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ECE60 - Numerical Methods: Engr. Charmaine C. Paglinawan Instructor

The document discusses the key concepts in numerical methods including: 1) Numerical methods involve using numerical approximations to solve problems usually done symbolically like finding roots or solving differential equations. 2) Accuracy and precision refer to how close computed values are to the true values, with errors coming from sources like rounding. 3) Power series and Taylor series expansions are used to represent functions as an infinite sum of terms related to derivatives evaluated at a point. 4) Examples show how to determine terms of Taylor series expansions for specific functions near given values.

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54 views

ECE60 - Numerical Methods: Engr. Charmaine C. Paglinawan Instructor

The document discusses the key concepts in numerical methods including: 1) Numerical methods involve using numerical approximations to solve problems usually done symbolically like finding roots or solving differential equations. 2) Accuracy and precision refer to how close computed values are to the true values, with errors coming from sources like rounding. 3) Power series and Taylor series expansions are used to represent functions as an infinite sum of terms related to derivatives evaluated at a point. 4) Examples show how to determine terms of Taylor series expansions for specific functions near given values.

Uploaded by

Robcvel Caparaz Velarde
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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ECE60 - Numerical Methods

Engr. Charmaine C. Paglinawan


Instructor

Facebook Group
ECE60-Numericals

Numerical Methods

study of algorithms that use numerical


approximation to solve problems usually done
symbolically
like
finding
the
roots,
interpolation and extrapolation, solution to
system of equations, eigenvalues, regression,
evaluating
derivatives
and
integrals,
optimization, and differential equations.

Accuracy and Precision


Accuracy - comparison of actual (true) value vs measured
(computed) values
Errors:

Absolute Error

E A True Value Computed Value

Relative Error

ER

True Value Computed Value

Round Off Error

Truncation Error

True Value

Accuracy and Precision (cont.)


Precision comparison of several computed (measured)
values
Errors:
Absolute Approximate Error
E A New Value Pr evious Value

Relative Approximate Error


ER

New Value Pr evious Value


New Value

Power Series
Power Series used to represent infinitely integrable/differentiable
functions.
General Form:

f ( x) Cn x a

n 0

f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2

*where C0, C1, C2, , Cn are constants of the power series


7

To determine constants:

f ' ( x) C1 2C2 x a 3C3 x a 4C4 x a .... nCn x a


2

f ' ' ( x) 2C2 3 2C3 x a 4 3C4 x a .... n n 1 Cn x a


2

f ' ' ' ( x) 3 2C3 4 3 2C4 x a .... n n 1 n 2 Cn x a

n 1

n2

n2

f. n ( x) n n 1 n 2 n 3.... n n 1 C n
.
If a=x

f ' ( x) C1 f ' (a );

f ' ' ( x) 2C2 f ' ' (a );

f ' ' ' ( x) 3 2C3 f ' ' ' (a )

f n ( x) n!Cn f n (a );
8

Thus

C0 f ( x ) f ( a )

f n ( x) f n (a)
Cn

n!
n!

f ' ( x) f ' (a )
C1

1!
1!
f ' ' ( x) f ' ' (a )
C2

2!
2!
.
.

f ' ' ' ( x) f ' ' ' (a )


C3

3!
3!

Taylor Series Expansion


Substituting to the General Form
Recall
f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2

f ' (a )
f ' ' (a )
f ' ' ' (a)
f IV (a )
2
3
x a
x a
x a
x a 4 ....
f ( x) f (a )
1!
2!
3!
4!
f (a)
x a n
n
n!

10

Mc Laurin Series Expansion


Let a=0, then
C 0 f ( x ) f ( a ) f ( 0)
f ' ( x ) f ' ( 0)
C1

1!
1!
C2

f n ( x ) f n ( 0)
Cn

n!
n!

f ' ' ( x ) f ' ' ( 0)

2!
2!

f ' ' ' ( x ) f ' ' ' ( 0)


C3

3!
3!

11

Mc Laurin Series Expansion (cont.)


Substituting to the General Form
Recall
f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2

f ' ( 0)
f ' ' (0) 2 f ' ' ' (0) 3 f IV (0) 4
x
x
x
x .... f n (0) x n
f ( x ) f ( 0)
1!
2!
3!
4!
n!

12

Example Taylor Series Expansion


Determine the Taylor Series Expansion of the function
f(x)=ln(x+1) near the value a=0.5 and determine its first 4 nonzero terms.
Recall:
Solution

1
ln u u
u

f ( x) ln x 1 f (a) ln 0.5 1 0.4055


1
1
f ' ( x)
x 1 1 f ' (a)
0.6667
x 1
0.5 1
1
1
f ' ' ( x) 1 x 1 2 1

f
'
'
(
a
)

0.4444
2
2
x 1
0.5 1
2
2
f ' ' ' ( x) 2 x 1 3 1

f
'
'
'
(
a
)

0.5926
3
3
x 1
0.5 1

0.4444
0.5926
2
x 0. 5
x 0.5 3 ...
f ( x) 0.4055 0.6667 x 0.5
2!
3!
13

Example- Mc Laurin Series Expansion


Determine the Mc Laurin Series Expansion of the function
f(x)=ex and express the following terms in a power series formula.
Solution

f ( x ) e x f ( 0) e 0 1
f ' ( x) e (1) 1
x

Recall:

e u e u u

f ' ' ( x) e x 1
f ' ' ' ( x) e x 1
1
1 2 1 3 1 4
1 n
f ( x) 1 x x x x ... x
1!
2!
3!
4!
n!
x x 2 x3 x 4
f ( x) 1 ...
1! 2! 3! 4!

xn
f ( x)
n 0 n!

14

Softwares
Excel
Matlab

15

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