NUMERICAL METHODS:

GEC320
 NUMERICAL METHODS
These are methods used to develop accurate and fast
approximations to problems whose exact solutions
are difficult to find because of their complexity. The use of these
methods is sometimes referred to “numerical integration”.

Area of application
Civil engineering: structural analysis, traffic simulations,
environmental simulations, geographic information systems and
GPS
Mechanical & aerospace engineering: heat flow, fluid dynamics,
structural optimiza
 Numerical Methods-GEC320

Areas of application of numerical methods include:

 Civil engineering: structural analysis, traffic simulations,
environmental simulations, geographic information systems
and GPS
 Mechanical & aerospace engineering: heat flow, fluid
dynamics, structural optimization
 Electrical & computer engineering: network analysis, signal
processing, electromagnetic fields
 Chemical & pharmaceutical engineering: molecular
modelling, system simulation, biomechanical & biomedical
engineering
 Numerical Methods-GEC320
FINITE DIFFERENCE
Is a difference between the value of
a function evaluated at a number,
and the value of the same function
evaluated at a different number, a
fixed distance from the first.

Three forms are commonly considered: dx

 Forward finite difference
 Backward finite difference and
 central finite difference
 Numerical Methods-GEC320
Common definitions of the derivative of f(x):

f ( x  dx )  f ( x)
 x f  lim
dx  0 dx
f ( x )  f ( x  dx )
 x f  lim
dx 0 dx
f ( x  dx)  f ( x  dx )
 x f  lim
dx 0 2dx
These are all correct definitions in the limit dx->0.

But we want dx to remain FINITE

 Numerical Methods-GEC320

The equivalent approximations of the derivatives are:

 f ( x  dx )  f ( x)
x f  forward difference
dx
 f ( x)  f ( x  dx )
x f  backward difference
dx
f ( x  dx)  f ( x  dx )
x f  central difference
2dx
 Numerical Methods-GEC320
Example 1: Approximate the derivative of
at x=3 using the forward,
backward and central difference method
and step size 1.
x y
Example 2: use finite difference method to -3 0
determine the equation for the polynomial -2 -4
corresponding to the given table of values below -1 0
0 6
1 8
2 0
3 -24
 Numerical Methods-GEC320
INTERPOLATION
If a function is defined by the following set of data, intermediate values
can be estimated by a process called interpolation.

For instance, the value of f(2.5) will be between 14

and 40 i.e the function values of x=2 and x=3
 Numerical Methods-GEC320

If the value of f(2.5) is given as 27 i.e (14+40)/2, the process is called

linear interpolation. This result is unreliable since there is no proof of
linear relationship between x and f(x)
 Numerical Methods-GEC320

Consider the set of values again. the value of

f(2.5) can be estimated by plotting f(x) against x
 Numerical Methods-GEC320

This method is better if the values of x are equally spaced.

Considering the set of values again,

Forward
difference can
be obtained as
shown in the
table
 Numerical Methods-GEC320
To find f(2.5), we have

where
 Numerical Methods-GEC320
Substituting the values gives

CAN YOU?
Determine the determine the value of f(-1)from the set of function
of values
 Numerical Methods-GEC320
Numerical solution of ordinary differential equations
Analytical methods have limitation in providing solution to
differential equations.

Consider this graph.

 Numerical Methods-GEC320
The Maclaurin’s series of the function
f(x) at the point K is

and at point P is
 Numerical Methods-GEC320
If the origin O is moved a units along y-axis
as shown below,

which is a common form of Taylor’s series

 Numerical Methods-GEC320

If the curve below is described by the function

y=f(x), the function value at point B can be
determined by applying Taylor’s series as
 Numerical Methods-GEC320
To determine the function value of a point in
the neighbourhood of another point whose
function value is know, Taylor’s series can be
shortened to include the first two terms only
i.e
Which is comparable to

from the graph

Example 1: Numerical Methods-GEC320

find the approximate value of y at x=2.2, if with the

initial condition that y=5 and x=2

Can you?
Find the approximate value of y at x=1.0, if with the
initial condition that y=2 and x=1 for the range x=1.0(0.2)3.0
 Numerical Methods-GEC320
Numerical solution of ODE: Runge-Kutta method
Given the initial condition x=x0, y=y0, an ordinary differential equation
can be evaluated. To obtain y1 i.e y0+1, we have
y1= y0+h(x0, y0) i.e
Where h= and but
Example 1: Numerical Methods-GEC320

find the numerical solution of using the Runge-Kutta method

with y=2, x=1.2 and h=0.2

Can you?
find y(3) if using the Runge-Kutta method with
y(0)=5, and h=1.5