Numerical Methods Before you proceed to the learning module, I would

Module 1 – Introduction to Numerical Methods like to know your insights about solving mathematical
____________________________________________ problems. Please answer the following questions.
1. Solving an engineering problem requires four
LEARNING steps. In order of sequence the four steps are
OBJECTIVES: (A) formulate, solve, model, implement
(B) solve, formula, interpret, implement
At the end of the lesson, you, as a future Engineer, are (C) formulate, model, implement, solve
expected to: (D) model, formulate, implement, solve
1. familiarize the different concepts about numerical
methods and how does it work. 2. One of the roots of the equation
2. explain how numerical methods work and identify 3 2
x −3 x +x−3=0
its fundamental purpose. is
(A) -1
3. understand the need for numerical methods, and (B) 1
4. go through the stages (mathematical modelling,
solving and implementation) of solving a (C) √3
particular physical problem. (D) 3

TOPIC 3. The solution to the set of equations

OUTLINE: 25 a+b+ c=25
64 a+ 8 b+c=71
A. Introduction of Numerical Methods 144 a+12 b+ c=155
1. Non-computer methods ( a,b,c )=
2. Numerical Methods and Engineering Practice most nearly is
3. Review of Basic Mathematical Results (A) (1,1,1)
B. Mathematical Modelling and Engineering (1,-1,1)
Problem Solving (1,1,-1)
1. A Simple Mathematical Model does not have a unique solution.
2.Conservation laws and Engineering

OVERVIEW

Numerical methods deal with techniques by which

mathematical problems are formulated so that they can
be solved with arithmetic operations. Mathematical
models are an integral part in solving engineering 4. B= 1.000
problems. Many times, these mathematical models are
derived from engineering and science principles, while
at other times, the models may be obtained from
experimental data. Numerical analysis tackles about
how methods were developed and evaluated, which are
designed to solve some specific scientific and
mathematical problems, together with the underlying
mathematical theory which support these methods.

5. D = 5.9918
ACTIVATING PRIOR
INTRODUCTION TO
KNOWLEDGE:
NUMERICAL METHODS

Module 1 – Introduction to Numerical Methods | Page 1 of 8

This lesson is all about mathematical preliminaries 2. During your practice of your profession or careers,
which include basic concepts about numerical you may have a chance to use commercially
methods. Although there are many kinds of methods available prepackaged computer programs that
used, they have a common characteristic which is that involve numerical method.
they are invariably involve large numbers of tedious 3. Many problems cannot be approached using readily
arithmetic solutions. Unlike “analytical” solutions available programs.
which are often expressed in terms of mathematical 4. Numerical methods are the best way for learning to
functions to give the exact solutions, numerical use computers and it is well known that an effective
analysis provides numerical solutions as its output. way to learn programming is to actually write
Numerical methods are used by you, as an engineer to computer programs.
solve mathematical problems. Also, in numerical 5. Numerical methods provide ways for you to apply
analysis, there are several methods available for a your understanding of mathematics.
specific problem, however, factors of speed, accuracy
and speed of implementation should be considered. In
relation to this, different types of errors are also
discussed in this lesson that may be encountered when
a particular method is applied.

Non-Computer Methods
Before the computer era, there were generally three (3)
different ways in which engineers solve problems:
1. Solutions were derived for some problems by using
analytical, or exact, methods which are most of the
time useful and have provided excellent insight into
the behaviour of some systems. But, these solutions
can be derived for only a limited type of problems
which includes those that can be approximated with
linear models and those that have simple geometry
and low dimensionality.
2. Graphical solutions were utilized to identify the
behaviour of systems and these solutions usually
too the form of plots or nomographs. Although Figure 1. The three phases of engineering problem
graphical techniques can often be used to solve solving in (a) the pre-computer and (b) the computer
complex problems, the results are often not very era. The sizes of the boxes denote the level of emphasis
precise. directed toward each phase.
3. Calculators and slide rules were used to implement
numerical methods manually although several Numerical solutions are often obtained by means of
difficulties were encountered. Manual calculations repeated application of an algorithm or a
are slow and tedious and consistent results are computational procedure which involves the basic
elusive because of simple blunders that arise when arithmetic operations. Mathematical models generally
numerous manual tasks are performed. result in need of using mathematical procedures that
include but are not limited to
Numerical Methods and Engineering Practice
The discovery and availability of digital (A) differentiation,
computers has led to many use and development of (B) nonlinear equations,
numerical methods. Many engineers continued to use (C) simultaneous linear equations,
simple analytical approaches which are applied to their (D) curve fitting by interpolation or regression,
work. There are several additional reasons why you (E) integration, and
need to study numerical methods: (F) differential equations.
1. Numerical methods are extremely powerful tools
used in problem-solving and they are capable of These mathematical procedures may be suitable to be
handling large systems of equations, nonlinearities, solved exactly as you must have experienced in the
and complicated geometries that are common in the series of calculus courses you have taken, but in most
engineering practice which are impossible to solve cases, the procedures need to be solved approximately
analytically. using numerical methods. Let us see an example of
such a need from a real-life physical problem.

