Numerical Methods

Lecture 01
2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 1
 Numerical Methods
❑ What is Numerical Computing?
– Numerical Computing is an approach for solving complex
mathematical problems using only simple arithmetic operations.
– The approach involves formulation of mathematical models of physical
situations that can be solved with arithmetic operations.
– It requires development, analysis and use of algorithms.
– Numerical computations invariably involve a large number of
arithmetic calculations and therefore, require fast and efficient
computing devices.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 2

 Numerical Methods
❑ Necessity
– Numerical Computations play an indispensable role in solving real life mathematical,
physical and engineering problems.
– They have been in use for centuries even before digital computers appeared on the scene.

❑ Some Applications
– Numerical methods usually deal with following fields:
– Finding roots of equations
– Solving systems of linear algebraic equations
– Interpolation and regression analysis
– Numerical integration
– Numerical differentiation
– Solution of differential equations
– Boundary value problems
– Solution of matrix problems

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 3

 Numerical Methods
❑ Numeric Data
– Numerical computing may involved two types of data:
• Discrete data and
• Continuous data

– Data that are obtained by counting are called Discrete Data.

– Examples of discrete data are the total number of items in a box, or the total number of
people participating in a race.

– Data that are obtained through measurement are called Continuous Data.
– Examples of continuous data are the speed of a vehicle as given by a speedometer, or
temperature of a patient as measured by a thermometer.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 4

 Numerical Methods
❑ PROCESS OF NUMERICAL COMPUTING
– Numerical computing involves formulation of mathematical models of
physical problems that can be solved using basic arithmetic operations.
– The process of numerical computing can be roughly divided into the
following four phases:

1. Formulation of a mathematical model

2. Construction of an appropriate numerical method
3. Implementation of the method to obtain a solution
4. Validation of the solution

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 5

 Numerical Methods
❑ PROCESS OF NUMERICAL COMPUTING
– The phases are illustrated in the following figure.
Mathematical
concepts

Computer
Physical and software
Mathematical
problem
model

Numerical
method

Implementation

Solution
Modify Change Improve
model method algorithm

Validity
Wrong
Correct

Fig.: Numerical Computing Process Application

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 6

 Numerical Methods
❑ Formulation of a Mathematical Model
– The formulation of a suitable mathematical model is critical to the solution of
the problem.
– Modeling is the process of translating a physical problem into a mathematical
problem. The process involves:

• Making a number of simplifying assumptions.

• Identification of important variables.
• Postulation of relationships between the variables.

– A mathematical model can be broadly defined as a formulation of certain

mathematical equation that expresses the essential features of a physical system
or process.
– Models may range from a simple algebraic equation to a complex set of
differential equations.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 7

 Numerical Methods
❑ Formulation of a Mathematical Model
– The following figure shows various types of mathematical equations that might result
while formulating mathematical models of physical processes.

Mathematical equations

Algebraic Polynomial T ranscendental Differential Integral

equations equations equations equations equations

Linear Non-Linear Definite Indefinite

Continuous Piecewise Ordinary Partial

T rigonometric Exponential Logarithmic

Fig.: Different forms of mathematical equations

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 8

 Numerical Methods
❑ Formulation of a Mathematical Model
– The formulation of mathematical model begins with a statement of the
problem and the associated factors to be considered.
– Real life problems have many uncertainties and unknown. Therefore, it
may be necessary to make certain assumptions for approximating and
to include only those features of the problem that are considered critical
to the final solution.
– The model may be enhanced later, if necessary.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 9

 Numerical Methods
❑ Construction of An Appropriate Numerical Method
– A numerical method is a computational technique which involves only
a finite number of basic arithmetic operations.
– For a given problem, there might be several alternative numerical
methods.
– We must consider different factors or trade-offs before selecting a
particular method, such as type of equation, type of computer variables,
accuracy, speed of execution, and programming and maintenance
efforts required.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 10

 Numerical Methods
❑ Implementation of the Method to Obtain a Solution
– The third phase of the numerical computing process is the
implementation of the method selected.
– This phase is concerned with the following three tasks:
• Design of an algorithm
• Writing of a program
• Executing it on a computer to obtain the results.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 11

 Numerical Methods
❑ Validation of the Solution
– Once we are able to obtain the results, the next step is the validation of the process.
– Validation means the verification of the results to see that it is within the desired limits
of accuracy. If it is not, then we must go back and check each of the following:

• Mathematical model itself

• Numerical method selected
• Computational algorithm used to implement the method.

– This means modification of the model, selection of an alternate numerical method or

improving the algorithm.
– Once a modification is introduced, the cycle begins again.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 12

 Numerical Methods
❑ CHARACTERISTICS OF NUMERICAL COMPUTATION
– Numerical methods exhibit certain computational characteristics during
their implementation. It is important to consider these characteristics
while choosing a particular method for implementation. The
characteristics that are critical to the success of implementation are:

• Accuracy
• Rate of convergence
• Numerical stability
• Efficiency

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 13

 Numerical Methods
❑ CHARACTERISTICS OF NUMERICAL COMPUTATION
Accuracy
– Every method of numerical computing introduces errors.
– They may be either due to using an approximation in place of an exact mathematical
procedure or due to inexact representation and manipulation of numbers in the computer.
These errors affect the accuracy of the result.
– The results we obtain must be sufficiently accurate to serve the purpose for which the
mathematical model was built.

Rate of Convergence
– Many numerical methods are based on the idea of an iterative process.
– This process involves generation of a sequence of approximations with the hope that the
process will converge to the required solution.
– Certain methods converge faster than others.
– Some methods may not converge at all.
– Rapid convergence takes less execution time on the computer.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 14

 Numerical Methods
❑ CHARACTERISTICS OF NUMERICAL COMPUTATION
Numerical Stability
– Another problem introduced by some numerical computing methods is that of numerical
instability.
– Errors introduced into a computation, from whatever source, propagate in different ways.
– In some cases, these errors tend to grow exponentially, with disastrous computational
results. A computing process that exhibits such exponential error growth is said to be
numerically unstable.
– We must choose methods that are not only fast but also stable.

Efficiency
– One more consideration in choosing a numerical method for solution of a mathematical
model is efficiency.
– It means the amount of effort required by both human and computer to implement the
method.
– A method that requires less of computing time and less of programming effort and yet
achieves the desired accuracy is always preferred.

2/26/2020 Md. Golam Moazzam, Dept. of CSE, JU 15