EEE CLUB CRASH COURSE

IE2106 Engineering Mathematics I

Chai Song Hang
Please take note:
■ According to the surveys, probability and statistics will not be discussed in today’s
session, as only a few students have problem with it.
■ Focus will be on (I) Numerical Methods, (II) Fourier Analysis and Laplace Transform,
(III) Partial Differential Equation
■ Unmute your mic to ask question as I am sharing my iPad screen, so I am unable to
see the zoom chat
■ Feel free to interrupt me if you think I am going too fast
Part I: Numerical Methods
■ Numerical Methods can be summarized into below categories
– Solving non-linear equation numerically
– Polynomial Interpolation
– Least Squares Approximation
– Numerical Methods for Differential Equation
■ Ways to solve a non-linear equation numerically:
– Fixed-Point Iteration Method
– Newton’s Raphson Method
■ Polynomial Interpolation
– Lagrange Interpolation
– Newton’s Divided Difference Interpolation
■ Numerical Methods for Differential Equation
– Euler method
– Improved Euler Method (or Heun’s Method)
– Runge-Kutta method
Part I: Numerical Methods
■ Fixed-Point Iteration Method Steps:
– Find an interval where ! " ! # < 0, thus the interval & ∈ [", #] contains root
of ! & , such that ! & = 0
– Rewrite ! & = 0 as & = , &
– For , & to converge (i.e., there is a solution), ,! & ≤ . < 1, where . =
m"& ,! &
"∈[%,']
– If the above criterion is satisfied, start the iteration: &)*+ = , &) , 1 =
0, 1, 2, …, while &, ∈ [", #]
– To correct the final solution to n decimal places, the criterion:
!! "
< 0.5×10"#
#
Has to be satisfied, and m = m,- ! ! "
$∈[',)]
Part I: Numerical Methods
■ Newton-Raphson Method Steps:
– Find an interval where ! " ! # < 0, thus the interval & ∈ [", #] contains root
of ! & , such that ! & = 0
-("! )
– Start the iteration: &)*+ = &) − , 1 = 0, 1, 2, …, while &, ∈ [", #]
-" "!
– To correct the final solution to n decimal places, the criterion:
!! "
< 0.5×10"#
#
Must be satisfied, and m = m,- ! ! "
$∈[',)]
Part I: Numerical Methods
■ Lagrange Interpolation
– Given a set of (n+1) points
. .+ ., … .-
!(") !. !/ … !#
– Lagrange interpolating polynomial is given as: (i.e., estimation of function !(&))
)
7) & = !, 8, & + !+ 8+ & + ⋯ + !) 8) & = ; !0 80 &
01,
)
& − &, & − &+ … & − &23+ & − &2*+ … (& − &) ) & − &0
82 & = = <
&2 − &, &2 − &+ … &2 − &23+ &2 − &2*+ … (&2 − &) ) &2 − &0
01,,042
Part I: Numerical Methods
■ Newton’s Divided Difference Interpolation
– Given a set of (n+1) points
. .+ ., … .-
!(") !. !/ … !#
– Newton’s divided difference interpolating polynomial is given as:
7) & = ! &, + & − &, ! &, , &+ + & − &, & − &+ ! &, , &+ , &5 + … +
& − &, & − &+ … & − &)3+ ! &, , &+ , … , &)
Part I: Numerical Methods
■ Error Estimation for Lagrange and Newton’s divided difference interpolation
– Given a set of (n+1) points
. .+ ., … .-
!(") !. !/ … !#
– Suppose that !(&) is 1 + 1 times continuously differentiable. Then, the difference
between !(&) and 7(&) is given as:
)
1
! & −7 & ≤ < & − &0 × m"& ! ()*+) ?
1+1 ! 6∈["# ,"! ]
01,
Part I: Numerical Methods
■ Least Squares Approximation
– Given a set of (n+1) points
. .+ ., … .-
!(") 2. 2/ … 2#
– A least square polynomial 77 of degree at most @ (where @ < 1) can be constructed:
77 & = "7 & 7 + "73+ & 73+ + ⋯ + "+ & + ",
– To find ", , "+ , … , "7 , one must solve the following simultaneous equations:
A, ", + A+ "+ + ⋯ + A7 "7 = B,
A+ ", + A5 "+ + ⋯ + A7*+ "7 = B+
…
A7 ", + A7*+ "+ + ⋯ + A57 "7 = B7
) )
CℎEFE A0 = ; &80 , B0 = ; G8 &80
81, 81,
Part I: Numerical Methods
■ Given a first order differential equation: G ! = ! &, G , G &, = G,
■ Euler Method:
– G)*+ = G) + ℎ! &) , G) , 1 = 0, 1, 2, …
■ Improved Euler Method:
– " = ℎ! &) , G) , # = ℎ! &)*+ , G) + "
+
– G)*+ = G) + (" + #)
5
■ Runge-Kutta Method:
+ +
– " = ℎ! &) , G) , # = ℎ! &) + ℎ, G) + " ,
5 5
+ +
– c= ℎ! &) + ℎ, G) + # , H = ℎ! &) + ℎ, G) + I
5 5
+
– G)*+ = G) + (" + 2# + 2I + H)
9
PYP Questions: Numerical Method
■ Numerical Method is usually question 2 on the final examination paper
■ Press the calculator cautiously to avoid computation mistakes
■ The methods are very routine, do more questions to get yourself familiarized
PYP Question 1
AY2017/18 Semester I Q2
■ Knowledge testing:
– Fixed point iteration
– System of ODEs
– Euler method
PYP Question 2
AY2017/18 Semester II Q2
■ Knowledge testing:
– Least squares approximation
– Newton’s divided difference
– System of ODEs
– Improved Euler method
PYP Question 3
AY2018/19 Semester II Q2(a)
AY2019/20 Semester I Q2(b)
■ Knowledge testing:
– Lagrange Interpolation
– System of ODEs
– Runge Kutta method
PYP Question 4
AY2020/21 Semester II Q2(a)
■ Knowledge testing:
– Newton divided difference
– Error estimation
Part II: Fourier Analysis and Laplace Transform
■ Fourier Series: Represent a periodic function !(J) with period of 27 as sine and
cosine function
);< );<
– ! J = ", + ∑:
)1+ ") cos + #) sin
= =
+ >*5=
– ", = ∫ ! J HJ
= >
+ >*5= );<
– ") = ∫ ! J cos HJ
= > =
+ >*5= );<
– #) = ∫ ! J sin HJ
= > =

