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Understanding the Newton-Raphson Method
May 15, 2025
The Newton-Raphson Method
Introduction
The Newton-Raphson method is a numerical technique for solving equations based on linear approximation.
Known for its efficiency in finding roots.
Key Sections:
2.1:
Derivation of the basic formula.
2.2:
Geometric interpretation.
6:
Problems associated with the method.
Using Linear Approximations to Solve Equations
Start with an estimate (x_0) for the root (r) of (f(x) = 0).
Iteratively improve the estimate: (x_1, x_2, \ldots)
The method is most effective when (x_0) is close to (r).
Alternative iterative method: Secant Method.
Newton-Raphson Iteration
Formula: (x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)})_
Geometric Interpretation
Visualize using tangent lines.
Tangent line at current estimate provides the next estimate.
Can be challenging if function geometry is complex.
Convergence
Assumes (f'(x)) exists and is continuous.
Issues arise with high acceleration (second derivatives) or if (f'(x)) is close to zero.
Converges fast if conditions are favorable.
The Secant Method
Variant of Newton’s method, does not require the derivative.
Iterative formula differs slightly, uses previous two estimates.
More stable but slightly slower.
Historical Context
Newton’s method originated from Newton, but evolved over time.
Initially designed for polynomial equations and improved by various mathematicians.
Geometric interpretation and convergence analysis developed later.
Using the Newton-Raphson Method
Practical Tips
Ensure the equation is properly set up (e.g., (f(x) = 0)).
A good initial estimate (x_0) is crucial.
Graphing can aid in choosing (x_0).
Challenges
May not converge if (x_0) is far from the root.
Successive estimates might converge slowly.
End Game
Correct decimal places roughly double with each iteration.
Rule of thumb: Continue until successive estimates agree to the desired precision.
Sample Calculation
Example: Solve (x = 2\sin x) using the Newton Method.
Importance of initial guess highlighted by varying outcomes with different starting points.
Problems
Find a fraction close to (\sqrt{10}).
Show recurrence for (f(x) = x^2 - a).
Solve Newton’s equation (y^3 - 2y - 5 = 0).
Solve (e^{2x} = x + 6).
Solve (5x + \ln x = 10000).
Approximate using Newton method with limited operations.
Compute convergences for certain equations.
Slow convergence for a complex function.
Find roots for (\tan x = 4x).
Geometry problem involving chord and arc length.
Minimize distance to origin for (y = \ln x).
Break-even analysis for production cost.
Calculate interest rate for a loan using Newton method.
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View note source
https://personal.math.ubc.ca/~anstee/math104/newtonmethod.pdf