‫دوﺳﻴﺔ اﻟﻨﺠﺎح‬

‫ﻓﻲ اﻟﺘﺤﻠﻴﻞ اﻟﻌﺪدي‬

‫إﻋﺪاد‪:‬‬
‫ﺳﺎﻣﺮ اﻟﻌﻄﻴﻮي‬
‫أﺣﻤﺪ اﻟـﺰﻳﻦ‬
 ‫ﻣـﻘـﺪﻣــﺔ‬
‫ﺗﺘﺤﺪث ﻣﺎدة اﻟﺘﺤﻠﻴﻞ اﻟﻌﺪدي ﻋﻦ ﻣﺠﻤﻮﻋﺔ ﻣﻦ‬
‫اﻟﻄﺮق ﻹﻳﺠﺎد ﺣﻠﻮل ﺗﻘﺮﻳﺒﻴﺔ ﻟﺠﺬور اﻟﻤﻌﺎدﻻت‬
‫اﻟﺼﻌﺒﺔ ﺑﺎﻹﺿﺎﻓﺔ ﻟﺒﻌﺾ اﻟﺘﻜﺎﻣﻼت واﻻﺷﺘﻘﺎﻗﺎت‬
‫واﻟﻤﻌﺎدﻻت اﻟﺘﻔﺎﺿﻠﻴﺔ اﻟﺘﻲ ﻳﺼﻌﺐ ﺣﻠﻬﺎ ﺑﺎﻟﻄﺮق‬
‫اﻟﺘﻘﻠﻴﺪﻳﺔ‪.‬‬
‫وﺗﺘﺤﺪث اﻳﻀﺎ ﻋﻦ ﻛﻴﻔﻴﺔ اﻳﺠﺎد ﺣﻠﻮل ﻟﻨﻈﺎم ﻣﻜﻮن‬
‫ّ‬ ‫ّ‬
‫ﻣﻦ ﻣﻌﺎدﻻت ﺧﻄﻴﺔ وﻏﻴﺮ ﺧﻄﻴﺔ ﺑﺎﺳﺘﺨﺪام‬
‫اﻟﻤﺼﻔﻮﻓﺎت‪.‬‬

‫ﻣﺎدة اﻟﺘﺤﻠﻴﻞ اﻟﻌﺪدي ﻣﻦ اﻟﻤﻮاد اﻟﺘﻲ ﺗﺤﺘﺎج ﻟﻠﺴﺮﻋﺔ‬

‫واﻟﺪﻗﺔ ﺑﺎﻟﺤﻞ ‪ ،‬ﺗﻘﺪم ﻫﺬه اﻟﺪوﺳﻴﺔ ﺷﺮح ﻣﺒﺴﻂ‬
‫ﻟﻠﻤﺎدة ﺑﺎﻹﺿﺎﻓﺔ إﻟﻰ ﻛﻴﻔﻴﺔ اﺳﺘﺨﺪام ﺟﻤﻴﻊ ﻣﻴﺰات‬
‫اﻵﻟﺔ اﻟﺤﺎﺳﺒﺔ ﻟﻀﻤﺎن ﺳﺮﻋﺔ اﻟﺤﻞ‪.‬‬

‫أﺣﻤﺪ اﻟــﺰﻳﻦ‬
‫ﺳﺎﻣـﺮ اﻟﻌﻄﻴﻮي‬
 ‫ﻣﺎدة اﻟﻔ ﺳﺖ‬

CHAPTER 3 CHAPTER 5
ƒ Approximations ƒ Bracketing Methods
ƒ The Bisection Method
and Round-Off Errors
ƒ The False-Position Method
ƒ Significant Figures
ƒ Error Definitions CHAPTER 6
Round-Off Errors ƒ Open Methods
ƒ Simple Fixed-Point Iteration
CHAPTER 4 ƒ The Newton-Raphson Method
ƒ the Taylor Series ƒ The Secant Method
ƒ Systems of Nonlinear Equations

Significant Figures
Approximation and Round-off Errors

(‫)اﻻرﻗﺎم اﻟﻤﻌﻨ ﺔ‬

™ Significant figures = Certain digits + One estimated digit

‫ﻋﺪد اﻟﺨﺎﻧﺎت اﻟﺼﺤ ﺤﺔ دون اﻻﻋﺸﺎر‬
Certain digits

One estimated digit ‫ﻋﺪد اﻟﺨﺎﻧﺎت ﻌﺪ اﻟﻔﺎﺻﻠﺔ‬

Significant figures ‫ﻋﺪد اﻟﺨﺎﻧﺎت ﻗ ﻞ اﻟﻔﺎﺻﻠﺔ و ﻌﺪ اﻟﻔﺎﺻﻠﺔ‬

 Example:
‫ﺟﺎﺑﻮا ﻋﻨﻪ ﺎﻟﻔﺎﻳﻨﻞ‬

‫ﻋدد اﻟﺧﺎﻧﺎت دون اﻻﻋﺷﺎر‬

50.2 2 certain digits

‫ﻋﺪد اﻟﺨﺎﻧﺎت ﻗ ﻞ و ﻌﺪ اﻟﻔﺎﺻﻠﺔ‬

50.3 3 Siginficant figuers

‫ﻋﺪد اﻟﺨﺎﻧﺎت ﻗ ﻞ و ﻌﺪ اﻟﻔﺎﺻﻠﺔ‬

5 Siginficant figuers
50.392
‰ NOTE:
Sig fig (Siginficant figuers) ‫اﻻﺻﻔﺎر ﻻﺗﻌﺘ‬
0.00001823 = 4 Sig fig
0.0000182 = 3 Sig fig

Rounding & Chopping

Rounding Chopping

(‫)ﻓﻘﻂ ﻘﺮب اﻟﺮﻗﻢ او ﻣﺎ ﻘﺮب‬ (‫) ﺤﺬف اﻟﺨﺎﻧﺔ ا ﺑﺘﻘﺮب وﻣﺎ ﻌﺪﻫﺎ‬

Example
Determine three digit using chopping and rounding for 2.9392 ?
Rounding
2.9392 2.94
Chopping
2.9392 2.93
 Error Definitions
‫ ﻓﻲ ﺷوﯾﺔ ﻗواﻧﯾن ﻻزم ﺗﺣﻔظﮭم ﻻﻧﮫ رح ﻧﺳﺗﺧدﻣﮭم ﻟﻘدام ﻛﺛﯾﯾر‬#

ƒ True Error (Et) = True Value – Approximation Value

= Xi+1 - Xi
• Absolute True Error (Et) = |Et|

Et
ƒ Realtive True Error(εt) = | True Value |
As perecentage = εt × 100%

ƒ Absolute Approximate Error (Ea) = |New estimate Value – Old estimate value|

ε
ƒ Realtive Approximate Error ( a)= |Approximate Error| = |Xi+1 - Xi|
|New estimate| |Xi+1|
™ perecentage = εa× 100%
ƒ Accepted Error (εs)

|εa| or |εt| < |εs|

‫اﻟﺧطﺄ اﻟﻣﺗوﻗﻊ ﺑﻛون ﻏﺎﻟﺑﺎ ﻣﻌطﻲ ﺑﺎﻟﺳؤال‬
Example:
2
One method used to estimate the (+ve) root for f(x)= x -2x-8 and resulted
Following iteration, find (Et, εt , Ea , εa) after 3 iteration ?
Iteration (i) Xo
(intial value)
Solution 0 3.5
2
x-2x-8 = 1 3.75
(x-4)(x+2) =0 2 3.88
X=4 (+ve root) 3 3.895
X=-2 ×
1. True Error (Et) = True Value – Approximation Value
= 4 - (3.895)= 0.105

root X0 at 3 iteration
 Truncation errors
‫ﺔ واﻟﺘﻌﺎﺑ ﻟﺘﻤﺜ ﻞ اﻟﻘ ﻢ اﻟﺤﻘ ﻘﺔ‬ ‫اﻻﺧﻄﺎء اﻟ ﺗﺤﺪث ﻧ ﺠﺔ اﺳﺘﺨﺪام اﻟﻘ ﻢ اﻟﺘﻘ‬

Example:

π= 3.14159
≈3.14
e=2.71828
≈2.718

g= 9.81 As Step size decrease , Truncation error decrease

≈10
As Step size decrease , Round- off error increase

Taylor series expansion

‫ﻣﻦ ﻫﻮن ﺑ ﻠﺶ اﻟﻤﺎة‬
‫اﻟﺼﺢ‬

Note (n) ‫ﻗ ﻤﺔ‬

n ‫ﺗﻤﺜﻞ‬ ‫اﻟﻤ وب واﻟﻤﺸﺘﻘﺔ واﻟﻘﻮة‬ ‫ﻣ ﺴﺎو ﺔ‬
f(n) ‫ﻣﺸﺘﻘﺔ‬

X0 (Intial value)
1!= 1
(‫وب‬ ‫)ﺗﻤﺜﻞ اﻟﻤ‬ ‫وب‬ ‫اﻟﻤ‬
n! 4!= 4 × 3 × 2 × 1 = 24
(n)
(X-X0) (‫)ﻣﺮﻓﻮﻋﺔ ﻟﻠﻘﻮة‬
3!= 3 × 2 × 1 = 6
Example
Calculate third order using Taylor series for f(x)= sin(x),
at x=2 , using x0= 0 ?

‰ Reminder (Rn) of Taylor Series

True Error (Et) = True Value – Approximation Value

same

same

same

Exact value Approximation value

Rn f(x) fn(x)

9 Rn= f(x) - fn(x)

 Notes:

‫ﺄﺳﺘﺨﺪام اﻻﻟﺔ اﻟﺤﺎﺳ ﺔ‬ ‫ داﺋﻣﺎ ﺑﺎﻻﻗﺗران اﻟداﺋري ﻻزم ﺗﻛون زاوﯾﺔ ﺑﺎﻟرادﯾن‬#
SHIFT + Ans + 2

Example
Calculte the second order using Taylor expansion of f(x)= Cos(x) ,at (x=2) given (x0=0) ?
a) 0.5699
b) 0.04161
c) 0.023
d) -0.4161
‫ ﻌﻮض ال‬2 ‫اﻧﻪ ﻧﺤﻮل زاو ﺔ ا رادﻳﻦ ﻻﻧﻪ اﻗ ان داﺋﺮي‬ ‫ــﻊ ﺲ ﻻزم ﻣﺎﻧ‬ ‫ ﻋ اﻟ‬Formula of Taylor Series ‫ھون ﺑدون ﻣﺎ اﺳﺗﺧدم ال‬

‫ﻃ ﻘﺔ ﻌﺔ ﻟﻠﺤﻞ ﻋ‬
taylor series
= Cos(2) = - 0.4161 ‫ﺧﻼل ﺗﻌ ﺾ ﻗ ﻤﺔ‬
X
‫ﺎﻻﻗ ان‬

Roots of Equations
‫ﻋﻦ ﻞ ﻃ ﻘﺔ رح ا ح‬ 9 ‫وﻟ ﺲ ﺣﻘ‬ ‫اﻟﺠﻮاب ﺗﻘ‬ ‫ا ﺠﺎد اﻟﺠﺬر اﻧﻪ ﺑﻨﺤﺼﻞ ﻋ‬ ‫اﻟﻄﺮق اﻟﻌﺎد ﺔ‬ ‫اﻟﻔﺮق ﺑ ﻨﻬﺎ و‬
‫ﺎﻟﺘﻔﺼ ﻞ ﻟﻘﺪام‬
9 iterations ‫طﺑﯾﻌﺔ اﻟطرق اﻟﻧﯾوﻣرﻛﺎﻟﻲ ﺗﻌﺗﻣد ﻋﻠﻰ ال‬

ƒ Bracketing Methods ƒ Open Methods

™ Fixed point iteration
™ Bisection method
™ Newton – Raphson method
™ False-position
method ™ Secant method
#Braketing Methods
‫ﺳﺆال ﻋ‬ ‫ﻏﺎﻟ ﺎ ﺑ‬
‫اﻟﺘﻌ ﻒ ﺎﻻﻣﺘﺤﺎن‬
ƒ Bisection Method
• The method in wich the interval is always dvided in half.

• Slow converges to find the root of function.

• Xr (root) always located in middle .

x
• There is a condition for this method f( L) f(Xu ) < 0.

:‫ ﻧﺗﺑﻊ اﻟﺧطوات اﻻﺗﯾﺔ‬Bisection ‫( ﺄﺳﺘﺨﺪام ال‬Root) ‫اذا ﺎن ﻟﺪ ﻚ اﻻﻗ ان اﻻ وﻃﻠﺐ ﻣﻨﻚ ا ﺠﺎد ال‬

X ‫طرق اﻟﺣل ﻋﻠﻰ‬

f(x) = e − 2, x = [0 1]
Bisection
9 ‫[ ﻟﻛن ﺷرط ﻋﻠﻰ اﻻطراف ھو ﻻزم ﺻورة اﺣدھم ﺳﺎﻟﺑﺔ واﻻﺧر ﻣوﺟﺑﺔ‬XL, Xu] ‫ﻧﺣدد اطراف اﻟﻔﺗرة‬
method
x = [0 1] f(XL)= f(0)= 1-2 = -1
9 f(XL) f(Xu ) < 0
XL Xu f(Xu)= f(1)= e-2= 0.7813

Xr = xL + Xu = 0+1 = 0.5 Xr ‫ﻧﺠﺪ ﻧﻘﻄﺔ اﻟﻤﻨﺘﺼﻒ‬

2 2

XL Xr Xu
 ‫ﻧﻌﻤﻞ ‪ Updaet‬ﻋﻠﻰ اﻟﻔﺗرة‬
‫‪ Xr‬ﺤﻞ ﻣﺤﻞ اﻟﻌﺪد ﺻﺎﺣﺐ ﺻﻮرة اﻟﻤﻮﺟ ﺔ‬ ‫ﻣﻮﺟ ﺔ‬

‫ﻧﺠﺪ ﺻﻮرة ال‪Xr‬‬

‫ﺳﺎﻟ ﺔ‬
‫ﺤﻞ ﻣﺤﻞ اﻟﻌدد ﺻﺎﺣب اﻟﺻورة اﻟﺳﺎﻟﺑﺔ‬ ‫‪Xr‬‬
‫ﺣﺎﻟﺔ اﻟﺼﻮرة ﺴﺎوي ﺻﻔﺮ ﻣﻌﻨﺎﺗﻪ ﻫﻮ اﻟﺠﺬر اﻟﻤﻄﻠﻮب‬ ‫‪#‬‬
‫‪0.5‬‬
‫‪f(xr)= f(0.5)= e -2‬‬ ‫‪- 0.3513‬‬
‫) ‪(-‬‬ ‫) ‪(-‬‬ ‫)‪(+‬‬

‫‪0‬‬ ‫‪0.5‬‬ ‫‪1‬‬

‫ﺤﻞ ﻣﺤﻞ ﻻﻧﻪ ﺳﺎﻟﺐ‬
‫وھﯾك ﺑﻧﻛون ﺧﻠﺻﻧﺎ اول‬
‫ﺗﺼﺒﺢ اﻟﻔ ة اﻟﺠﺪ ﺪة‬
‫]‪[0.5 1‬‬ ‫)‪(Iteration‬‬

‫ﻣﻦ‬ ‫ﻣﻤﻜﻦ ﺤﻜ ﻠﻚ ﻻ‬
‫‪Iteration‬‬
‫ف ﺑﺘﻜﺮر اﻟﺨﻄﻮات ﺳﺎ ﻘﺔ ﻧﻔﺴﻬﺎ‬
 (Bisection method)

For Bisection Method after nth iteration can be calculated by :

n
2 = Δx n = Ln (Δx/εs)
εs Ln(2)

n : Iterations
Δx : Interval (xu-xL)
Εs : Accepted Error

-9
10 = 0.2 -n0.1
2
‫داﯾﻣﺎ ﺑﻧوﺧذ اﻛﺑر ﻋدد ﺻﺣﯾﺢ‬
n = 26.5 27
ƒ False-Position Method
f(xu)
‫ا ﻀﺎ‬ ‫ ﺴ‬Linear Interpolation Method #

‫ﻗﺎﻧﻮن ا ﺠﺎد اﻟﺠﺬر‬ ‫ﺗﺨﺘﻠﻒ ﻋﻦ ﻃ ﻘﺔ ﺳﺎ ﻘﺔ ﻓﻘﻂ‬

xL Xr
xu

f(xL)

