The Newton-Raphson

Method
Major: Chemical Engineering
Subject: Chemical Engineering
Mathematics 2
Author: Andrew KUMORO

Dept. of Chemical Engineering

Diponegoro University
2013

Competences to be achieved:

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.
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Roots of Equations

Why?
Analytical solution of a x 2 b x c 0
b b 2 4ac
roots
2a

But
ax 5 bx 4 cx 3 dx 2 ex f 0 x ?
sin x x 0 x ?
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Thermodynamics application

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Unit Operations application

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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

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Method of Linear Interpolation

(False Position)

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10

The Bisection Method

For the arbitrary equation of one variable, f(x)=0
1.

2.

3.

Pick xl and xu such that they bound the root of

interest, check if f(xl).f(xu) <0.
Estimate the root by evaluating f[(xl+xu)/2].
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.
11

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
2
100%
xl xu
2

xl

4.

5.

If f(xl). f[(xl+xu)/2]=0,
then root is (xl+xu)/2 and
terminate.
Compare es with ea

or
xl xu
2
100%
xl xu
2

xu

If ea< es, stop. Otherwise

repeat the process.
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(xl) and f(xu), if
f(xl) is closer to zero,
it is likely that root is
closer to xl .
14

ffx/(ix1i)ifx(iixi)/(x1if)(1xi)
The Secant Method

The derivative
is replaced by a
backward finite divided
difference

Thus, the formula

predicting the xi+1 is:

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 xl= xixFalse
5.
1=0.5,
u=xi =position
1.
method
Iter
1
2

xl
0.5
0.5

xr

5.0
1.8546

0.5

3
2.

xu

1.8546
1.2163

1.2163

1.0585

Secant method
Iter

xi-1

1
2

xi

0.5
5

5.0
1.8546

xi+1
1.8546
-0.10438

Introductio
n

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.
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17

In the

Introductio
n
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.
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18

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 MethodsConvergence and Divergence

Concepts
f(x)

f(x)

xi

xi+1

xi

xi+1

Diverging increments Converging increments

Newton-Raphson Method

Most widely used method.

Based on Taylor series expansion:

x
f ( xi 1 ) f ( xi ) f ( xi )x f ( xi )
...
2!
2

The root is the value of xi+1 when f (xi+1) = 0

Newton-Raphson Method

22

Newton-Raphson Method

Rearranging the equation and obtain:

Solve for

0 f(xi ) f (xi )( xi 1 xi )
f ( xi )
xi 1 xi
f ( xi )

Newton-Raphson formula

fxf(x
()xfx()x

0
)

/i
i1ii/i
1

Newton-Raphson Method
AB
tan(
AC

f(x)
f(xi)

B
Slope f /(xi)

f(x)
Root

xi+1

x
xi

Figure 1. Geometrical illustration of the NewtonRaphson method.

24

A tangent to f(x) at the initial point xi is

extended till it meets the x-axis at the
improved estimate of the root xi+1.
The iterations continues till the approx.
error reaches a certain limiting value.

Algorithm for NewtonRaphson Method

26

Step 1
Evaluate

f (x)

symbolically.

Step 2
Use an initial guess of the root,
, to estimate the
xi
new value of thexi root,
, as
f xi
1
xi 1 = xi f xi

Step 3

a
Find the absolute relative approximate error
xi 1- xi
a =
100
xi 1
27

as

Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance .
s

Yes
Is a s ?
No

Go to Step 2 using
new estimate of the
root.
Stop the algorithm

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.
28

1
while
a >s &
i <maxi

xn x0

f x0
f

'

x0

False
Print: xo, f(xo)
,a , i

i i 1
i=1
or
xn=0

True

x n xo
100%
xn

x0=xn

Stop

fx(x)ex1e1x

x
i
i1i/i i

The Newton Raphson Method

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.
0
1
2
3
4

xi
0
0.5
0.566311003
0.567143165
0.567143290

t%
100
11.8
0.147
0.00002
<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.

Radius = R
Density =

31

Figure 3 Floating ball

problem.

Example 1 Cont.
The equation that gives the depth x in meters to
which the ball is submerged under water is given by

f x x -0.165 x +3.993 10
3

32

-4

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.

Example 1 Cont.
Solution
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

f x x 3-0.165 x 2+3.993 10- 4

Figure 4 Graph of the function
f(x)

33

Example 1 Cont.
Solve for

f ' x

f x x 3-0.165 x 2+3.993 10- 4

f ' x 3x 2 -0.33x

f x 0
Let us assume the initial guess of the root of
.
. This is a
x0is 0.05m
reasonable
why
xguess
0.11(discuss
m
x0
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.
34

Example 1 Cont.
Iteration 1
The estimate of the root is
x1 x0

f x0
f ' x0

3
2

0.05 0.165 0.05 3.993 10 4

0.05
2
3 0.05 0.33 0.05

1.118 10 4
0.05
9 10 3
0.05 0.01242
0.06242
35

Example 1 Cont.

36

Figure 5 Estimate of the root for the first

iteration.

Example 1 Cont.
The absolute relative approximate error
a
Iteration 1 is

at the end of

x1 x0
100
x1

0.06242 0.05
100
0.06242
19.90%

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.

37

Example 1 Cont.
Iteration 2
The estimate of the root is

f x1
x2 x1
f ' x1

3
2

0.06242 0.165 0.06242 3.993 10 4

0.06242
2
3 0.06242 0.33 0.06242

3.97781 10 7
0.06242
8.90973 10 3
0.06242 4.4646 10 5
0.06238
38

Example 1 Cont.

39

Figure 6 Estimate of the root for the

Iteration 2.

