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    Numerical Analysis: X F Initial DX X G X F

    Uploaded by

    Shahrul Nizam
    1. The document discusses several numerical analysis methods including differentiation, integration, solving non-linear equations, definite integration, solving differential equations, and interpolation polynomials. 2. Methods for integration include the trapezoidal method, Simpson's method, and evaluating the error terms for different numerical integration techniques. 3. Non-linear equations can be solved using bisection, Newton's method, and secant methods. Differential equations are solved using Euler's method and Runge-Kutta methods. 4. Interpolation polynomials are constructed using discrete data points and by minimizing error over continuous functions.

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    Numerical Analysis: X F Initial DX X G X F

    Uploaded by

    Shahrul Nizam
    276 views4 pages
    1. The document discusses several numerical analysis methods including differentiation, integration, solving non-linear equations, definite integration, solving differential equations, and interpolation polynomials. 2. Methods for integration include the trapezoidal method, Simpson's method, and evaluating the error terms for different numerical integration techniques. 3. Non-linear equations can be solved using bisection, Newton's method, and secant methods. Differential equations are solved using Euler's method and Runge-Kutta methods. 4. Interpolation polynomials are constructed using discrete data points and by minimizing error over continuous functions.

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    Numerical Analysis

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    1. The document discusses several numerical analysis methods including differentiation, integration, solving non-linear equations, definite integration, solving differential equations, and interpolation polynomials. 2. Methods for integration include the trapezoidal method, Simpson's method, and evaluating the error terms for different numerical integration techniques. 3. Non-linear equations can be solved using bisection, Newton's method, and secant methods. Differential equations are solved using Euler's method and Runge-Kutta methods. 4. Interpolation polynomials are constructed using discrete data points and by minimizing error over continuous functions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    276 views4 pages

    Numerical Analysis: X F Initial DX X G X F

    Uploaded by

    Shahrul Nizam
    1. The document discusses several numerical analysis methods including differentiation, integration, solving non-linear equations, definite integration, solving differential equations, and interpolation polynomials. 2. Methods for integration include the trapezoidal method, Simpson's method, and evaluating the error terms for different numerical integration techniques. 3. Non-linear equations can be solved using bisection, Newton's method, and secant methods. Differential equations are solved using Euler's method and Runge-Kutta methods. 4. Interpolation polynomials are constructed using discrete data points and by minimizing error over continuous functions.

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    Download as PDF, TXT or read online from Scribd
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    of 4

    NUMERICAL ANALYSIS

    1. Differentiation
    f ( x ) = g ′( x )
    g (x ) − g (x − h )
    =
    h

    2. Integration
    f ( x ) = ∫ g ( x )dx , initial f ( x )

    f (x + h ) = f (x ) +
    h
    [g (x ) + g (x + h )]
    2

    3. Solving non-linear equation , f ( x ) = 0


    3.1. Bisection Method
    if f (a ) f (b ) < 0 , x ∈ [a, b]
    a+b
    c=
    2
    if f (a ) f (c ) < 0 , x ∈ [a, c ] or
    if f (c ) f (b ) < 0 , x ∈ [c, b]

    3.2. Newton’s Method , 1 initial ( x n )


    f (xn )
    x n +1 = x n −
    f ′( x n )

    3.3. Secant Method , 2 initial (x n −1 , x n )


    f ( x n )( x n − x n −1 )
    x n +1 = x n −
    f ( x n ) − f ( x n −1 )

    4. Definite integration
    b
    A = ∫ f (x )dx
    a

    b−a
    h=
    n
    4.1. Trapezoidal Method
    h⎡ n −1
    ⎤
    A = ⎢ f (a ) + 2∑ f (a + ih ) + f (b )⎥
    2⎣ i =1 ⎦
    n = 1,2,3...

    e≤
    (b − a )h 2 f ′′
    − 12
    b

    ∫ f ′′(x )dx
    b
    f ′( x )
    a
    f ′′ = a
    =
    b−a b−a

    1
    4.2. Simpson’s Method
    3
    ⎡ ⎤
    n −1 n−2
    h⎢ ⎥
    A = ⎢ f (a ) + 4 ∑ f (a + ih ) + 2 ∑ f (a + ih ) + f (b )⎥
    3 i =1 i=2
    ⎢ ⎥
    ⎣ i = odd i = even ⎦
    n = 2,4,6...

