Numerical

Methods

Meng 2052

By:- Million A.

2014

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 Course outline
1. Mathematical modeling
2. Solution of non linear equations
3. Curve fitting
4. Solution of systems of Linear algebraic equations
5. Numerical differentiation and integration
6. Eigen values and Eigen vectors
7. Numerical solution of ODE
8. Solution of PDE by FDM

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 Mathematical modeling
a. Number system
b. Errors
Solution of non linear equations
a. Bisection
b. Secant
c. Newton
Curve fitting
a. Least square regression
b. Interpolation
c. Fourier approximation
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 Solutions of Systems of Linear Algebraic
Equations
a. Matrix-Inversion
b. Gauss-Siedle Iteration
c. Gaussian-Elimination
d. LU-Decomposition
Numerical Differentiation & Integration
a. trapezoidal-Rule
b. Simpson's Rule
c. Gauss-Quadrature
d. Romberg's Integration

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 Contd.
Eigen Values and Eigen Vectors
Numerical Solution of ODEs
a. Euler's method
b. Runge-Kutta method
Solution of PDE by FDM

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 Mathematical model
For solving a given engineering problem first we
have to formulate a given problem as a
mathematical expression interms of variables,
functions, equations and so forth such an
expression is known as Mathematical
model

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 A SIMPLE MATHEMATICAL MODEL
• A mathematical model can be broadly defined as a
formulation or equation that expresses the essential
features of a physical system or process in
mathematical terms. In a very general sense, it can be
represented as a functional relationship of the form

• The actual mathematical expression of above can

range from a simple algebraic relationship to large
complicated sets of differential equations. 7
8
9
10
 Contd.
The process of setting up a model, solving it
mathematically and interpreting the result in
physical or other terms is called mathematical
modeling (modeling)

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 Mathematical
background needed in
the course

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 With out the knowledge of Car maintenance tool kits, it will not have
any function having it while you have a failed car.
Computers are great tools, however, without fundamental understanding
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of engineering problems, they will be useless
 WHY We USE NUMERICAL METHODS?
Numerical methods are techniques by which mathematical
problems are formulated so that they can be solved with
arithmetic operations {+,‐,*,/}.
Computational technique to obtain solutions exactly or
approximately some mathematical problems
Ideally, analytic and exact solutions provide excellent insight into
systems behaviors. But, analytic and exact solutions are generally limited
to
− Linear models
ay′′′ + by′′ + cy′ + dy + e = 0
− Simple geometry problems
− Low dimensional models
However, most of the real‐world systems are
− Nonlinear
ay′′ + byy′ + cy2 + d = 0
− Complex
− High dimensional
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Areas of application of numerical methods

• Finite element analysis (FEA)

• product design services

• Computational Fluid Dynamics (CFD)

• Molecular Dynamics

• Particle Physics

• Earthquake simulations

• Development of new products and performance improvement

of existing products
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 Benefits of Numerical Methods

• Cost savings by minimizing material usage.

• Increased speed to market through reduced

product development time.
• Optimized structural performance with
thorough analysis
• Eliminate expensive trial-and-error.
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 Process of engineering
problem solving

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 Example
• “The time rate of change of momentum of a body is equal to the resulting
force acting on it.”

• Formulated as F = m.a
F = net force acting on the body
m = mass of the object (kg)
a = its acceleration (m/s2)

• Some complex models may require more sophisticated mathematical

techniques than simple algebra
– Example, modeling of a falling parachutist:

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

FD = Force due to gravity = mg
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dv F • This is a first order ordinary differential

dt m equation. We would like to solve for v
(velocity).
F FD  FU
FD mg • It can not be solved using algebraic
manipulation
FU  cv
dv mg  cv
 • Analytical Solution:
dt m
If the parachutist is initially at rest (v=0 at t=0),
using calculus dv/dt can beIndependent variable
solved to give the
Dependent variable
dv c result:
g  v
gm
dt m
v(t ) 
c

1 e  (c / m )t

Forcing function Parameters
 Analytical Solution
gm
v(t ) 
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

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 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!
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 Analytical vs. Numerical solution
m=68.1 kg c=12.5 kg/s
g=9.8 m/s ∆t = 2 sec ∆t = 0.5 sec ∆t = 0.01 sec
t (sec.) V (m/s) t (sec.) V (m/s) t (sec.) V (m/s) t (sec.) V (m/s)

0 0 0 0 0 0 0 0

2 16.40 2 19.60 2 17.06 2 16.41

4 27.77 4 32.00 4 28.67 4 27.83

8 41.10 8 44.82 8 41.95 8 41.13

10 44.87 10 47.97 10 45.60 10 44.90

12 47.49 12 49.96 12 48.09 12 47.51

∞ 53.39 ∞ 53.39 ∞ 53.39 ∞ 53.39

gm c
v(t ) 
c

1  e  (c / m )t  v(ti  1) v(ti )  [ g  v(ti )]t
m
CONCLUSION: If you want to minimize the
error, use a smaller step size, ∆t
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Comparison of Numerical Method(Δt=2s)
with Analytical solution for Bungee Jumper

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 Round of errors

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• Numerical methods yield approximate results that are close to the exact analytical
solution.
• How confident we are in our approximate result ? In other words,
“how much error is present in our calculation and is it tolerable?”

