How to Solve Nonlinear Equations Using Muller's Method

Unlike linear systems of equations, nonlinear systems do not have an analytical solution and must be solved using numerical methods. Muller's method is a numerical generalization of the secant method to find roots of nonlinear equations knowing only three points and no information about the derivative of the function. Muller's method is best suited for solving polynomial equations.

Instructions

    • 1

      Begin by finding three initial approximations, x_0, x_1 and x_2, of the root of the function f. Muller's method works best when |f(x_0)| > |f(x_1)| > |f(x_2)|. The expression x_n denotes x subscript n.

    • 2

      Calculate the coefficients for the quadratic, ax^2 + bx +c, passing through the points:

      1. (x_n-2 - x_n-1, f(x_n-2))
      2. (0, f(x_n-1))
      3. (x_n - x_n-1, f(x_n))

      Where x_n-2, x_n-1 and x_n are the three most recent approximations of the solution x.

    • 3

      Determine the smallest root of the quadratic ax^2 + bx + c. Use this as the next estimate of x.

    • 4

      Iterate the above process until:

      1. The iterative step in x -- that is |x_n+1 - x_n| -- and the value of the function f evaluation at x_n+1 are both sufficiently small;
      2. The estimated function fails to have a solution, or;
      3. You have iterated some predetermine maximum number of times without meeting condition 1.

      If you ended with condition 1, x_n+1 is the best approximation of the solution. If you ended with conditions 2 or 3, the function may not have a solution or another method may be better suited.

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