MS3200 Anum Part 2

MS3
MS
3200 Numerical Analysis
Part 2
Dr. Ir. Rachman Setiawan

Engineering Design Centre
(
(Mechanical
h
l Design Lab.)
b)
Tel. 2500979
E-mail: rachmans@edc.ms.itb.ac.id
8. Curve Fitting
8.1
Introduction
Purpose: To represent a function based on knowledge its

behaviour at certain discrete points.
p
There are two approaches:
Interpolation produces a function that matches the
given data exactly
Regression produces an approximate function for the
given data
Application:
Trend Analysis
Hypothesis testing
Source of Data:
Experimental data
Discrete numerical solution
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Interpolation (polynomial)
Regression (linear)
58
Comparison between Interpolation & Regression
Interpolation
Regression
The data is very precise

Curve fits each points exactly
Example: relationship generates
from exact solution/calculation
The data contains error or noise

Curve does not necessarily fit
each points exactly but
represents the general trend of
the data
Example: experimental result
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8.2
Interpolation
8.2.1 Newtons Divided-Difference
Making
g use of a Polynomial
y
form to fit a curve Polynomial
y
interpolation:
It requires (n + 1) datapoints for n-th order polynomial
While Polynomial is the form of fitting, one of the methods is

Newtons Divided-difference.
60
The simplest method of Newtons DD is by using Linear

form Linear Interpolation
f1 x f x0 f x1 f x0
x x0
x1 x0
f1 x f x0
Finite divided difference

approximation of
the first derivative
f x1 f x0
x x0
x1 x0
Datapoints: [x0, f(x0)], [x1, f(x1)]
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General form of Newtons Interpolating Polynomials

f n x b0 b1 x x 0 bn x x0 x x1 x x n 1
b0 f x 0
b1 f x1 , x 0
b2 f x 2 , x1 , x 0
bn f x n , x n 1 , , x1 , x 0
where
f xi , x j
f xi f x j
xi x j
f x n , x n 1 , , x1 , x 0
f x n , x n 1 , , x1 f x n 1 , , x1 , x 0
x n x0
62
Recursive nature of Newtons divided differences:
f n x f x 0 f x1 , x 0 x x 0 f x 2 , x1 , x 0 x x1 x x 0
f x n , x n 1 , , x1 , x 0 x x 0 x x1 x x n 1
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Algorithm
f( i) = yi
f(x
f x i , x j
f xi f x j
xi x j
First stage
-Second
S
d stage
t
-yint2 f2(x)
-Error
64
Effects on higher order (Ex 18.3):

Ln 2 = 0.6931472 (true value)
order
Data points
required
f(x)
t (%)
1st (linear)
0.4621
33.3
2nd
(quadratic)
0.5658
18.4
3rd
(cubic)
0.6288
9.3
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8.2.3 Lagrange
Form
i 0
j 0
j i
f n x Li x f xi ; Li x
x xj
xi x j
Rationale:
Each term of Li(xi) is 1 at x = xi and zero at all other
datapoints takes the value of f(xi) at data point xi.
Therefore, the curve passes through each data points A
characteristic
h
t i ti off IInterpolation
t
l ti
66
Example: Lagrange Interpolating polynomial orde-3

3
f 3 x Li x f xi L0 f x0 L1 f x1 L2 f x2 L3 f x3
i 0
x x1 x x2 x x3
x x0 x x2 x x3
f x0
f x1
f 3 x
x
x
x
x
x
x
2
0
3
0 1 0
x1 x0 x1 x2 x1 x3
x x0 x x1 x x3
x x0 x x1 x x2
f x2
f x3

x2 x0 x2 x1 x2 x3
x3 x0 x3 x1 x3 x2
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8.2.4 Interpolating Polynomial

