NEWTON-RAPHSON
METHOD
Team members
Kamrul Hassan : 221-15-4758
Sabbir Hossain : 221-15-5816
Iftakhar Jahan Sohan : 191-15-2758
Abdullah Islam : 191-15-2735
Reazul Islam : 221-15-5982
Amir Hamza : 221-15-5927
Adnan Islam :193-15-2970
Mehadi Hasan Rakib : 221-15-5900
Shahriar Khan Alvi : 221-15-5760
Hasanul Haq Shiblu : 221-15-4748
Abdullah Al Mueen : 221-15-5923
Introduction
Introduce the Newton-Raphson Method.
Significance: A fundamental numerical
technique for root finding.
Mention its wide applications in science,
engineering, and finance.
Explain that it provides efficient solutions
to complex mathematical problems,
making it a critical tool in modern
problem-solving.
Overview
Overview of the presentation's structure.
Four main sections:
Introduction
Theory with proof
Real-life examples with mathematics
Limitations and Practical Considerations
What is the Newton-Raphson Method?
A numerical technique for finding the
roots of a real-valued function
Objective: To find a value x such that f(x)
=0
Historical background: Developed by
Isaac Newton and Joseph Raphson
The Problem of Root Finding
Explain the need for root finding in mathematics,
science, and engineering :
Root finding is a fundamental challenge in mathematics,
science, and engineering. At its core, it involves
determining the solutions or roots of equations. These
equations represent critical relationships in various fields
and often hold the key to understanding, predicting, or
optimizing complex phenomena.
In mathematics, finding roots is essential for solving
equations that transcend simple algebra. Equations may
describe curves, surfaces, or complex mathematical
relationships, and knowing their roots is fundamental to
understanding these mathematical structures.
The Problem of Root Finding
Highlight the importance of efficient methods:
"Efficiency in root finding is not a luxury; it's a necessity. In
real-world applications, equations can be highly complex,
involving multiple variables, nonlinearities, and sometimes
even uncertainty. In such scenarios, inefficient methods
can be impractical and time-consuming, hindering
progress and problem-solving.
Efficient root-finding methods are the backbone of many
scientific and engineering advancements. They enable us
to tackle complex problems with precision and speed. For
instance, in finance, they are used to model and forecast
market behavior. In medicine, they help optimize drug
dosages. In image processing, they enable advanced
pattern recognition.
The Problem of Root Finding
Provide real-world examples where root
finding is crucial:
Now, I'd like to engage all of you in a group
activity. Let's brainstorm and discuss real-world
problems in your respective fields where finding
roots is crucial. Think about situations where
equations need to be solved, and the solutions
have a significant impact. Share your insights and
experiences with the group. We'll take a few
minutes for these discussions, and then we'll
come back together to share some of the
challenges and solutions you've identified.
The Newton-Raphson Algorithm
Present the basic algorithm:
Now, let's delve into the core of the Newton-
Raphson Method—the algorithm itself. At its
heart, this method is elegantly simple. It's all
about finding an iterative solution to root-
finding problems. The main formula, which
defines how each iteration takes place, is as
follows
The Newton-Raphson Algorithm
Formula: x₁ = x₀ - f(x₀) / f'(x₀):
Here, x₁ represents the next approximation of the
root, and x₀ is the current approximation.
f(x₀) is the function we want to find the root for,
and f'(x₀) is the derivative of that function at the
current approximation.
The magic lies in the subtraction and division here.
We're essentially taking our current guess,
evaluating the function at that point, and then
correcting our guess using the slope (derivative) of
the function. This process continues iteratively
until we get closer and closer to the actual root.
The Newton-Raphson Algorithm
Emphasize the iterative nature of the method:
What makes the Newton-Raphson Method so
powerful is its iterative nature. We start with an initial
guess, which might be a rough estimate or any
value, and we keep refining it through
iterations.Here's how it works:
○ We begin with an initial guess, x₀.
○ We apply the Newton-Raphson formula to find x₁,
which is hopefully closer to the real root.
○ We then take x₁ as our new approximation and go
back to step 2.
○ We repeat this process until we reach a satisfactory
level of accuracy or convergence.
Theory with Proof (Part 1)
Derivation of the algorithm:
To understand the inner workings of the Newton-Raphson
Method, it's essential to dive into the derivation of the algorithm.
This derivation stems from a fundamental mathematical
concept known as the Taylor series expansion.
Taylor series expansion:
f(x₁) = f(x₀) + (x₁ - x₀) * f'(x₀) + O((x₁ - x₀)²)
In this equation, f(x₁) represents the value of the function at a
point x₁, and f(x₀) is the value at the initial point x₀.
The term (x₁ - x₀) signifies the difference between the two
points, and f'(x₀) represents the first derivative of the function
at the point x₀.
The last part, O((x₁ - x₀)²), denotes the remaining terms in the
series, which involve higher-order derivatives and are usually
smaller when x₁ is close to x₀.
Theory with Proof (Part 2)
Introduce the error estimation:
An important aspect of the Newton-Raphson
Method is error estimation. It helps us
quantify how close our current
approximation x₁ is to the real root. The
error estimation is a crucial part of ensuring
the method's accuracy and reliability
Theory with Proof (Part 2)
Newton-Raphson error formula: |x ₁ - x ₀| ≤ (|x ₁ -
x₀|²) / |f''(ξ)| :
The Newton-Raphson error formula provides an upper
bound on the absolute error between the current
approximation x₁ and the actual root. This formula is
expressed as:
|x₁ - x₀| ≤ (|x₁ - x₀|²) / |f''(ξ)|
In this formula, |x₁ - x₀| represents the absolute error,
which is the difference between the current and
previous approximations.
|f''(ξ)| is the absolute value of the second derivative of
the function at some point ξ within the interval
containing the root.
