MS2201

Numerical Analysis

Dr. Ir. Rachman Setiawan

Engineering Design Centre
(Mechanical Design Lab.)
Faculty of Mechanical and Aerospace Engineering
E-mail: r.setiawan@itb.ac.id
Lectures
Schedule
 Wednesday 13.00 – 14.50 WIB (9137)

Evaluation
 Quiz (min. 6x +/- 20 min.) 15%
 Homework/Assignment 20%
 Mid-test 30%
 Final test 35%

Reference Book
Steven C. Chapra dan Raymond P. Canale, “Numerical Methods for
Engineers”, Fourth ed., Mc Graw Hill International Ed., 2002.

R Setiawan 2
Lectures
Etcetera
 Two-hour Lecture:
 2 parts
 Break between parts
 Tolerance Limit: Students: 10 min.; Lecturer: 15 min.
 Attendance is registered through SIX

R Setiawan 3
Lectures
Syllabus
 Introduction to Numerical Analysis
 Errors & Taylor Series
 Roots of Equations & Polynomials
 Matrices & System of Algebraic Equations
 Numerical Integration & Differentiation

 Optimization
 Curve Fittings: Regression, Interpolation
 Ordinary Differential Equations
 Partial Differential Equations

R Setiawan 4
Intro. to Numerical Analysis
Motivation

https://www.youtube.com/watch?v=zssG3n19_yE

R Setiawan 5
Intro. to Numerical Analysis
Motivation

R Setiawan 6
Intro. to Numerical Analysis
Motivation

162 N 991 N 1900 N 2200 N

2580 N 2970 N 3190 N 3450 N

R Setiawan 7
Intro. to Numerical Analysis
Definition

Numerical analysis is:

A method of analysis that consists of techniques to
solve mathematical equations with arithmetical
calculation

R Setiawan 8
Intro. to Numerical Analysis
Methods in Engineering Problem Solving

Problem/
Reality

Simulation/ Empirical/
Theory experiments

Computer aid

Analytical
Solution
Computer aid Numerical
Solution
Computer aid

R Setiawan 9
Intro. to Numerical Analysis
History

R Setiawan 10
Intro. to Numerical Analysis

R Setiawan 11
Intro. to Numerical Analysis

R Setiawan 12
Intro. to Numerical Analysis
Objectives
 To provide students with a sound introduction to some
numerical methods to solve practical engineering problems
 To introduce programming language(s) to students, or
enhance student’s programming skills

R Setiawan 13
 Programming Basics
Why programming?
 To translate mathematical algorithm in numerical methods
into a language that computers understand

Mathematical model

Arithmetical model
Physical problems

Algorithm
Numerical solution

Computer Program
R Setiawan 14
3. Programming Basics
3.4 Communications
 Algorithm: a set of steps to instruct a computer to perform
a certain task
 Flow-chart: a visual/graphical representation of an
algorithm
 Pseudo-code: an alternative approach to express an
algorithm that bridges the gap between flow-chart and
computer code

R Setiawan 17
Programming Basics
 Comparison among the three:

1. Ask Inputs Inputs

Inputs
2. Perform
DO
Instruction 1 to
Instruction 1
inputs
Instruction 1 IF condition THEN store
3. If condition
ELSE instruction 1
satisfied then
ENDDO
store the result of N Condition
instruction 1
?
4. If condition not
satisfied then Y
redo instruction 1
with the input of store
the previous
output from
instruction 1

R Setiawan 18
 No Symbol Meaning
1 Process

2 Input / Output

3 Selection

4 Sub program

5 Start/end terminal
6 Connector
7 Direction of process
8 Manual process

9 Page separator

10 Data storage

R Setiawan 19
Programming Basics
Logical Representation
 Sequence
Unless directed otherwise, the computer code is inplemented
one instruction at a time

Instruction 1

Instruction 2

Instruction 3

R Setiawan 22
Programming Basics

 Selection
A means to split the program’s flow into branches based on the
outcome of a logical condition

R Setiawan 23
Programming Basics
 Repetition
A means to perform a certain task for a number of times until a
certain condition is met.

