NUMERICAL METHODS

Objectives
• To know difference operators and learn how to operate
them on different functions
• To know how to construct difference tables for difference
operators
 Introduction

Numerical analysis techniques available to solve a

range of mathematical problems encountered in
engineering. Numerical analysis has numerous
applications in all fields of science and some fields
of engineering, and essentially any type of work
that requires calculations to give very precise
solutions. The point of numerical analysis is to
analyse methods that are used to give
approximate number of solutions to situations
where it is unlikely to find the real solution quickly.
Error
• In applied mathematics, the difference between a true
value and an estimated, or approximation, of that value.
Sources of Errors
A numerical method for solving a given problem will involve
an error of one or several types. There are three main
sources of error.
1. Gross Error: The gross errors are either by human
mistakes or by computer. For example,
i) Misreading or misquoting the figures
ii) Use of inaccurate mathematical formula.
iii) Use of inaccurate data.
2. Round-off Error: The error introduced by rounding-off
numbers to a limited number of decimal places is called the
rounding error.
3. Truncation error: Truncation is defined as the
replacement of one infinite series by another with fewer
terms.
Differences and Difference Operators
•
Forward Difference Operator
•
•
Construction of Table
Examples
•
Backward Difference Operator
•
Construction of Backward Difference Table
Examples
•
Central Difference Operator
•
Construction of Central Difference Table

𝒙 𝒇 𝜹𝒇 𝜹𝟐 𝒇 𝜹𝟑 𝒇 𝜹𝟒 𝒇
𝒙𝟎 𝒇𝟎
𝒙𝟏 𝜹𝒇𝟏
𝒇𝟏 𝟐 𝜹𝟐 𝒇1
𝜹𝟑 𝒇 3
𝜹𝒇𝟑
𝟐
2 𝜹𝟒 𝒇2
𝒙𝟐 𝒇𝟐 𝜹𝟐 𝒇 2
𝜹𝒇𝟓
𝟐
𝜹𝟑 𝒇 3
2

𝒙𝟑 𝒇𝟑 𝜹𝟐 𝒇 3
𝜹𝒇𝟕
𝟐

𝒙𝟒 𝒇𝟒
Examples
•
Shift Operator
• The shift operator (also called step operator) is defined as
𝐸𝑓𝑟 = 𝑓𝑟+1
Similarly, 𝐸 2 𝑓𝑟 = 𝑓𝑟+2
𝐸 3 𝑓𝑟 = 𝑓𝑟+3
.
.
.
𝐸 𝑛 𝑓𝑟 = 𝑓𝑟+𝑛
Example: Find 𝐸 3 𝑥 3 + 5𝑥 . Take ℎ = 2
Example: Compute the missing entries
Example: Compute the missing entries
Relation between operators
•
•
END OF LECTURE