Advanced Mathematics

(MTH-101 MS)
Branch- Material Science and
Technology

Dr. Pushpendra Kumar

Dept. of Mathematics, MANIT

1
 Syllabus
 Function of Complex Variables: Calculus of Complex Function and its
Applications for the Evaluation of Real Definite Integral.
 Partial Differential Equations: Boundary Value Problems of Partial
Differential Equation solution by separation of variables. Diffusion
equation. Heat flow in a bar Wave Equation: Vibration of strings,
vibration of circular membranes.
 Numerical Methods: Solution of algebraic and transcendental equations,
Solution of linear Simultaneous Equations, Finite Differences,
Interpolation, Numerical solution of Ordinary simultaneous Differential
Equations.
 Optimization Techniques: Linear Programming Problem,
Transportation & Assignment Problem. Dynamic Programming.

Dr. Pushpendra Kumar 2

 Reference Books
1. Gerald, C. F. and Wheatly, P. O., Applied Numerical
Analysis, 6th Edition, Wesley. 2002
2. Jain, M. K., Iyengar, S. R. K. and Jain, R. K., Numerical
Methods for Scientific and Engineering Computation, New
Age Pvt. Pub, New Delhi. 2000
3. Krishnamurthy, E. V. & Sen, S. K., Applied Numerical
Analysis, East West Publication. 1998
4. Sastry S. S., Introductory Methods of Numerical Analysis,
5th Edition, Prentice Hall India Learning Private Limited,
2012.
5. Sharma S.D., Operations Research, 2020th edition, Kedar
Nath.

Dr. Pushpendra Kumar 3

 Outcomes of Course
1. Student would have an ability to apply knowledge,
techniques, skills and modern tools of mathematics to
solve well-defined engineering problems appropriate to
the discipline.
2. Student would be able to facilitate with numerical
algorithms, analytical techniques and software tools for
working with large-scale linear systems.
3. Students would be able to cast engineering
minima/maxima problems into optimization framework
and Learn efficient computational procedures to solve
optimization problems.
Dr. Pushpendra Kumar 4
Outcomes of Course
4. Work numerically on the partial differential
equations using different methods through the
theory of finite differences.

Dr. Pushpendra Kumar 5

Gadget Require
• Scientific Calculator : Casio fx-991ES

Dr. Pushpendra Kumar 6

Introduction:-
Numerical Methods:
Algorithms that are used to obtain numerical
solutions of a mathematical problem.
Why do we need Numerical Methods?
1. No analytical solution exists,
2. An analytical solution is difficult to obtain
or not practical.

Dr. Pushpendra Kumar 7

 Why use Numerical Methods?
• To solve problems that cannot be solved exactly

2
x u
1 

2 

e 2
du

Dr. Pushpendra Kumar 8

 Solution of Nonlinear Equations
• Some simple equations can be solved analytically:
x2  4x  3  0
4 4 2  4(1)(3)
Analy ticsolution roots 
2(1)
x  1 and x  3

• Many other equations have no analytical solution:

x  2 x  5  0
9 2 
x  No analy tic solution
xe 


Dr. Pushpendra Kumar 9

 Why use Numerical Methods?
• To solve problems that are intractable!

Dr. Pushpendra Kumar 10

Bascule Bridge THG

Dr. Pushpendra Kumar 11

Example of Solving an Engineering
Problem

Dr. Pushpendra Kumar 12

Bascule Bridge THG

Hub

Trunnion

Girder

Dr. Pushpendra Kumar 13

 Numerical Analysis:
Numerical analysis is a branch of Mathematics that
deals with devising efficient methods for obtaining
numerical solutions to difficult Mathematical problems.
Most of the Mathematical problems that arise in science
and engineering are very hard and sometime
impossible to solve exactly. Thus, an approximation to a
difficult Mathematical problem is very important to
make it more easy to solve.

Dr. Pushpendra Kumar 14

 Numerical Analysis:
 As a result many scientific softwares are developed (for
instance, Matlab, Mathematica, Maple etc.) to handle
more difficult problems in an efficient and easy way.
These softwares contain functions that uses standard
numerical methods, where a user can pass the required
parameters and get the results just by a single command
without knowing the details of the numerical method.

Dr. Pushpendra Kumar 15

Why we need to understand numerical
methods when such softwares are at
our hands?
 Learning different numerical methods and their
analysis will make a person more familiar with the
technique of developing new numerical methods. This is
important when the available methods are not enough
or not efficient for a specific problem to be solved.
 In many circumstances, one has more methods for a
given problem. Hence, choosing an appropriate method
is important for producing an accurate result in lesser
time.
Dr. Pushpendra Kumar 16
Why we need to understand numerical
methods when such softwares are at
our hands?
 With a sound background, one can use methods
properly (especially when a method has its own
limitations and/or disadvantages in some specific cases)
and, most importantly, one can understand what is
going wrong when results are not as expected.

