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PHY 312 Relative

300ke
I
-- grading
=> Numerical methods - S C
.
..

Chapra

=>
Applied Numerical
Analysis
-
Gerald &
Wheatley
Tap
=> Intro to
Comp .

Physies >
-
Pang
Evaluation
-

End Sem >


- 50 % (Thory + Practical)

Mid San > 25 %


/mory)
Quiz (2) - 25
% (Practical)
Content

① Roots of Equation

② Linear Algebraic Equations


> Regression
-
③ Curve
fitting Le Interpolation
④ Integration
⑤ O D E
.
.

⑥ P.
D E .


V

ma =

= #
o
ma
C
mg
= =

=g- - - - -

-

de gmo
=

M
mg/c
0
v= 0
It

=
=
+
at -

co
=
cit

It

=
e

= get

=" gat

: 7 get
=
K

-
8
1 -

-
cgt
1 e
gi
k
Eve
=
-

5
WH
=

g (1
-
!
S + Ko

=
at +
v
=

=
0

0
ge
so K = 0

(1 =
)
O

v c
g
=
>
-

-
= limit A

)
=v(ti) g - (ti
-

tit-ti

r(ti + ) =
~(i) +

<g -

(i) J(it -

+)

Errors
-

Kinds
of errors
Error data
=> in the
original
=> Human error

=> Truncation error


ex -
.

=>
Propogation error

=> Round off error


significant
digits
I
dentifySig digits .
:-

0 .
001845 - 4 4 .
63 x 104 >
- 3

0001845 104
0 .
-
y 4 630
.
x - Y

0 01845 - y 104 >


- 5
4 6300 x
.

2 5 . x 3 42
. = 8 550 .

3 0800
.
=
7 .
08 x 100

= 8 .
6
=> 3

22 .
101 - 0 .

9307

I 21 .
1703

=
21 : 17

Precision
Auracy
&
Pres
>
+

: O

: E
Al E
~
Representation
of no

=>
Floating point representation
=>
Integer representation
-
mantissa
C
~
exponent
X =
I(.d , dcds ...

dp) B = I
mpe
↳ ↓
martia
base
p- significant digits
>

64 Sits

I lit >
-
sign of the no . - 0 = + ve

1 =- ve

II lits >
exponents lit forsinthefor exponent
(21 =
1024)
52 lits-mantissa
Normalization
of Mantisa

sig digits
->
Y .

34

= 0 .
0294/ ....

= 0 .
0294

to exponent
2941
shifting
=
0 .
>
-
O

1 m < 1

B
-

L ↓
bas mantissa

for love 10 0 . 1 < m < I

(hypothetical
it s machine)
magnitude of

signexponent exponent

11 / I I I
L -
of to magnitude of
exponent
sign i
mantessa
-
called
Smallest + ve no /len than this is

underflow error)

0(1/2(2/110/0 =
2

Besausebas

O
>
-
B
=

2-3 this ?? +S
+ 0 . 5 x
Why 0
.

0625 B

3
= 0 asses
O
.

Next 0 .
078/25

(x)
= II
vo
O
-
- 0 .

09375 14

- 109375
0
1/
↓ machine

I IS
Whats efisdon
O -
IC5000
IX, thi ! IX/

It previous
is

more than
above value
O .
156CSO

IIIIIIIII - I
7
I
is
there
0625 which
0
7 (beyond
Bot
.

>
-
error)
overflow

0
101 1 :
III / ,
lits

Highest no .
>
-
32767

Lowest no .
- -

32760

Machine
Epsilon

1 E

E in

of sig
.
digits
I-XXno
.

mantessa
Es

=

base
Representation
of numbers

=> Underflow error

=> Over
flow error

-
-
Machine efiiton

=>
Integer representation

Normalized
floating point representation
=>

We will the to
move
exponent
& T S

value topreserve scientific


higher &
A notation .

lose
As
some
a result
digits
we
will

=>
0 00 US E7
0 4546 E S
.

0 543 &T 0 S43) G7


=
.

S478
E 7
-
x
6
= u = 3 s

Laws of distribution , associativity will not

be
exactly followed.

0 .
5 86 .

-chopping
>
- U -
S56LO

rounding >
-
0 .
55679

off

6x f X + x + x + x + x + x

c(a- b) + a) -

ba

concept of Zero
- floating point
0
Xt -

2x 2 =

roots >
- 1 3

= 0 .
7320 E O

-
0 .
2732 E I
=

(x +
+ 2x) -
2 = - 0 .
100t -
2

x +
(2x 2) =
0 .
2007 -
3)

e-x = 1 -
x + L
&
2
-
x + . .

2
! 3!

let x =
5 5
.

Catastrophic Cancellation
When two
very large numbers
>
- are
the doesn't
subtracted ,
round
off error
give
small number
.
very
x
1
-

e =

ex

* substractions can be a
problem .

* Optimisation is
important :

Wher should we
stop ?

Error
Error
= Trus value -

Approximation

Fractional
error-Trevue affrox .

X 10 e
Ex
true error a
=
x 10
-

L
fractionalerror
T

true ...
C

desalve
- approach
Ca
froximate e
-
o
x

eroe
=


fractional
approximate
error

E A
=
curren
approx Previous approx
.
-
.

100%

current approx.

Es -acceptable value
of error

(0 102
-

7) /
Es
%

=
.
5 x
J
Scarborough
significant digits ,

n -
1966

Ital < Es then truncate
propogation
Error

f(x) => x =>


L


f(x)
x -
x =
>
f(x) -

f(x)

Af(x)
=

(f(x) -

f(x))

* -> close to X

Taylor
about
series
expansion of f(x)


differentiable
-

continuous and

O
~

f(x) =
f(x) +
85) -
+

8 21
+
*

- - -

x)
=> f(x) -

f(x) =
f(x)(x -

A
f(x) =

(8()((x x) -
↓ A f(x) 18(7)((x /
=
-

sharp function
-
careful

N org Lots ...


x X

f(Un , ) f(ui (i)


=

,
+
16 1. it is

Vil
+
Vi -

[ us (Uit
·
2
+
-

Wil
,

↑ Wit -

Vis
- +

(n Sitt-uis(in

t -

. . .
-vi))

& (Ui +, Vit) f(Ui vi)


+ /Mix-Mis
=

I wi (Wit-vis

-
f(, ) 1/ 10
= +

Patility
condition
and :-

sensitivity to value
growth of change in
input
errors/uncertainty
sensitivea
o

if
fri very
a
>
- ill-condition

function
-

I make it toa
well condition

fu

computation is
growing - unstable
function
uncerlundly
---
the

Condition
number

Relative error in
f(x)
=

8 f(y)
f(x)
= i
x
Relative error in X
=
*
*

R error in
f(x)
Condition )
.

no = -
-

in
.