Real-Life Example 1
Finding the Square Root of 2:
We're looking for a value x such that x² = 2. The actual square root of 2
is approximately 1.41421356.
Step-by-Step Application:
Choose an Initial Guess: We'll start with an initial guess, x₀ = 1.0,
which is relatively close to the actual square root of 2.
Evaluate the Function and Its Derivative: Calculate f(x₀), which is
x₀² - 2, and f'(x₀), which is 2*x₀. In this case, f(1.0) is -1.0, and
f'(1.0) is 2.0.
Apply the Newton-Raphson Formula: Use the Newton-Raphson
formula to find the next approximation, x₁:
x₁ = x₀ - [f(x₀) / f'(x₀)] = 1.0 - (-1.0 / 2.0) = 1.5
Update and Repeat: Now, we have a new approximation, x₁ = 1.5.
We continue this process:
○ Calculate f(x₁): f(1.5) = 0.25
○ Calculate f'(x₁): f'(1.5) = 3.0
○ Apply the formula: x₂ = 1.5 - (0.25 / 3.0) = 1.41666667
Real-Life Example 2
Finding a Trigonometric Function
Root:
Our task is to find a value x for which
sin(x) - 0.5 equals zero. In other words,
we're looking for the angle at which the
sine function reaches a specific height of
0.5. The actual root lies between 0 and
π and is approximately 0.52359878.
Demonstrating the Iterative Process
Choose an Initial Guess: We'll start with an initial guess, x₀ =
0.5, which is relatively close to the actual root.
Evaluate the Function and Its Derivative: Calculate f(x₀), which
is sin(x₀) - 0.5, and f'(x₀), which is cos(x₀). For x₀ = 0.5, f(0.5) is
approximately -0.080542, and f'(0.5) is about 0.877583.
Apply the Newton-Raphson Formula: Use the formula to find
the next approximation, x₁:
x₁ = x₀ - [f(x₀) / f'(x₀)] = 0.5 - (-0.080542 / 0.877583) ≈ 0.58892
Update and Repeat: We have a new approximation, x₁ ≈
0.58892. Now we continue:
Calculate f(x₁): sin(0.58892) - 0.5 ≈ -0.0165
Calculate f'(x₁): cos(0.58892) ≈ 0.8092
Apply the formula: x₂ ≈ 0.58892 - (-0.0165 / 0.8092) ≈ 0.60949
Repeat the Iterations: As we continue this process, the Newton-
Raphson Method will get us closer to the root with each iteration.
Real-Life Example 3
Solving an Electrical Circuit Equation:
Imagine we have an electrical circuit with
nonlinear components, and we want to find the
voltage across a particular element as a function
of other variables. The equation describing this
relationship is nonlinear, and solving it directly can
be a daunting task.
We're presented with the following equation: I =
V/R - V^2, where I is the current, V is the voltage,
and R is the resistance. The goal is to find the
voltage, V, for a given current, I, and resistance,
R.
Showcasing the Method's Effectiveness
Choose an Initial Guess: We begin by selecting an initial voltage
guess, V₀. This can be based on prior knowledge or a rough
estimate.
Evaluate the Function and Its Derivative: Calculate I - (V/R -
V^2) and its derivative with respect to voltage, d(I - (V/R -
V^2))/dV.
Apply the Newton-Raphson Formula: Use the formula to find the
next voltage approximation, V₁:
V₁ = V₀ - [I - (V₀/R - V₀^2)] / d(I - (V₀/R - V₀^2))/dV
Update and Repeat: We now have a new voltage approximation,
V₁. We can continue with this value and iterate:
Calculate I - (V₁/R - V₁^2) and its derivative, d(I - (V₁/R - V₁^2))/dV.
Apply the formula again: V₂ = V₁ - [I - (V₁/R - V₁^2)] / d(I - (V₁/R -
V₁^2))/dV.
Repeat the Iterations: We keep repeating these steps until we
obtain the voltage that satisfies the equation.
Limitations
Initial Guess Dependency.
Sensitivity to Initial Conditions.
Local Convergence
Derivative Calculations
Divergence
Not Guaranteed to Converge
Difficulty with Multiple Roots
Complex Roots
Manual Intervention
Summary and Applications
Key Points of the Presentation:
Before we conclude, let's recap the key points we've covered in this
presentation on the Newton-Raphson Method:
○ Introduction: We started by introducing the Newton-Raphson Method, a
powerful numerical technique for finding the roots of equations.
○ Theory with Proof: We delved into the mathematical foundation,
deriving the method from the Taylor series expansion and explaining its
iterative nature.
○ Convergence: We discussed the method's convergence and the
concept of local convergence, emphasizing the criteria for its success.
○ Error Estimation: We introduced the error estimation formula, showing
how it guides precision control in the method.
○ Real-Life Examples: We demonstrated the method's practicality and
effectiveness through real-life examples, including finding the square
root of 2, solving trigonometric function roots, and addressing complex
engineering problems.
Relevance Across Fields:
We've also seen that the Newton-Raphson
Method isn't confined to a specific domain. It
has broad applicability across various fields. In
physics, it helps find equilibrium points in
dynamic systems. In engineering, it tackles
nonlinear equations, like those found in
electrical circuits. In finance, it assists with
market modeling and risk analysis. It transcends
boundaries, making it an invaluable tool in the
toolkit of researchers and professionals.
Thank you