Numerical Method Review
Numerical Method Test number 1
Numerical methods involve approximating roots of equations. So all of these methods are visual studio 2010 dvd purchase toward that goal.
1.Bracketting Method
This is the genral idea of graphical, bisection and false-position method.
We start with two value x1 and visual studio 2010 dvd purchase x2 that are approximation of the real root xr where f(x1) * f(x2) < 0. Since the visual studio 2010 dvd purchase function usually changes sign in the vincinity of a root. We then visual studio 2010 dvd purchase through calculations reduce the size of this bracket. If all things works out (let’s hope it should?) we will be closing in on the real root.
a. Graphical Method:
Graph the visual studio 2010 dvd purchase function and zoom in to where it intercepts the x-axis (obvious, but not literally)
b. Bisection method: this is better than the last one.
We start with x1 and x2 as our bracket. Then we calculate x3 = (x1+x2)/2. Then our next bracket Would be xi, xj with i,j in {1,2,3} where f(xi) * f(xj) < 0. (since we already have f(x1) and f(x2) of opposite sign, anything between it visual studio 2010 dvd purchase can only evaluate to the same size with EITHER f(x1) and f(x2) not both. We just reduce our search region in half. We keep doing this visual studio 2010 dvd purchase until xn and x_n-1 is within a desired error margin.
Error margin = |[x_n - x_(n-1) ] / x_n| * 100%
(absolute value of: newest estimation minus the visual studio 2010 dvd purchase one prior divided by the newest times 100%. This should yield something like 10% or 1% etc. If it’s 1% we know that we are getting there.)
c. False-position method
The idea of this visual studio 2010 dvd purchase method is we treat the function over the interval [x1, x2] as a visual studio 2010 dvd purchase straight line. and wherever this line intercepts the x-axis is visual studio 2010 dvd purchase our new estimation for the root x. 7th grade mathematic (thank you co Tu’) yields this visual studio 2010 dvd purchase function for the x-intercept of a line passing thru x1 and visual studio 2010 dvd purchase x2 of function f(x):
f(x2)*(x1-x2)
xr = x2 - __________
f(x1) - f(x2)of course through several iteration we will be visual studio 2010 dvd purchase closing on the real roots.
2. Open Methods
Open methods differs from visual studio 2010 dvd purchase Bracketting method because it does not involve two estimation around the visual studio 2010 dvd purchase roots. For Open Method we start with 1 value and make our way toward the visual studio 2010 dvd purchase real roots. We just need to have a very good starting point (guess work based on knowledge of the visual studio 2010 dvd purchase physical system and stuff, perhaps graphical method)
a. Simple fixed-point iteration
For this method we simple rearrange our equation
f(x) = 0
into:
g(x) = x
Then our next guess for x_n is g(x_(n-1));
It’s very mind boggling simple
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Example:
f(x) = e^(-x) - x
we rearrange:
x = e^(-x);
Starting with x0 = 0 we evaluate e^(-0) and this will be our x1 (for the next iteration).. (e^0 = 1 so x1 = 1)
For the 2nd iteration to evaluate x2 = we do g(x1) or 1/e = 0.36787 so x2 = .36787and visual studio 2010 dvd purchase so forth and so on. each round we evaluate the visual studio 2010 dvd purchase estimated error and the true error
b. Newton-Raphson
This one of the visual studio 2010 dvd purchase open method, that is we start out with a single approximated value x_0. We will then visual studio 2010 dvd purchase find the tangient of the graph at x0. This line intercepts x-axis at our new approximation x1. We repeat this visual studio 2010 dvd purchase by finding the tangient at x1 which intercepts x-axis at our new approximation x2. Ideally as we progress our approximated error declines because we are visual studio 2010 dvd purchase approaching the true value of the root.
formula:
f(x_i)
x_(i+1) = ——-
f’(x_i)
c. The Secant methodLike Newton Raphson, but with a visual studio 2010 dvd purchase twist. When the derivative is hard to evaluate we estimate the visual studio 2010 dvd purchase derivative at x_i by:
f(x_(i-1)) - f(xi)
f ‘(xi)= —————-
x_(i-1) - xiand visual studio 2010 dvd purchase just plug this back to the original Newton-Raphson formula above. Pretty straightforward.
3. Müller’s Method
This is visual studio 2010 dvd purchase a method to find roots of polynomials. We start with 3 values x0, x1 and visual studio 2010 dvd purchase x2. We then find the corresponding 3 points on the visual studio 2010 dvd purchase graph. We then We “approximate” a visual studio 2010 dvd purchase parabola passing through these 3 points and find where this visual studio 2010 dvd purchase parabola intercepts the x-axis. That would be our x4 and visual studio 2010 dvd purchase we repeat the process with x_1-thru-4 (dropping x0 out).
for parabola is in the form:
ax^2 + bx + c = 0
(lots of formula, but simple for values of a, b and c).
After we have visual studio 2010 dvd purchase the forumla we solve the quadratic equation for the new estimation x_new and repeat the whole process.