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Comprehensive Numerical Methods Notes

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Comprehensive Numerical Methods Notes

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majharul opu
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© © All Rights Reserved
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Comprehensive Notes: Numerical Methods and Related Concepts

1. Why Should We Learn Numerical Methods?


Numerical methods are essential tools in applied mathematics, science, and engineering
because they allow us to solve complex mathematical problems that do not have exact
analytical solutions.

Some reasons to learn numerical methods include:

1. Solving Real-world Problems: Many problems in physics, engineering, and economics


involve equations or systems that cannot be solved analytically, such as nonlinear equations
or systems of differential equations.

2. Handling Approximation: Numerical methods enable us to approximate solutions to any


desired level of accuracy.

3. Computational Efficiency: With the advent of computers, numerical methods are the
foundation for creating algorithms to process and solve large-scale problems.

4. Flexibility: They can handle equations, integrals, and systems with irregular data or non-
standard forms, which are common in real-world applications.

2. Types of Equations and Examples


Equations can be classified based on their characteristics. Below are some common types:

1. **Linear Equations**: Equations of the form ax + b = 0.


Example: 2x + 5 = 0, solution: x = -5/2.

2. **Quadratic Equations**: Equations of the form ax² + bx + c = 0.


Example: x² - 5x + 6 = 0, solutions: x = 2, x = 3.

3. **Polynomial Equations**: Higher-degree equations like axⁿ + bxⁿ⁻¹ + ... = 0.


Example: x³ - 4x² + x = 0.

4. **Differential Equations**: Involve derivatives, such as dy/dx = f(x, y).


Example: dy/dx = 2y, solution: y = Ce^(2x).

3. Interpolation and Extrapolation


Interpolation and extrapolation are techniques used to estimate values of a function.

1. **Interpolation**:
- Definition: Estimating values within the range of known data points.
- Example: Given data points (1, 2) and (2, 4), use linear interpolation to estimate at x =
1.5.
- Formula: y = y₁ + (y₂ - y₁) * (x - x₁) / (x₂ - x₁).
2. **Extrapolation**:
- Definition: Estimating values outside the range of known data points.
- Example: Using the same data points, predict at x = 3 using a linear model.

4. Cubic Spline Interpolation


Cubic spline interpolation is a method that fits a piecewise cubic polynomial between data
points, ensuring continuity and smoothness.

Conditions for a cubic spline interpolant:

1. The spline is piecewise cubic.


2. The spline passes through all given data points.
3. The first and second derivatives are continuous at each interior node.
4. Boundary conditions (natural, clamped, or other types) are satisfied.

5. Newton-Cotes Quadrature Formulas


Newton-Cotes formulas approximate integrals by replacing a function with an interpolating
polynomial.

1. **Closed Newton-Cotes**:
- Includes interval endpoints.
- Examples: Trapezoidal rule, Simpson’s rule.
- Use Case: For well-defined and smooth functions over [a, b].

2. **Open Newton-Cotes**:
- Excludes interval endpoints.
- Examples: Midpoint rule.
- Use Case: For functions undefined or singular at the endpoints.

6. Algorithm of Newton-Raphson Method


The Newton-Raphson method is a numerical technique for solving nonlinear equations.

Steps:

1. Start with an initial guess x₀.


2. Update iteratively using xₙ₊₁ = xₙ - f(xₙ)/f'(xₙ).
3. Stop when |xₙ₊₁ - xₙ| < ϵ.

7. Numerical Integration
Numerical integration approximates definite integrals when analytical methods fail.

Definition: I = ∫ₐᵇ f(x) dx.

Methods include Trapezoidal rule, Simpson’s rule, and Newton-Cotes formulas.

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