The Newton-Raphson Method

Major: Chemical Engineering

Subject: Chemical Engineering Mathematics 2
Author: Andrew KUMORO

Dept. of Chemical Engineering
Diponegoro University
2013


http://numericalmethods.eng.usf.edu 2
http://numericalmethods.eng.usf.edu 3
Why?


But


? 0 sin
? 0
2 3 4 5
= = +
= = + + + + +
x x x
x f ex dx cx bx ax
Roots of Equations

a
ac b b
x c bx ax
2
4
0
2
2

= = + +

http://numericalmethods.eng.usf.edu 4
http://numericalmethods.eng.usf.edu 5
http://numericalmethods.eng.usf.edu 6
http://numericalmethods.eng.usf.edu 7
http://numericalmethods.eng.usf.edu 8
FINDING ROOTS of NON LINEAR
EQUATIONS
1. Successive Substitution Method
2. Wegstein Method
3. Method of Linear Interpolation (False
Position)
4. Bisection Method
5. Secant Method
6. Newton-Raphson Method

http://numericalmethods.eng.usf.edu 9
Method of Linear Interpolation
(False Position)
10
For the arbitrary equation of one variable, f(x)=0

1. Pick x
l
and x
u
such that they bound the root of interest, check
if f(x
l
).f(x
u
) <0.

2. Estimate the root by evaluating f[(x
l
+x
u
)/2].

3. Find the pair
If f(x
l
). f[(x
l
+x
u
)/2]<0, root lies in the lower interval, then
x
u
=(x
l
+x
u
)/2 and go to step 2.
The Bisection Method
11
If f(x
l
). f[(x
l
+x
u
)/2]>0, root
lies in the upper interval, then
x
l
= [(x
l
+x
u
)/2, go to step 2.

If f(x
l
). f[(x
l
+x
u
)/2]=0, then
root is (x
l
+x
u
)/2 and
terminate.

4. Compare c
s
with c
a


5. If c
a
<

c
s,
stop. Otherwise
repeat the process.
% 100
2
2
% 100
2
2

u l
u l
u
u l
u l
l
x x
x x
x
or
x x
x x
x
+
+

+
+

12
13
Evaluation of Method
Pros
Easy
Always find root
Number of iterations
required to attain an
absolute error can be
computed a priori.



Cons
Slow
Know a and b that
bound root
Multiple roots
No account is taken of
f(x
l
) and f(x
u
), if f(x
l
)
is closer to zero, it is
likely that root is
closer to x
l
.
The Secant Method
The derivative
is replaced by a backward
finite divided difference
) ( ) (
) )( (
i 1 i
i 1 i i
i 1 i
x f x f
x x x f
x x

+
Thus, the formula
predicting the x
i+1
is:
/
1
1
( ) ( )
( )
i i
i
i i
f x f x
f x
x x

/
( )
i
f x
Comparison of convergence of False
Position and Secant Methods
Use the false-position and secant method to find the root of
f(x)=lnx. Start computation with x
l
= x
i-1
=0.5, x
u
=x
i
= 5.
1. False position method







2. Secant method
Iter x
i-1
x
i
x
i+1


1 0.5 5.0 1.8546

2 5 1.8546 -0.10438


I ter x
l
x
u
x
r

1 0.5 5.0 1.8546
2 0.5 1.8546 1.2163
3 0.5 1.2163 1.0585
http://numericalmethods.eng.usf.edu 16
1. derive the Newton-Raphson method formula

2. develop the algorithm of the Newton-Raphson method

3. use the Newton-Raphson method to solve a nonlinear
equation

4. discuss the drawbacks of the Newton-Raphson method.
Competences to be achieved:
http://numericalmethods.eng.usf.edu 17
Introduction

Methods such as the bisection method and the false
position method of finding roots of a nonlinear
equation f (x) = 0 require bracketing of the root by two
guesses. Such methods are called bracketing methods.
These methods are always convergent since they are
based on reducing the interval between the two
guesses so as to zero in on the root of the equation.
http://numericalmethods.eng.usf.edu 18
In the Newton-Raphson method, the root is not
bracketed. In fact, only one initial guess of the root is
needed to get the iterative process started to find the
root of an equation. The method hence falls in the
category of open methods. Convergence in open
methods is not guaranteed but if the method does
converge, it does so much faster than the bracketing
methods.
Open Methods
Bracketing methods are based on assuming an
interval of the function which brackets the root.
The bracketing methods always converge to the
root.
Open methods are based on formulas that
require only a single starting value of x or two
starting values that do not necessarily bracket
the root.
These method sometimes diverge from the true
root.
Open Methods-
Convergence and Divergence
Concepts
Converging increments
f(x)
x
i
x
i+1

x
f(x)
x
i
x
i+1

x
Diverging increments
Most widely used method.
Based on Taylor series expansion:
...
! 2
) ( ) ( ) ( ) (
2
1
+
A
' '
+ A
'
+ =
+
x
x f x x f x f x f
i i i i
Newton-Raphson Method
The root is the value of x
i+1
when f (x
i+1
) = 0
22
Newton-Raphson Method
) (
) (
) ( 0
1
1
i
i
i i
i i i i
x f
x f
x x
x x ) (x f ) f(x
'
=

