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MATH - 321: Numerical Methods: Topic 1

The document introduces the topics covered in the numerical methods course MATH-321. These include obtaining numerical solutions to nonlinear equations, linear systems of equations, curve fitting using least squares and interpolation, numerical integration and differentiation, and solving ordinary and partial differential equations. Numerical methods are needed when analytical solutions do not exist or are difficult to obtain.

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Muhammad Ahmad Raza
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602 views18 pages

MATH - 321: Numerical Methods: Topic 1

The document introduces the topics covered in the numerical methods course MATH-321. These include obtaining numerical solutions to nonlinear equations, linear systems of equations, curve fitting using least squares and interpolation, numerical integration and differentiation, and solving ordinary and partial differential equations. Numerical methods are needed when analytical solutions do not exist or are difficult to obtain.

Uploaded by

Muhammad Ahmad Raza
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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MATH -321: Numerical Methods

Topic 1:
Introduction to Numerical Methods
Lectures 1-4:

1
Lecture 1
Introduction to Numerical
 What are NUMERICAL METHODS?
Methods
 Why do we need them?
 Topics covered in MATH-321.

2
Numerical Methods
Numerical Methods:
Algorithms that are used to obtain numerical solutions of a
mathematical problem.
Why do we need them?
1. No analytical solution exists,
2. An analytical solution is difficult to obtain
or not practical.

3
What do we need?
Basic Needs in the Numerical Methods:
• Practical:
Can be computed in a reasonable amount of time.
• Accurate:
• Good approximate to the true value,
• Information about the approximation error (Bounds, error
order,… ).

4
Outlines of the Course
• Taylor Theorem • Solution of linear Equations
• Number Representation • Least Squares curve fitting
• Solution of nonlinear • Solution of ordinary
Equations differential equations
• Interpolation • Solution of Partial differential
• Numerical Differentiation equations
• Numerical Integration

5
Solution of Nonlinear Equations
• Some simple equations can be solved analytically:
x2  4x  3  0
4 4 2  4(1)(3)
Analytic solution roots 
2(1)
x  1 and x  3

• Many other equations have no analytical solution:


9 2
x  2 x  5  0 
x  No analytic solution
xe 

6
Methods for Solving Nonlinear
Equations

o Bisection Method

o Newton-Raphson Method

o Secant Method

7
Solution of Systems of Linear Equations

x1  x2  3
x1  2 x2  5
We can solve it as :
x1  3  x2 , 3  x2  2 x2  5
 x2  2, x1  3  2  1
What to do if we have
1000 equations in 1000 unknowns.
8
Cramer’s Rule is Not Practical
Cramer' s Rule can be used to solve the system :
3 1 1 3
5 2 1 5
x1   1, x2  2
1 1 1 1
1 2 1 2

But Cramer' s Rule is not practical for large problems.


To solve N equations with N unknowns, we need (N  1)(N  1)N!
multiplica tions.
To solve a 30 by 30 system, 2.3  1035 multiplica tions are needed.
A super computer needs more than 10 20 years to compute this.
9
Methods for Solving Systems of Linear Equations
o Naive Gaussian Elimination

o Gaussian Elimination with Scaled Partial Pivoting

o Algorithm for Tri-diagonal Equations

10
Curve Fitting
• Given a set of data:

x 0 1 2
y 0.5 10.3 21.3

• Select a curve that best fits the data. One choice is to find the curve
so that the sum of the square of the error is minimized.

11
Interpolation
• Given a set of data:
xi 0 1 2
yi 0.5 10.3 15.3

• Find a polynomial P(x) whose graph passes through all tabulated


points.
yi  P ( xi ) if xi is in the table
12
Methods for Curve Fitting
o Least Squares
o Linear Regression
o Nonlinear Least Squares Problems

o Interpolation
o Newton Polynomial Interpolation
o Lagrange Interpolation

13
Integration
• Some functions can be integrated analytically:

3 3
1 2 9 1
1 xdx  2 x 1  2  2  4
But many functions have no analyticalsolutions :
a

e
 x2
dx  ?
0

14
Methods for Numerical Integration
o Upper and Lower Sums

o Trapezoid Method

o Romberg Method

o Gauss Quadrature

15
Solution of Ordinary Differential Equations
A solution t o the differenti al equation :
x(t )  3 x (t )  3 x(t )  0
x (0)  1; x(0)  0
is a function x(t) that satisfies the equations.

* Analytical solutions are available for


special cases only.

16
Solution of Partial Differential Equations

Partial Differential Equations are more difficult to solve than ordinary


differential equations:

2 2
 u  u
2
 2
20
x t
u (0, t )  u (1, t )  0, u ( x,0)  sin(x)

17
Summary
Topics Covered in the Course
• Numerical Methods: • Solution of Nonlinear Equations
Algorithms that are used to • Solution of Linear Equations
obtain numerical solution of a
mathematical problem. • Curve Fitting
• We need them when • Least Squares
• Interpolation
No analytical solution exists
or it is difficult to obtain it. • Numerical Integration
• Numerical Differentiation
• Solution of Ordinary Differential
Equations
• Solution of Partial Differential Equations

18

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