EEE 311
Numerical Analysis Instructor – Sadia Tasnim,
EEE, Lecturer, Presidency University
Introduction
What is Numerical Analysis?
- It is the study of numerical methods that involves algorithms which
attempt to find approximate solutions of problems rather than the exact
ones.
Why approximate?
- It is used to obtain approximate solutions to complex mathematical
problems, which are either impossible or difficult to solve analytically.
Importance in Real-world Applications:
• Many real-world problems in engineering, physics, economics, and other
fields are modeled with differential equations and other complex
mathematical formulations that cannot be solved exactly.
• Numerical methods provide practical ways to obtain useful
approximations to solutions and to assess the impacts of changes in
parameters of the model.
Common Areas and Methods:
• Root Finding: Algorithms like the bisection method, Newton-Raphson
method, and secant method are used to find roots of equations.
• Numerical Integration and Differentiation: Techniques such as
trapezoidal rule, Simpson’s rule, and numerical differentiation formulas are
used to approximate integrals and derivatives.
Common Areas and Methods: (Cntd…)
• Numerical Linear Algebra: Methods like Gaussian elimination, LU
decomposition, and iterative solvers are crucial for solving systems of
linear equations, which are pervasive in scientific computing.
• Differential Equations: Both ordinary differential equations (ODEs) and
partial differential equations (PDEs) can be solved using methods like
Euler’s method, Runge-Kutta methods, and finite difference methods.
Accuracy and Precision:
Discuss the concepts of convergence, stability, and error analysis. It's
important for students to understand how numerical errors propagate and
how they can impact the reliability of a computed solution.
Software and Programming:
Numerical analysis often involves writing computer programs to implement
algorithms. Familiarity with programming languages like Python, MATLAB, or
C++ and tools such as NumPy or SciPy (in Python) can be very helpful.