Dr. Pushpendra Kumar 17

Taxonomy of Numerical Analysis
Numerical analysis includes the following three parts.
 The first part of the subject is about the
development of a method to a problem.
 The second part deals with the analysis of the
method, which includes the error analysis and the
efficiency analysis.
 Error analysis gives us the understanding of
how accurate the result will be if we use the
method and the efficiency analysis tells us how
fast we can compute the result.
Dr. Pushpendra Kumar 18
Taxonomy of Numerical Analysis
 Error analysis gives us the understanding of how accurate
the result will be if we use the method and the efficiency
analysis tells us how fast we can compute the result.

Error = True Value- Approximate Value

 Digits of π, exact π

 Approximated first 18 decimal places: 3.141592653589793238

 Approximated first 100 decimal places: 3.1415926535

8979323846 2643383279 5028841971 6939937510 5820974944
5923078164 0628620899 8628034825 3421170679

Dr. Pushpendra Kumar 19

Taxonomy of Numerical Analysis
 Taylor series expansion for a function of one
variable at x=a

Taylor series expansion for a function of one

variable up to second order
δ
Error term
Dr. Pushpendra Kumar 20
How do we solve an engineering problem?

Problem Description

Mathematical Model

Solution of Mathematical Model

Using the Given Solution

Dr. Pushpendra Kumar 21
What do we need in Numerical
Methods?
Basic Needs in the Numerical Methods:
– Practical:
Can be computed in a reasonable amount of time.
– Accurate:
• Good approximate to the true value,
• Information about the approximation error
(Bounds, error order,… ).

Dr. Pushpendra Kumar 22

Error Analysis:
• A real number x can have infinitely many digits. But a
digital calculating device can hold only a finite number of
digits and therefore, after a finite number of digits
(depending on the capacity of the calculating device),
the rest should be discarded in some sense.
• In this way, the representation of the real number x
on a computing device is only approximate.
• Although, the omitted part of x is very small in its
value, this approximation can lead to considerably
large error in the numerical computation.

Dr. Pushpendra Kumar 23

Floating-Point Form of Numbers:

Floating Decimal Point : Scientific Form

256.78 is written as  2.5678 10 2

3
0.003678 is written as  3.678 10
 256.78 is written as  2.5678 10 2

9
0.00000000093 is written as 0.93 10
Dr. Pushpendra Kumar 24
Why do we need Floating-Point Form?

Floating Decimal Point : Scientific Form

Multiply 35000000  0.00000000093

35000000 is written as 35  10 6

9
0.00000000093 is written as 0.93 10
9 3
Now 35  10  0.93 10  32.55 10
6

Dr. Pushpendra Kumar 25

Floating-Point Form
 Let x be a non-zero real number. An n-digit floating-
point number in base β has the form

where

Here, the fractional part .d1 d2 d3 … dn is called the

mantissa and it lies between +1 to -1.
 s = 1 or 0 is called the sign and e is an integer called
the exponent. Dr. Pushpendra Kumar 26
Floating-Point Form (Normal or Standard)
 A floating point number is said to be normalized if either

 The following are examples of real numbers in the

decimal floating point representation.

Dr. Pushpendra Kumar 27

Chopping and Rounding Numbers:
 The chopped machine approximation of x is given by

 The rounded machine approximation of x is given by

 Find the sum of 0.123X103 and 0.456X102 and write the

result in three digits mantissa form

0.1230 103  0.168  10 3

for chopping
3
0.1686 10  
3

0.0456 10  0. 169  10 3

for rounding

Dr. Pushpendra Kumar 28

Thumb rules for rounding of a Number :
To round-off a number to n significant digits, discard all digits
to the right of the nth digit and if this discarded number is
 less than half a unit in the nth place, leave the nth digit
unaltered.
 Greater than half a unit in the nth place, increase the nth
digit by unity.
 exactly half a unit in the nth place, increase the nth digit by
unity if it is odd, otherwise leave it unchanged.

The number thus rounded off is said to be correct to n-

significant figure (digits).

