NUMERICAL METHODS

Roots of Transcendental equations

• An equation or formula involving
transcendental functions.
• Examples of transcendental functions include
the exponential function, the trigonometric
functions, and the inverse functions of both.
Successive approximations
Newton-Raphson method.

False Position Method

Bisection Method
 Solutions to TE
• Newton Raphson method

• Regula falsi method

Regula falsi
method
Newton
Raphson
Method
 CURVE FITTING

Best-fitting curve to a given set of points by

minimizing the sum of the squares of the offsets of
the points from the curve
 the vertical offsets from a
line are almost always
minimized instead of the
perpendicular offsets.

The best fit in the least-squares sense minimizes

the sum of squared residuals, a residual being
the difference between an observed value and
the fitted value provided by a model.
 Minimizing the Residual

The best fit is obtained by the values of α and β that

minimize ρ.
Residual Error
 Regression (Best Fit) Line
The best fit line associated with the n points
(x1,y1), (x2,y2) ………….., (xn, yn) has the
form
y=mx+b where
Least squares line
 Coefficient of
correlation

Goodness of fit

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 The least square Parabola
The least square parabola approximating the set
of points (X1,Y1)…(Xn,Yn) has the equation:
Y = a0 + a1X + a2X2
where the constants a0, a1 and a2 are determined by
solving simultaneously the equations:
Straight Line

Parabola
Gaussian Elimination
 Gaussian Elimination
• Solving simultaneous linear equations
• solve a general set of n equations and n
unknowns
 Steps to Solve
Gaussian elimination consists of two steps
• 1. Forward Elimination of Unknowns: In this
step, the unknown is eliminated in each
equation starting with the first equation. This
way, the equations are reduced to one
equation and one unknown in each equation.
• 2. Back Substitution: In this step, starting from
the last equation, each of the unknowns is
found.
 Gaussian Elimination
• 1. Triangulation
– Upper triangular matrix
• 2. Back Substitution
 INTEGRALS
• Trapezoidal Rule
 INTEGRALS
• Simpson’s 1/3rd Rule
Gaussian Quadrature
 Integration
• Integration is the process of measuring the
area under a function plotted on a graph.
• finding the velocity of a body from
acceleration functions,
• displacement of a body from velocity data

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 Basis of the Gaussian Quadrature Rule
• The two-point Gauss Quadrature Rule is an extension of the
Trapezoidal Rule approximation where the arguments of the
function are not predetermined as a and b but as unknowns x1
and x2. In the two-point Gauss Quadrature Rule, the integral is
approximated as

b
I   f ( x )dx  c1 f ( x1 )  c 2 f ( x 2 )
a
The four unknowns x1, x2, c1 and c2 are found by
assuming that the formula gives exact results for
integrating a general third order polynomial,

 f ( x )dx   a0  a1 x  a 2 x  a3 x dx

b b
2 3

a a
b
 x 2
x x 
3 4
 a0 x  a1  a 2  a3 
 2 3 4 a
 b2  a2   b3  a3   b4  a4 
 a0 b  a   a1    a 2    a3  
 2   3   4 
 Basis of the Gaussian
Quadrature Rule

It follows that

   
b
 f ( x )dx  c1 a0  a1 x1  a 2 x1  a3 x1  c2 a0  a1 x2  a 2 x2  a3 x2
2 3 2 3

Equating Equations the two previous two expressions yield

 b2  a2   b3  a3   b4  a4 
a0 b  a   a1    a 2    a3  
 2   3   4 

 c a  a x  a x  a x   c a  a x  a x  a x 
2 3 2 3
1 0 1 1 2 1 3 1 2 0 1 2 2 2 3 2

 a c  c   a c x  c x   a c x  c x   a c x  c x 
2 2 3 3
0 1 2 1 1 1 2 2 2 1 1 2 2 3 1 1 2 2
30
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 Basis of the Gaussian Quadrature Rule
Since the constants a0, a1, a2, a3 are arbitrary

b  a  c1  c2 b2  a2 b3  a3
 c1 x1  c2 x2  c1 x1  c2 x2
2 2

2 3
b4  a4
 c1 x1  c 2 x 2
3 3

 b  a  1  b  a  b  a  1  b  a
x1      x2     
 2  3 2  2  3  2

ba ba
c1  c2 
2 2
31
 Gauss Quadrature
Two-point Gaussian Quadrature Rule
 Higher Point Gaussian Quadrature
Formulas
b

 f ( x)dx  c f ( x )  c
a
1 1 2 f ( x2 )  c3 f ( x3 )

is called the three-point Gauss Quadrature Rule.

The coefficients c1, c2, and c3, and the functional arguments x1, x2, and x3
are calculated by assuming the formula gives exact expressions for
integrating a fifth order polynomial

 a0  a1 x  a 2 x  a3 x  a 4 x  a5 x dx
b
2 3 4 5

General n-point rules would approximate the integral

b
 f ( x )dx  c1 f ( x1 )  c 2 f ( x 2 )  . . . . . . .  c n f ( x n )
a
33
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 Arguments and Weighing Factors for
n-point Gauss Quadrature Formulas
Table 1: Weighting factors c and function
arguments x used in Gauss Quadrature
In handbooks, coefficients and Formulas.
arguments given for n-point Points Weighting Function
Factors Arguments
Gauss Quadrature Rule are
2 c1 = 1.000000000 x1 = -0.577350269
given for integrals c2 = 1.000000000 x2 = 0.577350269
3 c1 = 0.555555556 x1 = -0.774596669
1 n c2 = 0.888888889 x2 = 0.000000000
 g( x )dx   ci g( xi ) c3 = 0.555555556 x3 = 0.774596669
1 i 1
4 c1 = 0.347854845 x1 = -0.861136312
c2 = 0.652145155 x2 = -0.339981044
as shown in Table 1. c3 = 0.652145155 x3 = 0.339981044
c4 = 0.347854845 x4 = 0.861136312

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 Arguments and Weighing Factors
1 b
The table is given for
 g( x )dx integrals, how does one solve  f ( x )dx ?
1 a

The answer lies in that any integral with limits of a , b

can be converted into an integral with limits  1, 1
If x  a, then t  1 ba
Let x  mt  c Such that:
m
If x  b, then t 1 2

ba ba ba ba

Then
c Hence x t dx  dt
2 2 2 2
Substituting our values of x, and dx into the integral gives us

ba baba
b 1


a
f ( x )dx   f 
1 
2
t 
2  2
dt 35
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Gaussian Quadrature