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    Coeb223 Formula Sheet For Final Exam

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    Gautham Raavo Painaidu
    This document contains a formula sheet for numerical methods used in engineering. It provides definitions and formulations for various numerical techniques including: error analysis, root finding methods, linear algebra equations, curve fitting, differentiation and integration, ordinary differential equations, and partial differential equations. The sheet is organized into 8 parts covering modeling, linearization, interpolation, optimization, and solving differential equations.

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    © All Rights Reserved
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    Coeb223 Formula Sheet For Final Exam

    Uploaded by

    Gautham Raavo Painaidu
    57 views9 pages
    This document contains a formula sheet for numerical methods used in engineering. It provides definitions and formulations for various numerical techniques including: error analysis, root finding methods, linear algebra equations, curve fitting, differentiation and integration, ordinary differential equations, and partial differential equations. The sheet is organized into 8 parts covering modeling, linearization, interpolation, optimization, and solving differential equations.

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    Original Title

    Coeb223 Formula Sheet for Final Exam

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    This document contains a formula sheet for numerical methods used in engineering. It provides definitions and formulations for various numerical techniques including: error analysis, root finding methods, linear algebra equations, curve fitting, differentiation and integration, ordinary differential equations, and partial differential equations. The sheet is organized into 8 parts covering modeling, linearization, interpolation, optimization, and solving differential equations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    57 views9 pages

    Coeb223 Formula Sheet For Final Exam

    Uploaded by

    Gautham Raavo Painaidu
    This document contains a formula sheet for numerical methods used in engineering. It provides definitions and formulations for various numerical techniques including: error analysis, root finding methods, linear algebra equations, curve fitting, differentiation and integration, ordinary differential equations, and partial differential equations. The sheet is organized into 8 parts covering modeling, linearization, interpolation, optimization, and solving differential equations.

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    You are on page 1of 9

    FORMULA SHEET FOR NUMERICAL METHODS FOR ENGINEERS

    COEB223 / MATB324

    Part 1: Modeling, Computers and Error Analysis


    Error Definitions
     = 
    
    
    

    True error:
    True percent relative error:

    
    
    
    
    100 %
    
    

     =

    Approximate percent relative error:


     =

    
    
      
    
    
    100 %
    
    
    

    Stopping criterion:

    Terminate computation when a < s where s is the desired percent relative error

    Taylor Series
    Taylor series expansion
     !" # =   # +  %  # +
    where remainder
    /. =

     # *  # ,
     .#  # .
    +
    + +
    + /.
    2!
    3!
    !

    0123#4#
    .!"#!

    .!"

    or

    /. = 5.!" #

    Error propagation

    For n independent variables x1, x2, , xn having errors 7", 7*, , 7. , the error in the
    function f can be estimated via

    :
    :
    :
     = 9
    9 7" + 9
    9 7* + + 9
    9 7.
    :"
    :*
    :.

    Part 2: Roots of Equations


    Method

    ; =

    Bisection

    < + =
    2

    Formulation

    ; = =

    False Position

     !"

    Secant

    =

    If < # ; # > 0, set < = ;

    = #< = #
      < #   = #

     !" = 

    Newton Raphson

    If < # ; # < 0, set = = ;


    If < # ; # < 0, set = = ;
    If < # ; # > 0, set < = ;

      #
     #

      # @"  #
      @" #  #

    Part 3: Linear Algebraic Equations


    Gauss Elimination

    ""
    A
    *"

    ,"

    "*

    **

    ,*

    ",

    *,

    ,,

    |
    |
    |

    ""
    C"
    C* D F 0
    C,
    0

    "*

    **
    0

    ",

    *,

    ,,

    |
    |
    |

    C,,

    ,,
    C"
    C
    *, ,
    C* G * = *

    **
    C,
    C"
    "* *
    ", ,
    " =

    ""
    , =

    LU decomposition
    Decomposition

    ""

    A *"

    ,"

    "*

    **

    ,*

    ",
    1

    *, D A *"

    ,,
    ,"

    0
    1

    ,*

    Back Substitution

    ""
    C"
    0 I"
    0D HI* J = HC* J A 0
    0
    1 I,
    C,

    "*
    **
    0

    ", "
    "
    I"
    *, D H* J = HI* J H* J
    ,
    ,, ,
    I,

    Forward Substitution

    Gauss-Seidel method
    C"
    "* *
    ", , O
    =

    ""
    M P 
      Q 
    K
    K@" M  K  K@"
    C*
    *" "
    *, ,
    K
    R
    R 100% < S
    * =
    K

    **
    
    N
    K
    K
    M 
     
    C,
    ," "
    ,* *
    K
    M
    , =

    ,,
    L
    K@"

    K
    "

    With relaxation,

    K@"

     .TU = V .TU + 1 V# W<X

    Part 4: Curve Fitting


    Method
    Linear
    Regression

    Q =
    Y +
    " 

    where

    Formulation

    Z; = [Q
    Y
    "  #*

    " =

    \"

     Q  Q
      *   #*

    Y = Q
    " 

    Polynomial
    Regression

    For a 2nd order polynomial fit,


    Q =
    Y +
    "  +
    *  *

    where

    Z; = [Q
    Y
    " 
    *  * #*
    \"

    by differentiating Sr with respect to each coefficients


    and setting the partial derivatives equal to zero, we
    have:

    Errors

    Z;
    Z^/` = a
    2
    * =

    Z Z;
    Z

    where:

    Z = [Q Qb#*
    Z;
    Z^/` = a
      + 1#

    * =

    Z Z;
    Z

    where:

    Z = [Q Qb#*

    Multiple
    Linear
    Regression

    e 
    d
    d[ 
    d
    d
    *
    c[ 

    [

    [ *
    [ ,

    [  *i
    h
    Y
    ,h

    [  H "J =
    h
    *
    fh
    [ g

    Q =
    Y +
    " " + +
    m m

    l[ Q O
    M
    M
    [ Q
    k
    N
    M[  * Q M
    j
    L

    Q =
    Y +
    " " +
    * *

    For a two-variable linear fit,

    where

    * =

    Z; = [Q
    Y
    " "
    * * #*
    by differentiating Sr with respect to each coefficients
    and setting the partial derivatives equal to zero, we
    have:

    Newtons
    divided
    difference
    interpolating
    polynomial

    [ "

    [ "*

    [ " *

    [ * i
    h
    Y
    [ " * h H
    " J =
    h
    *
    h
    [ ** g

    ,  # = CY + C"  Y # + C*  Y # " #


    + C,  Y # " # * #

    CY =  Y #

    C" =  n" , Y o

    C* =  n* , " , Y o

    C, =  n, , * , " , Y o

    Lagrange
    interpolating
    polynomial

    l[ Q
    O
    M
    M
    [ " Q
    k
    N
    M[  Q M
    *
    j
    L

    For third order:

    where

    .  # = [ p  # #
    \Y

    Z Z;
    Z

    where:

    \"

    e 
    d
    d[ "
    d
    d
    c [ *

    Z;
    Z^/` = a
      + 1#

    Z = [Q Qb#*

    where,

    p  # = q
    K\Y
    Kr

     K
     K

    Part 6: Numerical Differentiation and Integration


    A. Numerical Differentiation
    Method
    Forward finitedivided difference

    Formulation
     %  # =
     %  # =

    Backward finitedivided difference

     !* # + 4 !" # 3 #


    2

      #  @" #

    First Derivative:
     %  # =
     %  # =

    Centred finitedivided difference

      !" #  #

    First Derivative:

    3 # 4 @" # +  @* #


    2

      !" #  @" #


     #=
    2

    First Derivative
    %

     %  # =

     !* # + 8 !" # 8 @" # +  @* #


    12

    Errors
    5#
    5* #
    5#
    5* #
    5* #
    5f #

    B. Numerical Integration
    Method
    Trapezoidal rule

    Multiple-application
    trapezoidal rule
    Simpsons 1/3 rule

    Multiple-application
    Simpsons 1/3 rule

    Simpsons 3/8 rule

    Gauss Quadrature
    Gauss-Legendre

    u C
    #

     
    # +  C #
    2

    Formulation

    C
    #
    wY # + 2 [  # +  . #x
    u
    2
    .@"

    u C
    #

    \"

    Y # + 4" # + * #


    6

    C
    #
    u
    zY # + 4 [  # + 2
    3
    .@"

    \",,,{,

    u C
    #

    .@*

    K\*,f,,

    Y # + 3" # + 3* # + , #


    8

    u PY  Y # + P" " # + + P.@"  .@" #


    PY = 1.0000000

    For two-point Gauss-Legendre:

    P" = 1.0000000

    Y = 0.577350269
    " = 0.577350269
    PY = 0.5555556

    For three-point Gauss-Legendre:

    P" = 0.8888889
    P* = 0.5555556

    }K ~ + . #

    Y = 0.774596669
    " = 0.0

    * = 0.774596669

    Change of variables:

    =

    C +
    # + C
    # X
    2
    C

    I =
    IX
    2

    Part 7: Ordinary Differential Equations


    Method
    Eulers First-Order RK

    Heuns Second Order RK

    Q !" = Q + "

    Formulation

    " =   , Q #

    1
    1
    Q !" = Q + " + *
    2
    2
    " =   , Q #

    * =  + , Q + " #

    Midpoint Second Order RK

    Q !" = Q + *

    " =   , Q #

    1
    1
    * =   + , Q + "
    2
    2

    Ralstons Second Order RK

    1
    2
    Q !" = Q + " + *
    3
    3
    " =   , Q #

    3
    3
    * =   + , Q + "
    4
    4

    Classical Fourth Order RK

    1
     + 2* + 2, + f #
    6 "
    " =   , Q #
    1
    1
    * =   + , Q + "
    2
    2
    1
    1
    , =   + , Q + *
    2
    2
    f =  + , Q + , #

    Q !" = Q +

    Part 8: Partial Differential Equations


    Method
    Elliptic PDEs
    Liebmanns Method

    Parabolic PDEs (one


    dimensional)
    Explicit Method

    Simple Implicit Method

    Crank-Nicolson Method

    Formulation
    ,K =

    !",K + @",K + ,K!" + ,K@"


    4

    <!" = < + V} <!" 2 < + <@" ~


    V=

    
     #*

    <!"
    <
    V <!"
    V <!"
    @" + 1 + 2V #
    !" =

    V=

    
     #*

    <!"
    V <!"
    V <!"
    @" + 21 + V #
    !"
    = V <@" + 21 V# < + V <!"

    V=

    
     #*

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