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Iecm

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Iecm

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Introduction to Engineering

Computational Mathematics (IECM)

DR. M. SAEED UZ ZAMAN


Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis

Numerical methods are techniques to approximate mathematical processes (examples of


mathematical processes are integrals, differential equations, nonlinear equations).
Numerical methods solve a problem numerically and they can be converted into a computer
program.

Why  analytical solution is intractable or nonexistent (examples)

Examples of Numerical Methods  Bisection method, Newton Raphson,

IECM Lecture: Let’s start! 2


Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis

Numerical analysis is a branch of mathematics that solves continuous problems using


numeric approximation. It involves designing methods that give approximate but reasonable
correct numeric solutions, which is useful in cases where the exact solution is impossible or
prohibitively expensive to calculate.

Numerical analysis also involves characterizing the convergence, accuracy, stability, and
computational complexity of these methods.

IECM Lecture: Let’s start 3


Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical


Analysis - Example
Predator-prey model (Lotka-Volterra equations) is
used to observe the dynamics of animal populations
and predict as to how they will develop/ change over
time. The quadratic cross term accounts for the
interactions between the species. The prey population
increases when no predators are present, and the
predator population decreases when prey are scarce.

IECM Lecture: Let’s start 4


Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Consider the pair of first-order ordinary differential equations:

The variables x and y measure the sizes of the prey and predator populations, respectively.
The quadratic cross term accounts for the interactions between the species.

IECM Lecture: Let’s start 5


Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Let’s solve it in MATLAB using variable step size Runge-Kutta (RK) integration methods in
two different ways:

1. ode23: method uses a 2nd and 3rd order pair of formulas for medium accuracy

2. ode45: method uses a 4th and 5th order pair for higher accuracy

IECM Lecture: Let’s start 6


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

In this example, the equations are contained in a file called lotka.m. This file uses
parameter values of α=0.01 and β=0.02.

Create an ode object to define the problem and initial conditions. Use an initial condition of
x(0)=y(0)=20 so that the populations of predators and prey are initially equal.

Specify that the ode23 solver should be used.

IECM Lecture: Let’s start 7


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Then use the solve method to simulate the system over the time interval 0<t<15.

IECM Lecture: Let’s start 8


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Plot the resulting populations against time.

IECM Lecture: Let’s start 9


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Plot the resulting populations against time.

IECM Lecture: Let’s start 10


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical


Analysis - Example

Now plot the populations against each other.


The resulting phase plane plot makes the
cyclic relationship between the populations
very clear.

IECM Lecture: Let’s start 11


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical Analysis - Example

Solve the system a second time using the ode45 solver, instead of ode23. The ode45
solver takes longer for each step, but it also takes larger steps.

IECM Lecture: Let’s start 12


Specify that the ode23 solver should be used.

Introduction to Engineering Computational Mathematics

Numerical Methods and Numerical


Analysis - Example

The results show that solving differential


equations using different numerical methods
can produce slightly different answers.

IECM Lecture: Let’s start 13


Total Probability Theorem and Bayes’ Rule
 Before next lecture:

1. Get yourself familiar with what is Engineering Computational Mathematics

2. Solve the above-mentioned example using other techniques

3. Search for an optimization algorithm which will be implemented in your major


assignment

IECM Lecture: Introduction 14

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