'
+ =
+
+
Solve for
Newton-Raphson formula
Newton-Raphson Method
Rearranging the equation and obtain:
Newton-Raphson Method
Figure 1. Geometrical illustration of the Newton-Raphson
method.
24
f(x)
Root
x
x
i

x
i+1

f(x)
Slope f
/
(x
i
)
f(x
i
)
) (
) (
0 ) ( ) (
) (
/
1
1
/
i
i
i i
i i
i
i
x f
x f
x x
x x
x f
x
x f
x f
=

A
A
=
+
+
A tangent to f(x) at the initial point x
i
is extended
till it meets the x-axis at the improved estimate of
the root x
i+1
.

The iterations continues till the approx. error
reaches a certain limiting value.
f(x)
Root
x
x
i

x
i+1

f(x)
Slope f
/
(x
i
)
f(x
i
)
B
o
A C
) (
) (
1
i
i
i i
x f
x f
x x
'
=
+
1
) (
) ( '
+

=
i i
i
i
x x
x f
x f
AC
AB
= ) o tan(
Figure 2. Derivation of the Newton-Raphson
method.
Derivation
Algorithm for Newton-
Raphson Method
27
Step 1
) (x f
'
Evaluate
symbolically.
28
Step 2
( )
( )
i
i
i i
x f
x f
- = x x
'
+1
Use an initial guess of the root, , to estimate the new
value of the root, , as
i
x
1 + i
x
29
Step 3
0 10
1
1

x
- x x
=
i
i i
a
e
+
+
Find the absolute relative approximate error as
a
e
30
Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance .





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.
s
e

Is ?

Yes
No
Go to Step 2 using new
estimate of the root.
Stop the algorithm
s a
>e e
31
Stop
1
while
c
a
>c
s
&
i <maxi
i=1
or
x
n
=0
x
0
=x
n

100%
n o
a
n
x x
x
c

=
Print: x
o
, f(x
o
) ,c
a
,
i

( )
( )
0
0
'
0
1
n
f x
x x
f x
i i
=
= +
False
True
The Newton Raphson Method
1 1 ) (
) (
/
1
+

+ =


= =

+
x
x
i
x
x
i
i
i
i i
e
x e
x
e
x e
x
x f
x f
x x
Use the Newton-Raphson method to find the
root of e
-x
-x= 0 of function
f(x) = e
-x
-x and f`(x)= -e
-x
-1; thus

Iter. x
i
c
t
%
0 0 100
1 0.5 11.8
2 0.566311003 0.147
3 0.567143165 0.00002
4 0.567143290 <10
-8
Example 1
You are working for DOWN THE TOILET COMPANY
that makes floats for ABC commodes. The floating
ball has a specific gravity of 0.6 and has a radius of
5.5 cm. You are asked to find the depth to which
the ball is submerged when floating in water.

Figure 3 Floating ball problem.
34
Radius = R
Density =
Example 1 Cont.
The equation that gives the depth x in meters
to which the ball is submerged under water is
given by
( )
4 2 3
10 993 3 165 0
-
. + x . - x x f =
Use the Newtons method of finding roots of equations to find
a) the depth x to which the ball is submerged under water. Conduct three
iterations to estimate the root of the above equation.
b) The absolute relative approximate error at the end of each iteration, and
c) The number of significant digits at least correct at the end of each
iteration.
35
Figure 3 Floating ball problem.
Example 1 Cont.
( )
4 2 3
10 993 3 165 0
-
. + x . - x x f =
36
To aid in the understanding
of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where
Solution
Figure 4 Graph of the function f(x)
Example 1 Cont.
37
( )
( ) x - x x f
. + x . - x x f
-
33 . 0 3 '
10 993 3 165 0
2
4 2 3
=
=
Let us assume the initial guess of the root of is
. . This is a reasonable guess (discuss why
and are not good choices) as the
extreme values of the depth x would be 0 and the
diameter (0.11 m) of the ball.
( ) 0 = x f
m 05 . 0
0
= x
0 = x m 11 . 0 = x
Solve for
( ) x f '
( )
( )
( ) ( )
( ) ( )
( )
06242 . 0
01242 . 0 0.05
10 9
10 118 . 1
0.05
05 . 0 33 . 0 05 . 0 3
10 .993 3 05 . 0 165 . 0 05 . 0
05 . 0
'
3
4
2
4
2 3
0
0
0 1
=
=


