Presentation on:

PROBABILITY

Presented by: Nikhil

Roll number: 243421103
Department: Applied
Sciences
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 Introduction
It is a numerical measurement of degree of certainty of occurrence or non-occurrence of an event. If an event
can happen A can happen in m ways and fail in n ways then the probability of happening of event A will be equal
to:
𝑚
𝑃 𝐴 =
𝑚+𝑛

Basic terminology used in probability:

1. Experiment- Any process of observation or procedure that:
(i) can be repeated many times under the same conditions.
(ii) has a well defined set of possible outcomes but exact outcome cannot be predicted.
Example: Tossing a coin.
2. Sample Space- The set of all possible outcomes of an experiment.
Example: Tossing a coin, S={H,T}.
3. Event- The subset of the sample space of an experiment.
Possible events ≥ Sample space
Example: A fair coin is tossed twice.
S = {HH,HT,TH,TT}- 4 Outcomes
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4. Random experiment- These are experiments, in which result my be altogether different, even though they
are performed under identical conditions.
Example: Tossing a coin, Throwing a die
5. Mutually exclusive events- Two or more events are said to be mutually exclusive if the occurrence of any
one of them means that others will not occur i.e. two or more such events cannot occur together.
6. Equally likely events- Two or more events are said to be equally likely if the probability of occurrence of
each one of the events is equal.
7. Independent events- If occurrence or non-occurrence of one event does not affect the occurrence or non-
occurrence of another event.
8. Conditional Probability- The probability of happening of event A, such tht B has already occurred, is called
conditional probability of happening of A.

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 How to measure Probability?
• Suppose an event A can happen in m ways out of n possible mutually exclusive and equally likely ways, then
(1) Probability of occurrence of event A is
𝑚
𝑃 𝐴 =
𝑛
(2) Probability of non-occurrence of event A is
𝑚
𝑃(𝐴) =1 −
𝑛
• Suppose in a random experiment, there are n possible mutually exclusive and equally likely outcomes and
out of them m outcomes are favourable of an event A
(1) The probability of occurrence of event A is
𝑚
𝑃 𝐴 =
𝑛
(2) Probability of non-occurrence of event A is
𝑚
𝑃(𝐴) =1 −
𝑛
• Mathematical definition of probability:
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑤𝑎𝑦𝑠 𝑜𝑟 𝑜𝑢𝑡𝑐𝑜𝑚𝑒 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑡𝑜 𝐴
𝑃 𝐴 =
𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑤𝑎𝑦𝑠 𝑜𝑟 𝑜𝑢𝑡𝑐𝑜𝑚𝑒

4
 Theorems

• Theorem 1: Probability that either event A or event B or both will occur(when they are mutually
exclusive) is given by
P(A∪B) = P(A) + P(B)

• Theorem 2: Probability that either event A or event B or both will occur(when they are not mutually
exclusive) is given by
P(A∪B) = P(A) + P(B) - P(A ∩ B)

• Theorem 3: Probability that both A,B events occur( when they are independent events) is given by
𝑃 𝐴∩𝐵 =𝑃 𝐴 𝑃 𝐵

• Theorem 4: Probability that both A,B events occur( when they are not independent events) is given by
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐵/𝐴 𝑃 𝐴 [Here A occurs first, then B]
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴/𝐵 𝑃 𝐵 [Here B occurs first, then A]

5
 Practice problems
1. A bag contains 7 white, 6 red and 5 black balls. Two balls are drawn random. Find the probability that
both balls will be white.

2. What is the probability of throwing an even number on a die?

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3. Three dice with faces marked 1,2,3,4,5,6 are thrown together. Assuming they are unbiased. What is the
probability that sum of the number that turn up is 15?

4. An unbiased coin is tossed 3 times. What is the probability of obtaining 2 heads?

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 References
• A Text Book of Engineering Mathematics (Volume – I) By Rajesh Pandey
• Mathematical Physics, B.D. Gupta

8
Thankyou

9
Numerical Methods

Presented by – Sonali
Research Scholar
Department of Applied Sciences
Mathematics
National Institute of Technology Delhi
 What are Numerical Methods?
Numerical methods are techniques used to find approximate solutions. These methods are
useful when the problem is too complex or when finding an exact answer is impossible.
They provide approximate solutions, especially for equations or systems that can't be easily
solved by hand.

For example: 𝑥 3 - 4𝑥 - 9 = 0
Iterative Methods:

1. Bisection Method

2. Newton Raphson Method

3. Regula-Falsi Method

4. Secant Method
 Bisection Method
• The bisection method is a simple and reliable numerical technique used to find the roots (solutions)
of algebraic and transcedental equations.

• The function must be continuous within the given interval [a,b].

