The Newton-Raphson

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

Department of Chemical
Engineering
Diponegoro University
2017
 Competences to be achieved:

1. Understanding of the Newton-Raphson method

formula

2. Development of the algorithm of the Newton-

Raphson method

3. Application of Newton-Raphson method to solve

a nonlinear equation

4. Discussion of the drawbacks of the Newton-

Raphson method.
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 Roots of Equation

2
ax bxc 0
Why? Lets find the roots of
Trial and errors through factorial
Analytical solution
b b 2 4ac
roots
2a

But what you can do with these?

ax bx cx dx ex f 0 x ?
5 4 3 2

sin x x 0 x ?

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Thermodynamics application

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Unit Operations application

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 METHODS FOR 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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 The Bisection Method
For the arbitrary equation of one variable, f(x)=0

1. Pick xl and xu such that they bound the root of

interest, check if f(xl).f(xu) <0.

2. Estimate the root by evaluating f[(xl+xu)/2].

3. 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
xl
2
100%
If f(xl). f[(xl+xu)/2]=0, xl xu
then root is (xl+xu)/2 and 2
terminate. or
xl xu
xu
2
4. Compare es with ea 100%
xl xu
2
5. If ea< es, stop. Otherwise
repeat the process.

12
13
 Evaluation of Method
Pros Contras
Easy Slow

Always find root Know a and b that

Number of iterations bound root

required to attain an Multiple roots

absolute error can be No account is taken

computed a priori. of f(xl) and f(xu), if

f(xl) is closer to zero,
it is likely that root is
closer to xl .

14
ff/(xi)xii/(xi)1
difference
The Secant Method
The derivative
is replaced by a
backward finite divided

Thus, the formula

predicting the xi+1 is:

xi 1 xi f ( xi ).
( xi 1 xi )
f ( xi 1 ) f ( xi )
 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= xi-
1=0.5,
1.
xFalse
u=xi =position
5. method
Iter xl xu xr
1 0.5 5.0 1.8546
2 0.5 1.8546 1.2163
3 0.5 1.2163 1.0585

2. Secant method
Iter xi-1 xi xi+1
1 0.5 5.0 1.8546

2 5 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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 Introductio
In the
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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 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 Methods-
Convergence and Divergence
Concepts
f(x) f(x)

x xi xi+1 x
xi xi+1

Diverging increments Converging increments

 Newton-Raphson Method

Most widely used method.

Based on Taylor series expansion:

x
2
f ( xi 1 ) f ( xi ) f ( xi )x f ( xi ) ...
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 Newton-Raphson
f ( xi ) formula
f(xi)

24
f(x)
Newton-Raphson Method

Root
f(x)

C
xi+1

Raphson method.
A
xi
B

Slope f /(xi)

x
/i
Figure 1. Geometrical illustration of the Newton-

()xfx()x
fxf(x
i1ii/i
1
tan(

0
)
AB
AC
 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
Newton-Raphson Method

26
 Step 1
Evaluate f (x) symbolically.

Step 2
Use an initial guess of the root,xi , to estimate the
new value of thexi root, , as f xi
1
xi 1 = xi -
f xi
Step 3
a
Find the absolute relative approximate error as
xi 1- xi
a = 100
xi 1

27
 Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance .
s

Go to Step 2 using
Yes
new estimate of the
Is a s ? root.

No 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 & False
i <maxi

Print: xo, f(xo) ,a ,

i

i=1
or Stop
xn=0

True

x0=xn
of

fx(x)ex1e1x
0
1
2
3
4

i1i/i i
i x x
The Newton Raphson Method
Use the Newton-Raphson method to find the roots

0
F(x) = e-x-x
f(x) = e-x-x and f`(x)= -e-x-1; thus

Iter. xi

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 =

Figure 3 Floating ball

31 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 2 -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
32
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
Let us assume the initial guess of the root off x 0
x0is 0.05m . . This is a
x0
reasonable 0.11(discuss
xguess m why
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.

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

0.05
0.05 0.165 0.05 3.993 10 4
3 2

3 0.05 0.33 0.05

2

1.118 10 4
0.05
9 10 3
0.05 0.01242
0.06242

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 Example 1 Cont.

