Mbe2036 6

MBE2036 Engineering Computing part 6, Dr.
Yajing Shen 1
Review
Root of equation: f(x)=0
Graphical Method
Given a series of x to calculate f(x)
f(x)
Rough estimation This is the x making f(x)=0
provides useful information for

understanding the properties of
the functions
x
Gives us the initial guess
Department of Mechanical and

Biomedical Engineering City University of Hong Kong
MBE2036 Engineering Computing part 6, Dr. Yajing Shen 2
Review
Automatic Methods f(x) Figure 5.4
Bracketing methods
Two initial guesses that

bracket the root
Always work but converge
slowly
x
xL xU
Review
Automatic Methods
Bracketing methods xL xr xU
Bisection method
f(x)
1. Check the sign: f (xL)f(xU)
2. Calculate the root: xr
3. Check the root: f(xr) f(xL)
x

Review
Error Analysis for Bisection Method
The approximate percent relative error:
xU xL
2 x xL
a = 100% = U 100% Eq 5.10
xU + xL xU + xL
2
After n iterations, the absolute error:

x 0
E An = n
Eq 5.11
2
To reach the desired error EA,d, the number of iteration required:
x 0
n = log 2
Eq 5.12
E A,d

Automatic Methods for Finding Roots

Two major classes of methods:
Bracketing methods
These methods are based on two initial guesses that bracket
the root, i.e. on either side of the root.
These methods can always work but converge slowly, i.e.
they typically take more iterations to home in on the answer
Open methods
these methods can involve one or more initial guesses, but
there is no need for them to bracket the root
These methods do not always work but when they do they
usually converge quicker

MBE2036 Engineering Computing, part 6, version1
MBE 2036
Roots of Equations Open Methods
Part 6
Dr. Yajing Shen

Office: AC-1 G6617
Email: yajishen@cityu.edu.hk

6
Roots of Equations Open Methods

Unlike bracketing methods, the open methods
normally require only a single starting value or
two starting values that do not necessarily
bracket the root
As such, they do not always converge to the true
value of the root, i.e. sometimes they move
away from the true root as the computation
progresses
However, when the open methods converge,
they usually do so much more quickly than the
bracketing methods
Newton-Raphson Method
It is one of the most widely root-locating
method.
If the initial guess is xi, a tangent can be
extended from the point [xi , f(xi)] (see
figure 6.1).
The point where this tangent crosses the x
axis usually represents an improved
estimate of the root (see figure 6.1).

Newton-Raphson Method (cont)

Slope = f(xi)
f(x)
f(xi)
f(xi)-0
x
xi+1 xi
xi xi+1
Figure 6.1

Newton-Raphson Method (cont)

Based on Figure 6.1, the slope of the tangent
of the point [xi , f(xi)] is:

f(xi ) 0
f ' (xi ) =
f(xi ) 0
Eq 6.1 xi xi +1 = '
xi xi +1 f (xi )
The above equation can be re-arranged to
yield
f(xi )
xi +1 = xi ' Eq 6.2
f (xi )
Eq 6.2 is called the Newton-Raphson formula

Example 1
Problem statement: Use the Newton-Raphson
method to estimate the root of f(x)=e-x - x,
employing an initial guess of x0=0. The true value
of the root is 0.56714329.
Solution: Evaluate the first derivative:
f ' (x) = e x 1 Eq 6.3
Eq 6.3 can be substituted along with the original
function in Eq 6.2 to give
e xi xi
xi +1 = xi
e 1 xi
( Eq 6.4
)
Example 1(cont)
Starting with an initial guess of x0=0
When i=0: True value Estimate
x0=0
the initial error =0.56714329 -0 = 0.56714329
The true percent relative error =100%
0
True value - Approxima tion
t = 100% Eq 3.1
True value
When i = 1: e x0 x0 0
x = x0 = 0.5
From Eq 6.4, 1 ( e 1)
x0
The true error = 0.56714329 -0.5 = 0.06714329

