PSG COLLEGE OF TECHNOLOGY, COIMBATORE 641 004

DEPARTMENT OF MATHEMATICS AND COMPUTER APPLICATIONS

1. COURSE CODE : 09PD01

2. COURSE TITLE : APPLIED NUMERICAL ANALYSIS
3. SEMESTER & BRANCH : I, ME PRODUCT DESIGN AND COMMERCE

4. FACULTY : Dr.T.Babitha

5. COURSE DESCRIPTION:

Numerical methods are designed, analyzed and applied for the purpose of insight in
and solution of mathematical models. The fast development of hardware and software has
significantly increased the importance of large scale computation in the community, and
Scientific Computing is nowadays regarded as a third paradigm in combination with
theory and experiment. Through computer simulation and optimization of mathematical
models the time for design and control of new products and processes can be reduced
considerably. From the earliest days of the discipline, numerical methods and the
techniques of scientific computing have constituted a major area of computer science
research.

The course describes how numerical analysis differs from analytical analysis and
shows where each has special advantages. The great advantage for numerical analysis is
that a numerical answer can be obtained even when a problem has no “analytical
solution”. Explains why computers and numerical analysis are intimately related. In
modern scientific computing one can now treat more complex and less simplified
problems through massive amounts of numerical calculations.

The whole approach to scientific analysis may change with the advent of machines
that communicate orally; this area offers exposure to many valuable ideas and techniques,
including precision of numerical representation, error analysis, numerical techniques,
algorithms, modeling and simulation, and scientific visualization and have an
opportunity to apply these techniques in a wide range of application areas, such as the
following: Molecular dynamics , Fluid dynamics , Economic forecasting , Optimization
problems, Structural analysis of materials, Bioinformatics , Computational biology ,
Computerized tomography.

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6. LEARNING OBJECTIVES:

The primary objective of this course is to provide you with a concrete idea of what
numerical methods are and how they relate to engineering and scientific problem solving.
By the end of this course students will be able to:

1. Learning how mathematical models can be formulated on the basis of scientific

principles to simulate the behavior of a simple physical system.
2. Compare and contrast the numerical analysis techniques presented in this
course.
3. Interpret the results and compare with physical intuition.
4. Define error, stability, machine precision concepts. and the inexactness of
computational approximations.
5. Solve large system of linear equations
6. Interpolate to find intermediate values within a table of data
7. Find efficient and effective approximations of functions
8. Integrate any function even when known only as table of values
9. Solve ordinary differential equations with initial values of the variables
10. To give the confidence to tackle numerical solutions
11. Learn the concept of finite element method and techniques.
12. Describe several established techniques for prediction and estimation.

7. SESSION PLAN:

Week Topics Tutorial/ Tests

No Assignment/
Quiz
1,2 Solutions of algebraic simultaneous equations- equivalence
under elementary row operations-row reduced echelon
matrix-Cramer’s rule –Matrix inverse method.
Functions and graphs- Differentiation and Integration
double integrals and triple Integrals-
3 Solution of First order differential equations (variable-
separable method) - Linear differential equations of second
order with constant coefficients. Concepts of transforms-
examples for transformation.
SOLUTION OF ALGEBRAIC SIMULTANEOUS
EQUATIONS: Gauss – Jordan elimination,
4 Cholesky method, Crout’s method, Gauss – Jacobi method, Tutorial I
Gauss – Seidel method. Matrix Inverse by Gauss – Jordan
method.
5,6 FINITE DIFFERENCES AND INTERPOLATION: Assignment I
Finite difference operators – E ,  , ,  ,  , D .
Interpolation-Newton-Gregory forward and backward
interpolation, Lagrange’s interpolation formula, Newton
divided difference interpolation formula.
DIFFERENTIATION AND INTEGRATION:
Numerical differentiation using Newton-Gregory forward
and backward polynomials. Numerical Integration-

2
 Gaussian quadrature, Trapezoidal rule and Simpson’s one
third rule
7 Solution of linear second order difference equations with Test 1
constant coefficients.
8,9 Cubic Spline interpolation, Bezier Curves and B-Spline
Curves Polynomial Approximation of Surfaces, Least
Square Approximations, -Multiple integrals, multiple
integration with variable limits , Application of Cubic
splines.
10,11 Application of Numerical integration - Fourier transform,
Fast Fourier transform
ORDINARY DIFFERENTIAL EQUATIONS: Taylor
series method, Euler and Modified Euler method, (Heun’s
method). Runge-Kutta method, Milne’s method, Adams-
Moulton method,
12.13 Solution of boundary value problems of second order by Test II
finite difference method.

14,15 PARTIAL DIFFERENTIAL EQUATIONS: Assignment 2

Classification of partial differential equations of second
order. The Heat Equations and Wave equations- Solutions
for the Heat equations in one dimensions, vibrating strings,
parabolic equations in two and three dimensions, wave
equations in two dimensions.
16,17 FINITE ELEMENT METHOD: The Rayleigh-Ritz
method, the collocation and Galerkin method, finite
element method-ordinary- differential equations, elliptic,
parabolic, hyperbolic partial differential equations.
18 Test III

Students are expected to come prepared for each class after revising the previous class
topics as there will be a connection between the topics. Students are expected to
implement Numerical algorithms using MATLAB
MATLAB: Matlab – Tools kits – 2D Graph plotting, 3D Graph plotting, Data analysis.

