Solution of Nonlinear Equations: Graphical and Incremental Search Methods

Outlines
Solution of Nonlinear Equations: Graphical and

Incremental Search Methods
Mike Renfro
September 2, 2004
Mike Renfro Solution of Nonlinear Equations: Graphical and Incremental Search Methods
Outlines
Part I: Review of Previous Lecture
Part II: Sample Problems Solved with Numerical Methods
Part III: Solution of Nonlinear Equations
Review of Previous Lecture
Overview of Numerical Methods
Types and Sources of Error
Signicant Digits
Rounding
Outlines
Sample Problems Solved with Numerical Methods
Natural Frequencies of a Vibrating Bar
Static Analysis of a Scaolding
Critical Loads for Buckling a Column
Realistic Design Properties of Materials
Outlines
Solution of Nonlinear Equations
Introduction
General Form of the Problem
Types of Nonlinear Equations
Graphical Interpretation
Example: Fluid Mechanics
Incremental Search Method
Homework
Signicant Digits
Rounding
Part I
Review of Previous Lecture
Signicant Digits
Rounding
4 steps in engineering analysis
Types of equations
Analytical solution benets and limitations
Numerical solution benets and limitations
Signicant Digits
Rounding
Mathematical modeling
Blunders
Input errors
Machine errors
Truncation
Signicant Digits
Rounding
Signicant Digits
How to count them
How they aect mathematical operations
Signicant Digits
Rounding
Rounding
Rounding up on 6 or higher
Rounding down on 4 or lower
Rounding to nearest even digit on 5
Part II
Types of Problems Solved with Numerical Methods
Solution of Nonlinear Equations: Natural Frequencies of a
Vibrating Bar
Governing Equations
Natural frequencies of axial vibration of a bar, xed at one end
and carrying a mass M at the other end, satisfy the equation
cot
_
l
_
E/
_
=
M
Al
l
_
E/
where l is the bars length, E is the bars elastic modulus, is the
bars density, and A is the bars cross-sectional area.
Solution of Governing Equations
0 1 2 3 4 5 6 7 8 9 10
2
1
0
1
2
3
4
5
6
7
L / c
Frequency Equation Solution Intersections Represent Solutions
M/m=0.5
cot( L / c)
Intersections of the red and blue
lines represent values of
l
E/
that solve the previous equation:
1
l
_
E/
= 1.076
2
l
_
E/
= 3.642
3
l
_
E/
= 6.579
Solution of Simultaneous Linear Algebraic Equations:
3 bars supported by 6 cables
form a simple scaolding. Given
the positions and magnitudes for
3 loads applied to the bars, nd
the tension in each cable.
Governing Equations for Bar 1
Force equilibrium
F
y
= 0
T
A
+ T
B
T
C
T
D
T
F
P
1
= 0
Moment equilibrium
M = 0
9T
B
+ T
C
+ 4T
D
+ 7T
F
+ 5P
1
= 0
Force equilibrium
F
y
= 0
T
C
+ T
D
T
E
P
2
= 0
Moment equilibrium
M = 0
3T
D
+ 2T
E
+ P
2
= 0
Force equilibrium
F
y
= 0
T
E
+ T
F
P
3
= 0
Moment equilibrium
M = 0
4T
F
+ P
3
= 0
Assembling Equations
At this point, we have six independent equations (two for each
bar), and six unknowns (cable tensions). Reformat the six
equilibrium equations to isolate the unknown tensions on the
left-hand side of the equations. Make sure the tension variables are
in the same order in each equation:
T
A
+T
B
T
C
T
D
T
F
= P
1
9T
B
+T
C
+4T
D
+7T
F
= 5P
1
T
C
+T
D
T
E
= P
2
3T
D
+2T
E
= P
2
T
E
+T
F
= P
3
4T
F
= P
3
Solution of Governing Equations
_
_
1 1 1 1 0 1
0 9 1 4 0 7
0 0 1 1 1 0
0 0 0 3 2 0
0 0 0 0 1 1
0 0 0 0 0 4
_
_
_
_
T
A
T
B
T
C
T
D
T
E
T
F
_
_
=
_
_
P
1
5P
1
P
2
P
2
P
3
P
3
_
_
If P
1
= 2000 lb, P
2
= 1000 lb, P
3
= 500 lb, various solution
methods detailed in Chapter 3 can solve for T
A
T
F
:
T
A
= 1944.45 lb T
B
= 1555.55 lb
T
C
= 791.67 lb T
D
= 583.33 lb
T
E
= 375 lb T
F
= 125 lb
Eigenvalue Problems: Critical Loads for Buckling a Column
A long column with elastic
modulus E and cross-sectional
moment of inertia I is subjected
to an axial load P. If there is a
small deformity in the column
due to misalignment during
construction or some other
reason, its strength is
considerably reduced. The
deformity will cause the column
to buckle long before a shorter
column would have been crushed.
Governing Equations for Discretized Column
The continuous dierential
equation of deection
d
2
y
dx
2
+
P
EI
y = 0
can be discretized with the
following substitution:
d
2
y
dx
2