(Xr) ‫اﻟﻨﻘﻄﺔ اﻻﻗﺮب ا اﻟﺠﺬر‬xu

 #Open Methods Initial guess (Xo) ‫ ﺑﻨﺤﺘﺎج ﻓﻘﻂ‬, [XL, Xu] ‫ﻣﺎ ﺑﻨﺤﺘﺎج ﻟﻔ ة‬
ƒ Simple Fixed-Point Iteration

‫ﺷرح ﺧطوات اﻟطرﯾﻘﺔ‬

Simple Fixed
Point Iteration
 ‫ح ﺧﻄﻮات اﻟﻄ ﻘﺔ‬

‫‪#‬اذا ﻛﺎن ﻟدﯾك اﻻﻗﺗران اﻻﺗﻲ وطﻠب ﻣﻧك اﯾﺟﺎد اﻟﺟذر ﺑﺄﺳﺗﺧدام ‪ False position‬ﻧ ﺒﻊ اﻟﺨﻄﻮات اﻻﺗ ﺔ ‪:‬‬
‫‪2‬‬
‫‪f(x) = X -2X-3‬‬ ‫)‪At (xo=4‬‬
‫‪#‬ﺑﻨﻌﻤﻞ اﻋﺎدة ﺻ ﻐﺔ ﻟﻼﻗ ان ﺤ ﺚ‬
‫‪2‬‬
‫‪X -2X-3 = 0‬‬ ‫ﺑ ﺴﺎوي اﻻﻗ ان ﺎﻟﺼﻔﺮ‬

‫ﻣﻮﺿ ع اﻟﻘﺎﻧﻮن ‪X‬‬

‫ﻛل ﻣﻧﮭﺎ ﯾﻘود اﻟﻰ ﺟواب وﺑﻌﺿﮭﺎ ﻻﯾﻘود اﻟﻰ ﺟواب‬ ‫‪X =√ 2X+3‬‬ ‫)‪g1(x‬‬

‫‪Converge‬‬ ‫اﻟذي ﯾﻘود ﻧﺳﻣﯾﮫ‬

‫)‪g2(x‬‬
‫‪diverge‬‬ ‫اﻟﺬي ﻻ ﻘﻮد ﺴﻤ ﻪ‬
‫—‬
‫‪X = X-3‬‬
‫‪2‬‬
‫‪X-2‬‬
‫—=‪X‬‬
‫‪3‬‬
‫)‪g3(x‬‬

‫‪‰ Converge and diverge Test‬‬

‫)‪g'(x‬‬ ‫ﺸﺘﻖ ال )‪g(x‬‬

‫‪Converge or diverge‬‬ ‫ﻧﻌﻮض ال)‪(Xo‬‬
‫)‪g'(xo‬‬

‫‪Converge‬‬ ‫)‪(1,-1‬‬ ‫اذا ﺎﻧﺖ )‪ g(xo‬ﻣﺤﺼﻮرة ﺑ‬

‫‪diverge‬‬ ‫اذا ﺎﻧﺖ ﻏ ذﻟﻚ‬
 ‫اﻟﺴﺆال‬

‫‪ƒ Newton-Raphson Method‬‬

‫اﻟﻤﻌ اﻟﻬﻨﺪ‬

‫ﻣﺸﺘﻘﺔ اﻻﻗ ان ﺗﻤﺜﻞ ﻣ ﻞ اﻟﻤﻤﺎس ﻋﻨﺪ ﺗﻠﻚ ﻧﻘﻄﺔ )‪(Xi‬‬

‫ﻣ ﻞ اﻟﻤﻤﺎس )‪9 tan(θ‬‬

‫‪Example: Use the Newton-Raphson method to determine the root‬‬
‫‪of the function f(x)=e-x-x using x=0 as an initial guess,‬‬
‫‪and percent relative error less than 0.1%. Use 4 sig. fig‬‬

‫اﺣﯾﺎﻧﺎ ﺑﺗواﺟﮫ ھﻲ اﻟطرﯾﻘﺔ‬

‫ﻣﺷﻛﻠﺔ اﻧﮫ اذا ﻛﺎﻧت ﻣﺷﺗﻘﺔ‬
‫اﻟﻣﻘﺎم ﺑﺗﺳﺎوي ﺻﻔر ف ھون‬
‫ﻣﺎ ﺑﻘدر اﻗﺳم ﻋﻠﻰ اﻟﺻﻔر‬
‫ﺣﺗﻰ اﺣل ھﻲ اﻟﻣﺷﻛﻠﺔ‬
‫ﻐ ﻗ ﻤﺔ ال‬
‫)‪(Xo‬‬
‫او ﺴﺘﺨﺪم ﻃ ﻘﺔ ﺛﺎﻧ ﺔ‬
‫ﻻ ﺠﺎد اﻟﺠﺬر‬

‫‪ƒ Secant Method‬‬

‫ﻣﺷﺎﻛل اﻟطرﯾﻘﺔ‬

‫اﺣ ﺎﻧﺎ اﻟﺠﺬر ﻓﻴﻬﺎ ﺑ ﻌﺪ ﻋﻦ اﻟﻘ ﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ‬

‫او ﻣﺎ ﻘﻄﻊ ﻣﺤﻮر ﺳ ﻨﺎت‬

‫ﺸ ﻪ ﻗﺎﻧﻮن‬
‫‪False-Position‬‬
 Example: Locate the first positive root of
f(x)=sinx+cos(1 +x2 )-1
Use 4 iterations of the secant method with initial guesses of [1 3]

[sin X; +cos(l +xf )-1][x;_ 1 -x;] 1 1 3 I I

_ _
X.•+ I =X;- , ,
[sinx;_ 1 +cos(l + x;_1 )-1]-[sin X; + cos(l + x;)-1] 2 3 -0.02321 13023
3 -0.02321 -1.22635 98

4 -1.22635 0.233951 624

5 0.233951 0.396366 40.9

i=1:
I I

[sinx 1 +cos(1+x:)-1][x 0 -x 1]
= _0_02321
[sinx 0 + cos(l+ x� )-1]-[sin x1 +cos(l+Xi)-1]

or rin ing_ rhe root oP :x> $in O<) r

b� the Se.CQnt me tho whic � Or the fo llowi.-i� I

choice or iYln��, uesses woLAld not e C\ppropn

B) 0 qnd 1L c) TC. and 311: o) _Jr �nd lf
Li 4 7:f 2 2
nswerB-
V
c 'I

9° \ Zf> �IC>� CU I c.J.b- cj cu'�

 ‫‪Notes‬‬
‫طﺑﻌﺎ اﻟﻘواﻧﯾن ﺑﻛون ﻣﻌطﯾك ﯾﺎھم اﻟدﻛﺗور ﺑﺎﻻﻣﺗﺣﺎن ‪9‬‬

‫‪• Bisection‬‬ ‫‪• False-Position‬‬ ‫‪• Simple Fixed Point‬‬ ‫‪• Secant‬‬ ‫‪• Newton-Raphson‬‬

‫اﻻ ع‬

‫اﻟﺤﻞ‬ ‫ﺄﺳﺘﺨﺪام اﻻﻟﺔ اﻟﺤﺎﺳ ﺔ ﻟ ﺴﻬ ﻞ و ﻋﺔ‬ ‫ﺣ ﺗﺨﺰن ﻣﺜﻼ رﻗﻢ داﺧﻞ ﻣﺘﻐ‬

‫‪+ Shift + RCL +A‬اي رﻗﻢ‬ ‫اﻟﺮﻗﻢ ا ﺧﺰﻧﺘﻪ‬ ‫‪ RCL+ A‬ﺣ اﺳﺘﺪ‬
 ‫‪System of Nonlinear Equations‬‬
‫ﻣﻦ واﺣﺪ‬ ‫ﻜﻮن ﻓﻴﻬﺎ اﻻس ﻋ اﻟﻤﺘﻐ ا‬ ‫اﻟﻤﻌﺎدﻻت اﻟ‬ ‫اﻟﻤﻌﺎدﻻت اﻟﻐ اﻟﺨﻄ ﺔ‬
‫ﻣﻌﻧﻰ ﺣل اﻟﻣﻌﺎدﻟﺔ اﻟﻐﯾر ﺧطﯾﺔ ﺑﺎﻟﻧﯾوﻣرﻛﺎل ﯾﻌﻧﻲ اﯾﺟﺎد ﻗﯾﻣﺔ ‪Y‬و ‪X‬‬

‫ﺣﻞ ﻧﻄﺎم اﻟﻤﻌﺎدﻻت اﻟﻐ ﺧﻄ ﺔ ﺄﺳﺘﺨﺪام ﻃ ﻘﺘ‬ ‫ﻧﻌﺘﻤﺪ ﻋ اﻟﻤﺼﻔﻮﻓﺎت‬

‫‪ƒ Simple fixed point Iteration‬‬

‫‪ƒ Newton Raphson‬‬

‫‪™ Simple fixed point‬‬

‫‪Iteration convergence for the‬‬
‫‪two-equation case are‬‬

‫ﺨ ﻣﻮﺿ ع اﻟﻘﺎﻧﻮن ﺎﻻﻗ ان اﻻول ‪X‬‬

‫ﺑﺧﻠﻲ ﻣوﺿوع اﻟﻘﺎﻧون ﺑﺎﻻﻗﺗران اﻟﺜﺎ ‪y‬‬

 ‫‪‰ Newton Raphson method‬‬
‫)ا)رح ﻧﺘﻌﺎﻣﻞ ﻓﻘﻂ ﻣﻌﻬﺎ‬ ‫ﺎﻟﻔ ﺳﺖ داﺋﻤﺎ ﺠﻴﺒﻮا ﻋﻠﻴﻬﺎ اﺳﺌﻠﺔ‬

‫‪If we have‬‬
‫‪f1(x,y) = 0‬‬
‫‪f2(x,y) = 0‬‬
‫‪To solve any system you have to find Jocobian matrix‬‬
‫‪And applied this formula .‬‬
‫ﻣﺎﺗﺮﻛﺲ و ﻄﻖ ﻋ اﻟﻘﺎﻋﺪة ﺎﻟﺘﺎ‬ ‫‪#‬ﺣ ﻧﺤﻞ اﻟﻨﻈﺎم ﺑﻨﺠﺪ اﻟﺠﺎ‬
‫اﻟﺼﻒ اﻻول ﻤﺜﻞ اﺷﺘﻘﺎق‬ ‫=‪X‬‬ ‫=‪y‬‬
‫‪∂f1‬‬ ‫‪∂f1‬‬ ‫)‪f1(x,y‬‬
‫‪f1‬‬ ‫‪∂f1‬‬ ‫‪∂f1‬‬ ‫‪f1‬‬
‫‪∂x‬‬ ‫‪∂y‬‬ ‫ﺑﻌد اﻻﺷﺗﻘﺎق ﺑﻧﻔﺻل اﻟﻰ ﻣﺻﻔوﻓﺗﯾن‬ ‫‪∂y‬‬ ‫‪∂x‬‬
‫=‪J‬‬ ‫ﻤﺜﻞ اﺷﺘﻘﺎق‬ ‫اﻟﺼﻒ اﻟﺜﺎ‬
‫‪f2‬‬ ‫‪∂f2‬‬ ‫‪∂f1‬‬
‫‪∂f2‬‬ ‫‪∂f2‬‬ ‫)‪f2(x,y‬‬
‫‪∂y‬‬ ‫‪∂y‬‬
‫‪f2‬‬
‫‪∂x‬‬ ‫‪∂y‬‬

‫ﻟﻤﺎ ﻧﻔﺼﻞ اﻟﻤﺼﻔﻮﻓﺘ ﺑﻨﻄﺒﻖ ﻋ اﻟﻘﺎﻧﻮن ‪9‬‬

‫‪Determinants‬‬
‫اﻟﻘ ﻤﺔ اﻟﻄﻠﻘﺔ )| |(ﻳﺮﻣﺰ ﻟﻪ ﺑﺮﻣﺰ ﺷ ﻪ‬

‫|‪Xi+1 = Xi - |xi‬‬
‫|‬

‫|‪|Ji‬‬

‫|‪yi+1 = yi - |yi‬‬
‫|‬

‫|‪|Ji‬‬

‫رح اﺣﻂ اﺳﺌﻠﺔ ﻋﻨﻪ ﻟﻘﺪام‬

 �. = x. "2.- + x '.1 -\c,

�2. = 'j -+ '3 X � 2 - ,; X

r-'il-
\..:-'13 '1
'"3

C.-�-.C \3) - C l,<-'f3} 2, 2

:;,(, = ' - C. '1>< I?,) - C 1 >< I 2 )
c:,c,

C'-11'-'13}- C 9><C\'2l '1; 2 00

C.'1:0.13) - C.IJI 1�)

�- r'l b'lf. & 'J. , x, <fe-? O"

f. :: '1,oi I �,
°" O_, 624

L '1,oi x 5'i;<t<t) - (fl,tZ'l.2, 2-)

U�-61' 51, '1) - LJ,l,c S1.<\ 2)
 ‫‪Pivoting‬‬ ‫اﺧﺮ ﻣﻮﺿ ع ﻤﺎدة اﻟﻔ ﺳﺖ‬
‫ﺗﺎﺑﻊ ﻟﺤﻞ ﻧﻈﺎم اﻟﻐ ﺧ‬

‫ﺣﻞ اﻟﻤﻌﺎدﻻت‬ ‫ﺻﻔﺮ ﻋﻨﺪ اﺳﺘﺨﺪام ﻏﺎوس‬ ‫ﻃ ﻘﺔ ﻟﺘﺠﻨﺐ اﻟﻘﺴﻤﺔ ﻋ‬

 b- with partial pivoting
First, we pivot by switching rows 1 & 3
2 2 6 12 2 2
R 2-(a21/au)R1
10 2 4 4 I
0 0.33333 2.33333 -1
R3 •(a 31/a 11 )R 1
I

8 2 -2:-2 0 0.66667 -3.33333 -6

2nd, we pivot by switching rows 2 & 3

12 2 2 6 [12 2 2 6
0 �-3.33333! -6 R 0.66667 -3.33333; -6]
3-(a 32/a22lR2
I I
:
0 o.33333 2.33333 -1 0 4 2

X2 = -13/ 2

locity f"' f""a.ll.h1g parachutist is giv� b

V' = gTn-(1- e-(.C/,n <
C

g = 9. 81 7"./52 • c = 'J. S kg/s . 3.dll.l.iUl.!I.UJ-...!.thll!;:c...0:1.A:2::L!ZL.

· ·
econds. n

60.9920 c. 59.8454

in d used to deter.m.in.e a r o f,
and th. ulated. I£ th
CEn2 - o. JZS). e
lh!:JrumdJin.lt&J:::!aWLl.:i�Ln!llltil...DJ�:SU��o d.
c. (2. S • 3.-5

• g niet.hods �<>t be sed loca. e e r09

r(x = x2 - 2x - 'J. S
 cal� r- iH related

iq-... rat.a....kwi rudi� r = 2 m. hc>'ld1.nig

r-�g .-iU• ho = 2 :rn
a.. o.5a20 m 0. non

Q-7. �e £c>IJc>,..., nig fi� rep.__� he gruphica.l represe.r..b.atio

tec:h:r.lqs:a • �� fl� rep..-.=..,,� Sec::o..-d: methc>d?

a. c. d.
-- -,

QB. Fc>r the sam dabk hi Q6. 'Est:i.irziate h u.si.__,.g �t method Wit:h h_._ = . ho 2 the
...,..lllle c>C the cst:hipate after -·o iterati � -;u be
=

a. <>-5782 m b. o. 398 en cJ 0.6997 d. non

Q9. iilig .,_ewto.,_- Ra:ph.son. methoc:1 thie eslliIIAAtecs £or %.y) after the first :itera • � £i r th
�c:tion.s
y=%2+ 1 y=2cos,;,c
With .ro = .1 • Yo = :I.
C<>-99-;;,-6 • <>-99<>6.) c.. cL non

Given sui hie initial in erval, bracketing -methods ,,-ill con •erge. �=- _
Open. m t:hod.s are aJ-:>'S fu�er than bracketing met:b_ods.
pen rn.e h<>ci.s ah....ays con..,,erge.
For bo bra ketin n open. methods c,on ergen ca:nnotc be pre<lict:ed..

er a.ppl�g uaj'ye &&vss eli 7'1_•DMJ'>«>D� le � ept 4.;, will eq-.iaJ

r 3
-2
2
3
2 J [ %2 ]
S
C.
3
9-
[ -s
6
d..
1 -7.53 S . non

b. C- e. n n

r-3\J\ }}�\ 0'-h C\>\ "'--' JJ / ��lu( se(,'es � �

� �� ��(i;� t� 6�, � ��, � 6cf;. 2:\)
Q1as1:·,0Y\ 2. :-
2
�(;():: ��'(I')( 4- to�l'x +t) - , B :!.e.ti:o� Yilel»e>J
X 1.. � \ � 1
x If ;-'2. 1 G :: 5i.

