MEE 07152245
Numerical Analysis
Introduction
Md. Sheikh Rasel
Lecturer
Department of Mechanical Engineering
Shahjalal University of Science and Technology
Phone: 01860288122
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Numerical analysis
▪Study of algorithms that use numerical approximation (as opposed to
symbolic manipulations) for the problems of mathematic al analysis
“The objective of numerical analysis is to construct and analyze methods
to solve practical computational problems”
▪ The main objective of numerical analysis:
▪ finding new mathematical approaches for approximating
the underlying problems
▪ development of the current algorithms and numerical schemes to
make them more efficient and reliable
▪ Pioneers: Lagrange, Gauss, Newton, Euler, Legendre, Simpson……and
more….
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Numerical analysis
▪ In the literature numerical analysis is also known as scientific computing,
scientific computation, numerics, computational mathematics and
numerical mathematics
▪ In principle, numerical analysis mainly focuses on the ideas of:
◦ stability
◦ convergence
We will learn about these as
◦ accuracy we progress in this course
◦ consistency
◦ error analysis Analytical vs. approximate solution
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Scientific Computing
▪ Computational problems: attack strategy
• Develop mathematical model (usually requires a combination of
math skills and some a priori knowledge of the system)
• Come up with numerical algorithm (numerical analysis skills)
• Implement the algorithm (coding/software skills)
• Run, debug, test the software
• Visualize the results
• Interpret and validate the results
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Computational problems: well-
posedness
The problem is well-posed, if
(a) solution exists
(b) it is unique
(c) it depends continuously on problem data
The problem can be well-posed, but still sensitive to perturbations. The
algorithm should attempt to simplify the problem, but not make sensitivity
worse than it already is.
Simplification strategies:
Infinite finite
Nonlinear linear
High-order low-order
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Error Analysis
▪ Occurrence of error is unavoidable in the field of scientific computing
▪In numerical analysis we approximate the exact solution of the problem
by using numerical method and consequently an error is committed
▪The numerical error is the difference between the exact solution and the
approximate solution
▪ Instead, numerical analysts try to investigate the possible and best ways to
minimize the error
▪ The study of the error and how to estimate and minimize it are the
fundamental issues in error analysis
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Numerical Error
Let x be the exact solution of the underlying problem and
x* its approximate solution, then the numerical error
(denoted by e) in solving the problem is,
e = x – x*
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Sources of Error in Numerical Methods
Before computation
◦ Blunders (Gross Errors): These errors also called humans errors and are
caused by human mistakes and oversight and can be minimized by taking
care during scientific investigations. These errors will add to the total error
of the underlying problem and can significantly affect the accuracy of
solution.
◦ Modeling Errors: These errors arise during the modeling process when
scientists ignore effecting factors in the model to simplify the problem.
These errors are also known as formulation errors.
◦ Data Uncertainty: These errors are due to the uncertainty of the data of the
physical problem and also known as data errors
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Sources of Error in Numerical Methods
During computation
◦ Truncation or discretization error:
- approximations of infinite sequences, integrals, limits, etc.
◦ Rounding or, round-off error:
- rounding of input data & in arithmetic operations
- introduced by finite precision calculations in the computer arithmetic
Computational error = Truncation error + Round-off error
▪ In Numerical Analysis, we will estimate and minimize the computational
error (Truncation and Round-off error)
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Absolute and Relative Errors
▪ The absolute error E of is defined as the absolute value of the
difference between the exact and approximate solutions,
𝐸 = 𝑥 − 𝑥∗
where, x = exact solution
x* = approximate solution
▪The relative error e is defined as the ratio between the
absolute error E and the absolute value of the exact solution x
𝐸 𝑥 − 𝑥∗
𝑒= =
𝑥ҧ 𝑥ҧ
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