The Intro to Numerical Methods

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Numerical Methods Intro

The Intro to Numerical Methods

© All Rights Reserved

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- An Introduction -

Engineering Problem Solving

Requires understanding of engineering systems

By observation and experiment

Theoretical analysis and generalization

fundamental understanding of engineering

problems, they will be useless.

Chapter 1

relationship of the form

Dependent

independent

forcing

Variable =f variables, parameters, functions

Dependent variable: Characteristic that usually reflects the

state of the system

Independent variables: Dimensions such as time and space

along which the systems behavior is being determined

Parameters: reflect the systems properties or composition

Forcing functions: external influences acting upon the

system

Chapter 1

States that the time rate change of momentum of

a body is equal to the resulting force acting on it.

The model is formulated as

F=ma

F =net force acting on the body (N)

m=mass of the object (kg)

a =its acceleration (m/s2)

Chapter 1

dv F

dt m

F FD FU

FD mg

FU cv

dv mg cv

dt

m

6

dv

c

g v

dt

m

This is a differential equation and is written in terms of

the differential rate of change dv/dt of the variable

that we are interested in predicting.

If the parachutist is initially at rest (v=0 at t=0), using

calculus

Independent variable

gm

( c / m ) t

v(t )

1 e

c

Dependent variable

Forcing function

Chapter 1

Parameters

For many engineering problems, we cannot

obtain analytical solutions.

Numerical methods yield approximate results,

results that are close to the exact analytical

solution. We cannot exactly compute the

errors associated with numerical methods.

The question is how much error is present in

our calculation and is it tolerable?

value to the true value

Precision (or reproducibility). How close is a

computed or measured value to previously

computed or measured values.

Inaccuracy (or bias). A systematic deviation from

the actual value.

Imprecision (or uncertainty). Magnitude of

scatter.

Chapter 3

Significant Figures

Number of significant figures indicates precision. Significant digits of a

number are those that can be used with confidence, e.g., the number of

certain digits plus one estimated digit.

53,800 How many significant figures?

5.38 x 104

5.380 x 104

5.3800 x 104

3

4

5

Zeros are sometimes used to locate the decimal point not significant

figures.

0.00001753

0.0001753

0.001753

4

4

4

Error Definitions

True Value = Approximation + Error

Et = True value Approximation (+/-)

True error

true error

True fractional relative error

true value

true error

True percent relative error, t

100%

true value

Approximate error

a

100%

Approximation

Iterative approach, example Newtons method

Current approximat ion

a s

the knowledge of your solution

s (0.5 10 (2-n) )%

you can be sure that the result is correct to at least n significant

figures.

Chapter 3

14

Round-off Errors

Numbers such as , e, or 7 cannot be expressed

by a fixed number of significant figures.

Computers use a base-2 representation, they

cannot precisely represent certain exact base-10

numbers.

Fractional quantities are typically represented in

computer using floating point form, e.g.,

Integer part

m.be

mantissa

exponent

Base of the number system

used

Figure 3.3

Chapter16

3

Chapter 3

17

Figure 3.5

Chapter 3

18

156.78

10 system

1

Suppose only 4

0.029411765

34

decimal places to be stored

1

0

0.0294 10

m 1

2

Normalized to remove the leading zeroes. Multiply

the mantissa by 10 and lower the exponent by 1

0.2941 x 10-1

Additional significant figure is

retained

Chapter19

3

1

m 1

b

Therefore

for a base-10 system 0.1 m<1

for a base-2 system

0.5 m<1

Floating point representation allows both fractions and

very large numbers to be expressed on the computer.

However,

Floating point numbers take up more room.

Take longer to process than integer numbers.

Round-off errors are introduced because mantissa holds only a

finite number of significant figures.

Chapter20

3

Chopping

Example:

=3.14159265358 to be stored on a base-10 system carrying 7

significant digits.

=3.141592 chopping error

et=0.00000065

If rounded

=3.141593

et=0.00000035

Some machines use chopping, because rounding adds to the

computational overhead. Since number of significant figures

is large enough, resulting chopping error is negligible.

Chapter 3

21

Non-elementary functions such as trigonometric,

exponential, and others are expressed in an approximate

fashion using Taylor series when their values, derivatives,

and integrals are computed.

Any smooth function can be approximated as a

polynomial. Taylor series provides a means to predict the

value of a function at one point in terms of the function

value and its derivatives at another point.

Figure 4.1

Chapter23

4

Example:

To get the cos(x) for small x:

x2 x4 x6

cos x 1

2! 4! 6!

If x=0.5

cos(0.5) =1-0.125+0.0026041-0.0000127+

=0.877582

From the supporting theory, for this series, the error is

no greater than the first omitted term.

x8

8!

for

x 0.5 0.0000001

24

polynomial.

f(xi+1) f(xi) zero order approximation, only

true if xi+1 and xi are very close

to each other.

f(xi+1) f(xi) + f (xi) (xi+1-xi) first order

approximation, in form of a

straight line

Chapter 4

25

f

f ( xi 1 ) f ( xi ) f ( xi )( xi 1 xi )

( xi 1 xi ) 2

2!

f (n)

( xi 1 xi ) n Rn

n!

(xi+1-xi)= h

f

( ) ( n 1)

Rn

h

(n 1)!

( n 1)

(n+1) to infinity.

Chapter 4

26

between xi+1> >xi .

Need to determine f n+1(x), to do this you need

f '(x).

If we knew f(x), there wouldnt be any need to

perform the Taylor series expansion.

However, R=O(hn+1), (n+1)th order, the order

of truncation error is hn+1.

O(h), halving the step size will halve the error.

O(h2), halving the step size will quarter the

error.

Chapter 4

27

the Taylor series.

If h is sufficiently small, only a few terms may be

required to obtain an approximation close enough to

the actual value for practical purposes.

Chapter28

4

that can be expressed on a computer will result in an

overflow.

Underflow (Hole) : Any positive number smaller than the

smallest number that can be represented on a computer

will result an underflow.

Stable Algorithm: In extended calculations, it is likely

that many round-offs will be made. Each of these plays

the role of an input error for the remainder of the

computation, impacting the eventual output. Algorithms

for which the cumulative effect of all such errors are

limited, so that a useful result is generated, are called

stable algorithms. When accumulation is devastating

and the solution is overwhelmed by the error, such

algorithms are called unstable.

Chapter 4

29

Figure 4.8

Chapter 4

30

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