Applied Numerical Methods

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Applied Numerical Methods PowerPoint to accompany Applied Numerical Methods With MATLAB® for Engineers and Scientists First Edition Steven C. Chapra Chapter 6 Copyright © 2005. The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Graphical depiction of the fundamental difference between the (a) bracketing and (b) and (c) open methods for root location. In (a), which is bisection, the root is constrained within the interval prescribed by xl and xu. In contrast, for the open method depicted in (b) and (c), which is Newton-Raphson, a formula is used to project from xi to xi+1 in an iterative fashion. Thus the method can either (b) diverge or (c) converge rapidly, depending on the shape of the function and the value of the initial guess. Figure 6.1 6-1

Two alternative graphical methods for determining the root of f(x) = e–x – x. (a) Root at the point where it crosses the x axis; (b) root at the intersection of the component functions. Figure 6.2 6-2

Graphical depiction of (a) and (b) convergence and (c) and (d) divergence of simple fixed-point iteration. Graphs (a) and (c) are called monotone patterns whereas (b) and (c) are called oscillating or spiral patterns. Note that convergence occurs when |g´(x)| < 1. Figure 6.3 6-3

Graphical depiction of the Newton-Raphson method Graphical depiction of the Newton-Raphson method. A tangent to the function of xi [that is, f9(x)] is extrapolated down to the x axis to provide an estimate of the root at xi+1. Figure 6.4 6-4

Graphical depiction of the Newton-Raphson method for a case with slow convergence. The inset shows how a near-zero slope initially shoots the solution far from the root. Thereafter, the solution very slowly converges on the root. Figure 6.5 6-5

Four cases where the Newton-Raphson method exhibits poor convergence. Figure 6.6 6-6

An M-file to implement the Newton-Raphson method. Figure 6.7 6-7

Comparison of (a) the secant method and (b) inverse quadratic interpolation. Note that the approach in (b) is called “inverse” because the quadratic function is written in y rather than in x. Figure 6.8 6-8

Figure P6.16 6-9

Figure P6.18 6-10

Figure P6.19 6-11

Figure P6.20 6-12

Figure P6.21 6-13