=

+
=
=

x f
x f
x x
38
Iteration 1
The estimate of the root is
Example 1 Cont.
39
Figure 5 Estimate of the root for the first iteration.
Example 1 Cont.
% 90 . 19
100
06242 . 0
05 . 0 06242 . 0
100
1
0 1
=

= e
x
x x
a
40
The absolute relative approximate error at the end of Iteration 1
is
a
e
The number of significant digits at least correct is 0, as you need an
absolute relative approximate error of 5% or less for at least one
significant digits to be correct in your result.
Example 1 Cont.
( )
( )
( ) ( )
( ) ( )
( )
06238 . 0
10 4646 . 4 06242 . 0
10 90973 . 8
10 97781 . 3
06242 . 0
06242 . 0 33 . 0 06242 . 0 3
10 .993 3 06242 . 0 165 . 0 06242 . 0
06242 . 0
'
5
3
7
2
4
2 3
1
1
1 2
=
=


=

+
=
=

x f
x f
x x
41
Iteration 2
The estimate of the root is
Example 1 Cont.
42
Figure 6 Estimate of the root for the Iteration 2.
Example 1 Cont.
% 0716 . 0
100
06238 . 0
06242 . 0 06238 . 0
100
2
1 2
=

= e
x
x x
a
43
The absolute relative approximate error at the end of Iteration 2
is
a
e
The maximum value of m for which is 2.844.
Hence, the number of significant digits at least correct in the
answer is 2.
m
a

s e
2
10 5 . 0
Example 1 Cont.
Example 1 Cont.
( )
( )
( ) ( )
( ) ( )
( )
06238 . 0
10 9822 . 4 06238 . 0
10 91171 . 8
10 44 . 4
06238 . 0
06238 . 0 33 . 0 06238 . 0 3
10 .993 3 06238 . 0 165 . 0 06238 . 0
06238 . 0
'
9
3
11
2
4
2 3
2
2
2 3
=
=


=

+
=
=

x f
x f
x x
44
Iteration 3
The estimate of the root is
45
Figure 7 Estimate of the root for the Iteration 3.
Example 1 Cont.
% 0
100
06238 . 0
06238 . 0 06238 . 0
100
2
1 2
=

= e
x
x x
a
46
The absolute relative approximate error at the end of Iteration 3
is
a
e
The number of significant digits at least correct is 4, as only 4
significant digits are carried through all the calculations.
Example 1 Cont.
Advantages and Drawbacks
of Newton Raphson Method

47
Advantages
Converges fast (quadratic convergence), if
it converges.
Requires only one guess
48
Drawbacks
49
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the root that
is close to the inflection point of the function may start
diverging away from the root in ther Newton-Raphson method.

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.
The root starts to diverge at Iteration 6 because the previous estimate
of 0.92589 is close to the inflection point of .
Eventually after 12 more iterations the root converges to the exact
value of
( ) x f
( ) ( ) 0 512 . 0 1
3
= + = x x f
( )
( )
2
3
3
1
1 3
512 . 0 1

+
=
+
i
i
i i
x
x
x x
1 = x
. 2 . 0 = x
Drawbacks Inflection Points
Iteration
Number
x
i

0 5.0000
1 3.6560
2 2.7465
3 2.1084
4 1.6000
5 0.92589
6 30.119
7 19.746
18 0.2000
( ) ( ) 0 512 . 0 1
3
= + = x x f
50
Figure 8 Divergence at inflection point for
Table 1 Divergence near inflection point.
2. Division by zero
For the equation


the Newton-Raphson method
reduces to




For , the
denominator will equal zero.


Drawbacks Division by Zero
( ) 0 10 4 . 2 03 . 0
6 2 3
= + =

x x x f
51
i i
i i
i i
x x
x x
x x
06 . 0 3
10 4 . 2 03 . 0
2
6 2 3
1

+
=

+
02 . 0 or 0
0 0
= = x x Figure 9 Pitfall of division by zero
or near a zero number
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.
For example for the equation has no real
roots.

