Preview

ME- 503 Advanced Numerical

Analysis
By
Dr. Engr. Muhammad Ishfaq Khan
 Preview
• Analytical Approach Error
• Deviations in solutions of an analytical approach are either:
• randomly distributed and tightly grouped around the prediction deviations might be considered
negligible and the model deemed adequate, or
• systematically high or low, need to develop a new model
• Numerical Error
• True Error
• When true value of a function is known
• Such problems are used to investigate the theoretical behavior of a particular technique for simple
systems
• True Error Et = x − y
• Absolute True Error |Et | = |x − y|
• Relative True Error єt = (x − y)/x = 1 − y/x
• Relative Absolute True Error |єt| = |(x − y)/x| = |1 − y/x|
• Example 3.1 NA for Engineers & Scientists Chapra et. al.
 Preview
• Numerical Error
• Approximation Error
• true value is usually not known
• Approximate error by comparing current approximation with a previous one
• To do so iterative nature of most numerical methods is used to compute answers
• In such problems, a present approximation is made on the basis of a previous approximation
•
•
•
•
•
• If sign of error is not of concern, absolute value is taken
• The process may go on endlessly till tolerance limit єt is defined to set condition as
• Where n represents the least number of significant figures
•
• Example 3.2 NA for Engineers & Scientists Chapra et. al.
 Preview
• Round Off Error
• Computer stores numbers in two forms in binary
system:
• Signed Magnitude Method
• first bit of a word to indicate the sign, with a
0 for positive and a 1 for negative
• remaining bits are used to store the number
• −173 would
• be stored on a 16-bit computer, as
• EXAMPLE 3.4 Chapra
• Floating-Point Representation
• Fractional quantities are typically
represented in computers using
floating-point form

• for a base-10 system, m would range

between 0.1 and 1,
• and for a base-2 system, between 0.5 and 1
• allows both fractions and very large numbers to
be
• expressed on the computer
• take up more room and take longer to process
• introduces a source of error
 Preview
• Round Off Error
• Floating-Point Representation
• EXAMPLE 3.5
• There Is a Limited Range of Quantities That May Be Represented
• an overflow error the underflow “hole”
• There Are Only a Finite Number of Quantities That Can Be Represented within the Range
• π = 3.14159265358 . . .
• π = 3.141592 Chop off π = 3.141593 round off
• Et = 0.00000065 Et = −0.00000035
• The Interval between Numbers, Δx, Increases as the Numbers Grow in Magnitude
•
•
•
•
• b is the number base and t is the number of significant digits in the mantissa
• EXAMPLE 3.6 Chapra
 Preview
• Truncation Error
• nth-order Taylor series expansion will be exact for an nth-order polynomial.
• For other differentiable and continuous functions, such as exponentials and sinusoids,
• a finite number of terms will not yield an exact estimate.
• Each additional term will contribute some improvement, however slight, to the approximation
• Discretized Taylor Series is:

• So, remainder will be

• Example 4.1 - 4.2

• Zero order expansion is:
• So, Remainder will be:

• By truncating the remainder:

 Preview
• Truncation Error
• derivative mean-value theorem
• if a function f (x) and its first derivative are
continuous over an interval from xi to xi+1, then
there exists at least one point on the function that
has a slope, designated by f (ξ), that is parallel to
the line joining f (xi) and f (xi+1)
• the slope f (ξ) is

•
• For first order expansion:
 Preview
• Truncation Error
•

• error of our derivative approximation should be proportional to the step size.

• Consequently, if step size is halved, the error of the derivative must be halved.
• Example 4.3
 Preview
• Newton-Raphson Method
• most widely used of all root-locating formulas
• If the initial guess at the root is xi, a tangent can be extended from the point [xi, f (xi)]
• The point where this tangent crosses the x axis usually represents an improved estimate of the root
•
•
• Example 6.3 Chapra
• Newton’s Method of Solving Algebraic Equation of Single Variable
• An open approach similar to Newton-Raphson Method can be used to find an optimum of f (x) by
∗
defining a new function, g(x) = f’ (x). Thus, because the same optimal value x satisfies both:
•
• Thus
• it does not require initial guesses that bracket the optimum
• it may be divergent
• is usually a good idea to check that the second derivative has the correct sign
• Example 13.3 Chapra
 Preview
• Cramer's Rule for Solving Set of Equations,
• Best suited to small numbers of equations
• Based on concept of determinant of a matrix
“each unknown in a system of linear algebraic equations may be
expressed as a fraction of two determinants with denominator D and
with the numerator obtained from D by replacing the column of
coefficients of the unknown in question by the constants b1, b2, . . . ,
bn”

• Example 9.1 Chapra