Home > Truncation Error > Truncation Error Secant Method

Truncation Error Secant Method

Contents

Note that there is no numerical instability in this case. The system returned: (22) Invalid argument The remote host or network may be down. Comparison with other root-finding methods[edit] The secant method does not require that the root remain bracketed like the bisection method does, and hence it does not always converge. This result is confirmed by the computational results presented in Figure 3, where the global error at t=1 is plotted against the time step size h. this contact form

The test problem is the IVP given by dy/dt = -10y, y(0)=1 with the exact solution . There is no general definition of "close enough", but the criterion has to do with how "wiggly" the function is on the interval [   x 0 ,   x 1 The stability criterion for the forward Euler method requires the step size h to be less than 0.2. In most cases, we do not know the exact solution and hence the global error is not possible to be evaluated. check here

Maclaurin Series

Please try the request again. The system returned: (22) Invalid argument The remote host or network may be down. However, Newton's method requires the evaluation of both f {\displaystyle f} and its derivative f ′ {\displaystyle f^{\prime }} at every step, while the secant method only requires the evaluation of The system returned: (22) Invalid argument The remote host or network may be down.

Generated Sun, 30 Oct 2016 18:12:45 GMT by s_wx1196 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.5/ Connection We continue this process, solving for x3, x4, etc., until we reach a sufficiently high level of precision (a sufficiently small difference between xn and xn - 1). These results can be better perceived from Figures 1 and 2. In slope-intercept form, this line has the equation y = f ( x 1 ) − f ( x 0 ) x 1 − x 0 ( x − x 1

If we compare Newton's method with the secant method, we see that Newton's method converges faster (order 2 against α ≈ 1.6). Here is an implementation in the Matlab language (from calculation, we expect that the iteration converges at x = 24.7386): f=@(x) x^2 - 612; x(1)=10; x(2)=30; for i=3:7 x(i) = x(i-1) The implicit analogue of the explicit FE method is the backward Euler (BE) method. Another important observation regarding the forward Euler method is that it is an explicit method, i.e., yn+1 is given explicitly in terms of known quantities such as yn and f(yn,tn).

The reason is that implicit techniques are stable. The recurrence formula of the secant method can be derived from the formula for Newton's method x n = x n − 1 − f ( x n − 1 ) The false position method (or regula falsi) uses the same formula as the secant method. Well, why do we resort to implicit methods despite their high computational cost?

  1. Implicit methods can be used to replace explicit ones in cases where the stability requirements of the latter impose stringent conditions on the time step size.
  2. Therefore, the secant method may occasionally be faster in practice.
  3. Your cache administrator is webmaster.
  4. In the case of linear problems, using BE is as easy as using FE, applying Eq. 11, we have (11) which gives a numerical scheme stable for all h>0.
  5. However, the method was developed independently of Newton's method, and predates it by over 3,000 years.[1] Contents 1 The method 2 Derivation of the method 3 Convergence 4 Comparison with other

Taylor Series

pp.188–195. However, based on the stability analysis given above, the forward Euler method is stable only for h < 0.2 for our test problem. Maclaurin Series Generated Sun, 30 Oct 2016 18:12:45 GMT by s_wx1196 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.7/ Connection Wolfram Alpha The step size h (assumed to be constant for the sake of simplicity) is then given by h = tn - tn-1.

Using Eq. 7, we get yn+1 = yn -ah yn = (1-ah) yn = (1-ah)2 yn-1 = ... = (1-ah)n y1 = (1-ah)n+1 y0. (8) Eq. 9 implies that in order weblink External links[edit] Secant Method Notes, PPT, Mathcad, Maple, Mathematica, Matlab at Holistic Numerical Methods Institute Weisstein, Eric W. "Secant Method". Please try the request again. A suitable root finding technique such as the Newton-Raphson method can be used for this purpose.

MathWorld. For instance, if we assume that evaluating f {\displaystyle f} takes as much time as evaluating its derivative and we neglect all other costs, we can do two steps of the However, implicit methods are more expensive to be implemented for non-linear problems since yn+1 is given only in terms of an implicit equation. http://u2commerce.com/truncation-error/truncation-error-ppt.html Secant method From Wikipedia, the free encyclopedia Jump to: navigation, search The first two iterations of the secant method.

So the global error gn at the nth Euler step is proportional to h. Generated Sun, 30 Oct 2016 18:12:45 GMT by s_wx1196 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.8/ Connection Your cache administrator is webmaster.

Generated Sun, 30 Oct 2016 18:12:45 GMT by s_wx1196 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.6/ Connection

However, it does not apply the formula on x n − 1 {\displaystyle x_{n-1}} and x n − 2 {\displaystyle x_{n-2}} , like the secant method, but on x n − This is based on the following Taylor series expansion (9) which gives (10) Once again, note that in Eq. 11, f(yn+1,tn+1) is not known, hence it gives us an implicit equation Generated Sun, 30 Oct 2016 18:12:45 GMT by s_wx1196 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.4/ Connection This is evidently much more time consuming than the explicit FE method where, for the problem above, we have .

Please try the request again. By using this site, you agree to the Terms of Use and Privacy Policy. Your cache administrator is webmaster. http://u2commerce.com/truncation-error/truncation-error-example.html For example, if f {\displaystyle f} is differentiable on that interval and there is a point where f ′ = 0 {\displaystyle f^{\prime }=0} on the interval, then the algorithm may

In order to see this better, let's examine a linear IVP, given by dy/dt = -ay, y(0)=1 with a>0. The order of convergence is α, where α = 1 + 5 2 ≈ 1.618 {\displaystyle \alpha ={\frac {1+{\sqrt {5}}}{2}}\approx 1.618} is the golden ratio. The system returned: (22) Invalid argument The remote host or network may be down. The convergence of the solution can be analyzed quantitatively.

Please try the request again. Please try the request again. For the forward Euler method, the LTE is O(h2). Your cache administrator is webmaster.

Your cache administrator is webmaster. A computational example[edit] The Secant method is applied to find a root of the function f(x) = x2 − 612. For instance, let . Next: Higher Order Methods Up: Numerical Solution of Initial Previous: Numerical Solution of Initial Michael Zeltkevic 1998-04-15 ERROR The requested URL could not be retrieved The following error was encountered while

v t e Root-finding algorithms Bracketing (no derivative) Bisection method Quasi-Newton False position Secant method Newton Newton's method Hybrid methods Brent's method Polynomial methods Bairstow's method Jenkins–Traub method Retrieved from "https://en.wikipedia.org/w/index.php?title=Secant_method&oldid=719572753" We know that the local truncation error (LTE) at any given step for the Euler method scales with h2. Text is available under the Creative Commons Attribution-ShareAlike License; additional terms may apply. In particular, the convergence is superlinear, but not quite quadratic.

Your cache administrator is webmaster. As we know, the exact solution , which is a stable and a very smooth solution with ye(0) = 1 and . Explicit methods are very easy to implement, however, the drawback arises from the limitations on the time step size to ensure numerical stability. Hence, the global error gn is expected to scale with nh2.

This result only holds under some technical conditions, namely that f {\displaystyle f} be twice continuously differentiable and the root in question be simple (i.e., with multiplicity 1). The following graph shows the function f in red and the last secant line in bold blue.