ES-341:

Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
ES-341: Numerical Analysis
Course Outline

Books, Reference
materials, ....

Grading polices Dr. Mazhar Ali

Motivation:
applications
Mehboob ul Haq (TA)
Electric Power
Systems
Faculty of Engineering Sciences

Ghulam Ishaq Khan Institute of Engineering Sciences and Technology

29 Sep 2021

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 1 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
1 Course Description
Course
Description
Real-world problems
Real-world problems Course Philosophy
Course Philosophy
Course Outline Course Outline
Books, Reference
materials, ....

Grading polices
2 Books, Reference materials, ....
Motivation:
applications
Electric Power
Systems

3 Grading polices

4 Motivation: applications
Electric Power Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 2 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Numerical analysis constitutes the study of computational methods
Course
Description to find approximate solutions to real-world problems in both
Real-world problems
Course Philosophy
engineering and physical sciences.
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 3 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Numerical analysis constitutes the study of computational methods
Course
Description to find approximate solutions to real-world problems in both
Real-world problems
Course Philosophy
engineering and physical sciences.
Course Outline

Books, Reference
materials, .... Content
Grading polices
Mathematical Modeling
Motivation:
applications (from physics to equations: linear or non-linear set of equations).
Electric Power
Systems Computational methods.
(application to the problems, developing new
methods/algorithms).
Examining solutions.
(studying feasible, Infeasible solutions etc,.)

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 3 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Figure: Numerical analysis: real-world applications (estimation).

Mathematical model

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 4 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Figure: Numerical analysis: real-world applications (estimation).

Mathematical model⇒ Computational method

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 4 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Figure: Numerical analysis: real-world applications (estimation).

Mathematical model⇒ Computational method⇒ Solutions

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 4 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Focus on applications:
Course
Description Examine several numerical techniques.
Real-world problems
Course Philosophy Understand, practically how the techniques perform on
Course Outline

Books, Reference
representative, but real applications.
materials, ....
LEARN BY DOING... (problem sets = write simulators)
Grading polices

Motivation:
applications
Electric Power
Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 5 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Focus on applications:
Course
Description Examine several numerical techniques.
Real-world problems
Course Philosophy Understand, practically how the techniques perform on
Course Outline

Books, Reference
representative, but real applications.
materials, ....
LEARN BY DOING... (problem sets = write simulators)
Grading polices

Motivation:
applications
Electric Power
Why also proving some theorems?
Systems
Theorems state guarantees that the method will always work
(given assumptions).
Can help debug programs.
Sometimes the theorem proof can tell you what to do in practice.

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 5 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Iterative methods of root finding
Course Outline
Week # 3 - week # 4 and week # 5
Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Iterative methods of root finding
Course Outline
Week # 3 - week # 4 and week # 5
Books, Reference
materials, .... Solution of system of linear equations
Grading polices Week # 6 - week # 7
Motivation:
applications
Electric Power
Systems

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Iterative methods of root finding
Course Outline
Week # 3 - week # 4 and week # 5
Books, Reference
materials, .... Solution of system of linear equations
Grading polices Week # 6 - week # 7
Motivation:
applications Interpolation and polynomial approximation
Electric Power
Systems Week # 8 - week # 9 and week # 10

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Iterative methods of root finding
Course Outline
Week # 3 - week # 4 and week # 5
Books, Reference
materials, .... Solution of system of linear equations
Grading polices Week # 6 - week # 7
Motivation:
applications Interpolation and polynomial approximation
Electric Power
Systems Week # 8 - week # 9 and week # 10
Numerical Differentiation and Integration
Week # 11 - week # 12 and week # 13

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Mathematical Preliminaries and Errors Analysis
Course
Description Week # 1 - week # 2
Real-world problems
Course Philosophy
Iterative methods of root finding
Course Outline
Week # 3 - week # 4 and week # 5
Books, Reference
materials, .... Solution of system of linear equations
Grading polices Week # 6 - week # 7
Motivation:
applications Interpolation and polynomial approximation
Electric Power
Systems Week # 8 - week # 9 and week # 10
Numerical Differentiation and Integration
Week # 11 - week # 12 and week # 13
Numerical solution of Ordinary Differential Equation
Week # 14 - week # 15

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 6 / 10
 ES-341:
Numerical
Analysis Books
Dr. Mazhar Ali
Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems
Numerical Analysis Richard L. Burden by J. Douglas
Faires.(9th or 10th edition.)
Computational Science and Engineering by Gilbert Strang.
(1st edition.)

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 7 / 10
 ES-341:
Numerical
Analysis Books
Dr. Mazhar Ali
Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
Systems
Numerical Analysis Richard L. Burden by J. Douglas
Faires.(9th or 10th edition.)
Computational Science and Engineering by Gilbert Strang.
(1st edition.)

Supporting materials + lecture slides

https://drive.google.com/drive/folders/
1imUsHTnCzo2qzjbh0uKhopA_0TL3duV1?usp=sharing

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 7 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)
Marks allocation
Course
Description
Real-world problems
Tasks Quantity Percentage
Course Philosophy Assignments 5 10 %
Course Outline
Quizzes 5 20 %
Books, Reference
materials, .... Midterm Exam 1 30 %
Grading polices Final Exam 1 40 %
Motivation:
applications
Bonus Pointsa - 5%
Electric Power
Systems Copying/Cheating will be penalized!
Deadlines for assignments are strict.
Retakes are not allowed.
a Class participation + extra tasks (assignments)

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 8 / 10
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Course
Description
Real-world problems
Course Philosophy
Course Outline

Books, Reference
materials, ....

Grading polices

Motivation:
applications
Electric Power
A - Electric power grid of the United States. B- Equivalent model using Connected Graph.
Systems

Figure: Transmission grid of the United States.

Mathematical Model: From Physics to Equations.

Connected Graph ⇒ (Constitutive + Conservation Equations)

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 9 / 10
 ES-341:
Numerical
Analysis Computational Algorithms
Dr. Mazhar Ali
I −αE >
    
Mehboob ul Haq
Ib 0
(TA)
= (1)
E 0 VN IS
Course
Description
Real-world problems
Course Philosophy Ax = b
Course Outline

Books, Reference
materials, ....
Linear System of Equations.
Grading polices

Motivation:
Applying linear solvers.
applications LU decomposition.
Electric Power
Systems Gauss Elimination.
Conjugate Gradient Method.
Many many more....

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 10 / 10
 ES-341:
Numerical
Analysis Computational Algorithms
Dr. Mazhar Ali
I −αE >
    
Mehboob ul Haq
Ib 0
(TA)
= (1)
E 0 VN IS
Course
Description
Real-world problems
Course Philosophy Ax = b
Course Outline

Books, Reference
materials, ....
Linear System of Equations.
Grading polices

Motivation:
Applying linear solvers.
applications LU decomposition.
Electric Power
Systems Gauss Elimination.
Conjugate Gradient Method.
Many many more....

Examining solutions
Did algorithm converged.
Converged solution is correct (in engineering context)
Feasible and Infeasible solutions etc.

Dr. Mazhar Ali Mehboob ul Haq (TA) (Skolkovo Institute of Science

ES-341:
and Technology)
Numerical Analysis 29 Sep 2021 10 / 10