Form
f n x a0 a1 x a2 x 2 ... an x n
Steps:
Build system of linear equations in form of matrix problem
Solve using ordinary Gauss/Gauss-Jordan/etc..
a0 a1 x0 a2 x0 ... an x0 f x0
1 x0
1 x1
1
1
1 x
n
a0 a1 x1 a2 x1 ... an x1 f x1
n
a0 a1 xn a2 xn ... an xn f xn
n
x0
2
x1
xn
n
x0 a0 f x0

n
x1 a1 f x1
a2 f x2

n
xn an f xn
68
8.2.5 Inverse Interpolation

Evenly-spaced
x = ??
f x 1.0000 0.5000 0.3333 0.2500 0.2000 0.1667 0.1429
Mostly unevenly-spaced
Sample Problem!!: Find x, to give f(x) = 0.3
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8.2.5 Inverse Interpolation

Obvious method:
Switching x f(x),
f(x) f(x) x ?? oscillation in result
Alternative method:
Interpolating polynomial, then root of polynomial
Steps:
Choose order of polynomials

Set up linear algebraic system
Find coefficients: a0, a1, ... , an
Solve for known f(x), to find x using root finding algorithm:
b a0 a1 x a2 x 2 ... an x n
a0 ' a1 x a2 x 2 ... an x n 0 where : a0 ' a0 b
Root finding problem
70
8.2.6. Spline Interpolation
Segmen I
Segmen II
Segmen III
...
1
Principles:
1. At first and end points, the
value of functions =
datapoints
f 1 x0 y0
f m xn y n
xi
2 At interior nots
2.
nots, the value
of adjacent functions must
be equal
f
jth Segment
ith data
xi
j 1
xi 1
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Segmen I
Segmen II
Segmen III
Principles:
3. At interior nots, slope of
adjacent functions must be
equal
...
d
f
dx
xi
xi
d
f
dx
j 1
xi 1
4. Assume, the first point has

zero second
dd
derivative:
i ti
d2 I
f x0 0
dx 2
jth Segment
ith data
72

Example: Quadratic Splines (Text Book EX. 18.9):
Quadratic: f
xi a j xi 2 b j xi c j
Datapoints: (3.0,2.5); (4.5,1.0); (7.0,2.5);(9.0,0.5)

Principles:
1
9a1 3b1 c1 2.5
81a1 9b1 c1 0.5
20.25a2 45b2 c2 1.0

49a2 7b2 c2 2.5
49a3 7b3 c3 2.5
9a1 b1 9a2 b2 0
14a2 b2 14a3 b3 0
20.25a1 45b1 c1 1.0
a1 0
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Example: Quadratic Splines (Text Book EX. 18.9):
a1
...
b1
c1
a
2
...

c3
In Matrix form:
Solve for: a1, b1, c1, a2, ..., c3
f I x x 5.5
3.0 x 4.5
x 0.64 x 6.76 x 18.46

x 1.6 x 2 24.6 x 91.3
II
III
4.5 x 7.0
7.0 x 9.0
74
Other Advanced Topics:

8.2.5 Matrix Elimination coefficients*
8.2.6 Piece-wise Spline*
p
Self evaluation
Newtons DD:
f xn , xn 1 , , x1 , x0
f x2 , x1 , x0 ...
Lagrange:
f xn , xn 1 , , x1 f xn 1 , , x1 , x0
xn x0
i 0
j 0
j i
f n x Li x f xi ; Li x
f 2 x ...
x xj
xi x j
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8.3 Regression
8.3.1 Review on Statistics
Consider a p
population
p
of xi containing
g n members.
Mean/average:
n
Standard deviation:
n
sy
y
i 1
1
yi
n i 1
In a normalised form
Coefficient of variance
C OV
n 1
sy
y
atau
sy
2
i
yi
n n 1
76
Normal distribution
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If the population is composed of a number of

measurements, or numerical calculation:
Mean Accuracy (the closeness to the true value)
Standard deviation Precision (the closeness among
other members)
Regression makes use of this principle since, often, the