• The function f(a) and f(b) are of opposite sign, i.e.,f(a)⋅f(b)<0. This indicates that there is at least
𝑎+𝑏
one root c ∈ (𝑎, 𝑏) exists within the interval where c = .
2

a) if f(c)=0, then c is the root of the equation.

b) if f(c)≠0, then the root lies either in (a,c) or (c,b) depending on whether f(c) is negative or
positive. We again bisects the interval and repeat the process until the root is obtained of desired
accuracy.
Examples:
Find a root of the equation 𝑥 3 - 4𝑥 - 9 = 0, using the bisection method correct to three decimal
places .
Solution: Let f(𝑥) = 𝑥 3 - 4𝑥 – 9 = 0,f(x) is
continuous function because f(x) is differentiable.
Initial Check: f(-1) = -6(-ve sign)
f(-2) = -9(-ve sign)
f(0)=-9(-ve sign)
f(1)=-12(-ve sign) (-) (+)
=2
f(2)= 23 - 4(2) - 9 = -9 (-ve sign) =3

f(3)= 33 - 4(3) - 9 = 6 (+ve sign)

Since f(2)⋅f(3) < 0, then root of the equation f(x)=0
lies between the interval (2,3).
 Cont...
First approximation:
2+3
𝑥1 = = 2.5
2
Bisect this interval by a point 𝑥1 = 2.5 in the intervals (2,2.5) and (2.5,3).
f(2.5)=(2.5)3 - 4(2.5) - 9 = -3.375(-ve sign)
So, the root lies between (2.5,3).
Second approximation :
2.5+3
𝑥2 = = 2.75
2
Bisect this interval by a point 𝑥2 = 2.75 in the intervals (2.5,2.75) and (2.75,3).
f(2.75)= (2.75)3 - 4(2.75) - 9 = 0.7969(+ve sign)
So, the root lies between (2.5,2.75).
Repeating the procedure again and again we get the root up to the desired accuracy of
degree shown in table.
In tabular form:
a f(a) b f(b) 𝒂+𝒃 𝒂+𝒃
f( )
𝟐 𝟐
2 - 3 + 2.5 -
2.5 - 3 + 2.75 +
2.5 - 2.75 + 2.625 -
2.625 - 2.75 + 2.68750 -
2.68750 - 2 .75 + 2.718750 +
2.6875 - 2.718750 + 2.703125 -
2.703125 - 2.718750 + 2.710938 +
2.703125 - 2.710938 + 2.707031 +
2.703125 - 2.707031 + 2.705078 -
2.705078 - 2.707031 + 2.706055 -
2.706055 - 2.707031 + 2.706543 +
2.706055 - 2.706543 + 2.706299 -
 Cont…

From the above table, it is clear that the required root correct to three places of decimal is 2.706.

Exercise: (1) Find the real root of the equation 𝑥 3 - 𝑥 2 - 𝑥 - 3=0, by bisection method correct up to
three decimal places.

(2) Find a real root of the equation 𝑥 3 - 𝑥 − 11= 0, by bisection method correct up to three decimal
places.

(3) Find a real root of the equation 𝑥 3 - 𝑥 − 4= 0, by bisection method correct up to three decimal
places.

(4) Find the root of the equation cos 𝑥 = 𝑥𝑒 𝑥 using the bisection method correct to three decimal
places.
Newton Raphson Method:

The Newton-Raphson method (or simply Newton's method) is an iterative numerical technique used
to find approximate solutions to equations of the form f(x)=0. It is especially useful for solving
nonlinear equations that cannot be solved easily through algebraic manipulation.

𝑓(𝑥𝑛 )
𝑥𝑛+1 = 𝑥𝑛 - (1)
𝑓′ (𝑥𝑛 )

This is Newton Raphson iteration formula.

Note : Newton’s formula converges provided the initial approximation 𝑥0 is choosen sufficiently
close to the root.
Examples:
(1) Find the real root of 𝑥 4 - 𝑥 − 10 = 0 by Newton Raphson method which is near to 2,
correct to three places of decimal.
Solution:
𝑓(𝑥) = 𝑥 4 - 𝑥 − 10
𝑓 ′ (𝑥) = 4𝑥 3 - 1
𝑓(1) = -10 and 𝑓(2) = 4.
Therefore, root of equation 𝑓 𝑥 = 0 lies in the interval (1,2) and is closer to 2 .
Let the initial approximation be 𝑥0 = 2 .
𝑓(𝑥0 )
For First approximation put n=0 in equation(1): 𝑥1 = 𝑥0 -
𝑓′ (𝑥0 )
𝑓(2) 4
𝑥1 = 2- =2 - = 1.87096
𝑓′ (2) 31
 Cont…

𝑓(𝑥1 )
Second approximation: 𝑥2 = 𝑥1 -
𝑓′ (𝑥1 )

𝑓(1.87096)
𝑥2 = 1.87096 -
𝑓′ (1.87096)

𝑥2 = 1.85578

Similarly, third approximation : 𝑥3 = 1.85558

fourth approximation : 𝑥4 = 1.85558

Here, roots are repeated upto three decimal places.

