MATH2114 Lecture Notes

Numerical Methods and Statistics for Engineers

Solution of Nonlinear Equations
Dr Eddie Ly
School of Mathematical & Geospatial Sciences (SMGS)
College of Sciences, Engineering & Health (SEH)
RMIT University, Melbourne, Australia
July 2014
Contents
1 Introduction 2
2 Bisection Method 3
2.1 Convergence Criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3 Fixed Point Iteration Method 7
3.1 Convergence Criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
4 Rate of Convergence 9
5 Termination of the Iterations 10
6 Newtons Method 10
6.1 Convergence and Stopping Criterions . . . . . . . . . . . . . . . . . . . . . . . . . 12
7 Secant Method 14
7.1 Convergence and Stopping Criterions . . . . . . . . . . . . . . . . . . . . . . . . . 14
8 Remarks on Multiple Roots 15
9 Self Assessment Exercises 17
1
2 Solution of Nonlinear Equations
1 Introduction
Since in senior high school, you learned to use the quadratic formula,
x =
b

b
2
4ac
2a
to solve
f(x) = ax
2
+ bx + c = 0,
where a, b and c are constants. The values obtained with the above quadratic formula
are called the roots, or solutions, of the function f(x). They represent the values of x
(denoted by a variable r in this document) that make f(x) equal to zero. Thus, we can
dene the root of an equation as the value of x that makes f(r) = 0. For this reason,
roots are sometimes called the zeros of the equation. If f(r) = 0 and f

(r) = 0, then
r is a simple root. For example, for f(x) = x
2
1, the simple roots are x = 1, since
f(1) = 0, f

