Scribd Logo
Upload

Welcome to Scribd!

  • 93 views

    Week03 Open Methods

    Uploaded by

    Fatinnnnnn
    This document discusses various numerical methods for finding the roots or zeros of equations, including the simple fixed point method, Newton-Raphson method, and secant method. It provides examples of applying each method to sample equations and discusses how to choose starting values and check for convergence. The key steps of each method are explained, along with potential issues like divergence or slow convergence. Exercises are also provided to have students practice implementing the different root-finding techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Week03 Open Methods

    Uploaded by

    Fatinnnnnn
    93 views23 pages
    This document discusses various numerical methods for finding the roots or zeros of equations, including the simple fixed point method, Newton-Raphson method, and secant method. It provides examples of applying each method to sample equations and discusses how to choose starting values and check for convergence. The key steps of each method are explained, along with potential issues like divergence or slow convergence. Exercises are also provided to have students practice implementing the different root-finding techniques.

    Original Description:

    numerical

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document discusses various numerical methods for finding the roots or zeros of equations, including the simple fixed point method, Newton-Raphson method, and secant method. It provides examples of applying each method to sample equations and discusses how to choose starting values and check for convergence. The key steps of each method are explained, along with potential issues like divergence or slow convergence. Exercises are also provided to have students practice implementing the different root-finding techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    93 views23 pages

    Week03 Open Methods

    Uploaded by

    Fatinnnnnn
    This document discusses various numerical methods for finding the roots or zeros of equations, including the simple fixed point method, Newton-Raphson method, and secant method. It provides examples of applying each method to sample equations and discusses how to choose starting values and check for convergence. The key steps of each method are explained, along with potential issues like divergence or slow convergence. Exercises are also provided to have students practice implementing the different root-finding techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 23

    WEEK 3

    Roots of Equations: Open methods


     Simple fixed point method
     Newton-Raphson method
     Secant method 2
    LESSON OUTCOMES

    At the end of this topic, the students will be able:

     To identify and apply the open methods to solve


    roots of equations
    OPEN METHOD
    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.

    Sometimes, the open methods


    diverge from the root (b)
    But when they do converge, they do so more
    quickly than the bracketing methods (c)
    4
     Simple fixed point method
    • Rearrange the function so that x is on the left
    side of the equation
    • Rearrange by algebraic manipulation

    x 2
    3
    x  2x  3  0  x 
    2

    • OR add x to both sides of original equation

    sin x  0  x  sin x  x
    5
    Iterative method
    • New estimate of x is expressed by iterative formula
    xi 1  g ( xi )
    • formula to predict the value of x as a function of x
    i.e. it can be used to estimate the new value xi+1
    knowing or having an initial guess xi (an old value).

    xi 1  xi
    • Calculation of error as  a  100%
    xi 1

    Example:
    Use simple fixed-point iteration to locate the root of
    f(x)=e-x –x .Use initial guess of x0 = 0.
    6
    Two curve graphical method

    • Other method is by separate equation into 2


    component part, as in,
    𝑓1 𝑥 = 𝑓2 𝑥
    𝑦1 = 𝑓1 𝑥
    𝑦2 = 𝑓2 𝑥

    • The two equations are then plotted separately.


    • The x values corresponding to the intersections
    of these functions represent the roots of f(x) = 0.
    Example
    Separate the equation e-x – x = 0 into two
    parts and determine its root graphically.

    Reformulate the equation as:


    y1 = x
    y2 = e-x
    x y1 y2
    0.0 0.0 1.000
    0.2 0.2 0.819
    0.4 0.4 0.670
    0.6 0.6 0.549
    0.8 0.8 0.449
    1.0 1.0 0.368

    The intersection of two curves


    indicates a root estimate of
    approximately x = 0.57.
    8
    Convergence

    (a) staircase; convergence


    (b) oscillating; convergence
    (c) staircase; divergence
    (d) oscillating : divergence

    How to overcome?
    1. Choose different initial
    guess.
    2. Modify the function g(x)
    into another form.
    3. Choose another method.