Hence, the required root is 1.856 correct to three decimal places.

(2) Find the real root of 𝑥 3 - 3𝑥 − 5 = 0 by Newton Raphson method correct to three places
of decimal.

Solution : f(𝑥) = 𝑥 3 - 3𝑥 − 5
f ′(𝑥) = 3𝑥 2 - 3
f(2) = 23 - 3(2) − 5 = -3
f(3) = 33 - 3(3) − 5 = 16
We choose 𝑥0 = 2 because f(2) is sufficiently close to zero in comparison to f(3).
𝑓(𝑥𝑛 )
𝑥 𝑛+1 = 𝑥𝑛 - 𝑓′ (𝑥𝑛 )
Put n=0, for first approximation:
𝑓(𝑥0 )
𝑥1 = 𝑥0 -
𝑓′ (𝑥0 )
𝑓(2)
𝑥1 = 2 - = 2.33333
𝑓′ (2)
Put n=1 , for second approximation:

𝑓(𝑥1 )
𝑥2 = 𝑥1 -
𝑓′ (𝑥1 )

𝑓(2.33333)
𝑥2 = 2.33333 - = 2.2805
𝑓′ (2.33333)

Similarly ,Put n=2,3,4 , for third, fourth and fifth approximation:

𝑥3 = 2.2790 , 𝑥4 = 2.2790 , 𝑥5 =2.2790

Here , 𝑥3 = 𝑥4 = 𝑥5 .

Hence, the required root is 2.2790 correct to three decimal places.

 Exercise:
1. Find the real root of the equation 𝑥 3 -2𝑥– 5 = 0, by Newton Raphson method correct up to

three decimal places.

2. Find the real root of the equation 𝑥 4 -𝑥– 9 = 0, by Newton Raphson method correct up to

three decimal places.

3. Find by Newton’s method, the real root of the equation 3𝑥 = cos 𝑥 + 1 correct to three

decimal places.
Summary:

Order of
Method Iterative formula Reliability
Convergence

Root lies in the interval

(𝑥𝑛−1 , 𝑥𝑛+1) and the
Bisection Method 𝑥𝑛−1 + 𝑥𝑛+1
𝑥𝑛 = 1 convergence is slow but
2
guaranted.

This method is very

sensitive to initial value
Newton Raphson method 𝑓(𝑥 )
𝑥𝑛+1 = 𝑥𝑛 - 𝑓′ (𝑥𝑛 ) 2 and convergence is very
𝑛
fast.
Thank you
Numerical Analysis

Name-SHIVANI
Roll no. -243431105
PhD Scholar
Department of Applied Sciences
(Mathematics)
National Institute of Technology Delhi
 Curve Fitting

• Curve fitting is a method of finding a specific

relation connecting the dependent and
independent variables for a given data so as to
satisfy the data as accurately as possible.
• It is the process of constructing a curve, or
mathematical function, that has the best fit to
a series of data points, possibly subject to
constraints.
 Curve Fitting by Least Square
Approximation
• Least square approximations are the most commonly
used approximations for approximating a function f(x)
which may be given in tabular form or known explicitly
over a given in interval.
• For functions whose values are given at N+1 points
x0,x1,…….xN, we have

I(c0, c1,………… cN ) =

= minimum
• For functions which are continuous on [a,b]
and are given explicitly ,we have

I(c0, c1,………… cN ) =

= minimum
The coordinate functions ᴓi (x) are usually
chosen as
ᴓi (x) = xi , i=0,1,…..n
and w(x) is usually taken as 1.
The necessary conditions to have minimum
value is that

This gives a system of n + 1 linear equations in

n + 1 unknowns C0, C1, ..., Cn. These equations
are called normal equations.
Ques. Obtain a linear polynomial approximation
to the function f(x) = x³ on the interval [0, 1]
using the least squares approximation with
W(x) = 1.
Soln. Consider a linear polynomial
P(x) = a0x + a1
where a0 and a1 are arbitrary parameters.

