Solution of nonlinear equations

We very often need to find the zero of a complex non-linear function when working with mathematical modelling problems, perhaps most frequently when we wish to find the value (or values) of $x$ such that two functions, say $f$ and $g$, are equal, that is $f(x)=g(x)$. This problem is equivalent to letting $y(x)=f(x)−g(x)$ and determining the value(s) of $x$ such that $y(x)=0$.

Here we will use the numerical methods of interval bisection and Newton’s method (also known as Newton–Raphson) to find the zero of a function.

Summary of mathematics used

Interval bisection

Suppose $f(x)$ is a continuous function, such that $f(a)<0$ and $f(b)>0$. An approximation to $f(x)=0$ may be calculated using the following algorithm:

  1. Let $c = \frac{(a+b)}{2}$

  2. If $f(c)<0$, then the root lies in the interval $[c,b]$, so let $a=c$. If $f(c)>0$, then the root lies in the interval $[a,c]$, so let $b=c$. If $f(c)=0$ then the root is at $x=c$

  3. Repeat this process until you have a root to the desired accuracy.

Question

Do this problem with pen and paper.

Modify this algorithm for the case $f(a)>0$ and $f(b)<0$

Expand for solution
Solution
  1. Let $c = \frac{(a+b)}{2}$

  2. If $f(c)<0$, then the root lies in the interval $[a,c]$, so let $b=c$. If $f(c)>0$, then the root lies in the interval $[c,b]$, so let $a=c$. If $f(c)=0$ then the root is at $x=c$.

  3. Repeat this process until you have a root to the desired accuracy.

Newton-Raphson

Suppose that $f(x)$ is a continuous function. An approximation to $f(x)=0$ may be calculated using the following algorithm:

  1. Start with an initial guess $x_0$.

  2. Calculate the next solution using: $$x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}$$

  3. Repeat step 2 until you have the root to the required accuracy.

For more details on Newton–Raphson see: https://mathworld.wolfram.com/NewtonsMethod.html