System Nonlinear Equations

Nonlinear Systems
Simultaneous nonlinear equations





Example
0 x x x x f
0 x x x x f
0 x x x x f
0 x x x x f
n 3 2 1 n
n 3 2 1 3
n 3 2 1 2
n 3 2 1 1
=
=
=
=
) , , , , (
) , , , , (
) , , , , (
) , , , , (

4 x x 2 x 5
8 x x 7 x 5 x x 2
7 x 4 x 2 x
2
3 2 1
2
3 2 2 2 1
3
2
2
2
1
= +
= +
= + +
Two Nonlinear Functions
Circle x
2
+ y
2
=
r
2

Ellipse (x/a)
2
+ (y/b)
2
=
1
f(x,y)=0
g(x,y)=0
Solution
depends on
initial
guesses
Newton-Raphson
Method
One nonlinear equation (Ch.6)



Two nonlinear equations (Taylor-series)
) (
) (
) ( ) ( ) ( ) (
i
i
i 1 i
i i 1 i i 1 i
x f
x f
x x
x f x x x f x f
'
=
'
+ =
+
+ +

c
c
+
c
c
+ =
c
c
+
c
c
+ =
+ + +
+ + +
2
i 2
i 2 1 i 2
1
i 2
i 1 1 i 1 i 2 1 i 2
2
i 1
i 2 1 i 2
1
i 1
i 1 1 i 1 i 1 1 i 1
x
f
x x
x
f
x x f f
x
f
x x
x
f
x x f f
,
, ,
,
, , , ,
,
, ,
,
, , , ,
) ( ) (
) ( ) (
Intersection of Two Curves
Two roots: f
1
(x
1
,x
2
) = 0

, f
2
(x
1
,x
2
) = 0



Alternatively

c
c
+
c
c
+ =
c
c
+
c
c
c
c
+
c
c
+ =
c
c
+
c
c

=
=
+ +
+ +
+
+
2
i 2
i 2
1
i 2
i 1 i 2 1 i 2
2
i 2
1 i 1
1
i 2
2
i 1
i 2
1
i 1
i 1 i 1 1 i 2
2
i 1
1 i 1
1
i 1
1 i 2
1 i 1
x
f
x
x
f
x f x
x
f
x
x
f
x
f
x
x
f
x f x
x
f
x
x
f

0 f
0 f
,
,
,
, , ,
,
,
,
,
,
,
, , ,
,
,
,
,
,

f
f
x x
x x
x
f
x
f
x
f
x
f

i 2
i 1
i 2 1 i 2
i 1 1 i 1
2
i 2
1
i 2
2
i 1
1
i 1
)
`

=
)
`

(
(
(
(

c
c
c
c
c
c
c
c
+
+
.
,
, ,
, ,
, ,
, ,
[J ]{Ax} = { f }
Jacobian matrix
Intersection of Two Curves
Intersection of a circle and a parabola

= =
= + =

= =
= + =
0 x x x x f
0 1 x x x x f
or
0 y x y x g
0 1 y x y x f
2
2
1 2 1 2
2
2
2
1 2 1 1
2
2 2
) , (
) , (
) , (
) , (
(

=
(
(
(
(

c
c
c
c
c
c
c
c

=
+ =
1 x 2
x 2 x 2
x
f
x
f
x
f
x
f
x x x x f
1 x x x x f
1
2 1
2
2
1
2
2
1
1
1
2
2
1 2 1 2
2
2
2
1 2 1 1
) , (
) , (
)
`

=
)
`

A
A
(

= A
i 2
i 1
i 2
i 1
i 1
i 2 i 1
f
f
x
x
1 x 2
x 2 x 2
x J
,
,
,
,
,
, ,
} ]{ [
Intersection of Two Curves








)
`

= =
)
`

A
A
= A
+
+
i 2 1 i 2
i 1 1 i 1
old new
i 2
i 1
x y
x x
x x
x
x
x
, ,
, ,
,
,
Solve for x
new
Newton-Raphson
Method
n nonlinear equations in n
unknowns

=
=
=
=
) (
) (
) (
) (
) ,...., , , (
) ,...., , , (
) ,...., , , (
) ,...., , , (
x f
x f
x f
x f
) x ( F
0 x x x x f

0 x x x x f
0 x x x x f
0 x x x x f
n
3
2
1
n 3 2 1 n
n 3 2 1 3
n 3 2 1 2
n 3 2 1 1

n 3 2 1
x x x x x , 0 x F

= = ) (
Newton-Raphson
Method
Jacobian (matrix of partial derivatives)






