N UMERICAL M ETHODS

M ATHEMATICAL P RELIMINARIES AND E RROR A NALYSIS

Dr. R. Mythili Priyadharshini

MACS

Dr. Mythili (MACS) August 4, 2020 1 / 15

L IMITS AND C ONTINUITY
The following concepts of calculus form the basis for the design, construction and
analysis of numerical techniques.

D EFINITION (L IMIT )
A function f defined on a set X of real numbers has a limit L at x0 , written

lim f (x) = L,
x→x0

if, given any real number  > 0, there exists a real number δ > 0 such that
|f (x) − L| < , whenever x ∈ X and 0 < |x − x0 | < δ

D EFINITION (L IMIT OF S EQUENCE )

Let {xn }∞
n=1 be an infinite sequence of real numbers. This sequence has the limit x
(or converges to x) if, for any  > 0 there exists a positive integer N () such that
|xn − x| < , whenever n > N ().
The notation lim xn = x, or xn → x as n → ∞, means that the sequence {xn }∞ n=1
n→∞
converges to x.

Dr. Mythili (MACS) August 4, 2020 2 / 15

L IMITS AND C ONTINUITY

D EFINITION (C ONTINUITY )
Let f be a function defined on set X of real numbers and x0 ∈ X. Then f is
continuous at x0 if lim f (x) = f (x0 ).
x→x0
The function f is continuous on the set X if it is continuous at each number in X.

T HEOREM (C ONTINUOUS F UNCTION T HEOREM )

If f is a function defined on a set X of real numbers and x0 ∈ X, then the following
statements are equivalent:
f is continuous at x0
If {xn }∞
n=1 is any sequence in X converging to x0 , then lim f (xn ) = f (x0 ).
n→∞

T HEOREM (I NTERMEDIATE VALUE T HEOREM )

If f ∈ C[a, b] and K is any number between f (a) and f (b), then there exist a number c
in (a, b), for which f (c) = K

Dr. Mythili (MACS) August 4, 2020 3 / 15

D IFFERENTIABILITY

D EFINITION (D IFFERENTIABILITY )
Let f be a function defined in an open interval containing x0 . The function f is
differentiable at x0 if
f (x) − f (x0 )
f 0 (x0 ) = lim
x→x0 x − x0
exist. The number f 0 (x0 ) is called the derivative of f at x0 .

T HEOREM (D IFFERENTIABILITY IMPLIES C ONTINUITY )

If the function f is differentiable at x0 , then f is continous at x0 .

T HEOREM (E XTREME VALUE T HEOREM )

If f ∈ C[a, b], c1 , c2 ∈ [a, b] exist with f (c1 ) ≤ f (x) ≤ f (c2 ), for all x ∈ [a, b]. In addition
if f is differentiable on (a, b), then the numbers c1 , c2 occur either at the end points
[a, b] or where f 0 is zero.

Dr. Mythili (MACS) August 4, 2020 4 / 15

D IFFERNTIABILITY

T HEOREM (ROLLE ’ S T HEOREM )

Suppose f ∈ C[a, b] and f is differentiable on (a, b). If f (a) = f (b) then ∃ a number c
in (a, b) exists with f 0 (c) = 0.

T HEOREM (M EAN VALUE T HEOREM )

If f ∈ C[a, b] and f is differentiable on (a, b), then a number c in (a, b) exists with

f (b) − f (a)
f 0 (c) = .
b−a

T HEOREM (G ENERALIZED ROLLE ’ S T HEOREM )

Suppose f ∈ C[a, b] is n times differentiable on (a, b). If f (x) = 0 at the n + 1 distinct
numbers a ≤ x0 < x1 . . . < xn ≤ b, then a number c in (x0 , xn ), and hence in (a, b),
exists with f n (c) = 0.

Dr. Mythili (MACS) August 4, 2020 5 / 15

I NTEGRATION

D EFINITION (R IEMANN I NTEGRAL )

The Riemann integral of the function f on the interval [a, b] is the following limit,
provided it exists:
Z b Xn
f (x)dx = lim f (zi )∆xi ,
a max∆xi →0
i=1

where the numbers x0 , x1 , . . . , xn satisfy a = x0 ≤ x1 ≤ · · · ≤ xn = b, where

∆xi = xi − xi−1 , for each i = 1, 2, . . . , n, and zi is arbitrarily chosen in the interval
[xi−1 , xi ].

A function f that is continuous on an interval [a, b] is also Riemann integrable on [a, b].

Dr. Mythili (MACS) August 4, 2020 6 / 15

I NTEGRATION

T HEOREM (W EIGHTED M EAN VALUE T HEOREM FOR I NTEGRALS )

Suppose f ∈ C[a, b], the Riemann integral of g exists on [a, b], and g(x) does not
change sign on [a, b]. Then there exists a number c in (a, b) with
Z b Z b
f (x)g(x)dx = f (c) g(x)dx
a a
.

When g(x) = 1 the above theorem is the usual Mean Value theorem for Integrals, it
gives the average value of function f over the interval [a, b] as
Z b
1
f (c) = f (x)dx
b−a a
.

