INTRODUCTION TO

NUMERICAL METHODS
Presented by: DR. JOAN P. LAZARO
 LEARNING OUTCOMES

At the end of this chapter, the learners are able to:

 understand the need for numerical methods;
 recognize the difference between analytical and
numerical solutions;
 introduce mathematical modeling and its role in engineering
problem solving.
 DEFINITION
 Numerical methods are techniques by which
mathematical problems are formulated so that
they can be solved with arithmetic operations.
 REASONS WHY YOU SHOULD STUDY
NUMERICAL METHODS

 1. Numerical methods are extremely powerful problem-solving

tools.
 2. During your careers, you may often have occasion to use
commercially available prepackaged, or “canned,” computer
programs that involve numerical methods.
 3. Many problems cannot be approached using canned programs.
 4. Numerical methods are an efficient vehicle for learning to use
computers.
 5. Numerical methods provide a vehicle for you to reinforce your
understanding of mathematics.
 MATHEMATICAL BACKGROUND
 1. Roots of Equations
These problems are concerned with the value of a variable
or a parameter that satisfies a single nonlinear equation. These
problems are especially valuable in engineering design contexts
where it is often impossible to explicitly solve design equations for
parameters.
Roots of equations
Solve f(x) = 0 for x.
 MATHEMATICAL BACKGROUND
 2. Systems of Linear Algebraic Equations
These problems are similar in spirit to roots of equations in the
sense that they are concerned with values that satisfy equations. In
particular, they originate in the mathematical modeling of large
systems of interconnected elements such as structures, electric
circuits, and fluid networks. However, they are also encountered in
other areas of numerical methods such as curve fitting and
differential equations.
Linear algebraic equations
Given the a’s and the c’s, solve
 MATHEMATICAL BACKGROUND
 3. Optimization
These problems involve determining a value or values of an
independent variable that correspond to a “best” or optimal value
of a function. Thus, optimization involves identifying maxima and
minima.

Optimization
Determine x that gives optimum f(x).
 MATHEMATICAL BACKGROUND
 4. Curve Fitting
You will often have occasion to fit curves to data points. The
techniques developed for this purpose can be divided into two
general categories: regression and interpolation.
 Regression is employed where there is a significant degree of
error associated with the data. Experimental results are often of
this kind.
 Interpolation is used where the objective is to determine
intermediate values between relatively error-free data points.
Such is usually the case for tabulated information.
MATHEMATICAL BACKGROUND
Curve fitting
 MATHEMATICAL BACKGROUND
 5. Integration

As depicted, a physical interpretation of numerical

integration is the determination of the area under a
curve. Integration has many applications in engineering
practice, ranging from the determination of the
centroids of oddly shaped objects to the calculation of
total quantities based on sets of discrete measurements.
In addition, numerical integration formulas play an
important role in the solution of differential equations.
Integration
 MATHEMATICAL BACKGROUND
 6. Ordinary Differential Equations
Ordinary differential equations are of great significance in
engineering practice. This is because many physical laws are
couched in terms of the rate of change of a quantity rather than
the magnitude of the quantity itself. Examples range from
population-forecasting models (rate of change of population) to
the acceleration of a falling body (rate of change of velocity).
 MATHEMATICAL BACKGROUND
 7. Partial Differential Equations
Partial differential equations are used to characterize
engineering systems where the behavior of a physical quantity is
couched in terms of its rate of change with respect to two or more
independent variables. Examples include the steady-state
distribution of temperature on a heated plate (two spatial
dimensions) or the time-variable temperature of a heated rod
(time and one spatial dimension).
ENGINEERING PROBLEM-SOLVING
PROCESS
 A SIMPLE MATHEMATICAL MODEL
 A mathematical model can be broadly defined as a
formulation or equation that expresses the essential features of
a physical system or process in mathematical terms. In a very
general sense, it can be represented as a functional
relationship of the form

where the dependent variable is a characteristic that usually

reflects the behavior or state of the system; the independent
variables are usually dimensions, such as time and space,
along which the system’s behavior is being determined; the
parameters are reflective of the system’s properties or
composition; and the forcing functions are external influences
acting upon the system.
 A SIMPLE MATHEMATICAL MODEL
 For example, on the basis of his observations, Newton
formulated his second law of motion, which states that the time
rate of change of momentum of a body is equal to the resultant
force acting on it. The mathematical expression, or model, of
the second law is the well-known Equation