The true percent relative error =11.8389% t = 0.56714329 - 0.5 100%
0.56714329
x rnew x rold 0.5 - 0
a = 100% = 100% = 100%
x rnew 0.5
Example 1(cont)
0.5
e x1 x1
When i=2: x2 = x1 = 0.566311003
( e 1)
x1
The true error = 0.56714329 0.566311003 = 8.3229x10-4

The true percent relative error =0.1468%
0.56714329 - 0.566311003
t = 100% = 0.1468%
0.56714329
x rnew x rold 0.56631100 3 - 0.5

a = new
100% = 100% = 11.7093%
xr 0.56631100 3

Example 1 (cont)
i xi True error t (%) a (%)
0 0 0.56714329 100
1 0.5 0.06714329 11.8389 100
2 0.566311003 8.3229x10-4 0.1468 11.7093
3 0.567143165 1.25 x 10-7 0.000022 0.14767
4 0.567143290 0 0 0.000022

Example 2
Remember the previous problem of finding the
drag coefficient c for a parachutist in Lecture
Handout 5: m=68.1kg, g=9.8m/s2, v=40m/s
c
m t
f(c) = g(1 - e m ) - v = 0 Eq. 5.3
c
667.38
f(c) = (1 e 0.146843c ) 40 Eq 5.5
c
This is to find c which will make Eq 5.5 to zero
In Handout 5, we use the Bisection Method to
solve the problem. Now, we will try the Newton-
Raphson Method
The true root of the Eq 5.5 is 14.7802085
Example 2
If we let k1=667.38 and k2=0.146843, Eq 5.5
can be rewritten as: n
dx
k1 k1 k2c = nx n1
f(c) = e 40 Eq6.5 dx
c c d ( k1c 1 ) k1dc 1
d (uv )
=u
dv
+v
du = = k1c 2
dx dx dx dc dc
d40
=0
d k1 k1 k2c d dc
f ' (c) = e 40 = (k1c 1 k1c 1e k2c 40)
dc c c dc
( )
k2 c 1
d 1 k 2 c 1 de k 2 c dc
k1c e = k1c + k1e
dc dc dc
f ' (c) = k1c 2 (k1c 1( k 2 e k2c )) (e k2c ( k1c 2 ))
f ' (c) = k1c 2 + (k1c 1k 2 e k2c ) + (e k2c k1c 2 ) Eq 6.6
Example 2 (cont)
Substitute Eq 6.5 and 6.6 into Eq 6.2
-1 k2ci
k1ci k1ci e 40
-1
ci +1 = ci 2 1 k2ci k2ci 2
k1ci + (k1ci k 2 e ) + (e k1ci )
Assuming the initial guess is 12 and s=0.5%

-1 k2c0
k1c0 k1c0 e 40
-1
c1 = c0 2 1 k2c0 k2c0 2
k1c0 + (k1c0 k 2 e ) + (e k1c0 )
6.06694996
c1 = 12 = 14.4896708 7
(-2.436848 18)
Example 2 (cont)
The true error = 14.7802085-14.48967087
=0.29053763
14.7802085 - 14.4896708 7
t = 100% = 1.96572072 %
14.7802085
x rnew x rold 14.4896708 7 12

a = new
100% = 100 = 17.1823839 1%
xr 14.4896708 7

Example 2 (cont)
i xi True error t (%) a (%)
0 12
1 14.48967087 0.290537 1.965720 17.182383
2 14.77691694 0.003291 0.022270 1.943883
3 14.78020816 3.305693x10-7 2.236567x10-6 0.022267

Example 2 (cont)
Bisection Method
Iterati
on
xL xU xr t (%) a (%)
1 12 16 14 5.2787
2 14 16 15 1.4871 6.667
3 14 15 14.5 1.8958 3.448
4 14.5 15 14.75 0.2044 1.695
5 14.75 15 14.875 0.64134 0.840
6 14.75 14.875 14.8125 0.2185 0.422

