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L0-IntroductionNMsnew

The document provides an overview of a course on Numerical Methods, highlighting key topics such as modeling, error analysis, and various numerical techniques for solving equations. It emphasizes the importance of numerical methods in engineering, particularly with the aid of computers, and contrasts them with analytical methods. Additionally, it discusses the process of mathematical modeling and problem-solving in engineering contexts, using examples like Newton's second law and the modeling of a falling parachutist.

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9 views21 pages

L0-IntroductionNMsnew

The document provides an overview of a course on Numerical Methods, highlighting key topics such as modeling, error analysis, and various numerical techniques for solving equations. It emphasizes the importance of numerical methods in engineering, particularly with the aid of computers, and contrasts them with analytical methods. Additionally, it discusses the process of mathematical modeling and problem-solving in engineering contexts, using examples like Newton's second law and the modeling of a falling parachutist.

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İsmet Yıldırım
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MAT 202 E

NUMERICAL METHODS

Introduction

“These notes are only to be used in class presentations”

Textbook: Numerical Methods for Engineers, S.C. Chapra, R.P. Canale,


7th edition, 2015
Contents of the Course
• Modeling, computers, and error analysis
• Roots of equations
• Linear algebraic equations
• Curve fitting
• Numerical differentiation and integration
• Ordinary differential equations
• Partial differential equations
Introduction to the Numerical Methods
➢ Numerical methods are the techniques by which
mathematical problems are formulated to be solved
with arithmetic operations.

➢ Numerical methods include large number of tedious


arithmetic calculations.

➢ The role of numerical methods in engineering problems


have gained more importance with the development of
fast and efficient computers.
Noncomputer methods:

➢ Analytical (exact) methods: These solutions provide excellent


insight into the behaviour of systems, but can be obtained for a
limited class of problems. These include those that can be
approximated with linear models and those that have simple
geometry and low dimensionality. However, real world problems
are nonlinear and have complex geometry.

➢ Graphical solutions to observe the behaviour of the systems.


Although graphical solutions are often used to solve complex
problems, the results are not precise. These solutions are difficult
to be obtained without computers and can be applied to limited
class of problems.

➢ Calculators and slide rules were used to to implement numerical


methods manually. But they are slow and tedious.
Numerical methods:

➢ Capable of handling large systems of equations, nonlinearities


and complicated geometries which are often impossible to be
solved with analytical methods.
➢ You may often have occasion to use commercially available
packaged programs that involve numerical methods. Knowledge
on the basic theory underlying the methods is important for the
intelligent use of these programs.
➢ Many problems can not be solved via packaged programs and
you need to develop your own computer code for these
problems. Also you can provide solutions without buying these
expensive commercial programs.
➢ Numerical methods are efficient for learning to use computer for
developing programs.
➢ Numerical methods provide a vehicle for you to reinforce your
understanding of the mathematics.
Mathematical modeling and problem solving:

•In order to derive the mathematical model of an


engineering systems (physical system), you have to
understand how an engineering system works.
–By observation and experiment
–Theoretical analysis and generalization

•Computers are great tools, however, without


fundamental understanding of engineering problems,
they will be useless.
The Engineering
Problem Solving
Process
Mathematical Modeling and Engineering Problem Solving

➢ In order to solve a problem via computer program, the problem should be


well and as engineers we should be convinced that the defined problem is the
most suitable mathematical model of the real world.

➢ Observations and experiments are used to model the physical world and the
processes of an engineering system can be determined empirically.

➢ Over years and years of observation and experiment engineers and scientists
have noticed that certain aspects of their empirical studies occur repeatedly.
Such general behaviour can then be expressed as fundamental laws that
essentially embody the cumulative wisdom of past experience.

➢ As new measurements are taken, the generalizations may be modified or new


ones developed. In particular, generalizations can serve as organizing
principles that can be employed to synthesize observations and experimental
results into a coherent and comprehensive framework from which
conclusions can be drawn. From an enginnering problem solving perspective,
such a framework is most useful when it is expressed in the form of a
mathematical model.
Mathematical Modeling and Engineering Problem Solving

• A mathematical model is represented as a functional


relationship of the form

Dependent independent forcing


Variable =f variables, parameters, functions

• Dependent variable: Characteristic that usually reflects the


state of the system
• Independent variables: Dimensions such as time and space
along which the systems behavior is being determined
• Parameters: reflect the system’s properties or composition
• Forcing functions: external influences acting upon the system
Mathematical Modeling and Engineering Problem Solving

Newton’s 2nd law of Motion

• States that “the time rate change of momentum of a body is


equal to the resulting force acting on it.”
• The model is formulated as
F=ma
F=net force acting on the body (N)
m=mass of the object (kg)
a=its acceleration (m/s2)
Mathematical Modeling and Engineering Problem Solving

• Formulation of Newton’s 2nd law has several characteristics


that are typical of mathematical models of the physical world:

– It describes a natural process or system in mathematical


terms
– It represents an idealization and simplification of reality
– Finally, it yields reproducible results, consequently, can be
used for predictive purposes.
Mathematical Modeling and Engineering Problem Solving

• Some mathematical models of physical


phenomena may be much more complex.

• Complex models may not be solved exactly or


require more sophisticated mathematical
techniques than simple algebra for their solution

– Example, modeling of a falling parachutist:

FU = Force due to air resistance = -cv (c = drag coefficient)


FD = Force due to gravity = mg
dv F • This is a first order ordinary differential equation.
=
dt m We would like to solve for v (velocity).

F = FD + FU • It can not be solved using algebraic manipulation

FD = mg
• Analytical Solution:
FU = −cv
If the parachutist is initially at rest (v=0 at t=0),
dv mg − cv
= using calculus dv/dt can be solved to give the result:
dt m
Independent variable
Dependent variable

dv c
dt
=g− v
m v(t ) =
gm
c
(
1− e −( c / m ) t
)
14
Forcing function Parameters
Analytical Solution

v(t ) =
gm
c
(
1− e −( c / m ) t
) If v(t) could not be solved analytically, then
we need to use a numerical method to solve it

g = 9.8 m/s2 c =12.5 kg/s


m = 68.1 kg

t (sec.) V (m/s)
0 0
2 16.40
4 27.77
8 41.10
10 44.87
12 47.49
∞ 53.39
What if we can’t find an analytical solution?
• How do you get a computer to solve the differential
equation?
• Use numerical methods

Numerical methods are techniques by which mathematical


problems are formulated so that they can be solved with
arithmetic caculations.
Numerical Solution
dv v v(ti +1 ) − v(ti ) dv v
 = ........ = lim
dt t ti +1 − ti dt t →0 t

v(ti +1 ) − v(ti ) c
= g − v(ti )
ti +1 − ti m
This equation can be rearranged to yield
c
v(ti +1 ) = v(ti ) + [ g − v(ti )](ti +1 − ti )
m
t (sec.) V (m/s)
0 0
2 19.60 ∆t = 2 sec
4 32.00
8 44.82
10 47.97
12 49.96 To minimize the error, use a smaller step size, ∆t
∞ 53.39 No problem, if you use a computer!
Numerical Solution
Assume Δt=2s

t (sec.) V (m/s)
0 0
2 19.60
4 32.00
8 44.82
10 47.97
12 49.96
∞ 53.39

18
Numerical methods

• Avoid solving differential equation


• Not an exact approximation of the function
• Gets more exact as Δt→0
• How do we choose Δt? Dependent on our tolerance of error.
• How do we estimate the error?

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