Berror
(CN) f(5)

condition
Higher no .
-
Higher sensitivity
Or

Magnification of
error

Relative
CN > 1 -
error is
magnified

bad

IN < 1 - Relative error is


suppressed

good
f(x) XX
example
=

<N

1 x
=
=

*
E
=

nu-a'v
-
f(x) , O
=

ex =
UL
1 - xV
-
(2x)10
x rp
=
-

(1 -

1=
(N =

=
20X
Ill conditioned near X =
1

Well-conditioned near X = 0

large x -> ill-conditioned

f(x)
=

2/f + -

xx)

(n
1=
=

I
= I
El
·
·
X
L
= 12682 - CN =

(Runge)
for X-large
true value well conditioned
>
-

> computed
-
o difference
value
(using float)

* Even if (N =
E ,
as
float has less lite , for

Because
large X ; we will
get errors .
we

are
subtracting two
large numbers
/very close

to each other
2/ -XX)) will
give
errors
.
We can rationalize in this case
;

f(x) 2/ + +
x)
/
= -

-
2

#x 1 +

ex
f(x) at X
=
= 12

1 at
f(x) X 12
=
=

e-X

Find the
Taylor series
?

S1 : 1 + X
Find CN at

-2 :
X .
X different steps ?

-3
:
/2
Roots
of Equations

f(x ,
y ,
.... ) = 0

f(x) = 0

Plot the
function
M

&
n ↑ & 00 ⑥
>

S1 :

Graphical Method
T
-2 :

ce

X
raming "
I

Oppositi
signs

!
I

⑳ ⑧-

I I

I
I
&

!
I

I
-

Ye Ye
Fes It
not
o
sign>O even

EL
name Y -
-

opposite sign-odd no ·

of roots

Choose initial
the value
correctly
.

Bracketing Method -
>
- Xu
Xe ,

>
- It will converge

to the root
>
-
Open method >
- X;

>
-
guarantee
will not

to the root
convergence
but can be
faster at

times
Bracketing Methods

(i) Direction
method

No x A

-1 : Choose Xe and Xu

st .

f(xe) f(x) < O

: Y = x
If f(xe) f(x) < 0 =>> Xu Ye
:
=

If f(xe) f(xe) >0 = Xe =


Xe

f(x e) f(x) STOP


-
=
0

>
- Most time
the
of
we will not
get
Ea =
I -Xe I
I
x 100 %
.
here

we
which
Tolerance
When Ea < Es- decided

=> STOP there

Xe-root
=>
of function
(ii)
d
Method/Fals position
Linear interpolation
method
-

1 Xu

f(xu]
Xr
C C
#-
O

f(x)
E
de
e
~

Xe
f(xn) Xef(xu)
-

f(x1) Xm- Unf(x)

Ya = x
f(x)) -

xef(xu)

b(x2) -

f(xn)

=> Function called


4 times
xn = Xu -

f(xu)(Xe
xn] -

b(x e) -

f(Xu)

3 times
Function called
.

=>

Error
analysis
Bisection Method in

o O

X,
Zeroth
iteration
S
Xu

Ax =
Xi -
Xi = Ea

Ea'
D
=

2
Ea
=
[

Ea" =

17
2
Ead - desid error

Ead
a
=

= n =

en(1xyE

Open
methods

(s Newton
Raphson-


f(xi) = = = stope
Xi -

Xi + /

His
Xin = xi
-

j'(xi)
=

second method
Root
Methods
finding
Bracketing
-

>
-
Open
xr
x
=

Bisection
3

↑ & Xu

② False
position xr =
Xu - -
Xul

f(x) f(xn)
-

xe 0
x -
=

1
f(x)
-

-
> Xu 1 3
= .

f(x)

~"s
a

-X↑
⑧ -

+
I
--
V

-
x =
roan
=

0
is
= 0 . 094

is 0 975
.
O -
172

0 . 094 -

/1 . 3 -0 .
097)

17 78 + 1
.

=
0 094
20 o
.
+

= 0.094 + 0 .

0815

=
0 . 1719

Newton-Raphson

y
xi + 1
=
xi =

f(x)
is

:
f(xi +
1) =

f(xi) +
f(xi)(Xi +
-
Xi)

that
-
O

Cou assumption
nex
t
is
-
I
In
+ 2 !
-

OI

terab on
-

7
roof

Xi + 1 =
Ye

0 =

f(xi) +
f(xi)(x - xi) +

1) A x
-

↳ t ---

Subtracting 20:-

0
j(xi)(x1 1)
f x) (x
xi
=

-Xi
-

+ +

/ ,
↓ ↓
Ex i
Et ,
it
,

fi
Et =.
,
i ,
in
S

I
I

&

Fan e

=>
Inflection Joint

f"(x) = 0
&

!
-

·
points
Xi

are
)

+ 2

diverging
or
min
Rocal

t
M

maxima

&
S

V
maximal

·
near

2 --
,
it
e
-

divage S

root
away from

* Keep a check on whether


J(xi) is

close to Zero or not.