"'- V at ) iu �O'u) X< �(ty) E i.

\,; -�<M 2 0)12 \3 � •0,,211

\J� -op']l 2 o)� 2 \1 <g,15 -°' 2'11lf �., I 1/. .

D�T'
\, 't>1- s -� 2141 ) c,)qJ -�t:121; 1,,3¼

yy.l\

11',11m:�•u1
<jJ�I

•('f...)i
V-= �ll-e "'
clo5- Cl,p iullJa<'I
(Y_� � (.tll}-;oO �
\p�\\��.li?o �I �I c;p{}S-

X1. � (ti,1 x,,. t6'4) x'( �lY1 I �·

�c, \'111 6() -�\r,l.f 50\,ili .o,, oo,1

� �, '11 ;i 5\11 --, .. , @1,11 -0,001/ O,o?.?%

��\ '-:'l,e.JI

0 ff;. i' c,.11:,J> � _;.. \

 �}�I J.s ��-' 2)'H = �' )�1 s.y,�
c �\ �\b � ,, Q',�tt,1:-;o., �)> � � �

J9<J>\� �\_, jW o�j1 �. ��' 4-­

. cl
JP' J{J
G\--41 '(, = \, '3ii' 5 -t 2., '395 � '-1 '-b7� )(

b- Y,: ,,,H + 2�625 .: 112� v

,_
J L

N e'41toV\ u;.v �
�apnsovi

Xz'="li
\I
rDLil
--
'y1 DJ
ii

� u_,,..a f �� j\ � r \uJ\ :H� s��\:,..g o'lt ,·�\

�\�\ ��i) _} ( ��'
 .
06 • .

� l.\\) = " - -,("'\ l '3 '( _'y\)

\,t; ..? 1'\t(t-',\) :::c,

�o �(1 ., ) � (.x ., )

J
sb 2 -\S, ?.'i -12, St

1 "" o,1i6 -', ?,J -9,<J�

'l
e) °'55ol -2, 2261 -'?::1;g
L

�-=-it 1 +f �-x "> _\ -=:.o

�=
(\ )

'l-£<>$A ____.. ';j-2 CDS}f. �o (_'2.}

:\
:1-- f-•
l op,g •
·1
 r -
4 ·2 P:�ob"1 � 6� �I
: '-1
'3 2 2 I . J �½ c..-0U> �lo�)
I -i; --R1- -s'?,

r7 1 s I 6 -1--<ot<.,-l-
I
� '2.)J< \

'
I4
I -11.

'. 11.tl Y<3 - L--4; ) R2

\ \.f -2 I LJ

S \o

4��-=- <\ i
frc1
Scanned with
� CamScanner

� 22�-5 \";lobYlj �
6t,
) �·.')\��\�,?�
-1 3 �, 6--f<2-[;?)1?,
I
�
·� ,.h'� .:,¥1)1\JI
.. t 4-2 1 4 --i)�s-C\)R,
 2

-2e-:z..a

HI u I

0 7

lll u

• (Xo - '2
d.
m bods f"th f"uact n

1th x, = 2, x =

=6
2-orcl r pp lm t n ror t runct £(:r) == ..G

c. • 75 d. .2

7. The root for f(x):s Y!-2 is found using the fixed point iteration method as shown in
table below . The value of x.o is
€) 1 114
B) 2
C) undefined
D) Depend on am.ngcment of x•g(x)
 ‫ﻣﺎدة اﻟﺴﻜﻨﺪ‬

CHAPTER 9 CHAPTER 10 CHAPTER 11

- Pitfalls of Elimination - LU Decomposition - Gauss-Seidel Iterations
(ILL Conditioned system)
- The Matrix Inverse - Jacobin Iterations
- Gauss-Jordan

CHAPTER 17
- Least-Squares Regression
- Linear Polynomial
Regression
- Nonlinear Regression
CHAPTER 18 CHAPTER 19
- Newton’s Divided-
Difference Interpolating - Curve Fitting with
Sinusoidal Functions
- Polynomials Lagrange
Interpolating Polynomials
 Pitfalls of Elimination
(ILL Conditioned system)

‫ﺎﻟﺤﻞ‬ ‫ﻣﻌﺎﻣﻼت اي ﻣﺼﻔﻮﻓﺔ ﻳﺆدي ا ﺗﻐ ﻛﺒ‬ ‫ان اﻟﺘﻐ‬

‫اﻟﻤﺸ ﻠﺔ ﻻزم ازﺪ اﻟﺪﻗﺔ ﻟﻠﺤﻞ‬ ‫ﺣ اﺣﻞ‬

To Check System Condition :

‫ﻟﻠﻣﺻﻔوﻓﺔ‬ determinant ‫ﻋﻦ ﻃ ﻖ ﺣﺴﺎب ال‬

iLL Condition
If Determinant ≈ 0 ‫اﻟﻨﻈﺎم‬ ‫ﺴ‬

Well Condition
‫اﻟﻨﻈﺎم‬ ‫ﺴ‬
If Determinant ≈ 0

Example :

100 -101 ÷ |-101| ‫ﻓﻪ‬ ‫ﻋﻨ‬ ‫ﻘﺴﻢ ﻞ ﺻﻒ ﻋ ﻣﻄﻠﻖ ا‬

A=
200 -200 ÷ |+200|
‫ﺑﻨﺤﺴﺐ‬
(determinant)
0.99 -1 ‫ﻟﻠﻤﺼﻔﻮﻓﺔ‬
A=
Det (A) = (0.99)(-1) - (-1)(1) = 0.01
1 -1
If Determinant ≈ 0 # ill - Condition

To find Determinant by using calculator

SHIFT + 4 +7
‫‪Gauss - Jordan‬‬

‫ﻟ ﺘﺎ ﺔ اﻟﻤﻌﺎدﻻت ﺄﺳﺘﺨﺪام اﻟﻤﺼﻔﻮﻓﺎت‬

‫‪Ax=b‬‬

‫|‬
‫ﺑﻨﺤﻮل اﻟﻤﺼﻔﻮﻓﺔ ا‬
‫|‬
‫)‪(identity‬‬
‫|‬
Normalize the 2 n d row by dividing by the pivot element '7.003333"

1 -0.03 3333 -0.066667 ; 2.61667

[: 1 -0.0418848 , -2.7932]
-0.19000 10.02 ' 70.615

1 -0.0333333 -0.066667 : 2.61667

0 1 -0.0418848 -2,7932]
I

0 0 10.0120 · 70.08429
R 3 -(a 3 zfa .22 )R2

Normalize the 3 rd row by dividing by the pivot element "10.012"

..-------,'
1 -0.0333333 -0.066667 '. 2.61667 R 1 -(a 1 3'a 33 )R3
[: : -0.0418848 :-2.7932] ---- R 2 -(a 23'a 33 )R3
1 : 7

0 3.083338
0 -2.5 ]
0 1, 7

1 0 0:
0 1 0 -2.5
0 0 1 7
x=3
y=-2.5
z=7
 ‫‪LU Decomposition‬‬ ‫اذا ﺎن ﻋﻨﺪي‬
‫‪matrix A‬‬
‫ﻘﺪر اﻓﺼﻠﻬﺎ ا‬
‫ﻣﺼﻔﻮﻓﺔ ال‬
‫‪lower‬‬
‫‪A=LU‬‬ ‫و‬
‫ﻣﺼﻔﻮﻓﺔ ال‬
‫‪upper‬‬

‫ﻧﺎﺗﺞ ب ﻣﺼﻔﻮﻓﺔ ال‬

‫‪Lower‬‬
‫ب‬
‫ال‬
‫‪upper‬‬
‫ﻌﻄﻴﻨﺎ اﻟﻤﺼﻔﻮﻓﺔ‬
‫اﻻﺻﻠ ﺔ وﻟ ﺲ اﻟﻌﻜﺲ‬
‫ﺗﺛﻣل اﻻﺻﻔﺎر ﻣﺛﻠث ﻗﺎﺋم ﻓوﻗﻲ‬
‫ﺗﻤﺜﻞ اﻻﺻﻔﺎر ﻣﺜﻠﺚ ﻗﺎﺋﻢ ﺗﺤ‬

‫ﻌﺪ ﻣﺎ ﻧﻔﺼﻞ اﻟﻤﺼﻔﻮﻓﺔ ﺑﻨﻌﻮض‬

X1=1 X2=1 X3 = 1
 ‫‪The Matrix Inverse‬‬

‫ھﻧﺎﻟك ﻋدة طرق ﻻﯾﺟﺎد اﻻﻧﻔرﯾس ﻷي ﻣﺻﻔوﻓﺔ‬

‫‪Lu Decomposition‬‬ ‫اﻻﻟﺔ اﻟﺤﺎﺳ ﺔ‬ ‫ﻗﺎﻧﻮن اﻻﻧﻔ ﺲ‬

‫ﻗﺎﻧﻮن اﻻﻧﻔ ﺲ ﻟﺤﺠﻢ اي ﻣﺼﻔﻮﻓﺔ وﻟﻨﻔﺮض ﻣﺜﻼ اﻧﻪ ﻋﻨﺪي ﻣﺼﻔﻮﻓﺔ‬

‫‪2*2‬‬

‫اﻻﻟﺔ اﻟﺤﺎﺳ ﺔ ﻟﻤﺼﻔﻮﻓﺔ ﺣﺠﻤﻬﺎ‬

‫‪3*3‬‬
‫واﻗﻞ‬

‫ﻌﺪ ﻣﺎ اﺧﺘﺎر اﺳﻢ اﻟﻤﺼﻔﻮﻓﺔ‬

‫و ﻌﺪ ﺎ ﺨﺘﺎر ‪ A‬وﻟ ﻜﻦ ﻣﺜﻼ‬
‫ﺣﺠﻢ اﻟﻤﺼﻔﻮﻓﺔ ا ﺪك ﺎە‬
‫‪3*3‬‬ ‫ﺪﺧﻞ ﺑ ﺎﻧﺎت اﻟﻤﺼﻔﻮﻓﺔ‬
‫وﻻﺣﻆ اﻧﻪ ﻮن ﺑ اﻻﻟﺔ‬ ‫اﻟﻤﻄﻠ ﺔ‬
‫اﻟﺤﺎﺳ ﺔ ا ﺣﺠﻢ ﻟﻠﻤﺼﻔﻮﻓﺔ‬ ‫ﻌﺪﻳﻦ ﻀﻐﻂ‬
‫ﻷدﺧﺎل " ‪" MODE + 6‬‬ ‫‪AC‬‬
‫اﻟﻤﺼﻔﻮﻓﺔ ا ﺪك ﺎ ﺎ‬ ‫‪3*3‬‬ ‫ﺣ اﺣﻔﻆ اﻟﻤﺼﻔﻮﻓﺔ‬
 ‫ﺑﻌد ﻣﺎ ﺗﺿﻐط ﯾﺳﺎوي‬
‫ﺑظﮭرﻟك اﻧﻔرس اﻟﻣﺻﻔوﻓﺔ‬
‫ﻌﺪﻳﻦ ﻀﻐﻂ ﻋ رﻣﺰ‬
‫‪SHIFT + 4‬‬ ‫اﻟﻤﻘﻠﻮب‬
‫ﺣ اﺳﺘﺪ اﻟﻤﺼﻔﻮﻓﺔ‬
‫ا ﺣﻔﻈﺘﻬﺎ‬

‫ﻧﻔﺲ ﻣﺎ اﺧﺬﻧﺎ‬
‫‪Lu Decomposition‬‬
‫ﺲ ﺄﺧﺘﻼف ﺴ ﻂ‬

‫اﻻﺧﺘﻼف ﻓﻘﻂ ﺲ ﺎل‬

‫‪B‬‬
‫ال ﻮن ﺑﺘﻜﻮن ﻣﻌﻚ ﺎﻟﺴﺆال‬
‫)‪(identity‬‬
Example: 10x 1 +2x 2 -x 3 =27
Use LU d ecompositio n to find the
i nverse of:
-3x 1 - 6x 2 + 2x 3 = -61.5
Solution: -10 2 -f X 1 +X 2 +5X 3 =-21.5
A= -3 - 6 2
1 1 5 -
-10 2 -1 0
U= 0 -5.4 1.7 L+:.3 1

-0 0 5.351852 -
0.1 -0.148148 ;]
(1) 1 st column of the inverse

1
d
d.l
[ ] [ ]
= 0.3
d3 - 0.0:,5556

Ux=D
[ 0.110727
Back
1
X, = [ x 1 = -0.058824
]
[ : -�.4
;� ][::]=[ o\ ] Substitution -0.0103806]
0 0 5.351852 - 0.0:,5556
I
XJ X3

(2) 2 nd column of the inverse

LD=B
[_:_3 : :][::]=[:] � u�:�
o
s urton
d
[::]=[ 0.148148
: ]
0.1 -0.148148 1 d: 0 d
3

Ux=D
[ 1 [ 0.038062
Back X1 = = -0.176471]
1

;. � ][::] = [
[ : - �.4
]

Substitution
X1

: ] 0.027682
0 0 5.351852 x 3 0.148148
X3
 ‫‪Jacobi Iterations‬‬
‫ا ﺠﺎد ﻗ ﻢ‬ ‫ﻃ ﻘﺔ ﺗﻌﺘﻤﺪ ﻋ اﻟﺘﻜﺮار‬
‫‪X‬‬
‫ﻟﻠﻨﻈﺎم اﻟﻐ ﺧ‬
‫ﺎﻻﻣﺘﺤﺎن ﻄﻠﺐ ﻣﻨﻚ‬
‫ﻗﻢ‬
‫‪X‬‬
‫ﻌﺪ ﺗﻜﺮار ﻣﻌ‬
‫ﺄﺳﺘﺨﺪام ﻃ ﻘﺔ‬

‫ﺨ‬
‫ﻜﺘﺐ اﻟﻤﺼﻔﻮﻓﺔ ﻄ ﻘﺔ اﻟﻤﻌﺎدﻻت‬ ‫‪X‬‬
‫‪Ax =b‬‬ ‫ﻣﻮﺿ ع اﻟﻘﺎﻧﻮن‬
 ‫ﻟﺗﻛرار ﻣﻌﯾن ‪Jacobi Iterations‬‬

‫ﻃ ﻘﺔ ﻌﺔ ﻟﻠﺤﻞ ﻌﺪ ﻣﺎ ﻧﺨ‬
‫‪Example :‬‬ ‫‪X‬‬
‫ﻣﻮﺿ ع اﻟﻘﺎﻧﻮن‬

‫اﻟﺨﻄﻮة اﻻو‬
‫ﻗ ﻢ اﻓﺮض‬
‫‪X‬‬
‫ﺻﻔﺮ ﺴﺎوي‬
‫‪Example :‬‬ ‫طرﯾﻘﺔ ﺳرﯾﻌﺔ ﻟﻠﺣل‬
‫‪Chapter 17 : curve fitting‬‬
‫ﺑﮭذا اﻟﺷﺎﺑﺗر ﺑﻛون ﻣﻌطﯾك ﻗﯾم واﻧت ﻻزم ﺗطﻠﻊ ﻋﻼﻗﺔ ﺧطﯾﺔ ﺑﯾﻧﮭم ﺑﺣﯾث ﺗﻘدر ﺗرﺳم ﺧط ﻣﺳﺗﻘﯾم‬
‫ﻓﯾﮫ اﻗل ﻧﺳﺑﺔ ﺧطﺄ‬
‫راح ﯾﻛون ﻣﻌطﯾك ﺟدول ﻓﯾﮫ ﻗﯾم وطﺎﻟب ﻣﻧك اﻓﺿل ﻣﻌﺎدﻟﺔ ﻟﺧط ﻣﺳﺗﻘﯾم‬