Module 1 – Introduction to Numerical Methods | Page 2 of 8

REVIEW OF BASIC MATHEMATICAL Intermediate Value Theorem is applicable, and so we
RESULTS have at least one number c Є (0, 1) for which f(c) = 0.
In this section, you will recall well known theorems
which will be used in discussing the methods presented
in the succeeding topics.
MATHEMATICAL MODELLING AND
Theorem 1.1 (Intermediate Value Theorem) ENGINEERING PROBLEM SOLVING
Let f be a function which is continuous on a closed
interval [a, b]. If f(a) ≠ f(b), then, for each number k To effectively implement any tool, you should have
between f(a) and f(b), there exists a number c € (a, b) the knowledge and understanding. This is true when
such that f(c) = k. you use computers to solve problems like engineering
problems. Computers become useless if you don’t have
Theorem 1.2 (Rolle’s Theorem) the fundamental understanding of how engineering
Let f be continuous on an interval [a,b] and systems work. This understanding is initially gained
differentiable in the open interval (a, b). Moreover, let and achieved by empirical means such as by
f(a) =f(b)=0. Then, there is a number c € (a, b) such observation and experiment; however, even if the
that f’(c)=0. information that was derived empirically is essential, it
is only half of the story. There are certain aspects of
Theorem 1.3 (Mean Value Theorem) the empirical studies of scientists and engineers that
Let f be continuous on an interval [a, b] and occur repeatedly and such general behaviour can then
differentiable in (a, b). Then, there exists a number c € be expressed as fundamental laws that essentially
(a, b) such that embody the cumulative wisdom of past experience.

f ( b ) −f ( a)
f’(c) = A SIMPLE MATHEMATICAL MODEL
b−a
A mathematical model can be defined as a formulation
Theorem 1.4 (Taylor’s Theorem) or equation that expresses the essential features of a
Let f be a function with continuous physical system or process in mathematical terms. It
n+ 1 derivative on an interval I. Let x0 be a fixed point can be represented as a functional relationship of the
in I. For an x € I, we have form:
f(x) = f(x0) + f’(x0)(x-x0) + f’’(x0)(x-x0)2 + … Dependent variable = ƒ(Independent variables, parameters,
2! forcing functions ) (1)
+f (x0)(x-x0) + f (Ꜫ)(x-x0)n+1
(n) n (n+1)
where the dependent variable is a characteristic that
n! (n+1)! usually reflects the behaviour or state of the system;
the independent variables are usually dimensions, such
where Ꜫ is a number between x and x0. as time and space, along which the system’s behavior
is being determined; the parameters are reflective of
Theorem 1.5 (Fundamental Theorem of Algebra) the system’s properties or composition; and the forcing
Let functions are external influences acting upon the
system.
P(x) = anxn + an-1xn-1 + … + a1x + a0
The actual mathematical expression of Eq. (1)
be an nth degree polynomial with complex can range from a simple algebraic relationship to large
coefficients. Then there exist complex numbers r1, r2, complicated sets of differential equations. For
…, rn, are called the roots of the equation P(x) = 0 such example, on the basis of this observations, Newton
that formulated his second law of motion, which states that
the time rate of change of momentum of a body is
P(x) = a0(x-r1)(x-r2)…(x-rn). equal to the resultant force acting on it. The
mathematical expression, or model, of the second law
Example 1. Show that the equation 4-x = x has at least is the well-known equation
one root in the interval [0, 1].
F = ma (2)
Solution. Consider the function f(x) = 4-x –x, which is
continuous in the given interval. Moreover, since
f(0)=40-0 = 1 > 0 and f(1) = 4-1-1 = ¾ <0, the

