Numerical Analysis

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MODULE 1.1
Ruth P. Serquiña, Phd
 Overview
This module briefly discusses a
review of fundamental
mathematical results that can be
utilized in this course. Moreover,
it introduces the types of errors
that can be made in the
computations.

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 Outline

INTRODUCTION REVIEW OF ERRORS

CALCULUS

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 Intended learning
outcomes
+ At the end this module, you are expected to

1. Determine the sources of errors and the types of error;

2. Examine the ways that can limit the accuracy of a number in a calculation;

3. Distinguish between propagated and generated error and find the propagated
error for the operations addition (subtraction) and multiplication (division) ;

4. Familiarize with floating point arithmetic and compute for the generated error;
and

5. Approximate functions using series representation and analyze the error

involved.

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 Module
Objectives
After successful Completion of this module, you should
be able to
1. Determine the sources of errors and the types of error;

2. Examine the ways that can limit the accuracy of a number in a

calculation;

3. Distinguish between propagated and generated error and find

the propagated error for the operations addition (subtraction)
and multiplication (division) ;

4. Familiarize with floating point arithmetic and compute for the

generated error; and

5. Approximate functions using series representation and

analyze the error involved.

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MATH 251
Caveat
This module is intended for this course of
study only. It may contain some errors
and if these have been found, please
inform the instructor. It is advised that
the student will refer to the literatures on
this subject and to self-study.

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Introduction

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 Numerical analysis is an area
Introduction
of mathematics and computer science
that
▪ creates,
▪ analyzes, and
▪ Implements algorithm
for obtaining numerical solutions to
problems involving continuous
variables. [11]

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Introduction

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Introduction +Purpose:
+ insights not numbers.

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Introduction +In Mathematical
analysis, one can prove
theorems about the
existence and uniqueness
of solutions but in
general, no explicit
solution can be found.

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Introduction +An explicit solution is a
formula where for each
set of values of the
relevant parameters and
for each x, we can easily
compute the
corresponding functional
value y(x).
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 Applications: Mathematical
Introduction
Models in
+Natural sciences,
+social sciences,
+engineering,
+medicine, and
+business.

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 Points to consider in applying
Introduction
Numerical techniques:
▪ Obtain an approximation.
▪ Determine the accuracy of the
approximate solution.
▪ Stability of the approximate solution.
▪ Efficiency of the method.

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 Approximate solution:
Introduction a numerical solution/algorithm.
Accuracy:
Determine a safety factor for the
approximation, the nature of error and
convergence of solution.
Stability:
Sensitivity of the solution to small
changes in the data or parameters.
Efficiency:
Computational cost- amount of computer time
and memory required in calculation.

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 Historical Background:
Introduction
https://www.britannica.com/science/nume
rical-analysis/Historical-background

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REVIEW OF CALCULUS

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Review of Calculus
➢Rolle’s Theorem
➢Mean Value Theorem (MVT)
➢First MVT for Definite Integrals
➢Second MVT for Definite
Integrals

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Review of Calculus
➢Extreme values Theorem (EVT)
➢ Intermediate Value Theorem
(IVT)
➢Taylor’s Theorem
➢Fundamental Theorem of Algebra

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 Notations
1. 𝐶 𝑆 = 𝑓: 𝑓 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑖𝑛 𝑆
2. 𝐶 𝑛 𝑆 = 𝑓: 𝑓 𝑎𝑛𝑑 𝑖𝑡𝑠 1𝑠𝑡 𝑛 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠 𝑎𝑟𝑒 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑖𝑛 𝑆

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Theorem 1.1 (Rolle’s Theorem)
If 𝑓(𝑥) ∈ 𝐶 𝑎, 𝑏 and is differentiable
in 𝑎, 𝑏 , and if 𝑓 𝑎 = 𝑓(𝑏), then there
exists at least one point 𝜉 ∈ 𝑎, 𝑏 such
that
𝑓′ 𝜉 =0.

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Theorem 1.2 (Mean Value Theorem (MVT))
If 𝑓(𝑥) ∈ 𝐶 𝑎, 𝑏 and is differentiable
in 𝑎, 𝑏 , and if 𝑓 𝑎 = 𝑓(𝑏), then there
exists at least one point 𝜉 ∈ 𝑎, 𝑏 such
that
𝑓 𝑏 − 𝑓 𝑎 = (𝑏 − 𝑎)𝑓′ 𝜉 .

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Theorem 1.3 (First MVT for Definite Integrals)
Let 𝑓(𝑥) ∈ 𝐶 𝑎, 𝑏 , then there exists a
number 𝜉 ∈ 𝑎, 𝑏 such that
𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = 𝑓 𝜉 (𝑏 − 𝑎)
or
1 𝑏
‫׬‬ 𝑓 𝑥 𝑑𝑥 = 𝑓 𝜉 .
(𝑏−𝑎) 𝑎

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Theorem 1.4 (2nd MVT for Definite Integrals)
Let 𝑔 𝑥 be integrable function that
does not change sign on the 𝑎, 𝑏 . If
𝑓(𝑥) ∈ 𝐶 𝑎, 𝑏 , then there exists a
number 𝜉 ∈ 𝑎, 𝑏 such that
𝑏 𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑔 𝑥 𝑑𝑥 = 𝑓 𝜉 ‫𝑔 𝑎׬‬ 𝑥 𝑑𝑥.

