Faculty of

Engineering

CSE 213: Numerical Analysis

Mathematical Modeling and errors

Prof. Waheed K. Zahra

[email protected]
[email protected]
 Contents
➢ Mathematical Modeling
and errors (CH 1,4)
➢ Polynomial Interpolation,
Spline Interpolation (CH 17,18)
➢ Solution of linear and nonlinear
systems (CH 9, 12)
➢ Numerical differentiation and
integration (CH 20,21)
➢ Numerical solution of ODEs and PDEs (CH 22,24)
➢ All resources can be reached via the following link:
https://classroom.google.com/u/0/c/NTkyNDY4ODc3MjI5
CSE 213: Numerical Analysis (Spring 2024)
 Grading
➢ Mid-term exam 30%

➢ Lab, Report, and Classwork 30%

– HomeWorks

– Quizzes (every Two-weeks)

– Lab work

➢ The remaining 40% is devoted to final exam

CSE 213: Numerical Analysis (Spring 2024)

 Office hours
➢ Onsite
– Sunday 09:00 AM – 11:00 AM

➢ Online
– TBA (A notification email will be sent )

➢ By appointment
– Send an email to:
[email protected]
CSE 213: Numerical Analysis (Spring 2024)
 Introduction
Objectives
1. Introduction to numerical methods for engineering as
a general and fundamental tool for all engineering
disciplines. We plan to cover almost the main topics of
numerical analysis.
2. Programming will be essential; we will use commercial
software widely used in science and engineering:
Python / MATLAB.
3. We will illustrate and discuss how numerical methods
are used in practice. We will consider examples from
Engineering.
 Introduction
Course overview
1. Problem solving - mathematical modeling, solution and
implementation and different types of errors.
2. Curve fitting via interpolation (Lagrange, Newton and
spline methods).
3. Methods of differentiation and integration of continuous
functions such as Richardson extrapolation technique,
Trapezoidal rule, Simpson’s rule and Gauss-quadrature
method.
4. Numerical methods for solving ordinary differential
equations (initial and boundary value problems) and partial
differential equations. CSE 213: Numerical Analysis (Spring 2024)
 Introduction
Why are Numerical Methods so widely
used in Engineering?
1. Engineers use mathematical modeling (equations and
data) to describe and predict the behavior of systems.
2. Closed-form (analytical) solutions are only possible and
complete for simple problems (geometry, properties,
etc.).
3. Computers are widely available, and powerful.
4. Powerful software packages are available (special or
general purpose).
CSE 213: Numerical Analysis (Spring 2024)
 Introduction
Mathematical Background
Roots of equations: concerns with finding the value of a variable that satisfies a single
nonlinear equation – especial valuable in engineering design where it is often impossible to
explicitly solve design equations of parameters.

Systems of linear equations: a set of values is sought that simultaneously satisfies a set of
linear algebraic equations. They arise in all disciplines of engineering, e.g., structure, electric
circuits, fluid networks; also in curve fitting and differential equations.

Integration: determination of the area or volume under a curve or a surface. It has many
applications in engineering practice.

Ordinary differential equations: very important in engineering practice, because many

physical laws are couched in terms of the rate of change of a quantity rather than the magnitude of
the quantity itself, such as …

Partial differential equations: used to characterize engineering systems where the behavior
of a physical quantity is couched in terms of the rate of change with respect to two or more
independent variables. Examples: steady-state distribution of temperature of a heated plate (two
spatial dimensions) or the time-variable temperature of a heated rod (time and one spatial
dimension).
CSE 213: Numerical Analysis (Spring 2024)
 Mathematical Modeling and errors
Objectives
1. Learning how mathematical models can be
formulated on the basis of scientific principles
to simulate the behavior of a simple physical
system.
2. Knowing the different types of errors.
3. Understanding how round off error occur
because digital computers have a limited
ability to represent numbers.
4. Knowing how to use the Taylor series to
CSE 213: Numerical Analysis (Spring 2024)
estimate truncation error.
 Mathematical Modeling and errors

