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Introduction To Numerical Methods Analysis

Absolute error = True value - Approximate value = 3.1415926535898 - 3.14 = 0.0015926535898 Relative error = Absolute error/True value x 100% = 0.0015926535898/3.1415926535898 x 100% = 0.0505% So the absolute error is 0.0015926535898 and the relative error is 0.0505%

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David Anderson Solis
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262 views

Introduction To Numerical Methods Analysis

Absolute error = True value - Approximate value = 3.1415926535898 - 3.14 = 0.0015926535898 Relative error = Absolute error/True value x 100% = 0.0015926535898/3.1415926535898 x 100% = 0.0505% So the absolute error is 0.0015926535898 and the relative error is 0.0505%

Uploaded by

David Anderson Solis
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to

Numerical Methods
and Analysis
DCEE 23B – Numerical Methods and Analysis
Engr. Roel B. Garcia
Discussion
● Definitions
● Analytical Method
● Numerical Method
● Application of Numerical
Methods
● True Error and Relative Error
● Types of Error
DEFINITION OF NUMERICAL METHODS
- Numerical Methods is the study of algorithms that use numerical values(as
opposed to general symbolic manipulation) for the problems of continuous
mathematics.

- Numerical Analysis involves the development and evaluation of methods for


computing required numerical results from given numerical data. Numerical
methods are techniques by which mathematical problems are formulated so that
they can be solved with arithmetic operations.

One common characteristics, involve large numbers of tedious arithmetic


calculations.
Input Output
The Algorithm
Information Information
ANALYTICAL METHOD
● Solution have been derived
for
some engineering problems
using analytical (or exact)
methods.

● In general, there are few


closed-form engineering or
exact solutions.

● These solutions are often


useful and provide excellent
insight into the behavior of
an engineering system.
NUMERICAL METHOD
● It can obtain numerical
answers of the problems
that have no analytic
solution.

● It does not need special


substitutions and
integrations by parts.

● It needs only the basic


mathematical operations:
addition, subtraction,
multiplication and division,
plus making some
comparisons.
NUMERICAL VS ANALYTICAL
NUMERICAL ANALYTICAL
● This method yields an ● This method gives an exact value of the
approximate/estimate of the answer. answer.

● The resulting value obtained form this ● The value resulted from the analytical
method dictates and discuss more method is less intuitive.
about the behavior of a particular
equation of system. ● Since there are specific forms for most
of the analytical methods, it is quite hard
● Since Numerical Method is based on to code the initial computation.
repeated algorithms, it can be easily
coded. ● It is not easy to get at exact answer
from analytical methods.
● It is easier to obtain an answer from
numerical methods.
APPLICATIONS OF NUMERICAL METHODS
Roots of Equations
• These problems are concerned with the value of a variable that satisfies a
single equation.
• These problems are especially valuable in engineering design contexts where it
is often impossible to explicitly solve design equation for parameters.
APPLICATIONS OF NUMERICAL METHODS
Systems of Linear Equations
• Similar to roots of equations in the sense that are concerned with values that
satisfy equations.
• A set of values is sought that simultaneously satisfies a set of linear algebraic
equations.
APPLICATIONS OF NUMERICAL METHODS
Interpolation
• Interpolation is used where the objective is to determine intermediate values
between relatively error-free data points such as the case of tabulated
information.
• For these situations, the strategy is to fit a curve through the data points and
use the curve to predict the intermediate values.
APPLICATIONS OF NUMERICAL METHODS
Differentiation and Integration
• Several engineering problems require a numerical derived estimate of a
derivative of a function f(x).

• Integration is important for the solution of differential equations.


APPLICATIONS OF NUMERICAL METHODS
Differential Equations
• Both ordinary and partial differential equations are of great importance in
engineering practice.
• This is because many physical laws are presented in terms of the rate of
change of a quantity, rather than the magnitude.
• Two types addressed:
• Initial-value problems
• Boundary-value problems
TRUE ERROR AND RELATIVE ERROR
• Direct methods compute the solution to a problem in a finite number of steps.

• Iterative methods are not expected to terminate in a number of steps.


Starting from an initial guess, iterative methods form successive
approximations that converge to the exact solution only in the limit.

• A convergence criterion is specified in order to decide when a sufficiently


accurate solution has (hopefully) been found.
TRUE ERROR AND RELATIVE ERROR
• Numerical methods can provide a solution to a problem, but the answer will
not always be the exact solution.

• The accuracy we obtain is related to


• The technique used
• The limits we work with
• Step sizes, number of iterations, etc.
• With the greatest accuracy, there is the least amount of error in the
calculation.
TRUE ERROR AND RELATIVE ERROR
Two Issues of Numerical Analysis

1. How to compute?
• This corresponds to algorithmic aspects;
2. How accurate is it?
• This corresponds to error analysis aspects.
TYPES OF ERROR
TYPES OF ERROR
WHY DO WE MEASURE ERROR?
• To determine the accuracy of numerical results.
• To develop stopping criteria for iterative algorithms.

How to measure error?


EXAMPLE
• Let the true value of pi be 3.1415926535898 and its approximation be 3.14 as
usual. Compute the absolute error and relative error of such an approximation.

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