NUMERICAL METHODS MATHEMATICAL MODEL

 techniques used in the formulation of  a formulation or equation that expresses

mathematical problems so that they the essential features of a physical
can be solved with arithmetic system or process in mathematical terms.
operations.  In a very general sense, it can be
 a way to solve complex problems which represented as a functional relationship
often has no analytical solution of the form

Approximation Dependent Variable = f(independent

 approximation of the output of a variables, parameters, forcing functions)
numerical problem
Dependent variable
Numerical method vs. Analytical Method?  is a characteristic that shove the
 Approximation of  Exact solution behavior or state of the system
the exact solution Independent variable
 In the absence of  Often, they  indicates the dimensions, such as time(t)
analytical have structured and space (x,y,z), along with the system
solution, a set of rules used behavior is being determined.
numerical solution to answer a Parameters
is used to find particular  are reflective of the system's propenies
the approximate problem or composition, and
answer . Forcing functions
 Very tedious, due  Fast and simple  are external influences acting upon the
to large number calculations system
of computations
Example : F = ma
Ways to solve Mathematical Problems in  a is the dependent variable reflecting
Pre-Computer era the system's behavior
1. Using the exact or analytical methods  F is the forcing function
for simpler problems  m is a parameter representing a
2. Graphical methods property of the system.
3. Early calculators are used to implement
low level numerical methods Properties of Mathematical Models
 It describes a natural process or system
Katherine Johnson in mathematical terms,
 It represents an idealization and
Why study numerical methods? simplification of reality.
 As problem-solving tools, numerical  Finally, it yields reproducible results and,
methods are undoubtedly one of the consequently, can be used for
most powerful tools available today. predictive purposes
 As you pursue your career in the future,
you will come across commercially SIGNIFICANT FIGURES
available computer programs which
involve numerical methods.  The concept of a significant figure, or
 Many problems cannot be solved using digit, has been developed to formally
the readily available computer designate the reliability of a numerical
programs. value.
 Numerical methods are an efficient  The significant digits of a number are
vehicle for learning to use computers. those that can be used with confidence.
 Numerical methods deliver a way for They correspond to the number of
you to strengthen your understanding of certain digits plus one estimated digit.
mathematics.
Significant Figures in Numerical Methods
 Numerical methods yield approximate
results. We must, therefore, develop
criteria to specify how confident we are
in our approximate result.
 Although quantities such as n, e or √7,
represent specific quantities, they
cannot be expressed exactly by a
limited number of digits.
Rules for Significant Figures
1. All non-zero numbers ARE significant.
The number 33.2 has THREE significant
figures because all of the digits present
are non-zero.
2. Zeros between two non-zero digits ARE
significant. 2051 has FOUR significant
figures. The zero is between a 2 and a 5.
3. Leading zeros are NOT significant.
They're nothing more than "place
halders The number 0.54 has only TWO
significant figures. 0.0032 also has TWO
significant figures. All of the zeros are
leading.
4. Trailing zeros to the right of the decimal
ARE significant. There are FOUR
significant figures in 92.00.
5. Trailing zeros in a whole number with the
decimal shown ARE significant. Placing
a decimal at the end of a number is
usually not done. By convention,
however, this decimal indicates a
significant zero. For example, 540."
Indicates that the trailing zero IS
significant; there are THREE significant
figures in this value.
6. Trailing zeros in a whole number with no
decimal shown are NOT significant.
Writing just "540" indicates that the zero is
NOT significant, and there are only TWO
significant figures in this value.
7. Exact numbers have an INFINITE number
of significant figures. This rule applies to
numbers that are definitions. For
example, 1 meter 1.00 meters 1.0000
meters = 1.0000000000000000000 meters,
etc.
8. For a number in scientific notation: N x
10x, all digits comprising N ARE
significant by the first 6 rules: "10" and "x"
are NOT significant. 5.02 x 104 has THREE
significant figures: "5.02." "10 and "4" are
not significant.
ACCURACY AND PRECISION
 The errors associated with both
calculations and measurements can be
characterized with regard to their
accuracy and precision.
 Accuracy refers to how closely a
computed or measured value agrees
with the true value.
 Precision refers to how closely individual
computed or measured values agree
with each other.
ERROR DEFINITIONS
 Numerical errors arise from the use of
approximations to represent exact
mathematical operations and quantities
Two Major Forms of Numerical Errors:
1. Round-off Error
