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1 Introduction 404
1 Introduction 404
Introduction Page | 1
WHAT ARE NUMERICAL METHODS:
• Numerical methods are techniques by which mathematical problems are formulated
so that they can be solved with arithmetical and logical operations.
• Because digital computers excel at performing such operations numerical methods
are sometimes referred to as computer mathematics.
• With the advent of fast, inexpensive digital computers, the role of numerical
methods in engineering and scientific problem solving has exploded.
• Numerical analysis is the branch of mathematics that is used to find approximations
to difficult problems such as finding the roots of non−linear equations, integration
involving complex expressions and solving differential equations for which
analytical solutions do not exist.
• It is applied to a wide variety of disciplines such as business, all fields of
engineering, computer science, education, geology, meteorology, and others.
Introduction Page | 2
ADVNTAGES:
• They are capable of handling large systems of equations, nonlinear model and
complicated geometries that are not uncommon in engineering and science and that
are often impossible to solve analytically with standard calculus. As such they
greatly enhance your problem-solving skills.
• Numerical methods allow you to use "canned" software with insight.
• You can design your own programs to solve problems without having to buy or
commission expensive software.
APPLICATIONS:
1. Root finding and optimization
Introduction Page | 3
2. Linear algebraic equations:
3. Curve Fitting:
Introduction Page | 4
5. Differential equations:
Introduction Page | 5
COURSE OUTLINES
1. Introduction
• Fundamental numerical methods,
• Basic recursions and successive approximation,
• Floating Point Arithmetic Significant figures
• Accuracy and precision
• Error definitions
• Error types
Introduction Page | 6
3. Solution of system of linear equations
• Gaussian elimination method
• Gauss Jordan Method
• LU Decomposition
• Inversion of matrix
• Gauss Siedel Method
4. Curve fitting and interpolation
• Least Square Method
• Newton’s forward and backward formula
• Lagrange’s method
• Extrapolation
• Inverse interpolation
5. Numerical Integration and Differentiation
• Newton’s Cotes Integration formula
• The trapezoidal rule
• Simpson’s rule
• Romberg Integrfation
• Differentiation Formulae
• Richardson’s extrapolation
Introduction Page | 7
6. Solution of Ordinary Differential Equations
• Euler’s method
• Range-kutta Method
• Predictor Corrector method
• Boundary value problem
Recommended Books:
• Applied Numerical Methods with MATLAB, 2nd Edition
By Steven C. Chapra
• Numerical Methods for Engineers
BySteven C. Chapra
• Numerical Method
By R.S. Salaria
• Applied Numerical Methods
By Terrance J Akai
• Applied Numerical Methods
By Curtis F Gerald
• An Introduction to Numerical Analysis,
By Kendal E Atkinson
Introduction Page | 8
Basic Concepts in Numerical Analysis:
Error: Difference between true value and observed value is known as error.
Introduction Page | 9
• ACCURACY: Accuracy
refers to how closely a
computed or measured
value agrees with the
true value.
• PRECISION: Precision
refers to how close
measured or computed
values agree with each
other after repeated.
Introduction Page | 10
OBJECTIVE OF THIS COURSE:
The objective is to
1. Develop detailed computational procedures,
2. Capable of being implemented on electronic computers,
3. To study their performance characteristics.
Introduction Page | 11