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At the end of the period, you should be able to:

Distinguish numerical solution from analytical


solution.
Get an overview of the topics that will be
encountered in numerical methods.
Get an idea of the necessary prerequisite
topics that will be needed in the study of
numerical methods.
Understand the importance of error
estimation in numerical methods.
Numerical analysis is the study of algorithms that
use numerical values (as opposed to general
symbolic manipulation) for the problems of
continuous mathematics (as distinguished from
discrete mathematics).
Numerical analysis involves the development and
evaluation of methods for computing required
numerical results from given numerical data.

Input The Output


xn
Information Algorithm Information
Numerical methods are techniques by which
mathematical problems are formulated so that
they can be solved with arithmetic operations.
One common characteristics, involve large
numbers of tedious arithmetic calculations.
With the development of fast, efficient digital
computers, the role of numerical methods in
engineering problem solving has increased
dramatically in recent years.
Example:
To find the approximate value of 65
we can use two algorithms
1. Using differentials
dy f x dx
2. Using recursive equation
1 A
sn sn1
2 sn1

where s0 is the initial guess (estimate) of A


ADVANTAGES OF NUMERICAL METHODS :
It can obtain numerical answers of the
problems that have no analytic solution.
It does NOT need special substitutions and
integrations by parts.
It needs only the basic mathematical
operations: addition, subtraction, multiplication
and division, plus making some comparisons.
Examples of Analytical Solution:
In general there are few closed-form
engineering or exact solutions.
Roots of an equation.
2 b b 2 4ac
ax bx c 0 x
2a
Differentiation.
dy 2
dx

x sin x 2 x cos x

Integration.


x4 x2
x x e dx
3 x
ex C
4 2
Examples that Require Numerical Methods:
Numerical answers of the problems that have
no analytic solution.
Roots of an equation.
x
x 2x 5 0
3 ex 0
1 sin x

Integration.

1 2 x
0 x
3
30 cos x 30
e x dx
0
x5
e dx
Numerical vs Analytical (Direct vs iterative
methods)
Direct methods compute the solution to a problem
in a finite number of steps.
Iterative methods are not expected to terminate
in a number of steps. Starting from an initial
guess, iterative methods form successive
approximations that converge to the exact solution
only in the limit.
A convergence criterion is specified in order to
decide when a sufficiently accurate solution has
(hopefully) been found. Even using infinite
precision arithmetic these methods would not
reach the solution within a finite number of steps
(in general)
Nature of solution for Numerical/Direct
method:
Numerical methods can provide a solution to a
problem, but the answer will not always be the
exact solution.
Numerical analysis solution is always
numerical.
Results from numerical analysis is an
approximation.
The accuracy we obtain is related to
The technique used
The limits we work with
Step sizes, number of iterations, etc.
Major Topics.
Roots of Equations.
These problems are concerned with the value
of a variable that satisfies a single equation.
These problems are specially valuable in
engineering design contexts where it is often
impossible to explicitly solve design equation
for parameters.
Major Topics.
Systems of Linear Simultaneous Equations.
Similar to roots of equations in the sense that
are concerned with values that satisfy
equations.
A set of values is sought that simultaneously
satisfies a set of linear algebraic equations.
Major Topics.
Interpolation.
Interpolation is used where the objective is to
determine intermediate values between
relatively error-free data points such as the
case of tabulated information.
For these situations, the strategy is to fit a
curve through the data points and use the
curve to predict the intermediate values.
Major Topics.
Differentiation & Integration
A number of engineering problems require a
numerical derived estimate of a derivative of a
function f(x).

Integration is important for the solution of


differential equations.
Major Topics.
Differential Equations
Both ordinary and partial differential
equations are of great importance in
engineering practice.
This is because many physical laws are
presented in terms of the rate of change of a
quantity, rather than the magnitude.
Two types addressed:
Initial-value problems
Boundary-value problems
TWO ISSUES OF NUMERICAL ANALYSIS:
How to compute?
This corresponds to algorithmic aspects;
How accurate is it?
That corresponds to error analysis aspects.
Types of Errors:
Truncation error