R Setiawan 24
Programming Basics
Programming Language
 Fortran
 C++
 Visual Basic Application (VBA)
 Matlab/SciLab
 Java
 Phyton

* Homework
Build a flow chart to estimate ex and try to calculate, and
compare with the computer solution

hint:

R Setiawan 25
Errors
How computers identify numbers
Sources of error
How to minimize numerical errors

R Setiawan 26
Errors
Definition of Error
Error is the discrepancy between the true value and the approximate
value (in this case, generated from computational analysis)

27
Errors
 Precision  how close the measurement/computational
results among each other
 Accuracy  how close the overall results to the true value
 Referring to the graph before:
 Figure a: precision LOW; accuracy LOW
 Figure b: precision LOW; accuracy HIGH
 Figure c: precision HIGH; and accuracy LOW
 Figure d: precision HIGH; accuracy HIGH

R Setiawan 28
Errors
Formulation for Error

xt : True value
x : Approximate value
xi : Current approximate value
xi-1 : Previous approximate value
et : True percentage relative error
ea : Approximate percentage relative error

xt  x
et  100%
xt
xi  xi 1
e 
i
a 100%
xi

R Setiawan 29
Errors
Errors could occur at every level of numerical method

Error on Num method

Human Error

Human Error Human Error

Human Error
Error on Computing

R Setiawan 30
Errors
Classification

Computers Num. Method Human

-Round-off -Truncation -Modelling/Formulation err.
-Chopping -Data uncertainty
-Blunder

R Setiawan 31
Error: Round-off & Chopping
Numbers in Computer
 Before discussing Error due to computer, it is better to
discuss How Numbers are Represented in Computer.
 Types of number represented by Computer:
 Base-n
 n digits
 Example Base-10:
(8 x 104) + (6 x 103) + (4 x 102) + (0 x 101) + (9 x 100)=86,409
 Example Base-2:
1010112 =
(1x25)+(0x24)+(1x23)+(0x22)+(1x21)+(1x20)
=(1x32)+(0x16)+(1x8)+(0x4)+(1x2)+(1x1)
=32 + 0 + 8 + 0 + 2 + 1 = 4310

R Setiawan 32
Error: Round-off & Chopping
 Floating point
 x = (±)m × be
 (±) = Sign
 m = Mantissa,
 b = Base-number
 e = Signed exponent
 Example:

1 0 1 1 0 1 1 1 0 0 1

Sgn of Magnitude
number of exponent Magnitude
of mantissa
Sgn of
exponent

R Setiawan 33
Error: Round-off & Chopping
 Floating point
 x = (±)m × be
 (±) = Sign
 m = Mantissa,
 b = Base-number
 e = Signed exponent
 Example:
 +0,2345 × 10-2 = 0,002345

1 0 1 1 0 1 1 1 0 0 1
???

b=2
e = + (1 x 22 + 1 x 21 + 0 x 20) = +6
m = - (1 x 211 + 1 x 210 + 1 x 29 + 0 x 28 + 0 x 27 + 1 x 26) =
- (2048 + 1024 + 512 + 0 + 0 + 64) = -3648

R Setiawan 34
Error: Round-off & Chopping

Learn Ex. 3.5, and solve For 11-bit floating point:

 what is the smallest positive number
 What is the interval between numbers

Double-Precision Floating Point (64-bit)

R Setiawan 35
Error: Round-off & Chopping
Characteristics of Numbers in Computer
 Limited range of quantities
 Finite number of quantities within range
 Interval between numbers

Error (computer)

Chopping Round-off

(please refer to Discussion following Ex. 3.4 and 3.5)

R Setiawan 36
Error: Round-off & Chopping
Round-off and Chopping

p
3.141592654……

3.1416 (Round-off)

3.1415 (Chopping)

R Setiawan 37
Error: Truncation

Taylor Series
 Truncation error is related with How numerical methods
work
 Review:
Functions / Formulae  Approximate relationship
 Solved with arithmetical/algebraic operations