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Theorem 1.5 (Extreme values Theorem)
Let 𝑓(𝑥) ∈ 𝐶 𝑎, 𝑏 , then there exists
points 𝑥𝑚 , 𝑥𝑀 ∈ 𝑎, 𝑏 such that
𝑓 𝑥𝑚 ≤ 𝑓 𝑥 ≤ 𝑓 𝑥𝑀 ,
for any 𝑥 ∈ 𝑎, 𝑏 .

A continuous function attains its maximum and minimum on a

closed interval.

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Theorem 1.5 (Extreme values Theorem)
where
𝑓 𝑥𝑚 = min 𝑓 𝑥 Lower bound
𝑥∈ 𝑎,𝑏

𝑓 𝑥𝑀 = m𝑎𝑥 𝑓 𝑥 . upper bound

𝑥∈ 𝑎,𝑏

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Theorem 1.6 (Intermediate Value Theorem)
If 𝑓(𝑥), 𝑥𝑚 and 𝑥𝑀 are given as in
Theorem 1.5, then for any value 𝑦 ∗
such that 𝑓 𝑥𝑚 ≤ 𝑦 ∗ ≤ 𝑓 𝑥𝑀 , there
exists at least one number 𝑥 ∗ ∈ 𝑎, 𝑏 such
that
𝑓 𝑥 ∗ = 𝑦∗.

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Theorem 1.7 (Taylor’s Theorem)
Let 𝑓 𝑥 ∈ 𝐶 𝑛+1 𝑎, 𝑏 . If for any two
points 𝑥, 𝑥 ∗ ∈ 𝑎, 𝑏 , then
𝑓 𝑥 =𝑃𝑛 𝑥 + 𝑅𝑛 𝑥
where
𝑛 𝑘
𝑓 ( 𝑥 ∗)
𝑃𝑛 𝑥 = ෍ 𝑥 − 𝑥∗ 𝑘
𝑘!
𝑘=0
nth Taylor’s polynomial for 𝑓 about 𝑥 ∗ .

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Theorem 1.7 (Taylor’s Theorem)
𝑛+1
(𝜉) 𝑓
𝑅𝑛 𝑥 = 𝑥 − 𝑥∗ 𝑛+1
𝑛+1 !
Remainder term

for some number 𝜉 between 𝑥 and 𝑥 .

∗

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Theorem 1.8 (Fundamental Theorem of Algebra)
Let
𝑛

𝑝 𝑥 = ෍ 𝑎𝑘 𝑥 𝑘
𝑘=0
be an nth degree polynomial with
𝑛 ≥ 1, 𝑎𝑘 ≠ 0. Then there exist uniquely 𝑛
𝑛
constants, 𝑟𝑗 , (“zeroes of 𝑝 𝑥 ”)
𝑗=1

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Theorem 1.8 (Fundamental Theorem of Algebra)
such that
𝑝 𝑥 = 𝑎𝑛 ς𝑛𝑗=1 𝑥 − 𝑟𝑗
Where the 𝑟𝑗 ’s need not all be distinct
or all real.

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ERRORS

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 +Never in history of mankind
Errors has it been possible to produce
so many wrong answers so
quickly!
+-Cark Erik Froberg

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Errors
+Error = True value
-Approximate
value

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 ❑Sources of Error
Errors
❑Approximation to numbers
❑Error propagation and generation
❑Floating point arithmetic
❑Approximation to functions

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 Main sources of error in
Errors obtaining numerical solutions
to mathematical problems:
+1. The model
+2. The data
+3. The numerical method
+4. The representation of numbers
+5. The arithmetic

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 Main sources of error
Errors
+The model
+its construction usually
involves simplifications and
omissions.

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 Errors +The Model
+Tacoma Narrows Bridge disaster
[12]
+Tacoma, Seattle, USA
+opened to traffic on July 1, 1940
+Sleek and slender, it was the third longest
suspension bridge in the world at the time,
covering 5,959 feet.

https://www.google.com/url?sa=i&url=https%3A%2F%2Fwww.creativecompositesgroup.com%2Fblog%2Ftacoma-narrows-bridge-why-we-use-wind-fairings&psig=AOvVaw1BieL-
GpNcXSM5cuXm5FOt&ust=1631324783074000&source=images&cd=vfe&ved=2ahUKEwjE9vfCpPPyAhWKAKYKHTKMDP0Qr4kDegUIARCQAQ

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 Errors +The Model
+Tacoma Narrows Bridge disaster
[12]
+Collapse Nov 7, 1940 due to high winds.
+The engineers had not properly considered the
aerodynamic forces that were in play at the
location during a period of strong winds.

https://www.google.com/url?sa=i&url=https%3A%2F%2Fwww.creativecompositesgroup.com%2Fblog%2Ftacoma-narrows-bridge-why-we-use-wind-fairings&psig=AOvVaw1BieL-
GpNcXSM5cuXm5FOt&ust=1631324783074000&source=images&cd=vfe&ved=2ahUKEwjE9vfCpPPyAhWKAKYKHTKMDP0Qr4kDegUIARCQAQ

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 Main sources of error
Errors
+The data
+errors in measuring or
estimating values

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 Main sources of error
Errors
+The numerical method
+based on some approximation

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 Main sources of error
Errors
The representation of
numbers
• for instance: approximating
an irrational number by a
finite number of digits.

