Calculus Assignment (Newton Raphson's Method)
Calculus Assignment (Newton Raphson's Method)
Calculus MT-114
Assignment:
Reference / Sources
Calculus and Analytic Geometry by George B. Thomas & Ross L. Finey
Numerical Methods by S.R.K Iyengar and R.K. Jain
Introductory Methods for Numerical Analysis by S.S Sastry (fifth edition)
Precis
This assignment outlines details regarding Newton-Raphson’s method, a powerful
iterative approach used to find the roots of nonlinear equations. We will discuss
theoretical working, analysis , applications, advantages and defects with the help of
examples.
Contents
1. Introduction
2. Theoretical Outline
3. Application
4. Analysis
5. Examples
6. Conclusion
Introduction
We know simple formulas for the solution of linear and quadratic equations but
when it comes to higher degree equations the formula becomes complex and
difficult so there was a method developed through calculus to approximate the
solutions and thus came Newton-Raphson’s method. Initially developed by Isaac
Newton and modified by Joseph Raphson also known as Newton’s method,
sometimes also referred to as the chord method as we approximate the curve near
root by a straight line. It is the most efficient and accurate of all numerical methods
at every step. By taking the function f(x)=0 it can iterate the function infinite times
to achieve desired accuracy. It has become the most important numerical method
by serving various applications when needed.
Theoretical Outline
Overview of the Method
The goal of Newton's method for estimation of the solution of f(x)=0 is to produce
a sequence of approximations that approach the solution. we pick an initial guess
x₀ of the sequence , then under favorable circumstances , the method does the rest
by moving step by step toward a point where the graph of f crosses the x-axis
The initial estimate ,x₀ may be found by graphing or
just plain guessing the method then uses the tangent to
the curve y=f(x) at (x₀,f(x₀)) or (x₀,y₀) to approximate the
curve , calling the point where the tangent meets the
x-axis x₁, is the next approximation . The number x₁ is
usually the better approximation to the solution then x₀.
the point x₂ where tangent to the curve at (x₁,fx₁) crosses
the next approximation to generate the next until we
have obtained desired accuracy to stop.
Derivation of formula
We can derive a formula for generating a successive approximation in the
following way. Given approximation xn ,point-slope equation derived for the
tangent to a curve at (x ,f(x )) from the taylor series is
𝑦 = 𝑓(𝑥 ) + 𝑓'(𝑥 )(𝑥 − 𝑥 )
𝑦 − 𝑓(𝑥 ) = 𝑓'(𝑥 )(𝑥 − 𝑥 ) ... (1)
we find where the tangent crosses the x-axis by setting y equal to 0 in this equation
and solving for x giving in turn ,
0 − 𝑓(𝑥 ) = 𝑓'(𝑥 )(𝑥 − 𝑥 ) Eq(1) with y=0
− 𝑓(𝑥 ) = 𝑓'(𝑥 )𝑥 − 𝑓'(𝑥 )𝑥 .
𝑓'(𝑥 )𝑥 = 𝑓(𝑥ₙ)𝑥ₙ − 𝑓(𝑥ₙ) .
𝑓(𝑥 )
𝑥 ₊₁ = 𝑥 − 𝑓'(𝑥 )
𝑎𝑠𝑠𝑢𝑚𝑖𝑛𝑔 𝑓'(λ )≠0
Analysis
Shortcomings and Remedy of Convergence
At many cases where f’(x) = 0 or nears at zero it eventually fails to converge
and the guessed value is far from root , this type of shortcomings can be full filled
by either using Modified Newton-Raphson’s method like The Secant Method
,Quasi Method ,Damped Method or either using it together with other methods
like Bisection method to produce much reliable outcome
Chaotic Nature of Method
The process of finding a solution by Newton-Raphson’s method can be really
chaotic, meaning that for some equations the outcome can be very sensitive to the
starting values’ location.
We encounter an even more dramatic situation of chaotic behaviour in the
solution of complex numbers as even a simple equation z³-1 can give several
solutions.
Application
Newton-Raphson’s Method is used in solution of roots and since solution of root is
necessary in many fields it holds uses and application in various fields of
engineering , research , technology and medical science such as chemical
engineering to calculate chemical equilibrium , Electrical engineering to calculate
electrical flow electricity through specific conditions and solution of many
complex formulas and in research works as well such as physicist use it calculate
trajectory of celestial bodies and in medical science for operation of MRI machines
and computer programming for designing data mining structures and so on.
Examples
Example Problem 1: Solve 𝑓(𝑥) = 𝑥³ − 𝑥 − 1 using Newton raphson
we differentiate the given function w.r.t ‘x’
𝑓'(𝑥) = 3𝑥² − 1
we will start with our initial guess x₀=1
𝑓(𝑥 )
∵ 𝑥 ₊₁ = 𝑥 − 𝑓'(𝑥 )
x₁ = 1.5
second iteration ----------------------
𝑓(𝑥₁) 0.875
𝑥₂ = 𝑥₂ − 𝑓'(𝑥₁)
=1. 5 − 1.25
x₂= 1.347
third iteration ----------------------
𝑓(𝑥₂) 0.097
𝑥₃ = 𝑥₂ − 𝑓'(𝑥₂)
= 1. 347 − 4.443
x₃= 1.325
Graph
Answer:
The approximate root of ‘x’ is 1.325
Example Problem 2: Newton’s equation x³ − 2x − 5 = 0 has a root near x = 2.
Starting with x₀ = 2, compute x₁, x₂, and x₃, the next three Newton-Raphson
estimates for the root
𝑥³ − 2𝑥 − 5 = 0
let 𝑓(𝑥) = 𝑥³ − 2𝑥 − 5
We differentiate the function w.r.t ‘x’
𝑓'(𝑥) = 3𝑥² − 2
we will start with our initial guess x₀=2
𝑓(𝑥 )
∵ 𝑥 ₊₁ = 𝑥 − 𝑓'(𝑥 )
x₁ = 2.1
second iteration ----------------------
𝑓(𝑥₁) 0.061
𝑥₂ = 𝑥₂ − 𝑓'(𝑥₁)
=2. 1 − 11.23
x₂= 2.094
third iteration ----------------------
𝑓(𝑥₂) −0.006
𝑥₃ = 𝑥₂ − 𝑓'(𝑥₂)
= 1. 907 − 4.282
x₃ = 2.095
Answer:
The approximate root of ‘x’ is 2.095
Example Problem 3: solve cos(x)=x using Newton-Raphson method and root is
under 1.
𝑐𝑜𝑠(𝑥) − 𝑥 = 0
let 𝑓(𝑥) = 𝑐𝑜𝑠(𝑥) − 𝑥
We differentiate the function w.r.t ‘x’
𝑓'(𝑥) =− 𝑠𝑖𝑛(𝑥) − 1
we will start with our initial guess x₀=1
𝑓(𝑥 )
∵ 𝑥 ₊₁ = 𝑥 − 𝑓'(𝑥 )
x₁ = 0.75
second iteration ----------------------
𝑓(𝑥₁) −0.018
𝑥₂ = 𝑥₂ − 𝑓'(𝑥₁)
=0. 75 − −1.673
x₂= 0.739
third iteration ----------------------
𝑓(𝑥₂) −0.001
𝑥₃ = 𝑥₂ − 𝑓'(𝑥₂)
= 0. 739 − −1.673
x₃ = 0.7384
Graph:
Answer:
The approximate root of ‘x’ is 0.7384