y
i +1
2y
i
+ y
i 1
(x)
2
Solution of Discretized Equations
At any given point i , the governing equation evaluates to
y
i +1
2y
i
+ y
i +1
(x)
2
+ y
i
= 0
where = P/(EI ). Dividing the column into 4 segments (a total
of 5 points), evaluating the equation at points 2, 3, and 4 yields:
y
1
_
2
L
2
16
_
y
2
+ y
3
=0
y
2
_
2
L
2
16
_
y
3
+ y
4
=0
y
3
_
2
L
2
16
_
y
4
+ y
5
=0
Solution of Discretized Equations
Since the column is pinned on both ends, we assume that the
deections y
1
= y
5
= 0. We can then convert the previous three
equations into the matrix form
_
_
_
2
L
2
16
_
1 0
1
_
2
L
2
16
_
1
0 1
_
2
L
2
16
_
_
_
_
_
_
y
2
y
3
y
4
_
_
_
=
_
_
_
0
0
0
_
_
_
Statistics: Realistic Design Properties of Materials
A shipment of AISI 1020 hot-rolled steel your company bought has
a textbook yield strength of 29700 psi. Upon testing 50 samples of
the material, you notice that almost no samples measured a yield
strength of 29700 psi. Assuming these samples are typical, what
strength should your designers assume as a minimum, so that 95%
of the time, the material they use will meet or exceed that
minimum?
Yield Strength Data (in ksi)
# S
y
# S
y
# S
y
# S
y
# S
y
1 29.4 11 29.3 21 28.9 31 31.3 41 29.7
2 30.5 12 29.8 22 31.2 32 30.4 42 29.2
3 30.5 13 30.3 23 29.3 33 31.9 43 27.8
4 28.3 14 28.1 24 28.8 34 31.2 44 31.7
5 33.0 15 30.7 25 31.2 35 27.6 45 30.6
6 28.2 16 32.8 26 32.1 36 29.5 46 29.1
7 31.4 17 29.4 27 30.1 37 28.4 47 30.2
8 29.7 18 31.6 28 32.2 38 31.3 48 29.4
9 29.9 19 30.8 29 29.3 39 32.3 49 30.3
10 30.9 20 29.8 30 30.1 40 29.9 50 27.2
Statistical Characteristics of Samples
One basic statistical characteristic is the mean or average,
indicating the central tendency of the data. Add up all the yield
strength measurements and divide by the number of samples to
calculate it:
X =
1
n
n
i =1
x
i
= 30.1
Another characteristic is the sample standard deviation, indicating
the predictability of the data. Small standard deviations come from
data that is predominantly clustered around the mean; large
standard deviations come from data that is more scattered.
s =
_
1
n 1
n
i =1
_
x
i

