NUMERICAL METHODS
Lecture 1- Introduction
Numerical Methods:
Algorithms that are used to obtain numerical solutions of a
mathematical problem.
Why do we need them?
1. No analytical solution exists,
2. An analytical solution is difficult to obtain or not practical.
Basic Needs in the Numerical Methods:
Practical:
can be computed in a reasonable amount of time.
Accurate:
Good approximate to the true value
Information about the approximation error (Bounds, error order,… )
Outline of the Course
1. Number Representation
2. Solution of nonlinear Equations
3. Interpolation
4. Numerical Differentiation
5. Numerical Integration
6. Solution of linear Equations
7. Least Squares curve fitting
8. Solution of ordinary differential equations
9. Solution of Partial differential equations
Solution of Nonlinear Equations
• Some simple equations can be solved analytically
• Many other equations have no analytical solution
Methods for solving Nonlinear
Equations
• Bisection Method
• Newton-Raphson Method
• Secant Method
Solution of Systems of
Linear Equations
Cramer's Rule can be used to solve the system
But Cramer's Rule is not practical for large problems.
To solve N equations in N unknowns we need (N+1)(N-1)N! multiplications.
To solve a 30 by 30 system, 2.3 x 10^35 multiplications are needed.
Methods for solving Systems of Linear
Equations
• Naive Gaussian Elimination
• Gaussian Elimination with Scaled Partial pivoting
• Algorithm for Tri-diagonal Equations
Curve Fitting
• Given a set of data
Select a curve that best fit the data. One choice is find the curve so that
the sum of the square of the error is minimized.
Interpolation
• Given a set of data
find a polynomial P(x) whose graph passes through all tabulated points.
Methods for Curve Fitting
Least Squares
o Linear Regression
o Nonlinear least Squares Problems
Interpolation
o Newton polynomial interpolation
o Lagrange interpolation
Integration
Some functions can be integrated analytically
But many functions have no analytical solutions
Methods for Numerical Integration
• Upper and Lower Sums
• Trapezoid Method
• Romberg Method
• Gauss Quadrature
Solution of Ordinary Differential Equations
A solution to the differential equation
is a function x(t) that satisfies the equations
* Analytical solutions are available for special cases only
Solution of Partial Differential
Equations
Partial Differential Equations are more difficult to solve than ordinary
differential equations
Summary
Numerical Methods: Topics Covered in the Course
• Algorithms that are used to obtain a • Solution of nonlinear Equations
numerical solution of a • Solution of linear Equations
mathematical problem. • Curve fitting
We need them when Least Squares
• No analytical solution exist or it is Interpolation
difficult to obtain. • Numerical Integration
• Numerical Differentiation
• Solution of ordinary differential
equations
• Solution of Partial differential
equations
