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1.intro

Uploaded by

Syed Nahin
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© © All Rights Reserved
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Introduction to

Numerical Computing
Mr. Sunanda Das
Assistant Professor, CSE, KUET
Numerical Computing
• Numerical Computing is an approach for solving complex
mathematical problems using only simple mathematical operations.
• Although there are many kinds of numerical computations, they have
one common characteristic: they invariably involve large numbers of
tedious arithmetic calculations.
• This it demands a fast and efficient computing device.
Numeric Data
• Numerical computing may involve two types of data.

• Discrete data: Data that are obtained by counting.


 Ex: total number of item in a box, total number of people participating in a
race.

• Continuous data: obtained through measurement.


 Example: speed of vehicle given by speedometer, temperature measured by
thermometer.
Process of Numerical Computing
• The process of numerical computing can be roughly divided into 4
phases:

 Formulation of a mathematical model


 Construction of an appropriate numerical methods
 Implementation of the method to obtain a solution
 Validation of the solution.
Process of Numerical Computing
Mathematical
concept

Computer and
Physical Mathematical software
problem model

Numerical
method
modify
model Implementation
change
method Solution
Improve
algorithm
wrong
validity

correct
Application
Mathematical Model
• Modelling is the process of translating a physical problem into a
mathematical problem. The process involves

• Making a number of simplifying assumption


• Identification of important variable
• Postulation of relationships between the variables.
Formulate a mathematical model for predicting population growth
of a city.
• Assumption: Birth and death rates are proportional to population and
time interval.
• Parameters:
• P = population at time t
• increase in population in time interval
= births in – deaths in
= -
=

= Growth Rate
Taking the limits , we get
Solution of this differential equation is
Where P0 is the population at time t = 0.
The population growth depends on the growth constant C = C1 – C2. The
population will be stable if C1 = C2.
Numerical method Implementation
• The third phase of the numerical computing process is the
implementation of the method selected. This phase is concerned with
the following three tasks

1. Design of an algorithm
2. Writing of a program
3. Executing it on a computer to obtain the results
Validation
• Validation means the verification of the results to see that it is within
the desired limits of accuracy. If it is not, then we must go back and
check each of the following:

1. Mathematical model itself


2. Numerical method selected
3. Computational algorithm used to implement the method.
Characteristics of Numerical
Computing
• It is important to consider these characteristics while choosing a
particular method for implementation. The characteristics that are
critical to the success of implementation are:

1. Accuracy
2. Rate of convergence
3. Numerical stability
4. Efficiency
Accuracy:
• Every method of numerical computing introduces errors.
• Different type of errors like truncation errors or round off errors
occurs which affect the accuracy of the results.
• The results we obtain must be sufficiently accurate to serve the
purpose for which the mathematical model was built.
Rate of convergence:
• Many numerical methods are based on the idea of an
iterative process.
• This process involves generation of a sequence of
approximations with the hope that the process will
converge to the required solution.
• Certain methods converge faster than others. Some
methods may not converge at all.
• It is, therefore, important to test for convergence before
a method is used.
Numerical Stability:
• Errors introduced into computation, from whatever source,
propagate in different ways.
• In some cases these errors tend to grow exponentially, with disaster
computational results.
• A computing process that exhibits such exponential error growth is
said to be numerically unstable.
• We must choose methods that are not only fast but also stable.
ill-conditioned problems:
• Numerical instability may also arise due to ill-conditioned problems.
• There are many problems which are inherently sensitive to round off
errors and other uncertainties.
• Thus, we must distinguish between sensitivity of the methods and
sensitivity inherent in problems.
• When the problem is ill-conditioned, there is nothing we can do to
make a method to become numerically stable.
Efficiency:
• Efficiency in numerical method means the amount of
effort required by both human and computer to
implement the method.
• A method that requires less of computing time and less
of programming effort and yet achieves the desired
accuracy is always preferred.
References
1. Numerical Methods By E. Balagurusamy
2. An Introduction To Numerical Methods And Analysis By JAMES F.
Epperson
3. ANALYSIS OF NUMERICAL METHODS By EUGENE ISAACSON And
HERBERT BISHOP KELLER
4. Numerical Analysis By Richard L. Burden And J. Douglas Faires
5. Numerical Methods For Engineers By Steven C. Chapra And
Raymond P. Canale

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