Module 1 – Introduction to Numerical Methods | Page 3 of 8

where F = net force acting on the body (N, or kg m/s 2), velocity of a free-falling body near the earth’s surface.
m= mass of the object (kg), and a = its acceleration Our falling body will be a parachutist (Fig. 3).
(m/s2).
The second law can be written in the format of
Eq. 1 by dividing both sides by m to give
F
a= (3)
m
where a = the dependent variable reflecting the
system’s behaviour, F = the forcing function, and m =
a parameter representing a property of the system.
Note that for this simple case, there is no independent
variable because you are not yet predicting how
acceleration varies in time or space.
Figure 3. Diagram of the forces acting on a falling
Equation 3 has several characteristics that are typical parachutist. FD is the downward force due to gravity.
of mathematical models of the physical world and FU is the upward force due to air resistance.
these are as follows:
1. It describes a natural process or system in A model for this case can be derived by expressing the
mathematical terms. acceleration as the time rate of change of the velocity
2. It represents an idealization and simplification of (dv/dt) and substituting it into Eq. (3) to yield
reality, which is, the model ignores negligible
details of the natural process and focuses on its dv F
= (4)
essential manifestations. dt m
3. Finally, it yields reproducible results and,
consequently, can be used for predictive purposes. where v is velocity (m/s) and t is time (s). Thus, the
mass multiplied by the rate of change of the velocity is
equal to the net force acting on the body. If the net
force is positive, the object will accelerate. If it is
negative, the object will decelerate. If the net force is
zero, the object’s velocity will remain at a constant
level.
Next, we will express the net force in terms of
measurable variables and parameters. For a body
falling within the vicinity of the earth (Fig. 3), the net
force is composed of two opposing forces: the
downward pull of gravity FD and the upward force of
air resistance FU :

F = F D + FU (5)

If the downward force is assigned a positive sign, the

second law can be used to formulate the force due to
gravity, as

Figure 2. The engineering problem solving process FD = mg (6)

Because of its simple algebraic form, the solution of where g = the gravitational constant, or the
Eq. (2) can be obtained easily. However, other acceleration due to gravity, which is approximately
mathematical models of physical phenomena may be equal to 9.8 m/s2.
much more complex, and either cannot be solved Air resistance can be formulated in a variety of
exactly or require more sophisticated mathematical ways. A simple approach is to assume that it is linearly
techniques than simple algebra for their solution. To proportional to velocity and acts in an upward
illustrate a more complex model of this kind, Newton’s direction, as in
second law can be used to determine the terminal FU = −cv (7)

Module 1 – Introduction to Numerical Methods | Page 4 of 8

 which can be used to compute
where c = a proportionality constant called the drag
coefficient (kg/s). Thus, the greater the fall velocity, t, s v, m/s
the greater the upward force due to air resistance. The
parameter c accounts for properties of the falling 0 0.00
object, such as shape or surface roughness, that affect 2 16.40
air resistance. For the present case, c might be a 4 27.77
function of the type of jumpsuit or the orientation used 6 35.64
by the parachutist during free-fall. 8 41.10
The net force is the difference between the 10 44.87
downward and upward force. Therefore, 12 47.49
Eqs. (4) through (7) can be combined to yield ∞ 53.39

dv = mg - cv (8) Show your solution for this table on a short bond

dt m paper and send the picture on the link I will
or simplifying the right side, provide

