Numerical Analysis

 What is numerical analysis?

 Numerical analysis, area of mathematics and computer
science that creates, analyzes, and implements algorithms
for obtaining numerical solutions to problems involving
continuous variables. Such problems arise throughout the
natural sciences, social sciences, engineering, medicine, and
business.
 Why undertake numerical analysis?
 Provides insight into processes and mechanisms
controlling stability
 Numerical analysis has become much more commonplace in
the last 20 years
 Commercially available software is cheaply available and
complex analyses can be run on desk top PC’s
Numerical Analysis
 Numerical analysis involves the study of methods of
computing numerical data.
 The study actually involves the design, analysis, and
implementation of approximation methods for various
problems.
 Method classification
 Numerical linear algebra topics: solutions of linear systems
AX = B, eigenvalues and eigenvectors, matrix factorizations.
 Calculus topics: numerical differentiation and integration,
interpolation, solutions of nonlinear equations f(x) = 0.
 Statistical topics: polynomial approximation, curve fitting.

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 Numerical Analysis
 Effective numerical analysis requires several things:
 An understanding of the computational tool being used, be it a
calculator or a computer.
 An understanding of the problem to be solved.
 Construction of an algorithm which will solve the given mathematical
problem to a given desired accuracy and within the limits of the
resources (time, memory, etc) that are available.
 We begin by looking at the relationship of numerical analysis to
the larger world of science and engineering.

 Traditionally, engineering and science had a two-sided approach

to understanding a subject: the theoretical and the experimental.
More recently, a third approach has become equally important: the
computational.

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The result of numerical
analysis computation affects
• The ability of the next plane you fly to stay in the air

• The integrity of the next bridge you cross

• The state of the economy on which you live

• The path of a missile that isn’t intended to strike you

Introduction Numerical Analysis 4

Numerical methods
 What is Numerical Method ?

 A numerical method is a complete and definite set of

procedures for the solution of a problem, together with
computable error estimates. The study and implementation
of such methods is the province of numerical analysis.
"numerical methods."

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 Engineers use mathematical modeling(equations and data)
to describe and predict the behavior of systems
 Closed-form(analytical) solutions are only possible and
complete for simple problems(geometry properties)
 Computers are widely available, powerful and relatively
cheap
 Powerful software packages are available(special or general
purpose)

Introduction Numerical Analysis 6

NUMERICAL vs. ANALYTIC SOLUTION

 Numerical methods produce numerical, not analytic, solutions.

 Used when the problem cannot be solved analytically.
 A numeric solution is an approximation.

 An analytic solution (e.g. a mathematical function) is more

useful than a numeric solution.
 The properties of the function are more transparent.
 An analytic solution is exact.

 E.g. the derivative of sin(x) is cos(x) (the analytic solution).

There are also many numerical methods to give the answer

 There are the trade off between computational effort vs.

required accuracy.

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Numerical algorithms
• Linear Equations
• Nonlinear equations - single and systems
• Optimization
• Data Fitting - interpolation and approximation
• Integration
• Differential Equations - ordinary and partial

Introduction Numerical Analysis 8

What are the major computing
ideas that arose in numerical
analysis

• Backward error analysis

true operation
error
approximate operation

input output
 What are the major computing
ideas that arose in numerical
analysis

• Backward error analysis

true operation

backward
error approximate
operation

input output
What are the major computing
ideas that arose in numerical
analysis
• Backward error analysis
• FORTRAN
• Mathematical software packages
• NANET
• Matlab, Mathematica
•Super computers - Parallelism
Application Areas of Numerical
methods
 Applications
 Usually used in computer science for root algorithm.
 It is used to determine profit and loss in the company.
 Used for Multidimensional root finding.
 Solving practical technical problems using scientific and
mathematical tools
 Network Simulation
 Train and Traffic signal
 Weather prediction
 Build up a algorithm
 Petroleum modeling
 Atomic energy – including weapons
• Weather modeling
• Other modeling such as aircraft and automobile

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