(x) = 2x and f

(1) = 2 = 0 . Although, the quadratic formula is handly

for solving such equation, there are many other (nonlinear) functions for which the root
cannot be determined so easily. For these cases, the numerical methods described here
provide ecient means to obtain the answers.
The methods for solving nonlinear equations are iterative methods, where a sequence of
approximations to the solution is computed. The iteration is terminated once a suciently
accurate estimate is found. An equation f(x) = 0 may have no roots, a nite number of
roots, or innitely number of roots. Often for a simple function, the number of roots and
their approximate value can be found using a sketch.
EXAMPLE
Determine the approximate values of the roots of x
2
+ e
x
= 4 .
solution:
The equation can be written as e
x
= 4 x
2
, so we sketch the functions y = e
x
and y = 4 x
2
on the same axes, and estimate the x-coordinates of the points of
intersection.
2.5 2 1.5 1 0.5 0 0.5 1 1.5 2
0
1
2
3
4
5
6
X
Y
y = 4x
2
y = e
x
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 3
From the sketch, we can see that there are two roots with r
1
1.95 and r
2
1.05.
We can verify the estimates as follows :
f(x) = x
2
+ e
x
4,
f(1.95) = (1.95)
2
+ e
1.95
4 0.06,
f(1.05) = (1.05)
2
+ e
1.05
4 0.04 .
Although, graphical methods are useful for obtaining rough estimates of roots, they are
limited because of their lack of precision. An alternative approach is to use trial and error,
a technique consists of guessing a value of x and evaluating whether f(x) is zero. If not,
another guess is made, and f(x) is again evaluated to determine whether the new value
provides a better estimate of the root. The process is repeated until a guess is obtained
that results in f(x) 0 . Such graphical, and trial and error, methods are obviously
inecient and inadequate for the requirements of scientic and engineering practice. This
course presents alternatives that are also approximate, but employ systematic strategies
to home in on the root.
2 Bisection Method
If f(x) is continuous on the interval, a x b, and f(a) and f(b) have opposite sign,
that is, f(a) f(b) < 0, then there is at least one root in the interval. Suppose that there
is only one root in the interval. If the interval is halved, the interval which contains the
root can be determined, and this process continued until the root is known to sucient
accuracy. This method is known as the bisection method, binary chopping, interval halving
or Bolzanos method.
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
10
8
6
4
2
0
2
4
X
Y
y = f(x)
c
0
b
0
a
0
b
1
a
2
a
3
original interval
first iteration
second iteration
third iteration
a
1
c
1
b
2
c
2
b
3
c
3
root, x = r
4 Solution of Nonlinear Equations
As shown in the illustration, the original interval is denoted by [a
0
, b
0
], the subsequent
intervals by [a
1
, b
1
], [a
2
, b
2
], [a
3
, b
3
], and so on. Suppose that we know the root lies in the
interval [a, b]. We compute the midpoint of the interval, c =
1
2
(a+b), and if f(b)f(c) < 0,
then the root r lies in the interval dened by c x b, so a is replaced by c. Otherwise,
the root r is in the interval dened by a x c, and b is replaced by c. By now, we have
an interval which is half as long and still contains the root. This bisection of the interval
is repeated until we can estimate the root to the required accuracy.
At each iteration, we take x = c as the current estimate of the root. Suppose that an
estimate of the root is required such that
| Error | ,
where is a given tolerance. It can be seen from the illustration that r cannot be further
from c than the distance of b from c, that is,
|r c| b c .
Hence, the iteration is terminated when
b c ; 0 < 1.
EXAMPLE
Use the bisection method to nd the root of x 1 = e
x
that lies in the interval
[1, 1.4] to a tolerance of 0.02.
solution:
Let f(x) = x 1 e
x
, a
0
= 1, b
0
= 1.4 and = 0.02 . Thus,
c
0
=
1
2
(
a
0
+ b
0
)
= 1.2 ,
f(c
0
) = f(1.2)
= 1.2 1 e
1.2
= 0.10 ,
f(b
0
) = f(1.4)
= 1.4 1 e
1.4
= 0.15 .
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 5
Since f(b
0
) f(c
0
) < 0, the next interval that contains the root is [c
0
, b
0
], which is
half as long as the original interval [a
0
, b
0
]. For next iteration, we set a
1
= c
0
and
b
1
= b
0
, and compute c
1
, f(c
1
) and f(b
1
) (which is same as f(b
0
) since b
1
= b
0
) :
a
1
= c
0
= 1.2 ,
b
1
= b
0
= 1.4 ,
c
1
=
1
2
(
a
1
+ b
1
)
= 1.3 ,
f(c
1
) = f(1.3)
= 1.3 1 e
1.3
= 0.027 ,
f(b
1
) = f(b
0
)
= 0.15 .
Since f(b
1
) f(c
1
) > 0, then root must be in the interval [a
1
, c
1
]. So, for the next
iteration, we set a
2
= a
1
, b
2
= c
1
and f(b
2
) = f(c
1
). The bisection of the interval
is repeated until we can estimate the root to the required accuracy. Putting the
computed results in a table provides :
a b c b c f(b) f(c) f(b) f(c) action
1 1.4 1.2 0.2 (> ) 0.15 0.10 < 0 Set a = c
1.2 1.4 1.3 0.1 (> ) 0.15 0.027 > 0 Set b = c, f(b) = f(c)
1.2 1.3 1.25 0.05 (> ) 0.027 0.037 < 0 Set a = c
1.25 1.3 1.275 0.025 (> ) 0.027 0.0044 < 0 Set a = c
1.275 1.3 1.2875 0.0125 (< )
The iteration is terminated, because b c = 0.0125 is smaller than the tolerance of
0.02. The estimate of the root is r 1.2875, and it is known that 1.275 r 1.3 .
2.1 Convergence Criterion
Let the original interval be designated by (a
0
, b
0
) and succeeding ones by (a
1
, b
1
), (a
2
, b
2
),
etc., or (a
n
, b
n
) for n = 1, 2, 3, . . . . Then, the intervals are
b
1
a
1
=
1
2
(b
0
a
0
),
b
2
a
2
=
1
2
(b
1
a
1
)
=
1
2
2
(b
0
a
0
),
6 Solution of Nonlinear Equations
b
3
a
3
=
1
2
(b
2
a
2
)
=
1
2
3
(b
0
a
0
),
.
.
. =
.
.
.
b
n
a
n
=
1
2
n
(b
0
a
0
).
Since c is the midpoint of the interval [a, b], then c
n
=
1
2
(a
n
+ b
n
), and
|r c
n
| b
n
c
n
=
1
2
(b
n
a
n
)
=
1
2
n+1
(b
0
a
0
).
As n ,
1
2
n+1
(b
0
a
0
) 0, thus |r c
n
| 0 as well. Hence, c
n
approaches the root r
as n . That is, the bisection method converges for any initial interval containing the
root. Furthermore, for an initial interval [a
0
, b
0
] and a given tolerance , we can estimate
the required number of iterations n by noticing that |r c
n
| if
1
2
n+1
(b
0
a
0
) n
ln
(
b
0
a
0

