KIL1005: Numerical Methods for Engineering

Semester 2, Session 2019/2020

Lecture 2: Finding Roots of Equations
27 Feb 2020

Dr. Mahar Diana Hamid

Department of Chemical Engineering
University Malaya
Roots of Equations
Root of quadratic formula for f(x)=0

•Known
 b  b 2  4ac
ax  bx  c  0 
2
x
2a

•But
ax 5  bx 4  cx 3  dx 2  ex  f  0  x  ?
sin x  x  0  x  ?

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 Nonlinear Equation
Solvers

Graphical Bracketing Open Methods

All Iterative
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 Bracketing Methods

› Two initial guesses for the root are

required. These guesses must “bracket”
or be on either side of the root.

== > Fig. 5.1

› If one root of a real and continuous

function, f(x)=0, is bounded by values
x=xl, x =xu then
f(xl) . f(xu) <0. (The function changes sign on
opposite sides of the root) 4
Graphical Method: Example 1
  the graphical approach to determine the drag coefficient
›Use
needed for a parachutist with mass m = 68.1 kg to have a
velocity of 40 m/s after the free-falling for t = 10 s. The
acceleration due to gravity is 9.81 m/s2. Show step where you
check the answer by substituting c into the original equation.

Tip: Start with c = 0 and increase the value by 2, i.e. 0, 2, 4,

6,..,20
Figure 5.2 Figure 5.3

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 Figure 5.4b

Figure 5.4a

Figure 5.4c

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The Bisection Method
For the arbitrary equation of one variable, f(x)=0
1. Pick xl and xu such that they bound the root of interest,
check if f(xl).f(xu) <0.

2. Estimate the root by evaluating f[(xl+xu)/2].

3. Find the pair

• If f(xl). f[(xl+xu)/2]<0, root lies in the lower interval, then
xu=(xl+xu)/2 and go to step 2.

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• If f(xl). f[(xl+xu)/2]>0, root
lies in the upper interval, then
xl= [(xl+xu)/2, go to step 2.

xl  xu
• xl 
If f(xl). f[(xl+xu)/2]=0, then 2
100%
root is (xl+xu)/2 and xl  xu
terminate. 2
or

4. Compare e s with ea xl  xu
xu 
2
100%
xl  xu
5. If ea< es, stop. Otherwise 2
repeat the process.

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Figure 5.6

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Evaluation of Method
Pros
Cons
› Slow
Easy
› Know
Alwaysa find
and broot
that bound root
› Multiple roots

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Termination Criteria
 
› Without a termination criteria, the iteration will continue infinitely.
› Stopping criterion, εs – decide when to terminate the iteration.
› Happen when
εs = approximate relative error , εa

= root for the present iteration

= root for previous iteration
Example 2
Use Bisection method to solve problem in Example 1 using
xl=12 and xu=16. Calculate the root until the approximate
error falls below a stopping criterion of 0.5%.
Exercise 1
1.  Determine the root of:
›
(a) Graphically
(b) Using quadratic formula
(c) Using three iteration of the bisection method. Employ initial guesses of xl=5 and
xu=10. Compute the approximate relative error after each iteration.

1. 2. Determine the root of:

(a) Graphically
(b) Using the bisection method. Employ initial guesses of xl=0 and xu=1. Iterate until the
approximate relative error after each iteration falls below a stopping criterion of 10%.
The False-Position Method
(Regula-Falsi)
› If a real root is bounded
by xl and xu of f(x)=0,
then we can
approximate the
solution by doing a
linear interpolation
between the points [xl,
f(xl)] and [xu, f(xu)] to
find the xr value such
that l(xr)=0, l(x) is the
linear approximation of
f(x).

== > Fig. 5.12

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Procedure
›1.  Find a pair of values of x, xl and xu such that
fl=f(xl) <0 and fu=f(xu) >0 or fl=f(xl) >0 and
fu=f(xu) <0. E.g. f(xl). f(xu) < 0.
2. Estimate the value of the root from the
following formula (Refer to Box 5.1)
=
and evaluate f(xr).

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3. Use the new point to replace one of the original points,
keeping the two points on opposite sides of the x axis.

If f(xl).f(xr)<0 then root lies in the first subinterval and

xr becomes the upper limit for the next iteration.

If f(xl).f(xr)> 0 then root lies in the second subinterval

and xr becomes the lower limit for the next iteration.

If f(xr)=0 then you have found the root and need go no

further!

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4. See if the new xl and xu are close enough for
convergence to be declared. If they are not go back
to step 2.

› Why this method?

– Faster
– Always converges for a single root.

See Sec.5.3.1, Pitfalls of the False-Position Method

Note: Always check by substituting estimated root in the
original equation to determine whether f(xr) ≈ 0.

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Exercise 2
Solve the following problems using Regula-Falsi method.
- Example 2
- Exercise 3
Open Methods
Figure 6.1
› 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.

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Simple Fixed-point Iteration
•Rearrange the function so that x is on
the left side of the equation:
f ( x)  0  g ( x)  x
xk  g ( xk 1 ) xo given , k  1, 2, ...
•Bracketing methods are “convergent”.
•Fixed-point methods may sometime
“diverge”, depending on the stating point
(initial guess) and how the function
behaves. 21
Example 4

2
 𝑥 − 2 𝑥+3=0
Can be manipulated to yield
2
 𝑥= 𝑥 +3
2

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Example 5
Use simple fixed point iteration to locate the root of
f(x) = e-x - x
 Figure 6.2
Convergence

x=g(x) can be expressed as a

pair of equations:
y1=x
y2=g(x) (component
equations)
Plot them separately.

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Example 6
Separate the equation in Example 5 into two parts and
determine its roots graphically.
Newton-Raphson Method
› Most widely used method.
› Based on Taylor series expansion:
x 2
f ( xi 1 )  f ( xi )  f ( xi )x  f ( xi )  Ox 3
2!
The root is the value of x i 1 when f(x i 1 )  0
Rearrangin g,
Solve for
 i )( xi 1  xi )
0  f(x i )  f (x
f ( xi )
xi 1  xi  Newton-Raphson
f ( xi )
formula
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 Fig. 6.5

› A convenient method for

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

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 Fig. 6.6

Pitfalls of the
Newton-Raphson
Method

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Example 7
Use the Newton Raphson method to estimate the root of
Example 5. Employ an initial guess of x0 = 0. Calculate
until the fifth iteration.
The Secant Method
›  slight variation of Newton’s method for functions
A
whose derivatives are difficult to evaluate. For these
cases the derivative can be approximated by a
backward finite divided difference.

Substitute the above equation into the Newton Raphson

equation will give us the Secant equation:

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 Fig. 6.7
• Requires two initial
estimates of x , e.g, xo, x1.
However, because f(x) is
not required to change
signs between estimates,
it is not classified as a
“bracketing” method.
• The Secant method has
the same properties as
Newton’s method.
Convergence is not
guaranteed for all xo, f(x).

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Fig. 6.8

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Example 8
Use the Secant method to estimate the root of Example 5
with initial estimates of 0 and 1.
Multiple Roots
› None of the methods deal with multiple roots
efficiently, however, one way to deal with problems
is as follows:
f ( xi )
Set u ( xi )  This function has
f ( xi ) roots at all the
same locations as
u ( xi ) the original
Then find xi 1
u ( xi ) function

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Fig. 6.13

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› “Multiple root” corresponds to a point where a
function is tangent to the x axis.
› Difficulties
– Function does not change sign at the multiple root,
therefore, cannot use bracketing methods.
– Both f(x) and f′(x)=0, division by zero with Newton’s and
Secant methods.

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