Numerical Analysis

ME – 263
Credit: 3.00 Contact hour: 3.00

Course Teacher: Lecturer Md. Fahim Faisal

Contact Number: +8801521503917
Email: [email protected]
Topic : Introduction

Class: 1
Date: 2 December 2024 (Monday)
Class Routine

For section A + B:
Probable Holiday no: Class time may be adjusted later.
16 December (Monday): Sec A + B 1hr each
25 December (Wednesday): Sec A 2hrs
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26 December (Thursday): Sec B 1hr *CR Please share your class routine for free time slot.
Objectives:
1. This course will emphasize the development of numerical algorithms to provide solutions to common
problems formulated in science and engineering.
2. The primary objective of the course is to develop the basic understanding of the construction of numerical
algorithms, and perhaps more importantly, the applicability and limits of their appropriate use.

Course Outcomes (CO):

Students will be able to………………..

CO 1: Demonstrate the ability to solve engineering problems with analytical methods.
CO 2: Compare numerical algorithms and techniques in terms of their effectiveness in solving real life
engineering problems.
CO 3: Develop graphical representation of engineering data set generated from numerical algorithms.

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Evaluation:
Class Performance 5%
Class Test/Assignment 20%
Mid-Term Assessment (Exam/Project) 15%
Final Examination (Section A & B) 60%
Total 100%

Reference Books:

1. Numerical Methods for Engineers (4th edition) - Steven C. Chapra, Raymond P. Carale
2. Applied Numerical Analysis (5th edition) - Curtis F. Gerald, Patrick O. wheatley
3. Numerical Methods: Using Matlab, Fourth Edition, 2004 John H. Mathews and Kurtis D. Fink
4. Numerical Methods - E. Balagurusamy

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Detail Contents :
Approximations, Taylor’s Series, and Errors. Linear, Quadratic, Newton’s Divide Difference Interpolating
Polynomials, ad Lagrange Interpolating Polynomials. Graphical Method, Bisection Method, False-Position Method.
The trapezoidal rule, Simpson’s Rule. Simple Fixed-Point Iteration, Newton-Raphson Method, Secant Method,
System of Nonlinear Equations. Numerical Differentiation, Richardson’s extrapolation, Forward, backward, and
central divide difference formula.

Solving ODE, Euler’s Method, Heun’s Method, Runge-Kutta Methods for lower and higher order, and Engineering
Applications of Roots of Equations. Boundary Value Problems, Eigen Value Problems. Gauss Elimination, Gauss-
Jordan, LU Decomposition, Matrix Inverse, Gauss-Seidel.) derivation of Laplace Equation, Laplacian Difference
Equation, Liebman Method. Engineering Applications of Linear Algebraic Equations. Solving PDE for Derivative
Boundary Conditions, Solution of first-order differential equations and 2nd order Partial Differential Equation.

*Underline contents will be taught by Lec Md. Fahim Faisal

Subject to change

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Introduction

Numerical Analysis is an area of mathematics that creates, analyzes and implements algorithms for obtaining
numerical solutions to problems involving unknown variables.
Such problems arise throughout the realm of natural sciences, engineering, medicine, social science, business etc.

Areas where numerical analysis is required

1. Computing values of functions
2. Interpolation, extrapolation and regression
3. Solving equations and system of equations
4. Solving eigenvalue or singular value problems
5. Evaluating integrals
6. Differential equations
7. Optimization

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Analytical approach vs Numerical approach
3𝑥 ! + 4 = 28
Analytical approach
3𝑥 ! = 24
𝑥! = 8
𝑥=2
Numerical approach

𝐴𝑠𝑠𝑢𝑚𝑖𝑛𝑔 𝑥 = 1
3 ∗ 1! − 24 = −21 −21 𝑎𝑛𝑑 0 ℎ𝑢𝑔𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑐𝑒
𝑁𝑜𝑤, 𝑥 = 1.5; 3 ∗ 1.5! − 24 = −13.875
𝑁𝑜𝑤, 𝑥 = 1.7; 3 ∗ 1.7! − 24 = −9.261
𝑁𝑜𝑤, 𝑥 = 1.9; 3 ∗ 1.9! − 24 = −3.426
𝑁𝑜𝑤, 𝑥 = 1.99; 3 ∗ 1.9! − 24 = −0.35 𝑣𝑒𝑟𝑦 𝑐𝑙𝑜𝑠𝑒

