Numerical Methods Numerical Methods

Computational Fluid Dynamics

Outline Outline
Successive Approximations
Matrix and Linear Equations
Pivotal Condensation Method
System of Linear Equations
Gauss Elimination Method
Partial and Complete Pivoting
Gauss J ordan Elimination Method
Eigen values and Eigen vectors
Differentiation and Integration
3/5/2013 2 Numerical Methods
Outline Outline
Differential Equations
Eulers Methods
Taylors Method
Runge-KuttaMethods
Simultaneous Differential Equations
Higher Order Equations
Boundary Value Problems
Partial Differential Equations
Algebraic Equations
3/5/2013 3 Numerical Methods
Successive Approximations Successive Approximations
Roots of any algebraic equation of degree greater
than 4 can not be evaluated exactly using finite
number of operations on its coefficients
Method of successive approximation is used to
find an approximate solution for such equations
3/5/2013 4 Numerical Methods
Successive Approximations Successive Approximations
Write the given eqin the form, x=f(x)
Consider the formula, x
k+1
=f(x
k
), which is called iterative equation
Start with an initial guess, x
0
=c
Evaluate, x
1
=f(x
0
)
x
2
=f(x
1
)
x
3
=f(x
2
) ..
Continue the procedure until, x
k+1
=x
k
If it doesnt converge, try with another iterative equation
3/5/2013 5 Numerical Methods
Successive Approximations Successive Approximations
ALGORITHM
Define f(x)
Read x
1
k =1
x
k+1
=f(x
k
)
Print k+1, x
k+1
, f(x
k+1
)
If |x
k+1
x
k
| 5e
-5
,
end if
Print final root, x
k+1
Stop
3/5/2013 6 Numerical Methods
Successive Approximations Successive Approximations
Exercise
Find the root of an equation, 32 x
5
64 x+31=0
Find the root of an equation, x
5
3 x
2
+3 x 1=0
3/5/2013 7 Numerical Methods
Matrix and Linear Equations Matrix and Linear Equations
Pivotal Condensation Method
3/5/2013 8 Numerical Methods
11 12 1
21 22 2
1 2
.......
.......
..... ...... ....... ....
.......
n
n
n n nn
a a a
a a a
A
a a a
(
(
(
=
(
(

Do the operation
1
1
11
i
ij ij j
a
a a a
a
=
Then it becomes
11 12 1 22 23 2
22 2 32 33 3
11
2 2 3
....... .......
0 ....... .......
..... ...... ....... .... ..... ...... ....... ....
0 ....... .......
n n
n n
n nn n n nn
a a a a a a
a a a a a
A a
a a a a a
( (
( (
( (
= =
( (
( (

Matrix and Linear Equations Matrix and Linear Equations
Repeat the procedure to get
3/5/2013 9 Numerical Methods
33 32 3
43 44 4
11 22
3 4
.......
.......
..... ...... ....... ....
.......
n
n
n n nn
a a a
a a a
A a a
a a a
(
(
(
=
(
(

Repeat until weget
11 22 33
......
nn
A a a a a =
Pivotal Condensation Method
Pivotal Condensation Method Pivotal Condensation Method
ALGORITHM
Read n
For i =1 to n
For j =1 to n
Read a
ij
Next j
Next i
For k =1 to n 1
For i =k +1 to n
Ratio =
For j =1 to n
a
ij
=a
ij
ratio * a
kj
Next j
Next i
Next k
3/5/2013 10 Numerical Methods
( )
ik kk
a a
ALGORITHM (Contd.,)
Det =1
For i =1 to n
Det =Det * a
ii
Next i
Print Det
Stop
Pivotal Condensation Method Pivotal Condensation Method
Exercise
Find the determinant of,
3/5/2013 11 Numerical Methods
1.2 2.1 3.2 4.3
1.4 2.6 3 4.1
2.2 1.7 4 1.2
1.1 3.6 5 4.6
A

(
(

(
=
(
(

Write a programming code and validateyour analytical
result with it.
Matrix and Linear Equations Matrix and Linear Equations
Gauss Elimination Method
Gauss J ordan Elimination Method
3/5/2013 12 Numerical Methods
Consider asystem of equations
11 1 12 2 1 1, 1
21 1 22 2 2 2, 1
1 1 2 2 1 , 1
.........
.........
...........................................
...........................................
.........
n n n
n n n
n n nn n n
a x a x a x a
a x a x a x a
a x a x a x a
+
+
+
+ + + =
+ + + =
+ + + =
Systems of Linear Equations
Systems of Linear Equations
Coefficient Matrix
3/5/2013 13 Numerical Methods
Right hand side vector
11 12 1
21 22 2
1 2
.......
.......
..... ...... ....... ....
.......
n
n
n n nn
a a a
a a a
a a a
(
(
(
(
(

1, 1
2, 1
, 1
........
n
n
n n
a
a
a
+
+
+
(
(
(
(
(

Systems of Linear Equations
Bringing down the coefficient matrix to DIAGONAL MATRIX
Bringing down the coefficient matrix to LOWER TRI-DIAGONAL
MATRIX
Bringing down the coefficient matrix to UPPER TRI-DIAGONAL
MATRIX
3/5/2013 14 Numerical Methods
Gauss J ordan Elimination Method
Gauss Elimination Method
GaussSeidal Iteration Method
Solution Techniques
Systems of Linear Equations: Solution Techniques
Bringing down the coefficient matrix to DIAGONAL MATRIX
3/5/2013 15 Numerical Methods
Consider asystem equations
Gauss J ordan Elimination Method
1 2 3
1 2 3
1 2 3
4 3 6
1
3 5 3 4
x x x
x x x
x x x
+ =
+ + =
+ + =
Make some row operationsso that the matrix reduces to
DIAGONAL MATRIX
1
0.5
1 0 0
0 1 0
0 0 1 0.5
(
(
(
(

