ESO 208A: Computational

Methods in Engineering
Abhas Singh
Department of Civil Engineering
IIT Kanpur

Acknowledgements: Profs. Saumyen Guha and Shivam Tripathi (CE)

Instructor: Abhas Singh
Office: FB 306; Phone: 7665
e-mail: [email protected]
Course Website: home.iitk.ac.in/~abhas
Tutors:
Section Rm Name Dept Email
1 T103 Arghya Das CE arghya
2 T104 Pradhi Rajeev CE pradhi
3 T105 Anamika Maurya ChE anamikak
4 T106 Mohammad Khalid ChE mkhalid
5 T107 Soukat Kumar Das CE soukat
6 T108 Abhishek Savarnya CE savarnya
7 T109 Rahul Yadav ME yrahul
8 T110 Siva Krishna ChE svsiva
9 T111 Arshad Afzal ME aafzal
Text Book
Guha, S. and Srivastava, R. Numerical Method for
Engineering and Science, 3rd Reprint 2015, Oxford
University Press.
Corrections to the 1st Edition (2010) and 2nd Reprint (2012) are available
here: http://home.iitk.ac.in/~rajeshs/ErrorsInFirstEditionNM.pdf

Reference Books
Chapra, S. C., and Canale, R. P. (2012). Numerical
Methods for Engineers, 6th Edition, McGraw-Hill
Education (India).
Atkinson, K. E. (2008). An Introduction to Numerical
Analysis, 2nd Edition, John Wiley & Sons.
Evaluation
 Final Exam: 40%
 Mid Sem Exam: 25%
 Quizzes (2 nos): 10%
 Programming Assignments: 10%
 Quizzes in Tutorials: 10 %
 Class Conduct (attendance, occasional class
problems): 3% + 2%

Mark your calendar for the Quiz Dates:

 Quiz I: Saturday, August 31, 2019, 10:00-10:40 am
 Quiz II: Saturday, November 2, 2019, 10:00-10:40
am

 Programming Assignments: MATLAB, C, Python

 What are Computational Methods or Numerical
Methods in Engineering?

Formulation of mathematical problems in such a way

that numerical answers can be computed using
arithmetic operations in a computer

Computer can only perform: + - × /

All kinds of problems can be solved: linear and non-

linear systems of equations; approximation and
interpolation of data; differentiation and integration,
ODE, PDE
 Objectives of the course

• Introduce you to computational methods and algorithms for

the solution of engineering problems.

• Familiarize you to the algorithms behind the software

packages so that you don’t use them as black boxes.

• Expose you to the analysis of these algorithms so that, if

needed, you can modify an existing algorithm or develop
your own algorithm for the problem at hand.
 Scope of the course

Engineering Physical
Problems laws/rules/
relationships

Data
Initial/Boundary
conditions
Mathematical
Models

Experimental Numerical Analytical

Computational Resources
Methods/Algorithms Programming

Results
 Recap
• What are computational methods? How they are used for
solving engineering problems?

• The choice of computational method depends on the problem

and intended use of the results.

• Example: Object falling from a building

‒ Formulation of mathematical model
‒ Choice of methods, convergence, convergence rate, errors
[model, data, round-off and truncation], propagation of
errors, stability & condition number.
• Number representation in computers
‒ Binary and decimal representation
 What is Numerical Analysis ?

Mathematical method to analyze whether the

solution obtained from a Numerical Method
represents the solution of the original mathematical
problem !

A way to test for convergence!

Convergence can be conditional or unconditional!

A method cannot be used for a given problem

without the analysis!
Example 1: Calculate the square root of 2.
 Mathematical Problem: x2 = 2, x = ? or Calculate
the root of x2 – 2 = 0
 2 is an irrational number. It cannot be computed
using simple arithmetic operations!
 Generate a Cauchy sequence that converges to the
square root of 2.
 Some Numerical Methods:
2
 𝑥𝑛+1 =
𝑥𝑛
1 2
 𝑥𝑛+1 = 𝑥𝑛 +
2 𝑥𝑛
𝑥𝑛 +2
 𝑥𝑛+1 =
𝑥𝑛 +1
Let’s start all the methods with x0 = 1 and compute for five iterations:

2
 𝑥𝑛+1 = : 𝑥1 = 2, 𝑥2 = 1, 𝑥3 = 2, 𝑥4 = 1, 𝑥5 = 2
𝑥𝑛

1 2
 𝑥𝑛+1 = 𝑥𝑛 + : 𝑥1 = 1.5, 𝑥2 = 1.416667, 𝑥3 = 1.414216,
2 𝑥𝑛

𝑥4 = 1.414214, 𝑥5 = 1.414214

𝑥𝑛 +2
 𝑥𝑛+1 = : 𝑥1 = 1.5, 𝑥2 = 1.4, 𝑥3 = 1.416667, 𝑥4 =
𝑥𝑛 +1

1.413793, 𝑥5 = 1.414286

Could we have predicted this without having to perform computations?