population is scattered due to random error (from
calculation or measurement)
Like in interpolation, the representing curve can be of the
form of linear, quadratic of general polynomial.
The big issue here is to choose the criteria for the best fit
78
8.3.2 The Best-fit Criterion
Supposed n data yi, to be fitted linearly (a0 + a1xi), so that containing

error/residual, e that is defined by:
ei yi a 0 a1 xi
The proposed criteria for Best fit :
Minimise the sum of errors
min ei
Minimise the sum of the absolute values of error
min ei
Minimise the maximum of the error (Minimax)
Minimise the sum of the squares of errors
minmax ei
min ei
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Alternatives of The Best-fit Criterion:
min ei
min ei
minmax ei
80
The best proposed criterion is chosen to be the Least

Squares Widely used in even more sophisticated
regressions and will be used for the entire discussion
S r yi ,measured yi , fit mod el
yi a0 a1 xi
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8.3.3 Quantification of Error of the Fitting

The error Sum of squares (SSE) Sr
Sr yi f xi
Other form: normalisation of SSE R-square (r2):

St Sr
St
r2
S t yi y
p
the relative discrepancy
p
y between squares
q
This represents
of errors and the spread of the original data, yi .
By taking square root Correlation coefficient (r).
For a perfect fit r = 1, for total non-correlated r = 0.
82
8.3.4 Least-Squares Linear Regression
Minimisation first derivatives = 0

For a0 :
For a1 :
S r yi a 0 a1 xi
Sr yi a0 a1 xi
S r
2 yi a0 a1 xi 0
a 0
Sr
2 yi a0 a1 xi xi 0
a1
yi xi a0 xi a1 xi 0
y a a x 0
y na a x
i
1 i
a0 xi a1 xi yi xi
Solving
g for the two equations:
q
a1
n xi yi xi yi
n xi2 xi
a 0 y a1 x
Example 17.1
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Use common sense to fit data, not necessarily linear. It could be

parabolic, exponential, logarithmic, etc
Linearization if necessary !
84
Linearization:
Know the basic relationship !
Modify
y the equation
q
into linear relationship
p
y a1e b1 x ln y ln a b1 x
y ' a0 a1 x
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* Favourite Text Book Problems:

17.6, compare the results with that of Ms Excel
17 13 compare the results with that of Ms Excel
17.13,
86
8.3.5 Polynomial Regression (Least Squares)

The minimisation of Sum of squares of errors (Least
Squares):
q
)
2
m 2
S r yi a0 a1 xi a 2 xi a m xi
That is by differentiate Sr wrt each a0, a1, am:
S
S
Sr
0; r 0,, r 0
a0
a1
am
Solving for the system of equations a0, a1, am
x
x
x
x
x
x
x
x
xim
xim1
xim2
n
i
2
i
i
2
i
3
i
2
i
3
i
4
i
a0 y i

a1 xi yi
a2 xi2 yi

xi2m am xim yi
x
x
x
m
i
m 1
i
m2
i
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8.3.6 n-Dimensional Space Regression

So far, we have 1 variable to regulate 1 function:
Example: x f (x)
Consider a problem with more than 1 variables to regulate
1 response function
Application: A phenomenon that is regulated by more than
one input variables.
The simplest form is Linear relationship having 2 input
variables (Multiple Linear Regression):
y a 0 a1 x1 a 2 x 2
So, the line in the two-dimensional space becomes flatplane in the three-dimensional space.
88
Two-dimensional linear regression

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The problem solving remains the same
Express the sum of the squares of errors, Sr

Differentiate Sr wrt each coefficients,, a0, a1, and a2.
Build a system of equations in matrix form
Solve it
x1i
x2 i
x
x
x x
1i
2
1i
1i
x
x x
x
a0