‫اﻟﻔرق ﺑﯾن اﻟﻧﻘطﺔ واﻟﺧط اﻟﻣﺳﺗﻘﯾم ﯾرﻣز ﻟﮫ ﺑﺎﻟرﻣز ‪ei‬‬

‫‪yi‬‬
‫‪ei‬‬ ‫‪ei‬‬
‫‪ො‬ݕ ‪ei = yi -‬‬
‫‪ො‬ݕ‬
 ‫ﻓﻲ اﺷﺛﻘﺎق طوﯾل ﻟﻠﻣﺎﺗرﻛس اﻟﻲ راح اﻛﺗﺑﮭﺎ ﺗﺣت ‪ ,‬ﻣش ﻣﮭم وﻣش ﻣطﻠوب‬

‫݊‬ ‫‪෍ xi‬‬

‫‪a0‬‬ ‫=‬
‫‪i‬ݕ‪෍‬‬

‫‪෍ xi‬‬ ‫‪෍ Xi2‬‬ ‫‪a1‬‬ ‫‪෍ xi yi‬‬

‫ﻗﯾم ‪ a0‬و ‪ a1‬ﺑﻧطﻠﻌﮭم ﻋﺷﺎن ﻧﺣطﮭم ﺑﮭﺎي اﻟﻣﻌﺎدﻟﺔ اﻟﻲ ﺑﺗﻣﺛﻠﻲ اﻟﻌﻼﻗﺔ ﺑﯾن ﻗﯾم ‪ x‬و ‪y‬‬

‫‪y=a0 + a1 xi‬‬

‫‪Using liner regression fit the following data to a straight line :‬‬

‫‪x‬‬ ‫‪2‬‬ ‫‪3.25‬‬ ‫‪5.1‬‬

‫‪y‬‬ ‫‪3.5‬‬ ‫‪5.6‬‬ ‫‪7.8‬‬ ‫‪ = 3‬ﻋدد اﻟﻌﯾﻧﺎت = ‪N‬‬

‫‪σ xi = 2+3.25+5.1 = 10.35‬‬

‫‪σ Xi2 =4 + 10.56 + 26.01 = 40.57‬‬
‫‪σ ࢟I =3.5 + 5.6 + 7.8 = 16.9‬‬
‫‪σ xi yi = (2x3.5)+(3.25x5.6)+(5.1x7.8) = 64.98‬‬

‫طﺑﻖ ع اﻟﻣﺻﻔوﻓﺔ اﻟﻲ ﺷرﺣﻧﺎھﺎ ﻣﺑﺎﺷرة‬

‫‪૜‬‬ ‫‪૚૙Ǥ ૜૞‬‬ ‫‪a0‬‬ ‫ͻ‪ͳ͸Ǥ‬‬

‫‪a0 = 0.897‬‬
‫‪૚૙Ǥ ૜૞‬‬ ‫‪૝૙Ǥ ૞ૠ‬‬ ‫=‬ ‫‪͸ͶǤͻͺ‬‬
‫‪a1= 1.372‬‬
‫‪a1‬‬
‫‪y = 0.897 + 1.372x‬‬
 ‫‪Correlation Coefficient OR factor R‬‬

‫اﺣﻧﺎ اﺷﺗﻐﻠﻧﺎ ﻋﻠﻰ اﺳﺎس اﻧﮫ ﺧﺎوة ﺧط ﻣﺳﺗﻘﯾم اﻓرض اﻧﮫ رﺳﻣﺔ اﻟﻧﻘﺎط ﻣﺎ ﺑﯾﻌطوك ﺧط ﻣﺳﺗﻘﯾم‬
‫ﺣﺗﻰ ﻟو اﻧك طﻠﻌت ‪ Best fit‬ﻣﻣﻛن اﻧﮫ ﻣﺎ ﯾﻣﺛﻠﮭم‬

‫ﻟذﻟك ﻓﻲ اﺧﺗﺑﺎر رﻟﺢ ﻧوﺧذه ﻋﺷﺎن ﻧﻌرف ھل اﻟﻧﻘﺎط ﻓﻌﻼ راح ﺗﻣﺛل ﺧط ﻣﺳﺗﻘﯾم او ﻧوع ﻛﯾرف ﺛﺎﻧﻲ‬

‫* اذا ﻛﺎﻧت اﻟﻘﯾﻣﺔ ﺗﺳﺎوي‪ 1‬ﻓﺎن ھذه ھﻲ اﻟﺣﺎﻟﺔ اﻟﻣﺛﺎﻟﯾﺔ واﻟﺧط ﺳوف ﯾﻣر ﺑﺟﻣﯾﻊ اﻟﻧﻘﺎط وﺗﺳﻣﻰ ھذه اﻟﺣﺎﻟﺔ ‪EXACT :‬‬

‫* اذا ﻛﺎﻧت اﻟﻘﯾﻣﺔ ﺗﻘﺗرب ﻣن ‪ 1‬ﻓﺎن اﻟﺧط اﻟﻣﺳﺗﻘﯾم ﺳوف ﯾﻣر ﺑﺎﻏﻠب اﻟﻧﻘﺎط وﺗﺳﻣﻰ ھذه اﻟﺣﺎﻟﺔ ‪Excellent :‬‬

‫ﺗﺳﻣﻰ ھذه اﻟﺣﺎﻟﺔ ‪Poor :‬‬ ‫و‬ ‫* اذا ﻛﺎﻧت اﻟﻘﯾﻣﺔ ﺗﻘﺗرب ﻣن اﻟﺻﻔر ﯾﻌﻧﻲ اﻟﻌﻼﻗﺔ ﻣش ﺧطﯾﺔ ﻟﻛن ھﻧﺎك ﻋﻼﻗﺔ ﺑﯾن‬

‫* اذا ﻛﺎﻧت اﻟﻘﯾﻣﺔ ﺗﺳﺎوي ﺻﻔر ﺑﺎﻟزﺑط ﯾﻌﻧﻲ ﻣﺎ ﻓﻲ ﻋﻼﻗﺔ ﺑﯾن اﻟﻣﺗﻐﯾرﯾن ﻻ ﺧطﯾﺔ وﻻ ﻏﯾره ‪Independent‬‬

‫ﺧﻠﯾﻧﺎ ﻧﺣل اﻟﺳؤال اﻟﻲ ﻗﺑل وﻧطﻠﻊ ﻗﯾﻣﺔ ‪R‬‬

‫‪n= 3‬‬
‫‪σ xi = 10.35‬‬
‫‪σ Xi2 = 4057‬‬
‫‪= 16.9‬ݕ ‪σ‬‬
‫‪σ xi yi= 64.98‬‬
‫‪Σy2= 104.45‬‬

‫‪ ͸ͶǤͻͺ െ ሺͳͲǤ͵ͷሻሺͳ͸Ǥͻሻ‬כ ͵‬
‫=‪R‬‬ ‫‪ ͵ ͳͲͶǤͶͷ െ (16.9)2‬כ ‪͵ ͶͲǤͷ͹ െ (10.75)2‬‬

‫‪= 0.995‬‬ ‫ﻗرﯾب ال ‪1‬‬

‫اﻟﺣﺎﻟﺔ اﻟﻣﺛﺎﻟﯾﺔ‬
‫ﯾﻌﻧﻲ ﺑﻧﻔﻊ اﺳﺗﺧدم اﻟﻣﺻﻔوﻓﺔ ﺑﺎﻟطرﯾﻘﺔ اﻟﻲ ﻗﺑل‬
 ‫اﻟﻘﺎﻧون اﻟﺗﺎﻟﻲ اﺣﻔظﮫ و اﻟﺳؤال ﺑﯾﺟﻲ ﻋﻠﯾﮫ ﺑطرﯾﻘﺔ ﻣﺑﺎﺷرة‬

‫‪St − Sr‬‬
‫‪R2 ൌ‬‬ ‫‪St‬‬

‫‪St : co-variance‬‬
‫‪Sr : σ e2i‬‬

‫‪Data linearization‬‬
‫ﺑدﻧﺎ ﻧﺷوف اﻧواع ﺛﺎﻧﯾﺔ ﻟﻠﻛﯾرﻓﺎت ھﺳﺎ وﻧﺧﻠﯾﮭم ﺧطﯾﺎت‬
‫‪POWER‬‬
‫‪y=α xβ‬‬ ‫ﺑدي اﺣول اﻟﺻﯾﻐﺔ ﻟﺷﻛل ﻣﺷﺎﺑﮫ ﻟﻠﺧط اﻟﻣﺳﺗﻘﯾم ﺣﺗﻰ اﻗدر اطﺑﻖ ﻋﻠﯾﮫ اﻟﻣﺻﻔوﻓﺔ‬

‫ﺧذ ‪Ln‬‬
‫ﻟﻠطرﻓﯾن‬ ‫‪Ln y = Ln α + βLn x‬‬
‫‪Y = a0 + a 1 x i‬‬

‫‪Exponential‬‬
‫‪y = α eβx‬‬

‫‪ln y = lnα + xβ lne‬‬

‫‪ln y = lnα + xβ‬‬
‫‪Y = a0 + a1 xi‬‬
 Growth rate
αx
Y = β+x
૚ β+x
=
࢟ αx ‫اﻟﺳؤال داﺋﻣﺎ ﺑﻌطﯾك اﻟﻌﻼﻗﺔ واﻧت ﻣطﻠوب ﻣﻧك ﺗطﻠﻊ اﻟﻣﺟﺎھﯾل‬
૚ ૚ β ૚
ൌ + *
࢟ α α ࢞
Y = a0 + a1 xi

Use linear regression to find the values of α and β for the following realtion

X 2 3 5
y = α eβx2
Y 4.9 8.7 13.5

lny =ln α eβx2 x̂ 4 9 25 x̂ = x2

ln y = ln α +β x2 ŷ 1.589 2.1633 2.602 ŷ=ln y

‫ ﺧﻠص ﻣﺑﺎﺷرة طﺑﻖ ع اﻟﻣﺻﻔوﻓﺔ ﻻﻧﮫ ھون اﻛﯾد راح ﺗطﻠﻊ ﺧطﯾﺔ‬R ‫ﻣﺎﻓﻲ داﻋﻲ ﺗﺣﺳب‬

n= 3 ͵ ͵ͺ a0 ͸Ǥ͵ͷͷͳ lnα=a0 β =a1= 0.0431

σ xi = 8
σ Xi2 = 722
͵ͺ ͹ʹʹ a1 = ͻͲǤͺͻͳͷ α=ea0
σ ‫ =ݕ‬6.355 α=4.8129
σ xi yi= 90.8 a0=1.57 a1=0.0431

y = 4.819 e0.043x2
 ‫ﺑﻌد ﻣﺎ ﺟرﺑﻧﺎ طرﯾﻘﺔ اﻟﻣﺻﻔوﻓﺔ ‪ ...‬اﻻﻣور ﺑﺗﺧرﺑط ﺻﺢ ؟‬
‫ﻻ ﺗﺧﺎف اﺟﻰ دور ﺳﺣر اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ‪ ...‬ﺗﺧﯾل اﻏﻠب اﻻﺷﯾﺎء اﻟﻲ ﻛﻧﺎ ﻧﺣﻠﮭﺎ ﺑﻧﻘدر ﻧطﻠﻌﮭﺎ ﺑﻛﺑﺳﺗﯾن ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ !‬

‫‪Using liner regression fit the following data to a straight line :‬‬ ‫ﺧﻠﯾﻧﺎ ﻧﺣل ھذا اﻟﻣﺛﺎل ﻣرة ﺛﺎﻧﯾﺔ ﺑس ﺑﺎﺳﺗﺧدام اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ‬

‫‪x‬‬ ‫‪2‬‬ ‫‪3.25‬‬ ‫‪5.1‬‬

‫‪y‬‬ ‫‪3.5‬‬ ‫‪5.6‬‬ ‫‪7.8‬‬
‫اول اﺷﻲ ﺑدﻧﺎ ﻧدﺧل اﻟﺟدول ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ‪ ...‬ﻛﻲ طﯾب ؟‬

‫اول اﺷﻲ اﻛﺑس ‪MODE‬‬

‫ﺑﻌدﯾن اﺧﺗﺎر ‪STAT‬‬
‫واﺧﺗﺎر ﻧوع اﻟﻌﻼﻗﺔ اﻟﻲ ﻣﻌطﯾك اﯾﺎھﺎ ﺑﺎﻟﺳؤال ‪ ...‬ھون ﻣﻌطﯾﻧﻲ اﻧﮫ اﻟﺟدول راح ﯾطﻠﻊ ﺧط ﻣﺳﺗﻘﯾم ﻓراح اﺧﺗﺎر ‪Ax + B‬‬

‫ﻋﺑﻲ اﻟﺟدول ھون ﺑس‬

‫ﺗﺧﻠص اﻛﺑس ‪AC‬‬

‫ھﺳﺎ ﻋﺷﺎن اطﻠﻊ ﻗﯾﻣﺔ ‪ a0‬و ‪ a1‬راح ﻧﺗﺑﻊ اﻟﺧطوات اﻟﺗﺎﻟﯾﺔ‬

‫ﻗﯾﻣﺔ ‪0.899 = A‬‬

‫ﻋﻠﻰ ‪Shift‬‬ ‫اﻛﺑس‬
‫ﺑﻌدﯾن ‪1‬‬

‫اﺧﺗﺎر ‪Reg‬‬

‫ﻗﯾﻣﺔ ‪1.372 = B‬‬

‫اﺧﺗﺎر اول اﺷﻲ ﻗﯾﻣﺔ ‪A‬‬

‫ﺑﻌدﯾن ﯾﺳﺎوي‬
‫‪y = 0.899 + 1.372x‬‬
 ‫ﺧﻠﯾﻧﺎ ﻧﺣﺳب ﻗﯾﻣﺔ ‪ R‬اﻟﻲ ھﻲ ﻧﻔﺳﮭﺎ ‪Correlation Coefficient‬‬

‫ﺗﺗذﻛر اﻟﻘﺎﻧون ھذا ؟‬

‫ﻻ ﺗﺧﺎف ﻣﺎ راح ﻧﺳﺗﺧدﻣﮫ ﺑﺎﻟﻣرة‬

‫ﻧﻔس ﺧطوات اﻟطرﯾﻘﺔ اﻟﻲ ﻗﺑل ﺑس ﺑدل ﻣﺎ اطﻠﻊ ‪ A‬و ‪ B‬راح اطﻠﻊ ﻗﯾﻣﺔ ‪R‬‬

‫ﻧﻔس اﻟﻘﯾﻣﺔ اﻟﻲ طﻠﻌﻧﺎھﺎ ﺑﺎﺳﺗﺧدام اﻟﻘﺎﻧون‬

‫ﻟﻛن ھون اﺳرع واﻗﺻر ﻣﺎ اﺧذت اﻟﻘﺻﺔ ﻣﻌﻲ ﺛواﻧﻲ‬

‫اﻧﺗﺑﮫ ع اﻟﻣﻌﺎدﻟﺔ اﻟﻲ ﺑﻌطﯾك اﯾﺎھﺎ اﻟﺳؤال ﻟﻣﺎ ﺗﺳﺗﺧدم اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ﯾﻌﻧﻲ ﻣﺛﻼ ﻛﺎﻧت اﻟﻌﻼﻗﺔ ﻋﻠﻰ ﺷﻛل ‪y=α xβ‬‬

‫ادﻋس اﺑو طﻼل واﻧت ﻣﻐﻣض دﺧل اﻟﺟدول واﺧﺗﺎر رﻗم ‪ 7‬ﻧﻔس اﻟﻣﻌﺎدﻟﺔ اﻟﻲ ﺑﺎﻟﺳؤال ﺑﻌدﯾن طﻠﻊ ﻗﯾﻣﺔ ‪ A‬و ‪B‬‬

‫‪y = α eβx2‬‬ ‫ﻟﻛن ﻋﻠﻰ ﺳﺑﯾل اﻟﻣﺛﺎل ﻛﺎﻧت اﻟﻣﻌﺎدﻟﺔ ﻋﻠﻰ ﺷﻛل‬
‫ﻣﺎﻓﻲ زي ھذا اﻟﺷﻛل ﺑﺎﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ‪ ...‬ھون اﻧت ﻻزم ﺗﺑﺳط اﻟﻣﻌدﻟﺔ ك اﻟﺗﺎﻟﻲ‬
‫‪lny =ln α eβx2‬‬
‫‪ln y = ln α +β x2‬‬