)
ln 2
1.
Note that the number of iterations is independent of the function f(x).
EXAMPLE
How many iterations of the bisection method are required to nd the solution of
x 1 e
x
= 0 to six decimal places if the initial interval [1, 1.5] is used ?
solution:
A tolerance of = 5 10
7
(or smaller) is required to ensure six decimal places
accuracy. Here, a
0
= 1 and b
0
= 1.5, then
n
ln
(
1.51
510
7
)
ln 2
1 18.9 .
At least 19 iterations are required.
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 7
3 Fixed Point Iteration Method
Suppose that x = g(x) is a rearrangement of f(x) = 0. Then, f(r) = 0 implies that
r = g(r), and the root r is called a xed point of the function g(x). A xed point can
sometimes be found using the xed point iteration method (also known as simple iteration,
method of successive substitution and one-point iteration),
x
n+1
= g(x
n
) for n = 0, 1, 2, . . . ,
given an initial estimate x
0
of the root r . The above relation provides a formula to predict
a new value of x as a function of an old value of x. Examples of convergent and divergent
iteration are shown below:
X
Y
g(x
0
)=x
1
g(x
1
)=x
2
x
2
x
1
x
0
y = g(x)
y = x
r
Convergent fixed point iteration
Y
r
x
0
x
2
x
1
Divergent fixed point iteration
g(x
0
) = x
1
g(x
1
) = x
2
y = g(x)
y = x
X
8 Solution of Nonlinear Equations
3.1 Convergence Criterion
Recalling that the error represents the dierence between the true value and approximate
(estimate) value. If r represents the exact root of f(x) and x
n+1
represents the most
recent estimate of r, then the error of x
n+1
is
e
n+1
= r x
n+1
.
Since r = g(r) amd x
n+1
= g(x
n
), we have
e
n+1
= r x
n+1
= g(r) g(x
n
)
= g

(
n
)(r x
n
) for
n
(r, x
n
) (by Mean Value Theorem)
= g

(
n
) e
n
.
Suppose that |g

(x)| K for |r x| < . Then,

|e
n+1
| =

(
n
) e
n

(
n
)

e
n

K|e
n
| if |e
n
| <
K
(
K|e
n1
|
)
= K
2
|e
n1
| if |e
n1
| <
K
2
(
K|e
n2
|
)
= K
3
|e
n2
| if |e
n2
| <
.
.
.
.
.
.
.
.
.
K
n+1
|e
0
| if |e
0
| < .
If K < 1, K
n+1
0 and K
n+1
|e
0
| 0 as n for any value of e
0
. Hence, |e
n+1
| =
|r x
n+1
| 0. Therefore, x
n+1
approaches the exact root r as n . As a result, the
xed point iteration x
n+1
= g(x
n
) converges to r for any initial value x
0
(r , r +) if

(x)

K < 1 for all x (r , r + ).

