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Adhi Harmoko Saputro

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Kuis
Adhi Harmoko Saputro

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KUIS – 1 (5 menit)
1. Carilah integral persamaan
1
∫ f ( z ) dz = ∫ dz
C C (z 4
− 1,1)

sepanjang lintasan suatu unit circle berlawanan arah jarum jam

2. Carilah integral persamaan

2z −1
∫
C
2
z −2
dz

dengan C

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Solusi – 1
De Moivre’s formula

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Solusi – 1

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Solusi – 2

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Solusi – 2
Hence

The integrand is not analytic at z = 0 and z = 1, which clearly lie inside C.

Note that z0 = 0, in the first integral, and then z0 = 1 in the second.
Hence we get

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Numeric Analysis
Adhi Harmoko Saputro

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Numerical Method
• Systematic methods that are suitable for solving, numerically, the problems on computers or
calculators

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Numerical Steps
1. Modeling. We set up a mathematical model of our problem, such as an integral, a system
of equations, or a differential equation.
2. Choosing a numeric method and parameters (e.g., step size), perhaps with a preliminary
error estimation.
3. Programming. We use the algorithm to write a corresponding program in a CAS, such as
Maple, Mathematica, Matlab, or Mathcad, or, say, in Java, C or or FORTRAN, selecting
suitable routines from a software system as needed.
4. Doing the computation.
5. Interpreting the results in physical or other terms, also deciding to rerun if further
results are needed.

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Floating-Point Form of Numbers

• Every real number is represented by a finite or an infinite sequence of decimal digits
• A fixed-point system all numbers are given with a fixed number of decimals after the
decimal point
• 62.358, 0.014, 1.000
• A floating-point
• 6.247.102, 1.735.1014, 2.000.10-2.

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Iteration
Adhi Harmoko Saputro

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Solution of Equations by Iteration

• How to find solutions of a single equation

f ( x) = 0

• An algebraic equation  the corresponding f is a polynomial

sin x = 0,5 x x3 + x =
1 tan x = x

• The solutions are called roots of the equation and the solution process is called finding roots
• There is no formula for the exact solution available
•  approximation method  iteration method

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Iteration Method
1. Start from an initial guess xo (which may be poor)
2. Compute step by step approximations x1, x2, … of an unknown solution

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Fixed-Point Iteration
• Using algebraic steps to transform f ( x ) = 0
• A fixed point of g

x = g ( x)

• choose an xo and compute

x1 = g ( xo ) x2 = g ( x1 )

xn +1 = g ( xn )

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Example

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Example

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Example

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Example

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Teorema

x = g ( x)

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Example

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Example

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Example

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Newton’s Method
• Newton–Raphson’s method is a iteration method for solving equations f(x) = 0, where f is
assumed to have a continuous derivative f’.
• Approximate the graph of f by suitable tangents
• An approximate value xo obtained from the graph of f

f ( xo ) f ( xo )
' ( xo )
tan β f=
= x= xo −
f ' ( xo )
1
xo − x1

f ( x1 )
x= x1 −
f ' ( x1 )
2

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Newton’s Method
• Newton–Raphson’s method is a iteration method for solving equations f(x) = 0, where f is
assumed to have a continuous derivative f’.
• Approximate the graph of f by suitable tangents
• An approximate value xo obtained from the graph of f
f ( xo ) f ( xo ) f ( x1 )
' ( xo )
tan β f=
= x= xo − x= x1 −
f ' ( xo ) f ' ( x1 )
1 2
xo − x1

• Algebraically solve Taylor’s formula

f ( xn +1 ) ≈ f ( xn ) + ( xn +1 − xn ) f ' ( xn ) =
0

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Newton’s Method

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Newton’s Method

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Example

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Example
• Solve the equation:
f(x) = x.^3 - 0.165*x.^2 + 3.993*10.^-4
• using Newton-Raphson Method with initial guess (xo = 0.05) to 3 iterations
• Plot the function.

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Example
x = 0.05;
x_true = 0.0623776;
iter = 0;
for i=1:10
x = x - (x^3 - 0.165*x^2 + 3.993*10^-4)/(3*x^2 - 0.33*x);
iter = iter + 1;
err = abs(x_true-x);
fprintf('Iteration %d: x=%.20f, err=%.20f\n', iter, x, err);
if err < 10^-7
disp('Iteration Successfully');
x = -10:0.01:10;
f = x.^3 - 0.165*x.^2 + 3.993*10^-4;
figure;
plot(x,f)
grid on
break;
end
end
if i==10
disp('Iteration Failed');
end

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Interpolation
Adhi Harmoko Saputro

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Interpolation
• Find approximate values of the function f(x) for “new” x’s that lie between these points for
which the function values are given

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Linear interpolation

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Quadratic Interpolation

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General Lagrange Interpolation Polynomial

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Example (Quick 1-D linear interpolation)

• yi = interp1q(x,Y,xi) returns the value of the 1-D function Y at the points of column vector
xi using linear interpolation. The vector x specifies the coordinates of the underlying
interval. The length of output yi is equal to the length of xi.