The second law can be recast in the format of Eq. (1.1) by

merely dividing both sides by m to give
 A SIMPLE MATHEMATICAL MODEL
where
 a = the dependent variable reflecting the system’s behavior,
 F = the forcing function, and m = a parameter representing a
property of the system.
 Note that for this simple case there is no independent variable
because we are not yet predicting how acceleration varies in
time or space.
 A SIMPLE MATHEMATICAL MODEL
 The actual mathematical expression of the equation can range
from a simple algebraic relationship to large complicated sets
of differential equations.
 Example equation (Analytical or exact)
(Eq. 1-4)

where v(t) = the dependent variable, t = the independent

variable, c and m = parameters, and g = the forcing function.

 The equation is called an analytical, or exact, solution

because it exactly satisfies the original differential
equation.
 A SIMPLE MATHEMATICAL MODEL
 Example:
A parachutist of mass 68.1 kg jumps out of a stationary hot
air balloon. Use Eq. 1-4 (exact equation) to compute velocity prior
to opening the chute. The drag coefficient is equal to 12.5 kg/s.
 Solution:
Inserting the parameters into the equation, yields: (m = 68.1 kg ;
c = 12.5 kg/s)
 A SIMPLE MATHEMATICAL MODEL
 which can be used to compute

 According to the model, the parachutist accelerates rapidly. A

velocity of 44.92 m/s is attained after 10 s. Note also that after a
sufficiently long time, a constant velocity, called the terminal
velocity, of 53.44 m/s is reached. This velocity is constant
because, eventually, the force of gravity will be in balance with
the air resistance. Thus, the net force is zero and acceleration
A SIMPLE MATHEMATICAL MODEL
 A SIMPLE MATHEMATICAL MODEL
 Newton’s second law can be approximated by the time rate of
change of velocity:
(Eq. 1-5)

(Eq. 1-6)
 A SIMPLE MATHEMATICAL MODEL
 It represents the reverse process. It is called finite divided
difference approximation of the derivative at time It yields to
the equation:
(Eq. 1-7)

(Eq. 1-8)
This is called a numerical or approximate equation.
A SIMPLE MATHEMATICAL MODEL
 A SIMPLE MATHEMATICAL MODEL
 Example:
Perform the same computation as in the previous example using Eq. 1-8
(approximate equation) to compute the velocity. Employ a step size of 2 s for
the calculation.
 Solution:
At the start of the computation ( = 0), the velocity of the parachutist is zero.
Using this information and the parameter values from the previous example,
Eq. 1-8 can be used to compute velocity at = 2 s:
 A SIMPLE MATHEMATICAL MODEL
 The calculation is continued in a similar fashion to obtain additional
values:

 The results are plotted in the next Figure along with the exact solution.
 It can be seen that the numerical method captures the essential features of the
exact solution.
 However, because we have employed straight-line segments to approximate a
continuously curving function, there is some discrepancy between the two results.
 A SIMPLE MATHEMATICAL MODEL
 One way to minimize such discrepancies is to use a smaller step
size.
 For example, applying Eq. 1-8 at l-s intervals results in a smaller
error, as the straight-line segments track closer to the true solution.
 Using hand calculations, the effort associated with
using smaller and smaller step sizes would make such
numerical solutions impractical.
 However, with the aid of the computer, large numbers
of calculations can be performed easily. Thus, you can
accurately model the velocity of the falling parachutist
without having to solve the differential equation exactly.