M.tech Computationl Methods Numeical Methods

Numerical Methods
Numerical Methods
Computational Methods
M. Tech. (Mechanical) All Branches
ME5011S SEM - I
Dept. of Mechanical Engineering
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Outline
Trapezoidal Rule,
Simpsons 1/3rd Rule,
Simpsons 3/8th Rule,
Newton-Raphson Method (???),
Numerical Differentiation & Integration.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Engineers are required to draw conclusions @ a physical system from analysis of its
Mathematical Model.
To compute Rate of Change of 1 variable w.r.t. the other
DERIVATIVE.
To compute Area Enclosed by Curve
INTEGRAL.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Suppose, f (x) is a function of interest, and a is the point of interest at which the
derivative is desired,
Unlike Explicit Differentiation (i.e. based on formulae from Calculus), Numerical

Differentiation produces an Estimate of the derivative using only the Value of the
function @ selected points.
Less Accurate, But FASTER..!!
e.g. compute acceleration from velocity measurement.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Suppose, f (x) is a function of interest, and defined over interval [a,b],
Unlike Explicit Integration, (i.e. based on formulae from Calculus), only the Values
of the function @ selected points are required.
Less Accurate, But FASTER..!!
e.g. Compute area of irregular piece of land,
Electrical charge of a capacitor,
Work done by moving a mass, etc.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Magnetic Levitation :
A ball of mass m is suspended below an

electromagnet.
Feedback
Control
Unit
Magnetic Force h(y,u)
Magnet
y is ball position.
u is current.
Gravitational Force mg
Optical
Sensor
mg
Applying Newtons Second Law :

. (I)
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Feedback
Control
Unit
Suppose, current is constant.
u(t) = u0
u
Magnet
Setting RHS to zero,
h(y,u) = mg
y
Optical
Sensor
Magnetic Force cancelling

mg
ME5011S SEM-I
Gravitational Force
M. Tech. (Mech)
Numerical Methods
Introduction
BUT, Equilibrium Point is NOT

STABLE!!
Feedback
Control
Unit
Magnet
If ball drops slightly,
h(y,u) < mg
y
. Ball falls..!!
Optical
Sensor
If ball moves slightly above,
h(y,u) > mg
mg
. Ball sticks to
electromagnet..!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
To make the ball levitate, a Control
Engineer must detect the position y, and

adjust
Feedback
Control
Unit
Magnet
current
u,
using
Feedback
Control System.
. , > 0.
Feedback Gain
y
Optical
Sensor
BUT, no simple means to measure

.!!
mg
to be estimated
NUMERICALLY!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Introduction
Cost Estimation for Dam Construction.
Water Management :
Cross-Sectional Area of the river as a

point!
Depth Measurements w.r.t. position!!
y
Area can be calculated as :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Numerical Differentiation
Let f (x) is a function of interest, having n continuous derivatives in the
neighbourhood of the point x = x0.
Taylor Series Expansion @ x = x0.
denotes the kth derivative of f (x) evaluated @ x = x0.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
First Derivative
Suppose the data samples of the function f (x) are uniformly spaced. Let
h denote the Step-Size between successive values of independent
variable, x.
Taylor Series Expansion @ x = x0, and evaluate the results @ 2 points,
adjacent to x0 :
(I)
(II)
denotes the kth derivative of f (x) evaluated @ x = x0.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Two Point Forward Difference

Solving for
from (I) and neglecting 2nd-&-higher order terms,
f (x)
Two Point Forward Difference!!

Uses 2 values of f (x), one @ x0 and other ahead @ x1.
Simple Geometric Interpretation :

Slope of Forward Secant!!
x
x-1
ME5011S SEM-I
x0
x1
M. Tech. (Mech)
Numerical Methods
Two Point Forward Difference

As a limiting case, when h approaches zero, the expression reduces to
definition of Derivatives :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Two Point Backward Difference

Solving for
from (II) and neglecting 2nd-&-higher order terms,
f (x)
Two Point Backward Difference!!

Uses 2 values of f (x), one @ x0 and other behind @ x1.
Slope of Backward Secant!!
ME5011S SEM-I
x
x-1
x0
x1
M. Tech. (Mech)
Numerical Methods
Two Point Backward Difference
Useful when the independent variable represents time.
Uses only past and present data, and does not rely on further data samples
that may not be available in real time applications.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Two Point Center Difference

If data samples are available on both sides of x0, subtracting (II) from (II)
and neglecting 2nd-&-higher order terms,
f (x)
Two Point Center Difference!!

Uses data points centred @ the point of interest.
Hence, also referred as Three-Point Center Difference.
Third point is x0, even though it does not appear in the
formula.