Error Estimates
The error Et,i+1=xr xi+1, where xr is the true root
and xi+1 is the estimated root
Using Taylor series method, the true error can be
written as:
f '' (xr ) 2
E t,i+1 '
E t,i Eq 6.7
2f (xr )
Thus the error is roughly proportional to the
square of the previous error.
This means that the number of correct decimal
places approximately doubles with each iteration
This is referred to as quadratic convergence

Pitfalls of Newton-Raphson Method

There are situations where the Newton-Raphson method
performs poorly.
Figure 6.2 shows the case where an inflection point (ie,
f(x)=0) occurs in the vicinity of a root.
Figure 6.3 illustrates the tendency of the Newton-
Raphson technique to oscillate around a local maximum
or minimum. Such oscillations may persist.
Figure 6.4 shows how an initial guess that is close to one
root can jump to a location several roots away. This
tendency to move away from the area of interest is
because near-zero slopes are encountered.
Figure 6.5 shows the solution shooting off horizontally
and never hits the x axis. This is caused by a zero slope
(i.e. f(x) = 0); it causes a division-by-zero in the Newton-
Raphson formula (Eq 6.2)
Pitfalls of Newton-Raphson Method (cont)

f(x)
x1 x0
x2
x
Figure 6.2
An inflection point (ie, f(x)=0) occurs in the vicinity of a root


f(x)
x2 x0 x3 x1
x
Figure 6.3
Oscillate around a local maximum or minimum.


f(x)
x1
x0 x
Figure 6.4
An initial guess that is close to one root can jump to a location several roots
away. This tendency to move away from the area of interest is because near-
zero slopes are encountered.

f(x)
x0 x1 x
Figure 6.5
the solution shooting off horizontally and never hits the x axis. This is caused
by a zero slope (i.e. f(x) = 0)
Program for Newton-Raphson

Method
Because of the aforementioned potential pitfalls, the
software program would be improved by incorporating
several additional features:
A plotting routine should be included in the program.
At the end of the computation, the final root estimate should
always be substituted into the original function to compute
whether the result is close to zero. This check partially guards
against those cases where slow or oscillating convergence may
lead to a small value of a while the solution is still far from a root
The program should always include an upper limit on the number
of iterations to guard against oscillating, slow convergent or
divergent solutions that could persist for a long period of time.
The program should guards against and also alert the user when
the case of f(x)=0 occurs, i.e., avoiding the divide-by-zero error

Open Method Secant Method

A potential problem in implementing the
Newton-Raphson method is the evaluation of
the derivative.
Certain functions whose derivatives may be
extremely difficult or inconvenient to evaluate.
The derivative can be approximated by a
backward finite divided difference:
f(xi 1 ) f(xi )
f (xi )
'
Eq 7.1
xi 1 xi

Secant Method (cont)

f(x)
f(xi 1 ) f(xi )
f(xi) f ' (xi ) Eq 7.1
xi 1 xi
f(xi-1)
x
xi+1 xi-1 xi
Figure 7.1

Secant Method (cont)

Equation 7.1 can be substituted into Eq 6.2
f(x ) f(xi )
xi +1 = xi ' i Eq 6.2 xi +1 = xi Eq 7.2
f (xi ) f(xi 1 ) f(xi )

xi 1 xi
f(xi )(xi 1 xi )
xi +1 = xi Eq 7.3
f(xi 1 ) f(xi )
Equation 7.3 is the formula for the secant method

The approach requires two initial estimates of x
However, f(x) is not required to change signs between
the estimates
Therefore it is not a bracketing method

Example 1
Problem statement: Use the Secant method to
estimate the root of f(x)=e-x - x, employing two
initial guesses of x-1=0 and x0=1. The true value
of the root is 0.56714329.
Solution:
First iteration:
x-1 = 0 f(x-1) = e0 -0 = 1.0
x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212
f(x0 )(x1 x0 ) - 0.63212(0 - 1)

