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    Numerical Methods: Dr. Charisma Choudhury

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    This document provides an overview of numerical methods for solving problems that cannot be solved analytically. It introduces the bisection method for finding roots of equations. The bisection method works by repeatedly bisecting an interval containing a root and narrowing in on the point where the function changes sign, thus bracketing the root. The document explains how to apply the bisection method and provides an example of solving an equation to demonstrate the method. It also discusses sources of error in numerical methods and considerations for choosing an appropriate method.

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    Numerical Methods: Dr. Charisma Choudhury

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    This document provides an overview of numerical methods for solving problems that cannot be solved analytically. It introduces the bisection method for finding roots of equations. The bisection method works by repeatedly bisecting an interval containing a root and narrowing in on the point where the function changes sign, thus bracketing the root. The document explains how to apply the bisection method and provides an example of solving an equation to demonstrate the method. It also discusses sources of error in numerical methods and considerations for choosing an appropriate method.

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    This document provides an overview of numerical methods for solving problems that cannot be solved analytically. It introduces the bisection method for finding roots of equations. The bisection method works by repeatedly bisecting an interval containing a root and narrowing in on the point where the function changes sign, thus bracketing the root. The document explains how to apply the bisection method and provides an example of solving an equation to demonstrate the method. It also discusses sources of error in numerical methods and considerations for choosing an appropriate method.

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    21 views14 pages

    Numerical Methods: Dr. Charisma Choudhury

    Uploaded by

    sam9j
    This document provides an overview of numerical methods for solving problems that cannot be solved analytically. It introduces the bisection method for finding roots of equations. The bisection method works by repeatedly bisecting an interval containing a root and narrowing in on the point where the function changes sign, thus bracketing the root. The document explains how to apply the bisection method and provides an example of solving an equation to demonstrate the method. It also discusses sources of error in numerical methods and considerations for choosing an appropriate method.

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    CE 205

    Numerical Methods
    Dr. Charisma Choudhury
    Lecture 1 March 30, 2009

    Objective
    Some of the analysis methods you have used so far..
    Algebra Calculus Differential Equations etc.

    Often not possible to determine analytical solution


    Complex calculation Sheer size of problem

    Why Numerical Methods?


    Example:
    No closed form solution
    Length of one half of the curve y = sin(x):

    1 + cos 2 ( x) dx

    Large matrices

    Computer is not so smart


    Need to break the problem to simple mathematical problems
    Add, subtract, multiply, divide, compare

    Practical considerations
    Example: Length of a board derived by solving equation: x 3 - x 2 - 3x + 3=0
    How accurately can we measure for practical applications?

    Course Outline
    Numerical solution of algebraic and transcendental equations Solution of systems of linear equations Linear and non-linear curve-fitting by least square regression Finite differences Divided differences Interpolation Numerical differentiation and integration Numerical solution of differential equations

    Course Outline
    Numerical solution of algebraic and transcendental equations Solution of systems of linear equations Linear and non-linear curve-fitting by least square regression Finite differences Divided differences Interpolation Numerical differentiation and integration Numerical solution of differential equations

    Lecture Plan
    Algebraic and transcendental equations Curve-fitting Differential equations CE applications and review 5 classes 3 classes 4 classes 1 class

    References
    Any standard undergraduate textbook on Numerical Methods Some examples:
    Numerical Analysis: Goel & Mittal Applied Numerical Analysis: Gerald & Wheatley Numerical Methods for Engineers: Chapra & Canale Introductory Methods of Numerical Analysis: Sastry

    Grading Policy
    3 quizzes Tentatively on 5th, 9th and 12th class
    Or maybe one computer programming assignment? The last one is only a make-up quiz/assignment

    Approach
    Often multiple methods for solving same problem
    Which is the most relevant method?
    Examine the problem What inputs do we have? What accuracy do we need? What is the computational burden? What is the rate of convergence?

    Errors in Numerical Methods


    Error in original data/measurement error Truncation error: ex=1+ x/1! + x 2/2!+ Round-off error: 1/3, etc. Calculations errors
    significant digits

    Errors
    Abs error = |true-apprx|
    Relative= abs error /true
    5000+/-0.10 0.005+/-0.1

    True=10/3, apprx = 3.333 Abs=1/3000 Rel=1/10000

    Significant digits 4

    Algebraic and Transcendental Equations


    Algebraic: y =ax+b Transcendental: y = a sinx+b cosx

    Solution Methods
    Bisection/ Half-interval Search Method of false position/Regula Falsi Secant Method Newton Raphson Iteration Method Many more

    Choice of Method Depends on ..


    Required accuracy Rate of convergence Inputs
    How does initial approximation affect the computation?

    Often combination of multiple methods is the optimum

    Bisection/ Half-interval Search


    Background:
    Lessons from Graphical approach
    Solve: f(x)=0 Let y=f(x) Take a set of rectangular coordinates within a range (say xL and xU) Plot Root(s): the point(s) where y crosses x

    Background
    Different variations (Examples shown in next page)
    Single root Multiple roots No root within specified range

    1 root

    no roots

    3 roots

    2 roots

    Background
    Observations
    If f(xl) and f(xU) have opposite signs
    Odd number of roots in between

    If f(xl) and f(xU) have same signs


    Zero/even number of roots in between

    Exceptions
    Discontinuous function

    Discontinuous Function

    Deductions
    If f(x) is
    continuous between xL and xU and f(xl) * f(xU) <0 (i.e. f(xl) and f(xU) have opposite signs) There is at least 1 real root f(x)=0 between xL and xU

    10

    Example
    Tangential functions can have any number of roots even irrespective of sign change/unchange

    Deductions
    If f(x) is
    continuous and strictly monotonic between xL and xU and f(xl) * f(xU) <0 (i.e. f(xl) and f(xU) have opposite signs) There is atmost 1 real root f(x)=0 between xL and xU

    11

    Basis of Bisection Method


    Narrow down interval [f(xL) and f(xU) ]to locate where the sign change occurs Divide into equal sub-intervals to search the point where the sign change occurs

    Steps
    Choose xL and xL such that f(xL)*f(xU)<0 Initial estimate of root xR=(xL + xU)/2 f(xR)*f(xL)<0, root is in lower interval, replace xU by xR f(xR)*f(xL)>0, root is in upper interval, replace xL by xR Terminate when f(xR)=f(xL) or f(xU)-f(xL)<tolerance

    12

    Example
    f(x)=x3-x-1 x L =1,x U =2 x R=1.5

    Solution: x=1.324
    xL 1.0000 1.0000 1.2500 1.2500 1.3125 1.3125 1.3125 1.3203 1.3242 xR 1.5000 1.2500 1.3750 1.3125 1.3438 1.3281 1.3203 1.3242 1.3262 xU 2.0000 1.5000 1.5000 1.3750 1.3750 1.3438 1.3281 1.3281 1.3281 f(xL) -ve -ve -ve -ve -ve -ve -ve -ve -ve f(xR) +ve -ve +ve -ve +ve +ve -ve -ve +ve f(xU) +ve +ve +ve +ve +ve +ve +ve +ve +ve DifferenceRemark 1.0000 replace upper 0.5000 replace lower 0.2500 replace upper 0.1250 replace lower 0.0625 replace upper 0.0313 replace upper 0.0156 replace lower 0.0078 replace lower 0.0039 OK at 0.01 tolerance

    Note: OK at 0.01 tolerance. Not ok at 0.001 tolerance, need more iterations.

    13

    Practice Problems
    Find roots of the following in bisection method
    a. e x = Sin( b. xe x = 2

    x
    2

    14

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