    Fixed-point iteration converges if


    g ( x)  1 Refer page 138
    9
     Newton raphson method
    • Most widely used method.
    • Based on Taylor series expansion:
    x 2
    f ( xi 1 )  f ( xi )  f ( xi )x  f ( xi )  Ox 3
    2!
    The root is the value of x i 1 when f(x i 1 )  0
    rearrangin g,
    Solve for
    0  f(xi )  f (xi )( xi 1  xi )
    f ( xi )
    xi 1  xi 
    f ( xi )
    10
    • Based on Geometrical interpretation

    f ( xi )  0
    f ' ( xi ) 
    xi  xi 1
    rearrangin g,
    f ( xi )
    xi 1  xi 
    f ( xi )

    11
    Although NR is often very efficient,
    there are situations where it performs
    poorly and slow convergence due to
    nature of the function and other
    difficulties:

    a) Iterations beginning at x0
    progressively diverge from the root.

    b) Tendency to oscillate around a


    local maximum or minimum.

    c) Initial guess that is close to one


    root can jump to a location several
    roots away (method will not work if
    a zero or near zero slope is
    encountered).

    d) Solution shoots off horizontally and


    never hits the x axis.

    12
    Example

    Use Newton Raphson to estimate


    the root of f(x) = e-x – x, employing
    an initial guess of x0 = 0. Iterate
    until the true percent relative error
    is less than 0.05%. Given true root
    = 0.56714..
    f ' ( x)  e  x  1

    e  xi  xi
    xi 1  xi   xi
     e 1
    13
     Secant method

    A slight variation of Newton’s method for


    functions whose derivatives are difficult
    to evaluate. For these cases the derivative
    can be approximated by a backward finite
    divided difference.

    14
    f ( xi 1 )  f ( xi )
    f ( xi ) 
    xi 1  xi
    f ( xi )
    xi 1  xi 
    f ( xi )
    f ( xi )( xi 1  xi )
    xi 1  xi  i  1,2,3, 
    f ( xi 1 )  f ( xi )
    15
    • Requires two initial estimates of x , e.g, xo,
    x1. However, because f(x) is not required to
    change signs between estimates, it is not
    classified as a “bracketing” method.
    • The secant method has the same properties
    as Newton’s method. Convergence is not
    guaranteed for all xo.

    16
    Example

    Use Secant Method to estimate the


    root of f(x)=e-x – x. Start with initial
    estimates of x-1 = 0 and x0 =1. Iterate
    until the true percent relative error is
    less than 0.05%. Given true root =
    0.56714..

    Refer Example 6.6


    MODIFIED SECANT METHOD

    • An alternative way for Secant method


    • Using new term  δ (small perturbation
    fraction) – will be given (e.g 0.01, 0.03)

    xi f ( xi )
    xi 1  xi 
    f ( xi  xi )  f ( xi )

    18
    Example

    Use Modified Secant Method to estimate


    the root of f(x)=e-x – x. Use a value of 0.01
    for δ and start with x0 = 1.0 for εt < 0.01.
    Given true root = 0.56714.

    Refer Example 6.8

    19
    False position and secant method

    • The similarity
    – Use two initial estimates to compute an
    approximation of the slope of the function that is
    used to project to the x axis for a new estimate of
    the root
    • The difference
    – How one of the initial values replaced by the new
    estimate

    20
    Comparison of the False
    position and the secant
    methods.

    The first iterations (a) and


    (b) for both techniques are
    identical.

    The second iterations (c)


    and (d), the points used
    difference.

    21
    Exercise
    (6.2) Determine the highest real root of
    f(x) = 2x3 – 11.7x2 + 17.7x – 5

    a) Fixed-point iteration method (three iterations,


    x0=3). Make sure to develop a solution that
    converge on the root.

    b) Newton-Raphson method (three iterations,


    x0=3)

    c) Secant method (three iterations, x-1=3, x0=4)


    22
    (6.3) Use x0= 5 to determine a root of
    f(x) = -x2 + 1.8x + 2.5
    (a) fixed-point iteration and

    (b) Newton-Raphson method

    Perform the computation until a is less


    than s = 0.05%.

    23

    You might also like