CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

CVE240AppliedMathematicsforCivilEngineers
CVE
240 A li d M th
ti f Ci il E i
3(306)
Week 10 : Numerical method for solving the nonlinear equation

Instructor
Chainarong Athisakul Ph D
ChainarongAthisakul,Ph.D.

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Openmethodsarebasedonformulas
thatrequireonlyasinglestarting
valueofxortwostartingvaluesthat
do not necessarily bracket the root
donotnecessarilybrackettheroot.

StevenC.Chapra
RaymondP.Canale

diverge

converge

Bracketingmethod
Therootisconstrainedwithinthe
interval,therefore,thismethod
always converge to the solution
alwaysconvergetothesolution.

Openmethod
Openmethodmayconverge
ordiverge.

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Bracketingmethodsareconvergent.
B k ti
th d

t
Openmethodsmaysometime
Open
methods may sometime diverge
diverge ,
dependingonthestatingpoint(initialguess)
andhowthefunctionbehaves.
dh
th f ti b h
StevenC.Chapra
y
RaymondP.Canale

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

OpenMethods
SimpleFixedpointIteration
NewtonRaphson Method

Onepointiteration
O
Or
Successivesubstitution

Only a single starting

value of x is required
q

BasedonTaylorseries
expansion

If the first derivative is difficult or inconvenient to

evaluate, the secant method may be used instead.

SecantMethod

Chainarong Athisakul,Ph.D.

SameasNewtonRaphson methodbut
thefirstderivativeisapproximatedby
abackwardfinitedifference.
b k
df
d ff

Two starting values

of x are required,
but f(x1) and f(x2)
are not necessary to
have opposite signs.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Simple Fixed-point Iteration

One point iteration / Successive substitution
.. , 2538, ,
Steven C. Chapra, Raymond P. Canale, 2010, Numerical Methods for Engineers, McGrawHill

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Simple Fixed
Fixed-point
point Iteration

Mainidea:
Rearrangetheequationf(x)=0tobex=g(x)sothatxison
thelefthandsideoftheequation.
q
f ( x) = 0

rearranging

x = g ( x)

Thisequationwillbeusedto
approximate the solution by
approximatethesolutionby
usingtheiterativeprocess.

Thistransformationcanbeaccomplishedeitherbyalgebraicmanipulationorby
simplyaddingxtobothsidesoftheoriginalequation.

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

For example
Forexample,
y g
p
byalgebraicmanipulation
F(x) 0
F(x)=0

X= g(x)
X=g(x)
StevenC.Chapra
Raymond P Canale
RaymondP.Canale

Chainarong Athisakul,Ph.D.

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Incaseof,

f ( x ) = sin x = 0

F(x)=0

Wehavetorearrangethisequationby
addingxtobothsides.

x = sin x + x

Chainarong Athisakul,Ph.D.

X=g(x)

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Weusethisequationtocomputeanewestimatevalueofx.

Approximaterelativepercenterror.

t =

xi +1 xtrue
100%
xtrue

Truepercenterror.

StevenC.Chapra
RaymondP.Canale

Chainarong Athisakul,Ph.D.

10

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example1.
Example
1
Usesimplefixedpointiterationtolocatetherootof
f ( x ) = e x x = 0

Theinitialguessisx=0.

Chainarong Athisakul,Ph.D.

11

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example1.
Example
1
Usesimplefixedpointiterationtolocatetherootof
The initial guess is x=0
Theinitialguessisx=0.
f ( x ) = e x x = 0
R
i th
ti t
( )
St 1 Rearrangingtheequationtox=g(x)
Step1.
e x x = 0

x = e x

Chainarong Athisakul,Ph.D.

12

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example1.
Example
1
Usesimplefixedpointiterationtolocatetherootof
The initial guess is x=0
Theinitialguessisx=0.
f ( x ) = e x x = 0
St 2
Step2.
i

x = e x
xi

Chainarong Athisakul,Ph.D.

g(xi)

% relative error (Ea)

% true error (Et)

13

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example1.
Example
1
Usesimplefixedpointiterationtolocatetherootof
The initial guess is x=0
Theinitialguessisx=0.
f ( x ) = e x x = 0
St 2 xi +1 = e x
Step2.

0
1

xi

x1 = e x0

x1 = e 0 = 1

Chainarong Athisakul,Ph.D.

0
1

g(xi)

% relative error (Ea)

0.367879441

f ( x ) = e x x

a =

% true error (Et)

100
x1 x0
1 0
100 =
100
x1
1

t =

76.32228356

x1 xt
1 0.56714329
0 56714329
100 =
100
0.56714329
xt

14

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example1.
Example
1
Usesimplefixedpointiterationtolocatetherootof
The initial guess is x=0
Theinitialguessisx=0.
f ( x ) = e x x = 0
St 2 xi +1 = e x
Step2.