Multiple
roots

f(x) =
( -

x 1) Q(x)

> I & even


M

multiple
even
roots

V >

In these
types of functions
d
f(X) will reach zero

Jod
faster than J//vi)

moment

f(x) = 0
u(x y) ,
= 0

v(x ,
y) = 0

f(x) =
f(xi + 1)
=

f(xi) +
f[xi) (xit -

O
III

H(Xi Yi 1) k(xi Yi)


=
+ 1 +
, ,

+ /Xi yi) < (Xi +


-

X
)
7 U: JY
yi) = U(xi ,

+
(xi yi), (yi +
-

yi)
O
III
v (i + 1
, Yi 1)
+
= 0: +

(ii) I ;

+
(yi +
-

yi) /;
Xi + Xi hi
/i V
;
=
1
-
-

i
-

↓ li lili

it yi
1
+ ki
=

:
-

* 1, 1 li
-
li

-
Poisson's bracket

Or

Jacobian the
of system
Roots
of polynomial

Bairstow
method

x4 x" 3x3
f(x) +
=
-

+ x + 2

lets assume x = 4

divide
by -4) , get the
quotient.

nt
f(x) = 0 order

Assume This
-

x2 -

rx - S
-
-

is a
factor
Linear
Algebrais Equ
Felt
10

f(x) , xz , . xn) =
0

fz(x1 ,
xz
,
. -
x n) = 0

f(x1 , x2 ...
(n) = 0

In(x1 ,
X2
,
. ·
X n) = 0

linear
I's -

91 , x1 + 912x2 + b)
anyn
=
-
- -

921X1 + 9222 + ... - + 92nXn =


b2

'
S

anix, + anax2 +.. - -


Amxn = bu
[A] Ex 3 =
[B]

Ex 3 =
(A - 7 [B]

I
An

[
al - -

TAJ =
" 92-- 92n

"an ann- . .
Ann

Ex3T [x =

, xz .
- -
xn]

[BJT =

[b , b2 .
. . .

bn]
n= 2
-

1)
Cramer's rule x

=
al , x) + 912xz = b1
Jac
D =
Ja, eer) ar

ac , x1 + 922xz = be
Jai
x

- a a
Xs

S
2

&
>
X2

&
I
2

XI
>

XI
>
- Forward elimination
Elimination
Gaus Back substitution


>
-

Naive
91X2 An b)
all , + + .
- -
- xn = -

921X1 a22x2 + A2nXn be


+ . - -
=
-
-

i ,

anix ,
+ anyt . --Ann Xu
= bn
-

S1

Multiply equ0 by a

92X
q - - - an
+

=
:
a n

-

al , x1 + 12Xz + ....
a in xn = bl

922 x2 + -
. . .
ain Xn = b

asxz = - . . - An xn = bl3
S

an2 + . . ..
. .
An xn = bu

Now the similar


; doing steps ;

A , nxu b
91 912x2 ,
=
+
x1 +
- -
-

a x + . . . . 92n xn = 6

II

A + --
asn xn = by

s
Ans
/

Xn -- -. Am Xn = bu
Finally
would be
the last step ;

all xi + a *2 + . . .

anyn = bi

a x + - - -

A2nXn = be

"

anyn =
by
as Xs
+ - - -

.
by
n'
Ann xn =

forward
Elimination
for (i i i ) E
= 1 n 1 + +
; ;
+

for (intj = in
; jn ; j+
+
) b

factor =
i
a ii

for (k = i ; kn ; k + + ) E

Aja =

Ajk-factor Air

3
bj bi
=

bj -

factor

3
3
Back
Substitution

xn =
b n'
Ann
i >
- n - 1 to 1

X- · i

for (inti m
;
i < 1 i
) E
-

=
=

for (intj ) E
i
j j
+ 1 = 4 + +
;
=

Sum =

bi-Aijj
3
Xj =

1 i
3

Gauss
Elimination

) E
for (int
1 1 k ++
=
4 = n -

; ;

for /inti
=
1
;
i < n
,
i + +
) E

fac G
=
e

for (intj = k
, j
= n
, j +) E
+

aij aij fac Ghj


= -

3
bi bi
fasb
-
=

Xn = - - - -

=11 i ) E
for (inti
-

1 -

n ; ;
-
=

sum-bi

for (intj = it
; j =n
;j )E
++

sum-sum-Gij Xi

3
Xi =

a , ;

3
Operation
J

counting
S

K = 1

i =
2 to n -
/- 1) iterations

melt/div I

j = n

[ mult-1
,
sub- I

melt-1 such-I
,

mult 1 + n + 1 -> u + 2

sel >
- h + 1 >
- UH
K i Add sub
-

I <
ton(n 1)/-1) +
(U + > (n 1)-

r(n-es
< (n + 1) (n-2)
2 3 to n

:
/

k # + 1) to n
(n- k +
2)(n -) (n + 3 -

1)/n -

m)

Total addition :-

# (n k)(n -
-

k + 2)
K = 1

=
k =

*
+ On)
K=

n +

E k
= =

1 + o(n))
K= 1

⑪ (n2 -
2nk + 2n + m
=

2t)
k= 1

=
n2(n 1) -
+ 2n(n 1) -

-
(n + >
2
S

=
n(n -

1) (n 2)
+ + n
=

(n -

1) -

n(n ) +

/Gn
+
+
n( +
=
n(n x) -

(n + 2 + n -
1 +
2)
=
n(n -

1)(2n + 1 +
21]
-
n(n -

1)( 1) + + 2n -

=
n(n 1) -

(s) +

Sn(n 1)(2n +
1)
-
=
Total multiplication : -

(n-1) (n - x+
3)

-Ink + sn + -B

n(n 3) )
#)
+ (n
=
+ ·
- 2n -

nice
+

=
n(n 1)-

(n + 3 =

= +

]
=
n(n +
)[0x
6 ]
+ 8
- -
9 + ch +

n( (2n 8)
=
+ +
2nx(n u)
=
-
+

En(n -

x(2n 1) +

=
n(n
= 1)[2n + 8 + 10n +
s)

n(- (kn 13]


= +

- :-
subshlution
For back
- nc + o(n)
Resolve the case
of coefficientbeing
Zero >
-
Pivotting

example
-
3x 7X3 = 2
OXI
-
+

3
+ 2x2 x3
=

X/
-

5 X1 - 2x2 + 0x3
=
2

↓ 3rd
row

Pivoting

0x3 2
5x1
=
- 2x2 +

x1 + 2x2 X3 =
3

7X3 2
3x2 + =

OX1
-
Eliminate XI

2
5x1 -

2x2 + 0x3 =

A x2 + An cs) = b ,
,

B xz + B2 xs =
be
,

Gause Jorden

La =
All 912 913.. -

aman - - -
b2

932 As -
by
Sat 3rd -> 9 : 30am-complete tab

Sat 17th -
Quiz-1(blance on)

Gaus
For
I C
J -
0 . 1 0 . 2
; cas

0 .