1i 2 i a1
2

2i a2
2i
2i
yi
x1i yi
x y
2i i
90
8.3.7 Advanced Topics
Non-linear regression
Fourier Approximation
Response Surface modelling
Metamodelling/Neural Network
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9. Numerical Integration
9.1 Introduction
Integration is summation with infinitesimally small division
g
is approximation
pp
of the integration
g
Numerical integration
with finite difference
b
I f x dx f n x dx
f n x a0 a1 x a n x n
92
9.1 Introduction
Basic Approach
Trapezoidal Concept
There are two approaches in

refining the approximate the
integral:
IIncrease the
th number
b off
sections
Use higher-order terms
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9.1 Introduction
Multiple-section approach
Higher-order-term approach
94
9.2 Trapezoidal Rule (Linear)
9.2.1 Basic Rule
b
I f x dx f1 x dx
f b f a
x a
ba
considering the area under the curve
f1 x f a
b a f b f a
2
Error (second degree) :
1
3
Et
f " b a
12
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9.2.2 Multiple Section
b a f x 2 f x f x
I
i
n
0
n 1
2n
1
1
1
1
i 1
Derivation Eq. 21.8 & 21.9
1
1
1
1
1
1
1
1
1
Error (summation of error

at all sections, still 2nd
degree):
Et
1 ba
12 n
f "
i
96
start
Programming realisation
FUNCTION Trapm (h,n,f)
sum = f0
DO I = 1, n-1
sum = sum + 2* fi
ENDDO
sum = sum + fn
Trapm = h*sum/2
END Trapm
end
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9.3 Simpsons Rule 1/3 (Quadratic)
9.3.1 Basic Rule
I
f x dx f x dx
2
x0 a ; x 2 b
f 2 x Second order Lagrange polynomial

ba
f x0 4 f x1 f x2
6
But, third-order accuracy (see Box. 21.3)
Et
1 ( 4) b a
f
90
2
b a 5
2880
f ( 4)
98
9.3.2 Multiple Aplication

I
ba
3n
n 1
n 2
f
x
4
f
x
2
f x j f xn
0
i
i 1, 3, 5 ,...
j 2 , 4 , 6 ,...
1
1
1
1
4
1 (4) b a
Et
f
90
2
1
1
4
1
1
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9.4 Simpsons 3/8 Rule

9.4.1 Basic Rule
I
f x dx f x dx
3
x0 a ; x2 b
I
ba
f x0 3 f x1 3 f x2 f x3
8
Comparison from 1/3 rule:

3/8 third order approximation,
approximation whilst 1/3 only second
order but with the same level of accuracy
1/3 rule requires 3 datapoints, whilst 3/8 4 datapoints
For multiple application, 1/3 rule is used for no. of points:
3, 5, 7, 9, , whilst 3/8 is used for no. of points: 4, 7, 10,
13 ,
100
9.5 Composite method

In order to adapt to the number of
segments,
g
, integration
g
can be
formed as a composite of
various previously described
methods, i.e. Simpsons 1/3,
and Simpsons 3/8 rules
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9.6 Higher Order
102
9.7 Open Integrals
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*Text Book Problems:

21.1 and 21.3
21.9
21 9
21.18
104
10. Integration of Equations

10.1 Introduction
Chapter 9 discusses methods to calculate the integral from
a number of discrete datapoints,
p
, e.g.
g experimental
p
results
Basically, the methods discussed previously is still
applicable. While not having datapoints, we have equation,
so solve the equation for any input data, xi (NewtonCotes)
However, different strategies are preferable!
Three approaches are available:
Recursive Roomberg
Roombergs
s integration
Gauss-Quadrature
Gauss-Legendre
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Roombergs Integration
Provides a way to combine two applications of the
Trapezoidal
p
rule with lower level of accuracy
y to compute
p
a
third estimate with higher accuracy
Richardsons Extrapolation
I I hm
1
I I
hl hm 2 1 m l
for h2 h1 / 2 Oh 4
4
1
I h2 I h1
3
3
16
1
I I m Il
15
15
64
1
I
Im Il
63
63
I
for hm hl / 4 Oh 6
for h2 h1 / 8 Oh8
106

