Intro to Numerical Methods and
Source of Errors
Dr. Mus’ab Abdul Razak
Intro to Numerical Methods
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Euler’s Method
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dv
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Intro to Numerical Methods
Intro to Numerical Methods
Analytical Methods – Exact Solution
Numerical Methods – Approximate Solution
– Since it is approximate there will be errors.
Common characteristic, numerical methods
involve large numbers of tedious arithmetic
calculations.
COMPUTERS
Topics to be covered
Mathematical Modelling
Real World Problem
Assumptions
Modelling
Approximation
Mathematical Model
Example: Mass and
Energy Balance
Mathematical Modelling
• 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.
Mathematical Modelling
Notes: Since modelling involve assumptions and
approximations, there are errors due to
modelling. However, as long as the assumptions
and approximations are reasonable enough, it
will be useful to solve the real world problem.
“how much error is present in our calculation and is
it tolerable?”
Source of Errors
Modelling Errors
▪ Blunders
▪ Data Uncertainty
Numerical Errors
▪ Truncation Errors
▪ Roundoff Errors
• Quantization errors
• Numerical manipulations
Accuracy and Precision
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 3
5.380 x 104 4
5.3800 x 104 5
Zeros are sometimes used to locate the decimal point not significant
figures.
0.00001753 4
0.0001753 4
0.001753 4
Definition of Error (Numerical Errors)
True value Approximation True error
True error = True value - Approximation
True error
True relative error % = T = 100
True value
But, most of the time , we don’t know True error.
Definition of Error (Numerical Errors)
We can do the same for approximate error
Approx. error
Approx. relative error % = A = 100
Approx. value
But, what is approximate error and value?
Approx. error = Current approx. - Previous approx.
Approx. value = Current approx.
The idea is to get a very small A value, and we can do this by
using iterative refinement
Numerical Errors - Roundoff Errors
To know what it is, we need to know how numbers is
represented in computer first.
• Computers use a base-2 representation, they cannot
precisely represent certain exact base-10 numbers.
Numerical Errors - Roundoff Errors
Quantization errors
• Overflow errors
• Underflow errors
Numerical Manipulation errors
Rounding off Arithmetic calculations
• Chopping error
• Subtraction cancelation
Numerical Errors – Truncation Errors
• Occurs when truncate an infinite series
For example:
Taylor and Maclaurin series
f n a
f x x a
n
n 0 n!
Numerical Errors – Truncation Errors
Numerical Errors – Truncation Errors
Example:
To get the cos(x) for small x:
2 4 6
x x x
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.
x8
for x 0.5 0.0000001
8!