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NUMERICAL METHODS

NUMERICAL APPROXIMATIONS

One of the biggest problems when it comes to do math, is to determine how accurate and precise and is the data we deliver, because nothing is 100% accurate the only way to deal with this problem is to determine how erroneous that our formulation. To this end, several techniques have been developed based on the type of error that a determination.

developed based on the type of error that a determination. Significant Figures: the concept of significant

Significant Figures: the concept of significant figures or significant digits has been developed to formally appoints the reliability of a numerical value. The scores of a number are those that can be used reliably even usually identify a number of significant figures is a simple procedure in some cases result in some confusion.

Accuracy and precision: the errors in the calculations and measurements can be characterized by their accuracy and precision, accuracy refers to how close the measured or calculated value of the true value. Accuracy refers to how close they are from each other measured or calculated value.

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NUMERICAL METHODS

6 NUMERICAL METHODS Definition of Errors  Absolute error: defined as the difference between the actual

Definition of Errors

Absolute error: defined as the difference between the actual value and the calculated value.

between the actual value and the calculated value.  Absolute relative error: defined as the ratio

Absolute relative error: defined as the ratio of absolute error and the actual value.

defined as the ratio of absolute error and the actual value.  Percentage Error: is defined

Percentage Error: is defined as the percent relative error

Percentage Error: is defined as the percent relative error  Approximate Error: defined as the difference

Approximate Error: defined as the difference between two subsequent calculations

as the percent relative error  Approximate Error: defined as the difference between two subsequent calculations
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Approximate relative error: is defined as the ratio of the approximate error and calculation n +1

as the ratio of the approximate error and calculation n +1 One of the challenges faced

One of the challenges faced by numerical methods is to determine the error estimates in the absence of knowledge of true values. For example, some numerical methods iterative methods used to calculate the results. In such methods an approximation considering the anterior approach. This process is performed repeatedly or iteratively. To calculate in succession, hoping to get better approximations. In such cases, the error is often calculated as the equation was. The importance of this error is that the absolute error should be a default value as follows:

the absolute error should be a default value as follows: Where it is called tolerance, which

Where it is called tolerance, which is preset is simply a measure of acceptable error under which work, there is also a way of defining the acceptable error as a function of correct significant figures predicted by iteration or calculation:

significant figures predicted by iteration or calculation: Where n represents the minimum number of significant figures

Where n represents the minimum number of significant figures that will be correctly to predict by the formula.

Main causes of error on computers

There are three main types of errors when making mathematical manipulations on a computer. These occur due to the difficulty of storing figures after the appropriate language translation.

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NUMERICAL METHODS

The range of amounts that can be represented is limited, try to save a number too large in terms presents a problem because sometimes storage space is limited and therefore the number cannot be causing the overflow error (due to binary representation of numbers in the computer)

There are only a finite number of quantities that can be represented within a range; the degree of precision is limited. It is clear that irrational numbers cannot be represented accurately. Called quantization error and the approximation is done by two methods.

error and the approximation is done by two methods.  The interval between the numbers increases

The interval between the numbers increases as the numbers grow in magnitude means that the quantization errors are proportional to the magnitude of the number to be represented. Minimum range is defined as:

to the magnitude of the number to be represented. Minimum range is defined as: For court

For court cases and rounding, respectively.

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NUMERICAL METHODS

ROOTS OF EQUATIONS

The root of an equation is defined as the point (x) in which the function f (x) is zero. To find the points were available formulas or algebraic manipulations, but there were some equations that could not be solved analytically. Problem was overcome when starting the use of computational tools to find an estimate of these roots.

analytical solution

to find an estimate of these roots.  analytical solution This equality is satisfied if 

This equality is satisfied if

numerical solution

This equality is satisfied if  numerical solution It is an impossible equation to solve analytically,
This equality is satisfied if  numerical solution It is an impossible equation to solve analytically,

It is an impossible equation to solve analytically, but use different algorithms to find a numerical estimate of this.

NUMERICAL APPROACH FOR ROOTS

Numerical approximation is called the estimation of a number that is not accurate but serves as this. In this way fails to resolve the problem of analytical irresolution.

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NUMERICAL METHODS

10 NUMERICAL METHODS CLOSED METHODS It is based on the fact that a function changes sign

CLOSED METHODS

It is based on the fact that a function changes sign in the vicinity of a root, aspirations take two starting points that have that be on either side of which is presumably the root of the equation, reducing the interval until you get a reasonable approximation.

Graphical method: it consists in plotting the function and sees where it cuts the axis of the abscissa.

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NUMERICAL METHODS

Advantage

- Is a method that gives the range where the root.

