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Course description
Numerical Methods use computers to solve problems by step-wise,
repeated and iterative solution methods, which would otherwise be
tedious or unsolvable by hand-calculations.
Approximations are needed because we either
▶ cannot solve the procedure analytically (e.g., the standard normal
cumulative distribution function)
▶ or because the analytical method is intractable (e.g., solving a set of a
thousand simultaneous linear equations for a thousand unknowns).
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Prerequisites
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Materials
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Numerical Methods: What and Why study them?
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Additional reasons to study Numerical Methods:
1 Expand the types of problems you can address. i.e; large systems of
equations, nonlinearities, complicated geometries that are often impossible
to solve analytically with standard calculus.
2 Allow you to use “canned” software with insight; prepackaged numerical
solvers.
▶ An understanding of the underlying theory ⟹ . An intelligent use of
these programs
▶ ELSE, you will be left to treat such packages as “black boxes”; with no
basic arithmetic operations, they get at the “nuts and bolts” of some
otherwise obscure topics.
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Applications
Provide a concrete idea of what numerical methods are and how they
relate to engineering and scientific problem solving.
Mathematical methods
▶ Learning how mathematical models can be formulated on the basis of
scientific principles to simulate the behavior of a simple physical system.
Numerical methods
▶ Understanding how numerical methods afford a means to generalize
solutions in a manner that can be implemented on a digital computer.
Problem solving
▶ Understanding the different types of conservation laws that lie beneath
the models used in the various engineering disciplines and appreciating
the difference between steady-state and dynamic solutions of these
models.
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Mathematical Modelling
The process of solving an engineering or physical problem:
Solutions
Applications
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Mathematical model – Function
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Mathematical model - Example Problem:
Jumper’s velocity during free-fall part?
(a function of time)
length & strength of cord for jumpers of ≠ mass?
Solution:
Newton’s second law:
𝐹 = 𝑚𝑎 = 𝐹𝑑𝑜𝑤𝑛 − 𝐹𝑢𝑝
= 𝑚𝑔 − 𝐶𝑑 𝑣2
𝑑𝑣
𝑚 = 𝑚𝑔 − 𝐶𝑑 𝑣2
𝑑𝑡
𝑑𝑣 𝐶
= 𝑔 − 𝑑 𝑣2 → ODE
𝑑𝑡 𝑚
𝜐 = downward vertical velocity (𝑚/𝑠),
𝑡 = time (𝑠),
𝑔 = acceleration due to gravity (≅ 9.81𝑚/𝑠2 ),
𝐶𝑑 = a lumped drag coefficient (𝑘𝑔/𝑚),
𝑚 = the jumper’s mass (𝑘𝑔).
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Mathematical model – Solution
Ordinary differential equation (ODE):
𝑑𝑣 𝐶
= 𝑔 − 𝑑 𝑣2
𝑑𝑡 𝑚
Analytical solution:
𝑚𝑔 𝑔𝐶
𝑣(𝑡) = √ tanh (√ 𝑑 𝑡)
𝐶𝑑 𝑚
Numerical solution:
𝑑𝑣 ≈ Δ𝑣 𝑣(𝑡𝑖+1 ) − 𝑣(𝑡𝑖 )
= = Finite difference (Euler’s) method
𝑑𝑡 Δ𝑡 𝑡𝑖+1 − 𝑡𝑖
𝑣(𝑡𝑖+1 ) − 𝑣(𝑡𝑖 ) 𝐶
⟹ = 𝑔 − 𝑑 𝑣(𝑡𝑖 )2
𝑡𝑖+1 − 𝑡𝑖 𝑚
𝐶𝑑
𝑣(𝑡𝑖+1 ) = 𝑣(𝑡𝑖 ) + [𝑔 − 𝑣(𝑡𝑖 )2 ] (𝑡𝑖+1 − 𝑡𝑖 )
𝑚
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