Chapter 24: Problem 15
Bestimmen Sie mithilfe des Newton-Verfahrens eine Näherungslösung des Gleichungssystems $$ \begin{aligned} &\sin x \cos y=0.1 \\ &x^{2}+\sin y=0.2 \end{aligned} $$ die in der N?he von \(x_{0}=y_{0}=0\) liegt (zwei Iterationsschritte),
Short Answer
Expert verified
The approximate solution for the given system of equations after two iterations of the Newton-Raphson method is (x, y) ≈ (0.096, 0.192).
Step by step solution
01
Calculate the Jacobian Matrix
First, let's define the given system of equations as:
$$
F(x, y) = \begin{bmatrix}
f_1(x, y) \\
f_2(x, y)
\end{bmatrix}
=
\begin{bmatrix}
\sin x \cos y - 0.1 \\
x^2 + \sin y - 0.2
\end{bmatrix}.
$$
Now we need to calculate the Jacobian matrix \(J(x,y)\) of \(F(x,y)\). The Jacobian matrix is:
$$
J(x, y) = \begin{bmatrix}
\frac{\partial f_1}{\partial x} & \frac{\partial f_1}{\partial y} \\
\frac{\partial f_2}{\partial x} & \frac{\partial f_2}{\partial y}
\end{bmatrix},
$$
so we need to find the partial derivatives of the functions \(f_1(x, y)\) and \(f_2(x, y)\):
$$
\begin{aligned}
\frac{\partial f_1}{\partial x} &= \cos x \cos y \\
\frac{\partial f_1}{\partial y} &= -\sin x \sin y \\
\frac{\partial f_2}{\partial x} &= 2x \\
\frac{\partial f_2}{\partial y} &= \cos y
\end{aligned}
$$
Putting it all together, we get the Jacobian matrix:
$$
J(x, y) = \begin{bmatrix}
\cos x \cos y & -\sin x \sin y \\
2x & \cos y
\end{bmatrix}
$$
02
Initialize the Starting Point
The exercise says we need to find the solution near the point \((x_0, y_0) = (0, 0)\). So let's initialize our first guess as:
$$
\begin{bmatrix}
x_1 \\
y_1
\end{bmatrix}
=
\begin{bmatrix}
x_0 \\
y_0
\end{bmatrix}
=
\begin{bmatrix}
0 \\
0
\end{bmatrix}
$$
03
Apply Two Iterations of Newton-Raphson Method
Now that we have our initial guess, we can apply two iterations of the Newton-Raphson method. The general formula is:
$$
\begin{bmatrix}
x_{k+1} \\
y_{k+1}
\end{bmatrix}
=
\begin{bmatrix}
x_k \\
y_k
\end{bmatrix}
-
J(x_k, y_k)^{-1} \cdot F(x_k, y_k)
$$
Now, we apply the first iteration:
$$
\begin{bmatrix}
x_2 \\
y_2
\end{bmatrix}
=
\begin{bmatrix}
0 \\
0
\end{bmatrix}
-
\begin{bmatrix}
1 & 0 \\
0 & 1
\end{bmatrix}^{-1}
\cdot
\begin{bmatrix}
-0.1 \\
-0.2
\end{bmatrix}
=
\begin{bmatrix}
0.1 \\
0.2
\end{bmatrix}
$$
Finally, we apply the second iteration:
$$
\Psi=\left\{ \begin{aligned} \frac{d x}{d s}&=F_{u} \\ \frac{d y}{d s}&=F_{v} \\ \frac{d u}{d s}&=F_{p} \\ \frac{d v}{d s}&=F_{q} \end{aligned}\right.
\begin{bmatrix}
x_3 \\
y_3
\end{bmatrix}
=
\begin{bmatrix}
0.1 \\
0.2
\end{bmatrix}
-
\begin{bmatrix}
0.98007 & -0.19867 \\
0.2 & 0.98007
\end{bmatrix}^{-1}
\cdot
\begin{bmatrix}
-0.08007 \\
0.01
\end{bmatrix}
\approx
\begin{bmatrix}
0.096 \\
0.192
\end{bmatrix}
$$
Thus, after two iterations of the Newton-Raphson method, our approximate solution for the given system of equations is \((x, y) \approx (0.096, 0.192)\).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Jacobian Matrix
The Jacobian Matrix is a crucial concept when dealing with multivariable systems of equations, especially in the Newton-Raphson Method. Simply put, the Jacobian matrix is a matrix of all first-order partial derivatives of a vector-valued function. In the context of our exercise, we have the system of equations:
- \(f_1(x, y) = \sin x \cos y - 0.1\)
- \(f_2(x, y) = x^2 + \sin y - 0.2\)
Partial Derivatives
Partial Derivatives represent how a multivariable function changes as one of its variables changes, keeping others constant. For our system of equations,
- \(\frac{\partial f_1}{\partial x} = \cos x \cos y\)
- \(\frac{\partial f_1}{\partial y} = -\sin x \sin y\)
- \(\frac{\partial f_2}{\partial x} = 2x\)
- \(\frac{\partial f_2}{\partial y} = \cos y\)
Iterative Methods
Iterative methods are techniques used to find the roots or solutions of equations by repeatedly applying a formula. In this context, we use the Newton-Raphson Method. It starts with an initial guess and iteratively improves upon this guess using the formula:\[ \begin{bmatrix} x_{k+1} \ y_{k+1} \end{bmatrix} = \begin{bmatrix} x_k \ y_k \end{bmatrix} - J(x_k, y_k)^{-1} \cdot F(x_k, y_k) \]Here,
- \(\mathbf{F}(x_k, y_k)\) is the original system of equations evaluated at the current guess.
- \(J(x_k, y_k)^{-1}\) is the inverse of the Jacobian matrix at the current guess.
System of Equations
A system of equations is a set of simultaneous equations, involving multiple variables, which are solved together. Our exercise deals with the following system:
- \(\sin x \cos y = 0.1\)
- \(x^2 + \sin y = 0.2\)