Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Analysis An Introduction
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com References • Steven Chapra and Raymond Canale, "Numerical Methods for Engineers," 5th editions, ISBN 0-07-123140-4
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Methods
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Why Numerical? • Ignorance • Readily Available Packages • Need to Develop New Techniques • Good use of your computer! • Re-Understand Mathematics
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Modeling & Engineering Solutions
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Models
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Example Problem dt dv mmaF  cvmgFFF UD  cvmgvm dt dv m   m cvmg v      mct e c mg tv / 1  
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Solution
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution 12 12 tt vv t v dt dv       m cvmg tt vv     12 12 m cvmg tt vv 1 12 12    
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution   m cvmg ttvv 1 1212  
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximation and Round-Off Errors
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Errors! • Round-off errors are due to the fact that the computers present numbers in as a finite number of bits and bytes! • Truncation Errors are errors that emerge from the approximation of the mathematical model • Model errors are due to the fact that the mathematical model usually is an approximation of the physical reality!
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Significant Figures
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Accuracy and Precision • Accuracy how close your solution is • Precision is how close your repetition of the solution are!
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Error Definition • True Error • True Relative Error • Approximate Error ionApproximatvalueTrueEt  valueTrue Et t  ionApproximatCurrent ApproxPastionApproximatCurrent a . 
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Round-off Errors 210 10*210*510*3253  21 10*510*225.0 4 1   ...10*310*310*310*3 ...33333.0 3 1 4321   
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Computer Presentation of Numbers
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com When numbers are too small!
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Errors
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Taylor’s Expansion           ... !2 ''' 2 0 0000    xx xfxxxfxfxf          3 2 000 !2 ''' hO h xfhxfxfxf 
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Error!
Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Conclusion • We need the numerical methods to solve problems that do not have a solution or have a complex mathematical solution • Errors have different sources: Truncation, round off, and model errors • Error is evaluated using approximate solutions

Introduction to Numerical Analysis

  • 1.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Analysis An Introduction
  • 2.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com References • Steven Chapra and Raymond Canale, "Numerical Methods for Engineers," 5th editions, ISBN 0-07-123140-4
  • 3.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Methods
  • 4.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Why Numerical? • Ignorance • Readily Available Packages • Need to Develop New Techniques • Good use of your computer! • Re-Understand Mathematics
  • 5.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Modeling & Engineering Solutions
  • 6.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Models
  • 7.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Example Problem dt dv mmaF  cvmgFFF UD  cvmgvm dt dv m   m cvmg v      mct e c mg tv / 1  
  • 8.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Solution
  • 9.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution 12 12 tt vv t v dt dv       m cvmg tt vv     12 12 m cvmg tt vv 1 12 12    
  • 10.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution   m cvmg ttvv 1 1212  
  • 11.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximation and Round-Off Errors
  • 12.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Errors! • Round-off errors are due to the fact that the computers present numbers in as a finite number of bits and bytes! • Truncation Errors are errors that emerge from the approximation of the mathematical model • Model errors are due to the fact that the mathematical model usually is an approximation of the physical reality!
  • 13.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Significant Figures
  • 14.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Accuracy and Precision • Accuracy how close your solution is • Precision is how close your repetition of the solution are!
  • 15.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Error Definition • True Error • True Relative Error • Approximate Error ionApproximatvalueTrueEt  valueTrue Et t  ionApproximatCurrent ApproxPastionApproximatCurrent a . 
  • 16.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Round-off Errors 210 10*210*510*3253  21 10*510*225.0 4 1   ...10*310*310*310*3 ...33333.0 3 1 4321   
  • 17.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Computer Presentation of Numbers
  • 18.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com When numbers are too small!
  • 19.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Errors
  • 20.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Taylor’s Expansion           ... !2 ''' 2 0 0000    xx xfxxxfxfxf          3 2 000 !2 ''' hO h xfhxfxfxf 
  • 21.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Error!
  • 22.
    Numerical Analysis -Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Conclusion • We need the numerical methods to solve problems that do not have a solution or have a complex mathematical solution • Errors have different sources: Truncation, round off, and model errors • Error is evaluated using approximate solutions