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Numerical Solution of Equations

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  Cambridge International AS & A Level Mathematics 9709 — Pure Mathematics 2

Numerical Solution of Equations

The big idea: When an equation cannot be solved exactly, trap the root between two values where the function changes sign, then home in on it with an iteration xn+1 = F(xn).

Summary — What This Chapter Covers
  • If f is continuous and f(a), f(b) have opposite signs, there is a root between a and b.
  • A sketch of two graphs shows how many roots there are and roughly where.
  • An iteration xn+1 = F(xn) comes from rearranging f(x) = 0 as x = F(x).
  • If the iteration converges, its limit α satisfies α = F(α), which is the original equation.
  • An iteration may fail to converge; a different rearrangement may then work.
  • Confirm a root to a given accuracy by a sign change over the rounding interval.
1. Locating Roots by Change of Sign
Change of sign

Trapping a root

Write the equation as f(x) = 0 and evaluate f at both ends of the interval. A sign change shows a root lies between them, provided f is continuous there. Watch for the traps: y = 1/(x − 1) changes sign across its asymptote without a root, and a repeated root (curve touching the axis) gives no sign change at all.

A sketch helps you decide how many roots there are: ex = 4 − x has exactly one root because the increasing curve y = ex meets the decreasing line y = 4 − x once.

Worked Example

Show that the equation ex = 4 − x has a root between 1 and 2.

Practice Question

Show that ln x = 3 − x has a root between x = 2 and x = 3.

2. Iterative Formulae
Iteration

xn+1 = F(xn)

Rearrange f(x) = 0 into the form x = F(x), choose a starting value x1 and keep substituting. If the values settle down to a limit α, then α = F(α), so α is a root of the original equation. Keep enough figures in each iterate, then give the answer once two successive values agree to the required accuracy. You are not required to know the condition for convergence, but some rearrangements diverge or oscillate.

Showing the answer is correct to 2 d.p. If the root is 1.21 to 2 d.p., show f(1.205) and f(1.215) have opposite signs.
Worked Example

Use xn+1 = ∛(3 − xn) with x1 = 1 to find the root of x3 + x − 3 = 0 correct to 2 d.p.

Practice Question 1

Use xn+1 = ln(4 − xn) with x1 = 1 to find the root of ex = 4 − x correct to 2 d.p.

Practice Question 2

The sequence xn+1 = ⅓(2xn + 5/xn2) converges to α. Find the equation satisfied by α and hence find α exactly.

Calculator method
Memorise
Limit
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