Based on Eq 7.3, x1 = x0 = 1- = 0.61270
f(x1 ) f(x0 ) 1 - (-0.63212)

Example 1 (cont)
0.56714329 - 0.61270
t = 100% = 8.032%
0.56714329
Second Iteration:
x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212
x1 = 0.61270 f(x1) = e-0.6127 - 0.6127= 0.54188 0.6127 = -0.07081
f(x1 )(x0 x1 ) - 0.07081(1 - 0.6127)

x2 = x1 = 0.6127 - = 0.56384
f(x0 ) f(x1 ) - 0.63212 - (-0.07081)
0.56714329 - 0.56384
t = 100% = 0.5823%
0.56714329

Example 1 (cont)
Third iteration:
x1 = 0.61270 f(x1) = e-0.6127 - 0.6127= 0.54188 0.6127 = -0.07081
x2 = 0.56384 f(x2) = 0.00518
0.00518(0.6127 - 0.56384)
x3 == 0.56384 - = 0.56717
- 0.07081 - (-0.00518)
0.56714329 - 0.56717
t = 100% = 0.00471%
0.56714329

Modified Secant Method

Rather than using two arbitrary values to estimate the
derivate, an alternative approach involves a fractional
perturbation of the independent variable to estimate
f(x),
f(xi + xi ) f(xi )
f (xi )
'
Eq 7.4
xi
Substitute Eq 7.4 into Eq 6.2:
xi f(xi )
xi +1 = xi Eq 7.5
f(xi + xi ) f(xi )
Eq 7.5 is the formula for the Modified Secant Method

Modified Secant Method (cont)

The choice of a proper value for is not
automatic.
If is too small, the method can be affected by
round-off error caused by subtractive
cancellation in the denominator of Eq 7.5
If is too big, the method can become inefficient
and even divergent
However, if chosen correctly, it provides a nice
alternative for cases where evaluating the
derivative is difficult and developing two initial
guesses is inconvenient.

Example 2
Problem statement: Use the Modified Secant
method to estimate the root of f(x)=e-x - x,
employing =0.01 and an initial guess of x0=1.
The true value of the root is 0.56714329.
Solution:
First iteration:
x0 = 1 0.01 x 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212
x0 + x0 = 1.01 f(x0+ x0 ) = e-1.01 -1.01 = 0.364219 1.01 = -0.64578

x0 f(x0 ) 0.01(-0.63212)
Based on Eq 7.5, x1 = x0 = 1- = 0.537263
f(x0 + x0 ) f(x0 ) - 0.64578 - (-0.63212)
t = 5.3%

Example 2
Second iteration:
x1 = 0.537263 f(x1) = e-0.537263 -0.537263 = 0.047083
x1 + x1 = 0.542635 f(x1+ x1 ) = e-0.542635 -0.542635 =0.038579

x1 f(x1 ) 0.005373(0.047083)
x2 = x1 = 0.537263 - = 0.56701
f(x1 + x1 ) f(x1 ) 0.038579 - 0.047083
t = 0.0236%
Third iteration:
x2 = 0.56701 f(x2) = 0.000209
x2 + x2 = 0.567143 f(x2+ x2 ) = -0.00867
0.0056701(0.000209)
x3 = 0.56701 - = 0.567143
- 0.00867 - 0.000209
t = 2.365 10 -5%
Learning Outcomes
After this lecture, the student would be able to understand the
following:
The difference between bracketing and open methods

for root location.
Newton-Raphson Mehtod
The basic principle
The concept of quadratic convergence
The limitations
Secant method and Modified Secant method
The basic principle
The limitations
The applications
Programming and Software

Sequence, selection, iteration and how to use function

Sequence
Matlab example:
x=3
y=x+5;
z=x*y;