 Example: df  x  f  xi 1   f  xi 
 f '  xi  
dx x  xi xi 1  xi

 One popular approach is Taylor Series

R Setiawan 38
Error: Truncation
 Taylor Series Expansion used in Numerical analysis:

f ' '  xi  2 f ' ' '  xi  3

f  xi 1   f  xi   f ' xi h  h  h  ...
2! 3!
f n   xi  n
 h  Rn
n!
f n 1   n 1
Rn  h
n  1!  Remainder (nth term)
h   xi 1  xi   Step size, constant for Numerical Method
(can be adaptable in more advanced Num.
Meth’s).

  a value of x that lies between xi and xi+1

R Setiawan 39
Error: Truncation
 The original series has infinite number of terms
 In the application of Numerical methods, it would not
be possible  Truncated
 The truncated series is now consisting of Error, that is
no other than, the Remainder (Rn). But now it is called
Truncation Error

Rn  O h n 1 
 It would not be possible nor necessary to know exactly
the truncation error is,
 But it is sufficient to know that the truncation error is
proportional to (step size)n+1

R Setiawan 40
Error: Truncation
 The remainder itself has infinite terms,

f ' '  xi  2 f ' ' '  xi  3

f  xi 1   f xi   f '  xi h  h  h  ...
2! 3!
f  xi  m f
m   m 1
 xi  m 1 f  xi  n
n 
 h  h  ...  h
m! m  1! 

n  1!
 
Rm
therefore needed to be truncated:

m = finite number of term

Rm 
f xi  h m1
m 1
n = infinite number of term
m  1! Rm = Remainder after m term

R Setiawan 41
Error: Truncation
Example
f ' '  xi  2 f ' ' '  xi  3 f n   xi  n
f  xi 1   f  xi   f '  xi h  h  h  ...  h
 After Truncation:
2! 3! n  1!
f  xi 1   f  xi   f '  xi h  R1
f  xi 1   f  xi  R1
 f '  xi   
 h    h
First-order Truncation error
approximation

First-derivative
(Approximated)

R Setiawan 42
Error: Truncation
Error Propagation
 Error can propagate through mathematical functions
 For Functions of a Single Variable, the estimate error of
the function, f ~
x  due to error of variable x, x  ~
x

f  ~
x   f  x   f ~
x
 f ' ~x x  ~x

R Setiawan 43
Error: Truncation
 For Multivariable Functions

f ~ f ~ f ~
f  x1 , x1 ,..., xn  
~ ~ ~ x1  x2  ...  xn
x1 x 2 xn

 Example 4.6

R Setiawan 44
Error: Truncation
Stability and Condition
 Another application of Error propagation in Numerical Method is
Stability
 Computation is numerically unstable if the effect of the error of
input values are grossly magnified by the Numerical Method
 And the quantity that represents the stability is Condition:
x f ' ~
~ x
Condition Number 
f ~ x
 Condition number 1  relative error in function is identical to
that of the variable.
 Condition number > 1  relative error of the variable is amplified
 Condition number < 1  relative error of the variable is
attenuated
 Table 4.3 & Example 4.7

R Setiawan 45
Error: Truncation
Numerical Error
 The total numerical error is the Summation of the
Truncation and Round-off errors

R Setiawan 46
Error: Truncation
 There is no Systematic and General approach
 But here are a number of practical programming
guidelines:
 Use extended-precision arithmetic
 Avoid subtracting two nearly equal numbers, by
rearranging or reformulate the problem
 Predict numerical error
 Verification / Validation with known (theoretical/empirical)
result
 Tuning on some parameters, like step size, weighting
factors, coefficients etc.

R Setiawan 47
Error
Human Errors
 Assumption/Formulation Error
 Data Uncertainty/Error
 Blunder

R Setiawan 48
Error
Characteristics of Numerical Methods
 Number of initial guess
 Rate of convergence
 Stability
 Accuracy & Precision
 Breadth of application
 Special Requirements
 Programming efforts required

How numbers are represented

How numerical method works

R Setiawan 49