dv = g - c v (9)
dt m
Equation (9) is a model that relates the acceleration of
a falling object to the forces acting on it. It is a
differential equation because it is written in terms of
the differential rate of change (dv/dt) of the variable
that we are interested in predicting. However, in
contrast to the solution of Newton’s second law in Eq.
(1.3), the exact solution of Eq. (1.9) for the velocity of
the falling parachutist cannot be obtained using simple
algebraic manipulation. Rather, more advanced
techniques such as those of calculus, must be applied
to obtain an exact or analytical solution. For example,
if the parachutist is initially at rest (v = 0 at t = 0),
calculus can be used to solve Eq. (1.9) for
Figure 4. The analytical solution to the falling
v(t) = gm ( 1- e-(c/m)t) (10) parachutist problem as computed in Example 1.
Velocity increases with time and asymptotically
Note
c
that Eq. (10) is cast in the general form of Eq. approaches a terminal velocity.
(1), where v(t) = the dependent variable,
t = the independent variable, c and m = parameters,
and g = the forcing function.

Example 1: Analytical Solution to the Falling

Parachutist Problem

Problem Statement. A parachutist of mass 68.1 kg

jumps out of a stationary hot air balloon. Use Eq. (10)
to compute velocity prior to opening the chute. The
drag coefficient is equal to 12.5 kg/s.

Solution. Inserting the parameters into Eq. (10) yields

v(t) = 9.8(68.1) ( 1 − e−(12.5/68.1)t )
12.5

-0.18355t
= 53.39( 1 – e )

Module 1 – Introduction to Numerical Methods | Page 5 of 8

Figure 5. The use of a finite difference to approximate transformed into an equation that can be used to
the first derivative of v with respect to t. determine the velocity algebraically at ti+1 using the
slope and previous values of v and t. If you are given
an initial value for velocity at some time t i , you can
According to the model, the parachutist accelerates easily compute velocity at a later time t i+1. This new
rapidly (Fig. 4). A velocity of 44.87 m/s (100.4 mi/h) value of velocity at ti+1 can in turn be employed to
is attained after 10s. Note also that after a sufficiently extend the computation to velocity at ti+2 and so on.
long time, a constant velocity, called the terminal Thus, at any time along the way,
velocity, of 53.39 m/s (119.4 mi/h) is reached. This
velocity is constant because, eventually, the force of New value = old value + slope × step size
gravity will be in balance with the air resistance. Thus,
the net force is zero and acceleration has ceased. Note that this approach is formally called Euler’s
method
Equation (1.10) is called an analytical, or exact,
solution because it exactly satisfies the original
differential equation. Unfortunately, there are many CONSERVATION LAWS AND
mathematical models that cannot be solved exactly. In ENGINEERING
many of these cases, the only alternative is to develop
a numerical solution that approximates the exact
solution. Aside from Newton’s second law, there are other
major organizing principles in engineering. Among the
As mentioned previously, numerical methods are those most important of these are the conservation laws.
in which the mathematical problem is reformulated so Although they form the basis for a variety of
it can be solved by arithmetic operations. This can be complicated and powerful mathematical models, the
illustrated for Newton’s second law by realizing that great conservation laws of science and engineering are
the time rate of change of velocity can be conceptually easy to understand. They all boil down to
approximated by (Fig. 5):
Change = increases − decreases (13)

(11) This is precisely the format that we employed when

Where Δv and Δt = differences in velocity and time, using Newton’s law to develop a force balance for the
respectively, computed over finite intervals, v(t i) = falling parachutist [Eq. (8)].
velocity at an initial time ti, and v(ti+1) = velocity at
some later time ti+1. Note that dv/dt ≅ Δv/Δt is Although simple, Eq. (13) embodies one of the most
approximate because Δt is finite. Remember from fundamental ways in which conservation laws are used
calculus that in engineering—that is, to predict changes with respect
to time. We give Eq. (13) the special name time-
variable (or transient) computation.