ME5011S SEM-I
x-1
x0
x1
M. Tech. (Mech)
Numerical Methods
Two Point Center Difference

Two Point Center Difference approximation offer cancellation of 2 nd
Order terms due to symmetry of the points x-1, and x1 @ x0.
Superior to Forward Difference & Backward Difference in terns of

Accuracy!!
Represents Average of Forward Difference & Backward Difference
methods..!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Higher Order Difference

The accuracy of the numerical approximation of Derivatives can be
increased by using additional values of function further away from point of
interest.
By expanding the Taylor Series further,
(III)
(IV)
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods

Solving for
using (III) 4 X (I) and neglecting higher order terms,
Three Point Forward Difference!!!

Solving for
using (IV) 4 X (II) and neglecting higher order terms,
Three Point Backward Difference!!!

ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Extending the similar logic,
Five Point Central Difference!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Extending the similar logic for Second Order Derivatives, by adding (I)
and (II) , cancelling
and solving for
Three Point Central Difference for Second Order Derivatives!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Effects of Errors
2 parameters to the accuracy of numerical estimates of Derivatives :
1.Number of points, n.
2.Step size, h.
For the n point approximation of the kth derivative, the formula for
Truncation Error, (O) is of the order of :
For n > k, Truncation Error, (O)
ME5011S SEM-I
by
h!!
M. Tech. (Mech)
Numerical Methods
Effects of Errors
BUT, Total Error = Truncation Error (O) + Round-Off Error (ER)
Suppose,
Ek : Total Error associated with approximating the kth derivative with the
n point formula :
: (O)
: (ER)
.!
.!!
Optimum size of h to
ME5011S SEM-I
Total Error.!!!
M. Tech. (Mech)
Numerical Methods
Noise Corrupted Data

Let xk : Signal to be measured
yk : Observed Transducer Output @ time, k

In reality :
. nk : Measurement Noise @ time, k
Noise is typically spread over range of frequencies.

Differentiation lead to amplify the high-frequency component of noise!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Noise Corrupted Data
e.g. Velo. measurement by differentiation

of Position measurement.
Amplitude of Derivative of Noise Freq. of Noise..!!

ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Numerical Integration
Let function f (x) be evaluated over an integral [a,b].
Split the interval [a,b] with set of discrete points {x0, x1, x2,..},
where x0 = a and xn = b.
ASSUMPTION : Points are equally spaced with a step size of h = (b a) / n.
APPROACH : To approximate f (x) by a Polynomial Pn (x) of degree n, and then
integrate Pn (x).
If the Polynomial used is Interpolating Polynomial :
Newton Cotes Integration Formulae!!

ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Numerical Integration
Interpolating Polynomial Newtons nth order Forward Difference Formula!!
(V)
k f0 : kth Forward Difference of f (x) evaluated @ x = x0.
ME5011S SEM-I
k f 0
f1 f 0
f2 2 f 1 + f 0
f3 3 f 2 + 3 f 1 f 0
f 4 4 f 3 + 6 f2 4 f 1 + f0
f5 5 f4 + 10 f3 10 f2 + 5 f1 + f0
f6 6 f5 + 15 f4 20 f3 + 15 f2 6 f1 + f0
M. Tech. (Mech)
Numerical Methods
Trapezoidal Rule
Simplest Newton Cotes Integration Formula for n = 1..!!
Linear Interpolation!!!
Using x = x0 + h and dx = h.d, and Constants as well as Linear Terms in (V) :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Trapezoidal Rule
Integration of f (x) from x0 to x1 is
f (x)
f1
approximated by taking the Area of a

Trapezoid of Width, h and Average Height,
f0
(f0 + f1) / 2.
h
x
x0
ME5011S SEM-I
x1
M. Tech. (Mech)
Numerical Methods
Trapezoidal Rule
Error in approximation
if h
Accuracy of Approximation
!!
with
h, i.e. Partitioning interval [a,b] into n
steps, where n > 1.

Linear Interpolation over each step and results summed up to give Composite
Piecewise Linear Interpolation..!!
Trapezoidal Rule..!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Trapezoidal Rule
OBSERVATION : Each of the Interior Points are counted TWICE and

hence, has Coefficient 2, except First and Last points!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
Accuracy by using Higher Order Interpolating Polynomial :
Newton Cotes Integration Formula for n = 2..!!
Quadratic Polynomial over Interval [a,b]!!!
Using x = x0 + h and dx = h.d, and Constants as well as Quadratic Terms
in (V) :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules

approximated by taking the Area under a
f (x)
f2
f1
Quadratic Polynomial.
f0
2h
x
x0
ME5011S SEM-I
x1
x2
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
if h
!!
with
steps, where n > 2.

