MS2201
Numerical Analysis
Dr. Ir. Rachman Setiawan
Engineering Design Centre
(Mechanical Design Lab.)
Faculty of Mechanical and Aerospace Engineering
E-mail: r.setiawan@itb.ac.id
Lectures
Schedule
Wednesday 13.00 – 14.50 WIB (9137)
Evaluation
Quiz (min. 6x +/- 20 min.) 15%
Homework/Assignment 20%
Mid-test 30%
Final test 35%
Reference Book
Steven C. Chapra dan Raymond P. Canale, “Numerical Methods for
Engineers”, Fourth ed., Mc Graw Hill International Ed., 2002.
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Lectures
Etcetera
Two-hour Lecture:
2 parts
Break between parts
Tolerance Limit: Students: 10 min.; Lecturer: 15 min.
Attendance is registered through SIX
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Lectures
Syllabus
Introduction to Numerical Analysis
Errors & Taylor Series
Roots of Equations & Polynomials
Matrices & System of Algebraic Equations
Numerical Integration & Differentiation
Optimization
Curve Fittings: Regression, Interpolation
Ordinary Differential Equations
Partial Differential Equations
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Intro. to Numerical Analysis
Motivation
https://www.youtube.com/watch?v=zssG3n19_yE
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Intro. to Numerical Analysis
Motivation
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Intro. to Numerical Analysis
Motivation
162 N 991 N 1900 N 2200 N
2580 N 2970 N 3190 N 3450 N
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Intro. to Numerical Analysis
Definition
Numerical analysis is:
A method of analysis that consists of techniques to
solve mathematical equations with arithmetical
calculation
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Intro. to Numerical Analysis
Methods in Engineering Problem Solving
Problem/
Reality
Simulation/ Empirical/
Theory experiments
Computer aid
Analytical
Solution
Computer aid Numerical
Solution
Computer aid
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Intro. to Numerical Analysis
History
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Intro. to Numerical Analysis
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Intro. to Numerical Analysis
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Intro. to Numerical Analysis
Objectives
To provide students with a sound introduction to some
numerical methods to solve practical engineering problems
To introduce programming language(s) to students, or
enhance student’s programming skills
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Programming Basics
Why programming?
To translate mathematical algorithm in numerical methods
into a language that computers understand
Mathematical model
Arithmetical model
Physical problems
Algorithm
Numerical solution
Computer Program
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3. Programming Basics
3.4 Communications
Algorithm: a set of steps to instruct a computer to perform
a certain task
Flow-chart: a visual/graphical representation of an
algorithm
Pseudo-code: an alternative approach to express an
algorithm that bridges the gap between flow-chart and
computer code
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Programming Basics
Comparison among the three:
1. Ask Inputs Inputs
Inputs
2. Perform
DO
Instruction 1 to
Instruction 1
inputs
Instruction 1 IF condition THEN store
3. If condition
ELSE instruction 1
satisfied then
ENDDO
store the result of N Condition
instruction 1
?
4. If condition not
satisfied then Y
redo instruction 1
with the input of store
the previous
output from
instruction 1
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No Symbol Meaning
1 Process
2 Input / Output
3 Selection
4 Sub program
5 Start/end terminal
6 Connector
7 Direction of process
8 Manual process
9 Page separator
10 Data storage
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Programming Basics
Logical Representation
Sequence
Unless directed otherwise, the computer code is inplemented
one instruction at a time
Instruction 1
Instruction 2
Instruction 3
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Programming Basics
Selection
A means to split the program’s flow into branches based on the
outcome of a logical condition
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Programming Basics
Repetition
A means to perform a certain task for a number of times until a
certain condition is met.
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Programming Basics
Programming Language
Fortran
C++
Visual Basic Application (VBA)
Matlab/SciLab
Java
Phyton
* Homework
Build a flow chart to estimate ex and try to calculate, and
compare with the computer solution
hint:
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Errors
How computers identify numbers
Sources of error
How to minimize numerical errors
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Errors
Definition of Error
Error is the discrepancy between the true value and the approximate
value (in this case, generated from computational analysis)
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Errors
Precision how close the measurement/computational
results among each other
Accuracy how close the overall results to the true value
Referring to the graph before:
Figure a: precision LOW; accuracy LOW
Figure b: precision LOW; accuracy HIGH
Figure c: precision HIGH; and accuracy LOW
Figure d: precision HIGH; accuracy HIGH
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Errors
Formulation for Error
xt : True value
x : Approximate value
xi : Current approximate value
xi-1 : Previous approximate value
et : True percentage relative error
ea : Approximate percentage relative error
xt x
et 100%
xt
xi xi 1
e
i
a 100%
xi
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Errors
Errors could occur at every level of numerical method
Error on Num method
Human Error
Human Error Human Error
Human Error
Error on Computing
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Errors
Classification
Computers Num. Method Human
-Round-off -Truncation -Modelling/Formulation err.
-Chopping -Data uncertainty
-Blunder
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Error: Round-off & Chopping
Numbers in Computer
Before discussing Error due to computer, it is better to
discuss How Numbers are Represented in Computer.