8. EVALUATION COMPONENTS:
S.No. COMPONENT CA MARKS
1 INTERNAL TESTS 30
2 ASSIGNMENT - I 10 50
2 ASSIGNMENT - II 10
4 FINAL SEMESTER EXAMINATION 100
TOTAL 100

Continuous assessment is for 50 marks. Three tests will be conducted as per the college
test time table. Best two out of the three internal test and review test will be taken for
assessment. The final examination will be of three hours duration for 100 marks.

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 9. REFERENCE BOOKS:

PUBLISHER /
SNo TITLE AUTHOR YEAR
EDITION
Chapra S.C and
1 Numerical method for Engineers Tata McGraw Hill 2004
Canale R.P
Curtis F.Gerald
2 Applied Numerical Analysis Pearson Education 2002
&Patrick.O.Wheatly

Numerical Methods for

Prentice Hall of
3 Mathematics, Science & Mathews J.H 2004
India
Engineering

Applied Numerical Methods for

Rober J Schilling and Thomson
4 Engineers using MATLAB and Brooks/Cole 1999
Sandra L Harries,
C”

Numerical Methods and

5 Cheney.W & Kincaid .D ITP 2002
Computing

scientific computing: an
6 Michael T Heath Springer-Verlag 2002
introductory survey

10. WEB LINKS

SN
TOPIC URL
o
Numerical
1 http://math.fullerton.edu/mathews/n2003/NumericalUndergradMod.html
Analysis
Solution of
algebraic
2 http://en.wikibooks.org/wiki/Numerical_Methods/Equation_Solving
simultaneous
equations
Calculus of finite
3 differences & http://www.ce.udel.edu/faculty/kaliakin/appendix_fdm.pdf
interpolation
Numerical http://math.fullerton.edu/mathews/n2003/NumericalDiffMod.html
4
Differntiation http://www2.imm.dtu.dk/~pch/Projekter/Shock/main/node61.html
5 Numerical http://www.damtp.cam.ac.uk/lab/people/sd/lectures/nummeth98/integration.htm

4
 integration
http://www.math.ubc.ca/~feldman/math/ode.html
Differential
6 http://www.damtp.cam.ac.uk/lab/people/sd/lectures/nummeth98/highode.htm
equations
Partial
7 Differential http://www.mathworks.com/moler/pdes.pdf
equation
Finite element
8 http://audilab.bmed.mcgill.ca/AudiLab/teach/fem/fem.html
method

09PD01 APPLIED NUMERICAL ANALYSIS

3 1 0 4

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SOLUTION OF ALGEBRAIC SIMULTANEOUS EQUATIONS: Gauss – Jordan elimination, Cholesky method, Crout’s
method, Gauss – Jacobi method, Gauss – Seidel method. Matrix Inverse by Gauss – Jordan method. (4)

FINITE DIFFERENCES AND INTERPOLATION: Finite difference operators – E , , ,  ,  , D . Interpolation-

Newton-Gregory forward and backward interpolation, Lagrange’s interpolation formula, Newton divided difference
interpolation formula, Cubic Spline interpolation, Bezier Curves and B-Spline Curves, Polynomial Approximation of
Surfaces, Least Square Approximations. Solution of linear second order difference equations with constant coefficients.
(8)

DIFFERENTIATION AND INTEGRATION: Numerical differentiation using Newton-Gregory forward and backward
polynomials. Numerical Integration-Gaussian quadrature, Trapezoidal rule and Simpson’s one third rule, multiple integrals,
multiple integration with variable limits, Application of Cubic splines, Application of Numerical integration- Fourier
transform, Fast Fourier transform. (10)

ORDINARY DIFFERENTIAL EQUATIONS: Taylor series method, Euler and Modified Euler method, (Heun’s method).
Runge-Kutta method, Milne’s method, Adams-Moulton method, Solution of boundary value problems of second order by
finite difference method. (8)

PARTIAL DIFFERENTIAL EQUATIONS: Classification of partial differential equations of second order. The Heat
Equations and Wave equations- Solutions for the Heat equations in one dimensions, vibrating strings, parabolic equations
in two and three dimensions, wave equations in two dimensions. (6)

FINITE ELEMENT METHOD: The Rayleigh-Ritz method, the collocation and Galerkin method, finite element method-
ordinary- differential equations, elliptic, parabolic, hyperbolic partial differential equations. (6)

MATLAB: Matlab – Tools kits – 2D Graph plotting, 3D Graph plotting, Data analysis.

Total 42
REFERENCES:
1. Steven C Chapra and Raymond P Canale, “Numerical Methods for Engineers with Software and Programming
Applications”, Tata McGraw Hill, 2004.
2. John H Mathews and Kurtis D Fink, ”Numerical Methods using MATLAB”, Prentice Hall, 2004.
3. Curtis F Gerald and Patrick O Wheatly, “Applied Numerical Analysis”, Pearson Education, 2002.
4. Rober J Schilling and Sandra L Harries, “Applied Numerical Methods for Engineers using MATLAB and C”, Thomson
Brooks/Cole, 1999.