17 -0 .

3" -19 3
.

0 3
- -
0 2 .

10 ! 71 4 .

I I
I O OI
3 . 0

"
O I O -
C- S

O I 7 0
O
.
t
Normalize frist row - 3

.E
G
removal
of
same as

from
.

row 2x3
.

I (
, 2 6
I -

0 , 03
-

0 . 06 .

O 7 : 0-0 23 .
i -

19 5 .

f 0 19
,
10 7
-

.
. 08

Step-2 Normalize second row - + 7

rosese00)
·

C I

O
-
0 . 04
-5
Normalize Sedrow + + 10 01
.

Xs 1st & 2nd


removal
of from

see book Total #op-n3


Chapera's

LH
decomposition
↓ ↓
lower upfer
triangular triangular

[A7EX3 -

GB3 = 0
-

0
[u uu Ex3 Go to
.

=> [V7Ex 3 -

ED] =
0

[27 =

[I I O

I
-

(3)

So
;

< [[v]EX 3 -ED3]


[A][ x 3 EB3
-

=
[][U] = [A]

[L]ED3 =
EB3

[A]E x 3 =
[B]

↓d
[V] [I]

]ED3 =
EB3
- Forward
substitution
ED3
gives
[U]Ex 3 =

ED3
- Backward
substitution

gives
Ex3

Even keep B
if we
changing ,
we

don't have to do elimination


to
just
and have
again again ,

backword salistitution
do
forward I

.
Ex3
to
get ED3
and
[ I
All 9, 2 913
O A als

O O
as"

191

[N]

i· I
912 913

92' as

O As

III
I I
All ,
a 2 913

A21
9 An a
S

as as

A31 a + as gat aals'


+ ass'

[A] -
[A]

TA ] [A] [I]
+ =
, (A) C
X I
I

,
X2

I
=

I. 12 Is

(A)(X , ) =
I ,

[A] (x s] =
Is
zea
(o O

Xs
bas
=

for (inti
=
n + 1
,
is 1
,
i -

1)
E sum =
bi

for (intj j j + +)
=
i + 1 = n
,
,

E
sum-sum-AijXi

3
3
Fitting
Y Y
a
N *

- N
N

* #

> S

* X

Regression Interpolation

↓ ↓
low errors
When errors are

significant
Regression
6-05 6 .
12
6 .
13

7-05 7 45
6 .
45 .

j &
=

Sy =

v
Sx =

E(yi j)2 -
-
Y

Least-square Regression
>
- Limar least-square regression

(X/, Yi) ( X2 ya)


,
. . . . .

nyn
>

90 + a, x
y
=

risidual
Error on C=
Times-Fifit
Criteria for Best fit
S
i = 1
e;
X

*
M

I ①
&

·
sum
same
Zei
Y

Elei &
& Q

...
.....
x ②
.

-
same
-
x

q(ei
-

>

E e:
2
-
-

Sn 2 =

(i au -
a, xi)
=
-
J =
2 Elyi-ao-axi)

↓ = -2 xi (yi -so-aixi)

a & Exi
. =

ii yi
-

n[xi" -

(Exi)

=
i
a,
a
-

=
.
Se
S- -

n 2


-

Standard
the
error
of

7
- -

estimate
& * =
*

X
#

&
ru =
$Sr

St

r 1
perfect fit
=
-

r = 0 >
- No improvement

BY
xe
y
=

Ex
ya

I
eny
= enc +
Bx

=
eny

>
X

<XB
y
=

eny
=
lux + penx
LiSat 7/2-9am-10am

(CC Lab)

Curve
Fitting
Regression (Least square regression]
Xi
Ji X


X
XI
Y X

, 90 a xi
Yi
-

= ,

i
7

Xn
Yo
Se =

/ min :

Sn =
(yi -
90 - a , xi)
↳ = 0 =
- 2 (yi -
a -

axi)


=
0 =

-2 (yi - au -
a , xi)

; =
a. + a
. Xi

xigi =

an xi + a
,

Any
&

xeBX en
y
= enx + Bx
y
=

S
auP
y
=

eny = enc +
penx
enga
y
= x

+
* ↳
1 Et E
*
= +
en x

Yet i
A

+ x

X +
x
* x

data
points
be
fitted
can
n -

uniquely by
(n-1) degree
polynomials

Polynomial
Regression
+ 92x2 + 2
y
= a. +a , x

Sn =
&ei = (Yi -au - a , xi -
anx :3)
sa
= -2
E (yi -

ar -ai -

auxi) = 0

& =

a + a xi +
An

= -2 yi-au-axi-a ;
xi

Exit Ex
& ii =
a. Exi + a as
I

-a0 -axi-anxit)xi
=
-

i = 0

= as
Exi an
Evi+ an
Ex
)
N

+ a2x" amx* + e

y
= 90 a , x + + ....

S
Sy/x =

n -

(m + 1)
ultiple Linear Regression

90 + a , x) + 92x2
y
=

Se =

Lyi-90 -
a. x , i -

anxi)

a
= -2
(yi- ar - axi-axi) =
Generalized linear least
square regression

arzo + a, z + 927z +

y
= - -..
,

Amm + &

Poly -
: z
.
= 1 7 = x zz = x
...
Zm = xm

to =
1 1 = x E =
X
. . .
Em =
Xm

We can have X =

anything (even-inx)

EY3 =
[z][A] + EE3
[ 7
Zol Ex .....
Emi

12 Zm2

[z)
02 -
. . .

' i !
'

Z On
Zen -
--
↑ Emn

n - no
of data
points
variables
m - no
of in the

model

n > m +1

[x3+ =

(y y . .
. .

