Ce F324 1217

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani
Pilani Campus
Instruction Division
BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI
INSTRUCTION DIVISION
FIRST SEMESTER 2015-2016

Course Handout (Part II)
Date 03/08/2015
In addition to Part I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.
Course No
: CE F324
Course Title
: Numerical Analysis
Instructor-in-charge
: SHIBANI KHANRA JHA
Course Description and Scope & Objective

It is needless to say that the present digital world has made students to use commercial software that
involve numerical methods, quite often. The proper and justified use of these programs is only
possible if knowledge of the basic theory underlying the methods have been sufficiently developed
among the students. This course is framed to provide a sufficient background to numerical methods
required to solve engineering problems, especially various civil engineering and natural problems.
We know that various scientific phenomena whether natural or man-made, can be modeled using
mathematical expressions. To represent these phenomena, one need to solve these mathematical
models by analytical, graphical, or approximate methods. Numerical Analysis is the approach that
deals with the approximate solution methodologies of various mathematical models. This course
introduces the core concepts of error estimation and accuracy of numerical solutions. It then discuss
the methods of solution of linear and non-linear equations. Both direct and iterative solution
methods are discussed. Then ordinary differential equations frequently used in engineering
applications are introduced and its various solution methodologies are discussed. Next the
numerical solutions of partial differential equations which are again quite common forms of
mathematical models for many natural problems, are discussed, along with a brief review of
different category of partial differential equations and well known analytical techniques for the
solutions of some of the simple models and finally discussing the necessity of numerical methods.
Finite difference operators are introduced and used to solve typical initial and boundary value
problems of engineering interests.
Text Book:
TB1.
Numerical Methods for Engineers by Steven C. Chapra , Raymond P. Canale, Tata McGraw-Hill
Edition, 6th Edition, 2012.
Please Do Not Print Unless Necessary

Pilani Campus
Reference Books:
RB1.
Applied Numerical Analysis by Curtis F. Gerald, Patrick O. Wheatley, Pearson

Education, 7th Edition, 2003.
RB2.
Numerical Methods for Engineers and scientists by J. D. Hoffman, 2nd Edition. CRC 2010.
RB3.
Introduction to Numerical Analysis 3rd Edition, Devi Prasad, Narosa 2006.
Course Plan:
Lec. No.
Learning Objectives
Topics to be covered
Reference
1- 2
To understand the significance

of numerical methods in
context of solving engineering
problems
Introduction, Kinds of errors in numerical

procedures, measurement of efficiency of
numerical procedures, order of accuracy
CHAP 1, 3,
4 TB1
3-7
To study the solution

methodologies of non-linear
equations and system of nonlinear equations
Bisection, secant, method of false position,

Newtons method, Fixed point iteration
method, Order of convergence, multiple roots.
CHAP 5, 6,
8 TB1
8-15
To solve a linear system using

matrix and iterative methods to
solve a set of algebraic
equation
The Elimination method, Gaussian

Elimination, Other direct methods, Pathology
in linear systems-singular matrices,
Determinants and matrix inversions, Tridiagonal systems, Thomas algorithm, Norms,
condition numbers and errors in computed
solutions, Jacobis method, Gauss Seidel
method, Newtons methods, fixed-point
methods for non-linear systems
CHAP 9,
10, 11, 12
TB1
16-21
To understand regression and

an interpolating polynomial
and its efficient evaluation?
Least square regression, Existence and

Uniqueness of interpolating
polynomial, Lagrange polynomials, divided
differences, evenly space points, error of
interpolation
CHAP 17,
18 TB1
22-26
To compute numerical
derivatives and
integration using discrete data
points and to know how to
integrate functions
Derivatives from difference table, Higher

order derivatives, Newton-Cotes Integration
formulas, The Trapezoidal rule - a composite
formula, Simpsons rule, Gaussian Quadrature,
Richardson Extrapolation
CHAP 21,
22, 23, 24
TB1

Pilani Campus
27- 32
Ordinary Differential
Equation: To understand initial
value problems and
computation of numerical
solutions of initial value
problems
Taylor series method, Euler and Modified

Eulers method, Runge-Kutta (RK) Methods,
Multistep methods: Milnes method, AdamsMoulton method, Predictor corrector
formulas, System of equations and higher
order equations, stiffness.
CHAP 25,
26 TB1
33- 36
Ordinary Differential
Equation: To study boundary
value problems (BVP) and its
solution methodologies,
Eigenvalue problems
To understand different types
of PDEs as well its
significance in engineering
and scientific problems,
Development of Finite
Difference Equations for these
PDEs
General method for BVP, Eigenvalue

problems, Finite difference method, solution
of a set of equations, Derivatives, boundary
conditions.
CHAP 27,
28 TB1
37-42
Types of PDEs: Elliptic, Parabolic, CHAP 29,

Hyperbolic, physical significance of PDEs, 30, 32 TB1
Types of boundary conditions and its physical
significance, Finite Difference formulation:
Laplace equation, Poisson's equation,
Diffusion equation, Advection-Diffusion
equation, Explicit methods, A Simple Implicit
Method, The Crank-Nicolson Method, Two
dimension problems frequently used in
engineering applications
NOTE TO STUDENTS:
Students can follow the text and reference books cited in the handout as well as the notes provided by IC.
Students are advised to write their own programs by using MATLAB to get a better understanding and
control of the subject.
Evaluation Scheme
No.
Evaluation component
Duration
Weightage
(%)
Date & Time
Mid-Semester examination
90 min
25
10/10 2:00 3:30 PM
Comprehensive examination
180 min
45
14/12 FN
Tutorial/Assignment/Projects
30
Nature of
component
CB
CB+ OB
Will be announced in class
Chamber Consultation Hour: To be announced in class (Dr. Shibani Khanra Jha: 6021 I NAB)
_

Pilani Campus
Make-up Policy:
1. No makeup for tutorials/assignments/projects/Mid-semester will be granted. Make-up will be granted
only for reasonable cases. However, prior permission through IC as well as ID is must.
2. For medical cases, a certificate from the concerned physician of the Institute Medical Centre as well
as statement of inability to attend the examination from hostel warden must be produced to IC as
well to ID.
Notices: All notices concerning the course will be displayed on Nalanda webpage as well as will be
announced in class on regular basis.
Instructor-in-charge
CE F324

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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

FIRST SEMESTER 2015-2016

: SHIBANI KHANRA JHA

Course Description and Scope & Objective

Please Do Not Print Unless Necessary

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

Applied Numerical Analysis by Curtis F. Gerald, Patrick O. Wheatley, Pearson

Introduction to Numerical Analysis 3rd Edition, Devi Prasad, Narosa 2006.

To understand the significance

Introduction, Kinds of errors in numerical

To study the solution

Bisection, secant, method of false position,

To solve a linear system using

The Elimination method, Gaussian

To understand regression and

Least square regression, Existence and

Derivatives from difference table, Higher

Please Do Not Print Unless Necessary

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

Taylor series method, Euler and Modified

General method for BVP, Eigenvalue

Types of PDEs: Elliptic, Parabolic, CHAP 29,

Date & Time

10/10 2:00 3:30 PM

Will be announced in class

Please Do Not Print Unless Necessary

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

Please Do Not Print Unless Necessary

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