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 Main sources of error
Errors
+The arithmetic
+frequently errors are
introduced in carrying out
operations like sum and
product.

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 +Disasters caused by computer
Errors arithmetic errors
+Patriot Missile Failure
+Feb 25, 1991
+ Gulf War, an American Patriot Missile battery
in Dharan, Saudi Arabia, failed to intercept an
incoming Iraqi Scud missile.
+The Scud struck an American Army barracks
and killed 28 soldiers.
+ https://www-users.cse.umn.edu/~arnold/455.f96/disasters.html

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 +Disasters caused by computer
Errors arithmetic errors
+Explosion of the Ariane 5
+June 4, 1996
+An unmanned rocket launched by the European
Space Agency exploded just forty seconds after lift-
off.
+The rocket was on its first voyage, after a decade of
development costing $7 billion. The destroyed
rocket and its cargo were valued at $500 million.
+ https://www-users.cse.umn.edu/~arnold/455.f96/disasters.html

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 Machine errors
Errors
+the representation of numbers
+the arithmetic

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Example: Motion of Simple Pendulum
Assume air resistance and friction at pivot are
neglible.
Rotational motion: (nonlinear)

𝑑2 𝜃
𝑚𝐿 2 = −𝑚𝑔𝑠𝑖𝑛𝜃
𝑑𝑡
𝑠𝑖𝑛𝜃 ≈ 𝜃 (𝜃 small)
𝑑2𝜃 2
= −𝜔 𝜃 (linear)
𝑑𝑡 2
𝜔2 = 𝑔/𝐿

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Example: Motion of Simple Pendulum
Analytical Solution:
𝜃 𝑡 = 𝐴 𝑠𝑖𝑛𝜔𝑡 + 𝐵𝑐𝑜𝑠𝜔𝑡
Let T be the period,
𝜃 𝑡+𝑇 =𝜃 𝑡
Then
2𝜋
𝑇= = 2𝜋 𝐿/𝑔
𝜔
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Example: Motion of Simple Pendulum
Type of Errors:
a. Model (from nonlinear to linear)
b. Data (measuring 𝐿,𝑔)
c. Representation of 𝜋 (finite decimal)
d. Numerical method (iterative process
in computing 𝐿/𝑔, rounding error.)
e. Arithmetic error (computing 2𝜋 𝐿/𝑔)

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 Summary
+From a restricted real world problem, one can obtain a
mathematical model.
+Mathematical models are not exact description of reality.
+The purpose is to have a better understanding of the reality given
a set of assumptions.
+Not all Mathematical problems have explicit solutions so that one
would resort to numerical solutions.
+In employing numerical solutions, one has to be wary of the
errors involved.

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 Numerical Analysis 2nd ed: Arnold, A member of the Hodder Headline
Group.
1. Albano, A.M. (2011), Nonlinear Dynamics and Time Series Analysis with
Scilab: Bryn Mawr College. 8. Johnson, L.W., Dean Riess, R., (1982), Numerical Analysis 2nd ed: Addison-
Wesley Publishing Co., Inc.
2. Atkinson, Kendall and Han, W. (2004), Elementary Numerical Analysis 3rd
ed: John Wiley & Sons. 9. Mathews, J. H. and Fink, K.D. ( 2004), Numerical Methods Using MATLAB,
4th, International Ed: Prentice Hall International, Inc.
3. Carnahan, B., Luther and Wilkes, J.O. (1990), Applied Numerical
Methods: Krieger Pub Co. 10. Sastry, S.S. (2006), Introductory Methods of Numerical Analysis, 4th ed: PHI
Learning Pvt. Ltd.
4. Elden, L. and Wittemeyer-Koch, L. (1990), Numerical Analysis: An
Introduction: Academic Press. Boston.
11. https://www.britannica.com/science/numerical-analysis
5. Faires, D.J. and Burden, R.L. (2010), Numerical Methods 9th ed: Brooks
Cole. 12. https://www.history.com/this-day-in-history/tacoma-narrows-bridge-
6. Gerald, C. F. and Wheatley, P.O. (2003), Applied Numerical Analysis, 7th collapses
ed: Addison Wesley
7. Hosking, R.J., Joe, S., Joyce, D.C., Turner, J.C., ( 1998), First Steps in

References

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