■ Fourier Series represented in Complex-Exponential form:

8);<
– ! J = ∑:
)13: I) exp( )
=
+ >*5= 8);<
– I) = ∫ ! J exp(− )HJ
5= > =

■ If ! J has points of discontinuity, J, (i.e., ! J, * ≠ ! J, 3 ), at the points of

discontinuity, ! J, is defined as:
! J, * + ! J, 3
! J, =
2
Part II: Fourier Analysis and Laplace Transform
■ Fourier Cosine Series: When !(J) is an even function defined on −7 ≤ J ≤ 7, #) = 0
);<
– ! J = ", + ∑:
)1+ ") cos =
5 =
– ", = ∫ ! J HJ
= ,
5 = );<
– ") = ∫ ! J cos HJ
= , =

■ Fourier Sine Series: When !(J) is an odd function defined on −7 ≤ J ≤ 7, ", = ") = 0
);<
– ! J = ∑:
)1+ #) sin =
5 = );<
– #) = ∫ ! J sin HJ
= , =
Part II: Fourier Analysis and Laplace Transform
■ Half Range Series: Used when a function !(J) defined for 0 ≤ J ≤ 7 is not odd and even
and is not periodic. One can extend the definition of !(J) to −7 ≤ J ≤ 7, such that it is 27
periodic.
■ Half Range Cosine Series: Extend !(J) such that it becomes an even function
);<
– ! J = ", + ∑:
)1+ ") cos =
5 =
– ", = ∫ ! J HJ
= ,
5 = );<
– ") = ∫ ! J cos HJ
= , =