Roombergs Integration
Richardson Extrapolation: Example 22.1:
Im = integral estimate with 1 segment,
segment and Il = integral
estimate with 2 segment, can be combined to reach the
third estimate:
1
4
1
4
I m I l 1.0688 0.1728 1.367467
3
3
3
3
t 16.6%
I
In general form:
I j ,k
4 k 1 I j 1,k 1 I j ,k 1
4
k 1
j : more or less accurate integral

k : level of integration
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10.2 Gauss Quadrature
Consider a linear approximation of
numerical integration
g
((Basic
Trapezoidal). Observe the error!
Now, by modifying the intersection
of the area and the curve, the
approximation could be more
accurate!
b
?
108

10.2.1 Gauss-Legendre (2-point)
Systematic implementation of 2-point gauss quadrature to
estimate third order integral
g
First, normalised the range of integration:
a to b
-1 to 1
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The method can approach up to cubic integrals:
y0 1
y1 x
y2 x
4 unknowns (c0, c1, x0, x1)

4 equations
I c0 f x0 c1 f x1
y3 x 3
c0 f a c1 f b
1dx 2
c0 c1 1
c0 f a c1 f b
x dx 0
x0
2
x dx 3
x1
c0 f a c1 f b
c0 f a c1 f b
1
0.5773505...
3
1
0.5773505...
3
x dx 0
1
110

Step-by-step Application
The integral variable, x, is transformed to new variable,
xd:
x
b a b a xd
2
b a dx
dx
2
Consequently, the integral equation is transformed to

using the above transformation relationship, to become:
b
I f x dx I d
a
f x dx
d
Then, solve the integral using Gauss-Quadrature with

known xo, x1, co, c1:I c f x c f x
0 d
1 d
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10.2.2 Gauss-Legendre (Higher points)
I c0 f x0 c1 f x1 cn f xn
With 2*(n+1) coefficients, it could solve system of
polynomial equations for the order up to {2*(n+1)-1}, to
give c0, c1, cn (weights), and x0, x1, xn (function
arguments)
Hence, accurate for polynomial with order up to
{2*(n+1)-1}.
112

10.2.2 Gauss-Legendre (Higher points)
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10.3 Improper Integrals
114

10.3 Improper Integrals
Transform infinite integration limit to finite limit (x 1/t)
b
1/ a
f x dx t
a
1/ b
1
2
1
f dt
t
a, b
Set the datapoints at sufficiently close to infinity

Use Open integral method, e.g. Midpoint method (Tab.
21.4):
3
3
f x dx h 2 f x f x 2 f x
xn
n2
x0
n 1
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11. Numerical Differenti

Differentiation
ation
Use Finite-divided-difference to estimate f(x),
f (x), ...
f(x)
Alternative Methods:
Forward FDD: accuracy O(h) Fig. 23.1
Backward FDD: accuracy O(h) Fig. 23.2
Centered FDD: accuracy O(h2) Fig. 23.3
Another alternative method to increase accuracy

Richardson extrapolation
1
D Dhm
D D
hl hm 2 1 m l
116
12. Differential Equations

12.1 Introduction
Differential equations that will be solved are in form of:
dy
f x, y
dx
Recall the approximation by Taylor series:
dy
yi 1 yi h
dx
yi 1 yi f xi , yi h
The numerical solution for the diff. equation
q
solves for yi at
each desired input xi
It requires one initial condition, x0.
The method is then called Eulers method (linear)
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Type of Problems to be solved:
We know the slope at any point (dy/dx)
Solve for each position,
position y
Example:
Falling parachutist
Free vibration
118

Problems:
Truncation, due to discretization of x in predicting y,
g of 2 p
parts:
consisting
Local truncation error
Propagated truncation error
f xi 1 f xi f ' xi h
f ' ' xi 2 f ' ' ' xi 3

h
h ...
2!
3!
(truncated)
Round-off, caused by limited numbers of significant digits

that can be retained by computer
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Improvement (smaller step size)
120

