Numerical Analysis-1. Preliminaries PDF

CALCULUS REVIEW 11/27/2015
NUMERICAL ANALYSIS
Prepared by: ALEXANDER S. CARRASCAL
2 INTRODUCTION
Numerical Analysis deals with the different techniques of approximations, the
estimates of associated errors, and the corresponding algorithms used in
formulating and solving mathematical problems employing only the familiar
arithmetic and logical operations.
The mathematical problems that can be solved by numerical methods include
but not limited to:
Function Approximation
Root-Finding
Interpolation
Linear Systems
Differentiation and Integration
Differential Equations
Prepared by: ALEXANDER S. CARRASCAL 1

3 WHY STUDY NUMERICAL METHODS?

Numerical methods greatly expand the types of problems you can address such as the:
handling of large systems of equations, nonlinearities, and complicated geometries
that are common in engineering but oftentimes impossible to solve analytically with
standard calculus. As such, they greatly enhance your problem-solving skills.
They allow you to use canned software with insight. Intelligent use of these
programs is enhanced by an understanding of the basic theory underlying the
methods.
Many problems cannot be approached using canned programs. If you are conversant
with numerical methods and adept at computer programming, you can design your
own programs without having to buy or commission expensive software.
They are ideal for illustrating the computers powers and limitations. You will also
learn to acknowledge and control the errors of approximation that are part and parcel
of large-scale numerical calculations.
They provide a vehicle to reinforce your understanding of mathematics. Because one
function of numerical methods is to reduce higher mathematics to basic arithmetic
operations, they get at the nuts and bolts of some otherwise obscure topics.
4 MATHEMATICAL PRELIMINARIES
Limits and Continuity
Definition 1.1 A function defined on a set of real numbers has the limit at 0 , written
lim = ,
0
if, given any real number > 0, there exists a real number > 0 such that < ,
whenever and 0 < | 0 | < .

5 Definition 1.2 Let =1 be an infinite sequence of real numbers. This sequence has the limit
(converges to ) if, for any > 0 there exists a positive integer () such that | | < ,
whenever > . The notation
lim = ,

means that the sequence =1 converges to x.
Definition 1.3 Let be a function defined on a set of real numbers and 0 . Then is
continuous
at 0 if
lim = 0 .
0
The function is continuous on the set if it is continuous at each number in .
Theorem 1.4 If is a function defined on a set X of real numbers and 0 , then the following
statements are equivalent:
a. is continuous at 0 ;

b. If =1 is any sequence in converging to 0 , then
lim ( ) = (0 ).

Differentiability
6
Definition 1.3 Let be a function defined in an open interval containing 0 . The function is
differentiable at 0 if
0
0 = lim .
0 0
exists. The number 0 is called the derivative of at 0 . A function that has a derivative at
each number in a set is differentiable on . The function is continuous on the set if it is
continuous at each number in .

Theorem 1.6 If the function is differentiable at 0 , then is continuous at 0 .

7
The set of all functions that have continuous derivatives on is denoted , and
the set of functions that have derivatives of all orders on is denoted .
Theorem 1.7 (Rolles Theorem)

Suppose [, ] and is differentiable on (, ). If () = (), then a number in (, )
exists with () = 0.
Theorem 1.8 (Mean Value Theorem)

8
If [, ] and is differentiable on (, ), then a number in (, ) exists with
() ()
() =


Theorem 1.9 (Extreme Value Theorem)

9 If [, ], then 1 , 2 [, ] exist with (1 ) () (2 ), for all [, ].
In addition, if is differentiable on (, ), then the numbers 1 and 2 occur either at the
endpoints of [, ] or where is zero.
Theorem 1.10 (Generalized Rolles Theorem)

10 Suppose [, ] is times differentiable on (, ). If () = 0 at the + 1 distinct
numbers 0 < 1 < . . . < , then a number in (0 , ), and hence in (, ), exists
with () = 0.
Theorem 1.11 (Intermediate Value Theorem)
If [, ] and is any number between () and (), then there exists a number in
(, ) for which () = .

Integration
11
Definition 1.12 The Riemann integral of the function on the interval [, ] is the following limit,
provided it exists:

= lim
0 =1
where the numbers 0 , 1 , . . . , satisfy = 0 1 = , and = 1, for

each = 1, 2, . . . , , and is arbitrarily chosen in the interval [1 , ].
If the function is continuous, then, we can choose to be equally spaced in [, ] and set
= = + ( )/. Thus,

= lim .
=1
Theorem 1.13 (Weighted Mean Value Theorem for Integrals)

12 Suppose [, ], the Riemann integral of exists on [, ], and () does not change sign
on [, ]. Then there exists a number in (, ) with

=
.
When () 1, Theorem 1.13 is the usual Mean Value Theorem for Integrals. It gives the
average value of the function over the interval [, ].

Taylor Polynomials and Series

13
Theorem 1.14 (Taylors Theorem)
Suppose [, ], that (+1) exists on [, ], and 0 [, ]. For every
[, ], there exists a number () between 0 and with
= + .
where
0 0
= 0 + 0 0 + 0 2 + + 0
2! !
0
= =0 0 .
!
(+1) (()) +1 .
= 0
+1 !

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CALCULUS REVIEW 11/27/2015

Prepared by: ALEXANDER S. CARRASCAL

Prepared by: ALEXANDER S. CARRASCAL 1

3 WHY STUDY NUMERICAL METHODS?

Prepared by: ALEXANDER S. CARRASCAL

Prepared by: ALEXANDER S. CARRASCAL

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The function is continuous on the set if it is continuous at each number in .

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Theorem 1.6 If the function is differentiable at 0 , then is continuous at 0 .

Theorem 1.7 (Rolles Theorem)

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Theorem 1.8 (Mean Value Theorem)

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Theorem 1.9 (Extreme Value Theorem)

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Theorem 1.10 (Generalized Rolles Theorem)

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where the numbers 0 , 1 , . . . , satisfy = 0 1 = , and = 1, for

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Theorem 1.13 (Weighted Mean Value Theorem for Integrals)

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Taylor Polynomials and Series

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