X
_
2
= 1.36
Predictions From a Normal Distribution
We assume that the processes controlling the steels yield strength
are random, even if theyre well controlled. Many random
phenomena in engineering follow a normal or Gaussian probability
distribution.
Standard tables exist that allow us to predict probabilities of
nding a particular range of results from a set of random
measurements, or to take a particular probability and convert it
back to a range of results.
Using Statistical Tables
The usual set of statistical tables show relationships between a
variable z and a denite integral (z). Without going into too
much detail, z is a function of the measured variable (x in the
general case, S
y
in ours) and the variables mean and standard
deviation.
Our 95% success requirement corresponds to a (z) value of 0.05,
which is attached to a z value of -1.64. If z = 1.64, then the S
y
corresponding to that z is 27.9 ksi.
If your designers work o an expected yield strength of 27.9 ksi,
your supplier will be able to meet that requirement 95% of the
time.
Introduction
Homework
Part III
Solution of Nonlinear Equations
Introduction
Homework
Many engineering problems involve nding one or more values of x
that satisfy one of the following forms of equations:
1
Form 1:
f (x) = 0
2
Form 2:
g(x) = C
f (x) = g(x) C = 0
3
Form 3:
f (x) = g(x)
h(x) = f (x) g(x) = 0
Introduction
Homework
Polynomial equations
Transcendental equations
Exponential equations
Logarithmic equations
Trigonometric equations
Hyperbolic equations
Introduction
Homework
Solutions to equations of the form f (x) = 0 can be seen as places
where the graph of f (x) crosses or touches the x axis.
Introduction
Homework
Solutions to equations of the
form f (x) = g(x) can be seen as
places where the graphs of f (x)
and g(x) intersect.
Introduction
Homework
Mathematical Model
Water is discharged from a reservoir through a long pipe as shown.
By neglecting the change in the level of the reservoir, the transient
velocity of the water owing from the pipe, v(t), can be expressed
as
v(t)
2gh
= tanh
_
t
2L
_
2gh
_
,
where h is the height of the uid in the reservoir, L is the length of
the pipe, g is the acceleration due to gravity, and t is the time
elapsed from the beginning of the ow.
Introduction
Homework
Governing Equations
v(t)
2gh
= tanh
_
t
2L
_
2gh
_
Find the value of h necessary for achieving a velocity of v = 5 m/s
at time t = 3 s when L = 5 m and g = 9.81 m/s
2
.
Introduction
Homework
Solution of Equation
Substitute the values for v, t, L, and g into the previous equation
on the left side
v(t)
2gh
=
5
_
2(9.81)h
=
1.1288
h
and the right side
tanh
_
t
2L
_
2gh
_
= tanh
_
3
2(5)
_
2(9.81)h
_
= tanh
_
1.3288
h
_
Introduction
Homework
Solution of Equation
Plot the two sides of the
equation as separate functions of
h, then nd their intersections.
In this case, the two graphs
intersect at h = 1.45 m, so the
original equation is satised with
h = 1.45 m.
Introduction
Homework
Incremental search is the most basic automated numerical method
for solving nonlinear equations.
The method:
1
Pick a starting point x
0
and a step size x. Use a positive
x if you want to search to the right, and a negative x if
you want to search to the left.
2
Let x
1
= x
0
+ x and calculate f (x
0
) and f (x
1
).
3
If the sign of f (x) changes between x
0
and x
1
, it is assumed
that a root of f (x) exists on the interval (x
0
, x
1
).
4
If the sign of f (x) does not change between x
0
and x
1
, let
x
2
= x
1
+ x and repeat the process.
Introduction
Homework
Incremental Search Example
Find the root of the equation
f (x) =
1.5x
(1 + x
2
)
2
0.65 tan
1
_
1
x
_
+
0.65x
1 + x
2
= 0
using the incremental search method with x
1
= 0.0 and x = 0.1.
Evaluate the function f (x) at x = 0.0, 0.1, 0.2, :
x
1
= 0.0 f (x
1
) = 1.021017
x
2
= 0.1 f (x
2
) = 0.744832
x
3
= 0.2 f (x
3
) = 0.490343
x
4
= 0.3 f (x
4
) = 0.273916
x
5
= 0.4 f (x
5
) = 0.103652
x
6
= 0.5 f (x
6
) = +0.020354
Introduction
Homework
Incremental Search Example
Since the sign of f (x) changed between x = 0.4 and x = 0.5, we
assume there is a root of f (x) between 0.4 and 0.5. Repeating this
method with x
0
= 0.4 and x = 0.01 would allow us to make a
more accurate estimate of the root.
Introduction
Homework
Incremental Search Limitations
Only nds real-valued roots of f (x). It cannot nd complex
roots of polynomials.
Only nds roots where f (x) crosses the x axis. It cannot nd
roots where f (x) is tangent to the x axis.
May be fooled by singularities in f (x), such as in the tangent
and cotangent functions.
If the step size x is too large, you may miss closely-spaced
roots by skipping over them.
Introduction
Homework
Example of Singularities
Introduction
Homework
Homework
Find a root of f (x) = x
3
3 starting at x
0
= 1 and x = 0.1.
Then, using the rst root estimate, use a step size of
x = 0.01 to nd the root more precisely. How does each
estimate dier from the analytical solution?

Solution of Nonlinear Equations: Graphical and Incremental Search Methods

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Solution of Nonlinear Equations: Graphical and

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