Test for convergence of sequence (MTH 101):
1 2
 Sequence: 𝑥𝑛+1 = 𝑥𝑛 +
2 𝑥𝑛
 𝑥𝑛2 + 2 = 2𝑥𝑛 𝑥𝑛+1
2
 Since the root is real, 𝑥𝑛 − 2 ≥0
 Therefore, 𝑥𝑛2 + 2 = 2𝑥𝑛 𝑥𝑛+1 ≥ 2 2𝑥𝑛
 𝑥𝑛+1 ≥ 2, the sequence is bounded!
1 2
 for 𝑛 ≥ 2, 𝑥𝑛 − 𝑥𝑛+1 = 𝑥𝑛 − 𝑥𝑛 + =
2 𝑥𝑛
2 −2
1 𝑥𝑛
≥ 0, monotonically decreasing sequence!
2 𝑥𝑛
 Monotonically decreasing sequence and bounded:- a
Cauchy sequence that converges to the lower bound 2
Example 2: Solve the problem of the radioactive decay:
𝑑𝑁
= −𝜆𝑁 at 𝑡 = 0, 𝑁 = 𝑁0
𝑑𝑡
True Solution:
𝑁 = 𝑁0 𝑒 −𝜆𝑡

A Numerical Method: Euler Method (MTH 102)

𝑁𝑖+1 = 𝑁𝑖 − 𝜆ℎ𝑁𝑖 where, h = time step Δt

Consider two different elements with λ = 0.1 and 2.2

Let us compare true analytical solutions with the numerical
solutions for h = Δt = 1 for these two elements.
λ = 0.1 /day, N0 = 106, h = Δt = 1, solution for 25 days

There is some error but the numerical solution behaves

like the true solution
λ = 2.2 /day, N0 = 106, h = Δt = 1, solution for 25 days

The error can grow to make the solution unacceptable!

Numerical analysis could have told me this, saving
much time of programming and computation!
λ = 0.1 /day, N0 = 106, varying h, solution for 25 days

Numerical analysis could have told me this, saving much

time of programming and computation!
Take away message:

Learning Numerical Analysis is as important as

the Numerical Method for you to be able to
apply the method for a given problem!!

This is true irrespective of whether you are

writing the program or using an existing
program or package or software!
Errors and Error
Analysis
 Accuracy vs Precision

• Accuracy - How closely a measured/computed value

agrees with the true value
– opposite sense: Inaccuracy (or bias) A systematic
deviation from the actual value

• Precision (or reproducibility)- How closely individual

computed/measured values agree with each other
– opposite sense: Imprecision (or uncertainty).
Magnitude of scatter
Errors and Error Analysis

Source: Chapra and Canale

 Significant digits

Number Significant digits Rule

228.18 5 All non-zero digits are significant

10.08 4 Zeros between non-zero digits are

significant.
0034.5 3 Leading zeros are not significant.

34.500 5 In a decimal number trailing zeros

are significant.
34500 3 or 4 or 5 In a non-decimal number trailing
zeros may or may not be significant
3.450 x 104 4 No ambiguity in scientific notation
Truncation error

Source: Chapra and Canale

Define Error:

True Value (a) = Approximate Value 𝑎෤ + Error (ε)

Absolute Error: ε = 𝑎 − 𝑎෤
𝜀 𝑎−𝑎෤
Relative Error: 𝑒 = =
𝑎 𝑎

 Relative error is often expressed as (%) by multiplying (e) with

100.
 Absolute error can have sign as well as | . |
 If the error is computed with respect to the true value (if known),
a prefix ‘True’ is added.
 For an iterative process, the true value ‘a’ is replaced with the
previous iteration value and a prefix ‘approximate’ is added. This
is used for testing convergence of the iterative process.
Sources of Error in computation?

 Errors in the Input data: initial and boundary

conditions, measured values of the parameters and
constants in the model
 Round-off error: irrational numbers, product and
division of two numbers, limited by the machine
capability
 Truncation error: truncation of an infinite series, often
arises in the design of the numerical method through
approximation of the mathematical problem.
 Integer Representation

Binary Unsigned Signed bit Excess-p 2’s complement

000 0 0 -3 0
001 1 1 -2 1
010 2 2 -1 2
011 3 3 0 3
100 4 -0 1 -4
101 5 -1 2 -3
110 6 -2 3 -2
111 7 -3 4 -1