College of Engineering Department of Electromechanical Engineering Addis Abeba, Ethiopia mulateme915@gmail.com
October 28, 2024
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Introduction to Nonlinear Equations An expression of the form f (x) = a0 x n + a1 x n−1 ..... + an−1 x + an where a’s are constants (a0 ̸= 0) and n is a positive integer, is called a polynomial in x of degree n. The polynomial f (x) = 0 is called an algebraic equation of degree n. If f(x) contains some other functions such as trigonometric, logarithmic, exponential etc., then f (x) = 0 is called a transcendental equation. The value a of x which satisfies f (x) = 0 is called a root of f (x) = 0. Geometrically, a root of f(x) is that value of x where the graph of f (x) = y crosses the x-axis. The process of finding the roots of an equation is known as the solution of that equation. If f(x) is a quadratic, cubic, or a biquadratic expression, algebraic solutions of equations are available. But the need often arises to solve higher degree or transcendental equations for which no direct methods exist. Mulat Tigabu Computational Methods October 28, 2024 2 / 23 Introduction to Nonlinear Equations One of the most common problems encountered in engineering analysis is given a function f (x), find the values of x for which f (x) = 0. The solution (values of x) are known as the roots of the equation f (x) = 0, or the zeroes of the function f (x). The roots of equations may be real or complex. In general, an equation may have any number of (real) roots or no roots at all. For example, sinx − x = 0 has a single root, namely, x = 0, whereas tanx − x = 0 has an infinite number of roots (x = 0, 4.493, 7.725, . . . ). There are two types of methods available to find the roots of algebraic and transcendental equations of the form f (x) = 0. Direct Methods: give the exact value of the roots in a finite number of steps. We assume that there are no round-off errors. Direct methods determine all the roots at the same time. Indirect or Iterative Methods: are based on the concept of successive approximations. The general procedure is to start with one or more initial approximation to the root and obtain a sequence of iterates (xk ) which in the limit converges to the actual or true solution to the root. Indirect or iterative methods determine one or two roots at a time. Mulat Tigabu Computational Methods October 28, 2024 3 / 23 The indirect or iterative methods are further divided into two categories: Bracketing and Open Methods. The bracketing methods require the limits between which the root lies, whereas the open methods require the initial estimation of the solution. Bracketing methods begin with two initial approximations which bracket the root. Then the width of this bracket is systematically reduced until the root is reached to desired accuracy. Graphical method Bisection method Method of False position. Open-end methods are used on formulae which require a single starting value or two starting values which do not necessarily bracket the root. Secant method Fixed Point Iteration method Newton-Raphson method Muller’s method Horner’s method Lin-Bairstow method. NRM is the most popular method for solving a nonlinear equation, and has a high rate of convergence to a solution. Mulat Tigabu Computational Methods October 28, 2024 4 / 23 Bisection Method (Interval Halving Method) After a root of f (x) = 0 has been bracketed in the interval (a, b), The bisection method can be used to close in on it. The bisection method accomplishes this by successfully halving the interval until it becomes sufficiently small.The bisection method is not the fastest method available for finding roots of a function, but it is the most reliable method. We assume that f(x) is a function that is real-valued and that x is a real variable. Suppose that f(x) is continuous on an interval a ≤ x ≤ b and that f (a)f (b) < 0. In other words, if there is a solution between x = a, and x = b, then f (a)f (b) < 0.
Figure: Solution of f(x) = 0 between x = a and x = b
Mulat Tigabu Computational Methods October 28, 2024 5 / 23 Figure: Bisection Method Mulat Tigabu Computational Methods October 28, 2024 6 / 23 Algorithm for the Bisection Method
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Example 1
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Example 2
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Newton-Raphson Method
The Newton-Raphson method is the best-known method of finding
roots of a function f (x). The method is simple and fast. One drawback of this method is that it uses the derivative f (x) of the function as well as the function f (x). Newton-Raphson method is usable only in problems where can be readily computed.we assume that f(x) is continuous and differentiable and the equation is known to have a solution near a given point.
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Newton-Raphson Method
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Newton-Raphson Method
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Example
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Secant Method The secant method is very similar to the Newton-Raphson method. The main disadvantage of the Newton-Raphson method is that the method requires the determination of the derivatives of the function at several points. To remove this drawback of the Newton-Raphson method, the derivatives of the function being approximated by finite differences instead of being calculated analytically. In particular, the derivative f(x) is approximated by the backward difference. f (xi ) − f (xi−1 ) f (x˙ i ) = (1) xi − xi−1 where xi and xi1 are two approximations to the root but does not require the condition f (xi ).f (xi−1 ) < 0. Now, from the Newton-Raphson method, we have f (xi ) f (xi )(xi − xi−1 ) xi+1 = xi − = xi − (2) ˙ f (xi ) f (xi ) − f (xi−1 ) Mulat Tigabu Computational Methods October 28, 2024 14 / 23 Figure: Secant Method
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Example 1
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Example 2
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Fixed Point Iteration
The fixed-point iteration method is a numerical analysis technique for
finding roots with fixed-point iteration. This method frequently uses fixed-point concepts to calculate the solution to a given equation. The fixed point is a point in the function f as f (x) = x. The given function is algebraically transformed into the form f (x) = x; for example, assume a function f (x) = 0, rewrite x as of xn+1 = xn . Label the left side as xn+1 and right side with xn , choose x1 , and plug it into the equation. Repeat the iteration until it converges, as shown below. The fixed-point iteration method employs the principle of a fixed point in a repeated approach to compute the solution of the desired equation. It is a point in the function g (x) domain. The desired function in the fixed-point iteration technique is algebraically converted in the form of g (x) = x.
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