Numerical

Computing

1
Chapter #1
Introduction

2
 Why use Numerical Methods?
• To solve problems that cannot be solved exactly

x u2

1 e du
2 
2

3
Why use Numerical Methods?

• To solve problems that are intractable!

4
How do we solve an engineering
problem?

Problem Description

Mathematical Model

Solution of Mathematical Model

Using the Solution

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The Correct Model Would Account for
Varying Thermal Expansion Coefficient

Tc
D D(T)dT
Ta

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Can You Roughly Estimate the
Contraction?
Tc
D D(T)dT Ta=80oF; Tc=-108oF; D=12.363”
Ta

Tc
D D(T)dT
Ta

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Can You Find a Better Estimate for
the Contraction?
Tc
D D(T)dT
Ta

Ta = 80oF
Tc = -108oF
D = 12.363"

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 Estimating Contraction
Accurately
Change in diameter
(D) by cooling it in dry
ice/alcohol is given by
Tc
D D(T)dT
Ta

Ta = 80oF
Tc = -108oF
D = 12.363"
 1.2278
105T2 6.1946
103T 6.0150
D0.0137
" 9
Introduction to Numerical Methods

Mathematical Procedures

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 Mathematical Procedures
• Nonlinear Equations
• Differentiation
• Simultaneous Linear Equations
• Curve Fitting
– Interpolation
– Regression
• Integration
• Ordinary Differential Equations
• Other Advanced Mathematical Procedures:
– Partial Differential Equations
– Optimization
– Fast Fourier Transforms
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 Nonlinear Equations
How much of the floating ball is under water?

Diameter=0.11m
Specific Gravity=0.6

x 0.165x 3.99310 0
3 2 4

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 Nonlinear Equations
How much of the floating ball is under the water?

f (x)  x3 0.165x2 3.993104 0

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 Differentiation
What is the acceleration
at t=7 seconds?


v(t) 2200ln 16 4
10 
 9.8t a dv
1610 5000
t
4
dt
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 Differentiation
What is the acceleration at t=7 seconds?
Time (s) 5 8 12
Vel (m/s) 106 177 600

a dv
dt

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 Simultaneous Linear Equations
Find the velocity profile, given

Time (s) 5 8 12
Vel (m/s) 106 177 600

v(t) at2 btc, 5t 12

Three simultaneous linear equations
25a5bc 106
64a8bc 177
144a12bc 600
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 Interpolation
What is the velocity of the rocket at t=7 seconds?
Time (s) 5 8 12
Vel (m/s) 106 177 600

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 Regression
Thermal expansion coefficient data for cast steel

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Regression (cont)

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 Integration
Finding the diametric contraction in a steel shaft when
dipped in liquid nitrogen.

Tfluid
D D  dT
Troom

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Measuring Errors

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 Why measure errors?
1) To determine the accuracy of numerical
results.
2) To develop stopping criteria for iterative
algorithms.

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 True Error
• Defined as the difference between the true value
in a calculation and the approximate value found
using a numerical method etc.

True Error = True Value – Approximate Value

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 Example—True Error

The derivative, f (x) of a function f (x) can be

approximated by the equation,
f ' (x)  f (x  h)  f (x)
h
If f (x)  7e and h 0.3
0.5x

a) Find the approximate value of f ' (2)

b) True value of f ' (2)
c) True error for part (a)

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 Example (cont.)

Solution:
a) For x 2 and h0.3
f ' (2)  f (20.3)  f (2)
0.3
 f (2.3)  f (2)
0.3
 7e 0.5(2.3)
 7e0.5(2)

0.3
 22.10719.028 10.263
0.3

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 Example (cont.)

Solution:
b) The exact value of f ' (2) can be found by using
our knowledge of differential calculus.
f (x)  7e0.5x
f ' (x) 70.5e0.5x
 3.5e0.5x
So the true value of f ' (2) is
f ' (2)  3.5e0.5(2)
9.5140
True error is calculated as
Et  True Value – Approximate Value
9.5140
10.2630.722
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 Relative True Error

• Defined as the ratio between the true

error, and the true value.
True Error
Relative True Error ( t ) =
True Value

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Example—Relative True Error

Following from the previous example for true error,

find the relative true error for f (x)  7e0.5x at f '(2)
with h 0.3
From the previous example,
Et  0.722
Relative True Error is defined as
t  TrueError
TrueValue
 0.722 0.075888
9.5140
as a percentage,
100%7.5888
t  0.075888 %
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 Approximate Error

• What can be done if true values are not

known or are very difficult to obtain?
• Approximate error is defined as the
difference between the present
approximation and the previous
approximation.
Approximate Error ( Ea ) = Present Approximation – Previous Approximation
Example—Approximate Error

For f (x)  7e0.5x at x 2 find the following,

a) f (2) using h 0.3
b) f (2) using h0.15
c) approximate error for the value of f (2) for part b)
Solution:
a) For x 2 and h 0.3
f ' (x)  f (x  h)  f (x)
h
f ' (2)  f (20.3)  f (2)
0.3
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 Example (cont.)

Solution: (cont.)
 f (2.3)  f (2)
0.3
 7e 0.5(2.3)
 7e0.5(2)

0.3
 22.10719.028 10.263
0.3
b) For x 2 and h0.15
f ' (2)  f (20.15)  f (2)
0.15
 f (2.15)  f (2)
0.15
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 Example (cont.)

Solution: (cont.)
 7e0.5(2.15)
7e0.5(2)

0.15
 20.5019.028 9.8800
0.15
c) So the approximate error, Ea is
Ea Present Approximation – Previous Approximation
9.8800
10.263
0.38300

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 Relative Approximate Error

• Defined as the ratio between the

approximate error and the present
approximation.
Approximate Error
Relative Approximate Error ( a) =
Present Approximation

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Example—Relative Approximate Error

For f (x)  7e0.5x

at x 2, find the relative approximate
error using values from h 0.3 and h0.15
Solution:
From Example 3, the approximate value of f (2) 10.263
using h 0.3 and f (2) 9.8800using h0.15
Ea  Present Approximation – Previous Approximation
9.8800
10.263
0.38300

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 Example (cont.)

Solution: (cont.)
Approximate Error
a 
Present Approximation

 0.383000.038765
9.8800
as a percentage,
a  0.038765
100
% 3.8765
%
Absolute relative approximate errors may also need to
be calculated,
a |0.038765| 0.038765
or3.8765
%
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How is Absolute Relative Error used as a
stopping criterion?

If |a| s where s is a pre-specified tolerance, then

no further iterations are necessary and the process is
stopped.

If at least m significant digits are required to be

correct in the final answer, then
|a| 0.5102m%

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 Table of Values

For f (x)  7e at x 2with varying step size, h

0.5x

h f (2) a m
0.3 10.263 N/A 0

0.15 9.8800 3.877% 1

0.10 9.7558 1.273% 1

0.01 9.5378 2.285% 1

0.001 9.5164 0.2249% 2

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