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Significant digits

Observation
1: 6.2
2: 6.24
3: 6.246
4: 6.2468
Actual: 6.246893847
The concept of significant digit has been developed to formally designate the reliability of a numerical value

Observation 1: Accurate up to 2 sig digits

2: 3 sig digits
3: 4 sig digits
4: 5 sig digits

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Accuracy vs Precision
Accuracy: How close the measured values are to the exact value
Precision: How close the values are to each other

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Errors
Errors are formulated because of using approximations to represent exact values
True values = 3.1415928
Approximation = 3.14
Error (True) = 𝐸" = 𝑇𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒 − 𝐴𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛
= 3.1415928 − 3.14

But in most cases, we don’t know the exact(true) value

Numerical analysis involves iterations and the current approximation is better than the previous approximation(in
most cases), we use percent relative error true percent relative error.

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Errors
#$%& &$$($
True fractional relative error =
#$%& )*+%&

0.0015928
=
3.1415928
#$%& &$$($
True percent relative error ∈" = ×100%
#$%& )*+%&

0.0507%

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Significance of relative error
Measured size of a screw = 9 cm
Actual size of a screw = 10 cm

10 − 9
∈" = ×100%
10
10%
Measured size of a screw = 9999 cm
Actual size of a screw = 10000 cm

10000 − 9999
∈" = ×100%
10000
0.01%

An error of 10% is much more significant than an error of 0.01%

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Percent Relative error

𝐶𝑢𝑟𝑟𝑒𝑛𝑡 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛 − 𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛

∈* =
𝐶𝑢𝑟𝑟𝑒𝑛𝑡 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛
3𝑥 ! − 24 = 0

2 −1
𝑥 = 1 → −21 𝑇𝑟𝑢𝑒 𝑒𝑟𝑟𝑜𝑟 = ×100% = 50%
2
This is first iteration, so no relative error

2 − 1.5
𝑥 = 1.5 → −13.875 𝑇𝑟𝑢𝑒 𝑒𝑟𝑟𝑜𝑟 = ×100% = 25%
2
1.5 − 1
∈* = = 33.3%
1.5
𝑥 = 1.7 → −9.261 𝑇𝑟𝑢𝑒 𝑒𝑟𝑟𝑜𝑟 = 15%
∈* = 11.76%
𝑥 = 1.9 𝑇𝑟𝑢𝑒 𝑒𝑟𝑟𝑜𝑟 = 5%
∈* = 10.52%
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Truncation error
Tylor series expansion

𝑥 - 𝑥 ! 𝑥 .
𝑒, = 1 + 𝑥 + + + ⋯+
2! 3! 𝑛!

Terms Result ∈𝒕 ∈𝒂
1 1 39.3 -
2 1.5 9.02 33.3
3 1.625 1.44 7.69
4 1.645833 0.175 1.27
5 1.6484375 0.0172 0.158
6 1.648697917 0.00142 0.0158

True value of 𝑒 1.3 = 1.648721271

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Taylor series
In mathematics, the Taylor series or Taylor expansion of a function is an infinite sum of terms that are expressed
in terms of the function's derivatives at a single point. For most common functions, the function and the sum of its
Taylor series are equal near this point. Taylor series are named after Brook Taylor, who introduced them in 1715. A
Taylor series is also called a Maclaurin series when 0 is the point where the derivatives are considered,
after Colin Maclaurin, who made extensive use of this special case of Taylor series in the 18th century.

Round off error

During calculation, because of limiting factors in hardware and software, computers often omit significant figures of
a value. The error caused by this emission is called round off error

Refn:
*Taylor series - Wikipedia 16