Improvement (higher order)
Midpoint method
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12.2 Higher order methods
Heuns method:
yi ' f xi , yi is used to extrapolate a Predictor
yi01 yi f xi , yi h
The slope at the predictor is calculated and then used to
estimate a better general slope, as a Corrector to the
previous slope (average)
y 'i 1 f xi 1 , yi01
yi 1 yi01 y ' h
y ' y 'i 1
y' i
2
The next predicted result is, then:
0
Or: Predictor : yi 1 yi f xi , yi h
Corrector : yi 1 yi
f xi , yi f xi 1 , yi01
h
2
122

Improvement (higher order)
Heuns method
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12.3 Runge-Kutta
Runge-Kutta methods are generalisation as well as
extension of the p
previous two methods ((Heuns dan Midpoint)
The following general form, hence, can be used:
yi 1 yi xi , yi , h h
a1k1 a2k2 an kn
n represents the order of approximation: second-order,
thi d d
third-order,
etc
t
k1 f xi , yi
k2 f xi p1h, yi q11k1h
k3 f xi p2h, yi q21k1h q22k2h
kn f xi pn 1h, yi qn 1,1k1h qn 1, 2k2h qn 1,n 1 , kn 1h
124

Imagine, as in Heun and Midpoint, the algorithm contains
two important steps:
Calculation of p and q.
Calculation of k
Before actually calculating the next y

Heun and Midpoint belong to second order Runge-Kutta
(RK2), with certain p, q, k.
Description Eq. 25.36 to 25.38
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Various types of Runge-Kutta:
Second order (RK2):
1
1
yi 1 yi k1 k 2 h
2
2
k1 f xi , yi
(Heun)
k 2 f xi h, yi k1h
yi 1 yi k 2 h
k1 f xi , yi
1
1
k 2 f xi h , yi k1h
2
2
2
1
yi 1 yi k1 k 2 h
3
3
k1 f xi , yi
(Mid-point)
(Ralston)
3
3
k 2 f xi h , yi k1h
4
4
126

Third order (RK3):
yi 1
1
yi k1 4 k 2 k 3 h
6
1
k1 4 k 2 k3 h
6
k1 f xi , yi
yi 1 yi
1
1
k 2 f xi h , yi k1h
2
2
k 3 f xi h , yi k1h 2 k 2 h
Fourth order (RK4):

yi 1 yi
1
k1 2 k 2 2k 3 k 4 h
6
k1 f xi , yi
1
1
k 2 f xi h , yi k1h
2
2
1
1
k 3 f xi h , y i k 2 h
2
2
k 4 f xi h , y i k 3 h
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Graphical Description of Slope Modification in R-K
Heun (R-K 2)
R-K 4
128

Comparison
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Systems of ODE
dy1
f1 x , y1 , y 2 ,..., y n
d
dx
dy 2
f 2 x , y1 , y 2 ,..., y n
dx
dy n
f n x , y1 , y 2 ,..., y n
dx
Initial condition:
x 0 , y10 , y 20 ,..., y n0
Selected: step size,
130
Boundary--value Problem
Boundary
Heat transfer: from hotter surface, T1, to cooler surface T2,
in one-dimensional medium (rod)
Thot
Tcool
d 2T
h ' Ta T x 0
dx 2
Known: Th, and Tc.
Find: temperature distribution at the medium
131
Rac 2015
38
Boundary
Solution Strategy#1: Shooting method
d 2T
h ' Ta T x 0
dx 2
d dT
h ' T Ta
dx dx
dz
dT
z;
h ' T Ta
dx
dx
One 2nd order ODE

