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Applied Mathematics and Computation - Unit1

The document discusses applied mathematics and computation. It covers topics like motivation, advantages of computational methods over experimental and analytical methods, problem formulation, mathematical modeling, numerical methods, sources of error, and stability analysis. Computational methods are presented as a supplement to experimental and theoretical analysis for studying complex systems.

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37 views44 pages

Applied Mathematics and Computation - Unit1

The document discusses applied mathematics and computation. It covers topics like motivation, advantages of computational methods over experimental and analytical methods, problem formulation, mathematical modeling, numerical methods, sources of error, and stability analysis. Computational methods are presented as a supplement to experimental and theoretical analysis for studying complex systems.

Uploaded by

vineet
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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Applied Mathematics and

Computation
Introduction
• Motivation
• Holistic view
• Expectations and Orientation
• Intricacies
• Relationships and Importance
• Problem definition: learning objectives
• Deliverable/outcome: learning outcomes
• Intermediate steps/path: syllabi
Human Endeavour
Motivation
• Human Endeavour
– Understanding nature and using it to our benefit
• Personal Endeavour
– To EARN money, name and fame
• Build capacity
– Useful to society
– Life long learner
– Creative, Innovator
– Soft skills
Long hand
Graphical
Calculator
computer
• Physical/Chemical/Biological Phenomenon/Problem
– Experimental
• Field experiments
• Simulated laboratory experiments
(Physical model, Control, Measurement, Data Analysis)
– Theoretical
• Analytical
• Computational
(Mathematical model/equation/GDE, solution, post processing)

• Not replacement but Supplement of each other


Advantages of Computational over Experimental Methods

 Substantial reduction of lead time and cost of new design.


 Ability to study systems where controlled experiments are
difficult or impossible to perform
 Ability to study systems under hazardous conditions
 Practically unlimited level of detail of results.
Advantages of Computational over Analytical Methods

• Inverse/design problem (output know, input to be


defined)
• Sensitivity analysis
• Ideal vs real
– Large systems of equations (multi component)
– Nonlinearities
– Complicated geometries
• Interdisciplinary branch
– Physics/Engineering/Mechanics/Biology/Material Science etc.
(Mathematical Model, Derivation of GDE,
Checking/Validation)
– Mathematics (PDEs, Linear Algebra, Numerical Methods)
• FEM (Solid Mechanics), FDM, FVM (Fluids, Thermodynamics,
Electromagnetism), Boundary Element Method (Acoustics), Spectral
Element Method, Particle Method (Mesh Free Method), Differential
Quadrature Method
• Direct and Iterative/ Explicit and Implicit
– Computer Science (FORTRAN, C, C++, Matlab, HPC,
Parallel Processing)
Steps
• Problem formulation
• Solution
• Interpretation
Problem Formulation
• Law of conservation of mass
• Law of conservation of momentum
• Law of conservation of energy
• Equilibrium equation
• Compatibility equations
• Kirchhoff's law (node equation, loop equation)
• Steady state, transient
Problem Classification
• Linear/non-linear
• Dimensionality
• Geometry
Mathematical Model

• the dependent variable is a characteristic that usually


reflects the behavior or state of the system;
• the independent variables are usually dimensions, such
as time and space, along which the system’s behavior is
being determined;
• the parameters are reflective of the system’s properties
or composition; and
• the forcing functions are external influences acting
upon the system
Mathematics
• Types of equations and problems
Syllabus
• Roots of nonlinear equations
• System of linear algebraic equations
• Differentiation
• Integration
• Ordinary Differential Equations
– Initial value problem
– Boundary value problem
• Partial Differential Equations
• Curve fitting (Regression, Interpolation)
Computer
• Software cost
• Programming effort & development cost
• Run time cost, ease of use and maintenance
• Hardware cost
– Computer memory
– Multicore, processing speed
– Bit and precision
Computational Schemes
• Computer programming/tools
– XLS
– Matlab, Mathematica, MathCad
– FORTRAN, C, C++, python
Numerical Method Characteristics
• Starting point (intialization)
• Accuracy and precision (Validation)
• Rate of convergence
• Stability and condition
Solution (Numerical) Schemes
• Trade off between accuracy and computation
effort
Error
• True error = True solution – Numerical
Solution
• Approximate (estimated) error = current
solution – previous iteration solution

• Usually true error is less than approximate


error but not always
• Accuracy: how close to true solution
(Inaccuracy=bias)
• Precision: how close to each other,
repeatability, reproducibility
(Imprecision=uncertainty)
• Absolute error
– A error of 1 cm in measurement of wall/roof
thickness and in measurement of room size
• Relative (%) error = True error/true value (x100)
Significant figure
• Significant digits are those numbers that can be
used with confidence.
• 0.00001845, 0.0001845, and 0.001845
• 45,300 = 4.53 × 104, 4.530 × 104, 4.5300 × 104
• We might decide that our approximation/error
is acceptable if it is correct to four significant
figures (convergence criteria)
Sources of error
• Numerical Error
– Round off error (Machine)
– Truncation error (Formulation)
• Human error
– Assumptions, blunders, uncertainty
Round off Error

• Overflow
• Chopping vs rounding
where is referred to as the machine epsilon, t is number of significant digit in mantissa

• Double precision
Machine epsilon determination
• EXCEL Example
Round off error
• Smearing:
– when individual terms in a summation are larger than
the summation itself
– a summation of large positive and negative numbers
in a series
– y = exp(x), For x=-10

• Summation of a large and a small number.


• EXCEL Example
Truncation error
• Taylor Series
• Excel Example
Error Propagation
Stability
• Condition number
– a measure of the extent to which an uncertainty in
x is magnified by f (x).
– A value of 1 tells us that the function’s relative
error is identical to the relative error in x.
– A value greater than 1 tells us that the relative
error is amplified,
– A value less than 1 tells us that it is attenuated.
• Obtain first derivative of function

• At X=1
• h=1, 0.1, 0.001, …
• Forward difference

• Backward difference

• Central difference
• Objective is control of numerical error

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