Newton-Raphson Method: Chemical Engineering Majors Authors: Autar Kaw, Jai Paul

Newton-Raphson Method
Chemical Engineering Majors

Authors: Autar Kaw, Jai Paul
http://numericalmethods.eng.usf.
edu
Transforming Numerical Methods Education for STEM

Undergraduates
11/27/16
http://numericalmethods.eng.usf.e
du
Newton-Raphson
Method
http://numericalmethods.eng.usf
.edu
Newton-Raphson Method
f(x)
x f x
f(xi)
i,
f(xi )
xi 1 = xi f (xi )
f(xi-1)
xi+2
xi+1
xi
Figure 1 Geometrical illustration of the Newton-Raphson

method.
http://numericalmethods.eng.usf.edu
Derivation
f(x)
f(xi)
tan(
AB
AC
f ( xi )
f ' ( xi )
xi xi 1
C
xi+1
xi
f ( xi )
xi 1 xi
f ( xi )
Figure 2 Derivation of the Newton-Raphson method.

4
Algorithm for NewtonRaphson Method
Step 1
Evaluate
f (x)
symbolically.
Step 2
xi
Use an initial guess of the root,
new value of thexi root,
, as
1
, to estimate the
f xi
xi 1 = xi f xi
Step 3
a
Find the absolute relative approximate error
as
xi 1- xi
a =
100
xi 1
Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance .
s
Yes
Is a s ?
No
Go to Step 2 using
new estimate of the
root.
Stop the algorithm
Also, check if the number of iterations has exceeded

the maximum number of iterations allowed. If so,
one needs to terminate the algorithm and notify the
user.
9
Example 1
You have a spherical storage tank containing oil. The tank has a
diameter of 6 ft. You are asked to calculate the height, h, to
which a dipstick 8 ft long would be wet with oil when immersed
in the tank when it contains 4 ft3 of oil.
Dipstick
Spherical Storage Tank
Figure 3 Spherical storage tank problem.

10
Example 1 Cont.
The equation that gives the height, h, of liquid in the
spherical tank for the given volume and radius is given by
f(h) h 3 9h 2 3.8197 0
Use the Newton-Raphson method of finding roots of
equations to find the height, h, to which the dipstick is wet
with oil. Conduct three iterations to estimate the root of the
above equation. Find the absolute approximate error at the
end of each iteration and the number of significant digits at
least correct at the end of each iteration.
11
Example 1 Cont.
3.8197
50
f ( x)
50
100
104.1803
150
0
0
f(x)
6
6
Figure 4 Graph of the function f(h).
f h h 3 9h 2 3.8197 0
12
Example 1 Cont.
Solution
Iteration 1
The estimate of the
root is f h0
h1 h0
f ' h0
3
2
h0 9 h0 3.8197
1
2
3 h0 18 h0
0.72131
The absolute relative
approximate error
h h is
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
10.8197
0
10.98
f ( x)
32.79
f ( x)
f ( x)
tan( x)
54.59
76.39
104.1803
98.2
0
f(x)
prev. guess
new guess
tangent line
x x 0 x 1 x
Figure 5 Graph of the estimated

root
after Iteration 1.
13
6
6
h1
100
38.636 %
The number of significant

digits at least correct is 0.
Example 1 Cont.
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
7.75175
Iteration 2
The estimate of the
root is f h1
h2 h1
f ' h1
3
2
h1 9 h1 3.8197
h1
2
3 h1 18 h1
0.67862
0
13.54
f ( x)
34.83
f ( x)
f ( x)
tan( x)
56.12

approximate herror
h is
77.42
104.1803
98.71
0
f(x)
prev. guess
new guess
tangent
3
x x 1 x 2 x
6
6
Figure 6 Graph of the estimated root

after
Iteration 2.
14
100
h2
6.2907%
2

Example 1 Cont.
7.33941
0
13.88
f ( x)
35.11
f ( x)
f ( x)
tan( x)
56.33
77.55
104.1803
98.78
0
f(x)
prev. guess
new guess
tangent
x x 2 x 3 x
Figure 7 Graph of the estimated

root
after Iteration 3.
15
6
6
Iteration 3
The estimate of the
root is f h
2
h3 h2
f ' h2
3
2
h2 9 h2 3.8197
h2
2
3 h2 18 h2
0.67747
approximate herror
h is
a
100
h2
0.17081%
2

Advantages and
Drawbacks of Newton
Raphson Method
http://numericalmethods.eng.usf.e
du
16
Advantages
17
Converges fast (quadratic

convergence), if it converges.
Requires only one guess
Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the
x function
root that is close to the inflection point off the
may start diverging away from the root in ther NewtonRaphson method.
3
f x x 1 0.512 0
For example, to find the root of the equation

3
3
x 1 0.512
.
xi 1 xi i
2
3 xi 1
The Newton-Raphson method reduces to

.
x 1
Table 1 shows the iterated values of the root of the equation.