Note that the smaller the value of K, the faster the convergence. It can be shown that
the xed point iteration method will not converge if

(r)

> 1.
EXAMPLE
Two rearrangements of the equation e
x
= sin x are
x = log(sin x) and x = arcsin
(
e
x
)
.
Determine if the xed point iteration method will converge to the rst positive
solution r 0.6 for these rearrangements. If the iteration does converge, compute
x
3
using initial value of 0.6.
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 9
solution:
If g(x) = log(sin x) then
g

(x) =
d
dx
[
log(sin x)
]
=
cos x
sin x
= cot x,
giving g

(r) = g

(0.6) 1.4617. Since

(x)

> 1, the xed point iteration method

will not converge.
If g(x) = arcsin
(
e
x
)
, then
g

(x) =
d
dx
arcsin
(
e
x
)
=
e
x

1 e
2x
,
so g

(r) = g

(0.6) 0.6565. As

(x)

< 1 near the root, the xed point iteration

method will converge.
Using the second arrangement of the equation, the iteration x
n+1
= arcsin(e
x
n
)
with starting value of x
0
= 0.6 provides
x
1
= arcsin(e
x
0
)
= 0.580942 ,
x
2
= arcsin(e
x
1
)
= 0.593627 ,
x
3
= arcsin(e
x
2
)
= 0.585145 .
Note that the convergence is rather slow, as expected from the large value of

(x)

.
4 Rate of Convergence
Suppose x
0
, x
1
, x
2
, . . . , is a sequence of approximation to a root, r . If x
n
r as n ,
we say the sequence is convergent. The rate of convergence is important. If
lim
n
|r x
n+1
|
|r x
n
|
p
= lim
n
|e
n+1
|
|e
n
|
p
= K
for positive constants K and p, we say that x
n
converges to r with order of convergence
p. The larger the value of p and the smaller the value of K, the faster the convergence. If
p = 1 and K < 1, the sequence is said to converge linearly, and if p = 2, the convergence
is quadratic.
10 Solution of Nonlinear Equations
For the xed point iteration method, x
n+1
= g(x
n
), it was shown that
e
n+1
= g

(c
n
)e
n
where c
n
(x
n
, r) .
Thus,
lim
n
|e
n+1
|
|e
n
|
= lim
n

(c
n
)

(r)

,
so iteration will converge linearly if K =

(r)

< 1. If g

(r) = 0, the order of convergence

will be two or higher. The bisection method converges linearly with K = 1/2.
5 Termination of the Iterations
We want to terminate the iteration process when the estimate x
n
is suciently close to
the actual root r, that is when |r x
n
| for some prescribed tolerance . There are
several criterions that are employed in practice to terminate such iteration process. One
criterion is to terminate when |f(x
n
)| (since f(x
n
) 0 when x
n
r), but this does
not ensure that |r x
n
| . Another criterion is to terminate when |x
n+1
x
n
| .
6 Newtons Method
One of the major achievements in mathematics was the proof that polynomial equations of
degree greater than four cannot be solved by means of a formula (proved by the Norwegian
mathematician, Niels Henrik Abel (18021829)).
r x
2
x
1
x
0
x
slope = f

(x
0
)
slope = f

(x
1
)
y = f(x)
(x
0
, f(x
0
))
(x
1
, f(x
1
))
y
The Newtons method can be derived on the basis of the geometrical interpretation of
the above illustration. Suppose f(x) is dierentiable, and has a root at an unknown point
x = r. If we have a point x
0
close to r, we could obtain a better approximation to r by
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 11
drawing a tangent line through the point
(
x
0
, f(x
0
)
)
. This tangent line given by
f

(x
0
)
rise
run
=
f(x
0
) 0
x
0
x
1
would cut the x-axis at x = x
1
, which will be our new estimate of r. Solving for x
1
gives
x
1
= x
0

f(x
0
)
f

(x
0
)
provided f

(x
0
) = 0.
Repeat the procedure at
(
x
1
, f(x
1
)
)
, and let x
2
be the x-intercept of the second tangent
line. From
f