Figure 5 Estimate of the root for the first

iteration.
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 Example 1 Cont.
a
The absolute relative approximate error at the end of
Iteration 1 is
x1 x0
a 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.

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 Example 1 Cont.
Iteration 2
The estimate of the root is
f x1
x2 x1
f ' x1

0.06242
0.06242 0.165 0.06242 3.993 10 4
3 2

3 0.06242 0.33 0.06242

2

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

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 Example 1 Cont.

Figure 6 Estimate of the root for the

Iteration 2.
39
 Example 1 Cont.
a
The absolute relative approximate error at the end of
Iteration 2 is
x2 x1
a 100
x2
0.06238 0.06242
100
0.06238
0.0716%

2 m
The maximum value of m for whicha 0.5 10 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
f x2
x3 x2
f ' x2

0.06238
0.06238 0.165 0.06238 3.993 10 4
3 2

3 0.06238 0.33 0.06238

2

4.44 10 11
0.06238
8.91171 10 3

0.06238 4.9822 10 9
0.06238

41
 Example 1 Cont.

Figure 7 Estimate of the root for the

Iteration 3.
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 Example 1 Cont.
a
The absolute relative approximate error at the end of
Iteration 3 is
x2 x1
a 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.

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 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 in the interval [0,1]?
44 http://numericalmethods.eng.usf.edu
 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 http://numericalmethods.eng.usf.edu
 Advantages and Drawbacks
Newton Raphson Method

46
 Advantages
Converges fast (quadratic convergence), if it
converges.

Requires only one guess

47
 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 Newton-
Raphson method.
f x x 1 0.512 0
3

For example, to find the root of the equation

. x
xi 1 xi i

3
1
3

0.512
3 xi 1
2

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 .
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 Drawbacks Inflection Points
Table 1 Divergence near inflection
point.
Iteration xi
Number
0 5.0000
1 3.6560
2 2.7465
3 2.1084
4 1.6000
5 0.92589
6 30.119
7 19.746 Figure 8 Divergence at inflection
18 0.2000 point for f x x 1 3 0.512 0

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 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 Figure 9 Pitfall of division by

denominator will equal zero or near a zero
number
zero.

50
 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.
For example forf x x 2 0
2
the equation has no
real roots.

51
 Drawbacks Oscillations near
local maximum and minimum

Table 3 Oscillations near local

maxima and mimima in Newton-
Raphson method.
Iteration
Number xi
f xi a %
0 1.0000 3.00
1 0.5 2.25 300.00
2 1.75 5.063 128.571
3 0.30357 2.092 476.47
4 3.1423 11.874 109.66
5 1.2529 3.570 150.80
6 0.17166 2.029 829.88
7 5.7395 34.942 102.99 Figure 10 Oscillations around
8 2.6955 9.266 112.93 local f x xfor
minima
2
2
9 0.97678 2.954 175.96 .

52
 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

x
0

Choose
x0 2.4 7.539822
-2 0 2 4 6 8 10
-0.06307 0.5499 4.461 7.539822
-0.5

x0 -1

It will converge to
-1.5

x 2 6.2831853 Figure 11 Root jumping from

instead of intended location of root
for f x sin x 0
53 .


xiiu/v(11x/i i
x) u
/f/v
/i 2( x)
xi/)fi([x2i)/
/( i
The Modified Newton Raphson Method

fi/]2(xii)/(ixi)
This function has
roots at all the
same locations as
the
function
original

/
Another u(x) is introduced such that u(x)=f(x)/f /(x);
Getting the roots of u(x) using Newton Raphson technique:
55 http://numericalmethods.eng.usf.edu
 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 Modified Newton-Raphson
Iter xi et% iter xi et%
0 0 100 0 0 100
1 0.4286 57 1 1.10526 11
2 0.6857 31 2 1.00308 0.31
3 0.83286 17 3 1.000002 00024
4 0.91332 8.7
5 0.95578 4.4
6 0.97766 2.2

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.

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 2

Z2
D,
Le
1

Z1 W
V, Q

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 Example First order reaction, in adiabatic CSTR

The developed
equation:
B X
X Da 1 X exp 0 f(x) = 0
1 B
X
Da 5
25
B 0.1

Find one solution

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

60 http://numericalmethods.eng.usf.edu
THE END