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Numerical Analysis Project

The document discusses two topics for numerical analysis projects: solving systems of nonlinear equations using the Newton-Raphson method, and Monte Carlo integration. For each topic, it provides an overview and description, and lists what students should do as part of the project including writing a literature review, describing the algorithm, developing Python code, and providing examples.

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Tang Piseth
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100 views

Numerical Analysis Project

The document discusses two topics for numerical analysis projects: solving systems of nonlinear equations using the Newton-Raphson method, and Monte Carlo integration. For each topic, it provides an overview and description, and lists what students should do as part of the project including writing a literature review, describing the algorithm, developing Python code, and providing examples.

Uploaded by

Tang Piseth
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Numerical Anaylysis Projects

Say OL

March 5, 2023

Each group project/assignment must choose one and only one of the followint topics:

1 TOPIC1: System of Nonlinear Equations


In the course, we confined our attention to solving the single equation f (x) = 0. Let us now
consider the n-dimensional version of the same problem, namely,

f(x) = 0

or, using scalar notation

f1 (x1 , x2 , ... , xn ) = 0
f2 (x1 , x2 , ... , xn ) = 0
..
.
fn (x1 , x2 , ... , xn ) = 0

Solving n simultaneous, nonlinear equations is a much more formidable task than finding
the root of a single equation. The trouble is there is no a reliable method for bracketing the
solution vector x. Therefore, we cannot always provide the solution algorithm with a good
starting value of x, unless such a value is suggested by the physics of the problem.
The simplest and the most effective means of computing x is the Newton-Raphson
method. It works well with simultaneous equations, provided that it is supplied with a good
starting point. There are other methods that have better global convergence characteris-
tics, but all of then are variants of the Newton-Raphson method.

What to do
1. White a theoretical liturature review about the Newton-Raphson method for system
of nonlinear equations.

2. White the algorithm and/or pseudocode of the method.

3. Develop python programming code for the algorithm.

4. Give illustrating example(s) with solution(s) obtained from the developed code.

1
Some helpful references
1. https://courses.engr.illinois.edu/cs357/fa2019/references/ref-11-solve-nd/

2. http://home.iitk.ac.in/~pranab/ESO208/rajesh/03-04/Nonlinear.pdf

2 TOPIC2: Monte Carlo integration


We all remember the integrals we had to compute manually in high school. To do so, we had
to compute a series of more or less complex operations to find the antiderivative functions’
expressions before applying substraction through the desired interval. However, you may
also remember that integrating a function is graphically equivalent to calculating the area
under the curve of that function. The principle of numerical integration lies on this second
statement. The idea is to estimate the integral of a function, over a defined interval, only
knowing the function expression. For such an aim, Monte Carlo methods are a great help.
Monte Carlo integration is a technique for numerical integration using random numbers.

What to do
1. White a theoretical liturature review about the Monte Carlo integration.

2. White the algorithm and/or pseudocode of the method.

3. Develop python programming code for the algorithm.

4. Give illustrating example(s) with solution(s) obtained from the developed code.

Some helpful references


1. https://en.wikipedia.org/wiki/Monte_Carlo_integration

2. https://towardsdatascience.com/the-basics-of-monte-carlo-integration-5fe16b40482d

3. https://www.scratchapixel.com/lessons/mathematics-physics-for-computer-graphics/
monte-carlo-methods-in-practice/monte-carlo-integration.html

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