Introduction
Introduction
Numerical Methods
Sakib Hasnat
Lecturer, Department of Civil Engineering
[email protected]
INTRODUCTION
Credit Hours: 2 hrs/week
Course Content:
Systems of linear algebraic equations; interpolation and curve fitting; roots of equations; numerical
differentiation; numerical integration; initial value problems; two-point boundary value problems;
finite differences.
January 2024
INTRODUCTION
Class Schedule (approx.):
Topics Lecture nos
Roots of equations 3
Interpolation 3
Class Test 1
Numerical Integration 3
Numerical Differentiation 2
Class Test 2
Reference Books:
1. Numerical Methods for Engineers by Chapra & Canale (6th edition)
2. Introductory Methods of Numerical Analysis: Sastry
January 2024
INTRODUCTION
What is Numerical Analysis?
Numerical analysis involves the development and evaluation of methods for computing numerical
results from given numerical data.
An algorithm for a particular problem is a step by step procedure that produces solution for a
numerical problem in a finite number of steps
January 2024
INTRODUCTION
Numerical Methods are algorithms for solving a problem whose solution consists of
one or more numerical values. However, numerical methods are not needed if the
exact answer is known.
January 2024
INTRODUCTION
Mathematical Background:
• Roots of Equations
To determine the value of a variable or parameter that satisfies a single nonlinear equation.
January 2024
INTRODUCTION
Mathematical Background:
• Interpolation
Can be simple linear interpolation or higher order (polynomial, parabolic) interpolation
January 2024
INTRODUCTION
Mathematical Background:
• Numerical Differentiation
Ordinary differential equations are of great significance in engineering practice. Examples include,
population forecasting models (rate of change of population) to acceleration of a falling body (rate of
change of velocity).
January 2024
INTRODUCTION
Mathematical Background:
• Numerical Integration
The physical interpretation of integration is determination of the area under a curve.
January 2024
ROOTS OF EQUATIONS
There are several ways to solve for roots of algebraic and transcendental equations. Numerical
methods are required to solve for equations which cannot be solved analytically.
Example function, f (x) = e−x − x
Algebraic equations are ones which can be expressed in the following form,
Polynomials are a simple class of algebraic functions which can be represented by,
Transcendental equations are ones which are nonalgebraic. These include trigonometric, exponential,
logarithmic, and other, less familiar functions.
Examples,
January 2024
ROOTS OF EQUATIONS
Standard methods for locating roots typically fall into two primarily distinct problem
areas:
2. The determination of all real and complex roots of polynomials: These methods
are specifically designed for polynomials. They systematically determine all the roots
of the polynomial rather than determining a single real root given an approximate
location.
January 2024
ROOTS OF EQUATIONS
Methods for determining roots of equations:
• Bracketing methods
• Graphical
• Half-interval search/bisection
• Method of false position/regula falsi
• Open methods
• Secant
• Newton-rhapson
• Iteration
• Methods for solving polynomials
• Muller’s method
• Bairstow’s method
January 2024
ROOTS OF EQUATIONS
Graphical Method:
A simple method for estimating the root of the equation f(x)=0 is to make a plot of
the function and observe where it crosses the x axis. This point, representing the x
value for which f(x)=0, provides a rough estimation of the root.
There are two theorems using which the graphical method can be used to provide
an initial estimate of the root of a function.
January 2024
ROOTS OF EQUATIONS
Theorem 1:
If the function f(x) is continuous from x=a to x=b and f(a), f(b) have opposite signs,
there exists at least one real root between ‘a’ and ‘b’.
This theorem is useful in isolating roots at f(x)=0, but it is not itself sufficient…
January 2024
ROOTS OF EQUATIONS
This theorem is useful in isolating roots at f(x)=0, but it is not itself sufficient…
Theorem 2:
If f(x) is continuous and strictly monotonic (continuously increasing/decreasing)
from x=a to x=b, then f(x) has at most one real root between the interval.