Numerical Analysis Introduction
Numerical Analysis Introduction
Introduction
What is Numerical Analysis
• Numerical analysis is the study of algorithms that use
numerical approximation (as opposed to symbolic
manipulations) to well-defined mathematical
problems.
Simple Example
Find
In other words, find a real number such that when it is
multiplied by itself, the result is equal to 2.
√2
The analytical solution for the problem is: 1
Once the two values are close, up to an acceptable level, we say that
convergence has been achieved.
Engineering Problem Solving
Develop a mathematical model.
This is a formulation or equation that expresses the
essential features of a physical system or process in
mathematical terms.
Engineering Problem Solving
E.g. Find the velocity of a falling parachutist
Where:
and are differences in velocity and time over a finite interval
is the velocity at a time
is the velocity at a later time
)
)
This gives us an means to (algebraically) determine the velocity at time using the
previous values of velocity and time.
This new value of velocity at time can in turn be used to find the velocity at and so
on.
)
New Value=Old Value + [ Slope ] x (Step Size)
Aka Euler’s method