Drawbacks Oscillations near local
maximum and minimum
( ) 0 2
2
= + = x x f
52
3. Oscillations near local maximum and minimum
Drawbacks Oscillations near local
maximum and minimum
53
-1
0
1
2
3
4
5
6
-2 -1 0 1 2 3
f(x)
x
3
4
2
1
-1.75 -0.3040 0.5 3.142
Figure 10 Oscillations around local
minima for .
( ) 2
2
+ = x x f
Iteration
Number
0
1
2
3
4
5
6
7
8
9
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
Table 3 Oscillations near local maxima
and mimima in Newton-Raphson method.
i
x ( )
i
x f %
a
e
4. Root Jumping
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 root.

For example


Choose


It will converge to

instead of
-1.5
-1
-0.5
0
0.5
1
1.5
-2 0 2 4 6 8 10
x
f(x)
-0.06307 0.5499 4.461 7.539822
Drawbacks Root Jumping
( ) 0 sin = = x x f
54
( ) x f
539822 . 7 4 . 2
0
= = t x
0 = x
2831853 . 6 2 = = t x Figure 11 Root jumping from intended
location of root for
.
( ) 0 sin = = x x f
The Modified Newton Raphson Method
Another u(x) is introduced such that u(x)=f(x)/f
/
(x);
Getting the roots of u(x) using Newton Raphson technique:
| | ) ( ) ( ) (
) ( ) (
)] ( [
) ( ) ( ) ( ) (
) (
) (
) (
//
2
/
/
1
2 /
// / /
/
2
/ /
/
/
1
i i i
i i
i i
i
i i i i
i
i
i
i i
x f x f x f
x f x f
x x
x f
x f x f x f x f
x u
v
uv v u
v
u
x u
x u
x x

=
|
.
|

\
|
=
+
+
This function has
roots at all the same
locations as the
original function
http://numericalmethods.eng.usf.edu 56
Modified Newton Raphson Method: Example
Using the Newton Raphson and Modified Newton Raphson
evaluate the multiple roots of
f(x)= x
3
-5x
2
+7x-3 with an initial guess of x
0
=0
| |
) 10 6 )( 3 7 5 ( ) 7 10 3 (
) 7 10 3 )( 3 7 5 (
) ( ) ( ) (
) ( ) (
2 3 2 2
2 2 3
//
2
/
/
1
+ +
+ +
=

=
+
i i i i i i
i i i i i
i
i i i
i i
i i
x x x x x x
x x x x x
x
x f x f x f
x f x f
x x
7 x 10 x 3
3 x 7 x 5 x
x
x f
x f
x x
2
i
i
2
i
3
i
i
i
i
i 1 i
+
+
= =
+
) (
) (
/
Newton Raphson formula:
Modified Newton Raphson formula:
Newton Raphson Modified Newton-Raphson
Iter x
i
e
t
% iter x
i
e
t
%
0 0 100 0 0 100
1 0.4286 57 1 1.10526 11
2 0.6857 31 2 1.00308 0.31
3 0.83286 17 3 1.000002 00024
4 0.91332 8.7
5 0.95578 4.4
6 0.97766 2.2
Newton Raphson technique is linearly converging towards the true
value of 1.0 while the Modified Newton Raphson is quadratically
converging.
For simple roots, modified Newton Raphson is less efficient and
requires more computational effort than the standard Newton
Raphson method
Comparison of Original/Modified Newton Raphson
59
Suatu cairan akan dialirkan dari suatu tangki 1 ke tangki 2
melalui pipa berdiameter D menggunakan sebuah pompa.
Panjang ekivalen pipa yang dipasang adalah (Le),
sedangkan hubungan antara head pompa (H, cm) dan
debit (Q, cc/det.) adalah W = 3718,5-2,3498Q+7,8474Q
2
-
9,5812.10
-8
.Q
3
). Berapa kecepatan aliran cairan di dalam
pipa (v) dan debit aliran (Q). Persamaan bernoulli dapat
digunakan untuk menyelesaikan masalah ini.
Jika f = 0,0596/(Re
0.215
) dan Re = ( vD/) serta Q =
(D
2
.v.t/4)
Diketahui = 1 (g/cc), = 0,01 (g/cm.det), g = 981
(cm/det
2
.), Le = 20000cm, D = 4 cm, z1= 300 cm dan z2
= 800 cm.
Tugas Kelompok
http://numericalmethods.eng.usf.edu 60
1
2
Z
2
Z
1
D, Le

V, Q

http://numericalmethods.eng.usf.edu 61
( )
1 exp 0
1
5
25
0.1
B X
X Da X
B X
Da
B

| |
+ =
|
+
\ .
=
=
=
Example First order reaction, in adiabatic CSTR
Find one solution
How many solutions ?
Solution multiplicity ? (x
2
-2x-1= 0)
f(x) = 0
The developed equation:
THE END