becomes
Two 1st ODEs
(system of ODEs)
Steps:
Assume z(0) calculate to find Tn
if Tn known Tc, Assume z(0),
Interpolate to find appropriate z(0) use for overall
solution, T (x).
Example 27.1
132
Boundary
Strategy #2: Finite difference
d 2T
h ' Ta T x 0
dx 2
T 2Ti Ti 1
i 1
h ' Ta Ti 0
x 2
Grid model:
x
T0=Th
T1
T2
Tn = Tc
133
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39
Boundary
For each step, build system of equation:
T2 2T1 T0
T 2T1 Th
h ' Ta T1 0 2
h ' Ta T1 0
2
x
x 2
T3 2T2 T1
h ' Ta T2 0
x 2
Th = Hot temp
(known)
Th = Cold temp
(known)
Tn 2Tn 1 Tn 2
T 2Tn 1 Tn 2
h ' Ta Tn 1 0 c
h ' Ta Tn 1
2
x
x 2
a11
a
12
a12 a1n T0 b1
T b
a22
1 2

ann Tn 1 bn
Matrix of Linear
Algebraic Equation
Solve for Ts (temperature
Distribution)
134
Boundary--value Problems
Boundary
Buckling
Analytical Approach
d2y M
d 2 y Py
d2y
p2 y 0
dx 2 EI
dx 2
EI
dx 2
135
Rac 2015
40
Boundary--value Problems
Boundary
Analytical approach: Eigenvalue
Numerical approach: Finite difference:
d2y
p2 y 0
2
dx
y 2 y i y i 1
i 1
p 2 yi 0
2
x
y i are deflection of the column at position xi
(see Boundary Value Problems Procedure above)
136
Eigenvalue Problems
General Form
A I X 0
Possible solutions:
{X} = 0, i.e. all x-s zero trival (useless)
[[A]-[I]] = {0}, i.e. det [[A]-[I]] = 0 non-trivial, with
usefull {X}
Hence, the latter solution is sought after:

d t [[A]
det
[[A]-[I]]
[I]] = 0 polinomial
li
i l off (roots
(
t off polynomial
l
i l
search)
Solve for i using methods of Muller or Bairstow, or even

simpler methods as in Roots of equation problems.
137
Rac 2015
41
Eigenvalue Problems
Alternate method: Power Method
A I X 0
AX X
X i 1 A X i
(iterative search for )
The result: the largest

Eigenvalue.
In order to obtain
the smallest Eigenvalue,
[A] [A]-1, with the result
of (Eigenvalue)-1.
Procedure:
1.
2.
3.
4.
Trial of {X}, and solve for [A]{X}

Find and {Xnew}
Feed {Xnew} for [A]{Xnew}
Repeat the process until error is small enough
138
Eigenvalue Problems
Application #1: Mohrs Circle
State of stress
x xy
ij yx y
zx zy
Find Principal
x 1
yx
zx
xz
yz
z
Stresses:
xy
xz
y 2 yz 0
z 2
zy
3 I1 2 I 2 I 3 0
1 , 2 , 3 (principal stresses)
Root finding of Third order

Polynomial Equation Problem
139
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42
Eigenvalue Problems
Application #2: MDOF Vibration
F 0
m1 x1 k 2 x1 x2 0
m2 x2 k x1 2 x2 0
First Approach: Mixed numerical-analytical
Trial solution:
xi Ai sin t
140
Eigenvalue Problems
xi Ai sin t
xi Ai 2 sin t
m1 x1 k 2 x1 x2 0
m1 A1 2 sin t k 2 A1 sin t A2 sin t 0
m1 A1 2 k 2 A1 A2 0
m2 x2 k x1 2 x2 0
m2 A2 2 sin t k A1 sin t 2 A2 sin t 0

m2 A2 2 k A1 2 A2 0
k
2
2 m
1
m2
A1 0

k
2
2 A2 0
m2
k
m1
Eigenvalue Problem
141
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43
Eigenvalue Problems
Solution:
Natural frequencies: 1 and 2
Mode Shape:
p A1 and A2 for each mode
142
Partial Differential Equations

General Form
2u
2u
2u
A 2 B
C 2 D 0
x
xy
y
Classification
143
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44

Elliptic Equations
Example:
Math Function:
2T 2T
0
x 2 y 2
Name : Laplace equation

Problem: Find temperature
distribution over 2D area
with known boundary
values
144

Elliptic Equations
2T 2T
0
x 2 y 2
Numerical Approach
Ti 1, j 2Ti , j Ti 1, j
Ti , j 1 2Ti , j Ti , j 1
x
y 2
if we set square grid, x y, hence :
Ti 1, j Ti 1, j Ti , j 1 Ti , j 1 4Ti , j 0
2
aT b
T ...
Temp. Distribution
over area
Matrix of Linear Algebraic Equations!