0
1
2
3

xi

0
1
x =e
0.367879441
0.692200628
x0

Chainarong Athisakul,Ph.D.

g(xi)

1
0.367879441
0.692200628
0.500473501

% relative error (Ea)

a =

x1 x0
1 0
100 =
100
1
x1

100
171.8281828
46.85363946

% true error (Et)

76.32228356
35.13465686
22.05039533

15

CVE
240 Applied Mathematics for Civil Engineers 3(3-0-6)
Example1.

Usesimplefixedpointiterationtolocatetherootof
Theinitialguessisx=0.
f ( x ) = e x x = 0
Step2.
i

x = e x
xi

0
0
1
1
2
0.367879441
3
0.692200628
4
0 500473501
0.500473501
5
0.606243535
6
0.545395786
7
0.579612336
8
0.560115461
9
0.571143115
10
0.564879347
Chainarong Athisakul,Ph.D.

g(xi)

1
0.367879441
0.692200628
0.500473501
0 606243535
0.606243535
0.545395786
0.579612336
0.560115461
0.571143115
0.564879347
0.568428725

% relative error (Ea)

100
171.8281828
46.85363946
38 30914659
38.30914659
17.44678968
11.15662253
5.903350814
3.48086698
1.930803931
1.108868242

% true error (Et)

76.32228356
35.13465686
22.05039533
11 75536952
11.75536952
6.894244501
3.834569571
2.198570577
1.239162794
0.705258292
16
0.399183531

CVE
240 Applied Mathematics for Civil Engineers 3(3-0-6)
Example1.

Usesimplefixedpointiterationtolocatetherootof
Theinitialguessisx=0.
f ( x ) = e x x = 0
Step2.
i

x = e x
xi

0
0
1
1
2
0.367879441
3
0.692200628
4
0 500473501
0.500473501
5
0.606243535
6
0.545395786
7
0.579612336
8
0.560115461
9
0.571143115
10
0.564879347
Chainarong Athisakul,Ph.D.

g(xi)

1
0.367879441
0.692200628
0.500473501
0 606243535
0.606243535
0.545395786
0.579612336
0.560115461
0.571143115
0.564879347
0.568428725

% relative error (Ea)

100
171.8281828
46.85363946
38 30914659
38.30914659
17.44678968
11.15662253
5.903350814
3.48086698
1.930803931
1.108868242

% true error (Et)

76.32228356
35.13465686
22.05039533
11 75536952
11.75536952
6.894244501
3.834569571
2.198570577
1.239162794
0.705258292
17
0.399183531

i
CVE 240 Applied Mathematics for Civil Engineers
3(3-0-6)xi
0

Thismethod
requires41
iterations.

Chainarong Athisakul,Ph.D.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

0
1
0.367879441
0.692200628
0 500473501
0.500473501
0.606243535
0.545395786
0.579612336
0.560115461
0.571143115
0.564879347
0.568428725
0.566414733
0.567556637
0.566908912
0.567276232
0.567067898
0.56718605
0.56711904
0.567157044
0 56713549
0.56713549
0.567147714
0.567140781
0.567144713
0.567142483
0.567143748
0.567143031
0.567143438
0.567143207
0.567143338
0.567143264
0.567143306
0.567143282
0.567143295
0.567143288
0.567143292
0 56714329
0.56714329
0.567143291
0.56714329
0.567143291
0.56714329
0.56714329

g(xi)
1
0.367879441
0.692200628
0.500473501
0 606243535
0.606243535
0.545395786
0.579612336
0.560115461
0.571143115
0.564879347
0.568428725
0.566414733
0.567556637
0.566908912
0.567276232
0.567067898
0.56718605
0.56711904
0.567157044
0.56713549
0 567147714
0.567147714
0.567140781
0.567144713
0.567142483
0.567143748
0.567143031
0.567143438
0.567143207
0.567143338
0.567143264
0.567143306
0.567143282
0.567143295
0.567143288
0.567143292
0.56714329
0 567143291
0.567143291
0.56714329
0.567143291
0.56714329
0.56714329
0.56714329

