Introduction to Computational Mathematics
P. Sam Johnson
December 29, 2019
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Introduction
Numerical analysis is a process to develop and evaluate the methods for
computing required numerical results from given numerical data.
The given data may be called input information, the results obtained may
be called output information.
The methods applied to obtain output information may be termed as
algorithm.
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Objectives
In practical applications, one would finally obtain results in a numerical
form. For example, from a set of tabulated data derived from an
experiment, a system of linear algebraic equations is to be solved.
The aim of numerical analysis is to provide efficient methods for obtaining
numerical answers to such problems.
We focus mainly on methods of numerical analysis for solving problems
arising in the following different areas of higher mathematics.
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Interpolation
Given a set of data values
(xi , yi ), i = 0, 1, 2, . . . , n
of a function
y = f (x),
where the explicit nature of f (x) is not known, it is often required to find
the value of y for a given value of x, where x0 < x < xn .
This process is called interpolation.
If this process is carried out for functions of several variables, it is called
multivariate interpolation.
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Curve Fitting
Given a set of data values
(xi , yi ), i = 0, 1, 2, . . . , n
a smooth curve can be drawn to pass through near the plotted points.
Such a curve is called an approximating curve.
The equation of this curve may be taken as an approximate relation
between x and y and it is called an empirical equation.
The general problem of finding equations of approximating curves which fit
a given data is called curve fitting.
The method is to fit a curve which passes through the data points and
then use the curve to predict the intermediate values. This problem is
usually referred to as data smoothing.
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Numerical Differentiation and Integration
It is often required to determine the numerical values of
dy d 2 y
, 2 at some x in [x0 , xn ], and
Zdx xndx
y dx
x0
for the given set of data values
(xi , yi ), i = 0, 1, 2, . . . , n.
The explicit nature of y (x) is not known.
For example, if the data consist of the angle θ (in radians) of a rotating
rod for values of time t (in seconds), then its angular velocity and angular
acceleration at any time can be computed by numerical differentiation
formulae.
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Numerical Solution of Algebraic and Transcendental
Equations
The equations of the form
f (x) = 0
are called algebraic and transcendental according as f (x) is purely a
polynomial in x or contains some other funtions such as exponential,
logarithmic and trigonometric functions etc.
The problem of solving nonlinear equations of the type
f (x) = 0
is frequently encountered in engineering.
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Numerical Solution of Ordinary Differential Equations
Engineering problems are often formulated in terms of an ordinary
differential equation.
For example, the mathematical formulation of a falling body involves an
ordinary differential equations. In most cases, exact solutions are not
possible and numerical methods have to be adapted.
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Numerical Solution of Systems of Linear Equations
Simultaneous linear algebraic equations occur in various fields of science
and engineering. Cramer’s rule is very much useful for smaller systems but
the method is found to be impracticable for large systems, since the
calculations are tedious. To solve such equations, there are numerical
methods, which are particularly suited for computer operations.
The problem of solving systems of linear algebraic equations and the
determination of eigenvalues and eigenvectors of matrices are major
problems of disciplines such as differential equations, fluid mechanics,
theory of structures, etc.
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References
1. Richard L. Burden and J. Douglas Faires, Numerical Analysis -
Theory and Applications, Cengage Learning, Singapore.
2. Kendall E. Atkinson, An Introduction to Numerical Analysis, Wiley
India.
3. David Kincaid and Ward Cheney, Numerical Analysis -
Mathematics of Scientific Computing, American Mathematical
Society, Providence, Rhode Island.
4. S.S. Sastry, Introductory Methods of Numerical Analysis, Fourth
Edition, Prentice-Hall, India.
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