Mohsin Raza/Handout 1 -1- Numerical Analysis CS-572

Lecture 1&2

Objectives
What is Numerical Analysis?
Why we study Numerical Analysis?
Review of the calculus
Analysis
Analysis is the process of breaking a complex topic or substance into smaller parts to gain a
better understanding of it.
Numerical Analysis
The branch of mathematics that deals with the development and use of numerical methods for
solving the problems.
Or
Branch of applied mathematics that studies method for solving complicated equations using
arithmetic operations.
Or
Numerical analysis is the study of algorithms that use numerical approximation for the
problems of mathematical analysis.
Algorithm
In mathematics and computer science, an algorithm is a step by step procedure for
calculations.
Why we study the numerical analysis?
Advanced numerical methods are essential in making numerical weather prediction feasible.
Computing the trajectory of a space craft requires the accurate numerical solution of the
system of ordinary differential equation.
Car companies can improve the crash safety of their vehicles by using computer simulation
of car crashes. Such simulations essentially consist of solving partial differential equations
numerically.
Insurance companies use numerical programs for actuarial analysis.


Mohsin Raza/Handout 1 -2- Numerical Analysis CS-572
Review of the calculus

The concepts of limit and continuity of a function are fundamental to the study of calculus.





C(X) denotes the set of all functions that are continuous on X. When X is an interval of the
real line, the parentheses in this notation are omitted. For example, the set of all functions
continuous on the closed interval [a, b] is denoted C[a, b]. The limit of a sequence of real or
complex numbers is defined in a similar manner.



The following theorem relates the concepts of convergence and continuity.

Mohsin Raza/Handout 1 -3- Numerical Analysis CS-572

The functions we consider when discussing numerical methods are assumed to be continuous
since this is a minimal requirement for predictable behavior. Functions that are not
continuous can skip over points of interest, which can cause difficulties when attempting to
approximate a solution to a problem. More sophisticated assumptions about a function
generally lead to better approximation results. For example, a function with a smooth graph
will normally behave more predictably than one with numerous jagged features. The
smoothness condition relies on the concept of the derivative.




Note: The set of all functions that have n continuous derivatives on X is denoted
n
C X and
the set of functions that have derivatives of all orders on X is denoted C X

. Polynomial,
rational, trigonometric, exponential, and logarithmic functions are in C X

, where X
Mohsin Raza/Handout 1 -4- Numerical Analysis CS-572
consists of all numbers for which the functions are defined. When X is an interval of the real
line, we will again omit the parentheses in this notation.

The next theorems are of fundamental importance in deriving methods for error estimation.






Figure 1.11 shows one choice for the number that is guaranteed by the Intermediate Value
Theorem. In this example there are two other possibilities.

Mohsin Raza/Handout 1 -5- Numerical Analysis CS-572

Example 1

As seen in Example 1, the Intermediate Value Theorem is used to determine when solutions
to certain problems exist. It does not, however, give an efficient means for finding these
solutions. This topic is considered in Chapter 2. The final theorem in this review from
calculus describes the Taylor polynomials. These polynomials are used extensively in
numerical analysis.

Here
n
P x is called the nth Taylor polynomial for I about
0
x , and
n
R x is called the
remainder term (or truncation error) associated with
n
P x . The infinite series obtained
by taking the limit of
n
P x as n is called the Taylor series for I about
0
x . In the case
Mohsin Raza/Handout 1 -6- Numerical Analysis CS-572
0
x = 0, the Taylor polynomial is often called a Maclaurin polynomial, and the Taylor series
is called a Maclaurin series. The term truncation error refers to the error involved in using
a truncated, or finite, summation to approximate the sum of an infinite series.
Class task:
Determine (a) the second and (b) the third Taylor polynomials for cos f x x about
0
0 x , and use these polynomials to approximate cos 0.01 . (c) Use the third Taylor
polynomial and its remainder term to approximate
0.1
0
cos xdx

.

Exercise 1.1
Q#1. Show that the following equations have at least one solution in the given
intervals.

Q#2. Show that f x is 0 at least once in the given intervals.



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This lesson is identical to the lecture which is presented in the Class and
this lesson is not intended as a complete set of lecture for the course: there
are many things explained in the lecture that arent in these notes.
Important for the Readers