Nonlinear Equations

Often (most of the time??) the relevant system of equations is not linear in the unknowns.

Then, cannot decompose as Ax = b. Oh well.

Instead write as:

f(x) = 0	function of one variable (1-D)

f(x) = 0	x = (x1,x2,...,xn), f = (f1,f2,...,fn) (n-D)

Not guaranteed to have any real solutions, but generally do for astrophysical problems.

Solutions in 1-D

Generally, solving multi-D equations is much harder, so we'll start with the 1-D case first...

By writing f(x) = 0 we have reduced the problem to solving for the roots of f.

In 1-D it is usually possible to trap or bracket the desired roots and hunt them down.

Typically all root-finding methods proceed by iteration, improving a trial solution until some convergence criterion is satisfied.

Function Pathologies

Before blindly applying a root-finding algorithm to a problem, it is essential that the form of the equation in question be understood: graph it!

For smooth functions good algorithms will always converge, provided the initial guess is good enough.

Pathologies include discontinuities, singularities, multiple or very close roots, or no roots at all!

Numerical Root Finding

Suppose f(a) and f(b) have opposite sign.

Then, if f is continuous on the interval (a,b), there must be at least one root between a and b (this is the Intermediate Value Theorem).

Such roots are said to be bracketed.

Bracketed root

Many roots

No roots

Example Application

Use root finding to calculate the equilibrium temperature of the ISM.

The ISM is a very diffuse plasma.

Heated by nearby stars and cosmic rays.

Cooled by a variety of processes:

Bremsstrahlung: collisions between electrons and ions

Atom-electron collisions followed by radiative decay

Thermal radiation from dust grains

Example, Cont'd

Equilibrium temperature given when:

Rate of Heating H = Rate of Cooling C

Often H is not a function of temperature T.

Usually C is a complex, nonlinear function of T.

To solve, find T such that H - C(T) = 0.

Bracketing and Bisection

NRiC 9.1 lists some simple bracketing routines.

Once bracketed, root is easy to find by bisection:

Evaluate f at interval midpoint (a + b) / 2.

Root must be bracketed by midpoint and whichever a or b gives f of opposite sign.

Bracketing interval decreases by 2 each iteration:

n+1 = n / 2.

Hence to achieve error tolerance of  starting from interval of size 0 requires n = log2(0/) steps.

Convergence

Bisection converges linearly (first power of 

Methods in which

n+1 = (constant)  (n)m	m > 1

are said to converge superlinearly.

Note error actually decreases exponentially for bisection. It converges "linearly" because successive figures are won linearly with computational effort.

Tolerance

What is a practical tolerance for convergence?

Cannot be less than round-off error.

For single-precision (float) accuracy, typically take 10-6 in fractional error.

i.e.

where x = numerical solution, xr = actual root.

When f(xr) = 0 this fails, so use  10-6 as absolute error (or perhaps use (|a| + |b|)/2).

Newton-Raphson Method

Can one do better than linear convergence? Duh!

Expand f(x) in a Taylor series:

f(x + ) = f(x) + f '(x)  + f "(x) 2/2 + ...

For  << x, drop higher order terms, so:

f(x + ) = 0   = - f(x) / f '(x)

 is correction added to current guess of root:

i.e. xi+1 = xi + 

Newton-Raphson, Cont'd

Graphically, Newton-Raphson (NR) uses tangent line at xi to find zero crossing, then uses x at zero crossing as next guess:

Note: only works near root ( << x)...

Newton-Raphson, Cont'd

When higher order terms important, NR fails spectacularly. Other pathologies exist too:

Shoots to infinity

Never converges

Newton-Raphson, Cont'd

Why use NR if it fails so badly?

Rate of convergence:

i+1 = i - f(xi) / f '(xi)

Taylor expand f(xi) & f '(xi) to get:

i+1 = - i2 f ''(xi) / f '(xi)	[quadratic!]

Note both f(x) and f '(x) must be evaluated each iteration, plus both must be continuous near root.

Best use of NR is to "polish-up" bisection root.

Nonlinear Systems of Equations

Consider the system f(x,y) = 0, g(x,y) = 0. Plot zero contours of f & g:

No information in f about g, and vice versa.

In general, no good method for finding roots.

Nonlinear Systems, Cont'd

If you are near root, best bet is NR.

e.g. For F(x) = 0, choose xi+1 = xi + , where

F'(x)  = - F(x)

This is a matrix equation: F'(x) is a matrix with elements ∂Fi / ∂xj. The matrix is called the Jacobian.

Written out:

Nonlinear Systems, Cont'd

Given initial guess, must evaluate matrix elements and RHS, solve system for , and compute next iteration xi+1. Then repeat (must solve 2  2 linear system each time).

Essentially the non-linear system has been linearized to make it easier to work with.

NriC 9.7 discusses a global convergence strategy that combines multi-D NR with "backtracking" to improve chances of finding solutions.

Example: Interstellar Chemistry

ISM is multiphase plasma consisting of electrons, ions, atoms, and molecules.

Originally, the ISM was thought to be too hostile for molecules.

But in 1968-69, radio observations discovered absorption/emission lines of NH3, H2CO, H2O, ...

Lots of organic molecules, e.g. CH3CH2OH (ethanol).

Example, Cont'd

In some places, all atoms have been incorporated into molecules.

For example, molecular clouds: dense, cold clouds of gas composed primarily of molecules.

(T ~30 K, n ~106 cm-3, M ~105-6 M⊙, R ~ 10 -100 pc).

How do you predict what abudances of different molecules should be, given n and T?

Need to solve a chemical reaction network.

Example, Cont'd

Consider reaction between two species A and B:

A + B  AB	reaction rate = nAnBRAB

Reverse also possible:

AB  A + B	reaction rate = nABR'AB

In equilibrium:

nAnBRAB = nABR'AB

nA + nAB = nA0

nB + nAB = nB0

\ Normalizations: #

/ A & B conserved

Example, Cont'd

Substitute normalization equations into reaction equations to get quadratic in nAB, easily solved.

However, many more possible reactions:

AC + B  AB + C	(exchange reaction)

ABC  AB + C	(dissociation reaction)

Wind up with large nonlinear system describing all forward/reverse reactions, involving known reaction rates R. Must solve given fixed n0 & T.

Numerical Derivatives

For NR and function minimization, often need derivatives of functions. It's always better to use an analytical derivative if it's available.

If you're stuck, could try:

However, this is very susceptible to RE. Better:

Read NriC 5.7 before trying this!

2001-02-15T09:13:37

Derek Richardson