= e-x

f(x)= x3-5x2+7x-3 with an initial guess of x0=0

f ( x)  x 3  3x  1 in the interval [0,1]?

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 f ( x)  x 5  x 3  3
x0  1, x1  1.1
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )

45 http://numericalmethods.eng.usf.edu
 Advantages and Drawbacks
Newton Raphson Method

46
 Advantages
 Converges fast (quadratic convergence), if
it converges.

 Requires only one guess

47
 Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the root that
is close to the inflection point of the function f x  may start
diverging away from the root in ther Newton-Raphson method.

For example, to find the root of the equation f x   x  1  0.512  0.

3

The Newton-Raphson method reduces to xi 1 x 

x 3
i  3
 1  0.512
.
3xi  1
i 2

Table 1 shows the iterated values of the root of the equation.

The root starts to diverge at Iteration 6 because the previous estimate
of 0.92589 is close to the inflection point of x  1 .
Eventually after 12 more iterations the root converges to the exact
value of x  0.2.

48
 Drawbacks – Inflection Points
Table 1 Divergence near inflection point.
Iteration xi
Number
0 5.0000
1 3.6560
2 2.7465
3 2.1084
4 1.6000
5 0.92589
6 −30.119
7 −19.746 Figure 8 Divergence at inflection point for
f x   x  1  0.512  0
3
18 0.2000
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 Drawbacks – Division by
Zero
2. Division by zero
For the equation
f x   x3  0.03x 2  2.4 106  0
the Newton-Raphson method
reduces to
xi3  0.03xi2  2.4 10 6
xi 1  xi 
3xi2  0.06 xi

For x0  0 or x0  0.02 , the Figure 9 Pitfall of division by zero

denominator will equal zero. or near a zero number

50
 Drawbacks – Oscillations near local
maximum and minimum

3. Oscillations near local maximum and minimum

Results obtained from the Newton-Raphson method may
oscillate about the local maximum or minimum without
converging on a root but converging on the local maximum or
minimum.
Eventually, it may lead to division by a number close to zero
and may diverge.
For example for f x   x  2  0
2
the equation has no real
roots.

51
 Drawbacks – Oscillations near local
maximum and minimum

Table 3 Oscillations near local maxima 6

f(x)
and mimima in Newton-Raphson method. 5

f  xi  a %
Iteration
Number xi 4

–1.0000
3
0 3.00 3

1 0.5 2.25 300.00 2

2

2 –1.75 5.063 128.571 11

3 –0.30357 2.092 476.47 4
x
4 3.1423 11.874 109.66 -2 -1
0
0 1 2 3
-1.75 -0.3040 0.5 3.142
5 1.2529 3.570 150.80 -1

6 –0.17166 2.029 829.88

Figure 10 Oscillations around local
minima for f x   x  2 .
7 5.7395 34.942 102.99 2
8 2.6955 9.266 112.93
9 0.97678 2.954 175.96

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 Drawbacks – Root Jumping
4. Root Jumping
In some cases where the function f x 
is oscillating and has a number
of roots, one may choose an initial guess close to a root. However, the
guesses may jump and converge to some other root.
1.5
f(x)
For example 1

f x   sin x  0 0.5

Choose 0
x

x0  2.4  7.539822
-2 0 2 4 6 8 10
-0.06307 0.5499 4.461 7.539822
-0.5

It will converge to x0 -1

instead of x  2  6.2831853
-1.5

Figure 11 Root jumping from intended

location of root for
f x   sin
. x0
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 The Modified Newton Raphson Method
 Another u(x) is introduced such that u(x)=f(x)/f /(x);
 Getting the roots of u(x) using Newton Raphson technique:
u ( xi ) This function has
xi 1  xi  / roots at all the same
u ( xi ) locations as the
original function
u v  uv
/
u
/ /
  
 
2
v v
f ( xi ) f ( xi )  f ( xi ) f ( xi )
/ / //
u ( xi ) 
/

[ f / ( xi )]2
f ( xi ) f / ( xi )
xi 1  xi 
f /
( xi ) 
2
 f ( xi ) f // ( xi )
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Modified Newton Raphson Method: Example
Using the Newton Raphson and Modified Newton Raphson
evaluate the multiple roots of
f(x)= x3-5x2+7x-3 with an initial guess of x0=0

•Newton Raphson formula:

f ( xi ) x i3  5 x i2  7 x i  3
xi1  xi  /  xi 
f ( xi ) 3 x i  10 x  7
2

•Modified Newton Raphson formula:

f ( xi ) f / ( xi )
x i 1  x i 
f /
( x )  f ( x ) f
i
2
i
//
( xi )
( xi3  5 xi2  7 xi  3)( 3 xi2  10 xi  7 )
 xi 
(3 xi2  10 xi  7 ) 2  ( xi3  5 xi2  7 xi  3)( 6 xi  10 )
 Comparison of Original/Modified Newton Raphson
Newton Raphson Modified Newton-Raphson
Iter xi et% iter xi et%
0 0 100 0 0 100
1 0.4286 57 1 1.10526 11
2 0.6857 31 2 1.00308 0.31
3 0.83286 17 3 1.000002 00024
4 0.91332 8.7
5 0.95578 4.4
6 0.97766 2.2

•Newton Raphson technique is linearly converging towards the true

value of 1.0 while the Modified Newton Raphson is quadratically
converging.
•For simple roots, modified Newton Raphson is less efficient and
requires more computational effort than the standard Newton
Raphson method
 Tugas Kelompok
Suatu cairan akan dialirkan dari suatu tangki 1 ke tangki 2
melalui pipa berdiameter D menggunakan sebuah pompa.
Panjang ekivalen pipa yang dipasang adalah (Le),
sedangkan hubungan antara head pompa (H, cm) dan
debit (Q, cc/det.) adalah W = 3718,5-2,3498Q+7,8474Q2-
9,5812.10-8.Q3). Berapa kecepatan aliran cairan di dalam
pipa (v) dan debit aliran (Q). Persamaan Bernoulli dapat
digunakan untuk menyelesaikan masalah ini.
Jika f = 0,0596/(Re0.215) dan Re = (vD/) serta
Q = (v.. D2/4)
Diketahui  = 1 (g/cc),  = 0,01 (g/cm.det), g = 981
(cm/det2.), Le = 20000cm, D = 4 cm, z1= 300 cm dan z2
= 800 cm.

58
 2

Z2
D, Le

Z1 W
V, Q

59 http://numericalmethods.eng.usf.edu
 Example – First order reaction, in adiabatic CSTR

The developed equation:

  B X 
 X  Da  1  X   exp  0 f(x) = 0
 1   B  X 
Da  5
  25
B  0.1

Find one solution

How many solutions ?
Solution multiplicity ? (x2-2x-1= 0)

60 http://numericalmethods.eng.usf.edu
THE END