%relativeerror(Ea)
100
171.8281828
46.85363946
38 30914659
38.30914659
17.44678968
11.15662253
5.903350814
3.48086698
1.930803931
1.108868242
0.624419119
0.355568414
0.201196516
0.11425564
0.064751568
0.036738772
0.020831208
0.011815869
0.00670078
0 003800467
0.003800467
0.002155356
0.001222413
0.000693278
0.00039319
0.000222994
0.00012647
7.17265E-05
4.06792E-05
2.30709E-05
1.30845E-05
7.4208E-06
4.20866E-06
2.38691E-06
1.35372E-06
7.67754E-07
4 35427E-07
4.35427E-07
2.46949E-07
1.40056E-07
7.94316E-08
4.50491E-08
2.55493E-08

%trueerror(Et)
76.32228356
35.13465686
22.05039533
11 75536952
11.75536952
6.894244501
3.834569571
2.198570577
1.239162794
0.705258292
0.399183531
0.22665084
0.128460808
0.072882345
0.041326078
0.023440668
0.013293221
0.007539558
0.004275805
0.002425137
0 001375277
0.001375277
0.000780096
0.000442312
0.000250968
0.000142221
8.07731E-05
4.56967E-05
2.60298E-05
1.46494E-05
8.42154E-06
4.66299E-06
2.75781E-06
1.45084E-06
9.36069E-07
4.17653E-07
3.50101E-07
8 53252E-08
8.53252E-08
1.61624E-07
2.15684E-08
1.01E-07
5.59509E-08
18
8.15002E-08

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

19

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Convergence of the single fixed point method

Convergenceofthesinglefixedpointmethod.

Chainarong Athisakul,Ph.D.

20

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Fixed-point iteration converges if

g ( x ) < 1

(slope of the line f(x) = x)

Whenthemethodconverges,theerroris
roughlyproportionaltoorlessthantheerror
hl
i
l
l
h
h
ofthepreviousstep,thereforeitiscalled
linearlyconvergent.
Youcanskipthisslide.

Chainarong Athisakul,Ph.D.

21

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Youcanskipthisslide.

Chainarong Athisakul,Ph.D.

22

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Newton Raphsonss Method

Newton-Raphson
.. , 2538, ,
.. , 2537, 1
Steven C. Chapra, Raymond P. Canale, 2010, Numerical Methods for Engineers, McGrawHill

Chainarong
Athisakul,Ph.D.
23

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Newton-Raphsons Method is the most widely used to estimate the root of

nonlinear equation.
The Newton-Raphson method can be derived based on the Taylor series.

Chainarong
Athisakul,Ph.D.
24

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

- (Taylor series)

http://en.wikipedia.org/wiki/Taylor_series

Chainarong
Athisakul,Ph.D.
25

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Considering 2 terms of the Taylor series

series, the function f(x) can be approximated
by
f ( x ) f ( xo ) + ( x xo ) f ( xo )

The initial guess

Since f ( x ) = 0
f ( xo ) + ( x xo ) f ( xo ) = 0

Rearranged to be

Chainarong
Athisakul,Ph.D.
26

f ( xo )
x = xo
f ( xo )

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

27

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

f ( xo )
x = xo
f ( xo )

xo y=f(x)
(xo,f(x

f(xo))

x
x1
y=0

f ( xo )
x1 = xo
f ( xo )

f ( x1 )
x2 = x1
( x1 )
f
Chainarong Athisakul,Ph.D.
28

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Al ith
Algorithm

Chainarong Athisakul,Ph.D.

29

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Al ith
Algorithm

Chainarong
Athisakul,Ph.D.
30

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Al ith
Algorithm

Youcanskipthisslide.

Chainarong
Athisakul,Ph.D.
31

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example

x /4
f
x
=
e
(2 x ) 1 = 0
(
)
Findrootof
byusingtheNewtonRaphson Method.
Usingtheinitialguessof3and
convergencecriterionof.
< 5 108

Chainarong
Athisakul,Ph.D.
32

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

from

f ( x ) = e x /4 (2 x) 1

Findingthefirstderivativeoff(x)
f ( x ) = e

x /4

1 x /4
( 1) + ( e ) ( 2 x ) 0
4

f ( x ) = e

Chainarong
Athisakul,Ph.D.
33

x /4

3 x
+
2 4

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

xi

Chainarong
Athisakul,Ph.D.
34

df

dx

xi+1

error

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

i
1
2

xi

df

dx

3.0000000000000000 -1.472366553 -0.354274915 4.156000022

-1.1560000221502300 3.213549548 -2.388479123 -1.34543757

xi+1
-1.15600002215023000
0.18943754824933300

error
4.156000022
1.34543757

Xi+1=Xi dx =3 4.156000022

Chainarong
Athisakul,Ph.D.
35

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

i
1
2
3
4
5
6
7

xi

df

3.0000000000000000
-1.1560000221502300
0 1894375482493330
0.1894375482493330
0.7140433500551550
0.7825424446817650
0.7835957224743120
0.7835959675473130

