Department of Engineering Mathematics and Physics, Faculty of Engineering Zagazig University 2009-2010

Numerical solution of non linear equations.

Numerical solution of linear equations. Numerical integrations. Curve fitting Numerical solution of ordinary differential equations.

Numerical solution of partial differential equations.

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Non Linear equation

An equation in which one or more terms have a variable of degree 2 or higher is called a nonlinear equation. The non linear equation f (x) = 0 and we find the roots of this equation.

System of non linear equations

A nonlinear system of equations contains at least one nonlinear equation.

A system has no solution.

A system has many solutions.

A system has one solution.

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A system has two solutions

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It is one of the first numerical methods to find the root of a nonlinear equation f(x) = 0 also called binary-search method. The method is based on finding the root between two points. At least one root exists between the two points if the function is real, continuous, and changes sign. If the function does not change sign between the two points then there may not be any root for the equation between the two points. The steps to apply the bisection method to find the root of the equation are: 1- Choose a and b for the root such that f(a) f(b) < 0, or in other words, f (x) changes sign between a and b. 2- Estimate the root xn such that xn = (an + bn) / 2. If f(xn) = 0, then xn is the root of the equation. If f(xn ) 0, f(xn) > 0 ,find the new estimate such that the mid point between a , xn. If f(xn) 0, f(xn) < 0, find the new estimate such that the mid point between xn , b.
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It is the numerical method to find the root of a nonlinear equation f(x) = 0 also called method.

The steps to apply the simple iteration method to find the root of the equation are:
1- Choose x0. 2- The function f(x) = 0 is transformed into equation x = g(x). 3- Test the convergence g(x 0 ) 1 4- Compute xn+1 = g(xn) 5- If x n 1 x n ; end

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It is the numerical method to find the root of a nonlinear equation f(x) = 0. The secant method is defined by the recurrence relation:
x n 1 x n x n x n 1 f(x n ) f(x n ) f(x n 1 )

It requires two initial values, x0 and x1, which should ideally be chosen to lie close to the root.

The steps to apply the Secant method to find the root of the equation are: 1. Select x0 and x1
2. Evaluate f(x0) and f(x1) 3. Evaluate xn+1 4. If x n 1 x n ; end
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It is the best numerical method and fast way to find the root of a nonlinear equation f(x) = 0. This method is defined by the recurrence relation:

f(x n ) f (x n ) The steps to apply the Newton-Raphson method to find the root of the equation are: x n 1 x n
1- From f (x) get f\ (x)
f(x 0 ) f (x 0 ) 1. 2. Choose x0and test the convergence 2 [f (x n )] 3. Evaluate x n 1 x n f(x n )
f (x n )

4. If x n 1 x n ; end

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Solve, using the Bisection method to find the positive root of the equation: f(x) = x3 + 4 x2 10 = 0. Let x =a = 1 x = b =2

f(2) = +, then the root of this equation lies between [1, 2].
an
1 1

f(1) = ,

n
0 1

bn
2 1.5

a b xn n n 2
1.5 1.25

f(xn)
2.375 -1.79687

2
3 12

1.25
1.25

1.5
1.375

1.375
1.3125 1.364990235
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0.16211
-0.84839 -0.003396

1.36476094 1.365234375
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Solve, using the simple iteration method to find the positive root : f(x) = x sin x = 0.25 correct to three decimal places. f(x) = x sin x - 0.25 = 0. x f(x) 0 - 0.25 1 - 0.091 2 0.841 1.5 0.253

Let x0 =1.2, x = sin x + 0.25. Then x = g(x) = sin x + 0.25. g(x) cosx Test the convergence g ( x0 ) cos1.2 0.362 1 Then xn+1= g(xn) =sin xn +0.25. n xn+1 0 1.182 1 1.175
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2 1.173

3 1.172

4 1.172
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Solve, using the Secant method to find the positive root : f(x) = 0.18x3 0.5 x2 -2x +1 correct to four decimal places, where x0 = 4, x1 = 6.
x n x n 1 f(x n ) f(x n ) f(x n 1 ) x n x n 1 2 x n 1 x n (0.18 x 3 n 0.5 xn 2 xn 1) 3 2 3 2 (0.18 x n 0.5 xn 2 xn 1) (0.18 x n 1 0.5 xn 1 2 xn 1 1) x n 1 x n

n 1 2

xn-1 6

f(xn-1) 9.8800

xn 6

f(xn) 9.8800

xn+1 4.5210 4.7303

4 -3.4800

4.5210 -1.6287

3
4 5

4.5210 -1.6287
4.7303 -0.5967 4.8513 -0.0815
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4.7303 -0.5967
4.8513 -0.0815

4.8513
4.8368

4.8368 -0.0032 4.8373

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Solve, using the Newton - Raphson method to find the positive root : f(x) = 0.18x3 0.5 x2 -2x +1 correct to four decimal places,

x f(x)

1 -1.32

2 -3.56

3 -4.64

4 -3.48

5 1

f (x) 0.54 x 2 x 2, f (x) 1.08 x 1.

Let x0 = 4.5,

Test the convergence

f(x 0 ) f (x 0 ) (1.7225)(3.86) 0.33 1 [f (x n )]2 (4.435) 2

2 f(x n ) 0.18 x 3 0.5 x n n 2 xn 1 x x . x n 1 x n n 1 n 2 0.54 x n x n 2 f (x n )

n xn+1
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0 4.8884

1 4.8382

4.8373
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Let there be given a system of two equations in two unknowns, F (x, y) = 0, G (x, y) = 0. Let x = x0, y = y0 be the approximate values of the root of this system. By using Newton-Raphsons method The general formula to get the required root is:

F x n 1 x n Fx Gx

Fy
(x n , y n )

Fx

F G Fy Gy
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(x n , y n ) (x n , y n )

G Gy Fy Gy

y n 1 y n

Gx Fx Gx

(x n , y n )

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Find the root of the system, F (x, y) = 4 x2 y2 = 0, G (x, y) = 1 ex y = 0. Given that (x0, y0 ) = (1, -1.7). Two steps are required. Correct to 4D.

We get:

F Fx 2 x, x

Fy

Gx

G G 1. ex , G y y x

F 2 y, y

For (x0, y0) = (1, -1.7), we get:

Fx 2, Fy 3.4, G x 2.7183, G y 1, F 0.11, G 0.0813.

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Then,
x1 x 0

F Fx Gx
Fx

Fy
(x 0 , y 0 )

0.11 1

3.4

G Gy Fy Gy
F G Fy

0.0183 1 1.0043 2 3.4 2.7183 1

2 0.11

(x n , y n )

y1 y 0

Gx Fx Gx

(x 0 , y 0 )

1.7

2.7183 0.0183 1.7299. 2 3.4 2.7183 1

Gy

(x 0 , y 0 )

For (x1, y1) = (1.0043, -1.7299), we get: Fx 2.0086, G 2.7300, Fy 3.4598, G y 1,F 0.0012, G 0.0001. x

2.0086 0.0012 0.0001 1 x 2 1.0043 1.0042, 2.7300 0.0001 2.0086 3.4598 y 2 1.7299 1.7296 2.0086 3.4598 2.7300 1 2.7300 1
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0.0012

3.4598