Types of number represented by Computer:
Base-n
n digits
Example Base-10:
(8 x 104) + (6 x 103) + (4 x 102) + (0 x 101) + (9 x 100)=86,409
Example Base-2:
1010112 =
(1x25)+(0x24)+(1x23)+(0x22)+(1x21)+(1x20)
=(1x32)+(0x16)+(1x8)+(0x4)+(1x2)+(1x1)
=32 + 0 + 8 + 0 + 2 + 1 = 4310
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Error: Round-off & Chopping
Floating point
x = (±)m × be
(±) = Sign
m = Mantissa,
b = Base-number
e = Signed exponent
Example:
1 0 1 1 0 1 1 1 0 0 1
Sgn of Magnitude
number of exponent Magnitude
of mantissa
Sgn of
exponent
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Error: Round-off & Chopping
Floating point
x = (±)m × be
(±) = Sign
m = Mantissa,
b = Base-number
e = Signed exponent
Example:
+0,2345 × 10-2 = 0,002345
1 0 1 1 0 1 1 1 0 0 1
???
b=2
e = + (1 x 22 + 1 x 21 + 0 x 20) = +6
m = - (1 x 211 + 1 x 210 + 1 x 29 + 0 x 28 + 0 x 27 + 1 x 26) =
- (2048 + 1024 + 512 + 0 + 0 + 64) = -3648
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Error: Round-off & Chopping
Learn Ex. 3.5, and solve For 11-bit floating point:
what is the smallest positive number
What is the interval between numbers
Double-Precision Floating Point (64-bit)
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Error: Round-off & Chopping
Characteristics of Numbers in Computer
Limited range of quantities
Finite number of quantities within range
Interval between numbers
Error (computer)
Chopping Round-off
(please refer to Discussion following Ex. 3.4 and 3.5)
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Error: Round-off & Chopping
Round-off and Chopping
p
3.141592654……
3.1416 (Round-off)
3.1415 (Chopping)
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Error: Truncation
Taylor Series
Truncation error is related with How numerical methods
work
Review:
Functions / Formulae Approximate relationship
Solved with arithmetical/algebraic operations
Example: df x f xi 1 f xi
f ' xi
dx x xi xi 1 xi
One popular approach is Taylor Series
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Error: Truncation
Taylor Series Expansion used in Numerical analysis:
f ' ' xi 2 f ' ' ' xi 3
f xi 1 f xi f ' xi h h h ...
2! 3!
f n xi n
h Rn
n!
f n 1 n 1
Rn h
n 1! Remainder (nth term)
h xi 1 xi Step size, constant for Numerical Method
(can be adaptable in more advanced Num.
Meth’s).
a value of x that lies between xi and xi+1
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Error: Truncation
The original series has infinite number of terms
In the application of Numerical methods, it would not
be possible Truncated
The truncated series is now consisting of Error, that is
no other than, the Remainder (Rn). But now it is called
Truncation Error
Rn O h n 1
It would not be possible nor necessary to know exactly
the truncation error is,
But it is sufficient to know that the truncation error is
proportional to (step size)n+1
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Error: Truncation
The remainder itself has infinite terms,
f ' ' xi 2 f ' ' ' xi 3
f xi 1 f xi f ' xi h h h ...
2! 3!
f xi m f
m m 1
xi m 1 f xi n
n
h h ... h
m! m 1!
n 1!
Rm
therefore needed to be truncated:
m = finite number of term
Rm
f xi h m1
m 1
n = infinite number of term
m 1! Rm = Remainder after m term
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Error: Truncation
Example
f ' ' xi 2 f ' ' ' xi 3 f n xi n
f xi 1 f xi f ' xi h h h ... h
After Truncation:
2! 3! n 1!
f xi 1 f xi f ' xi h R1
f xi 1 f xi R1
f ' xi
h h
First-order Truncation error
approximation
First-derivative
(Approximated)
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Error: Truncation
Error Propagation
Error can propagate through mathematical functions
For Functions of a Single Variable, the estimate error of
the function, f ~
x due to error of variable x, x ~
x
f ~
x f x f ~
x
f ' ~x x ~x
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Error: Truncation
For Multivariable Functions
f ~ f ~ f ~
f x1 , x1 ,..., xn
~ ~ ~ x1 x2 ... xn
x1 x 2 xn
Example 4.6
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Error: Truncation
Stability and Condition
Another application of Error propagation in Numerical Method is
Stability
Computation is numerically unstable if the effect of the error of
input values are grossly magnified by the Numerical Method
And the quantity that represents the stability is Condition:
x f ' ~
~ x
Condition Number
f ~ x
Condition number 1 relative error in function is identical to
that of the variable.
Condition number > 1 relative error of the variable is amplified
Condition number < 1 relative error of the variable is
attenuated
Table 4.3 & Example 4.7
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Error: Truncation
Numerical Error
The total numerical error is the Summation of the
Truncation and Round-off errors
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Error: Truncation
There is no Systematic and General approach
But here are a number of practical programming
guidelines:
Use extended-precision arithmetic
Avoid subtracting two nearly equal numbers, by
rearranging or reformulate the problem
Predict numerical error
Verification / Validation with known (theoretical/empirical)
result
Tuning on some parameters, like step size, weighting
factors, coefficients etc.
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Error
Human Errors
Assumption/Formulation Error
Data Uncertainty/Error
Blunder
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Error
Characteristics of Numerical Methods
Number of initial guess
Rate of convergence
Stability
Accuracy & Precision
Breadth of application
Special Requirements
Programming efforts required
How numbers are represented
How numerical method works
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