ME685A: Applied Numerical Methods: ST ND
ME685A: Applied Numerical Methods: ST ND
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15. Root finding: bisection methods, Newton-Raphson method, Picard iteration, examples.
Necessary and sufficient conditions, relaxation.
16. NR for complex roots, multiple roots, repeating roots, system of equations; Method of
least squares; examples.
17. Projection method, false position. Treatment of nonlinearity in an ordinary differential
equation using NR method. Examples from mathematical models (application of all
techniques); linear and nonlinear resistance networks; reactor networks
18. Examples from EE, ME, CHE, CE in the context of mathematical modeling and root
finding; nonlinear pipe networks and reactors; NR in matrix notation.
19. Solution of linear simultaneous algebraic equations, Matrix notation, triangular (L-U),
symmetric, tridiagonal, diagonally dominant matrices; Equivalence to positive definite
matrices.
20. Existence and uniqueness of solutions, rectangular systems, generalized inverses; Gauss-
Seidel, Jacobi, SOR iterations.
21. Engineering examples from text including pipe network analysis; Treatment of a non-
linear system by the Newton-Raphson scheme; Complex-valued matrices
22. Construction of the coefficient matrix by finite differencing of the differential (ODE and
PDE) and integral equations; ensuring diagonal dominance by appropriate discretization
strategies for the GS method (example of an advection-diffusion equation)
23. Example of heat conduction with temperature-dependent thermal conductivity, example
of radiation boundary conditions, example of a radiating fin. Linearization; Construction
of a linear system and solution procedure.
24. Direct Methods: Gaussian elimination, Gauss-Jordon, TDMA, pivoting (partial and full),
calculation of the determinant and the matrix inverse, examples. LU decomposition.
25. Special matrices: Cholesky decomposition, Conjugate gradient method with examples.
Discussion on ill-conditioning, preconditioning.
MID-SEMESTER EXAMINATION
26. Exact and approximate norms, calculation of condition number from the norm of the
matrix inverse. Condition number of the Hilbert matrix
27. Improvements in the condition number by diagonal scaling, incomplete LU method, and
Gram-Schmidt orthonormalization
28. Engineering examples involving both root finding and matrix inversion. {2 lectures}
29. Curve fitting, regression analysis, and correlation coefficient, specification of scatter
based on the central limit theorem, examples
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30. Curve fitting (continued): linear versus nonlinear, polynomial, multiple, Matrix methods.
Statistical representation of uncertainty, discovering physical laws from data, examples.
[2 lectures]
31. Interpolation, calculation of derivatives, Newton’s divided difference polynomial,
Lagrangian interpolation polynomial
32. Newton’s divided difference interpolation method, examples and case studies; Lagrangian
interpolation, discussion on matrix structure arising in parameter estimation
33. Method of splines, numerical examples, cubic splines, engineering examples, discussion on
choice of the interpolation scheme, error control using h- and p-type strategies
34. Numerical integration, trapezoidal and Simpson’s rules, errors, Quadratures, examples, special
integrals; Treatment of singularity, special case of limit being infinity, multiple integrals,
engineering applications
35. Gauss-Legendre, Gauss-Laguerre, Gauss-Chebyshev quadrature, determination of weights and
roots
36. Solution of ordinary differential equations; Euler (explicit), Euler (implicit), Runge-Kutta
methods, deriving weights and locations for RK4
37. 4th-order Runge-Kutta method, predictor-corrector method, stability aspects, higher order
ordinary differential equations
38. Solving boundary-value problems as a sequence of initial value problems using RK4; finite
difference methods, comparison of shooting methods with FDM. Engineering examples
FINAL EXAMINATION