Yn]

[A3T =
[ao a . . .
.
.
am]
Sn =
(i -
azji)

((z) (z]][A3
+ =

((Z]" EY3]
Check
Y 00 + 9 , x

for
=

] =Say
EA3
T,
x
(2) =
,

X 2

(73t =

Exix]
((z) (z7]SA3
+
(1 =

=(x + ](i x
]] (i)
-

] [a]
as aa
-
RHS =

[ 7 Cata]
Saotas a )
-

So IHS = RHS
Non-Linear
Regression
Linear least .
square regression

=> 0 zo + 917 , + ... mmte


y
= a

EY3 =

[2J[A] + EE3

=> se
= (yi -

ajji)

[2] [2][A3 =
[I]TEY3

↑4)
-

f(x) = 90
(1 - e
Newton
Gas Method

Yi =

f(Xi ,
9.
,
9) . . .
am) + ei

a's -
non-linear

yi
=
f(xi ,
90 , a)

%
Gaus of 9. 9 , -

gi
=

f(xj + 1) =

f(xi)j +

bily
* a o
W
T

Sf(xi)
/
higher
+ order
i ga , +

Ja
terms
-

990 =

00j Doj
-

+ 1

a G, A
j
=

j
-

+ ,

f(xi)j
(i) 1:
>
yi
-

90
-

↓xi) +a
,n

ED3 =

[2; ][A]
-data points

[2j] =

[ S
s
'
I
Offens Jon

[2] [2] [5A3 [27 ED3


+
=
Regression
Non-Linear
0 25 0 75
1 25 1 75 2 25
X
. . .
.
.

0 28 0 57 0 68 0 79

Y
0 74
.
.

.
.

-
fit 4)

f(x) 90(1
-

=
-

Gues90
Sr = 0 . 0248

~ a,

6 = - = axe
I I
0 .
22 , 19
0

2 =

0 .
52 0 . 35

0 .
71 0 .
35

0 . 82 0 30.

0 .

89 0-23

Yi -

f(xi)

1) 20 -0
0

ED3
.

0 .
57-0 52 .

- 68
0

-0 82
0 74
.

0 . 79-0 .

89
[25(2) =
C 00]
↳ multiply by A]

[27 ED3 =
E80)

[A] =

Fo] -
Aj +


Se

Eal
An
,x
&h
j
+ 1
,
Interporation
(n + 1) ->
datapoints
t
fit order
polynomial

is Newton's Divided difference Interpolation

is Lagrange Interpolation
is Newton's
Divided
Difference Interpolation
A

Linear
interpolation
= -

f(x)
- -

,
=

....

i
f(x)
-

f(xo)
=
-

o xi
S

=
j(x0)
b
f , (x) = +
xr


Linear interpolation
Quadratic
Interpolation

fc(x) = 90 + a, x


+ anx2

I
&
I

= bo + b , (x -
x c)

+ bc(x -
x0)/x xi)-

at X = Yo

bo =
f(X0)

at x = X/

,
bi

1
=
at X = x2

ba =

-f(x) - f
X2-X1 X1-Xo

-2
Yo -
Newton's
Divided
Difference Interpolation

* int data - n-order


polynomial

f(x)
=
bo + b ,
(x - x
0) + bz(x - 0)(x
x -
x, )+

. . . .

fi(x) =

f(x0) + 80 (x - x

↳ L
bi

f(x) = bo + b , (x - x
1) + bz(x -

0)(x
x - x 1)

put x = Xo => bo =
f(x0)

b
put
x =
x => ,
= f)
XI-Xo
at X =
X2

b2(xz - x
0)(xz -

x.) =

f(x2) f(xo) =

- No (x2 -x

f(xc) -

f(x,) + f(x)) -

f(x0)

- No (x -

(f(xz) J(xy) [f(x) f(x))[1 =


+
=
-
-

b =
=
l

X2 - Yo

& Divided difference approximation of the

2nd derivative
bo =

f(x0)
bi =

f[x ,,
Xo]

bz =

f(x z
>
X
, , Xo]
!

bn =

f(Xn ,
xn 1
,
- -
-
xi
,
x0]

where

f(xi xj)
yes
=
,

- (xi +j x a] =

8
+j) f(xj +] xi
-

, , ,

Xi -Xk
S

, durced
th
n
/
difference

8) x0]
H
. -f.-
Xu
n
,
. .
-
1
,
=

I
Xi f(xi) first second third

bo
O Xo f(x0) -
>
by
f(x1 ,
Xo] b2

Ele
-
I F(xc xo] ,
x,
-

>
-
by
S XI ,y
,

-
2 >
- X .
)
&[s ,
Xi ,
D

S 3


have

they
can

any
spacing
Tru Value
Value
ex-
- of In 2
en 2 = 0 .
69

Xi f(xi)
I
en 1 0
=

1 In 4 = 1 .
38

2 In 5 =
1 . 60

3 Rn 6 = 1 . 70

Linear interpolation using


In 6
1) In 1 2

Get In .?
2

In Enu
2) 2nd order >
- 1
,
,
2n6
In 2
get ?

3) 3rd order >


- Ins ,
ent ,
ens
,
en 6
2) f(x)) =
bo + b , (X -

Xo)

bo =

f(Xo) =

f(1) = 0

xf) =
bi =

1
bi =
0 = 0 .
34

f(x) = 0 .

34(X Xo) -

f(2) = 0 .

34(2 -

1)

f(z) = 0 34 .

34 %
Error
69 . 0
0 100
. x
=
.
=
50 . 72
%

2) f(x)
=
bo + b , (x -
x o) + bz(x xo)(x xi)
- -

bo In 1 0
f(x)
=
= =

6
1
= 0 =
=

be =
1 +f
Xz -
XI
-

He
XL -

Yo

-0
1
= :

6 -
1
o
= -
0 . 051
(() = 0 .

46(X -

1) -
0 .
03/x D(x y) -

f(2) = 0 .

46(1) -
0 .

os(1) (-2)
=
0 46. + 0 .
102

=
0 . 562

x()
0
error
= .

562

=
18 . 55
%

3)
f(x)
= bo + b, (x -

x 0) + bz(x -
x o)(x -
x 1)

+ bs(x -

x 0)(x xi)(X -
x 2)
bo =

f(x) = 0

bi =

x) =

10 =
0 46
.