 Due to the fact that computers can
represent only quantities with a finite
number of digits.
2. Truncation Error
 The discrepancy introduced by the fact
that numerical met ods may employ
approximations to represent exact
mathematical operations and quantities.
 For both types, the relationship between
the exact, or true, result and the
approximation can be formulated as:
True value = approximation+error
Et = true value - approximation
 To consider magnitude of error,
εt = (Et / true value) 100%
(percent relative error)
Approximate Error
approximate error
𝜀𝐚 = x 100%
approximate value
Percent Relative Error
current approx − previous approx
𝜺𝐚 =
current approx
x 100%
|εa| < εs (Percent Tolerance)
 ROOTS OF AN EQUATION
 In general form, the root of an equation
appears in the general form: f(x)=0
where x is the root/solution of the
equation f(x).
 Graphically, f(x)=0 refers to the
intersection of f(x) and the x-axis.
Methods
a. Graphical Method
b. Bracketing Method
1. Bisection Method
2. False-Position Method
c. Open Methods
1. Simple Fixed-Point Iteration
2. Newton-Raphson Method
3. Secant Method
4. Modified Secant Method
5. Multiple Roots (Modified Newton-
Raphson Method)
GRAPHICAL METHOD
 Simplest method in finding the root of an
equation
 However, it can only provide a rough
approximation of the root/solution.
 By graphing the function, we can
observe at what value of x does it
crosses the x-axis, or simply /(x)=0.
Incremental Search Method
 If you have observed in the graphs of
our function, the f(x) are changing signs
whenever it crosses the root.
 In general, if f(x) is real and continuous in
an interval x, to x, and f(xL) and f(xU)
have opposite signs, that is: f(xL)f(xU) < 0
then there is at least one root between
xL and xU.
BRACKETING METHOD
 These methods deal with the fact that a
function typically changes sign in the
vicinity of a root. These techniques are
called bracketing methods because
two initial guesses for the root are
required.
 As the name implies, these guesses must
"bracket," or be on either side of, the
root.
 The particular methods described herein
employ different strategies to
systematically reduce the width of the
bracket and, hence, home in on the
correct answer.
Bisection Method
 The bisection method, which is
alteratively called binary chopping,
Interval halving or Bolzano's Method, is
one type of incremental search method
in which the interval is always divided in
half.
 If a function changes sign over an
interval, the function value at the
midpoint is evaluated.
 The location of the root is then
determined as lying at the midpoint of
the subinterval within which the sign
change occurs. The process is repeated
to obtain refined estimates.
False Position Method
 Although bisection is a perfectly valid
technique for determining roots, its
"brute-force" approach is relatively
inefficient.
 False position method is an alternative
based on a graphical insight.
 A shortcoming of the bisection method
is that, in dividing the interval from xL to
xU, into equal halves, no account is
taken of the magnitudes of f(xL) and f(xU)
 An alternative method that exploits this
graphical insight is to join f(x) and f(x) by
a straight line.
 The intersection of this line with the x axis
represents an improved estimate of the
root.
 Using similar triangles, the intersection of
the straight line with the x-axis can be
estimated as:
𝑓(𝑥𝐿) 𝑓(𝑥𝑈)
=
𝑥𝑟 − 𝑥𝑙 𝑥𝑟 − 𝑥𝑢
 ROOTS OF AN EQUATION  For these, cases, the derivative can be
approximated by a backward finite
Bracketing Methods vs. Open Methods divided difference.
The root is located The open methods are  This technique is similar to the Newton-
within an interval based on formulas that Raphson technique in the sense that an
prescribed by a they require only a estimate of the root is predicted by
lower and upper single starting value of extrapolating a tangent of the function
bound. x or two starting values to the x axis.
that do not necessarily  However, the secant method uses a
bracket the root. difference rather than a derivative to
Repeated As such, they estimate the slope.
application of sometimes diverge or
these methods move away from the Modified Secant Method
always results in true root as the  Rather than using two arbitrary values to
closer estimates of computation estimate the derivative, an alternative
the true value of progresses. approach involves a fractional
the root. perturbation of the independent
Such methods are However, when the variable to estimate f'(x),
ð𝑥𝑖 𝑓(𝑥𝑖)
said convergent open methods xi+1= xi 𝑓(𝑥𝑖 + 𝑥𝑖) − 𝑓(𝑥𝑖)
they move closer converge, they usually
Where ð = a small perturbation fraction.
to the truth as the do so much more
computation quickly than the
Multiple Roots Method
progresses. bracketing methods
 Modified Newton-Raphson Method
 A multiple root corresponds to a point
where a function is tangent to the axis.
Fixed Point Iteration
 For open methods, we employ a
formula to predict the root of the
equation.
 We can develop a formula for fixed-
point iteration (one-paint iteration ar
successive substitution) by rearranging
f(x) = 0 so that x is on the left hand side
of the equation.