Selection
Matlab example:
if x<0
y=-10;
else if x>0
y=10;
else
y=0;
end

Iteration
Matlab example:
for i=0:2:20
x=x+i;
end

Another iteration
Matlab example:
while (1)
i=i+1;
if i>=10, break, end
y=x^2;
end

function mainprog
m=68.1;
g=9.8; function myvelocity(m,g,c,t)
c=0.25;
t=0:2:12;
v=velocity(m,g,c,t) function velocity_profile(m,g,c,t)
v1=velocity_profile(m,g,c,t)
plot (t, v, t, v1) function

Appendix

Error estimates of
f (n ) (x0 )
Taylor series: f ( x0 + x) = f ( x) = f ( x0 ) + f ( x0 )( x x0 ) + ... + ( x x 0 )n + R n ( x )
n!
f ( n +1) ( )
Rn ( x ) = (x x0 )n+1 ,
(n + 1)

So, we have: = + + 2
2!
Noted that: = 0
Therefore:

+ + 2
=0
2!
In Newton-Raphson method, we use:
+ +1 = 0

Error estimates of
Thus, subtracting the following two equations:

+ + 2 = 0
2!

+ +1 = 0
We have:

+1 + 2
=0
2!
Noted that error between xr and xi+1 is:

,+1 = +1
It can be expressed as: 2

2 So, ,+1 =
,+1 + , = 0 2 ,
2!
f(x)=e-x - x


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MBE2036 Engineering Computing part 6, Dr.

Rough estimation This is the x making f(x)=0

provides useful information for

Department of Mechanical and

Two initial guesses that

Department of Mechanical and

After n iterations, the absolute error:

Department of Mechanical and

Automatic Methods for Finding Roots

Department of Mechanical and

Dr. Yajing Shen

Department of Mechanical and

Roots of Equations Open Methods

Department of Mechanical and

Newton-Raphson Method (cont)

Department of Mechanical and

Newton-Raphson Method (cont)

Eq 6.2 is called the Newton-Raphson formula

The true error = 0.56714329 -0.5 = 0.06714329

The true error = 0.56714329 0.566311003 = 8.3229x10-4

x rnew x rold 0.56631100 3 - 0.5

Department of Mechanical and

1 0.5 0.06714329 11.8389 100

2 0.566311003 8.3229x10-4 0.1468 11.7093

3 0.567143165 1.25 x 10-7 0.000022 0.14767

Department of Mechanical and

Assuming the initial guess is 12 and s=0.5%

x rnew x rold 14.4896708 7 12

Department of Mechanical and

1 14.48967087 0.290537 1.965720 17.182383

2 14.77691694 0.003291 0.022270 1.943883

3 14.78020816 3.305693x10-7 2.236567x10-6 0.022267

Department of Mechanical and

3 14 15 14.5 1.8958 3.448

4 14.5 15 14.75 0.2044 1.695

5 14.75 15 14.875 0.64134 0.840

6 14.75 14.875 14.8125 0.2185 0.422

Department of Mechanical and

Department of Mechanical and

Pitfalls of Newton-Raphson Method

Pitfalls of Newton-Raphson Method (cont)

An inflection point (ie, f(x)=0) occurs in the vicinity of a root

Department of Mechanical and

Pitfalls of Newton-Raphson Method (cont)

Oscillate around a local maximum or minimum.

Department of Mechanical and

Pitfalls of Newton-Raphson Method (cont)

Pitfalls of Newton-Raphson Method (cont)

Program for Newton-Raphson

Department of Mechanical and

Open Method Secant Method

Department of Mechanical and

Secant Method (cont)

Department of Mechanical and

Secant Method (cont)

Equation 7.3 is the formula for the secant method

Department of Mechanical and

x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212

f(x0 )(x1 x0 ) - 0.63212(0 - 1)

Department of Mechanical and

x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212

x1 = 0.61270 f(x1) = e-0.6127 - 0.6127= 0.54188 0.6127 = -0.07081

f(x1 )(x0 x1 ) - 0.07081(1 - 0.6127)