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

f(x
1
)
f

(x
1
)
provided f

(x
1
) = 0.
Continuing in this manner, we determine x
n+1
from
x
n+1
= x
n

f(x
n
)
f

(x
n
)
for n = 0, 1, 2, . . . and provided f

(x
n
) = 0.
The repetitive use of the above formula yields a sequence x
1
, x
2
, x
3
, . . . , of approximations
that converges to the root r ; that is, x
n
r as n . This method is called Newtons
method or Newton-Raphson method. A potential problem in implementing this method
is the evaluation of the derivative. Although this is not inconvenient for polynomials and
many other functions, there are certain functions whose derivatives may be impossible,
extremely dicult (if possible), or computationally expensive to evaluate. For these cases,
the derivative can be approximated by a backward nite divided dierence approximation,
f

(x
n
)
f(x
n
) f(x
n1
)
x
n
x
n1
.
EXAMPLE
Perform two iterations of Newtons method with x
0
= 1.2 to nd an estimate of the
root of x 1 = e
x
.
solution:
Let f(x) = x 1 e
x
. Then, f

(x) = 1 + e
x
, and
x
n+1
= x
n

x
n
1 e
x
n
1 + e
x
n
for n = 0, 1, 2, . . . .
12 Solution of Nonlinear Equations
Newtons iterations :
x
1
= x
0

x
0
1 e
x
0
1 + e
x
0
= 1.2
1.2 1 e
1.2
1 + e
1.2
= 1.277770 ,
x
2
= x
1

x
1
1 e
x
1
1 + e
x
1
= 1.277770
1.277770 1 e
1.277770
1 + e
1.277770
= 1.278465 .
Hence, r x
2
= 1.2785 .
6.1 Convergence and Stopping Criterions
Newtons method converges quadratically (p = 2) to a simple root, since
lim
n
|e
n+1
|
|e
n
|
p
= lim
n
|r x
n+1
|
|r x
n
|
2
= lim
n

(c
n
)
2f

(x
n
)

=
|f

(r)|
2 |f

(r)|
(note x
n
r as n )
= K.
But, for a multiple root f

(r) = 0, the convergent rate reduces to linear (p = 1).

The method is terminated when
|x
n+1
x
n
| ,
ensuring |r x
n
| for a simple root. Of course, x
n+1
will have an even smaller error.
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 13
EXAMPLE
Find the solution of x
3
= 2 to a tolerance of 0.0005 using Newtons method with
x
0
= 1.2 .
solution:
Let f(x) = x
3
2. Then f

(x) = 3x
2
, and
x
n+1
= x
n

f(x
n
)
f

(x
n
)
= x
n

x
3
n
2
3x
2
n
for n = 0, 1, 2, . . . .
For n = 0 (rst iteration):
x
1
= x
0

x
3
0
2
3x
2
0
= 1.2
(1.2)
3
2
3 (1.2)
2
= 1.262963 .
Since |x
1
x
0
| = 0.062963 > 0.0005, we continue with the next iteration (n = 1):
x
2
= x
1

x
3
1
2
3x
2
1
= 1.262963
(1.262963)
3
2
3 (1.262963)
2
= 1.259928 .
Again, |x
2
x
1
| = 0.003035 > 0.0005, so we continue to the next iteration (n = 2):
x
3
= x
2

x
3
2
2
3x
2
2
= 1.259928
(1.259928)
3
2
3 (1.259928)
2
= 1.259921 .
Now, |x
3
x
2
| = 7.321 (10
6
) < 0.0005, then the iteration process is terminated,
and x
3
= 1.259921 is accepted as an approximation to r. That is, r 1.256. Note
that the exact solution is
3

