Numerical Methods Key Concepts

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Numerical Methods: Key Concepts and Techniques

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.

Algorithm of Newton-Raphson Method


The Newton-Raphson method is a widely used numerical method for solving nonlinear
equations of the form f(x) = 0.

Steps in the Algorithm:

1. Start with an initial guess x₀ for the root.


2. Iteratively calculate the next approximation using:
xₙ₊₁ = xₙ - f(xₙ)/f'(xₙ),
where f'(xₙ) is the derivative of f(x) evaluated at xₙ.
3. Stop when the approximate root xₙ₊₁ satisfies a desired tolerance level, such as |xₙ₊₁ - xₙ|
< ϵ.

Conditions for Convergence:

- The function f(x) must be continuous and differentiable.


- The initial guess x₀ must be close enough to the actual root for convergence.

Example:

To solve f(x) = x² - 2 = 0 using the Newton-Raphson method:


1. f(x) = x² - 2, f'(x) = 2x.
2. Start with x₀ = 1.5.
3. Iterate using:
xₙ₊₁ = xₙ - (xₙ² - 2)/(2xₙ).
4. Repeat until the solution converges to √2.

What is Numerical Integration?


Numerical integration is a technique used to approximate the value of definite integrals
when:
- The function cannot be integrated analytically.
- The function is defined only at discrete points.
- The integral has complex limits or is difficult to evaluate symbolically.

Definition:

Numerical integration approximates:


I = ∫ₐᵇ f(x) dx
using methods like:
- Trapezoidal rule.
- Simpson's rule.
- Newton-Cotes formulas.

Newton-Cotes Quadrature Formulas


The Newton-Cotes quadrature formulas approximate an integral by replacing the function
f(x) with a polynomial that passes through a set of nodes (data points) within the interval.

Categories:

1. Closed Newton-Cotes: Includes the interval endpoints (e.g., Trapezoidal and Simpson’s
rules).
2. Open Newton-Cotes: Excludes the interval endpoints.

General Form:

The integral is approximated as:


I ≈ Σ wᵢ f(xᵢ),
where wᵢ are weights and xᵢ are nodes.

Applications:

1. Closed Newton-Cotes:
- Suitable for well-defined functions over the interval [a, b].
- Used when the function is smooth and endpoints are accessible.
2. Open Newton-Cotes:
- Applicable when the function is undefined or has singularities at the endpoints.
- Useful for improper integrals or sparse data.

Example Use Case:


- Trapezoidal rule is often used for simple functions or evenly spaced data points.
- Simpson's rule is preferred for smooth functions as it offers higher accuracy.

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