Dr. Pushpendra Kumar 29

Thumb rules for rounding of a Number :
Example: The numbers given below are rounded off to 4-
siginificant figures (3 decimal places):
Given Number Round-off number
1.6583 1.658
30.0567 30.06
0.859378 0.8594
3.14159 3.142

Dr. Pushpendra Kumar 30

Significant Digits:
 The digits that are used to express a number are called
significant digits.
 The number 3.1416, 0.66667 and 4.0687 contain five
significant digits.
 The number 0.00023 has two significant digits (2 & 3).

Dr. Pushpendra Kumar 31

Thumb rules on the significant digits
 All non-zero digits are significant, e. g. 3.1416, 54321,
2.15
 All zeros occurring between non-zero digits are
significant, e.g. 4.302, 5.60008, 1.2506
 Trailing zeros following a decimal point are significant,
e.g 4.50, 65.0, 0.230, have three significant digits
 Zeros between the decimal point and preceding a non-
zero digit are not significant, e g. 0.0002345, 0.002345,
0.02345 have four significant digits.
 Trailing zeros in large numbers without the decimal
point are not significant, e. g 5400, 3000, 4500000 have
2,1 and 2 significant digits respectively.

Dr. Pushpendra Kumar 32

Errors :
 The error in a computed quantity is defined as
Error = True Value - Approximate Value
 In order to determine the accuracy in an approximate
solution to a problem, we find the bound of the relative error
Error
Re lative Error 
True Value
 Absolute Error=|Error|
 Significant Digits:
When a number x is written in normalized floating point form
with n-digits in base β as defined, we say that the number has
n-significant digits
1 n
Error 
Dr. Pushpendra Kumar
 10 33
2
Type of Errors:
Errors

Inherent Round-off Truncation

Error Error Error

 Inherent Error: The inherent error is that quantity which

is already present in the statement of the problem before
its solution.
 The inherent error arises either due to the simplified
assumptions in the mathematical formulation of the
problem or due to the errors in the physical
Dr. Pushpendra Kumar 34
measurements of the parameters of the problem.
Round-off Error:
 The round-off error is the quantity R which must be
added to the finite representation of a computed number
in order to make it the true representation of that number

Truncation Error:
The truncation error is the quantity T which must be added
to the true representation of the quantity in order that the
result be exactly equal to the quantity we are seeking to
generate.
Error caused by truncating or approximating a
mathematical procedure.

Dr. Pushpendra Kumar 35

 Example of Truncation Error

Taking only a few terms of a Maclaurin series to

approximate e x
2 3
x x
e x  1  x    ....................
2! 3!
If only 3 terms are used,
 x 2

Truncation Error  e  1  x  
x

 2! 

Dr. Pushpendra
36 Kumar
Solution of Simultaneous Non-Homogeneous
Linear System of Equations:
A set of n equations and n unknowns
a11x1  a12x2  a13x3  ...  a1n xn  b1
a21x1  a22x2  a23x3  ...  a2n xn  b2
. .
. .
. .
an1x1  an 2 x2  an3 x3  ...  ann xn  bn
We can write this system as the matrix equation
A x=b
Dr. Pushpendra Kumar 37
where

Numerical Methods for Linear System of Equations

Direct Iterative
Methods Methods

Dr. Pushpendra Kumar 38

Numerical Methods for Linear System of Equations

Direct Iterative
Methods Methods

1. Cramer Rule 1. Jacobi Method

2. Matrix Inversion Method 2. Gauss Seidel Method
3. Gauss Elimination Method 3. Successive Over
4. Gauss- Jordan Method Relaxation (SOR)
5. Factorization Method Method
(Crout Method) 4. Power Method
6. Cholesky Method

Dr. Pushpendra Kumar 39

Direct Methods
These methods produce the exact solution after a finite
number of steps (disregarding the round-off errors).
Cramer Rule
 To obtain the solution using Cramer rule, we need
evaluation of. n+1 determinant each of order n followed by
n divisions
 The expansion of determinant of order n through minors
requires (n-1)(n!) operations (multiplications & divisions).
 Thus, Cramer rule requires [(n2 -1)(n!)+n] operations to
solve an n x n system.
 The number of operations increases rapidly with n.
Hence, this rule is not generally used when n>4.
Dr. Pushpendra Kumar 40
Direct Methods
These methods produce the exact solution after a finite
number of steps (disregarding the round-off errors).
Cramer Rule
 To obtain the solution using Cramer rule, we need
evaluation of. n+1 determinant each of order n followed by
n divisions
 The expansion of determinant of order n through minors
requires (n-1)(n!) operations (multiplications & divisions).
 Thus, Cramer rule requires [(n2 -1)(n!)+n] operations to
solve an n x n system.
 The number of operations increases rapidly with n.
Hence, this rule is not generally used when n>4.
Dr. Pushpendra Kumar 41