ECE60 - Numerical Methods
Engr. Charmaine C. Paglinawan
Instructor
Facebook Group
ECE60-Numericals
Numerical Methods
study of algorithms that use numerical
approximation to solve problems usually done
symbolically
like
finding
the
roots,
interpolation and extrapolation, solution to
system of equations, eigenvalues, regression,
evaluating
derivatives
and
integrals,
optimization, and differential equations.
Accuracy and Precision
Accuracy - comparison of actual (true) value vs measured
(computed) values
Errors:
Absolute Error
E A True Value Computed Value
Relative Error
ER
True Value Computed Value
Round Off Error
Truncation Error
True Value
Accuracy and Precision (cont.)
Precision comparison of several computed (measured)
values
Errors:
Absolute Approximate Error
E A New Value Pr evious Value
Relative Approximate Error
ER
New Value Pr evious Value
New Value
Power Series
Power Series used to represent infinitely integrable/differentiable
functions.
General Form:
f ( x) Cn x a
n 0
f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2
*where C0, C1, C2, , Cn are constants of the power series
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To determine constants:
f ' ( x) C1 2C2 x a 3C3 x a 4C4 x a .... nCn x a
2
f ' ' ( x) 2C2 3 2C3 x a 4 3C4 x a .... n n 1 Cn x a
2
f ' ' ' ( x) 3 2C3 4 3 2C4 x a .... n n 1 n 2 Cn x a
n 1
n2
n2
f. n ( x) n n 1 n 2 n 3.... n n 1 C n
.
If a=x
f ' ( x) C1 f ' (a );
f ' ' ( x) 2C2 f ' ' (a );
f ' ' ' ( x) 3 2C3 f ' ' ' (a )
f n ( x) n!Cn f n (a );
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Thus
C0 f ( x ) f ( a )
f n ( x) f n (a)
Cn
n!
n!
f ' ( x) f ' (a )
C1
1!
1!
f ' ' ( x) f ' ' (a )
C2
2!
2!
.
.
f ' ' ' ( x) f ' ' ' (a )
C3
3!
3!
Taylor Series Expansion
Substituting to the General Form
Recall
f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2
f ' (a )
f ' ' (a )
f ' ' ' (a)
f IV (a )
2
3
x a
x a
x a
x a 4 ....
f ( x) f (a )
1!
2!
3!
4!
f (a)
x a n
n
n!
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Mc Laurin Series Expansion
Let a=0, then
C 0 f ( x ) f ( a ) f ( 0)
f ' ( x ) f ' ( 0)
C1
1!
1!
C2
f n ( x ) f n ( 0)
Cn
n!
n!
f ' ' ( x ) f ' ' ( 0)
2!
2!
f ' ' ' ( x ) f ' ' ' ( 0)
C3
3!
3!
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Mc Laurin Series Expansion (cont.)
Substituting to the General Form
Recall
f ( x) C0 C1 x a C2 x a C3 x a C4 x a .... Cn x a
2
f ' ( 0)
f ' ' (0) 2 f ' ' ' (0) 3 f IV (0) 4
x
x
x
x .... f n (0) x n
f ( x ) f ( 0)
1!
2!
3!
4!
n!
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Example Taylor Series Expansion
Determine the Taylor Series Expansion of the function
f(x)=ln(x+1) near the value a=0.5 and determine its first 4 nonzero terms.
Recall:
Solution
1
ln u u
u
f ( x) ln x 1 f (a) ln 0.5 1 0.4055
1
1
f ' ( x)
x 1 1 f ' (a)
0.6667
x 1
0.5 1
1
1
f ' ' ( x) 1 x 1 2 1
f
'
'
(
a
)
0.4444
2
2
x 1
0.5 1
2
2
f ' ' ' ( x) 2 x 1 3 1
f
'
'
'
(
a
)
0.5926
3
3
x 1
0.5 1
0.4444
0.5926
2
x 0. 5
x 0.5 3 ...
f ( x) 0.4055 0.6667 x 0.5
2!
3!
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Example- Mc Laurin Series Expansion
Determine the Mc Laurin Series Expansion of the function
f(x)=ex and express the following terms in a power series formula.
Solution
f ( x ) e x f ( 0) e 0 1
f ' ( x) e (1) 1
x
Recall:
e u e u u
f ' ' ( x) e x 1
f ' ' ' ( x) e x 1
1
1 2 1 3 1 4
1 n
f ( x) 1 x x x x ... x
1!
2!
3!
4!
n!
x x 2 x3 x 4
f ( x) 1 ...
1! 2! 3! 4!
xn
f ( x)
n 0 n!
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Softwares
Excel
Matlab
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