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3 views20 pages

Lec 1

Uploaded by

bilal.naeem
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CE442 - Numerical Analysis & Computational

Methods

Dr. Shahab Ansari

Lecture 1 - Mathematical Preliminaries and


Error Analysis
CE442 - Numerical Analysis & Computational Methods
Pre-requisite: MT201
Textbook: Numerical Analysis by R. L. Burden & J. D. Faires, 10th Edition
Reference Material: Handouts on Selected Topics

Instructor: Shahab Ansari


Email: [email protected]
Extension: 2554
Office: G06, FCSE
Office Hours: 12PM – 1PM (Weekdays)

2
Course Contents

• Introduction • Numerical Integration


– Review of calculus
– Trapezoidal rule
– Algorithms and convergence
– Simpson’s rule
• Solutions of equations
– Bisection method – Midpoint rule
– Fixed-point iteration • Initial-value problems
– Newton’s method – Euler’s method
• Polynomial approximation – Runge-Kutta method
– Lagrange polynomial
– Hermite interpolation • Linear system of equations
– Cubic spline interpolation – Direct methods
– Parametric curves – Linear algebra
• Numerical Differentiation – Iterative methods
– Richardson’s extrapolation

3
Marks Distribution

• Assignments 10%
• Quizzes 10%
• Midterm 30%
• Final (Comprehensive) 40%
• Attendance 10%

4
Calculus Review
• Modern calculus by Gottfried Liebniz (1646-1716), a German mathematician, and Isaac Newton (1642-1726), an
English mathematician and physicist
• Limit and continuity: Cauchy (1789-1857) , Weierstrass (1815-1897)

• Limit of a sequence:

5
Calculus Review
• Continuous Function Theorem:

• Derivative of a function:

Michel Rolle (1652-1719), a French mathematician

6
Calculus Review

7
Calculus Review

• Example

8
Calculus Review
• Riemann Integration: Bernhard Riemann (1826-1866), a German mathematician, and Henry Lebesgue
(1875-1941), a French mathematician

• Assignment 1: Write an algorithm to compute Riemann integration of the


following function f(x) Є C[-1,1]:
f(x) = 2x2 +3, -1 ≤ x ≤ +1
9
Calculus Review
• Theorem 1.13:

10
Calculus Review
• Taylor Series:

11
Calculus Review
• Example - Taylor Approximations:

12
Calculus Review
• Example - Taylor Approximations:

13
Round-Off Error
• Numerical Errors:
– Approximation errors (as in a function approximation using Taylor polynomials)
– Round-off errors
• Round-Off Error:
– Computers use finite-digit arithmetic (finite precision) and that, for instance, when dealing with
irrational numbers, results in round-off errors.
• Real Number Representation:
– Fixed Point Representation
– Floating Point Representation
• Fixed-Point Representation:
– Example: MSB is used for sign bit, next 3 bits are used for integer part and last 4 bits are used
for fractional part.
• Floating-Point Representation:
– Go to next slide…

14
Round-Off Error
• Normalized Floating-Point Representation:

15
Round-Off Error
• Example:

16
Round-Off Error
• Example (cont.):

17
Round-Off Error
• Measure of Accuracy:

• Finite-Digit Arithmetic:

18
Round-Off Error
• Example - Measure of Accuracy:

19
Algorithms
• Error Growth:

• Rate of Convergence:

20

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