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Applied Mathematics and Computation_Unit1_Introduction_ (1)

Applied Mathematics

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ARYA AROHI
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18 views

Applied Mathematics and Computation_Unit1_Introduction_ (1)

Applied Mathematics

Uploaded by

ARYA AROHI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Human Endeavour

Motivation
• Human Endeavour
– Understanding nature and using it to our benefit
• Personal Endeavour
– To EARN money, name and fame

• Society
– Useful to society
Knowledge Society, Education,
Employment
• Divergence & Convergence
• Industry 4.0: Mass customization
• Society 5.0
• Future ready & shock proof
• Consumer or Producer
• Are we master or slave = ?
• Learn, Unlearn & Relearn (life long)
• Innovative & Creative
• Unemployment or change of employment
• Gig Economy
Motivation
• Build capacity for
– Useful to society
– Life long learner
– Creative, Innovator
– Soft skills
Long hand
Graphical
Calculator
computer
• Physical/Chemical/Biological Phenomenon/Problem
– Experimental
• Field experiments
• Simulated laboratory experiments
(Physical model, Control, Measurement, Data Analysis)
– Theoretical
• Analytical
• Computational
(Mathematical model/equation/GDE, solution, post processing)

• Not replacement but Supplement of each other


Advantages of Computational over Experimental Methods

 Substantial reduction of lead time and cost of new design.


 Ability to study systems where controlled experiments are
difficult or impossible to perform
 Ability to study systems under hazardous conditions
 Practically unlimited level of detail of results.
Advantages of Computational over Analytical Methods

• Ideal vs real
– Large systems of equations (multi component)
– Nonlinearities
– Complicated geometries
• Inverse/design problem (output know, input to be
defined)
• Sensitivity analysis
• Interdisciplinary branch
– Physics/Engineering/Mechanics/Biology/Material Science etc.
(Mathematical Model, Derivation of GDE,
Checking/Validation)
– Mathematics (PDEs, Linear Algebra, Numerical Methods)
• FEM (Solid Mechanics), FDM, FVM (Fluids, Thermodynamics,
Electromagnetism), Boundary Element Method (Acoustics), Spectral
Element Method, Particle Method (Mesh Free Method), Differential
Quadrature Method
• Direct and Iterative/ Explicit and Implicit
– Computer Science (FORTRAN, C, C++, Matlab, HPC,
Parallel Processing)
Problem formulation

Solution
Mathematical Model

• the dependent variable is a characteristic that usually


reflects the behaviour or state of the system;
• the independent variables are usually dimensions,
such as time and space, along which the system’s
behaviour is being determined;
• the parameters are reflective of the system’s
properties or composition; and
• the forcing functions are external influences acting
upon the system
Problem Formulation
• Law of conservation of mass
• Law of conservation of momentum
• Law of conservation of energy
• Equilibrium equation
• Compatibility equations
• Kirchhoff's law (node equation, loop equation)
• Steady state, transient
Problem Classification
• Linear/non-linear
• Dimensionality
• Geometry
Mathematics
• Types of equations and problems
Syllabus
• Roots of nonlinear equations
• System of linear algebraic equations
• Differentiation
• Integration
• Ordinary Differential Equations
– Initial value problem
– Boundary value problem
• Partial Differential Equations
• Curve fitting (Regression, Interpolation)
Assessment and Grading
• Theory
– Teachers assessment – 20
• Attendance - 5
• Class Performance - 5
• Assignments/Quizzes - 10
– Mid sem examination/ Quizzes – 20
– End sem examination – 60
(On campus written examination)
Computer
• Hardware cost
– Computer memory
– Multicore, processing speed
– Bit and precision
• Software cost
• Programming effort & development cost
• Run time cost, ease of use and maintenance
Computational Schemes
• Computer programming/tools
– MS Excel
– Matlab, Mathematica, MathCad
– FORTRAN, C, C++
Numerical Method Characteristics
• Starting point (intialization)
• Stability and condition
• Rate of convergence
• Accuracy and precision (Validation)
Solution (Numerical) Schemes
• Trade off between accuracy and computation
effort
Error
• True error = True solution – Numerical
Solution
• Approximate (estimated) error = current
solution – previous iteration solution

• Usually true error is less than approximate


error but not always
• Accuracy: how close to true solution
(Inaccuracy=bias)
• Precision: how close to each other,
repeatability, reproducibility
(Imprecision=uncertainty)
• Absolute error
– A error of 1 cm in measurement of wall/roof
thickness and in measurement of room size
• Relative (%) error = True error/true value (x100)
Significant figure
• Significant digits are those numbers that can be
used with confidence.
• 0.00001845, 0.0001845, and 0.001845
• 45,300 = 4.53 × 104, 4.530 × 104, 4.5300 × 104
• We might decide that our approximation/error
is acceptable if it is correct to four to six
significant figures (convergence criteria)
Sources of error
• Numerical Error
– Round off error (Machine)
– Truncation error (Formulation)
• Human error
– Assumptions, blunders, uncertainty
Round off Error

• Overflow
• Chopping vs rounding
• where is referred to as the machine epsilon, t is number of significant digit in mantissa

• Double precision
Machine epsilon determination
• EXCEL Example
Round off error
• Smearing:
– when individual terms in a summation are larger than
the summation itself
– a summation of large positive and negative numbers
in a series
– y = exp(x), For x=-10

• Summation of a large and a small number.


• EXCEL Example
Truncation error
• Taylor Series
Example

• Excel Example
Differentiation
f(xi-1) f(xi) f(xi+1)

• Forward difference xi-1 xi xi+1

• Backward difference

• Central difference
Effect of step size
• Obtain first derivative of function

• At X=1
• h=1, 0.1, 0.001, …

• Excel Example
Stability
x  f  x  f  x x
• Condition number 
f  x  x

f  x x
– a measure of the extent to which an uncertainty in
x is magnified by f (x).
– A value of 1 tells us that the function’s relative
error is identical to the relative error in x.
– A value greater than 1 tells us that the relative
error is amplified,
– A value less than 1 tells us that it is attenuated.
Error Propagation
• Objective is control of numerical error

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