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Newton-Raphson Simplified Revision Notes

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10.1.4 Newton-Raphson

The Newton-Raphson method is an iterative numerical technique used to find approximate solutions to equations of the form f(x)=0f(x) = 0 . It's particularly useful for finding roots of nonlinear equations when an analytical solution is difficult or impossible to obtain.


1. Understanding the Newton-Raphson Method

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The Newton-Raphson method starts with an initial guess x0x_0 for the root and iteratively improves this guess using the formula:

xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}

Here:

  • f(x)f(x) is the function for which we want to find the root.
  • f(x)f'(x) is the derivative of f(x)f(x) .
  • xnx_n is the current approximation of the root.
  • xn+1x_{n+1} is the next approximation.

2. Derivation of the Formula

The formula is derived from the idea of using the tangent line to approximate the function near a root.

  • Given a point xnx_n , the tangent to the curve y=f(xy = f(x) at xnx_n has the equation:

y=f(xn)+f(xn)(xxn)y = f(x_n) + f'(x_n)(x - x_n)

  • To find where this tangent crosses the xx-axis (i.e., where y=0y = 0 ):

0=f(xn)+f(xn)(xxn)0 = f(x_n) + f'(x_n)(x - x_n)

  • Solve for x x :

x=xnf(xn)f(xn)x = x_n - \frac{f(x_n)}{f'(x_n)}

  • This xx becomes the next approximation xn+1x_{n+1} .

3. Steps to Use the Newton-Raphson Method

infoNote
  1. Choose an Initial Guess x0x_0 : Start with a reasonable estimate for the root. The choice of x0x_0 can affect whether the method converges to the correct root.
  2. Calculate the Next Approximation: Use the Newton-Raphson formula to find x1x_1 :

x1=x0f(x0)f(x0)x_1 = x_0 - \frac{f(x_0)}{f'(x_0)}

  1. Iterate: Repeat the process to get subsequent approximations x2,x3,x_2, x_3, \dots until the difference between successive approximations is smaller than a desired tolerance level (e.g., xn+1xn<ϵ|x_{n+1} - x_n| < \epsilon ).
  2. Check for Convergence: Ensure that the method is converging to a root. If the values of xnx_n are not approaching a stable value, reconsider the initial guess or check the function's behaviour.

4. Example

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Example : Let's use the Newton-Raphson method to find the root of the equation:

f(x)=x32x5=0f(x) = x^3 - 2x - 5 = 0

Step-by-Step Solution:


  1. Function and Derivative:

f(x)=x32x5f(x) = x^3 - 2x - 5

f(x)=3x22f'(x) = 3x^2 - 2


  1. Initial Guess x0x_0 : Suppose we start with x0=2x_0 = 2 .

  1. First Iteration:

x1=x0f(x0)f(x0)=2232×253×222=2845122=2110=2.1x_1 = x_0 - \frac{f(x_0)}{f'(x_0)} = 2 - \frac{2^3 - 2 \times 2 - 5}{3 \times 2^2 - 2} = 2 - \frac{8 - 4 - 5}{12 - 2} = 2 - \frac{-1}{10} = 2.1


  1. Second Iteration:

x2=x1f(x1)f(x1)=2.1(2.1)32(2.1)53(2.1)22x_2 = x_1 - \frac{f(x_1)}{f'(x_1)} = 2.1 - \frac{(2.1)^3 - 2(2.1) - 5}{3(2.1)^2 - 2}

First, calculate f(2.1) f(2.1) and f(2.1)'(2.1) :

f(2.1)=(2.1)32(2.1)5=9.2614.25=0.061f(2.1) = (2.1)^3 - 2(2.1) - 5 = 9.261 - 4.2 - 5 = 0.061

f(2.1)=3(2.1)22=3×4.412=13.232=11.23f'(2.1) = 3(2.1)^2 - 2 = 3 \times 4.41 - 2 = 13.23 - 2 = 11.23

So,

x2=2.10.06111.232.0946x_2 = 2.1 - \frac{0.061}{11.23} \approx 2.0946


  1. Further Iterations: Continue iterating until the difference between xn+1x_{n+1} and xnx_n is very small. In this case, the root converges to approximately x2.0946x \approx 2.0946 .

5. Interpretation and Convergence

  • The Newton-Raphson method is very efficient and converges quickly if the initial guess is close to the actual root.
  • However, the method can fail or converge slowly if f(x)f'(x) is close to zero or if the function is not well-behaved near the root (e.g., it has a flat slope or a discontinuity).
  • It's important to graphically or analytically assess the function before applying the method to ensure the initial guess is appropriate.

6. Example of Potential Issues

Consider a function with multiple roots, like f(x)=x32x+2f(x) = x^3 - 2x + 2 . Depending on the initial guess, the method might converge to different roots, or it might fail to converge if the initial guess is poorly chosen.


Summary

infoNote

The Newton-Raphson method is a powerful tool for finding roots of equations, but it requires a good initial guess and careful handling of functions with certain characteristics (like multiple roots or small derivatives). By iterating with the formula xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)} you can quickly converge to an accurate solution.


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