■ Half Range Sine Series: Extend !(J) such that it becomes an odd function
);<
– ! J = ∑:
)1+ #) sin =
5 = );<
– #) = ∫ ! J sin HJ
= , =
Part II: Fourier Analysis and Laplace Transform
■ Fourier Transform: Transform a non-periodic function at time J into a function of
continuous frequency variable V
*:
– ℱ ! J = X V = ∫3: !(J)E 38?< HJ
+ *:
– ℱ 3+ X V =! J = ∫ X V E 8?< HV
5; 3:
Part II: Fourier Analysis and Laplace Transform
■ Inverse Fourier Transform:
– Use Fourier Transform properties
– Partial Fractions
– Convolution
■ Convolution:
*:
– ℱ 3+ X V Y V = ∫3: ! Z ,(J − Z)HZ = ! ∗ ,
– If !(J) and ,(J) are identically zero for J < 0, then:
<
ℱ 3+ X V Y V = ∫, ! Z ,(J − Z)HZ
Part II: Fourier Analysis and Laplace Transform
■ Laplace Transform:
*:
ℒ ! J =X A = ] !(J)E 3@< HJ
,
■ Important Properties:
A! - <
– ℒ = A ) X A − A )3+ ! 0 − A )35 ! ! 0 − … − A! )35 0 − ! )3+ 0
A< !
B(@) <
– ℒ 3+ = ∫, !(^) H^
@
– ℒ ! J _(J − ") = E 3%@ ℒ{! J + " }
■ Inverse Laplace Transform:
– Use Laplace Transform Properties and Partial Fractions
■ Application of Laplace Transform:
– Solve differential equations
PYP Questions: Fourier Analysis and Laplace Transform
■ Fourier Analysis and Laplace Transform are usually question 3, 4 on the final
examination paper
■ Practice makes perfect
FL Question 1
AY2018/19 Semester I Q3(a), 4(b)
■ Knowledge testing:
– Laplace Transform
– Half Range Sine Series
FL Question 2
AY2020/21 Semester II Q3
■ Knowledge testing:
– Laplace Transform
– Applications of Laplace
Transform
FL Question 3
AY2018/19 Semester II Q3(a), 4(a)
■ Knowledge testing:
– Fourier Series
– Laplace Transform
FL Question 3
AY2019/20 Semester I Q4(a)
■ Knowledge testing:
– Half Range Cosine Series
Part III: Partial Differential Equation
■ Three ways to solve PDE: (i) Direct Integration, (ii) Method of Separation of Variables, (iii)
Laplace Transform
■ Method of Separation of Variables:
– Let _ &, J = X & Y J ; _" = X ! & Y J ; _< = X(&)Y(J) ̇
– Substitute back to the original PDE, divide both sides by X & Y J
– Let LHS and RHS to be equal to a constant d
– Make sure the solution _ &, J is not trivial (i.e., _ &, J ≠ 0)
■ Laplace Transform:
– Given a function _ &, J , if Laplace Transform is taken with respect to J
ℒ _ &, J = e &, A ;
f_ &, J
ℒ = Ae &, A − _ &, 0 ;
fJ
f_ &, J fe &, A
ℒ = = e" (&, A)
f& f&
PYP Questions: Partial Differential Equations
■ Partial Differential Equations are usually question 3, 4 on the final examination paper
■ Methods are very routine, do more questions to get yourself familiarized
PDE Question 1
AY2016/17 Semester I Q1(b)
■ Knowledge testing:
– Separation of Variables
PDE Question 2
AY2017/18 Semester II Q3(b)
■ Knowledge testing:
– Separation of Variables
PDE Question 3
AY2018/19 Semester I Q3(c)
■ Knowledge testing:
– Direct Integration
PDE Question 4
AY2020/21 Semester II Q4(c)
■ Knowledge testing:
– Separation of Variables
PDE Question 5
Tutorial 12: Question 3
■ Knowledge testing:
– Laplace Transform
– Solving non-homogeneous
differential equations
(undetermined coefficients
or variation of parameters)
PDE Question 6
Tutorial 12: Question 4
■ Knowledge testing:
– Laplace Transform
THANKS FOR COMING
Feel free to contact me if you have any questions
Telegram handle: @ChaiSH