‫‪y‬‬ ‫‪B‬‬ ‫‪A x‬‬

‫ﺑﻌد ھﯾك ﺧﻠص اﺧﺗﺎر ‪A +Bx‬‬

‫وطﺑﻖ زي ﻗﺑل ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ﺣﺗﻰ ﺗطﻠﻊ ﻗﯾﻣﺔ ‪ A‬و ‪B‬‬
‫‪polynomial regression‬‬

‫ﺑﻛون ﻣﻌطﯾك ﺟدول ﻓﺑﮫ ﻗﯾم ‪ x‬و ‪ y‬وﺑﻛون ﺣﺎﻛﯾﻠك اﻧو اﻟداﺗﺎ ھﺎي ﺑﺗﻣﺛل ﻛﺛﯾر ﺣدود ﻣن اﻟدرﺟﺔ ﻛذا ﺑس‬
‫ﻟو ﻣﺛﻼ ﻋﻧدك ‪ polynomial‬ﻣن اﻟدرﺟﺔ اﻟﺛﺎﻧﯾﺔ ﻻزم ﺗﻌرف اﻧو ﺷﻛل اﻻﻗﺗران راح ﯾﻛون ھﯾك ‪y = a0 + a1x +a2x2‬‬

‫ﺑس ﻛﯾف راح اطﻠﻊ ﻗﯾم ) ‪ (a0 , a1 , a2‬ﺑس ﻣن اﻟداﺗﺎ اﻟﻲ ﻣﻌطﯾﻧﻲ اﯾﺎھﺎ ﺑﺎﻟﺳؤال‬
‫درﺟﺔ اﻻﻗﺗران = ‪M‬‬
‫راح ﻧﺳﺗﺧدم اﻟﻣﺎﺗرﻛس اﻟﺗﺎﻟﯾﺔ‬

‫طﺑﻌﺎ اﻟﻣﺎﺗرﻛس ھﺎي ﻻﻗﺗران ﻣن اﻟدرﺟﺔ اﻟراﺑﻌﺔ‬

‫ﻣﺎ ﺑﺗﯾﺟﻲ ﺑﺎﻻﻣﺗﺣﺎن ﻻﻧﮫ ﺑدھﺎ ﺳﻧﺔ ﺣل‬
‫ﻟﻛن ﺑﺎﻟﻌﺎدة ﺑﯾﺟﻲ ﻟﺣد درﺟﺔ ﺛﺎﻟﺛﺔ ﺑﺎﻟﻛﺛﯾر‬

‫‪Σxm‬‬ ‫‪Σxm+1 Σxm+2 Σxm+3 Σx2m‬‬ ‫‪am‬‬ ‫‪Σxm y‬‬

‫ﻣﻼﺣظﺎت ﻣﮭﻣﺔ‬

‫* )‪ : N≥(m+1‬ﻻزم ﯾﻛون ﻋدد اﻟﻌﯾﻧﺎت اﻛﺑر او ﯾﺳﺎوي درﺟﺔ اﻻﻗﺗران ‪1 +‬‬

‫* ﻛل ﻣﺎ زادت ﻋدد اﻟﻌﯾﻧﺎت زادت اﻟدﻗﺔ‬

‫ﺑﺗﻛون ‪n - 1‬‬ ‫* ﻋدد اﻟﻣﻧﺣﻧﯾﺎت اﻟﻲ ﺑﺗﻌطﯾﮭﺎ داﺗﺎ ﻋددھﺎ ‪n‬‬

‫‪Usnig regression analysis the second order polynomial coefficients using the following data points are‬‬

‫‪X‬‬ ‫‪2‬‬ ‫‪3.25‬‬ ‫‪4‬‬ ‫‪5‬‬

‫ﻋدد اﻟﻧﻘﺎط ﻛﺎﻓﻲ ﻻطﻠﻊ اﻗﺗران ﻣن اﻟدرﺟﺔ اﻟﺛﺎﻧﯾﺔ ﻻﻧﮫ )‪N≥(m+1‬‬
‫‪Y‬‬ ‫‪5‬‬ ‫‪9‬‬ ‫‪7‬‬ ‫‪4.25‬‬
‫ﺻﯾﻔﺔ اﻟﻣﻌﺎدﻟﺔ راح ﺗﻛون ‪y = a0 + a1x +a2x2‬‬
‫‪n=4‬‬ ‫‪Σx = 14.25‬‬
‫‪Σx2 = 55.56‬‬ ‫‪Σx3= 231.33‬‬
‫‪Σx4 = 1008.57 Σy = 25..25‬‬
‫‪Σxy = 88.5‬‬ ‫‪Σx2y = 333.31‬‬
‫‪a0 =-11.59‬‬
‫‪a1= 11.8‬‬
‫‪a2 = -1.73‬‬

‫ﺑﻌد ﺣل اﻟﻣﻌﺎدﻟﺔ‬
‫ﺑﺎﺳﺗﺧدام اﻻﻟﺔ‬ ‫‪y = -11.59 + 11.8 x +-1.73x2‬‬
‫اﻟﺣﺎﺳﺑﺔ‬
‫‪ª 4‬‬ ‫‪14.25‬‬ ‫‪55.56 º‬‬ ‫‪ʹͷǤʹͷ‬‬ ‫ﯾﻣﻛن ﯾﻘﻠك اوﺟدﻟﻲ اﻟﺻورة ﻋﻧد‬
‫» ‪«14.25 55.56 231.33‬‬ ‫ﻣﺎ ﻋﻠﯾك اﻻ ﺗﻌوﺿﮭﺎ ﺑﺎﻟﻣﻌﺎدﻟﺔ اﻟﻧﮭﺎﺋﯾﺔ‬
‫«‬ ‫»‬ ‫‪= ͺͺǤͷ‬‬
‫¼»‪«¬55.56 231.33 1008.57‬‬ ‫ͳ͵‪͵͵͵Ǥ‬‬

‫ع اﻟﮭﺎﻣﺶ ‪ :‬ﻛﯿﻒ ﺗﺤﻞ ﻧﻈﺎم ﻣﻜﻮن ﻣﻦ ‪ 3‬ﻣﻌﺎدﻻت ﺧﻄﯿﺔ‬

‫اول اﺷﻲ اﻛﺑس ع ‪MODE‬‬ ‫اﺧﺗﺎر اﻟﺷﻛل اﻟﺛﺎﻧﻲ‬

‫دﺧل ﻣﻌﻣﻼت اﻟﻣﻌدﻻت اﻟﻲ ﻋﻧدك‬
‫واﺧﺗﺎر ﻣﻧﮭﺎ ‪EQN‬‬ ‫واﻧﺗﺑﮫ اﻧو ﻻزم ﺗﻛون ﻣرﺗب ﻣﻌﺎدﻻﺗك ﯾﻌﻧﻲ ‪X‬‬
‫ﺑﻌدﯾن ‪ Y‬ﺑﻌدﯾن ‪Z‬‬
 ‫‪multiple linear regression‬‬
‫راح ﻧﺳﺗﺧدم ھﺎي اﻟطرﯾﻘﺔ ﻟﻣﺎ ﯾﻛون ﻋﻧدي داﺗﺎ وطﺎﻟب اطﻠﻊ ﻣﻌﺎدﻟﺔ ﻓﯾﮭﺎ اﻛﺛر ﻣن ﻣﺟﮭول )‪(x1 x2 x3‬‬
‫واﻛﺑر ﻣﺗﻐﯾر راح ﯾﻛون ﻣرﻓوع ﻟﻼس ‪1‬‬
‫اﺣﻧﺎ ﻣطﻠوب ﻣﻧﺎ ﻟﺣد ﻣﺗﻐﯾرﯾن ﻓﻘط وراح ﻧﺳﺗﺧدم اﻟﻣﺎﺗرﻛس اﻟﺗﺎﻟﯾﺔ ﻟﻠﺣل ﻋﺷﺎن ﻧطﻠﻊ اﻟﻣﻌﺎﻣﻼت‬

‫࢔‪ª‬‬ ‫‪Σx1‬‬ ‫‪Σx2 º‬‬ ‫‪a0‬‬ ‫‪Σy‬‬

‫‪«Σx1‬‬ ‫»‪Σx 1 Σx2x1‬‬
‫‪2‬‬
‫‪a1‬‬ ‫=‬ ‫‪Σx1y‬‬
‫‪«Σx‬‬ ‫» ‪Σx2x1 Σx22‬‬
‫«‬
‫¬‬
‫‪2‬‬ ‫»‬
‫¼‬ ‫‪a2‬‬ ‫‪Σx2y‬‬
‫ھﺎي اﻟﻣﺻﻔوﻓﺔ ﺣﻔظ وھﻲ ﻟﻣﺗﻐرﯾن ﻓﻘط‬
‫ﻟو ﺑده ﯾﺟﺑﻠك اﻛﺛر ﻣن ﻣﺗﻐﯾرﯾن راح ﯾﻌطﯾك اﻟﻣﺻﻔوﻓﺔ ﺑﺎﻻﻣﺗﺣﺎن‬

‫‪Calculate (a0,a1,a2 ) for y = a0 + a1x1 +a2x2 Using the following data ponints‬‬

‫‪x1‬‬ ‫‪1‬‬ ‫‪1‬‬ ‫‪2‬‬ ‫ﺑﺧﺗﻠف ﻋن اﻟﺳؤال اﻟﻲ ﻗﺑل ﺑﺎﻧﮫ ﻣﻌطﯾك ﻗﯾم ل ‪ x2 ,x1‬ﻟو اﻋطﺎك ﺑس‬
‫‪x2‬‬ ‫‪2‬‬ ‫‪3‬‬ ‫‪2‬‬ ‫داﺗﺎ ل ‪ x‬وﺣدھﺎ ﻣﻌﻧﺎه رﺟﻊ زي اﻟﺳؤال اﻟﻲ ﻗﺑل ﺑﻧﺣل ع ‪polynomial‬‬
‫‪regression‬‬
‫‪y‬‬ ‫‪2‬‬ ‫‪5‬‬ ‫‪9‬‬

‫࢔‪ª‬‬ ‫‪Σx1‬‬ ‫‪Σx2 º‬‬ ‫‪a0‬‬ ‫‪Σy‬‬

‫‪«Σx1‬‬ ‫»‪Σx 1 Σx2x1‬‬
‫‪2‬‬
‫‪a1‬‬ ‫=‬ ‫‪Σx1y‬‬ ‫طﺑﻖ ع اﻟﻣﺎﺗرﻛس اﻟﻲ ﻛﺗﺑﻧﺎھﺎ ﻗﺑل‬
‫‪«Σx‬‬ ‫» ‪Σx2x1 Σx22‬‬
‫«‬
‫¬‬
‫‪2‬‬ ‫»‬
‫¼‬ ‫‪a2‬‬ ‫‪Σx2y‬‬
‫‪ª‬‬ ‫‪͵ Ͷ‬‬ ‫‪͹‬‬ ‫‪º‬‬ ‫‪a0‬‬ ‫‪ͳ͸‬‬ ‫‪a0=-11‬‬
‫«‬ ‫»‬
‫«‬ ‫‪Ͷ ͸‬‬ ‫ͻ‬ ‫»‬ ‫‪a1‬‬ ‫=‬ ‫‪ʹͷ‬‬ ‫‪a1 =7‬‬ ‫‪y = -11 + 7x1 + 3x2‬‬
‫‪a2 =3‬‬
‫«‬
‫¬‬ ‫ͻ ‪͹‬‬ ‫‪ͳ͹‬‬ ‫»‬
‫¼‬ ‫‪͵͹‬‬
‫‪a2‬‬
‫اﻟﻣﻌﺎدﻻت ﺑﺎﺳﺗﺧدام اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ‬
‫ِ‬ ‫ﺣل‬
 ‫‪Interpolation‬‬
‫اﻻﻧﺗﯾرﺑوﻟﯾﺷن ﺑﻛل ﺑﺳﺎطﺔ ﺑﻛون ﻣﻌطﯾك داﺗﺎ وطﺎﻟب ﻣﻧك اﻟﺻورة ﻋﻧد ﻧﻘطﺔ ﻣﻌﯾﻧﺔ ﺑس اﻟﻧﻘطﺔ ھﺎي ﺻورﺗﮭﺎ ﻣش ﻣوﺟودة ﺑﺎﻟﺟدول‬
‫ﻓﺎﻧت ﺑﺗﺿطر ﺗطﻠﻊ اﻟﻣﻌﺎدﻟﺔ اﻻﺻﻠﯾﺔ‬

‫اﺣﻧﺎ ﺗﻌﻠﻣﻧﺎ ﻛﯾف ﻧطﻠﻊ اﻟﻣﻌﺎدﻟﺔ اﻻﺻﻠﯾﺔ ﻣن اﻟﻧﻘﺎط ﻟﻛن ھﺎي اﻟطرﯾﻘﺔ اوﺳﻊ ﻣن اﻟﻲ اﺧذﻧﺎھﺎ ‪ ...‬اﻟﻲ ﺑﻧﻌرﻓﮭﺎ ﻛﺎﻧت ﻟل ‪linear‬‬
‫ھون ﻣﺎ ﺑﺗﻔرق ﺷو ﻣﺎ ﻛﺎن اﻻﻗﺗران‬

‫‪Newton divided difference‬‬

‫ھﺎي اول طرﯾﻘﺔ ﻻﯾﺟﺎد اﻻﻧﺗﯾرﺑوﻟﯾﺷن‬

‫)‪fn(x)=b0+b1(x1-x0)+b2(x-x0)(x-x1)+b3(x-x0)(x-x1)(x-x2) ...+bn(x-x0)(x-x1)(x-xn‬‬

‫)‪Newton divided difference (NDD‬‬

‫ھﺎي اول طرﯾﻘﺔ ﻻﯾﺟﺎد اﻻﻧﺗﯾرﺑوﻟﯾﺷن‬ ‫اﻟﺻﯾﻐﺔ اﻟﻌﺎاﻣﺔ ﻟﻼﻗﺗران ‪:‬‬
‫)‪fn(x)=b0+b1(x1-x0)+b2(x-x0)(x-x1)+b3(x-x0)(x-x1)(x-x2) ...+bn(x-x0)(x-x1)(x-xn‬‬

‫)‪ (b1,b2,b3….bn‬ﺗﺳﻣﻰ ب ﻣﻌﺎﻣﻼت ‪NDD‬‬ ‫)‪ (x1,x2,x3,….‬ﻗﯾم ﻣﻌطﺎة ﻓﻲ اﻟﺳؤال ﻟﻠﻧﻘﺎط‬

‫)‪ (b1,b2,b3….bn‬ﻗﯾم ﻣﺟﮭوﻟﺔ ﺑدي اطﻠﻌﮭم ﻣن ﺧﻼل اﻟﺟدول اﻟﺗﺎﻟﻲ وارﺟﻊ اﻋوﺿﮭم ﺑﺎﻟﻣﻌﺎدﻟﺔ ﻋﺷﺎن اطﻠﻊ ﺻورة اﻟﻧﻘطﺔ ﻋﻧد ‪ x‬ﻣﻌﯾﻧﺔ‬

‫‪xi‬‬ ‫)‪f(xi‬‬ ‫‪1st‬‬ ‫‪2nd‬‬ ‫‪3rd‬‬

‫‪x0‬‬ ‫‪y0‬‬ ‫‪y1 −y0‬‬ ‫‪݂ x2 ǡ x1 െ ݂ሺx1 ǡ x0 ሻ‬‬ ‫‪݂ x3 ǡ x2 ,x1 െ ݂ሺx2 ǡ x1 ,x0ሻ‬‬
‫‪b0‬‬ ‫‪x1−x0‬‬ ‫‪b1‬‬ ‫‪x2 െ x0‬‬ ‫‪b3‬‬ ‫‪x3 െ x0‬‬ ‫‪b4‬‬ ‫ھذا اﻟﺟدول راح‬
‫‪x1‬‬ ‫‪y1‬‬ ‫‪y2 −y1‬‬ ‫‪݂ x3 ǡ x2 െ ݂ሺx2 ǡ x1 ሻ‬‬ ‫اﺳﺗﺧدﻣﮫ‬
‫‪x2−x1‬‬ ‫‪x3 െ x1‬‬ ‫ﻋﺷﺎن اطﻠﻊ ﻗﯾم‬
‫)‪(b0,b1,b2,b3‬‬
‫‪x2‬‬ ‫‪y2‬‬ ‫‪y3 −y2‬‬
‫‪x3−x2‬‬