XI -

Yo

bu = fly) -

f(x) - f(x)

-
=
1 60-1 38
.
.
0 . 46
--

s -

y
0 4
-
.

s
-
1

-0-06
=

to -s -
x I
0 2 -0 01

=
=
-
.

0 015 + 0 06
by
-
.

009
-

=
-
0 .

6 -
1

f(x) =
0 .

46(x -

1) -
0 .

06(x 1)(x 7) - -

+ 0 .

009(x -

1)(x y)(x >) - -

f (c) = 0 .
46 -
0 . 06 . 1 .
( -

2)

+ 0 .

009(1) ( 2) ( 3) - -

=
0 46 + 0 12
.
. + 0 . OSY

= 0-634
-0 634
error
= 069 .

x 100 %
0 .
69

= 8 .
11 %

Il Lagrange
Interpolation

fn(x) =
Li
f(xi)

↳:
=
n = 1

fi(x) =

Lof(xo) + L , f(xi)

f ( (f) + (
=
,

n = 2

(,
fc(x) =

Lof(o) +
f(x ,
) + 22f(xz)

-( f(x

f(x) e
(X
x0)(x x1)
- -

f(xz)
(Xz x
-

07/xc - xi)
Clie
Spline
Unconditions

① ai -,
x ? + bi - ,
xi) +
2 - ,
X ; + Ai -
1
=

f(x))

aixi + bix; + (ixi + di =

f(xi) Jen

② Exterior points

③ Math on the 1st derivation

④ Math on the 2nd dirivation

3rd
⑤ Math on the derivation
Interpolation
Slin
(n + 1) points
data

fitting in the with


degre
polynomials

. .

- O
- .

Linear
spline

f(x) =
j(xi) +
fi (x
Quadratic
spline

f(x)
:
=
aix + bix + Li

(n + 1) data
points ,
n intervale

In unknown
coefficients
Las ,
be
,
(e)

Conditions
value at /1-2) interior knots
① Match fn
the

Ai-Yi-3 + bi + Xi + + (i + =

f(xi 1)
-

9 Xi +
+ bixit + (i =

8 (xi)
2(n -

1) =
2n -
2

② End
points
b
a , x02 + xo + (1
f(x0)
=
,

anxn anx
O
+ + <n =

flyn)

③ First derivative at interior knots

b
f(x) =
2ax +

29i + Xi +
+ bi 1
=
29 ; x ++
+ bi

T
for =
2 ..
1
3 5 4 5 2 0
9 0
X
.
. .
.

f(x) 2 .
5 1 .
0 2 5 .
0-5

-d
2 .
0
3 5
.

90x2 + box + Co = 2 5 .

a , x2 + b ,
x + 4 = 2 .
5
0 /
12 . 032 .

(2 .
0) .0
2 /

Qo

bo

Co

as

by

Ca
Cur withSinusoidal
felling
one
functi

& (t) =
A ,
+ C
(os(wot O) +

= Ao + A , <os(wot) + Bisin (woth

Sa
= -[Au + A, (woti) +

Bein(n)


Enin(wot) Eein(wotcos(wot) Evini(t)
↓ - data At
equispaced

-
7 (N 1) At
-

Scout -
in what
period

I ·
Nn/0
·

Ao =

E
Al
= yi ca/woti)
=

B1 =
yisin(voti)

(H)
j(t T) =
+

f (t)
= 90 + a, cos/wot) + b , sin(wot)

+ as (os/2wot) + bc ein/2wot] + ...

- a
+ [Acos(not) +

bein / wot)]
E
Wo =
a.
# ) f(t) a+
=

T
T

S f (H) <n /Wot) =

Jaocos(
O T
will

+
SEA ( (Kwot)
Coscoot

(wot]]
O
+ bei

S
cas not
O
& H <OWOH)
S
2
E
=
+ 9 Cos (K wot) ·

+ ↳

am =

effcos(not a

b =

Esfsts ein (worsat


E
I Ec c
=
-

+
-

Le f(t) =

I -

F + C
E
I
-

* +
I

R
T
M
~
T/2-T/y
< I

-
I

V
T/2
I >

Ao = 0
bi = 0

Th

=ESJCH cos (KwotAt the


-T/Y T/y

=
-

+
(coswort +

E (coswot t

T/y
-

2 -

+2

E(cos(wrt) It

-
=

7/2
[s] +
*
-

E
T/y
Two
=

F (in S] -
win
(o()])
↑ (no] -
ein

)
-

(ein(wo(E)) -

em)]
=
-
ein
(WE

=
-

sin
(E

foot) cosnots
f () =

110 -
+ (Swot) -
In
fourier transform
- /a periodis)

einot
J(t) =
+

f(H) + (iv) eino dwo


=

(iwo) e-rotat
F fits
=

Fi Inewon
Fourier
Discrete Transform
A

........

>

N In
>
-
n = 0
,
. . .
N -
1

F =
fu eiwon
for
= u ... Na

Fenne
In =

Fiz =

[fucos(won) + :
8n ein (won]
Pis 1 k)2
=
=

Announcements
-

GPM-midem
1) Today copy

2) No eas on Wed
(27/3)

3) Extra class on Fri (29/3)

4) Luiz 2 on Sat <13/) 10AM


Numerical Integration &
Differentiation
Simple Contentions
1) Function

2) Complex continuous
function

3) A talulated
function

Non-computer method

Y
Y DYDX &

Y -
S
O

3 8

6
3
9
j

S
Newton-Cotes Scheme
Integration

C
b

=
I Max =
bu(say

a2x) anxh
fn(x) = ar + a, x + + . . .

is Closed Form

nGen
fouSnee Rule
auestop - lanx
ang
height

I =

(f(x)dx =
Sfilax

f , (x) =

f(a) +
6p (xa
I =

((f(a) +

8 f(a) (x-as]
(b a)
+

=
fas/b-a) + fa a
2

+
a
I = (b -

8(b))
a)(b +
f(x) n fly
b(b)
Error

f(a)
-
eheight
. . . . . - -

J
A b
Y

Error (Box 21 .
2)

M
MU
a
Error

.
Et t (b a) 8" (E)
= -

8b
Ex- his between a

Reducing Errors
by dividing
the interval
&

b
A
-

↑ I
/Xo X , x2 -
. . .
xn)

a = ba
=
X2

=
=

e(f(x0) +
f(x)) +
(f(x2) +
f(x))
t -...