    e≤
    (b − a )h 4 f (4 )
    − 180
    b

    ∫ f (x )dx
    b
    f (3 ) ( x )
    ( )
    4

    a
    f (4 ) = a
    =
    b−a b−a

    3
    4.3. Simpson’s Method
    8
    ⎡ ⎤
    n−2 n −3
    h⎢ n −1
    ⎥
    A = ⎢ f (a ) + 3 ∑ f (a + ih ) + 3 ∑ f (a + ih ) + 2 ∑ f (a + ih ) + f (b )⎥
    3 i =1 i =2 i =3
    ⎢ ⎥
    ⎣ i =1, 4 , 7.. i = 2 , 5,8... i =3, 6 , 9... ⎦
    n = 3,6,9...

    e≤
    (b − a )h 4 f (4 )
    − 80
    b

    ∫ f (x )dx
    b
    f (3 ) ( x )
    ( )
    4

    a
    f (4 ) = a
    =
    b−a b−a
    5. Solving differential equation
    y ′( x ) = f ( x, y ) , initial y( x0 ) = y 0
    5.1. Euler’s Method
    y ( xi + h ) = y ( xi ) + hf ( xi , y i )

    5.2. Runge-Kutta Method


    y ( xi + h ) = y ( xi ) + (k1 + 2k 2 + 2k 3 + k 4 )
    1
    6
    k1 = hf ( xi , y i )
    ⎛ h k ⎞
    k 2 = hf ⎜ xi + , y i + 1 ⎟
    ⎝ 2 2⎠
    ⎛ h k ⎞
    k 3 = hf ⎜ xi + , y i + 2 ⎟
    ⎝ 2 2⎠
    k 4 = hf ( xi + h, y i + k 3 )

    6. Interpolation polynomial
    6.1. Discrete data , (xi , y i )
    ∑ (P ( x ) − y )
    2
    Minimized i i

    For polynomial degree 2, P( x ) = a 0 + a1 x


    ⎡ n
    ⎢
    ∑x i ⎤ ⎡a0 ⎤ ⎡ ∑ yi ⎤
    ⎥⎢ ⎥ = ⎢ ⎥
    ⎢⎣ ∑ x i ∑x ⎥⎦ ⎣ a 1 ⎦ ⎣ ∑ x i y i ⎦
    2
    i

    For polynomial degree 3, P ( x ) = a 0 + a1 x + a 2 x 2


    ⎡ n ∑x ∑x ⎤ ⎡a ⎤ ⎡
    ⎥⎢ 0 ⎥ ⎢ ∑ i ⎥
    2
    y ⎤
    ⎢ i i

    ⎢ ∑ xi ∑x ∑x i ⎥ ⎢ a1 ⎥ = ⎢ ∑ x i y i ⎥
    2 3
    i
    ⎢ 4 ⎥
    ⎢ a ⎥ ⎢⎣ ∑ x i 2 y i ⎥⎦
    ⎢⎣ ∑ x i ∑x ∑x
    2 3
    i ⎥⎣ 2 ⎦
    i
    ⎦
    6.2. Continues function, f ( x )
    1

    ∫ (P(x ) − f (x ))
    2
    Minimized dx
    −1

    P( x ) = a 0 P0 ( x ) + a1 P1 ( x ) + a1 P1 ( x ) + ... , x ∈ [− 1,1]
    P0 ( x ) = 1
    P1 ( x ) = x

    P2 ( x ) =
    1
    2
    (3x 2 − 1)
    P3 ( x ) = (5 x 3 − 3x )
    1
    2
    P4 ( x ) = (35 x 4 − 30 x 2 + 3)
    1
    8
    P5 ( x ) = (63x 5 − 70 x 3 + 15 x )
    1
    8
    2k + 1
    1
    f ( x )Pk ( x )dx
    2 −∫1
    ak =

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