Numerical Methods

- An Introduction -

Mathematical Modeling and

Engineering Problem Solving
Requires understanding of engineering
systems
By observation and experiment
Theoretical analysis and generalization

Computers are great tools, however, without

fundamental understanding of engineering
problems, they will be useless.
Chapter 1

 A mathematical model is represented as a functional

relationship of the form

Dependent independent forcing

Variable =f variables, parameters, functions
Dependent variable: Characteristic that usually reflects the
state of the system
Independent variables: Dimensions such as time and space
along which the systems behavior is being determined
Parameters: reflect the systems properties or composition
Forcing functions: external influences acting upon the
system

Chapter 1

Newtons 2 law of Motion

nd

States that the time rate change of

momentum of a body is equal to the resulting
force acting on it.
The model is formulated as

F=ma
F =net force acting on the body (N)
m=mass of the object (kg)
a =its acceleration (m/s2)
Chapter 1

xample, modeling of a falling parachutist:

dv F

dt m
F FD FU
FD mg
FU cv
dv mg cv

dt
m
6

dv
c
g v
dt
m
This is a differential equation and is written
in terms of the differential rate of change
dv/dt of the variable that we are interested
in predicting.
If the parachutist is initially at rest (v=0 at
Independent
t=0), using calculus
variable

Dependent
variable

gm
( c / m )t

v(t )
1 e
c
Forcing
function
Chapter 1

Parameters

Approximations and Round-Off Errors

For many engineering problems, we
cannot obtain analytical solutions.
Numerical methods yield
approximate results, results that are
close to the exact analytical solution.
We cannot exactly compute the
errors associated with numerical
methods.
The question is how much error is
present in our calculation and is it
tolerable?
8

 Accuracy. How close is a computed or

measured value to the true value
Precision (or reproducibility). How close
is a computed or measured value to
previously computed or measured
values.
Inaccuracy (or bias). A systematic
deviation from the actual value.
Imprecision (or uncertainty). Magnitude
of scatter.
Chapter 3

Significant Figures
Number of significant figures indicates precision.
Significant digits of a number are those that can be used
with confidence, e.g., the number of certain digits plus one
estimated digit.
53,800

How many significant figures?

5.38 x 104
5.380 x 104
5.3800 x 104

3
4

Zeros are sometimes used to locate the decimal point not

significant figures.
0.00001753
0.0001753
0.001753

4
4
4

Error Definitions
True Value = Approximation + Error
Et = True value Approximation (+/-)
True error

true error
True fractional relative error
true value
true error
True percent relative error, t
100%
true value

 We usually not know the true value a

priori. Then

Approximate error
a
100%
Approximation

Iterative approach, example Newtons

Current approximation - Previous approximation
a method
100%
Current approximation

 Computations are repeated until stopping criterion is

satisfied.

a s

Pre-specified % tolerance
based on the knowledge of
your solution

If the following (2criterion

is met
- n)

s (0.5 10

)%

you can be sure that the result is correct to at least n

significant figures.

Chapter 3

14

Round-off Errors
Numbers such as , e,7 or cannot be
expressed by a fixed number of
significant figures.
Computers use a base-2 representation,
they cannot precisely represent certain
exact base-10 numbers.
Fractional quantities are typically
represented
in computer using floating
Integer
exponen
pointpart
form, e.g.,
e
m.b
mantissa

t
Base of the number
system used

Figure 3.3

16
Chapter 3

Chapter 3

17

Figure 3.5

Chapter 3

18

156.78 0.15678x103 in a floating point

base-10 system

1
Suppose only 4
0.029411765
34decimal places to be stored
1
0
0.029410
m 1
2
Normalized to remove the leading zeroes.
Multiply the mantissa by 10 and lower the
exponent by 1
0.2941 x 10-1
Additional significant
figure is retained
19
Chapter 3

1
m 1
b

Therefore
for a base-10 system 0.1 m<1
for a base-2 system
0.5 m<1
Floating point representation allows both
fractions and very large numbers to be
expressed on the computer. However,
Floating point numbers take up more room.
Take longer to process than integer numbers.
Round-off errors are introduced because mantissa
holds only a finite number of significant figures.

20
Chapter 3

Chopping
Example:
=3.14159265358 to be stored on a base-10 system
carrying 7 significant digits.
=3.141592 chopping error et=0.00000065
If rounded
=3.141593
et=0.00000035
Some machines use chopping, because rounding
adds to the computational overhead. Since number
of significant figures is large enough, resulting
chopping error is negligible.

Chapter 3

21

Truncation Errors and the Taylor

Series
Non-elementary functions such as
trigonometric, exponential, and others are
expressed in an approximate fashion using
Taylor series when their values, derivatives,
and integrals are computed.
Any smooth function can be approximated as
a polynomial. Taylor series provides a means
to predict the value of a function at one point
in terms of the function value and its
derivatives at another point.

Figure 4.1

23
Chapter 4

Example:
To get the cos(x) for small x:

x2 x4 x6
cos x 1
2! 4! 6!
If x=0.5
cos(0.5) =1-0.125+0.0026041-0.0000127+
=0.877582
From the supporting theory, for this series, the error is
no greater than the first omitted term.
8

8!

for

x 0.5 0.0000001
24

 Any smooth function can be approximated as a

polynomial.
f(xi+1) f(xi) zero order approximation,
only
2
i
true if xi+1 and xi are very close to each other.

f (x )
f (xi1) f (xi ) f (xi )(xi1 xi ) (xi1 xi )
2!
f(x ) f(x ) + f (x ) (x -x )first order
(
n
)
approximation,
f (xi ) in formn of a straight line
(xi1 xi ) Rn
n!
i+1

i+1

Chapter 4

25

nth order approximation

f
f ( xi 1 ) f ( xi ) f ( xi )( xi 1 xi )
( xi 1 xi ) 2
2!
f (n)
n

( xi 1 xi ) Rn
n!

(xi+1-xi)= h

step size (define first)

f
( ) ( n 1)
Rn
h
(n 1)!
( n 1)

Reminder term, Rn, accounts for all terms from

(n+1) to infinity.
Chapter 4

26

 is not known exactly, lies somewhere

between xi+1> >xi .
Need to determine f n+1(x), to do this you need f
'(x).
If we knew f(x), there wouldnt be any need to
perform the Taylor series expansion.
However, R=O(hn+1), (n+1)th order, the order of
truncation error is hn+1.
O(h), halving the step size will halve the error.
O(h2), halving the step size will quarter the
error.
Chapter 4

27

 Truncation error is decreased by addition of terms to

the Taylor series.
If h is sufficiently small, only a few terms may be
required to obtain an approximation close enough to
the actual value for practical purposes.

28
Chapter 4

 Overflow: Any number larger than the largest number that

can be expressed on a computer will result in an overflow.
Underflow (Hole) : Any positive number smaller than the
smallest number that can be represented on a computer will
result an underflow.
Stable Algorithm: In extended calculations, it is likely that
many round-offs will be made. Each of these plays the role
of an input error for the remainder of the computation,
impacting the eventual output. Algorithms for which the
cumulative effect of all such errors are limited, so that a
useful result is generated, are called stable algorithms.
When accumulation is devastating and the solution is
overwhelmed by the error, such algorithms are called
unstable.

Chapter 4

29

Figure 4.8

Chapter 4

30