Quadratic Interpolation over each step and results summed up to give
Composite Piecewise Quadratic Interpolation..!!
Simpsons 1/3 Rule..!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
OBSERVATION : Each of the Even Interior Points are counted 4 TIMES,

hence, has Coefficient 4; and Odd Interior Points are
counted 2 Times, hence, has Coefficient 2, except First and
Last points!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
Extending to Third Degree Polynomial :
Newton Cotes Integration Formula for n = 3..!!
Cubic Polynomial over Interval [a,b]!!!
Using x = x0 + h and dx = h.d, and Constants as well as Cubic Terms in
(V) :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
Cubic Interpolation over each step and results summed up to give Composite
Piecewise Cubic Interpolation..!!
Simpsons 3/8 Rule..!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Simpsons Rules
OBSERVATION : Each of the Interior Points Multiples of 3i are counted

2 TIMES, hence, has Coefficient 2; and All Other Interior
Points are counted 3 Times, hence, has Coefficient 3,
except First and Last points!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Midpoint / Binary Rule

Trapezoidal Rule
Evaluation of f (x) @ 2 Endpoints, x0 and xn!!!
Simpsons Rules
Closed Integration Formulae.
Open Integration Formulae require values of f (x) in the interior of the Interval
[a,b].
Forward Difference Expansion of f (x) about the point x1 is required to be used.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods

Taylor Series Forward Difference Expansion of f (x) about the point x1 :
.(VI)
f1 = (f2 f1) : First Order Forward Difference of f (x) @ x = x1.

2 f1 = (f3 2 f2 + f1) : Second Order Forward Difference of f (x) @ x = x1.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods

SIMPLEST CASE : Approximating f (x) over the Interval [x0,x2]
using Interpolating Polynomial of Degree Zero
(i.e. Constant) passing through the Mid-Point..!!
Using x = x1 + h and dx = h.d, and Constants as well as Linear Terms in

(VI) :
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods

approximated by taking the Area of a
f (x)
f2
f1
Rectangle of Width, 2h and Height, f1.

f0
2h
x
x0
ME5011S SEM-I
x1
x2
M. Tech. (Mech)
Numerical Methods

if h
!!
with
steps, where n is EVEN and n > 2.

Constant Interpolation over each step and results summed up to give
Composite Piecewise Constant Interpolation..!!
Midpoint / Binary Rule..!!!
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
OBSERVATION : Each of the Odd Interior Points are counted only..!!
An EVEN Degree Polynomial is to be used.

If an mth Degree Interpolating Polynomial is used, then total number of
steps MUST be a multiple of (m+2).
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Convergence Rate
Let
, such that exact value of I (a,b) = 1!!
Applying Midpoint Rule, Trapezoid Rule and Simpsons 1/3 Rule, using a = 0 and
b = 1 for different step sizes h, by varying number of step size n (i.e. h = (b-a) / n) :
ME5011S SEM-I
Midpoint
Trapezoid
Simpsons 1/3
1.0207471
0.9595174
1.0003371
1.0052029
0.9896588
1.0000216
1.0013016
0.9974006
1.0000014
16
1.0003256
0.9993493
1.0000001
32
1.0000815
0.9998373
1.0000000
64
1.0000203
0.9999593
1.0000000
128
1.0000051
0.9999897
1.0000000
256
1.0000011
0.9999974
0.9999996
512
1.0000006
0.9999995
1.0000004
1024
1.0000005
0.9999995.
1.0000004
M. Tech. (Mech)
Numerical Methods
Applications
A : Change in Enthalpy :
Clausius Clapeyron Eq. :
T (C)
P (bar)
50
0.1235
60
0.1994
70
0.3119
80
0.4739
90
0.7014
100
1.014
110
1.433
120
1.958
130
2.701
140
3.613
150
4.758
ME5011S SEM-I
NOMENCLATURE :
h : Change in Enthalpy bet. Liq & Gas phase
T : Temp. in Kelvin
vg : Sp. Vol. in Gaseous phase
vf : Sp. Vol. in Liquid phase
GIVEN DATA :
To evaluate enthalpy Change @ 100 C (i.e. 373.15 K)
For vg = 1.63 m3 / kg and vf = 0.00104 m3 / kg.
M. Tech. (Mech)
Numerical Methods
Applications
OBJECTIVE : to evaluate
@ T = 100 C.
Here, x0 = 100 and h = 10.

Using Three-Point Central Difference :
T (C)
P (bar)
90
0.7014
100
1.014
110
1.433
[bar / C]
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Applications
OBJECTIVE : to evaluate
@ T = 100 C.
Here, x0 = 100 and h = 10.

