Dr.

Ahsanullah Baloch

Professor

Department of Basic Science and Related Studies,

Mehran University of Engineering and Technology,
Jamshoro
Numerical Analysis 1
Dr. A. Baloch
 1. Introduction;
2. Error Analysis;
3. Approximate Solutions of Nonlinear
Equations in one Variable;
4. Solution of Systems of Linear Algebraic
Equations;
5. Eigen Values and Eigen Vectors;

Dr. A. Baloch Numerical Analysis 2

 Interpolation:
1.Equally Spaced Interpolation;
2.Un-Equally Spaced Interpolation;
3.Central Difference
4.Lagrange’s Interpolations;
5.Iterative Interpolation Method;
6.Inverse Interpolation.

Dr. A. Baloch Numerical Analysis 3

1. Numerical Differentiation;
2. Numerical Integration (Quadrature);
3. Difference equation;
4. Finite Difference method;
5. Numerical Solutions of Ordinary
Differential Equations;

Numerical Analysis 4
Dr. A. Baloch
 Numerical Solutions of Partial Differential
Equations:
1.Elliptic;
2.Parabolic;
3.Hyperbolic Equations;
(Explicit, Implicit and Crank-Nicolson Finite
Difference Methods) and ADI method.

Numerical Analysis 5
Dr. A. Baloch
 No. of
lecture/
S. No. Topic
hours
required
1 Introduction, Error analysis 02
Solution of non-linear equation: Bisection and regula-falsi
2 methods
02
Newton-Raphson, Modified N-Raphson and fixed point
3 iteration methods
02
Sol. of linear algebraic equations: LU-decomposition and
4 Choleski methods
03

5 Jacobi’s and Gauss-Seidel methods 03

6 Eigen values and Eigen vectors: Analytical and Power method 02
7 Introduction to interpolations and extrapolation 01
8 Difference operators and their relations 02

Numerical Analysis 6
Dr. A. Baloch
 No. of
S. lecture/
Topic
No. hours
required
9 Newton forward and backward interpolation formulae 02
10 Central and divided difference interpolation 02

11 Lagrange’s and ’s Interpolation 02

12 Numerical differentiation 02

13 Numerical integration: Trapezoidal, Simpson and Weddle rules 03

Numerical solution of ordinary differential equations:
14 Picard’s and Taylor series methods 02

15 Euler’s and modified Euler’s methods 02

16 Runge-Kutta method 02

Numerical Analysis 7
Dr. A. Baloch
 No. of
S. lecture/
Topic
No. hours
required
17 Miline's and Adam-Moltan methods 02
Solution of Higher Order Differential Equations: Runge-Kutta
20 02
methods
Numerical solution of partial differential equations using
19 explicit, implicit and Crank-Nicolson methods: elliptic () 03
equation
20 elliptic (Poisson) equation 03
21 Parabolic (heat) equation 03
22 Hyperbolic (wave) equation 03
23 ADI Method 02

Numerical Analysis 8
Dr. A. Baloch
Aims and Objectives:
After completing this course you should be able
to:
1.understand the importance of numerical
analysis;
2.learn the development of Mathematical Models
mechanical problems;
3.apply various methods in different subjects of
Mechanical Engineering;
Numerical Analysis 9
Dr. A. Baloch
In real world how solution of any physical
problems can be obtained?
Two ways to find the solution of physical
problems in real world:
1.Experimental:
•Laboratory experiments;
•Field observations / Study;
Numerical Analysis 10
Dr. A. Baloch
Experimental studies (both Laboratory and
Field observations) are very expensive, time
consuming and specific (parameter dependent);

2.The alternate way is mathematical solution.

Mathematical solution can be obtained in two
ways, i.e., Analytical methods and numerical
analysis.

Numerical Analysis 11
Dr. A. Baloch
• Mathematical:
• Analytical technique have exact solution;
• Available for only simple problems;
• May not be available for complex problems;
Very cheap and cost effective.
Only simple mathematical problem can be
solved.

Numerical Analysis 12
Dr. A. Baloch
In real world many physical problems are
complex for which analytical solution may not
be available or may be so complex that they
are quite unsuitable for practical purposes. In
this situation, the only alternate way is to
approximate the problem. The approximate
solution can be obtained through automatic
computation to a repetition process of series of
steps. Such process is known as numerical
methods and the analysis of such methods is
called numerical analysis.
Dr. A. Baloch Numerical Analysis 13
The subject of numerical analysis is concerned
with the derivation, construction of algorithm,
implementation and analysis of method for
finding optimal approximate / numerical
solution to complex mathematical problem up
to desire (given) degree of numerical accuracy.

Numerical Analysis 14
Dr. A. Baloch
What is numerical analysis?
• Branch of science which deal with numbers
and algebraic operations, and repeated steps;
• Art to design algorithm;
• Involves engineering and physics.

Dr. A. Baloch Numerical Analysis 15

Why numerical analysis?
• When exact/analytical solution or close form
is not available;
• Complex problems can be solved with simple
arithmetic operations;

• Converting a physical phenomenon into

mathematical model;

Dr. A. Baloch Numerical Analysis 16

• Numerical analysis involves mathematics in
developing techniques for the approximate
solution of the mathematical equations
describing the model and involves basic
arithmetic operations.
• Finally numerical analysis involves computer
science for the implementation of these
techniques in a optimal fashion for the
particular computer.
Dr. A. Baloch Numerical Analysis 17
Main aim / objective of numerical methods is to
provide practical procedure for calculating the
approximate solution of problems in applied
mathematics to a specified degree of accuracy.

It is study of relations that exist between the

values assumed by the function when ever the
independent variable changes by finite jumps
whether equal or unequal.

Dr. A. Baloch Numerical Analysis 18

 There are many numerical methods
perhaps hundreds, few of them are:

•Finite Difference Method;

•Finite Volume method;
•Finite Element method;
•Boundary Element method;
•Spectral Element method and etc.
Dr. A. Baloch Numerical Analysis 19
Here we are concerned with only Finite
Difference Method (FDM).

The calculus of finite differences, in its broad

meaning, deals with the changes that take place
in the value of the function, the dependent
variable, due to change in the independent
variable.

Dr. A. Baloch Numerical Analysis 20

In infinitesimal calculus we study the variations
in the function when the independent variable
changes continuously in a given interval.
In numerical analysis finite difference method
estimates approximate solution, within a given
interval, of the mathematical problem that is
very close to the exact analytical solution,
apparently, an error is introduced into the
computation.

Dr. A. Baloch Numerical Analysis 21

 It is necessary to understand an error
that arise in numerical prediction against
exact solution, obviously, that does not
designates human error / mistake, rather
a discrepancy between the exact and
computed (approximated / estimated)
values.

Dr. A. Baloch Numerical Analysis 22