‫‪x3‬‬ ‫‪y3‬‬
‫‪Using NDD interpolating polynomials estimate f3(2.75) using the following data points‬‬

‫‪x‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪2.5‬‬ ‫‪3‬‬

‫‪y‬‬ ‫‪2‬‬ ‫‪5‬‬ ‫‪9‬‬ ‫‪11‬‬

‫اول اﺷﻲ ﺑدﻧﺎ ﻧﻌﻣل اﻟﺟدول ﻋﺷﺎن ﻧطﻠﻊ ﻗﯾم )‪ (b0,b1,b2,b3‬وﻛﺎﺗب ﺑﺎﻟﺳؤال اﻧﮫ درﺟﺔ ﺛﺎﻟﺛﺔ ‪f3‬‬

‫‪xi‬‬ ‫)‪f(xi‬‬ ‫‪1st‬‬ ‫‪2nd‬‬ ‫‪3rd‬‬

‫‪0‬‬ ‫‪2‬‬ ‫ʹ‪ͷെ‬‬ ‫͵ ‪ʹǤ͸͸ െ‬‬ ‫‪ͲǤ͸͸͸ െ ሺെͲǤͳ͵͵ʹሻ‬‬

‫͵‪ൌ‬‬ ‫‪ൌ െͲǤͲͳ͵͹‬‬ ‫‪ൌ ͲǤʹ͸͹‬‬
‫Ͳ‪ͳെ‬‬ ‫Ͳ ‪ʹǤͷ െ‬‬ ‫Ͳ‪͵െ‬‬

‫‪1‬‬ ‫‪5‬‬ ‫‪ͻെͷ‬‬ ‫‪Ͷ െ ʹǤ͸͸‬‬

‫‪ൌ ʹǤ͸͸‬‬ ‫‪ൌ ͲǤ͸͸͸‬‬
‫ͳ ‪ʹǤͷ െ‬‬ ‫ͳ‪͵െ‬‬

‫‪2.5‬‬ ‫‪9‬‬ ‫ͻ ‪ͳͳ െ‬‬

‫‪ൌͶ‬‬
‫‪͵ െ ʹǤͷ‬‬
‫‪3‬‬ ‫‪11‬‬

‫‪b0= 2‬‬ ‫‪b1= 3‬‬ ‫‪b2=-0.1332‬‬ ‫‪b3=0.267‬‬

‫ﺿل ﻋﻠﯾﻧﺎ ﺑس ﻧﻌوض اﻟﻘﯾم اﻟﻲ طﻠﻌﻧﺎھم ﺑﺎﻟﺻورة اﻟﻌﺎﻣﺔ ﻟﻠﻣﻌﺎدﻟﺔ ﺑﻌدﯾن ﻧطﻠﻊ ﺻورة ال ‪2.75‬‬

‫)‪fn(x)=b0+b1(x1-x0)+b2(x-x0)(x-x1)+b3(x-x0)(x-x1)(x-x2‬‬

‫ﺑوﻗف ﻟﻣﺎ ھﺎي ﺗﺻﯾر )‪(n-1‬‬

‫)‪ (n-1‬ھﻲ ﻧﻔﺳﮭﺎ ال‪ order‬اﻟﻲ ﺑﻛون ﻣﻌطﯾﻧﻲ اﯾﺎھﺎ ﺑﺎﻟﺳؤال وﻛﺎن طﺎﻟب )‪ f3(2.75‬ﯾﻌﻧﻲ اﻟدرﺟﺔ اﻟﺛﺎﻟﺛﺔ‬
‫‪ 3-1 =2‬ﯾﻌﻧﻲ ﻻزم اوﻗف ﻋﻧد ‪x2‬‬

‫)‪f(2.75) = 2 + 3(x-0) + -0.1322(x-0)(x-1) + 0.267 (x-0)(x-1)(x-2.5‬‬

‫ﻋوض ﺑدل ‪2.75 x‬‬

‫‪f3(2.75) = 9.931‬‬
 ‫طﯾب ﺧﻠﻲ اﺑو اﻟزﯾن ﯾﻌﻠﻣﻛم ﺳﺣر ﺻﻐﯾر ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ ‪ ...‬ﻟﻛن ﻻ ﺗﻠﺟﺄ ﻟﻠطرﯾﻘﺔ ھﺎي اﺑدا اﻻ ﻟﻣﺎ ﻣﺎ ﯾﺿل ﻣﻌك وﻗت ﺑﺎﻻﻣﺗﺣﺎن ‪ ,‬ﻻﻧﮫ اﻻﺟﺎﺑﺔ ﺑﺗﻛون‬
‫ﻗرﯾﺑﺔ ﻋﻠﻰ اﻻﺟﺎﺑﺔ اﻟﺻﺣﯾﺣﺔ ﻟﻛن ﻣﺎ ﺑﺗﻛون دﻗﯾﻘﺔ‬
‫ﺧﻠﻧب ﻧوﺧذ ﻣﺛﻼ اﻟﺳؤال اﻟﻲ ﺣﻠﯾﻧﺎه‬

‫اول اﺷﻲ ﻣطﻠوب ﻣﻧك ﺗدﺧل اﻟﺟدول زي ﻣﺎ ھو ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ وزي ﻣﺎ ﺗﻌﻠﻣﻧﺎ ﻗﺑل‬
‫اﻛﺑس ع ‪MODE‬‬ ‫اﺧﺗﺎر ‪2‬‬ ‫دﺧل اﻟﺟدول‬

‫ﺑﻌد ﻣﺎ دﺧﻠت اﻟﺟدول اﻛﺗب اﻟرﻗم اﻟﻲ ﺑدك ﺗﺣﺳب اﻟﮫ اﻻﻧﺗﯾرﺑوﻟﯾﺷن )اﻟﻲ ﺑدك ﺗطﻠﻊ ﺻورﺗﮫ( اﻟﻲ ھو ﻋﻧﺎ ﺑﺎﻟﺳؤال ‪2.75‬‬

‫اﻛﺑس ﻋﻠﻰ‬
‫‪ shift‬ﺑﻌدﯾن ‪1‬‬ ‫راح ﯾطﻠﻊ ﻋﻧدك‬
‫اﺧﺗﺎر‬
‫اﻟﺟواب اﻟﻧﮭﺎﺋﻲ‬
‫اﺧﺗﺎر ‪Reg‬‬ ‫رﻗم ‪5‬‬
‫ﺑﮭذا اﻟﺷﻛل‬

‫زي ﻣﺎ ﺷﻔﺗو اﻟﺟواب ع اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ طﻠﻊ = ‪10.03‬‬

‫وﻟﻣﺎ ﺣﻠﯾﻧﺎه ع اﻟطرﯾﻘﺔ اﻻﺻﻠﯾﺔ ﺗﺑﻌت اﻟﺟدول طﻠﻊ ﻣﻌﻧﺎ اﻟﺟواب ‪9.932‬‬

‫ﻟﻛن زي ﻣﺎ ﺣﻛﯾت ﻻ ﺗﻌﺗﻣد ھﺎي اﻟطرﯾﻘﺔ اﻻ اذا ﻣﺎ ﺿل ﻣﻌك وﻗت ﺑﺎﻻﻣﺗﺣﺎن‬

‫ﻻﻧﮫ ﯾﻣﻛن ﯾﻛون ﺑﺎﻟﺧﯾﺎرات اﻻﺟﺎﺑﺗﯾن ﻓﺎﻧت ﻻزم ﺗﺧﺗﺎر اﻻدق ﻓﯾﮭم‬
2- lagrange interpolation polynomial

‫اﻟطرﯾﻘﺔ اﻟﺛﺎﻧﯾﺔ ﻻﯾﺟﺎد اﻻﻧﺗﯾرﺑوﻟﯾﺷن‬

‫راح اﻛﺗب اﻟﺗﻌرﯾف ﺗﺑﻌﮭﺎ وﻧﻔوت ﻣﺑﺎﺷرة ﻋﻠﻰ ﻣﺛﺎل اﻓﺿل ﻟﻠﻔﮭم‬

Using the data given in the table , estimate f3(2.75) using langrage interpolating polynomial
x 0 1 2.5 3
y 2 5 9 11

‫اول اﺷﻲ طﻠﻊ ﻣﻌﺎدﻻت ﻻﻏراج ﻟﻛل ﻗﯾﻣﺔ ﻋﻧدك‬

ሺ࢞ െ ૚ሻሺ࢞ െ ૛Ǥ ૞ሻሺ࢞ െ ૜ሻ ‫ ﻣن ﻛل اﻟﻧﻘﺎط ﻣﺎ ﻋدا اول ﻧﻘطﺔ‬x ‫اطرح‬
L0 = L0 = 0.0145
ሺ૙ െ ૚ሻሺ૙ െ ૛Ǥ ૞ሻሺ૙ െ ૜ሻ ‫اطرح اول ﻧﻘطﺔ ﻣن ﺟﻣﯾﻊ اﻟﻧﻘﺎط‬

ሺࢄି૙ሻሺࢄି૚ሻሺࢄି૜ሻ
L1 = ሺ૚ି૙ሻሺ૚ି૛Ǥ૞ሻሺ૙ି૜ሻ
= -0.0572 X=2.75 ‫ﻋوض ﻗﯾﻣﺔ‬

ሺࢄି૙ሻሺࢄି૚ሻሺࢄି૛Ǥ૞ሻ
L2 = ൌ ૙Ǥ ૟૝૚
૛Ǥ૞ି૙ ିሺ૛Ǥ૞ି૚ሻሺ૛Ǥ૞ି૜ሻ

ሺࢄି૙ሻሺࢄି૚ሻሺࢄି૛Ǥ૞ሻ
L3 = = 0.0401
ሺ૜ି૙ሻሺ૜ି૚ሻሺ૜ି૛Ǥ૞ሻ
 ‫ﺑﻌد ﻣﺎ طﻠﻌﻧﺎ ال ‪ lagrage‬ﺿل ﻋﻠﯾﻧﺎ ﺑس ﻧﺿرب ﻛل وﺣدة ﺑﺎل ‪ Y‬ﺗﺑﻌﺗﮭﺎ وﻧﺟﻣﻌﮭم‬

‫)‪f3(2.75)= (0.0145x2) + (-0.057x5) + (0.064x9) + (0.040x11‬‬

‫‪L0‬‬ ‫)‪f(x0‬‬ ‫‪L1‬‬ ‫)‪f(x1‬‬ ‫‪L2‬‬ ‫)‪f(x2‬‬ ‫‪L3‬‬ ‫)‪f(x3‬‬

‫‪f3(2.75)= 9.928‬‬

‫ﻣﻼﺣظﺔ ﻻزم ﯾطﻠﻊ اﻟﺟواب ﻣطﺎﺑﻖ ﻟﺟواب ‪NDD‬‬

 This paragraph applle5 to QS..Q9,
The Hashemite University Gh·tn 11,e Followln dota Point,
Faculty of Engineering• IRp:irtment of Mechanical Engineering
Numerical Analysis • Fall Semester 2017/2018
Sttond Tf'SI: C.10SC'd book. dOSt•d shttl 20
0.7
, 0.48
.5
0.23
, I I I, I 2.6
0.065 0.012

Instructor: Q8)The following d11tu Is uud to fi1 I.he function y = 1 ,.;c'>... using tht.ll'llsl squiu-es ml'thod to llnd thr ,·alul'S
Student Name :
o Eng. A.Bani ya.seen of l'ot"ffidcnls a and b, rc,pecth'el )'·
Student mt
o Dr. Sameer Al•Dahldl
Section:
o Dr. Mustafa Jaradat A)a• 0.4352 B)a-0.4629 C) a• O.JH59 O)a• 1.3324 E)a• 0.5346 F)a• 1.3642
Consldl'rt.hcfollowln functlonfur 1. 2 b- 1.3324 b- 1.3029 1.3642 b•0.,352 b- 1.2479 b•0.3859
12.r 1 +3.r 2- S.r 3 = 1
x 1 +S.r2+3x3 = 28 Q9)The COrt'('latlon coeffldcnt of the Ill is:•
?x2 +3x, +t3x:, = 76
QI) Using Gauss Seidel itl'r:ition method wllh init.inl gucssx.,•(I, 1 , 1 I• The ,•nlul' of :cs after fir.it ill'r-.1tion A)0.9997 11)0.9900 Cl 0.9979 1))0.9992
wlll bl': QIO)The fi=ure :.side shows the dlslantt belwffll d11ta points and their best
fit line, If h1•1.S. h1•2.5, h.,•2, h_.•1.S. It$

_______
A)3.09 11)2.96 \)3,12 0)0.25 �)2.85 f)0.95

A 5.31
.,,
Q2) Using Jacobi lteraUon method wllh lnilia.l guess .\·..-11, 1 . 1). Thr ,-alue of XJ:tftl'r thc first llcrallon will

H S.62 5.55 I) 5.08 E S.85 F S.8

What is tht' slandard error of eslinmtt'?
A)2.1602
D) 1.7795
IJ)J.2016
F.)3.7859
C)2.9297
>)3.0957
., .,_
QI I)To eusutt Uw following syslt'lll of equation coeu·cr:e US(' Ga�Sddel mrthod.
x 1 +3x,z - 8x 3 = 9 ... ...... eq(t)
Thl' rot•fflde11t matrix A ls drrompoSNI lnlo thl' following matrii: 2 5 7x 1 + 3x2 + 2x 3 = 16 ....... eq(2)
[� : 2x 1 + 4x2 + x3 = S ...... , eq(3)
Q3)What Is coefficient malri.s elemenl OJ.J? ll1l' t'qwttlons has to be re-onlcrt.'tl rui follows
A),q(I), eq(2),eq(J) 8)eq(I), ,q(J).ef/(2) q ,q(2). ,q(l).,q(J)
�u �u qu �u �� �tl 0) l!t/(2). etJ(J).eq(I) E) f!fJ{J), etJ(1).eq(J) F)eq(J). eq(l),eq(Z)

□"
Q4) What ls thl' bttcnncdfatc- n-<tor ruultlng from the c11kuh1tlon ofrhc l w column of lnn'nt" of1m1tri,: A? G) System will ne,·cr ronnrge I.I)System wlU alw11�·s com't'rgc

D I .o.c; -t.z 1' E 1-0.50.95 1 Ugeful Fonnufas

i,.,
.. \ 1.-0. -0.95 U 1.0.5-0.7 T C I-0.5 ..0.7 'I' F I -0. -1.45 'I
2
(x-x1)
Q5) Lei /(x) - (:,..�) , The llnenrhed fonn for the function y - f(x) to u.Kd "'hcn using tlnea.r n-grtsslon L,(x)f(x1 )

,.,
L1(x) • -, -,_-,-,) ,f.(x) •
"'ill be:
{i Ill I
A)�y = ;;J.i+ j; C) = --+-
11,/i "
E ., ' (

fn (X) = ba +b 1 (X- Xa) +b:z (X- Xa )(x- Xi )+ ·· +bn (X- Xo ) ... (x- Xn -1)

bo = /(xo) , b i = flx1 ,Xol , b2 = f{x:z , Xi , Xol

~ f(x,)-f(r1), /[ - /[ r,, r,J-/J x,, x,J

Ginn the Followln f[x,,x1[ x,, x,, r,[
x1 -x1 x1 -xk
2.5
7.2

Q6) lh quadratic lntl'rpolallon pol)1tomlal fi(x) = b 0 + b 1 (x- x 0) +bi (.r - .r 0)(x- x 1 ) WIIS u!ltd to
dclennlne/(/.1). Whal ill the ,·,due of b:?
s,-I(y,-Y>'
A)2 8)1 C)-J 0)-1 E)-2 >)3

Q7)Thl' lagmngl:m L3(1. 2) for lhl' lhlrd ordn polynomial equal to:

A)--0.06'0 J 0.()6,l{l C)--0.0320 0)0.0..80 E)0.0320 f)-0.0..80

r.
t ••· Manal ,111,t•f•

QI
swtr �,
.�
--��-

[ 5 I -2] ['']
Use the following Systtm 10 ;nswer questiol!lj QI-Q6

.!2 �
0.
2
1•1
;: = -,,s

Ql.l'orth-"'be....,...,._..,_.,.,,_ ........
.. 4 b. 3.3333

Q%. x1 an« die ftnt ttentioa ofGaau-Sridd ittratiea wW be

;) 2.3900 b. 2.3167

Ql. IrLV decomposition of A res[ ��kd in

l
0
� 7
-o. 4 o. 894 :ll [:0
3�8
o
;�
2. os2J
b. 2.6667 c. 0.666 ..
.,,mt ur
LU ,._mpooldo• rona iD Ql;, "'1led

@ Gauss Eliminalioo
LU Decomposition
c.
°""""""""""
Crout LU ..

t"-lt
d. •-•

..... IDQ3Jlle __lO_il.....,....• ..