I =
z [f(0) +
2 i) +
f(xn)]

Ex =
-

bas " i

Ex =

-as M
h b
a
As =
=

( h
a
Et = -
Et ~

0(h))

Qua -

f(x) = 0 .
2 +
25x - 200x2 +

675x3 - 900x" + 400x5

a = 0

b = 0 .

f(0) =
0 . 2

232
f(0 .

8) =
0 .

+ 252)
0(0
0 1
0
.

I = .
= 0 .
Et =

+(0
- .

0)3 j

-
0 51.

J' = 2s -

400x + 675 .
3x2

-
900 .
4x3 + 400 .
5xY

" =
400 + 675 .
64 900 12x2
-
.
-

+ 400 .
20x3

=
So Ex = 2 . 56

hi h2

I /hi) + Elhi) = I/h2) + E(G2)

Eh= h
e

=> E(h)

=
I =
I(hn) + 1 (2(a) -

(c))
1 -

/
+ O(hY)
fu() = 2 (i()
f(xi)
i = 0

where Li =

/x
(j + 2)

L (x)
f(x) = ;
j(xi)

Lo =

j -
= 0

(j + q

1
=
(j = 27

12 =

*
(j + 27
f2(x) = 20
f(x0) + L ,
f(x , ) +
22f(x)

I =

ffz(x) ax + E
b
-

2
-
a
= h

a X b
For dala
equispaced
-

;
&

Yo XI X2

L L
XI- Xo -
e er h

X2-Xo = 2h

x2 -

x, = h
Numerical Integration
b
Trapezoidal

·
Sf()d ↳

L
Simpson /3

Simpson 3/
I h

*
f(x) *
f(x)
Ref
-
0 8 0-2 6 40
2 456

[
.
.
.

0 44
, 12 1 589
.

0 .
2 842 .

Co .
22
1 .
30S 0 .
54 3 .
507

!
S0 - 32 1 74) 0 64 181
.

3
-

0 36 70
.

- 07Y
2 0 .

2 . 368

jumps
Gaus
Cuadrature (Integration of Eg)
f(x) n

e b
here
locke ie
s
sen

,
Method Undetermined coefficient
of

[ =
(of(a) + < , f(b)

↓ result
exact
-
constant line
for straight
&

y
a

1
y
=

<
" " & X

(bIa) b
-
-
- a

I
-
y
&

- (b= !
< >
X

i
b-
-
a

L
v

constant (=
-
for
Co + c =

S1 .
dx

(b
=
Co + 21 =
b -
a + b a =
b -
a
=

I 2

o
C + c ,
= b -
a -

0
line
ht
for b
[
- a

c(b=2) + c , (b=2) =

Sxdx
-

p)
=

c(b) (b) + = D

Co = CI

= Co b
=
a 4
=
=
I E
(of(x0) + ( ,
f(x))

exact results
upto 3rd order
polynomial
/
y
=

x
y
=

x2
y
=

x3
y
=

let's assume a = 1
,
b = 1
/for making
Algebra
easier)
I

(of(x0) + ( ,
f(x)) 1dx

=
Co 1 + C ,
1 = 2
.
(of(x0) +
4 f(x)) =

-
(xdx
I

Co . Xo + C , X1 =
0

(0
f(x0) (
+ ,
f(x)) =

(x
-
dx

(oxo + 2 xi
=
,

(of(x0) + 2 ,
f(xi) =

-
S X3dx

Coxos + 2 +13 = 0

Solving the 4
equ for
Y unknowns :-
Co =
C1 =
1

Xo -

I
VS
x1 =

J(t)
here =
f( =) +
=
X =
90 + 9, Xd

X - a b Xd =
-
1 I
, ,

I
a = 90 -

a)
= 90
ba
=

b = 90 + a ,
As = b a

x = b
=
a
+
(b)

dx =

(b=a) dxd
f(x)) 0 2 + 25xx 200x2 + 675x3
Lees
=
-

" S
-
900x + 400xa
!

a 0 = be 0 . 8

x =

b
a +
(b) x

x =
0 . 4 + 0 . 4Xd

f(x) = 0 .
2 +
25 (0 . 4+ 0

200
(0 4x)"
+

25/0 400 n)
-

.
4+ 0 .
.

900 (an +0 .

ux)" +

400 (0)
= 0 2
.
+
25/0 -y)(1 + x)

-
200
(0 . 4)2(x 1)2 + + 675
(0 /x 1)
.
+

900/0 .

4)"(x + ) Y + 400
/0 4)S/X6)S
.

f(x) = 0 .
2 + 10(1 +
x) -

8(x 12+

15 /XAy
+
2x8(x +

9
-

+ #Hs
I =
f( b) -

+
6(5)

1 .
822
=

Simpsons
to
similar

I E (of(x0) + 2 ,
f(xi)
+
(cf(x3)

x* /with nohe
accurate upto
Differential Equations
Ordinary
L
mar ODE :

an(x)
y + an -
, (x)
y +..

ao(x)y =
f(x)

Solving =

f y) ,

ma C
0
+ + x
=

a
y
=
0
may cy + kx 0
-
=

d+

We know (Xi Ji) ,

Initial condition -
Boundary
condition
4 =
f(xi ji),

Yit Yi th
=
+

Ever
method

t
stone

+ , file

+ - --

Ea =
0(h]
Predictor corrector
method/Idean/modified
- -
Enter
-

Y o =
f(x , y

j
-

·
-

-
+

Yi
I > X
Girl
X,

Yi +
=

Yi +
f(xi fith
,

f(xi +
, y; 1)
+
Yi get a fin
i
=

Yin
=

Yi +
Yin +
y, + 0))

gi +
yih +
1 :
+ o(h))

yi n[y; +
=

+ o(h3)

yi +
n[y ] i
+
+ o(as)
ex 2x 12x
y
+ 20x + 8 5
-

= -
- .