2 1.25992105, then the error in the approximation is

about 5 (10
8
), which is much smaller than 7.321 (10
6
).
14 Solution of Nonlinear Equations
7 Secant Method
In the secand method, an approved estimate x
2
of the solution of f(x) = 0 is found from
two estimates x
0
and x
1
by determining the point where the chord cuts the x-axis (see
illustration shown below). Note that x
0
and x
1
do not have to bracket the solution.
r x
2
x
1
x
0
x
y = f(x)
(x
0
, f(x
0
))
(x
1
, f(x
1
))
y
Equating the two expressions for the slope (for intervals [x
1
, x
0
] and [x
1
, x
2
]) of the chord :
slope
rise
run
=
f(x
0
) f(x
1
)
x
0
x
1
=
f(x
2
) f(x
1
)
x
2
x
1
.
Solving the above relation for x
2
, noting that f(x
2
) = 0, gives
x
2
x
1
=
0 f(x
1
)
f(x
0
) f(x
1
)
(x
0
x
1
) x
2
= x
1

f(x
1
)(x
1
x
0
)
f(x
1
) f(x
0
)
.
The next approximation x
3
is computed in the same manner from x
1
and x
2
, and so on.
The secant method can be formulated as
x
n+1
= x
n

f(x
n
)(x
n
x
n1
)
f(x
n
) f(x
n1
)
for n = 1, 2, 3, . . . .
7.1 Convergence and Stopping Criterions
For some problems, the secant method may not converge for some choices of x
0
and x
1
.
However, convergence is guaranteed if x
0
and x
1
are suciently close to r. The order of
convergence of the secant method is
p =
1 +

5
2
1.618 .
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 15
Consequently, the secant method can be expected to converge much faster than the bisec-
tion method (p = 1) or xed point iteration method (p = 1), but slower than the Newtons
method (p = 2). For a simple root with x
n
close to r, we have r x
n
x
n+1
x
n
. The
secant method is therefore terminated when
|x
n+1
x
n
| ,
which will ensure that |r x
n
| for a simple root.
EXAMPLE
Perform two iterations of the secant method with x
0
= 1.3 and x
1
= 1.1 to nd an
estimate of the root of x 1 = e
x
.
solution:
Let f(x) = x 1 e
x
. Then,
x
2
= x
1

f(x
1
)(x
1
x
0
)
f(x
1
) f(x
0
)
= 1.1
f(1.1)(1.1 1.3)
f(1.1) f(1.3)
= 1.278898 ,
and
x
3
= x
2

f(x
2
)(x
2
x
1
)
f(x
2
) f(x
1
)
= 1.278898
f(1.278898)(1.278898 1.1)
f(1.278898) f(1.1)
= 1.278473 .
After two iterations, the estimate is r x
3
= 1.278 .
8 Remarks on Multiple Roots
A multiple root corresponds to a point where a function is tangent to the x-axis. For
example, a double root results from
f(x) = (x 2)(x 1)(x 1),
or mutliplying terms, f(x) = x
3
4x
2
+ 5x 2. The equation has a double root, because
one value of x makes two terms in f(x) equal to zero. Graphically, this corresponds to
the curve touching the x-axis tangentially at the double root (the function touches the
16 Solution of Nonlinear Equations
axis, but does not cross it at the root). A triple root corresponds to the case where one
x value makes three terms in an equation equal to zero, as in
f(x) = (x 2)(x 1)(x 1)(x 1),
or multiplying terms, f(x) = x
4
5x
3
+9x
2
7x+2. Graphically, this function is tangent
to the axis at the root, but for this case the axis crossed. In general, odd multiple roots
cross the axis, whereas even ones do not. For example, the quadruple root (four repeated
roots) does not cross the axis.
Multiple roots pose some diculties for many of the numerical methods presented in
this document :
(1) The fact that the function does not change sign at even multiple roots precludes
the use of the reliable bracketing methods such as the bisection method. Therefore,
you are limited to the xed point iteration method that may diverge.
(2) Another issue is related to the fact that not only f(x), but also f

(x) goes to
zero at the root. This poses problems for both the Newtons method and secant
method, which both contain the derivative (or its estimate) in the denominator of
their respective formulae. This could result in division by zero when the solution
converges very close to the root.
(3) It can be demonstrated that the Newtons method and secant method are linearly,
rather than quadratically, convergent for multiple roots. However, the formula for
the Newtons method can be slightly modied in the following manner to return the
method to its quadratic convergence,
x
n+1
= x
n
m
f(x
n
)
f