Systems of Linear Equations: Solution Techniques
Bringing down the coefficient matrix to UPPER TRI-DIAGONAL
MATRIX
3/5/2013 16 Numerical Methods
Consider asystem equations
Gauss Elimination Method
1 2 3
1 2 3
1 2 3
4 3 6
1
3 5 3 4
x x x
x x x
x x x
+ =
+ + =
+ + =
Make some row operationsso that the matrix reduces to
UPPER TRIDIAGONAL MATRIX
Gauss Elimination Method Gauss Elimination Method
ALGORITHM
Read n
For i =1 to n
For j =1 to n+1
Read a
ij
Next j
Next i
For k =1 to n1
For i =k+1 to n
Ratio =
For j =1 to n+1
a
ij
=a
ij
ratio * a
kj
Next j
Next i
Next k
3/5/2013 17 Numerical Methods
( )
ik kk
a a
ALGORITHM (Contd.,)
For k =n1 to 1, 1
x
k
=a
k,n+1
For j =k+1 to n
x
k
=x
k
a
kj
x
j
Next j
x
k
=x
k
/ a
kk
Next k
Stop
Gauss Elimination Method Gauss Elimination Method
Exercise
Solve the following system of equsby Gauss Elimination Method,
3/5/2013 18 Numerical Methods
1
2
3
4
1.2 2.1 1.1 4 6
1.1 2 3.1 3.9 3.9
2.1 2.2 3.7 16 12.2
1 2.3 4.7 12 4
x
x
x
x
( ( (
( ( (

( ( (
=
( ( (
( ( (


Write a programming code and validateyour analytical
result with it.
Systems of Linear Equations: Solution Techniques
3/5/2013 19 Numerical Methods
Consider asystem equations
Gauss Seidel Iteration Method
1 1, 1 1
2
11
2 2, 1 2
1
22
, 1
1
1
1
, 2
....................................................
1
,
n
n j j
j
n
n j j
n
n n n nj j
nn
x a a x
a
x a a x j
a
x a a x j n
a
+
=
+
+
| |
=
|
\ .
| |
= =
|
\ .
| |
= =
|
\ .

Convert them in the form

11 1 12 2 1 1, 1
21 1 22 2 2 2, 1
1 1 2 2 1 , 1
.........
.........
...........................................
...........................................
.........
n n n
n n n
n n nn n n
a x a x a x a
a x a x a x a
a x a x a x a
+
+
+
+ + + =
+ + + =
+ + + =
Start with an initial guess, x
1
=x
2
=x
3
.. =x
n
=0
Store the initial guess in another variable, y
1
=y
2
.. =y
n
=0
Substitute the values of x
n
in RHS of eq(1) and find x
1
Substitute the new x
1
along with x
3
, x
4
,..x
n
, in eq(2) and find x
2
Substitute the new x
1
, x
2
along with x
4
, x
5
,..x
n
, in eq(3) and find x
3
Continue to find x
1
, x
2
, x
3
,..x
n
.
Find x
n
y
n
, if it is zero stop iteration
Otherwise, assign x
n
to y
n
and repeatethe procedure until x
n
y
n
becomes
zero or within a residual value specified
3/5/2013 20 Numerical Methods
Systems of Linear Equations: Solution Techniques
Gauss Seidel Iteration Method
Gauss Seidel Iteration Method Gauss Seidel Iteration Method
ALGORITHM
Read n
For i =1 to n
For j =1 to n+1
Read a
ij
Next j
Next i
For i =1 to n
x
i
=0, y
i
=0
Next i
Iteration =1
12For i =1 to n
x
i
=a
i,n+1
For j =1 to n
If i =j, go to step 17
x
i
=x
i
a
ij
x
j
17 Next j
3/5/2013 21 Numerical Methods
ALGORITHM (Contd.,)
x
i
=x
i
/ a
ii
Next i
For k =1 to n
If |x
k
y
k
| >0.00005, then
Print Iteration
For i =1 to n
y
i
=x
i
Print x
i
Next i
Iteration =Iteration +1
Go to step 12
End if
Next k
Print Final result reached
Stop
Gauss Seidel Iteration Method Gauss Seidel Iteration Method
Exercise
Solve the following system of Equsby Gauss Seidel Iteration
Method,
3/5/2013 22 Numerical Methods
Write a programming code and validateyour analytical
result with it.
1 2 3 4
1 2 3 4
1 2 3 4
1 2 3 4
10 2 3
2 10 15
10 2 27
2 10 9
x x x x
x x x x
x x x x
x x x x
=
+ =
+ =
+ =
M MOHAN M MOHAN J AGADEESH J AGADEESH KUMAR KUMAR
ASST PROFESSOR (SG) ASST PROFESSOR (SG)
SMBS SMBS, , R.NO R.NO: MB 133G : MB 133G
Thank you
3/5/2013 Numerical Methods 23