Example 1 Cont.
The absolute relative approximate error
a
Iteration 2 is

at the end of

x2 x1
100
x2

0.06238 0.06242
100
0.06238
0.0716%

2 m

a 0.5 10
The maximum value of m for which
is
2.844. Hence, the number of significant digits at least
correct in the answer is 2.

40

Example 1 Cont.
Iteration 3
The estimate of the root is

x3 x2

f x2
f ' x2

3
2

0.06238 0.165 0.06238 3.993 10 4

0.06238
2
3 0.06238 0.33 0.06238

4.44 10 11
0.06238
8.91171 10 3
0.06238 4.9822 10 9
0.06238

41

Example 1 Cont.

42

Figure 7 Estimate of the root for the

Iteration 3.

Example 1 Cont.
The absolute relative approximate error
a
Iteration 3 is

at the end of

x2 x1
100
x2

0.06238 0.06238
100
0.06238
0%

The number of significant digits at least correct is 4, as

only 4 significant digits are carried through all the
calculations.

43

f ( x) x 2 x 2

x 0

g ( x) x 2
2

h(x) = x2-2x+3 x = g(x)=(x2+3)/2

f(x) = sin x x = g(x)= sin x + x
f(x) = e-x- x x = g(x)= e-x
f(x)= x3-5x2+7x-3 with an initial guess of
x0=0

f ( x) x 3 3x 1
44

in the interval [0,1]?

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f ( x) x 5 x 3 3
x0 1, x1 1.1
( xi xi 1 )
xi 1 xi f ( xi )
f ( xi ) f ( xi 1 )

45

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Advantages and
Drawbacks of Newton
Raphson Method

46

Advantages

47

Converges fast (quadratic

convergence), if it converges.
Requires only one guess

Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the
f x
root that is close to the inflection point of the function
may start diverging away from the root in ther NewtonRaphson method.
3

f x x 1 0.512 0

For example, to find the root of the equation

3
3
x

1
0.512
.
xi 1 xi i
2

3 xi 1

The Newton-Raphson method reduces to

.

x 1

Table 1 shows the iterated values of the root of the equation.

The root xstarts
0.2.to diverge at Iteration 6 because the previous
estimate of 0.92589 is close to the inflection point
of
.
48

Drawbacks Inflection Points

Table 1 Divergence near inflection
point.
Iteration
xi
Number
0

5.0000

3.6560

2.7465

2.1084

1.6000

0.92589

30.119

19.746

18
49

0.2000

Figure 8 Divergence at inflection

point for f x x 1 3 0.512 0

Drawbacks Division by
Zero
2. Division by zero
For the equation

f x x 3 0.03 x 2 2.4 10 6 0
the Newton-Raphson
method reduces to
xi3 0.03 xi2 2.4 10 6
xi 1 xi
3xi2 0.06 xi
For x0 0 or x0 0.02 , the
denominator will equal
zero.
50

Figure 9 Pitfall of division by

zero
or near a zero
number

Drawbacks Oscillations near

local maximum and minimum
3. Oscillations near local maximum and
minimum

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.
2
For example forf x x 2 0
real roots.

51

the equation has no

Drawbacks Oscillations near

local maximum and minimum
Table 3 Oscillations near local
maxima and mimima in NewtonRaphson method.
Iteration
xi
f xi a %
Number

0
1
2
3
4
5
6
7
8
9
52

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

Figure 10 Oscillations around

2
f x xfor
2
local
minima
.

Drawbacks Root
Jumping
4. Root Jumping

f x
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.
f(x)
1.5

For example

f x sin x 0

0.5

Choose

x0 2.4 7.539822
x0

It will converge to
instead of
53

0
-2

-0.06307

0.5499

4.461

7.539822

10

-0.5

-1

-1.5

x 2 6.2831853 Figure 11 Root jumping from

intended
location of root
f x sin x 0
for
.

u
(
x
)
i
xiiu/v(11x/i
x)
i
/f/v
2
/i
/(
/
xi/)fi([x2i)/
fi/]2(xii)/(ixi)
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:
This function has
roots at all the
same locations as
the
original
function

55

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fxi1xii1(i3xi2i1/03i/f((x25xii)i)2/7iif3/3x(5xi33i)527i21100x7i3x(i67)i310

Modified Newton Raphson Method:

Example
Using the Newton Raphson and Modified Newton
Raphson evaluate the multiple roots of
f(x)= x3-5x2+7x-3 with an initial guess of x0=0

Newton Raphson formula:

Modified Newton Raphson formula:

Comparison of Original/Modified Newton

Raphson

Newton Raphson
Iter
xi et%
iter
0 0
100 0
1 0.4286
57
2 0.6857
31
3 0.83286 17
4 0.91332 8.7
5 0.95578 4.4
6 0.97766 2.2

Modified Newton-Raphson
xi
et%
0
100
1
1.10526
11
2
1.00308
0.31
3
1.000002
00024

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

Tugas Kelompok
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+7,8474Q2-9,5812.10-8.Q3).
Berapa kecepatan aliran cairan di dalam pipa (v)
dan debit aliran (Q). Persamaan Bernoulli dapat
digunakan untuk menyelesaikan masalah ini.
Jika f = 0,0596/(Re0.215) dan Re = (vD/) serta
Q = (v.. D2/4)
Diketahui = 1 (g/cc), = 0,01 (g/cm.det), g = 981
(cm/det2.), Le = 20000cm, D = 4 cm, z1= 300 cm
dan z2 = 800 cm.
58

D,
Le

1
Z1

59

V, Q

Z2

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Example First order reaction, in adiabatic CSTR

The
developed
equation:
B X
X Da 1 X exp

Da 5
25
B 0.1

f(x) = 0

Find one solution

How many solutions ?
Solution multiplicity ? (x2-2x-1= 0)

60

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THE END