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ROOTS OF EQUATIONS Student Notes ENGR 351 Numerical Methods for Engineers Southern Illinois University Carbondale College of Engineering Dr. L.R. Chevalier Dr. B.A. DeVantier
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Applied Problem The concentration of pollutant bacteria C in a lake decreases according to: Determine the time required for the bacteria to be reduced to 10 ppm.
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You buy a $20 K piece of equipment for nothing down and $5K per year for 5 years. What interest rate are you paying? The formula relating present worth (P), annual payments (A), number of years (n) and the interest rate (i) is: Applied Problem
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Quadratic Formula This equation gives us the roots of the algebraic function f(x) i.e. the value of x that makes f(x) = 0 How can we solve for f(x) = e -x - x?
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Roots of Equations Plot the function and determine where it crosses the x-axis Lacks precision Trial and error
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Overview of Methods Bracketing methods Bisection method False position Open methods Newton-Raphson Secant method
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Understand the graphical interpretation of a root Know the graphical interpretation of the false-position method (regula falsi method) and why it is usually superior to the bisection method Understand the difference between bracketing and open methods for root location Specific Study Objectives
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Understand the concepts of convergence and divergence. Know why bracketing methods always converge, whereas open methods may sometimes diverge Know the fundamental difference between the false position and secant methods and how it relates to convergence Specific Study Objectives
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Understand the problems posed by multiple roots and the modification available to mitigate them Use the techniques presented to find the root of an equation Solve two nonlinear simultaneous equations using techniques similar to root finding methods Specific Study Objectives
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Bracketing Methods Bisection method False position method (regula falsi method)
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Graphically Speaking xlxl xuxu 1.Graph the function 2.Based on the graph, select two x values that “bracket the root” 3.What is the sign of the y value? 4.Determine a new x (x r ) based on the method 5.What is the sign of the y value of x r ? 6.Switch x r with the point that has a y value with the same sign 7.Continue until f(x r ) = 0 xrxr
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x f(x) x x x consider lower and upper bound same sign, no roots or even # of roots opposite sign, odd # of roots Theory Behind Bracketing Methods
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Bisection Method x r = (x l + x u )/2 Takes advantage of sign changing There is at least one real root x f(x)
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Graphically Speaking xlxl xuxu 1.Graph the function 2.Based on the graph, select two x values that “bracket the root” 3.What is the sign of the y value? 4.x r = (x l + x u )/2 5.What is the sign of the y value of x r ? 6.Switch x r with the point that has a y value with the same sign 7.Continue until f(x r ) = 0 xrxr
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Algorithm Choose x u and x l. Verify sign change f(x l )f(x u ) < 0 Estimate root x r = (x l + x u ) / 2 Determine if the estimate is in the lower or upper subinterval f(x l )f(x r ) < 0 then x u = x r RETURN f(x l )f(x r ) >0 then x l = x r RETURN f(x l )f(x r ) =0 then root equals x r - COMPLETE
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Error Let’s consider an example problem:
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f(x) = e -x - x x l = -1 x u = 1 Use the bisection method to determine the root Example STRATEGY
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Strategy Calculate f(x l ) and f(x u ) Calculate x r Calculate f(x r ) Replace x l or x u with x r based on the sign of f(x r ) Calculate a based on x r for all iterations after the first iteration REPEAT
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False Position Method “Brute Force” of bisection method is inefficient Join points by a straight line Improves the estimate Replacing the curve by a straight line gives the “false position”
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xlxl xuxu f(x l ) f(x u ) next estimate, x r Based on similar triangles
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Determine the root of the following equation using the false position method starting with an initial estimate of x l =4.55 and x u =4.65 f(x) = x 3 - 98 Example STRATEGY
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Strategy Calculate f(x l ) and f(x u ) Calculate x r Calculate f(x r ) Replace x l or x u with x r based on the sign of f(x r ) Calculate a based on x r for all iterations after the first iteration REPEAT
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Example Spreadsheet Use of IF-THEN statements Recall in the bi-section or false position methods. If f(x l )f(x r )>0 then they are the same sign Need to replace x u with x r If f(x l )f(x r )< 0 then they are opposite signs Need to replace x l with x r
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Example Spreadsheet If f(x l )f(x r ) is negative, we want to leave x u as x u If f(x l )f(x r ) is positive, we want to replace x u with x r The EXCEL command for the next x u entry follows the logic If f(x l )f(x r ) < 0, x u,x r ? Example Spreadsheet
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Pitfalls of False Position Method
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Open Methods Newton-Raphson method Secant method Multiple roots In the previous bracketing methods, the root is located within an interval prescribed by an upper and lower boundary