020751' (.)(1 ..a,�

 ‫ﻣﺎدة اﻟﻔﺎﯾﻧل‬

Ch.21: Numerical Differentiation and

Integration/ Numerical Differentiation
- High-Accuracy Differentiation
Formulas

Ch.23:Numerical Differentiation andIntegration/

Newton-Cotes Integration Formulas

- The Trapezoidal Rule

- Simpson's Rules
- Integration with Unequal Formulas

Ch.25: Ordinary Differential Equations/

Runge-Kutta Methods
- Euler s Method
- Runge-Kutta Methods

‫ﻣﺎدة اﻟﻔﺎﯾﻧل ﻋﺑﺎرة ﻋن ﺣﻔظ ﻗواﻧﯾن وﺗطﺑﯾﻖ ﻋﻠﯾﮭﺎ‬

numerical differentiation

equal spaced data

‫ ﺑﺗﺻﯾر ادق‬step size ‫اذا ﻗﻠت‬

‫ اﻛﺛر ﺑﺗﺻﯾر ادق‬terms‫اذا ﻓﻛﯾﻧﺎ ال‬

‫ﺳﯾﺑك ﻣن اﻟﺷرح ھﺎد وﻻ ﺑطﻌﻣﻲ ﺧﺑز ﻟو ﻣﺎ ﻓﮭﻣﺗﮫ ﻋﺎدي ﺟدا‬

‫ﻓﻲ ﻛم ﻗﺎﻧون راح اﻛﺗﺑﮫ وﺑﻧطﺑﻖ ﻋﻠﯾﮭم ﺑﺷﻛل ﻣﺑﺎﺷر‬
 ‫ھﺳﺎ اﺣﻧﺎ ﻋﻧﺎ ‪ 3‬طرق ﻻﯾﺟﺎد اﻟﻣﺷﺗﻘﺔ‬

‫ﻋﻧدك ﻧﻘطﺔ وﺻورﺗﮭﺎ ‪+‬اﻟﻧﻘطﺔ اﻟﻲ ﺑﻌدھﺎ ‪Forward difference :‬‬

‫ﻋﻧدك ﻧﻘطﺔ وﺻورﺗﮭﺎ ‪ +‬ﻧﻘطﺔ ﻗﺑﻠﮭﺎ ‪Backward difference :‬‬

‫ﻋﻧدك ﻧﻘطﺔ ﻗﺑل وﻧﻘطﺔ ﺑﻌد وﻣﺎ ﻋﻧدك اﻟﻧﻘطﺔ ﻧﻔﺳﮭﺎ ‪Centered difference :‬‬

‫ھﺳﺎ ﻟﻛل ﻧوع ﻗﺎﻧون ﻣﺧﺗﻠف‬

‫وﻟﻛل ﻧوع اﻟﮫ دﻗﺔ ﺑﺎﺧﺗﻼف اﻟدﻗﺔ راح ﯾﺧﺗﻠف اﻟﻘﺎﻧون‬

‫)‪O(h‬‬ ‫دﻗﺔ ﻗﻠﯾﻠﺔ‬

‫‪O(h)2‬‬ ‫دﻗﺔ ﻣﺗوﺳطﺔ وﺧطﺎ ﻣﺗوﺳط‬

‫‪O(h)4‬‬ ‫دﻗﺔ ﻋﺎﻟﯾﺔ وﺧطﺎ ﻗﻠﯾل‬

‫ھﺳﺎ راح اﻛﺗب اﻟﻘواﻧﯾن ھم راح ﯾﻛوﻧو ﻣوﺟودﯾن ﺑﺎﻟﺷﯾت ﺑس اﻧت اﺣﻔظﮭم اﺣﺗﯾﺎط‬

‫ﻗواﻧﯾن ال ‪forward‬‬

‫ﻗواﻧﯾن ال ‪BACKWARD‬‬
 Centered ‫ﻗواﻧﯾن ال‬

Using the following data

a) Estimate F”(2.25) using centered difference with O(h)4 accuracy ‫ اﻟﻔرق ﺑﯾن‬0.25 ‫ ﺑﺎول ﻓرع ھو‬step size ‫ال‬
‫ ورا ﺑﻌض‬x ‫اي‬
b) Estimate F’(2) using centered difference with O(h)2 accuracy and h=0.5
Xi-3 Xi-2 Xi-1 xi Xi+1 Xi+2 Xi+3 ‫ﻟو اﻟﺳؤال ﻣﺎ ﺣددﻟك اﻟطرﯾﻘﺔ اﻟﻲ ﺗﺷﺗﻐل ﻓﯾﮭﺎ اﺷﺗﻐل ﻋﻠﻰ‬
x 1.5 1.75 2 2.25 2.5 2.75 3 ‫ ﻻﻧﮭﺎ ادق وﺣدة ﻓﯾﮭم‬centered ‫ال‬
F(x) 2 4.5 7.25 9.15 12 14.25 15

a)
‫ﻋوض ﺑﺎﻟﻘﺎﻧون ﻣﺑﺎﺷرة‬

ିࢌ ࢞࢏ା૛ ା૚૟ࢌ ࢞࢏ା૚ ି૜૙ࢌ ࢞࢏ ା૚૟ࢌ ࢞࢏ି૚ ିࢌሺ࢞࢏ି૛ሻ

F”(xi) =
૚૛h2

െ૚૝Ǥ ૛૞ ൅ ૚૟ ‫ כ‬૚૛ െ ૜૙ ‫ૢ כ‬Ǥ ૚૞ ൅ ૚૟ ‫ כ‬ૠǤ ૛૞ െ ૝Ǥ ૞

F”(2.25) =
૚૛ ‫( כ‬0.25)2

F”(2.25)= 19.6
 ‫)‪b‬‬
‫ﻻﻧﮫ ﻣﻌطﯾﻧﻲ ‪ step size‬ﺟدﯾدة ﻻزم اﻋﻣل ﺟدول ﺟدﯾد‬
‫‪Xi-0.5‬‬ ‫‪xi‬‬ ‫‪Xi+0.5‬‬
‫‪X‬‬ ‫‪1.5‬‬ ‫‪2‬‬ ‫‪2.5‬‬
‫)‪F(x‬‬ ‫‪2‬‬ ‫‪7.25‬‬ ‫‪12‬‬

‫ﺻورة ﺑﻌد اﻟﻧﻘطﺔ‬ ‫ﺻورة ﻗﺑل اﻟﻧﻘطﺔ‬

‫اﻟﻣطﻠوﺑﺔ‬ ‫اﻟﻣطﻠوﺑﺔ‬

‫‪ࢌ ࢞࢏ା૚ ିࢌሺ࢞࢏ି૚ሻ‬‬

‫=)‪F’(x‬‬
‫ࢎ‪૛‬‬

‫‪૚૛ି૛‬‬
‫=)‪F’(2‬‬ ‫‪=10‬‬
‫‪૛࢞૙Ǥ૞‬‬

‫‪Estimate F”(0.5) for f(x)=cos2 (x) using forward difference with o(h) accuracy and h=0.15‬‬

‫ھﺳﺎ ﺑدﻧﺎ ﻧﻌﻣل ﺟدول ﺑﻧﺎء ﻋﻠﻰ اﻻﻗﺗران اﻟﻲ ﻣﻌﻧﺎ وراح ﻧزﯾد ﺣﺳب ال ‪step size‬‬

‫‪xi‬‬ ‫‪Xi+1‬‬ ‫‪Xi+2‬‬

‫‪X‬‬ ‫‪0.5‬‬ ‫‪0.65‬‬ ‫‪0.8‬‬
‫)‪F(x‬‬ ‫‪0.7701‬‬ ‫‪0.6337‬‬ ‫‪0.4854‬‬ ‫ﻣن ﺗﻌوﯾض اﻟﻧﻘطﺔ ﺑﺎﻻﻗﺗران‬

‫‪ࢌ ࢞࢏ା૛ ି૛ࢌ ࢞࢏ା૚ ାࢌሺ࢞࢏ሻ‬‬

‫= )‪F”(x‬‬
‫‪h2‬‬
‫‪૙Ǥ૟૜૜ૠ ା૙Ǥૠૠ૙૚‬כ‪૙Ǥ૝ૡ૞૝ି ૛‬‬
‫= )‪F”(0.5‬‬ ‫‪= -0.528‬‬
‫‪(0.15)2‬‬
 ‫اذا ﺟﺎﺑﻠك اﻟﻘواﻧﯾن ﺗﻌون اﻻﺷﺗﻘﺎق واﻧت ﻣﺎ ﻋرﻓت ﻛل وﺣدة ﻻي ﻧوع‬

‫‪ (1‬اذا ﻛﺎن ﻓﻲ ﻗﯾم ﺑﻌد ‪ xi‬ﺑﻛون ‪forward‬‬

‫‪ (2‬اذا ﻛﺎن ﻓﻲ ﻗﯾم ﻗﺑل ‪ xi‬ﺑﻛون ‪Backward‬‬
‫‪ (3‬اذا ﻛﺎن ﻣوﺟود ﻗﯾم ﺑﻌدھﺎ وﻗﯾم ﻗﺑﻠﮭﺎ واﻟﻧﻘطﺔ ﻧﻔﺳﮭﺎ ﻣش ﻣوﺣودة ﺑﻛون ‪Centered‬‬

‫اذا ﻣﺎ ﺣددﻟك ع اي ﻧوع ﺗﺷﺗﻐل طﺑﻖ ﻋﻠﻰ ال ‪Centerd‬‬

‫‪Unequally spaced data‬‬

‫اﻟﻔﻛرة ھون اﻧﮫ ال ‪ step size‬ﻣش ﺛﺎﺑﺗﺔ ‪ ...‬ھون ﻣﺎ راح ﯾﻧﻔﻊ اﺷﻲ ﻻ ﻓورﻓورد وﻻ ﻏﯾره‬

‫ھون اﺣﻧﺎ ﻣﺿطرﯾن ﻧطﻠﻊ اﻻﻗﺗران اﻻﺻﻠﻲ )‪ F(x‬ﻣن اﻟﻧﻘﺎط ﺑﺎﺳﺗﺧدام اﻻﻧﺗﯾرﺑوﻟﯾﺷن ﺑطرﯾﻘﺔ ‪ NDD‬ﺑﻌدﯾن ﻧﺷﺗﻖ اﻻﻗﺗران وﻧﻌوض ﻓﯾﮫ اﻟﻧﻘطﺔ‬

‫درﺟﺔ اﻻﻗﺗران ﺑﺗﻛون ﺣﺳب ﻋدد اﻟﻧﻧﻘﺎط اﻟﻲ ﻣﻌطﯾك اﯾﺎھﺎ – ‪1‬‬
‫ﯾﻌﻧﻲ ﻣﺛﻼ ﻣﻌطﯾك ‪ 3‬ﻧﻘﺎط درﺟﺔ اﻻﻗﺗران راح ﺗﻛون ‪2‬‬
‫ﻟو ﻛﺎﻧو ‪ 5‬ﻧﻘﺎط ﺑﺗﻛون درﺟﺔ اﻻﻗﺗران ‪ 4‬وھﻛذا‬

‫‪Estimate F’(2.25) using the following data‬‬

‫‪X‬‬ ‫‪1‬‬ ‫‪2.25‬‬ ‫‪3‬‬ ‫زي ﻣﺎ ھو واﺿﺢ ﺑﺎﻟﺟدول اﻟﺳﺗﯾب ﺳﺎﯾز ﻣش ﺛﺎﺑت‬
‫)‪F(x‬‬ ‫‪2‬‬ ‫‪7‬‬ ‫‪9‬‬ ‫ھون ﻣﺎ ﺑزﺑط اﻻ اطﻠﻊ اﻻﻗﺗرن اﻻﺻﻠﻲ واﺷﺗﻘﮫ واﻋوض ﻓﯾﮫ ‪2.25‬‬

‫راح ﻧﺳﻧﺧدم طرﯾﻘﺔ اﻟﺟدول زي ﻣﺎ اﺧذﻧﺎ ﺑﺎﻻﻧﺗﯾرﺑوﻟﯾﺷن ﻋﺷﺎن ﻧطﻠﻊ اﻻﻗﺗران‬

Xi F(xi) 1st 2nd

1 2 ૠെ૛ ૛Ǥ ૟૟ૠ െ ૝
ൌ૝ ൌ ૙Ǥ ૟૟૟
૛Ǥ ૛૞ െ ૚ ૜െ૚

2.25 7 ૢିૠ
= 2.667
૜ି૛Ǥ૛૞
3 9

F(x)= 2 + 4(x-1)-0.666(x-1)(x-2.25) ‫ھﻲ اﻻﻗﺗران ﺻﺎر ﺟﺎھز ﺑس ﺿل ﻋﻠﯾﻧﺎ ﻧﺷﺗﻘﮫ وﻧﻌوض اﻟﻧﻘطﺔ ﺑﺎﻟﻣﺷﺗﻘﺔ‬

F’(x) = 4-0.666(x-1+x-2.25)

F’(2.25) = 4-0.666(2*2.25-3.25) = 3.166

Using the following data

find the acceleration at t=3 , use a uniform spacing formula of order h2

Xi-2 Xi-1 xi
t=3 Backward ‫ﻻزم اﺳﺗﺧدم طرﯾﻘﺔ ال‬
Time (s) 0 1 2 3
Acceleration ‫ﺑدي اطﻠﻊ اﻟﻣﺷﺗﻘﺔ اﻻوﻟﻰ‬
Velocity (m/s) 0.2 1.3 3.4 1.7

૜ࢌሺ࢞࢏ሻି૝ࢌ ࢞࢏ି૚ ାࢌሺ࢞࢏ି૛ሻ

F’(x) =
૛ࢎ

૜‫כ‬૚Ǥૠି૝‫כ‬૜Ǥ૝ା૚Ǥ૜
F’(x) = = -3.6
૛‫כ‬૚
 ‫ﻛﯾف ﺗﺷﺗﻖ اي اﻗﺗران وﺗﻌوض ﻗﯾﻣﺗﮫ ﺑﺎﺳﺗﺧدام اﻻﻟﺔ اﻟﺣﺎﺳﺑﺔ‪:‬‬

‫ﻋﺷﺎن ﺗﺿﯾف رﻣز ‪ X‬اﻛﺑس‬

‫اﻛﺗب اﻻﻗﺗران زي ﻣﺎ ھو‬
‫اﻛﺑس ﻋﻠﻰ رﻣز اﻟﺗﻛﺎﻣل ‪shift +‬‬ ‫ﻋﻠﻰ زر اﻟﻘوس ‪Alpha +‬‬

‫‪Newton-Cotes Integration Formulas‬‬

‫‪b‬‬ ‫‪b‬‬

‫‪I‬‬ ‫‪³ f (x) dx #³ f‬‬ ‫‪n‬‬ ‫‪(x) dx‬‬

‫‪a‬‬ ‫‪a‬‬

‫‪Where fn(x) = a polynomial of the form‬‬

‫)‪fn (x‬‬ ‫‪a0  a1x  ...  an1x n  a n x n‬‬

‫‪Step Size (h) =| b‬‬

‫‪b-a‬‬
‫| ‪-‬‬

‫اﻟﺗﻛﺎﻣل ﯾﻣﺛل اﻟﻣﺳﺎﺣﺔ‬

‫ﺗﺣت اﻟﻣﻧﺣﻧﻰ‬
‫‪1‬‬
‫‪4‬‬
 ‫‪Trapezoidal Rule‬‬
‫ﻧﺳﺗﺧدم ﺗﻌرﯾف اﻟﻣﺷﺗﻘﺔ اﻻوﻟﻰ ﻓﻲ اﯾﺟﺎد ﺗﻛﺎﻣل‬