(
(
(
(
(
(
(
(
(
(
(

c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
=
n
n
3
n
1
n
1
n
n
3
3
3
2
3
1
3
n
2
3
2
2
2
1
2
n
1
3
1
2
1
1
1
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
) x ( J

old new old old

x x x y x F y x J

= A = = ); ( ) (
Newton-Raphson
Method
For a single equation with one variable



Newtons iteration
) ( ) ( x f
dx
df
x J
'
= =
) (
) (
) (
old
old
old old
1
old new
x f
x f
x f x J x x
'
= =


) (
) (
i
i
i 1 i
x f
x f
x x
'
=
+
Intersection of Three Surfaces
Solve the nonlinear system





Jacobian

= + =
= + =
= + + =

= + =
= + =
= + + =
0 x x 3 x x x x f
0 9 x 2 x x x x f
0 14 x x x x x x f
or
0 z y 3 x z y x h
0 9 y 2 x z y x g
0 14 z y x z y x f
2
3
2
2 1 3 2 1 3
2
2
2
1 3 2 1 2
2
3
2
2
2
1 3 2 1 1
2 2
2 2
2 2 2
) , (
) , (
) , (
) , , (
) , , (
) , , (
,
,
,

x 2 x 6 1
0 x 4 x 2
x 2 x 2 x 2
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
J
3 2
2 1
3 2 1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
(
(
(

=
(
(
(
(
(
(
(

c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
= ] [
Newton-Raphson
Method
Solve the nonlinear system

A
A
A
+

A
A
A
(
(
(

3
2
1
old
old
old
new
new
new
3
2
1
3
2
1
3 2
2 1
3 2 1
x
x
x
z
y
x
z
y
x
f
f
f
x
x
x
x 2 x 6 1
0 x 4 x 2
x 2 x 2 x 2
Fixed-Point Iteration
No need to compute partial derivatives



) x ,...., x , x , x ( g x

) x ,...., x , x , x ( g x
) x ,...., x , x , x ( g x
) x ,...., x , x , x ( g x

0 ) x ,...., x , x , x ( f

0 ) x ,...., x , x , x ( f
0 ) x ,...., x , x , x ( f
0 ) x ,...., x , x , x ( f
n 3 2 1 n n
n 3 2 1 3 3
n 3 2 1 2 2
n 3 2 1 1 1
n 3 2 1 n
n 3 2 1 3
n 3 2 1 2
n 3 2 1 1

=
=
=
=

=
=
=
=

1 K ;
n
K
x
g
j
i
< s
c
c
Convergenc
e Theorem
Solve the following system of linear equations

f(x,y) = 4 x
2
y
2
= 0
f(x,y) = 1 e
2
y = 0

Using Newton Raphson Method
Example1: Fixed-Point
Solve the nonlinear system




Rearrange (initial guess: x = y = z = 2)

= + + =
= + + =
= + + + =
0 75 x 40 x x ) x , x , x ( f
0 50 x x 20 x ) x , x , x ( f
0 200 x x x 50 x ) x , x , x ( f
3
2
2
2
1 3 2 1 3
2
3 2
2
1 3 2 1 2
2
3
2
2 1
2
1 3 2 1 1

+ = =
= =
= =
/40 ) 75 x x ( ) x , x , x ( g x
/20 ) x x 50 ( ) x , x , x ( g x
/50 ) x x x 200 ( ) x , x , x ( g x
2
2
2
1 3 2 1 3 3
2
3
2
1 3 2 1 2 2
2
3
2
2
2
1 3 2 1 1 1
Example 2: Fixed-Point
Solve the nonlinear system




Rearrange (initial guess: x = 0, y = 0, z > 0)

= =
= + =
= + + =
0 11 x x x x x f
0 47 x 9 x x x x f
0 36 x 9 x 4 x x x x f
3
2
1 3 2 1 3
2
2
2
3 2 1 2
2
3
2
2
2
1 3 2 1 1
1
) , , (
) , , (
) , , (

= =
= =
= =
3 x 4 x 36 x x x g x
3 x 47 x x x g x
x 11 x x x g x
2
2
2
1 3 2 1 3 3
2
1 3 2 1 2 2
3 3 2 1 1 1
/ ) , , (
/ ) , , (
/ ) , , (