(x
n
)
,
where m is the multiplicity of the root. That is, m = 2 for a double root, m = 3
for a triple root, etc. Of course, this may be an unsatisfactory alternative, because
it hinges on foreknowledge of the multiplicity of the root. Another alternative is to
dene a new function u(x) as the ratio of the function to its derivative,
u(x) =
f(x)
f

(x)
.
It can be shown that this function has roots at all the same locations as the original
function. Therefore, this function can be inserted into the Newtons method to
develop an alternative form,
x
n+1
= x
n

u(x
n
)
u

(x
n
)
.
Lecture Notes MATH2114 Numerical Methods and Statistics for Engineers 17
9 Self Assessment Exercises
[1] Beginning with the interval [0, /2], carry out three iterations of the bisection
method to nd an estimate of the root of 5x = 4 + sin x.
[2] Use the bisection method with a tolerance of 1/20 to nd the solution of x = 2 sin x
that lies in the interval x [1, 2].
[3] Determine the error bound for the estimate of the solution after ve iterations of
the bisection method if initial interval [2, 1.6] is used.
[4] Estimate the number of iterations required by the bisection method to nd the root
of x 2 sin x = 0 that lies between x = 1 and x = 2 for the tolerance of 10
6
.
[5] Show that the iteration x
n+1
= 2 sin x
n
will converge to the rst positive root
(r 1.9) of x 2 sin x = 0. Using x
0
= 1.9, compute x
3
.
[6] Two rearrangements of the equation,
e
x
= 2 cos x,
are x = ln(2 cos x) and x = arccos(
1
2
e
x
). Are either of these suitable to nd the
root r 1.5 using a xed point iteration method ?
[7] Show that the bisection method converges linearly with K = 1/2.
[8] Using x
0
= 1.5, perform two iterations of the Newtons method to nd an estimate
of the root of x = 2 sin x.
[9] Estimate the negative solution of e
x/2
= 2 x
2
using the Newtons method with
x
0
= 1.2 and a tolerance of 10
4
.
[10] Using the secant method with x
0
= 1 and x
1
= 2, nd the approximation x
3
to the
positive root of x = 2 sin x.
[11] Compute the negative solution of e
x/2
= 2x
2
to three decimal place accuracy (use
= 0.0005) using the secant method with x
0
= 1.2 and x
1
= 1.3 .
[12] Suppose we wish to solve the nonlinear equation, x = 0.8 + 0.2 sin x.
(a) Beginning with the interval [0, /2], perform three iterations of the bisection
method.
(b) How many iterations of the bisection method are required to estimate the
solution to within 10
4
?
18 Solution of Nonlinear Equations
(c) Use Newtons method with x
0
= /4 to estimate x
1
and x
2
.
(d) What is the approximate size of the error of x
2
, obtained from the Newtons
method, as an estimate of the solution of the above equation ?
(e) Taking x
0
= 0 and x
1
= /2, compute x
2
and x
3
using the secant method.
[13] Suppose we wish to solve the nonlinear equation,
f(x) = x e
x1
= 0.
(a) Use Newtons method to nd improved approximations x
1
, x
2
and x
3
from an
initial approximation x
0
= 2.
(b) Describe the observed rate of convergence of Newtons method given that the
exact solution is x = 1. What do the results suggest about the nature of the
solution at x = 1 ?
[14] Given f(x) = 2x
6
1.6x
4
+ 12x + 1. Use bisection method to determine the
maximum of this function. Employ initial interval of [0, 1], and perform iterations
until the error is less than 0.005.
[15] The velocity v of a falling parachutist is given by
v =
gm
c
d
(
1 e
ct/m
)
where g = 9.8 m/s
2
. For a parachutist with a drag coecient c
d
= 15 kg/s, compute
the mass m, so that the velocity is 35 m/s at time t = 9 s . Use the bisection method
to nd m to three decimal places accuracy.