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Algebraic & Transcendental Equations

This document discusses methods for solving algebraic and transcendental equations numerically. It covers: 1. Algebraic functions defined by polynomials and transcendental functions like trigonometric, exponential, and logarithmic functions. 2. Root-finding methods like iterative methods, Newton-Raphson method, and bracketing methods to find real roots of nonlinear single-variable equations numerically given an initial approximate value. 3. Simple fixed-point iteration and its convergence properties related to the Lipschitz constant and derivative of the function. An example solving an exponential equation numerically is provided. 4. Aitken's Δ2 process, which is a 2nd order convergence method that accelerates the

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Md Mahfuz Ahmed
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89 views20 pages

Algebraic & Transcendental Equations

This document discusses methods for solving algebraic and transcendental equations numerically. It covers: 1. Algebraic functions defined by polynomials and transcendental functions like trigonometric, exponential, and logarithmic functions. 2. Root-finding methods like iterative methods, Newton-Raphson method, and bracketing methods to find real roots of nonlinear single-variable equations numerically given an initial approximate value. 3. Simple fixed-point iteration and its convergence properties related to the Lipschitz constant and derivative of the function. An example solving an exponential equation numerically is provided. 4. Aitken's Δ2 process, which is a 2nd order convergence method that accelerates the

Uploaded by

Md Mahfuz Ahmed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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A

Solution to
Algebraic &Transcendental
Equations
Algebraic functions
The general form of an Algebraic function:

fi = an i-th order polynomial.


Example :
f3 f2 f0

Polynomials are a simple class of algebraic


function

ai’s are constants.


Transcendental functions
• A transcendental function is non-algebraic.
• May include trigonometric, exponential, logarithmic
functions
• Examples:
Equation Solving
• Given an approximate location (initial
value)
• find a single real root A
Root
Finding non-linear
Single variable

Bracktin
Open
g
Methods
Methods
False-
Iterative
position
Newton- Bisectio
Raphso n
n

Secant
A.1

Iterative method
Simple Fixed-point Iteration
• Rearrange the function so that x is on the
left side of the equation:

• Now progressively estimate the value of x.

6
Problem
● Find the root of
f(x) = e-x – x
● There is no exact or
analytic solution
● Numerical solution:
Iterative Solution
1. Start with a guess say x1=1,
2. Generate
a) x2=e-x1 = e-1= 0.368
b) x3=e-x2= e-0.368 = 0.692
c) x4=e-x3= e-0.692=0.500

In general:
After a few more iteration we will get
Iteration
Convergence Examples

Convergent staircase Convergent spiral


pattern pattern
Divergence Example

Divergent staircase Divergent spiral


pattern pattern
Existence of Root
There exists one and only one root if

L is Lipschitz constant,
Convergence?
If x=a is a solution then,

error reduces at each step If magnitude of 1st derivative


i.e. iteration will at x=a is less than 1
converge
Problem
● Find a root near x=1.0 and x=2.0
● Solution:

– Starting at x=1, x=0.292893 at 15th iteration


– Starting at x=2, it will not converge
– Why? Relate to g'(x)=x. for convergence g'(x) < 1

– Starting at x=1, x=1.707 at iteration 19


– Starting at x=2, x=1.707 at iteration 12
– Why? Relate to
A.2

Aitken’s Process
k Order Convergence
th

● Previous iterative method has linear (1st order)


convergence, since:

● For kth order convergence we have:

● Now consider a 2nd order method.


Aitken’s Δ2 process
Aitken’s process
● If α is a root of the equation i.e., α=g(α) then,

● Now if we use
Aitken’s process
Algorithm
α ← guess_value;
while (! α ≈ g(α)) {

}
Why Δ ?
2

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