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Newton Raphson most widely used f(x) x
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Newton Raphson f(x i ) xixi tangent x i+1
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Newton Raphson A is the initial estimate B is the function evaluated at A C is the first derivative evaluated at A D= A-B/C Repeat ixf(x)f’(x) 0ABC 1D 2
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Solution can “overshoot” the root and potentially diverge x0x0 f(x) x x1x1 x2x2 Newton Raphson Pitfalls
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Use the Newton Raphson method to determine the root of f(x) = x 2 - 11 using an initial guess of x i = 3 Example STRATEGY
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Strategy Start a table to track your solution ixixi f(x i )f ’ (x i ) 0x0x0 Calculate f(x) and f’(x) Estimate the next x i based on the governing equation Use s to determine when to stop Note: use of subscript “0”
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Secant method Approximate derivative using a finite divided difference What is this? HINT: dy / dx = y / x Substitute this into the formula for Newton Raphson
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Secant method Substitute finite difference approximation for the first derivative into this equation for Newton Raphson
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Secant method Requires two initial estimates f(x) is not required to change signs, therefore this is not a bracketing method
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Secant method new estimate initial estimates slope between two estimates f(x) x {
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Determine the root of f(x) = e -x - x using the secant method. Use the starting points x 0 = 0 and x 1 = 1.0. Example STRATEGY
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Strategy Start a table to track your results ixixi f(x i ) aa 00Calculate 11 2 Note: here you need two starting points! Use these to calculate x 2 Use x 3 and x 2 to calculate a at i=3 Use s
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Comparison of False Position and Secant Method x f(x) x 1 1 2 new est. 2
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Multiple Roots Corresponds to a point where a function is tangential to the x-axis i.e. double root f(x) = x 3 - 5x 2 + 7x -3 f(x) = (x-3)(x-1)(x-1) i.e. triple root f(x) = (x-3)(x-1) 3
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Difficulties Bracketing methods won’t work Limited to methods that may diverge
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f(x) = 0 at root f '(x) = 0 at root Hence, zero in the denominator for Newton-Raphson and Secant Methods Write a “DO LOOP” to check is f(x) = 0 before continuing
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Multiple Roots
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Systems of Non-Linear Equations We will later consider systems of linear equations f(x) = a 1 x 1 + a 2 x 2 +...... a n x n - C = 0 where a 1, a 2.... a n and C are constant Consider the following equations y = -x 2 + x + 0.5 y + 5xy = x 3 Solve for x and y
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Systems of Non-Linear Equations cont. Set the equations equal to zero y = -x 2 + x + 0.5 y + 5xy = x 3 u(x,y) = -x 2 + x + 0.5 - y = 0 v(x,y) = y + 5xy - x 3 = 0 The solution would be the values of x and y that would make the functions u and v equal to zero
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Recall the Taylor Series
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Write a first order Taylor series with respect to u and v The root estimate corresponds to the point where u i+1 = v i+1 = 0
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Therefore THE DENOMINATOR OF EACH OF THESE EQUATIONS IS FORMALLY REFERRED TO AS THE DETERMINANT OF THE JACOBIAN This is a 2 equation version of Newton-Raphson
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Determine the roots of the following nonlinear simultaneous equations x 2 +xy=10 y + 3xy 2 = 57 Use and initial estimate of x=1.5, y=3.5 Example STRATEGY
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Strategy Rewrite equations to get u(x,y) = 0 from equation 1 v(x,y) = 0 from equation 2 Determine the equations for the partial of u and v with respect to x and y Start a table! ixixi yiyi u (x,y)v(x,y)du/dxdu/dydv/dxdv/dyJ
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Understand the graphical interpretation of a root Know the graphical interpretation of the false-position method (regula falsi method) and why it is usually superior to the bisection method Understand the difference between bracketing and open methods for root location Specific Study Objectives
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Understand the concepts of convergence and divergence. Know why bracketing methods always converge, whereas open methods may sometimes diverge Know the fundamental difference between the false position and secant methods and how it relates to convergence Specific Study Objectives
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Understand the problems posed by multiple roots and the modification available to mitigate them Use the techniques presented to find the root of an equation Solve two nonlinear simultaneous equations Specific Study Objectives
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The concentration of pollutant bacteria C in a lake decreases according to: Determine the time required for the bacteria to be reduced to 10 using Newton-Raphson method. Applied Problem
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You buy a $20 K piece of equipment for nothing down and $5K per year for 5 years. What interest rate are you paying? The formula relating present worth (P), annual payments (A), number of years (n) and the interest rate (i) is: Use the bisection method Applied Problem
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