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Ransie Apura
Assistant Professor
UPD DGE
▪ Definition
OUTLINE
▪ Numerics Covered in GE
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STEPS
1. Modelling – mathematical model of the problem.
2. Choose a numeric method and parameters (step size) –
preliminary error estimation.
3. Algorithm – programming.
4. Computation.
5. Interpretation of results – rerun if necessary.
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"true" error
𝑅𝑒𝑙𝑎𝑡𝑖𝑣𝑒 𝐸𝑟𝑟𝑜𝑟 = 100%
𝑡𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒
NUMERICS
Algorithms – procedure to solve or approximate a solution to the
problem or simply approximation procedures.
• Stable – algorithms with small changes in the initial data
produce correspondingly small changes in the final results.
• Unstable – not stable ☺
• Conditionally Stable – algorithms that are only stable for certain
choices of initial data. Stability depends on initial data.
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NUMERICS
Convergence – stopping criteria (numerics are iterative in nature).
• Rate of Convergence – some numerical methods converge
rapidly more than others. Rapid convergence usually require
more refined initial guesses and more complex programming
than a method with slower convergence.
• Selection of numerical method is subjective. Faster
convergence is not always a better option.
• Not all methods converge.
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REFERENCES
• Kreyszig, Erwin (2011). “Advanced Engineering Mathematics,
10th Edition.” John Wiley and Sons.
• Chapra, S. and Canale, R. (2010). “Numerical Methods for
Engineers, 6th Edition.”
• Burden, R. and Faires, J. (2011). “Numerical Analysis, 9th Edition.”
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Questions? ☺
raapura@up.edu.ph
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