The root starts
at Iteration 6 because the previous
x 0to.2diverge
.
estimate of 0.92589 is close to the inflection point
18
Drawbacks Inflection
Points
Table 1 Divergence near inflection
point.
Iteration
xi
Number
0
5.0000
3.6560
2.7465
2.1084
1.6000
0.92589
30.119
19.746
18
19
0.2000
Figure 8 Divergence at inflection

point for f x x 1 3 0.512 0
Drawbacks Division by
Zero
2. Division by zero
For the equation
f x x 3 0.03 x 2 2.4 10 6 0
the Newton-Raphson
method reduces to
xi3 0.03 xi2 2.4 10 6
xi 1 xi
3xi2 0.06 xi
For x0 0 or x0 0.02 , the

denominator will equal
zero.
20
Figure 9 Pitfall of division by

zero
or near a zero
number
Drawbacks Oscillations near

local maximum and minimum
3. Oscillations near local maximum and minimum
Results obtained from the Newton-Raphson method
may oscillate about the local maximum or minimum
without converging on a root but converging on the
local maximum or minimum.
Eventually, it may lead to division by a number close to
zero and may diverge.
2
For example forf x x 2 0
real roots.
21
the equation has no
Drawbacks Oscillations near

local maximum and minimum
Table 3 Oscillations near local
maxima and mimima in NewtonRaphson method.
Iteration
xi
f xi a %
Number
0
1
2
3
4
5
6
7
8
9
22
1.0000
0.5
1.75
0.30357
3.1423
1.2529
0.17166
5.7395
2.6955
0.97678
3.00
2.25
5.063
2.092
11.874
3.570
2.029
34.942
9.266
2.954
300.00
128.571
476.47
109.66
150.80
829.88
102.99
112.93
175.96
Figure 10 Oscillations around

2
f x xfor
2
local
minima
.
Drawbacks Root Jumping

4. Root Jumping
f x
In some cases where the function
is oscillating and has a
number of roots, one may choose an initial guess close to a root.
However, the guesses may jump and converge to some other
f(x)
root.

1.5
For
f example
x sin x
0.5
Choose
x0 2.4
7.539822
x0
It will converge to
-2
-0.06307
0.5499
4.461
7.539822
-0.5
-1
-1.5
x 2 6.2831853 Figure 11 Root jumping from
instead of
23
10
intended
location of root
f x sin x 0
for
.
Additional Resources
For all resources on this topic such as digital
audiovisual lectures, primers, textbook chapters,
multiple-choice tests, worksheets in MATLAB,
MATHEMATICA, MathCad and MAPLE, blogs,
related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/new
ton_raphson.html
THE END

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Newton-Raphson Method

Chemical Engineering Majors

Transforming Numerical Methods Education for STEM

Figure 1 Geometrical illustration of the Newton-Raphson

Figure 2 Derivation of the Newton-Raphson method.

Algorithm for NewtonRaphson Method

Also, check if the number of iterations has exceeded

Spherical Storage Tank

Figure 3 Spherical storage tank problem.

Figure 4 Graph of the function f(h).

Figure 5 Graph of the estimated

The number of significant

The absolute relative

Figure 6 Graph of the estimated root

The number of significant

Figure 7 Graph of the estimated

The number of significant

Converges fast (quadratic

For example, to find the root of the equation

The Newton-Raphson method reduces to

Table 1 shows the iterated values of the root of the equation.

Figure 8 Divergence at inflection

For x0 0 or x0 0.02 , the

Figure 9 Pitfall of division by

Drawbacks Oscillations near

the equation has no

Drawbacks Oscillations near

Figure 10 Oscillations around

Drawbacks Root Jumping

x 2 6.2831853 Figure 11 Root jumping from

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