-1.472366553
3.213549548
0 726814112
0.726814112
0.075722016
0.00112974
2.62742E-07
1.42109E-14

-0.354274915
-2.388479123
-1.3854481
1 3854481
-1.105445495
-1.072594256
-1.072095385
-1.072095269

Chainarong
Athisakul,Ph.D.
36

dx
4.156000022
-1.34543757
-0.524605802
0 524605802
-0.068499095
-0.001053278
-2.45073E-07
-1.32552E-14

xi+1
-1.15600002215023000
0.18943754824933300
0 71404335005515500
0.71404335005515500
0.78254244468176500
0.78359572247431200
0.78359596754731300
0.78359596754732700

error
4.156000022
1.34543757
0 524605802
0.524605802
0.068499095
0.001053278
2.45073E-07
1.32117E-14

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

MainProgram

Functionf(x)

Functiondf(x)

Chainarong
Athisakul,Ph.D.
37

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong
Athisakul,Ph.D.
38

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

The Newton-Raphson method is a convenient

method for functions whose derivatives can be
evaluated analytically.
It may not be convenient for functions whose
derivatives cannot be evaluated analytically.
analytically

Chainarong Athisakul,Ph.D.

39

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Th Secant
The
S
nt M
Method
th d
.. , 2538, ,
.. , 2537, 1
Steven C. Chapra, Raymond P. Canale, 2010, Numerical Methods for Engineers, McGrawHill

Chainarong
Athisakul,Ph.D.
40

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

The Secant
Th
S
t Method
M th d
AslightvariationofNewtonsmethodfor
g
functionswhosederivativesaredifficultto
evaluate.Forthesecasesthederivativecan
beapproximatedbyabackwardfinitedivided
difference.

Chainarong Athisakul,Ph.D.

41

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

42

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

43

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Requirestwoinitial
estimates of x , e.g, xo,x
estimatesofx,e.g,x
, x1..
However,becausef(x)isnot
requiredtochangesigns
between estimates it is not
betweenestimates,itisnot
classifiedasabracketing
method.
Thesecantmethodhasthe
samepropertiesasNewtons
method Convergence is not
method.Convergenceisnot
guaranteedforallxo,f(x).

Chainarong Athisakul,Ph.D.

44

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Example
Example
x /4
f
x
=
e
(2 x ) 1 = 0
Findrootof ( )
b
byusingtheSecantMethod.
i th S
t M th d
Usingtheinitialguessof3and2.
Th
Theconvergencecriterionis.
it i i < 5 108

Chainarong Athisakul,Ph.D.

45

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

f ( x ) = e x /4 (2 x ) 1 = 0
i

xi

3.000000000000 1.472366553

2.000000000000

df

dx

xi+1

error

0.472366553

f 1.472366553 ( 1)
f ( x) =
=
= 0.472366553
x
3 2

Chainarong Athisakul,Ph.D.

46

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

f ( x ) = e x /4 (2 x ) 1 = 0
i

xi

3.000000000000 1.472366553

2.000000000000

df

dx

0.472366553 2.117000015

f ( xi )
1
xi +1 =
=
= 2.117000015
f ( xi )
0.472366553
0 472366553

xi+1

error

0.117000015

2.117000017

xi +1 = xi + xi +1
xi +1 xi

Chainarong Athisakul,Ph.D.

47

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

xi

df

dx

xi+1

error

0 3.0000000000000000 1.472366553
1 2.0000000000000000

1 0.472366553 2.117000017 0.117000016612674 2.117000017

2 0.117000016612674
3
4
5
6

Chainarong Athisakul,Ph.D.

48

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

xi

df

dx

xi+1

error

0 3.0000000000000000 1.472366553
1 2.0000000000000000

1 0.472366553 2.117000017 0.11700001661267400 2.117000017

2 0.117000016612674 1.179836784 1.029681987 1.14582638 1.02882636332872000 1.14582638

3 1.0288263633287200 0.249080328 1.247062502 0.199733637 0.82909272680599600 0.199733637
4 0.8290927268059960 0.048289404 1.00529349 0.048035131 0.78105759626212400 0.048035131
5 0.7810575962621240 0.002722902 1.061979126 0.002563988 0.78362158443660200 0.002563988
6 0.7836215844366020 2.74636E05 1.072690404 2.56025E05 0.78359598190457600 2.56025E05

Chainarong Athisakul,Ph.D.

49

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Chainarong Athisakul,Ph.D.

50

CVE 240 Applied Mathematics for Civil Engineers 3(3-0-6)

Homework

x + cos(( x) = 0
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Chainarong
Athisakul,Ph.D.
51