X 0 1 h
=
5
y
= =
0 .

a =

f(x ,
y)

f(xi yi) ,
=
-
2/0)3 + 12 (0) - 30(0)

+ 8 .
5 = 8 5
.

(0 5) 3 21
true- Y
.

- =

Euler
-

oh
2
Ji Yi
+
=
+ 1
& S
X S

42 -
1 0 5/0 S)
-

=
+ .
.

=
1 + 4 25
. 25 = S .
Et
- 21
=

=
63 5)
.

Modifiedzube

Yi +; = 5 25.

ay(x = 05
, y scs)
= = -

2(0 12s) ,

+ 12(0 .
25) -

20/0s)
+ 8S

==
6 2 .
+ 3 -

10

+ 0
.

= 1 , 25

f (0 ,
1) = 8 5
.
Aug f
= 4 . 875

Yi 4 875x 5 3 437
0
1 +
. =
.
.

=
+

Et = 7 07
.

f(x Y)
,
a

-
S >

v
ODE-Euler - 0(h) >

=> Predictor corrector OTh3)

Solvey +
xy
= 0 I .
2 .

y (0) =

Evaluate
h
y/0 05)
using predictor
= 0 .
05
. .

method
core. .

Compare with
analytic method
.

Exercise +
↑ x(0)
: 1
xy
=
+
-

Conferent E a =

ty + x

y(0)
=
Range
Kutta Method

it
=

Yi + &(xiyin) h

& (x :
yi h) >
- Increment
on

↳ Representar slopes in the interval

0 9 , + A22 + An
= ...

As &K's are constants

ki =
f(Xi yi)

kc =
f(xi + p(k > yi
+
q k(h)
,

ks =

f(xi +
pas Yit 82 /
h +
92k h)
:

kn =

/Xi +
Parks Yi + ch +
make ...

.....
Un , n +
kn h)

p's &q's are constants

donder,
i

als + anah -

ki =

f(xi yi) -

h) -
f(xi
k
pih i
+
q
-
,
kz = + ,
,
Yit, =

yi +
f(xiyi)h +

f yi a

Yi + 1
=

yi
+
f(xiyi)h +
(+
-

kc =

f(Xi +
p , h ,
yi +
q ,
k, 2)

f(x y ) b = o
n ka
: + +
q
=
; , ,

+ 0(hz)
-

g(x + e
,
y + s)

=
g(x ,
y) +

rg
+
S18 + - -

Jy
Yi + 1
=

Yi +
(a) + az) f(x y)
,
a +

Campi aq
kint
+
,

Comparingeq 2 ( : -

a1 + 92 = 1

azp1 =

a
29 E
=
,
Suppose As is chosen
,

al = 1 -

92

bi q
ca
= =

a .
= 92

=> Predictor correcte


pi q
1
method
=
= -

Assume ac = 1

=> al = 0

p, =
q ,
=

E
=> Midpoint
method
k2h
Yi + 1
=

Yi +

kz =
G(xi + A , yi +
1 )
I
order R .
K.

Yit =

yi + (a , k , + a212 + asks

auku]h
+

# unknown =
13
/A , a2
,
as , an,

P1 ,
b ,
s
, q ,

H qu
qs)
, 92 > 9 s1 , qs2

11
F
equations
verson
-
Imp
.

Yi+
=

Yi +
t(k) + 2kz + 2ks + ku) a

ki =

f(xi yi)
(c =

f(xi + 2 , yi
+
zk h) ,
(s =
f(xi +

th ,
yi
+
1k h)

kn =

f(xi + h
, yi +
ksh)

Assignment
-
->

Say (dx =
(0s -
20x + 12x) -

2x))

0 x 10x4 ux)
-
y
= .
-
+

=
+ C
1
for y
=
0
x =

1 =
C

=> C = 1
10x2 + 4x3 xY
Y = 8 5x.
-
-

+ 2
I

RY
+ /805 + 2 .
5

2
Luiz
Saturday (13-4-24)
: : 10 AM : <C Lab

Syllabus :
& Differentiation
Integration

[ I
For end 2 : 00 hos written exam
rem :

1 : 00 has - hands on

ODE : RK method (Initial value


problems

a =
f(x y) ,

Yit
=

Yi +
p(xi , y , a) h

p = G ,. + 12 + -.
Ankn
* f(x y , y y
...

= ,

↑ =

f(x , y , yu .

yn)
I

dyn 8(X Y Y2 y
...

=
, ,

Problem-2
:

Damped Harmonic Oscillator


-

mat
X = 0

t = 0

X= ?
j =
?
2 #
-⑪
1x
>


,

ma
That
KI OO

xi(H) A
B
: +
x

X2(t)
C
:

DA
+ kexo
Optimising
-
step size

- .
Adaptive
RK method

Method I
(particular RK)
-

① Start with h to
get fith
twice
② =

1
-
Apply update
to
getyith

==
(

large
,

-matte en
I h is not

good enough)

Method-2
-

take
I
① Apply
RK4 and RK5


If RKY & RKS

are
matching not
matching
↓ ↓
his
good take smaller

h
enough
- -

Boundary
value
problem

y G(xy
X
yo
0

y
= =

x
Ly yL
= =

need
o
!
a at

x = L
T = To T =
Tw

T(X)

Rate
of flow of heat
(influx) at

H ↓
Area
KAI Es ,
o
&X

Ihermal
Conductivity

Rate of flow of heat


/outflux) at x + d

ka
[ +
/]
d
=> =

Non-insulated
iron roo ex
+ dy

!
d
0) 11
*
+
x=

To (sounding

=>
a + h (Ta -
) =

Using finite differences method


,
we can
n
find coupled equations
.

Finite
Difference Method

T =

i+
= 2T ; + Tin
dx2
h
2

= 0
in it i
Finite ↳
h
X = L

X
T = TL
To
T =

Tix-21/Ti-Ta
-2
he
[A7 [x3 =

EB3

ex-write down this


- eq" for each
of
these
points
.

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