# Numerical Methods

## Numerical Methods

### Locating Roots of Equations

If you wish to solve an equation such as $x^3-3x^2-4=0$ a numerical method may be used to find the solutions. From the sketch $f(x)$ changes from negative to positive in the interval $a<x<b$. At least one root of the equation $f(x)=0$ must lie in this interval. For this example one root lies in the interval $3<x<4$.

Note:

• You can programme your calculator to make the solution easier.
• Different rearrangements of the equation $f(x)=0$ give iterative formulae that may lead to different roots of the equation, or may not even converge, so lead to no solution from a particular start location.

### Iterative Methods for Solving Equations

An iterative formula has the form $x_{n+1} =g(x_ n )$. If such a formula converges to a limit, the value of the limit is the $x$ coordinate of the point of intersection of the graph of $y = x$ and $y = g(x)$.

### Cobweb and Staircase Diagrams

It is sometimes possible to arrange an equation $f(x) = 0$ into the form $x_{n+1} = g(x_ n)$ and then to use this to find a solution of the original equation. This will depend upon whether the iteration converges. Diagrams can be drawn to determine convergence (or divergence). These are called cobweb and staircase diagrams.

### Cobweb Diagram In this case the iteration is converging.

### Staircase Diagram Again the iteration is converging.

If the iteration diverges then it is not appropriate to use it to obtain the solution.

For example: ### Newton Raphson Method

To solve $f(x) = 0$ use $x_{n+1} = x_ n - \displaystyle {f(x_ n)\over f’(x_ n)}$. This method is fast to converge, but convergence may not lead to the anticipated root. With an iteration starting at $x=3.5$ the sketch indicates likely convergence to a negative root instead of the anticipated root in $[2,3]$.

### Numerical Integration

Not all functions can be integrated and, in this case, results can be found using numerical approximations. Three important methods are:

• the trapezium rule
• the mid-ordinate rule
• Simpson's rule

### The Trapezium Rule

This rule is used to find the approximate area below a curve by dividing the region into a number of equal width strips, approximating these by trapezia, and calculating their total area. $A\approx {1\over 2} h\biggl \{ (y_0+y_ L) + 2(y_1+y_2+\ldots y_{L-1})\biggr \}$

where $y_0$ and $y_ L$ are the first and last ordinates respectively and $h$ is the strip width.

### The Mid-ordinate Rule Width of strip $=\displaystyle \frac{b-a}{n}$ where $n$ is the number of strips.

$\int ^ b_ a f(x) dx \approx M_ n = h\biggl (f(m_1) + f(m_2) + \ldots f(m_ n)\biggr )$

where $m_1, m_2, m_3 \ldots m_ n$ are the values of $x$ at the midpoints of $n$ strips, each of width $h$.

$\hbox{Area } = \hbox{ width of strip } \times \hbox{ sum of the mid ordinates}$

Note – accuracy is improved with an increase in the number of strips.

### Simpson's Rule

For most functions this will be more accurate than the mid-ordinate rule or the trapezium rule.

For Simpson's rule the region must be split into an even number of strips (and an odd number of ordinates). Simpson's rule says:

$\begin{array}{rcl} \displaystyle \int _ a^ b y(x) dx& \approx & {1\over 3}h \biggl [(y_0+y_ L) \biggr .\\ & +& 4(y_1+y_3+\ldots y_{L-1})\\ & +& \biggl .2(y_2+y_4+\ldots y_{L-2})\biggr ] \end{array}$

Where $h=\displaystyle \frac{b-a}{n}$ and $n$ = number of strips.