Equation (11) represents the reverse process. Equation Aside from predicting changes, another way in which
(11) is called a finite divided difference approximation conservation laws are applied is for cases where
of the derivative at time ti . It can be substituted into change is nonexistent. If change is zero, Eq. (13)
Eq. (9) to give becomes

Change = 0 = increases − decreases

Or
This equation can then be rearranged to yield Increases = decreases (14)

Thus, if no change occurs, the increases and decreases

must be in balance. This case, which is also given a
(12) special name—the steady-state computation—has
many applications in engineering. For example, for
Notice that the term in brackets is the right-hand side steady-state incompressible fluid flow in pipes, the
of the differential equation itself [Eq. (9)]. That is, it flow into a junction must be balanced by flow going
provides a means to compute the rate of change or out, as in
slope of v. Thus, the differential equation has been Flow in = flow out

Module 1 – Introduction to Numerical Methods | Page 6 of 8

 force balances are utilized to analyze structures such as
the simple truss in Table 1.1. The same principles are
employed for the mechanical engineering applications
to analyze the transient up-and down motion or
vibrations of an automobile.
Table 1. Devices and types of balances that are commonly
used in the four major areas of engineering. For earch case,
the conservation law upon which the balance is based is
specified.

Figure 6. A flow balance for steady incompressible

fluid flow at the junction of pipes.

For the junction in Fig. 6, the balance can be used to

compute that the flow out of the
fourth pipe must be 60.

For the falling parachutist, steady-state conditions

would correspond to the case where the net force was
zero, or [Eq. (8) with dv/dt = 0]

mg = cv (15)

Thus, at steady state, the downward and upward forces

are in balance, and Eq. (15) can be solved for the
terminal velocity
Finally, the electrical engineering applications employ
v = mg
both current and energy balances to model electric
c
circuits. The current balance, which results from the
conservation of charge, is similar in spirit to the flow
Although Eqs. (13) and (14) might appear trivially
balance depicted in Fig. 1.6. Just as flow must balance
simple, they embody the two fundamental ways that
at the junction of pipes, electric current must balance at
conservation laws are employed in engineering. As
the junction of electric wires. The energy balance
such, they will form an important part of our efforts in
specifies that the changes of voltage around any loop
subsequent chapters to illustrate the connection
of the circuit must add up to zero. The engineering
between numerical methods and engineering. Our
applications are designed to illustrate how numerical
primary vehicles for making this connection are the
methods are actually employed in the engineering
engineering applications that appear at the end of each
problem-solving process.
part of this book.
Table 1 summarizes some of the simple
engineering models and associated conservation laws ACTIVITY A.
that will form the basis for many of these engineering
applications. Most of the chemical engineering
applications will focus on mass balances for reactors. 1. Numerical Solution to the Falling
The mass balance is derived from the conservation of Parachutist Problem
mass. It specifies that the change of mass of a chemical Problem Statement. Perform the same
in the reactor depends on the amount of mass flowing computation as in Example 1 but use Eq. (12)
in minus the mass flowing out. to compute the velocity. Employ a step size of
Both the civil and mechanical engineering 2 s for the calculation
applications will focus on models developed from the
conservation of momentum. For civil engineering,

Module 1 – Introduction to Numerical Methods | Page 7 of 8

 2. Show that the equation x2 + 2x – 3 = 0 cannot
have more than one real root. LORENA R. ANGLULO
PROGRAM HEAD, Computer Engineering

SUMMARY

Numerical methods are extremely powerful problem-

solving tools. They are capable of handling large
systems of equations, nonlinearities, and complicated
geometries that are not uncommon in engineering
practice and that are often impossible to solve
analytically. As such, they greatly enhance your
problem-solving skills.

Numerical methods provide a vehicle for you to

reinforce your understanding of mathematics. Because
one function of numerical methods is to reduce higher
mathematics to basic arithmetic operations. Enhanced
understanding and insight can result from this
alternative perspective.

REFERENCES

 Chapra, S. C. and Canale, R. P.. Numerical

Methods for Engineers. 6th Edition by McGrawHill
Higher Education. (2010)
 Richard W. Hamming, Numerical Methods for
Scientists and Engineers. 2nd Edition
 Singiresu S. Rao, Applied Numerical Methods for
Scientists and Engineers. 1st Edition

Internet Source/s:
 https://epiportal.com/Ebooks/Numerical
%20Methods%20for%20Engineers%20and
%20Scientists.pdf
 https://nm.mathforcollege.com/
 https://nm.mathforcollege.com/topics-of-
numerical-methods/

Prepared by:

MICHAEL L. DE VERA
Faculty, College of Engineering and Architecture.

Module 1 – Introduction to Numerical Methods | Page 8 of 8