145
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45

Parabolic Equations
Example:
Math Function:
T
2T
k' 2
t
x
Name: Heat conduction equation

P bl
Problem:
Temperature
T
t
distribution
di t ib ti
over a rod length at
different time
146

Parabolic Equations
Numerical Approach
T
2T
k' 2
t
x
T l 2Ti l Ti l 1
Ti l 1 Ti l
k ' i 1
t
x 2
set the constant parameter : k '
Ti l 1 Ti l Ti l 1 2Ti l Ti l1
t
x 2
T0=Th
T1
T2
Tn = Tc
147
Rac 2015
46

Hyperbolic Equations
Example:
Math Function:
2 y 1 2 y
x 2 c 2 t 2
Wave equation
148
Rac 2015
47

MS3200 Anum Part 2

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MS3

Dr. Ir. Rachman Setiawan

Purpose: To represent a function based on knowledge its

Comparison between Interpolation & Regression

The data is very precise

The data contains error or noise

It requires (n + 1) datapoints for n-th order polynomial

While Polynomial is the form of fitting, one of the methods is

The simplest method of Newtons DD is by using Linear

Finite divided difference

Datapoints: [x0, f(x0)], [x1, f(x1)]

General form of Newtons Interpolating Polynomials

Recursive nature of Newtons divided differences:

Effects on higher order (Ex 18.3):

Example: Lagrange Interpolating polynomial orde-3

8.2.4 Interpolating Polynomial

8.2.5 Inverse Interpolation

f x 1.0000 0.5000 0.3333 0.2500 0.2000 0.1667 0.1429

8.2.5 Inverse Interpolation

Choose order of polynomials

8.2.6. Spline Interpolation

8.2.6. Spline Interpolation

4. Assume, the first point has

8.2.6. Spline Interpolation

Datapoints: (3.0,2.5); (4.5,1.0); (7.0,2.5);(9.0,0.5)

9a1 3b1 c1 2.5

81a1 9b1 c1 0.5

20.25a2 45b2 c2 1.0

20.25a1 45b1 c1 1.0

8.2.6. Spline Interpolation

Solve for: a1, b1, c1, a2, ..., c3

x 0.64 x 6.76 x 18.46

Other Advanced Topics:

If the population is composed of a number of

Regression makes use of this principle since, often, the

8.3.2 The Best-fit Criterion

Supposed n data yi, to be fitted linearly (a0 + a1xi), so that containing

The proposed criteria for Best fit :

Minimise the sum of errors

Minimise the sum of the absolute values of error

Minimise the maximum of the error (Minimax)

Minimise the sum of the squares of errors

Alternatives of The Best-fit Criterion:

The best proposed criterion is chosen to be the Least

S r yi ,measured yi , fit mod el

8.3.3 Quantification of Error of the Fitting

Other form: normalisation of SSE R-square (r2):

8.3.4 Least-Squares Linear Regression

Minimisation first derivatives = 0

Use common sense to fit data, not necessarily linear. It could be

* Favourite Text Book Problems:

8.3.5 Polynomial Regression (Least Squares)

That is by differentiate Sr wrt each a0, a1, am:

Solving for the system of equations a0, a1, am

8.3.6 n-Dimensional Space Regression

Two-dimensional linear regression

The problem solving remains the same

Express the sum of the squares of errors, Sr

8.3.7 Advanced Topics

There are two approaches in

Derivation Eq. 21.8 & 21.9

Error (summation of error

f 2 x Second order Lagrange polynomial