INS 202E Numerical Methods CRN:13793

Lecture Notes – 1st Week

Introduction

Tuba GÜRBÜZ BÜYKKAYIKCI, Ph.D.

Phone: 0212 285 6111,
[email protected]

Department of Civil Engineering

Istanbul Technical University
Maslak, Sariyer 34469 Istanbul / Turkey

Instructor

Tuba GÜRBÜZ BÜYÜKKAYIKCI, Ph.D.

Reinforced Concrete Structures Department, Room 509

[email protected]

Tel: 285-6111

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 Textbooks and References
The lecture notes were prepared from the following references
• Chapra, S. Numerical Methods for Engineers, 7th Ed., Mc-Graw Hill New York, 2015.
• Chapra, S. (2012), Applied Numerical Methods with MATLAB for Engineers and Scientists”, 3rd Ed.,
Mc-Graw Hill New York.
• Chapra, S. and Canale, R.P. (2003), “Yazılım ve Programlama Uygulamalarıyla Mühendisler için
Sayısal Yöntemler”, 7.Basım Eylül 2015, Literatür Yayınları, İstanbul. Çevirenler: Hasan Heperkan ve Uğur
Keskin
• Amos Gilat and Vish Subramaniam. Numerical Methods for Engineers and Scientists - An Introduction
with Applications Using MATLAB, 3rd Ed, John Wiley&Sons, 2014.
• Dr Oğuz Güneş Lecture Notes

INS 202E Numerical Methods

Grading

Homework and Quiz 2+1 20%

Midterm 1 30%
Final (TBA) 1 50%

• Requirement for the visa for the final exam is submitting of each HW
Assignments on time in proper format .
• Attendance is required. Regular attendance will be rewarded.
• Two pop-up quizzes during any class hours.
• Mid-term exam on 9th week 5th December Thursday at 18.00

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 Course Catalogue

INS 202E Numerical Methods

Course Catalogue

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 Course Outline

1. Introduction, mathematical modeling, computer software,

engineering problems

2. Errors in numerical methods

3. Roots of equations

4. Linear systems

5. Curve fitting

6. Numerical differentiation

7. Numerical integration

INS 202E Numerical Methods

What is numerical method?

• Numerical methods are techniques by which mathematical
problems are formulated so that they can be solved with
arithmetic operations.
• Numerical methods involve large numbers of arithmetic
calculations.
• With the development of fast, efficient digital computers, the
role of numerical methods in engineering problem solving has
increased dramatically in recent years.
• The fast digital computers make it possible to execute many
repetitive calculations to produce accurate (may not exact)
solutions in a very short time.

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 Non computer methods
Three different ways in solving engineer problems

1. Analytical, or exact, methods: These solutions were useful and

provided a good understanding into the behavior of systems.
However, they can be derived for limited problems (linear
models, with simple geometry and low dimensionality). Analytical
methods can easily be used in linear models with simple
geometry and low dimensions. But most real problems are
nonlinear and involve complex shapes and processes.
2. Graphical solutions: They usually took the form of plots or
nomographs. Their results are not very precise. Graphical
solutions are extremely hard without the help of computers. .by
graphs we can see the trend or behaviour of the system.
3. Numerical methods

INS 202E Numerical Methods

Why use numerical methods?

• Three phases of engineering problem
solving in (i. formulation, ii. solution, iii.
interpretation)
more energy is spend
a) precomputer on solution technic

b) computer era
• Size of each box indicate level of
emphasis/effort
• Pre computer era more energy is spend
on the formulation and interpretation of
results
• More room for creativity and innovation

• Numerical methods provide an alternative

for these complicated calculations
• Although analytical calculations are valuable
numerical methods enlarge capability to
solve problems

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 Why you should study numerical methods?
 Numerical methods are capable of handling large equation
systems, nonlinearities, complicated geometries that are often
impossible to solve analytically.
 You can understand the knowledge of the basic theory underlying
the numerical methods used in the prepacked computer programs
 Many problems cannot be solved using prepacked computer
programs. You can design your own programs to solve problems
without having to buy expensive software. For unique problems
you can have your own programme
 Numerical methods are an efficient way to learn to use
computers. Numerical methods can successfully be implemented
on a computer and used to solve intractable problems.

