SOLUTION OF NONLINEAR EQUATIONS

Slides:



Advertisements
Similar presentations
EE, NCKU Tien-Hao Chang (Darby Chang)
Advertisements

Part 2 Chapter 6 Roots: Open Methods
Lecture 5 Fixed point iteration Download fixedpoint.m From math.unm.edu/~plushnik/375.
Chapter 6: Roots: Open Methods
Lecture 5 Newton-Raphson Method
Polynomial Approximation PSCI 702 October 05, 2005.
CSE 330: Numerical Methods
Newton’s Method finds Zeros Efficiently finds Zeros of an equation: –Solves f(x)=0 Why do we care?
Regula-Falsi Method. Type of Algorithm (Equation Solver) The Regula-Falsi Method (sometimes called the False Position Method) is a method used to find.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 51.
Lecture #18 EEE 574 Dr. Dan Tylavsky Nonlinear Problem Solvers.
A few words about convergence We have been looking at e a as our measure of convergence A more technical means of differentiating the speed of convergence.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 6 Roots of Equations Bracketing Methods.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 9 Roots of Equations Open Methods.
Lectures on Numerical Methods 1 Numerical Methods Charudatt Kadolkar Copyright 2000 © Charudatt Kadolkar.
Dr. Marco A. Arocha Aug,  “Roots” problems occur when some function f can be written in terms of one or more dependent variables x, where the.
Newton's Method for Functions of Several Variables
NUMERICAL METHODS WITH C++ PROGRAMMING
Fin500J: Mathematical Foundations in Finance Topic 3: Numerical Methods for Solving Non-linear Equations Philip H. Dybvig Reference: Numerical Methods.
Chapter 3 Root Finding.
Numerical Analysis 1 EE, NCKU Tien-Hao Chang (Darby Chang)
Secant Method Another Recursive Method. Secant Method The secant method is a recursive method used to find the solution to an equation like Newton’s Method.
MATH 175: NUMERICAL ANALYSIS II Lecturer: Jomar Fajardo Rabajante IMSP, UPLB 2 nd Semester AY
MATH 685/ CSI 700/ OR 682 Lecture Notes Lecture 8. Nonlinear equations.
8/30/ Secant Method Major: All Engineering Majors Authors: Autar Kaw, Jai Paul
Solving Non-Linear Equations (Root Finding)
9/20/ Secant Method Civil Engineering Majors Authors: Autar Kaw, Jai Paul
Chapter 6 Finding the Roots of Equations
Lecture 3 Numerical Analysis. Solution of Non-Linear Equations Chapter 2.
Lecture 6 Numerical Analysis. Solution of Non-Linear Equations Chapter 2.
Chapter 3 Roots of Equations. Objectives Understanding what roots problems are and where they occur in engineering and science Knowing how to determine.
Numerical Methods for Engineering MECN 3500
11/30/ Secant Method Industrial Engineering Majors Authors: Autar Kaw, Jai Paul
Numerical Methods Root Finding 4. Fixed-Point Iteration---- Successive Approximation Many problems also take on the specialized form: g(x)=x, where we.
Newton’s Method, Root Finding with MATLAB and Excel
linear  2.3 Newton’s Method ( Newton-Raphson Method ) 1/12 Chapter 2 Solutions of Equations in One Variable – Newton’s Method Idea: Linearize a nonlinear.
Lecture 5 - Single Variable Problems CVEN 302 June 12, 2002.
ME 142 Engineering Computation I Root Finding & Iterative Solutions.
Solving Non-Linear Equations (Root Finding)
Solution of Nonlinear Equations Topic: Bisection method
Numerical Methods Solution of Equation.
1/29/ Bisection Method Computer Engineering Majors Authors: Autar Kaw, Jai Paul
SOLVING NONLINEAR EQUATIONS. SECANT METHOD MATH-415 Numerical Analysis 1.
4 Numerical Methods Root Finding.
6/13/ Secant Method Computer Engineering Majors Authors: Autar Kaw, Jai Paul
Project on Newton’s Iteration Method Presented by Dol Nath Khanal Project Advisor- Professor Dexuan Xie 05/11/2015.
CSE 330: Numerical Methods. What is true error? True error is the difference between the true value (also called the exact value) and the approximate.
7/11/ Bisection Method Major: All Engineering Majors Authors: Autar Kaw, Jai Paul
1 M 277 (60 h) Mathematics for Computer Sciences Bibliography  Discrete Mathematics and its applications, Kenneth H. Rosen  Numerical Analysis, Richard.
Answers for Review Questions for Lectures 1-4. Review Lectures 1-4 Problems Question 2. Derive a closed form for the estimate of the solution of the equation.
NUMERICAL ANALYSIS I. Introduction Numerical analysis is concerned with the process by which mathematical problems are solved by the operations.
CSE 330: Numerical Methods. Introduction The bisection and false position method require bracketing of the root by two guesses Such methods are called.
Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Part 2 / Chapter 5.
Solution of Nonlinear Equations ( Root Finding Problems )
Secant Method.
Newton’s Method for Systems of Non Linear Equations
Read Chapters 5 and 6 of the textbook
Secant Method – Derivation
MATH 2140 Numerical Methods
Chapter 1: False-Position Method of Solving a Nonlinear Equation
Computers in Civil Engineering 53:081 Spring 2003
Bisection Method.
4 Numerical Methods Root Finding.
Chemical Engineering Majors Authors: Autar Kaw, Jai Paul
ROOTS OF EQUATIONS.
Some Comments on Root finding
Newton-Raphson Method
1 Newton’s Method.
EE, NCKU Tien-Hao Chang (Darby Chang)
Presentation transcript:

SOLUTION OF NONLINEAR EQUATIONS Few examples of nonlinear equations follow:

The primary reason why we solve nonlinear equations by using computer method is that nonlinear equations have no closed-form solution except for very few problem. Many researcher had been found the analytic solution of polynomial equations for fourth order, but there are no closed-form solutions for higher order. Roots of the nonlinear equations are found by computer methods based on iterative procedures.

METHODS TO FIND ROOTS (we discuss only one root) course-3/numerical method METHODS TO FIND ROOTS (we discuss only one root) Bisection Method False Position Method Fixed Point Method Newton’s Method Secant Method Note: The first two methods require a preliminary effort to estimate an appropriate interval that contains the desired root. The last three methods need an initial guess to find the root.

Bisection Algorithm Select interval such that Compute If then else When the interval is within a given tolerance or the n-th iteration is reached then stopped iteration, else repeat step 2

course-3/numerical method Application Consider the equation Find an approximation value of the root within a tolerance of Repeat problem above with ten iteration Answer: The problem is solved with matlab program catatan

Error Analysis The interval size after n iteration steps becomes This also represents the maximum error bound Hence, the number of iteration steps required for the given error tolerance by is the smallest integer satisfying or equivalently

Scheme Analysis Advantage: The bisection method is the simplest, safest, and most robust scheme for finding one root in a given interval Disadvantage: Slow to converge for a large interval Cannot find a pair of double roots Does not recognize the difference between root and singularity

False Position Algorithm Select interval such that Compute If then else When the interval is within a given tolerance or the n-th iteration is reached then stopped iteration, else repeat step 2

course-3/numerical method Application Consider the equation Find an approximation value of the root within a tolerance of Repeat problem above with ten iteration Answer: The problem is solved with matlab program catatan

Error Analysis The interval size after n iteration steps becomes This also represents the maximum error bound Hence, the number of iteration steps required for the given error tolerance by is the smallest integer satisfying or equivalently

Scheme Analysis Advantage: The bisection method is the simplest, safest, and most robust scheme for finding one root in a given interval Disadvantage: Slow to converge for a large interval Cannot find a pair of double roots Does not recognize the difference between root and singularity example