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Numerical Analysis

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Olivia Iithelenga
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8 views

Numerical Analysis

Uploaded by

Olivia Iithelenga
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Numerical Applications

• Numerical Integration
• Numerical Differentiation
• Systems of Linear Equations
Announcements
• Lab 4 - 29-31 May 2024
• Test 2- 3 June 2024
• Project- 6&7 June 2024
• Course Evaluation on elearning.
Numerical Integration

Integration: calculation of area under


function
• apply trapezoid rule to get area of
each interval
• if n+1 points xj are given, n areas are
calculated

Kong Q., Siauw T., Bayen A.M., Python Programming and Numerical Methods, Elsevier Academic Press, (2021).
Example 1: Numerical
Integration
The following measurements are taken from the speedometer of a car
that is moving forward through a city. How far has the car traveled at
each point in time?
time 0 1 2 3 4 5 6 7 8 9 10
[min]
speed 0 10 50 30 0 10 50 30 40 20 0
[km/h]
Example 2: Numerical
Integration

Determine the area


underneath the Gaussian
distribution with mean of 0
and variance of 1

Wikipedia: https://en.wikipedia.org/wiki/Normal_distribution
Numerical Differentiation
Differentiation: calculating the slope of a function (rate of change)

Kong Q., Siauw T., Bayen A.M., Python Programming and Numerical Methods, Elsevier Academic Press, (2021).
Example 1: Numerical
Differentiation
The following measurements show distance traveled as a function of time.
Determine the speed.

time 0 1 2 3 4 5 6 7 8 9 10
[min]
distance 0 0.1 0.3 0.35 0.35 0.5 0.7 1 1.05 1.1 1.2
[km]
Example 2: Numerical
Differentiation
Determine the derivatives of the following functions:
• f1(x) = cos(x)
• f2(x) = exp(-x)
• f3(x) = 1/(x+1)
Systems of Linear Equations
System of Linear Equations:

Matrix Form:

Kong Q., Siauw T., Bayen A.M., Python Programming and Numerical Methods, Elsevier Academic Press, (2021).
Example 1:
• Check if unique solution exists:
• determinant of A must not be zero

• Calculate A-1, the inverse matrix of A

• Multiply equation with A-1 from left to


obtain x
Ax=y
A-1 A x = A-1 y = x • Test result by calculating A x
Numerical Applications in Python
• Module: scipy, sympy
• Case 1, Symbolic case
• Know the function eg, f(x)= sin(x)
• Case 2: Numerical case
• Area under the graph with cummulative trapezoid method
• Modules: MAtplot
Numerical Applications in Matlab
• Trapz method
• For loop
References
• Kong Q., Siauw T., Bayen A.M., Python Programming and Numerical
Methods:
• Chapter 14: Linear Algebra and Systems of Linear Equations
• Chapter 20: Numerical Differentiation
• Chapter 21: Numerical Integration

• MATLAB Documentation: https://www.mathworks.com/help/matlab/

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