Round-off error
All computing devices represent numbers with some
imprecision, except for integers.
2 1.4142...
Human errors:
(a) Mathematical equation/model.
(b) Computing tools/machines.
(c) Error in original data.
(d) Propagated error.
Problems created by round off error:
28 Americans were killed on February 25, 1991
by an Iraqi Scud missile in Dhahran, Saudi
Arabia.
The patriot defense system failed to track
and intercept the Scud. Why?
Problem with Patriot missile
Clock cycle of 1/10 seconds was represented in
24-bit fixed point register created an error
of 9.5 x 10-8 seconds.
The battery was on for 100 consecutive hours,
thus causing an inaccuracy of
s 3600s
9.5 108 100hr 0.342s
0.1s 1hr
MEASURE OF ERRORS:
Example:
Let the true value of p be 3.1415926535898
and its approximation be 3.14 as usual. Compute
the absolute error and relative error of such an
approximation.
STABILITY AND CONVERGENCE:
STABILITY in numerical analysis refers to the
trend of error change in an iterative scheme. It
is related to the concept of convergence.
It is stable if initial errors or small errors at
any time remain small when iteration
progresses. It is unstable if initial errors or
small errors at any time get larger and larger,
or eventually get unbounded.
CONVERGENCE: For an iterative scheme,
convergence means the iteration will get closer
to the true solution when it progresses.
Geometric interpretation of derivative:

The tangent line to the curve y = cos(x) at the


point (/2, 0)
Geometric interpretation of antiderivative:

The area under the curve y = cos(x) over the


interval [0, /2].
Intermediate Value Theorem:
Assume that f C[a, b] and L is any number
between f (a) and f (b). Then there exists a
number c, with c (a, b), such that f (c) = L.

Example:
The function f(x) = cos(x1) is continuous over
[0, 1], and the constant L = 0.8 (cos(0), cos(1)).
Find c.
Answer:
c1 = 0.356499, c2 = 1.643502
Extreme Value Theorem :
Assume that f C[a, b]. Then there exists a
lower bound M1, an upper bound M2, and two
numbers x1, x2 [a, b] such that.
M1 = f (x1) f (x) f (x2) = M2
whenever x [a, b].

Example:
The extreme value theorem applied to the
function
f (x) = 35 + 59.5x 66.5x2 + 15x3
over the interval [0, 3].
Answer:
min{ f (0), f (3), f (x1), f (x2)}
= min{35, 20, 50.10438, 2.11850}
= 2.11850
max{ f (0), f (3), f (x1), f (x2)}
= max{35, 20, 50.10438, 2.11850}
= 50.10438
Rolles Theorem.
Assume that f C[a, b] and that f(x) exists for
all x (a, b). If f (a) = f (b) = 0, then there exists
a number c, with c (a, b), such that f(c) = 0.

Mean Value Theorem.


Assume that f C[a, b] and that f(x) exists for
all x (a, b). Then there exists a number c, with c
(a, b), such that
Example:
The function f (x) = sin(x) is continuous on the
closed interval [0.1, 2.1] and differentiable on the
open interval (0.1, 2.1). By the mean value
theorem, find c.
Answer:
Mean Value Theorem for Integrals.
Assume that f C[a, b]. Then there exists a
number c, with c (a, b), such that

The value f (c) is the average value of f over the


interval [a, b].
Example:
The mean value theorem for integrals applied to
f(x) = sin(x) + 1/3 sin(3x) over the interval
[0, 2.5].
Answer:
Taylors Theorem:
Assume that f Cn+1[a, b] and let x0 [a, b].
Then, for every x (a, b), there exists a number
c = c(x) (the value of c depends on the value of x)
that lies between x0 and x such that
Example:
The function f (x) = sin(x) satisfies the
hypotheses of the Theorem. The Taylor
polynomial Pn(x) of degree n = 9 expanded about
x0 = 0 is obtained by evaluating the derivatives at
x = 0.
Answer:
Taylor Series or Maclaurin Series :


xm x2 x3
e x
m!
1 x
2!

3!
. . .
m0


1m x 2m x2 x4
cos x 2m !
1
2!

4!
. . .
m 0


1m x 2m 1 x3 x5
sin x 2m 1!
x
3!

5!
. . .
m0
Resources
Numerical Methods Using Matlab, 4th Edition,
2004 by John H. Mathews and Kurtis K. Fink
Holistic Numerical Methods Institute by Autar
Kaw and Jai Pau.
Numerical Methods for Engineers by Chapra
and Canale