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Summary of methods

Summary of methods covered in

this course

2. Roots of equation

3. Linear systems

4. Curve fitting

5. Numerical differentiation

6. Numerical integration

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 Course outcomes
A student who successfully completes this course has the following knowledge
and skills:

• Fundamental understanding of different numerical methods used in solving

engineering problems and gain basic knowledge of theory under these methods.
• Ability to choose the proper numerical method for solving engineering problems
• Knowledge of differences between accuracy and precision
• Calculation of errors due to approximations, round-off and truncation
• Finding of roots of equations
• Numerical solution of a system of linear equations
• Fitting lines and curves to data
• Interpolation and extrapolation of functions
• Calculation of the eigenvalues and eigenvectors of a homogeneous set of
equations
• Calculation of tangential slope and area under curves through numerical
differentiation and integration
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Organization of topics

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 Mathematical Modeling and
Engineering Problem Solving

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Engineering problem solving

The process of solving a problem in engineering can be divided into
the following steps:
1.Problem statement: It gives a description of the problem, lists
the variables, and identifies the constraints in the form of boundary
and/or the initial conditions.

2.Formulation of the solution: It consists of the model (physical

laws) that is used to represent the problem and the derivation of the
governing equations that need to be solved. Examples of such laws
are Newton’s laws, conservations of mass, and the laws of
thermodynamics.

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 Engineering problem solving (cont’d)

The models that are chosen to represent the problem need to be

consistent with the methods that are used for solution.
• In analytical methods: The equations must be of a type that can
be solved analytically. The formulation can be simplified, such
that they could be solved analytically.
• In numerical methods: The models/equations can be more
complicated (eg: weather forecasting models)

3. Programming of numerical solution: There are several

numerical techniques that can be used; therefore, a proper method
has to be selected for the solution. The techniques differ in
accuracy, length of calculations, and difficulty in programming.

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Engineering problem solving (cont’d)

Once a numerical method is selected, it is implemented in a
computer program. The implementation consists of an algorithm,
which is a detailed plan that describes how to carry out the
numerical method, and a computer program, which is a list of
commands that allows the computer to execute the algorithm to find
the solution.

4. Interpretation of the solution: Since numerical solutions are an

approximation and since the computer program that executes the
numerical method might have errors, a numerical solution needs to
be examined closely.

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 Engineering problem solving (cont’d)
This can be done in several ways, depending on the problem.
• For example, if the numerical method is used for solving a
nonlinear algebraic equation, the validity of the solution can be
verified by substituting the solution back in the equation.
• In more complicated problems, like a solution of a differential
equation, the numerical solution can be compared with a known
solution of a similar problem, or the problem can be solved
several times using different boundary (or initial) conditions, and
different numerical methods, and examining the subsequent
differences in the solutions.

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Engineering problem solving (cont’d)

We can realize that our observations, the

collected data or our experimental results occur
repeatedly.
There is a relation or a trend in the obtained data
We modified the data to develop or establish a
mathematical model to define the engineering
problem to solve it.
Mathematical model is a functional relationship
A mathematical model is a formula or equation
that expresses a physical system in
mathematical terms.

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 Mathematical modeling
Mathematical model: It is a formulation or equation that expresses the essential
features of a physical system in mathematical terms.
A simple mathematical model

Dependent variable is a characteristic that usually reflects the behavior or state

of the system.
Independent variables are usually dimensions, such as time and space, along
which the system’s behavior is being determined.
Parameters are reflective of the system’s properties or composition; and the
forcing functions are external influences acting upon the system.

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Mathematical modeling (cont’d)

A Falling Parachutist
Newton formulated his second law of motion, which states that the time rate of
change of momentum of a body is equal to the resultant force acting on it. The
mathematical model of the second law is the well-known equation
Upward force of
air resistance
Two opposite force components

Air resistance linearly promotional to velocity

C: drag coefficient

Pulldown of gravity

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 Example

Analytical or exact solution

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Numerical modeling

Finite difference approximation of dv/dt

Euler’s method

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 Example

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