Mathematical modeling requires:

1. understanding of engineering systems
– By observation and experiment
– Theoretical analysis and generalization
2. Computers are great tools; however, without fundamental
understanding of engineering problems, they will be
useless.
This process can be illustrated in Fig 1.
CSE 213: Numerical Analysis (Spring 2024)
 Mathematical Modeling and errors

Fig 1 Engineering problems solving

CSE 213: Numerical Analysis (Spring 2024)
 Mathematical Modeling and errors

Example 1: Modeling of a free-falling

bungee jumper:
Suppose you are giving the task of
predicting the velocity of the jumper as
a function of time
as shown in Fig 2.

Fig 2 Forces acting on a free-falling

bungee jumper.
CSE 213: Numerical Analysis (Spring 2024)
Mathematical Modeling and errors
Fundamental Law
Conservation of Momentum
Force Balance

FD = mg
Fu = −cd v cd=Drag Coefficient
2

dv
F =m
dt
CSE 213: Numerical Analysis (Spring 2024)
Mathematical Modeling and errors
dv F
F = ma → =
dt m

F = FD + FU , FD = mg , FU = −cd v 2

dv cd 2
=g− v
dt m

CSE 213: Numerical Analysis (Spring 2024)

Mathematical Modeling and errors
Analytic vs Numerical Solution
dv −cd 2
=g− v
dt m
Analytic Solution
gm gcd
v(t ) = tanh t
cd m
If the drag force is assumed to be 𝑭𝑼 = −𝒄𝒅 𝒗
Then the solution is given by

v(t ) =
gm
cd
(
1− e − ( cd / m ) t
)
CSE 213: Numerical Analysis (Spring 2024)
 Mathematical Modeling and errors
Analytic vs Numerical Solution
m=68.1 kg g=9.8 m/s2

c=0.25 kg/m t0

Numerical Solution

v(t ) = 51.6938 tanh(0.18977t )

CSE 213: Numerical Analysis (Spring 2024)

 Mathematical Modeling and errors

According to the model,

the jumper accelerates
rapidly as shown. A
velocity of 49.4214 m/s is
attained after 10 s. Note
also that after a
sufficiently longtime, a
constant velocity, called
the terminal velocity,

The analytical solution for the bungee jumper

problem
CSE 213: Numerical Analysis (Spring 2024)
 Mathematical Modeling and errors
• The pervious slides give an analytical or closed-form solution because it exactly satisfies
the original differential equation.
• Unfortunately, there are many mathematical models that cannot be solved exactly.
• In many of these cases, the only alternative is to develop a numerical solution that
approximates the exact solution.

From Calculus, we use of a finite difference to approximate the first derivative of v

with respect to t.

This equation can then be rearranged to yield

CSE 213: Numerical Analysis (Spring 2024)

 Mathematical Modeling and errors
At the start of the computation (t0 = 0), the velocity of the jumper is zero and the information
stated before to compute velocity at t1 = 2 s:

For the next interval (from t = 2 to 4 s), the computation is repeated, with the result

We can see that the

numerical
method captures
the essential
features of the
exact solution

Comparison of the numerical and analytical solutions for the bungee jumper problem.
 Mathematical Modeling and errors

Errors

CSE 213: Numerical Analysis (Spring 2024)

Mathematical Modeling and errors

CSE 213: Numerical Analysis (Spring 2024)

Mathematical Modeling and errors

CSE 213: Numerical Analysis (Spring 2024)

Mathematical Modeling and errors
Mathematical Modeling and errors
 Mathematical Modeling and errors

Twenty-eight Americans were killed on February 25, 1991

https://www-users.cse.umn.edu/~arnold/disasters/patriot.html
CSE 213: Numerical Analysis (Spring 2024)
Mathematical Modeling and errors
… and that’s all for today!

‫التنسونا من صالح دعائكم‬

CSE 213: Numerical Analysis (Spring 2024)