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Numerical Methods

Math

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Dave Ungson
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100% found this document useful (1 vote)
148 views

Numerical Methods

Math

Uploaded by

Dave Ungson
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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What Are Numerical Methods?

Numerical Methods for Engineers Techniques by which mathematical problems are formulated
so that they can be solved with arithmetic operations {+,-
,*,/} that can then be performed by a computer.

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Roots of equations: concerns with finding the value of a variable that satisfies
a single nonlinear equation – especial valuable in engineering design where it is
Mathematical Modeling and often impossible to explicitly solve design equations of parameters.

Engineering Problem solving

Systems of linear equations: a set of values is sought that


simultaneously satisfies a set of linear algebraic equations. They arise in all
disciplines of engineering, e.g., structure, electric circuits, fluid networks; also
in curve fitting and differential equations.
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Optimization: determine a value or values of an independent variable that


correspond to a “best” or optimal value of a function. It occurs routinely in
engineering contexts.
Integration: determination of the area or volume under a curve or a surface. It
has many applications in engineering practice, such as …

Curve fitting: to fit curves to data points. Two types: regression and
interpolation. Experimental results are often of the first type.

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1
The Engineering
Problem Solving
Process

Computers are great tools,


however, without fundamental understanding of
engineering problems, they will be useless.

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Root
We are given f(x), a function of x, and we
want to find α such that
Roots of Equations f(α) = 0

Bracketing Methods α is called the root of the equation f(x) = 0, or


the zero of the function f(x)

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Finding Roots Graphically The following root finding methods will be


introduced:
• Not accurate
A. Bracketing Methods
A.1. Bisection Method
• However, graphical view A.2. Regula Falsi (False-position Method)
can provide useful info
about a function.
B. Open Methods
– Multiple roots? B.1. Newton Raphson's Method
– Continuous? B.2. Secant Method
– etc.
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Usually
Bracketing Methods • f(a)f(b) > 0 implies zero or even
number of roots
Theorem: If a function f(x) is
– [figure (a) and (c)]
continuous in the interval
[a, b] and f(a)f(b) < 0, then
the equation f(x) = 0 has at • f(a)f(b) < 0 implies odd number
least one real root in the of roots
interval (a, b).
– [figure (b) and (d)]

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Exceptional Cases Algorithm for bracketing methods


• Multiple roots Step 1: Choose two points xl and xu such that f(xl)f(xu) < 0
– Roots that overlap at one
point. Step 2: Estimate the root xr (note: xl < xr < xu)
– e.g.: f(x) = (x-1)(x-1)(x-2) has
a multiple root at x=1. Step 3: Determine which subinterval the root lies:
if f(xl)f(xr) < 0 // the root lies in the lower subinterval
set xu to xr and goto step 2
• Functions that discontinue
within the interval if f(xl)f(xr) > 0 // the root lies in the upper subinterval
set xl to xr and goto step 2

if f(xl)f(xr) = 0
xr is the root
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The Bisection Method is a numerical method for estimating


How to select xr in step 2? the roots of a polynomial f(x). It is one of the simplest and most
reliable but it is not the fastest method. Assume that f(x) is
continuous.
1. Bisection Method
Guess without considering the characteristics of
f(x) in (xl, xu)

2. False Position Method (Regula Falsi)


Use "average slope" to predict the location of
the root

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EXAMPLE: Consider f(x) = x3 + 3x – 5,
where [a = 1, b = 2] and DOA = 0.001

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The Regula–Falsi Method is a numerical method for estimating EXAMPLE: Consider f(x) = x3 + 3x – 5, where [ a = 1, b = 2 ]
the roots of a polynomial f(x). A value x replaces the midpoint in and DOA = 0.001.
the Bisection Method and serves as the new approximation of a root
of f(x). The objective is to make convergence faster. Assume
that f(x) is continuous.

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