‫‪I‬‬ ‫‪³ f (x) dx #³ f1 (x) dx‬‬ ‫)‪f(x‬‬

‫‪x‬‬
‫)‪f (b)  f (a‬‬
‫‪a‬‬ ‫‪b‬‬
‫)‪f1 (x‬‬ ‫ )‪f (a‬‬ ‫)‪(x a‬‬
‫‪b a‬‬
‫)‪f (a)  f (b‬‬
‫‪I‬‬ ‫)‪(b  a‬‬
‫ﻛل ﻣﺎ زاد ﻋدد اﻟﻧﻘﺎط اﻟﻣﻣﺛﻠﺔ زادت درﺟﺔ اﻻﺷﺗﻘﺎق ﻣﺛﻼ‬ ‫‪2‬‬
‫ﺑﻧﺣﺗﺎج ﻧﻘطﺗﯾن ﺣﺗﻰ‬
‫ﻧﻣﺛل اﻟﻣﺷﺗﻘﺔ اﻻوﻟﻰ‬
‫ﺑﻧﺣﺗﺎج ﺛﻼﺛﺔ ﻧﻘﺎط ﺣﺗﻰ ﻧﻣﺛل اﻟﻣﺷﺗﻘﺔ ﺛﺎﻧﯾﺔ وھﻛذأ‬ ‫اﻻرﺗﻔﺎع اﻟطول‬

‫‪Approximate Error for Trapezoidal Rule‬‬

‫‬
‫‪1 f"(x)(b‬‬
‫‪Ea‬‬ ‫‬ ‫‪a)3‬‬
‫‪12‬‬
‫‪b‬‬
‫‬
‫‪³ f"(x)dx‬‬
‫"‪f‬‬ ‫‪a‬‬
‫‪b a‬‬

‫‪The total integration (n segment) :‬‬

‫‪x1‬‬ ‫‪x2‬‬ ‫‪xn‬‬

‫‪I‬‬
‫‪x0‬‬
‫‪³ f (x)dx  ³ f (x)dx  ...  ³ f(x)dx‬‬
‫‪x1‬‬ ‫‪xn1‬‬
 Example: Integrate the following function from 0 to 0.8
using single trapezoidal rule?
f (x) 0.2  25x  200x2  675x3  900x4  400x5
Solution I (b  a)
f(a)  f(b)
2
f (0)  f (0.8) 0.2  0.232
I (0.8  0) 0.8 0.1728
2 2
Iexact 1.640533 H t 89.5%
‫ﻧﺎﺗﺞ اﻟﺘﻜﺎﻣﻞ ﺑﻄﺮﯾﻘﺔ اﻟﻌﺎدﯾﺔ‬
b
 ³ f"(x)dx 
f"  60
f" a
b a


1 f"(x)(b a)3
E 
12 Ea 2.56

The Multiple-Application Trapezoidal Rule

‫ﺣﺗﻰ اﺣﺳن اﻟدﻗﺔ ﺑطرﯾﻘﺔ ﺗراﺑزوﯾدل ﺑﻘﺳم اﻟﺗﻛﺎﻣل ﻋﻠﻰ ﻋدد اﻟﻘطﻊ‬
f (x) f (x) f (x)

x
x0 x1 x2 x x0 x1 x2 x3 x x 0 x1 x 2 xn1 xn

Two segments Three segments n segment

(n=2) (n=3)

b a ‫ﻟﻣﺎ ﯾﻛون ﻋﻧدي ﻋدد ﻛﺑﯾر ﻣن اﻟﻘطﻊ‬

n: ‫اﻟﻘطﻊ اﻟﻣﺳﺗﻘﯾﻣﺔ‬ h ‫اﻟﻣﺳﺗﻘﯾﻣﺔ )اﻛﺛر ﻣن ﻧﻘطﺔ( ﻟﻠﺗﻣﺛﯾل‬
n
‫ﺑﻘﺳم اﻟﺳﺎﯾز ﻋﻠﻰ ﻋدد اﻟﻘطﻊ‬1
8
x1  x 0 x 2  x1 x 3  x 2 ... h
Example: Integrate the following function from 0 to 0.8 using two segments
trapezoidal rule ?

f (x) 0.2  25x  200x2  675x3  900x4  400x5

Solution n=2 x0 a 0
b a 0.8  0 x1 0.4
h h 0.4
n 2 x2 b 0.8
x0 x1 x 2
f (x 0 )  f (x1 ) f (x1 )  f (x 2 ) f (0)  f (0.4) f (0.4)  f (0.8)
I h h I 0.4  0.4 1.0688
2 2 2 2

f (x 0 )  2f(x 1 )  f (x 2 ) f (0)  2f (0.4)  f (0.8)

I (b  a) (0.8  0) 1.0688
4 4

E = 0.64

Simpson’s Rules
:‫طرﯾﻘﺔ اﺧرى ﻻﯾﺟﺎد اﻟﺗﻛﺎﻣل وﺗﻘﺳم اﻟﻰ‬

‰ Simpson’s 1/3 Rule

(2nd order polynomial )

‰ Simpson’s 3/8 Rule

(3rd order polynomial )

2nd order polynomial (parabola): 3 points

3rd order polynomial: 4 points
 Simpson’s 1/3 Rule
(2nd order polynomial )
‫ﺗﺳﺗﺧد ھﻲ اﻟطرﯾﻘﺔ ﻟﻣﺎ ﯾﻛون ﻋﻧدي ﻋدد اﻟﻘطﻊ اﻟﻣﺳﺗﻘﯾﻣﺔ زوﺟﯾﺔ و ﻧﻘﺎط اﻟﻔردﯾﺔ‬

I # h [f(x )  4f(x )  f(x )]

0 1 2

3
Simpson’s 3/8 Rule
(3rd order polynomial )

‫ﺗﺳﺗﺧد ھﻲ اﻟطرﯾﻘﺔ ﻟﻣﺎ ﯾﻛون ﻋﻧدي ﻋدد اﻟﻘطﻊ اﻟﻣﺳﺗﻘﯾﻣﺔ ﻓردﯾﺔ وﻧﻘﺎط زوﺟﯾﺔ‬

I # 3 h [f(x )  3f(x )  3f(x )  f(x )]

0 1 2 3
8

Example: Integrate the following function from 0 to 0.8

using two segments Simpson rule

f (x) 0.2  25x  200x2  675x3  900x4  400x5

Simpson’s 1/3 Rule:


n=2
h 
b a
n
h
0.8 0
2
0.4 x b 0.8
x0 a 0
h
I# [f (x ) 4f (x ) f (x )] x1 0.4
0 1 2
3
0.4
I# [f (0)  4f (0.4)  f (0.8)] 1.367467
3
Simpson’s 3/8 Rule n=3
using three segments Simpson rule

3
I# (0.2667) [f (0)  3f(0.2667)  3f (0.5334)  f (0.8)] 1.51917
8
 ‫ﻟﻣﺎ ﯾﻛون ﻋﻧدي اﺧﺗﻼف ﻓﻲ‬
‫اﻟﻘطﻊ ﻣن ﻗطﻌﺔ ﻟﻘطﻌﺔ‬
‫ﯾﻌﻧﻲ ﻗﯾﻣﺔ‬
‫‪h‬‬
‫ﺑﺗﺧﺗﻠف ﺑﯾن ﻛل ﻗطﻌﺔ‬

‫‪Euler’s Methods‬‬
‫ﺑﻛون ﻣﻌطﯾك اﻻﻗﺗران ﻣﺷﺗﻖ ﻛل ﻣﺎ ﻋﻠﯾك ﺗﺧﻠﻲ )واي( ﻣوﺿوع‬
‫اﻟﻘﺎﻧون ﺣﺗﻰ ﺗﺷﺗﻐل ع ھﻲ اﻟطرﯾﻘﺔ‬

‫‪yi1 yi  f (xi , yi )h‬‬

 dy
 yx2  1.1y 0
y i1 y i  f (xi ,y i )h dx

dy
yx2  1.1y
dx
Initial condition y(0)=1
y(0.5) y(0)  f (0,1)(0.5) 1  (1.1)(0.5) 0.45
f (0,1) 1(0)2 1.1(1) 1.1
y(1) y(0.5)  f (0.5,0.45)(0.5) 0.45  (0.3825)(0.5) 0.25875
f (0.5,0.45) 0.45(0.5)2  1.1(0.45) 0.3825
y(1.5) y(1)  f (1,0.25875)(0.5) 0.25875  (0.02588)(0.5) 0.245813

f (1,0.25875) 0.25875(1)2  1.1(0.25875) 0.02588

y(2) y(1.5)  f (1.5,0.245813)(0.5) 0.25875  (0.282684)(0.5) 0.387155
f (1.5,0.245813) 0.245813(1.5)2 1.1(0.245813) 0.282684

Heun’s Method
y o i1 yi  f (xi , y)h
i

Predictor Equation

y i1 y i  f (xi , y i ) f (x i1 , y

o
i1 )
2h

Corrector Equation
 Example: Solve the following equation using Heun’s
method for the interval from x=0 to x=4 with h=1. Initial
condition y(0)=2. y' 4e0.8x  0.5y
Solution:
y  f (x , y )h f (xi , yi ) f (x i 1 , y o
)
y y i 1 yi 
o i 1
i1
i i i
2h

y o (1) y(0)  f (0,2)1 2  3*1 5 f (0,2) = 3

f (0,2)  f (1,5) 3  6.40216
y(1) y(0)  1 2 1 6.701082 f (1,5) 6.40216
2 2
y o (2) y(1)  f (1,6.701082)1 6.701082  5.5516*1 12.2527
f (1,6.701082) 5.5516
f (1,6.701082)  f (2,12.2527) 5.5516  13.685779
y(2) y(1)  1 6.701082  1 16.31978
2 2
f (2,12.2527) 13.685779
AND SO ON…

Example: Solve the following equation using the

midpoint method with a step size of 0.5 and x=[0 2].

dy
 yx2  1.1y 0 y(0) 1
dx
Solution:
h y i1 y i f (x ,y )h
y 1
y i  f (xi ,y i ) i
1
i
1
0 0.5 1 1.5 2
i
2
2 2 2

0.5 0.5
y(0.25) y(0)  f (0,1) 1  (1.1) 0.725 f (0,1) 1.1
2 2
y(0.5) y(0)  f (0.25,0.725)0.5 1  (0.75219)0.5 0.623906
f (0.25,0.725) 0.75219
0.5
y(0.75) y(0.5)  f (0.5,0.623906) 0.491326
2
y(1) y(0.5)  f (0.75,0.491326)0.5 0.491862
Runge-Kutta Methods
1st order RK is Euler’s method:
y i 1 y i  a1k1h
a1 1

y i1 y i  k1h
k1 f (x i , y i )

1st order RKMethod

yi1 yi  (a1k1  a2k 2 )h….. (1)

0.5 0.5
a 1 a , p , q
1 2 1 11
a2 a2

2nd order RKMethods

3 common versions of 2nd order RK
(1) Heun Method (a2=1/2)
a1 0.5, p1 q11 1
1 f (xi h, y i  k1h)
y i1 y i  ( k 1  1 k 2 )h k 1 f (xi ,y i ) k 2
2 2
(2) The Midpoint Method (a2=1)
a1 0, p1 q11 0.5
y i1 y i  k 2h k 1 f (xi , y i ) k 1 1
f (x i  h, y i  k 1h)
2
2 2
(3) Ralston’s Method (a2=2/3)
a1 1/ 3, p1 q11 3 / 4
1 2 3 3
y i1 y i  ( k 1  k 2 )h k 1 f (xi ,y i ) k 2 f (x i  h, y i  k 1h)
3 3 4 4

Example: solve the following equation using Heun,

Midpoint, and Ralson’s methods. Integrate from x=0 to
x=4 with a step size of 0.5
dy
 2x3  12x2  20x  8.5 0
dx
Initial condition: y(0) 1
Solution
(1) Heun Method 0 0.5 1 1.5 2 2.5 3 3.5 4
1 1 1 1
y i1 y i  ( k 1  k 2 )h y(0.5) y(0)  ( k 1  k 2 )0.5
2 2 2
2
k1 f (xi , y i )
k1 f(0,1) y'(0,1) 8.5
k 2 f (x i  h, y i  k 1 h)
k2 f (0  0.5,1  (8.5 * 0.5)) f (0.5,5.25) y'(0.5,5.25) 1.25

1 1
y(0.5) 1  ( 8.5  1.25)0.5 3.4375
and SO ON… 2 2
 (2) Midpoint Method
1 1
y i 1 y i  k 2h k1 f (xi , y i ) k 2 f(xi  h, y i  k1 h)
2 2
y(0.5) y(0)  0.5k 2
x yMidpoint
k1 f(0,1) 8.5
0 1
11 1 1
k2 f (0  ,1  8.5 ) f (0.25,2.125) 4.21875 0.5 3.109375
22 2 2
y(0.5) y(0)  0.5k 2 1  (0.5 * 4.21875) 3.109375
1 2.8125
1.5 1.984375
y(1) y(0.5)  0.5k 2 2 1.75
k1 f (0.5,3.109375) 2.5 2.484375
11 1 1 3 3.8125
k f (0.5  ,3.109375  k )
2
22 2 1
2 3.5 4.609375
and SO ON… 4 3

(3) Ralston’s Method

1 2 3 3
y i1 y i  ( k 1  k 2 )h k 1 f (xi , y i ) k 2 f (x i  h, y i  k 1h)
3 3 4 4
1
y(0.5) y(0)  ( k 1  2 k 2 ) 1 x yRalston
3 3 2
0 1
k1 f(0,1) 8.5
0.5 3.277344
31 3 1
k2 f (0  ,1  * 8.5* ) f (0.375,3.1875) 2.58203
1 3.101563
42 4 2
1.5 2.347656
y(0.5) y(0)  ( 1 k  2 k ) 1
3 1 3 2 2 2 2.140625
1 2
1  ( 8.5  2.58203)
1
3.277344 2.5 2.855469
3 3 2
3 4.117188
3.5 4.800781
and SO ON… 4 3.03125
 1
y i1 y i  (k 1  4k 2  k 3 )h
6

k1 f (xi , y i )
1 1
k2 f (xi  h, yi  k1 h)
2 2

k 3 f (xi  h, y i  k1h  2k 2h)

3rd order RKMethods

1
y i1 y i  (k 1  2k 2  2k 3  k 4 )h
6
k1 f (xi , y i )

h,y i  k 1h)
1 1
k2 f (x i 
2 2

h,y i  k 2h)
1 1
k3 f (x i 
2 2
k 4 f (xi  h, y i  k 3h)

4th order RKMethods

 Example: Use 4th order RK method with h=0.5 for
interval x= [0 2] to solve the initial problem:
dy y(0) 1
 yx2  1.1y 0
dx
Solution
1
y i1 y i  (k 1  2k 2  2k 3  k 4 )h 0 0.5 1 1.5 2
6
k1 f (xi , y i )
1 1
k2 f (x i  h, y i  k 1h)
2 2
1 1
k3 f (x i  h, y i  k 2h)
2 2
k 4 f (xi  h, y i  k 3h)

k1 f (xi , y i ) k1 f (0,1) 1.1

1 1 1 1
k2 f (xi  h, yi  k 1h) k2 f (0  0.5,1  (1.1)0.5) f (0.25,0.725) 0.75219
2 2 2 2

1 1
k3 f (x i  h, y i  k 2h)
2 2
1 1
k3 f (0  0.5,1  (0.75219)0.5) f (0.25,0.811953) 0.8424
2 2
k4 f (xi  h, y i  k 3h)
k 4 f (0  0.5,1  (0.8424)0.5) f (0.5,0.5788) 0.49198
1
y i1 y i  (k 1  2k 2  2k 3  k 4 )h
6
1
y(0.5) 1  ((1.1)  2(0.75219)  2(0.8424)  (0.49198))0.5 0.60157
6
n: represents the order of the approach

n=1: 1st order RK, O(h)

n=2: 2nd order RK, O(h2)
n=3: 3rd order RK, O(h3)
n=4: 4th order RK, O(h4)