ESO 208A: Computational
Methods in Engineering
Arghya Das
Department of Civil Engineering
IIT Kanpur
Copyright clause
“The instructor of this course owns the copyright of all the course materials.
This lecture material was distributed only to the students attending the course
ESO208A: Computational Methods in Engineering of IIT Kanpur, and should
not be distributed in print or through electronic media without the consent of
the instructor. Students can make their own copies of the course materials for
their use
Acknowledgement
Profs. Abhas Singh and Shivam Tripathi (CE)
Solution of Non-Linear
Equation
Open Methods: Muller
Principle: fit a quadratic polynomial through three points to
approximate the function.
Problem: f(x) = 0, find a root x = α such that f(α) = 0
Initialize: choose three points x0, x1, x2 and evaluate f(x0), f(x1), f(x2)
Fit a quadratic polynomial through three points xk, xk-1, xk-2 as:
p(x) = a(x - xk)2 + b(x - xk) + c
Constants: c = f(xk); b = f[xk, xk-1] + (xk - xk-1)f[xk, xk-1, xk-2]; a = f[xk,
xk-1, xk-2]
±
Iteration step k: or
±
Stopping criteria:
4
Order of Convergence
Definition: Let be a sequence which converges to α.
Define en = xn – α. If there exists a number p and a constant C ≠ 0 such
that,
→∝
Then, p is called the order of convergence of the sequence and C is the
asymptotic error constant.
Fixed Point: = C, 1st Order.
Newton Raphson: = C, 2nd Order
Secant: = C, mixed order, ≈ 1.6
Muller: = C, mixed order, ≈ 1.84
5
Polynomial Methods: Single Root
If we divide by a factor (x - r) such that, r = α is a root of the
polynomial, we will get an exact polynomial of order (n - 1).
If r ≠ α, dividing by a factor (x - r) will have a remainder b0.
6
Polynomial Methods: Single Root
7
Polynomial Methods: Single Root
b0 is a function of r → b0(r), at r = α, b0(r) = 0
Problem: f(x) = 0, find a root x = α such that f(α) = 0
Problem: b0(r) = 0, find a root r = α such that b0(α) = 0
Apply Newton-Raphson:
Iteration Formula for Step k:
or
→ b0’(r) = c1 →
is the linked derivative of starting from
Assume a value of r, estimate b0 and b1, compute new r.
Continue until b0 becomes zero. (with acceptable relative error)