Using Five-Point Central Difference :
T (C)
P (bar)
80
0.4739
90
0.7014
100
1.014
110
1.433
120
1.958
[bar / C]
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Applications
Clausius Clapeyron Eq. :
Substituting with vg = 1.63 m3 / kg and vf = 0.00104 m3 / kg.
Using Three-Point Central Difference :
Using Five-Point Central Difference :
Actual Thermodynamic Value = 2257 [kJ/kg]!!

ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Applications
B : Rocket Travel :
A rocket is launched from the ground. Its acceleration is measured every
5 seconds and is tabulated below. Find the velocity of the rocket after
40 seconds. Use Trapezoidal as well as Simpsons 1/3 rule. Compare the results.
T (sec)
10
15
20
25
30
35
40
(t)
(m/sec2)
40.00
45.25
48.50
51.25
54.35
59.48
60.50
63.30
68.70
OBJECTIVE : to evaluate velocity of the rocket after 40 seconds.

i.e. To integrate the acceleration data!!
OBSERVATIONS : Here, h = 5, and n = 9.
ME5011S SEM-I
M. Tech. (Mech)
Numerical Methods
Applications
B : Rocket Travel :
T (sec)
10
15
20
25
30
35
40
(t)
(m/sec2)
40.00
45.25
48.50
51.25
54.35
59.48
60.50
63.30
68.70
I. Trapezoidal Rule :
[m/sec]
ME5011S SEM-I
.[ANS]
M. Tech. (Mech)
Numerical Methods
Applications
B : Rocket Travel :
T (sec)
10
15
20
25
30
35
40
(t)
(m/sec2)
40.00
45.25
48.50
51.25
54.35
59.48
60.50
63.30
68.70
II. Simpsons 1/3 Rule :
[m/sec]
[m/sec]
ME5011S SEM-I
.[ANS]
.[ANS]
by Simpsons 1/3 Rule..!!

by Trapezoidal Rule..!!
M. Tech. (Mech)
Numerical Methods
Thank You !
ME5011S SEM-I
M. Tech. (Mech)

M.tech Computationl Methods Numeical Methods

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Numerical Methods

Simpsons 1/3rd Rule,

Simpsons 3/8th Rule,

Newton-Raphson Method (???),

Numerical Differentiation & Integration.

To compute Rate of Change of 1 variable w.r.t. the other

To compute Area Enclosed by Curve

Unlike Explicit Differentiation (i.e. based on formulae from Calculus), Numerical

A ball of mass m is suspended below an

Magnetic Force h(y,u)

Applying Newtons Second Law :

Suppose, current is constant.

Setting RHS to zero,

Magnetic Force cancelling

BUT, Equilibrium Point is NOT

If ball drops slightly,

If ball moves slightly above,

Engineer must detect the position y, and

BUT, no simple means to measure

Cross-Sectional Area of the river as a

Taylor Series Expansion @ x = x0.

denotes the kth derivative of f (x) evaluated @ x = x0.

Two Point Forward Difference

from (I) and neglecting 2nd-&-higher order terms,

Two Point Forward Difference!!

Simple Geometric Interpretation :

Two Point Forward Difference

Two Point Backward Difference

from (II) and neglecting 2nd-&-higher order terms,

Two Point Backward Difference!!

Two Point Backward Difference

Useful when the independent variable represents time.

Two Point Center Difference

Two Point Center Difference!!

Simple Geometric Interpretation :

Two Point Center Difference

Superior to Forward Difference & Backward Difference in terns of

Higher Order Difference

By expanding the Taylor Series further,

Higher Order Difference

using (III) 4 X (I) and neglecting higher order terms,

Three Point Forward Difference!!!

using (IV) 4 X (II) and neglecting higher order terms,

Three Point Backward Difference!!!

Higher Order Difference

Extending the similar logic,

Five Point Central Difference!!!

Higher Order Difference

and solving for

Three Point Central Difference for Second Order Derivatives!!!

For n > k, Truncation Error, (O)

Noise Corrupted Data

yk : Observed Transducer Output @ time, k

Noise is typically spread over range of frequencies.

Noise Corrupted Data

e.g. Velo. measurement by differentiation

Amplitude of Derivative of Noise Freq. of Noise..!!

Newton Cotes Integration Formulae!!

k f0 : kth Forward Difference of f (x) evaluated @ x = x0.

Integration of f (x) from x0 to x1 is

approximated by taking the Area of a

h, i.e. Partitioning interval [a,b] into n

steps, where n > 1.

OBSERVATION : Each of the Interior Points are counted TWICE and