- Provides an outline of the behavior of the function which helps to detect errors in other methods.

Disadvantages

- It is an imprecise method that relies on the observation of the graph.

Note: If the function evaluated at the upper limit and lower limit has the same sign there are no roots or a pair of them and if different is an odd number of them, namely:

of them and if different is an odd number of them, namely: No roots or is

No roots or is an even number of them

and if different is an odd number of them, namely: No roots or is an even

There are an odd number of roots.

and if different is an odd number of them, namely: No roots or is an even
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NUMERICAL METHODS

An example is presented the figure where it is easily seen that the interval at which is the root

Bisection: Based on the subdivision of the interval where is the root in various subintervals so that the average interval satisfy a margin of error for the root.

the average interval satisfy a margin of error for the root. Xr where represents the root

Xr where represents the root for that iteration. While X su and X in the upper and lower limits respectively

x r X in x su
x r
X in
x su

The chart above illustrates the method. To define which of the subintervals is the root using the following criteria

1.

2.

subintervals is the root using the following criteria 1. 2. then the root is in this

then the root is in this subinterval and

is now doing

1. 2. then the root is in this subinterval and is now doing for the next

for the next iteration

in this subinterval and is now doing for the next iteration then the root is in

then the root is in the other subinterval

and so

and is now doing for the next iteration then the root is in the other subinterval

for the next iteration.

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NUMERICAL METHODS

13 3. NUMERICAL METHODS then that is the root. X in x su For this method

then that is the root.

X in x su
X in
x su

For this method the error of approximation depends on the number of iterations, as follows:

depends on the number of iterations, as follows: Where is the initial interval, n the number
depends on the number of iterations, as follows: Where is the initial interval, n the number

Where is the initial interval, n the number of iterations. Viewed another way, if you know the error must then be determined the number of iterations.

Advantage

- Do not diverge, this is always tends to the root.

Disadvantages

- You need to know in advance an estimated range for the roots.

- When there are roots tangent to x-axis does not work because the function does not change sign.

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- It does not consider the limits which is closer to the root.

False position: it rests on the assumption that the lowest absolute value of the function within the limits of the range is closer to the root (which is not always true), thus joining the points with a straight line and where short axis was taken on as the deadline for a new iteration.

short axis was taken on as the deadline for a new iteration. The formula for these

The formula for these iterations is:

for a new iteration. The formula for these iterations is: Advantage - The process tends more

Advantage

- The process tends more quickly to the root as the previous method.

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NUMERICAL METHODS

Disadvantage

- There are functions that do not meet the condition that the lower absolute value of f (x) at the ends of the range is the closest to the root as shown in the figure below.

is the closest to the root as shown in the figure below. You can modify the

You can modify the method so that after a certain number of iterations multiply the value of f (x) are not being moved by a number between zero and one.

Search by increments: the choice is based on a small increase the range and travel through the increase to determine where the function changes sign

choice is based on a small increase the range and travel through the increase to determine
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NUMERICAL METHODS

Disadvantages

- The determination of the increase is a problem because if is very large you can skip if roots and very little will be long and inefficient.

OPEN METHODS

This iteration method uses only one value of x or two but with the freedom that they should not therefore enclose the following methods is called open.

Disadvantages

- Sometimes the root diverges

Advantage

- When it does converge generally much more efficient than closed methods.

Simple iteration method fixed point: this method takes the role and manipulated so that it is of the form from this gives a starting value and begins to iterate for equality.

Condition:

For this method to converge that must be met:

this gives a starting value and begins to iterate for equality. Condition: For this method to
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Newton-Raphson method: Use the tangent of the position at a point to approximate the root this is best illustrated graphically.

approximate the root this is best illustrated graphically. The formula for the approximation is: Where the

The formula for the approximation is:

graphically. The formula for the approximation is: Where the error of the iteration i +1 is:

Where the error of the iteration i +1 is:

approximation is: Where the error of the iteration i +1 is: Disadvantage - The multiple roots

Disadvantage

- The multiple roots are tangent to the x-axis so that f '(x) becomes zero at point iteration therefore cannot be done.

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NUMERICAL METHODS

When there

are

turning points near the root of the

approach diverges from the root.

Secant method: it is a helper method to the Newton-Raphson and just changes the derivative of a difference.

and just changes the derivative of a difference. The formula for this method is: To become
and just changes the derivative of a difference. The formula for this method is: To become

The formula for this method is:

derivative of a difference. The formula for this method is: To become more efficient this method

To become more efficient this method the derivative is redefined:

is: To become more efficient this method the derivative is redefined: Where δ is greater than

Where δ is greater than zero and less than one.