Chapter 1- Modelling, Computers and Error Analysis

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    Numerical Methodsfor Engineers

    Chapter 1

    Modeling, Computers and

    Error Analysis

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    1.1 Introduction

    1.2 Mathematical Modeling andEngineering Problem Solving

    1.3 Programming and Software

    1.4 Errors

    Chapter Outline

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    Mathematical Modeling and

    Engineering Problem Solving

    What is the relationshipbetween mathematic

    modelingand engineering

    problem-solving?

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    What is mathematic model?

    Equation that expresses the features of system

    or process in mathematical terms.

    Dependent

    independent forcingvariable = f variables,parameters,functions{

    A mathematical model is a functional relationshipof the form:

    {

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    Simple example: Newtons 2ndlaw of motion

    F = m a

    F= net force (kgm/s2)

    m

    = mass of the object (kg)a= acceleration (m/s2)

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    Some mathematical models more complex.

    Complex example:Model for falling parachute,

    vm

    c

    gdt

    dv

    t = time (s)

    g= gravitational constant (9.8 m/s2)

    m= mass of the object (kg)

    v= terminal velocity (m/s)

    c = drag coefficient (kg/s)

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    ConservationLaws and Engineering

    Conservation laws: fundamental laws that

    are used in engineering.

    Change = increasesdecreases

    If the no change or steady-state, the

    increases and decreases must be balance.Increases =Decreases

    (Steady-sate)

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    For steady-statefluid flow in pipe,

    Flow in = Flow out

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    What have you learned

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    Familiar yourself with MATLAB!!

    1) Install MATLABsoftware

    in your notebook.

    How to do it??

    2) Explore yourself the

    Appendix Bin Chapra

    and Canale (2006).3) Print out your work as

    Assignment 1.

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    Errors

    Why errors are concerned??For many engineering problems, we

    cannot obtain exact solutions.

    Numerical methods yield approximateresults, results that are close to the exact

    solution.

    The question is How much error is presentin our calculation and is it tolerable?

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    Accuracy?

    Precision?

    Inaccuracy?

    Imprecision?

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    In numerical methods, we use approximation

    to represent the exact mathematical operations.

    Numerical errors rise

    Numerical error equal to discrepancy betweenthe truth and approximation:

    ionapproximatvaluetrueEt

    True percent relative error,t

    100%

    valuetrue

    errortruet

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    If we cannot solved the problem

    analytically to get the true value,

    how to calculate its true error?

    We normalized the error to approximate value.

    Numerical methods use iterative approachtocompute answers. A present approximation is

    made on the basis of a previous approximation.

    Percent relative error,

    100%approx.current

    approx.previous-approx.currenta

    a

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    The may be in +veorvesigns. But

    the most important is its absolute value.

    a

    The calculation should proceed until the

    absolute value of lower thanpercenttolerancegiven, .a

    s

    sa

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    Result is correct/almost exact after theiteration to at least nsignificant figures.

    n= 1,2,3.

    %100.5 2 ns

    (See Example 3.2)

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    What is significant figures?

    Significant digits of a number are thosethat can be usedwith confidence, e.g.,

    the number of certain digits plus one

    estimated digit.

    53,800 How many significant figures?

    5.38 x 104 3

    5.380 x 104 4

    5.380 x 104 5

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    Types of errors- Truncation error

    Truncation errorsare those that result from

    using an approximation in place of an exact

    mathematical procedure.

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    The Taylor series

    A mathematical formulation that usedwidely in numerical methods to predict a

    function value in approximate fashion.

    Why it is called in series?

    Its build term by term, started with zero-order

    approximation. The higher the order ofapproximation applied, the lower the

    truncation error.

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    )()( 1 ii xfxf

    Zero-order approximation:

    Additional terms of the Taylor series are

    required to provide a better estimate.

    First-order approximation:

    ))((')()( 11 iiiii xxxfxfxf

    The additional term consist

    of a slope multiply the distance

    between and .i

    x1

    i

    x

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    21111 )(

    !2)(''))((')()( xxxfxxxfxfxf iiiiiii

    Second-order approximation:

    and so on

    n

    n

    iii

    n

    iii

    iii

    iiiii

    Rxxnxfxxxf

    xxxf

    xxxfxfxf

    )(!

    )(..........)(!3

    )(

    )(!2

    )(''))((')()(

    1

    )(3

    1

    )3(

    2

    111

    where is a remainder termnR

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    n

    ni

    n

    i

    i

    iii

    Rhn

    xfh

    xf

    hxf

    hxfxfxf

    !

    )(..........

    !3

    )(

    !2

    )('')(')()(

    )(3

    )3(

    2

    1

    1

    11

    1

    )()!1(

    )(

    n

    i

    n

    n xxn

    f

    R

    Remainder term:

    where is a value lies between and ix 1ix

    )( 1 ii xxh Simplifying , hence,

    (See Example 4.2)

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    How to solve the derivatives of an

    equation given using Taylor series?

    We use an approximation using

    numerical differentiation with:

    a) Forward divided difference

    b) Backward divided difference

    c) Centered divided difference

    They are developed from the Taylor series

    to approximate derivatives numerically.

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    a) Forward divided difference (1stderivative)

    )()()(

    )('1

    1 hOxx

    xfxfxf

    ii

    iii

    !2

    ))(()( 1

    )2(iii xxxfhO

    where

    )(hO is an truncation error.

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    b) Backward divided difference (1stderivative)

    )(

    )()()('1

    1

    ii

    iii

    xx

    xfxfxf

    c) Centered divided difference (1stderivative)

    )()(2

    )()()(' 2

    1

    11 hOxx

    xfxfxf

    ii

    iii

    !3

    ))(()(

    2

    1

    )3(2 iii xxxfhO

    where

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    What have you learned

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    Tutorial 1

    Chapra and Canale (2006):

    Problem 4.1(a)(b)

    Problem 4.2Problem 4.4

    Problem 4.6