Significant Figures
• Number of significant figures indicates precision. Significant digits of a number are
those that can be used with confidence, e.g., the number of certain digits plus one
estimated digit.
Accuracy refers to how closely a computed or measured value agrees with the
true value
Precision refers to how closely individual computed or measured values agree
with each other

53,800 How many significant figures?

5.38 x 104 3
5.3800 x 104 5

Zeros are sometimes used to locate the decimal point not significant figures.
0.00001753 4
0.001753 4 Saturday, April 12, 2025
 Identifying Significant Digits

• All non-zero digits are considered significant. For example, 91 has two significant
figures, while 123.45 has five significant figures

• Zeros appearing anywhere between two non-zero digits are significant.

Ex: 101.1002 has seven significant figures.

• Leading zeros are not significant. Ex: 0.00052 has two significant figures.

• Trailing zeros in a number containing a decimal point are significant.

Ex: 12.2300 has six significant figures: 1, 2, 2, 3, 0 and 0. The number
0.000122300 still has only six significant figures (the zeros before the 1 are not
significant). In addition, 120.00 has five significant figures.

• The significance of trailing zeros in a number not containing a decimal point can be
ambiguous. For example, it may not always be clear if a number like 1300 is
accurate to the nearest unit. Various conventions exist to address this issue.

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 Contd.
Numerical errors arise from the use of approximations
to represent exact mathematical operations and
quantities includes:
1. truncation errors, which result when
approximations are used to represent exact
mathematical procedures
2. round-off errors, which result when numbers
having limited significant figures are used to
represent exact numbers
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 Error Definitions

True error: Et = True value – Approximation (+/-)

True value – Approximation

True percent relative error :  t  100%
True value

Approximate Error
• For numerical methods, the true value will be known only when we deal with
functions that can be solved analytically.
• In real world applications, we usually do not know the answer a priori.

Approximate Error = Current Approximation(i) – Previous Approximation(i-1)

Approximate error
Approximate Relative Error : a  100%
Approximation
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 Iterative approaches (e.g. Newton’s method)

(Current Approx.) - (Previous Approx.)

Approx. Relative Error : a  100%
CurrentApprox.

Computations are repeated until stopping criterion is satisfied

Pre-specified % tolerance based on your

knowledge of the solution. (Use absolute value)

If εs is chosen as:
 s (0.5 10(2-n) )%
Then the result is correct to at least n significant figures (Scarborough 1966)

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 EXAMPLE 3.2: Maclaurin series expansion
2 3 n
x x x
e x 1 x    ... 
2 3! n!
Calculate e0.5 (= 1.648721…) up to 3 significant figures. During the calculation
process, compute the true and approximate percent relative errors at each step

Error tolerance  s (0.5 10(2-3) )% 0.05%

Terms Count Result εt (%) True εa (%) Approx.

1 1 1 39.3
1+(0.5) 2 1.5 9.02 33.3
1+(.5)+(.5)2/2 3 1.625 1.44 7.69
1+(.5)+(.5)2/2+(.5)3/6 4 1.6458333 0.175 1.27
5 1.6484375 0.0172 0.158
6 1.648697917 0.00142 0.0158
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 Example 1
1. Suppose that you have the task of measuring the
lengths of a bridge and a rivet and come up with 9999
and 9 cm, respectively. If the true values are 10,000
and 10 cm, respectively, compute (a) the true error
and (b) the true percent relative error for
each case.
solution
=10,000-9999= 1cm
= 10-9= 1cm
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 Contd.

Thus, although both measurements have an error of 1

cm, the relative error for the rivet is much greater. We
would conclude that we have done an adequate job
of measuring the bridge, whereas our estimate for the
rivet leaves something to be desired.

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 Number system
A number system is merely a convention for
representing quantities. Because we have 10
fingers and 10 toes, the number system that we
are most familiar with is the decimal, or base-10,
number system. A base is the number used as the
reference for constructing the system. The base-10
system uses the 10 digits—0, 1, 2, 3, 4, 5, 6, 7, 8, 9
— to represent numbers. By themselves, these
digits are satisfactory for counting from 0 to 9

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 Contd.
For larger quantities, combinations of these basic
digits are used, with the position or place value
specifying the magnitude. The right-most digit in a
whole number represents a number from 0 to 9. The
second digit from the right represents a multiple of
10. The third digit from the right represents a
multiple of 100 and so on. For example, if we have
the number 86,409 then we have eight groups of
10,000, six groups of 1000, four groups of 100, zero
groups of 10, and nine more units, or
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 Round-off and Chopping Errors

• Numbers such as p, e, or √7 cannot be expressed by a fixed number

of significant figures. Therefore, they can not be represented exactly by a
computer which has a fixed word-length

p = 3.1415926535….
• Discrepancy introduced by this omission of significant figures is called
round-off or chopping errors.

• If p is to be stored on a base-10 system carrying 7 significant digits,

chopping : p=3.141592 error: et=0.00000065
round-off: p=3.141593 error: et=0.00000035

• Some machines use chopping, because rounding has additional

computational overhead.
 Two ways to decrease the error:
(1) Decrease the step size
(2) Use a higher-order formula that
employs more points
Thank You!!!!