Newton-Raphson Method
 The most widely used of all root-locating
formulas
 If the initial guess at the root is, a
tangent can be extended from the
point
 The point where this tangent cross the x-
axis usually represents an Improved
estimate of the root [xi , f(xi)]

Secant Method
 A potential problem in implementing the
Newton-Raphson method is the
evaluation of the derivative
 Although this is not inconvenient for
polynomuts and many other functions,
there are certain functions whicoe
derivatives may be extremely dia or
inconvenient to evaluate
 SYSTEM OF LINEAR EQUATIONS
 A linear system of n algebraic equations in
n unknowns x1, x2, is in the form:
a11x1 + a12x2 + …. a1nxn = b1
a21x1 + a22x2 + …. a2nxn = b2
 Where aij (i, j ) and bk(k = 1,2,…n) are
known constants, and aij are the
coefficients.
 If every bk is zero, the system is
homogeneous, otherwise it is
nonhomogeneous.
 Numerical methods for solving linear
systems of equations are divided into two
categories: direct methods and indirect
methods.
DIRECT METHODS
 Solution based
 These method transforms the original
system into an equivalent system in which
the coefficient matrix is upper-triangular,
lower-triangular, or diagonal, making the
system much easier to solve.
Gauss Elimination
 The Gauss elimination method is the most
familiar method for solving a system of
linear equations.
 This method consists of two parts: the
elimination phase and the solution phase.
 In this method, a system of equations that
is given in a general form is manipulated
to be in the upper triangular form, which is
then be solved by using the back
substitution.
 Gaussian elimination, also known as row
reduction, is an algorithm in linear algebra
for solving a system of linear equations.
 It is usually understood as a sequence of
operations performed on the
corresponding matrix of coefficients.
 Once a “solution” has been obtained,
Gaussian elimination offers no method of
refinement.
 sensitive to rounding error
Gauss-Jordan Method
 The Gauss Jordan method Is the
refinement of the Gauss elimination
method
 Gauss-Jordan elimination a procedure for
converting a matrix to a reduced row
echelon form using elementary row
operations
 The reduced row echelon form of a matrix
is unique, but the steps of the procedure
are not
INDIRECT METHODS
 Iteration based
 Indirect methods are those that uses
iterations to find the approximate solution.
 This is done with an initial vector and then
successive approximations are generated
that eventually converges to the actual
solution.
 Unlike direct methods, the number of
operations required by iterative methods
is not known in advance.
Jacobi Method
 Named after Carl Gustav Jacob Jacobi
(1804 – 1851)
 This method makes two assumptions:
1. The system is given by
has a unique solution
2. that the coefficient matrix A has no zeros
in its main diagonal.
Gauss-Seidel Method
 A modification of the Jacobi method
 Named after Carl Friedrich Gauss (1777-
1855) and Philipp L. Seidel (1821- 1896)
 This modification is no more difficult to use
than the Jacobi method, and it often
requires fewer iterations to produce the
same degree of accuracy.
 With the Jacobi method, the values of xi
obtained in the nth approximation remain
unchanged until the entire (n+1)th
approximation has been calculated.
 With the Gauss-Seidel method, on the
other hand, you use the new values of xi
as soon as they are known.
 That is, once you have determined x1 from
the first equation, its value is used in the
second equation to obtain the new x 2.
Similarly, the new x1and x2 are used in the
third equation to obtain the new x3, and
so on.