I (a0 , a1 )=

I (a0 , a1 )=1/7-2(a0/5+a1/4) + (a02 )/3+ a0a1 +a 12 = minimum

The necessary conditions for I (a0 , a1 ) to be
minimum are given by

whose solution is a0 = 9/10 and a1= - 1/5. The

desired linear polynomial approximation is
P(x) = (9x - 2) / 10
Ques. Fit a straight line to the following data:

x 1 2 3 4 6 8
y 2.4 3 3.6 4 5 6

Solution: Let the straight line to be fitted to the data be Y=a + bX; then
the normal equations are
∑Y= na + b∑X,
∑XY = a∑X + b∑X2

x y x2 xy
1 2.4 1 2.4
2 3 4 6
3 3.6 9 10.8
4 4 16 16
6 5 25 30
8 6 64 48
24 24 130 113.2
Here n = 6, ∑ X = 24, ∑ Y= 24,
∑ X2= 130 and ∑ XY= 113.2
On substituting these values the normal equations become

24 = 6a + 24b
113.2 =24a +130b
and a = 1.976 and b = 0.506
Thus ,
Y= 1.976 +0.506X.
Numerical Methods

VISHAL

Ph.D (Regular)

Roll No.:233431202

Department of Applied Sciences,

National Institute of Technology Delhi

 METHOD OF FALSE POSITION or REGULA- FALSI METHOD

• This is the oldest method of finding the real root of an equation f(x)=0 and closely
resembles the bisection method.
• The approximated root is found by the use of straight line and slope.
 MATHEMATICAL FORMULA
• Here we choose two points x0 and x1 such that f(x0) and f(x1) are of
opposite sign i.e. the graph of y=f(x) crosses the x-axis between these
points. This indicates that a root lies between x0 and x1 and
consequently f(x0).f(x1) <0.

• Equation of chord joining the points A[x0, f(x0) ] and B[x1, f(x1) ] is

f(x1)−f(x0)
y – f(x0) = (x- x0)
x1 – x0
Cont…
• The method consists in replacing the curve AB by means of the chord
AB and taking the point of intersection of the chord with the x-axis as
an approximation to the root. So the abscissa of the point where the
chord cuts the x-axis(y=0) is given by

x1 – x0
x2 = x0 -
f(x1)−f(x0)
f(x0) (1)
which is an approximation to the root.
If now f(x0) and f(x2 ) are of opposite signs, then the root lies between x0 and x2. So
replacing x1 by x2 in (1), we obtain the next approximation x3.
EXAMPLE

• Find the root of the equation x3 - 2x – 5 = 0 in interval (2,3) using

regula falsi method correct upto 3 decimal places.
Let f(x)= x3 – 2x -5
f(2)=-1 ,f(3)=16
f(2).f(3) < 0
∴ There is one positive real root in the interval (2,3)
taking x0 =2 , x1=3 , f(x0) = -1 , f(x1)=16
x1 – x0
x2 = x0 - f(x ) = 2+(1/17)=2.0588. (I)
f(x1)−f(x0) 0
now f(x2)=f(2.0588)=-0.3908.
∴ the root lies between 2.0588 and 3.
∴ taking x0 = 2.0588 , x1 = 3 , f(x0)=-0.3908 , f(x1)=16 in (I), we get
0.9412
x3=2.0588 - −0.3908 = 2.0813
16.3908
Repeating this process the successive approximations are
x4 = 2.0862, x5 = 2.0915, x6 = 2.0934,

x7 = 2.0941, x8=2.0943

Hence the root is 2.094 correct to 3 decimal places.

 SECANT METHOD

• This method is improvement over the method of false position as it

does not require the condition f(x0). f(x1) <0 of that method.

• Here also the graph of the function y=f(x) is approximated by a secant

line but at each iteration, two, most recent approximations to the root
are used to find the next approximation.
 MATHEMATICAL FORMULA
• The general formula for successive approximation is given by,

𝑥𝑛 −𝑥𝑛−1
xn+1 = 𝑥𝑛 - 𝑓(𝑥𝑛 ) ,n≥1
𝑓(𝑥𝑛 )−𝑓(𝑥𝑛−1 )
EXAMPLE
• Find a root of the equation x3 – 2x -5 = 0 using the secant method
correct to three decimal places.
Let f(x)=Let f(x)= x3 – 2x -5
So that f(2)=-1 ,f(3)=16
taking x0 =2 , x1=3 , f(x0) = -1 , f(x1)=16
By using secant method we have,
x1 – x0 3−2
x2 = x1 - f(x1) = 3 – 16 = 2.058823
f(x1)−f(x0) 16+1
Now f(x2)=-0.390799
x2–x1
∴ x3 =x2 - f(x ) =2.081263
f(x2)−f(x1) 2
f(x3) = -0.147204
 x3–x2
∴ x4 = x 3 - f(x ) =2.094824
f(x3)−f(x2) 3
f(x4) = 0.003042
and
x4–x3
x5 = x4 - f(x ) = 2.094549
f(x4)−f(x3) 4
Hence the root is 2.094 correct to 3 decimal places.
EXERCISE
• Find the root of the following equations correct to 3 decimal places by
the method of false position and secant method:
i) x3 + x – 1 = 0
ii) x3 - 4x – 9 = 0
iii) x3 – x2 – 1 = 0
iv) x3 - x – 11 = 0