Dr. Mythili (MACS) August 4, 2020 7 / 15

TAYLOR ’ S T HEOREM AND T RUNCATION E RROR

T HEOREM (TAYLOR T HEOREM )

Suppose f ∈ C n [a, b], that f (n+1) exists on [a, b], and x0 ∈ [a, b]. For
every x ∈ [a, b], there exists a number ξ(x) between x0 and x with

f (x) = Pn (x) + Rn (x), where

f 00 (x0 ) f (n) (x0 )

Pn (x) = f (x0 )+f 0(x0 ) (x−x0 )+ (x−x0 )2 +.....+ (x−x0 )n
2! n!
f (n+1) (ξ(x))
and Rn (x) = (x − x0 )n+1
(n + 1)!

Note that the function f (x) can be approximated by a polynomial Pn (x) of nth
order.
The remainder term Rn (x) can be treated as the error when approximated by a
polynomial Pn (x) of nth order.
The remainder term is called the Truncation Error.
Dr. Mythili (MACS) August 4, 2020 8 / 15
T YPES OF E RRORS AND D EFINITIONS

T RUNCATION E RROR
The error involved in using a truncated, or finite, summation to approximate the sum of
an infinite series is called truncation error in the Taylor Polynomial

ROUNDOFF E RROR
The error that is produced when a calculator or computer is used to perform
realnumber calculations.

A BSOLUTE E RROR AND R ELATIVE E RROR

Suppose that p∗ is an approximation to p. The absolute error is |p − p∗ | and relative
|p − p∗ |
error is , provided that p 6= 0.
|p|

Dr. Mythili (MACS) August 4, 2020 9 / 15

A LGORITHM AND C ONVERGENCE

D EFINITION (A LGORITHM )
An algorithm is a procedure that describes, in an unambiguous manner, a finite
sequence of steps to be performed in a specified order.

The object of algorithm is to implement a procedure to solve a problem or

approximate a solution to the problem.
We use pseudocode to describe the algorithm.
Two punctuation symbols are used in the algorithms:
a period (.) indicates the termination of a step,
a semicolon (;) separates tasks within a step.
The steps in the algorithms follow the rules of structured program construction.
The steps are arranged so that there is minimal difficulty in translating
pseudocode into any programming language suitable for scientific applications.

Dr. Mythili (MACS) August 4, 2020 10 / 15

A LGORITHM AND C ONVERGENCE

Dr. Mythili (MACS) August 4, 2020 11 / 15

A LGORITHM AND C ONVERGENCE

S TABILITY OF THE ALGORITHM

If the small changes in the initial data produces correspondingly small changes in the
final results then the algorithm is said to be stable otherwise it is unstable. Further, if
the algorithms are stable for certain choices of initial data then they are condionally
stable

D EFINITION
Suppose that E0 > 0 denotes an error introduced at some stage in the calculations
and En represents the magnitude of the error after n subsequent operations then
If En ≈ CnE0 , where C is independent of n, then the growth of error is said to
be linear
If En ≈ C n E0 , for some C > 1, then the growth of error is called exponential.

Linear growth of error is usuallly unavoidable and when C and E0 are small the results
are generally acceptable.
Exponential growth of error should be avoided, because the term C n becomes large
for even relatively small values of n.
Dr. Mythili (MACS) August 4, 2020 12 / 15
A LGORITHM AND C ONVERGENCE

D EFINITION (R ATE OF C ONVERGENCE )

Suppose {βn }∞ ∞
n=1 is a sequence known to converge to zero, and {αn }n=1 converges
to a number α. If a positive constant K exists with

| αn − α |≤ K | βn |,

for large n, then we say that {αn }∞

n=1 converges to α with rate, or order, of
convergence O(βn ). It is indicated by writing αn = α + O(βn )

D EFINITION
Suppose that limh→0 G(h) = 0 and limh→0 F (h) = L. If a positive constant K exists
with | F (h) − L |≤ K | G(h) |, for sufficiently small h, then we write
F (h) = L + O(G(h)).

Dr. Mythili (MACS) August 4, 2020 13 / 15

S OFTWARE U SAGE /SELF STUDY

To Start: Python Programming (SELF STUDY)

S OME REPRESENTATIVE PLACES WHERE YOU CAN START

EXECUTING THE PROGRAMS / SCRIPTS
For executing online:
https://www.tutorialspoint.com/execute_python_online.php
For installing on your system:
https://www.anaconda.com/products/individual
If you know a better environment other than these you can bring it our notice or
put it on the microsoft teams chat box/channel
The important point is to share your knowledge

L IST OF P ROGRAMS TO START WITH

You can understand and execute the programs in the link https:
//www.geeksforgeeks.org/python-programming-examples/#simple

Dr. Mythili (MACS) August 4, 2020 14 / 15

B IBLIOGRAPHY

R L Burden, J D Faires, Numerical Analysis, 7th edition, Thomson,

2007 (Textbook)
https://www.tutorialspoint.com/execute_python_
online.php
https://www.anaconda.com/products/individual
https://www.geeksforgeeks.org/
python-programming-examples/#simple

Dr. Mythili (MACS) August 4, 2020 15 / 15