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Example
• Computer Y’ on X’ X Y
• 1.5 1 0.841471
• 2.5 2 0.909297
• 3.5 3 0.14112
4 -0.7568
• 4.5
5 -0.95892
• 5.5
6 -0.27942
• 6.5
7 0.656987
• 7.5 8 0.989358
• 8.5 9 0.412118
• 9.5 10 -0.54402

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Example
x=(1:10)'; 1

y=sin(x); 0.8

0.6

x1 = x+0.5; x1 = x1(1:9); 0.4

y1 = interp1q(x,y,x1); 0.2

figure; 0

plot(x,y, 'ro'); -0.2

hold on;
-0.4

-0.6

plot(x1,y1, 'bo');
-0.8

hold off;
-1
1 2 3 4 5 6 7 8 9 10

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Example (Quick 1-D linear interpolation)

x = (0:10)';
y = sin(x);
xi = (0:.25:10)';
yi = interp1q(x,y,xi);
plot(x,y,'o',xi,yi)

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Spline Interpolation
Adhi Harmoko Saputro

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Spline Interpolation
• Fitting the polynomials together into a single continuous curve passing through the data
points

g= ( xo ) f o , g=
( xo ) f= ( x1 ) f= ( xn ) f=
( x1 ) f1 , , g= ( xn ) f n

• over the entire interval

a = xo < x1 <  < xn = b

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Spline Interpolation
• Spline interpolation is piecewise polynomial interpolation

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Conditions
• Clamped Conditions
=g ' ( xo ) f=
' ( xo ) , g ' ( xn ) f ' ( xn )

• Natural Conditions

g '' ( xo ) 0=
= o, g '' ( xn ) 0

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Example

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Example

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Example

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Example

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Spline Interpolation Matlab

• spline = spapi(knots,x,y) returns the spline f (if any) of order
• k = length(knots) - length(x)
• with knot sequence knots for which
• (*) f(x(j)) = y(:,j), all j.

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Cubic Spline Data Interpolation

• s = spline(x,y,xq) returns a vector of interpolated values s corresponding to the query points
in xq. The values of s are determined by cubic spline interpolation of x and y.
• pp = spline(x,y) returns a piecewise polynomial structure for use by ppval and the spline
utility unmkpp.

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Example
Spline Interpolation of Sine Data
x = [0 1 2.5 3.6 5 7 8.1 10];
y = sin(x);
xx = 0:.25:10;
yy = spline(x,y,xx);
plot(x,y,'o',xx,yy)

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Example
Spline Interpolation of Distribution with Specified Endpoint Slopes
x = -4:4;
y = [0 .15 1.12 2.36 2.36 1.46 .49 .06 0];
cs = spline(x,[0 y 0]);
xx = linspace(-4,4,101);
plot(x,y,'o',xx,ppval(cs,xx),'-');

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Numeric Integration and Differentiation

Adhi Harmoko Saputro

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Numeric Integration
• Numeric integration means the numeric evaluation of integrals
b
J = ∫ f ( x ) dx
a

b
=J ∫ f ( x=
a
) dx F (b ) − F ( a )

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Rectangular Rule
• Subdivide the interval of integration a ≤ x ≤ b into n subintervals of equal length
h = (b – a)/n and in each subinterval approximate f by the constant f(xj*) the value of f at
the midpoint xj* of the jth subinterval

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Rectangular Rule
• f is approximated by a step function (piecewise constant function), the n rectangles

b
=J ∫ f ( x ) dx ≈ h  f ( x1* ) + f ( x2* ) +  + f ( xn* ) 
a

b−a
h=
n

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Trapezoidal Rule
• Take the same subdivision as before and approximate f by a broken line of segments
(chords) with endpoints [a, f(a)], [x1, f(x1)], …, [b, f(b)] on the curve of f

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Trapezoidal Rule
• The area under the curve of f between a and b is approximated by n trapezoids of areas
1 1 1
 f ( a ) + f ( x1 )  h,  f ( x1 ) + f ( x2 )  h,  ,  f ( xn −1 ) + f ( b )  h
2 2 2
• Trapezoidal rule
b
1 1 
=J ∫ f ( x ) dx ≈ h  f ( a ) + f ( x1 ) +  + f ( xn −1 ) + f ( b ) 
a 2 2 

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Example

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Example

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Matlab Code
• fun = @(x) exp(-x.^2);
• q = integral(fun,0,1)

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Simpson’s Rule of Integration

• Divide the interval of integration a ≤ x ≤ b into an even number of equal subintervals (n =
2m)
x2
1 4 1  b−a
=J ∫ f ( x ) dx ≈ h  f o + f1 + f 2  h=
xo 3 3 3  2m

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Simpson’s Rule of Integration

b
h
∫ f ( x ) dx ≈ [ f o + 4 f1 + 2 f 2 + 4 f 3 +  + 2 f 2 m − 2 + 4 f 2 m −1 + f 2 m ]
a
3

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Numeric Differentiation
• The computation of values of the derivative of a function f from given values of f
• The difficulty with differentiation is tied in with the definition of the derivative, which is the
limit of the difference quotient, and, in that quotient, you usually have the difference of a
large quantity divided by a small quantity

f j ' = f '( x j )
f j '' = f '' ( x j )

f ( x + h) − f ( x)
f j ' = lim
h →0 h

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Numerical Integration Matlab

• q = integral(fun,xmin,xmax) numerically integrates function fun from xmin to xmax using
global adaptive quadrature and default error tolerances.
• q = integral(fun,xmin,xmax,Name,Value) specifies additional options with one or more
Name,Value pair arguments. For example, specify 'WayPoints' followed by a vector of real
or complex numbers to indicate specific points for the integrator to use.

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Example
• fun = @(x) exp(-x.^2).*log(x).^2;
• q = integral(fun,0,Inf)

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Example
• fun = @(x,c) 1./(x.^3-2*x-c);
• q = integral(@(x)fun(x,5),0,2)

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Terima Kasih
Adhi Harmoko Saputro

Mathematics for Physicist