STR 683:

683: Advanced Acknowledgement

Numerical Analysis
Prof.Dr. Sherif Mourad

Dr. Magdy El-
El-Sheikh
Instructor

Dr. Eman Elmaghraby
Dr. Ahmed Amir Bayoumy Khalil

Website

www.egypteducation.org

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Postgraduate - Structural Engineering ---
Numerical analysis

Enrolment key: Numerical
Numerical2010
2010

Has notes

Will have assignments

IMPORTANT!!! Objectives

Learn how to apply basic numerical

USEYOUR FULL NAME FOR
FOR BOTH techniques
USER NAME AND PROFILE
Understand common problems

Understand common advantages

Be able to learn other techniques and
apply them

Become skilled in using computers
programs to solve numerical problems

Be able to analyze and evaluate numerical
algorithms

1
 Course Outline Evaluation

Introduction and Review
20
20%% Term Work

Systems of Linear Algebraic Equations
Assignments

Eigen problems
In
In--Class Assignments

Nonlinear Equations

Polynomial Approximation and Interpolation
80
80%% Final Exam

Numerical Differentiation & Difference Formulas

Numerical Integration

Discretization and the Finite Difference Method

Weighted Residual Approach

Piecewise Trial Functions and the Finite Element Method

Useful books (1
(1)
Course References

Notes: Available on website without
figures

Books: many, some on the website

Presentations: on the website

There are two versions: 2006
2006//2007 and
2007//2008;
2007 2008; use 2008 unless otherwise Bartels
noted
Math and Computer Science
Intensive Math, Quite long intro

Useful books (2
(2) Useful books (3
(3)

Hoffman

Mechanical
Engineering

Cheney

Computer Science

2
 DJVU Viewer

http://www.lizardtech.com/download/ Assignment Rules

DJVU browser plug-
plug-in for windows

Submit online

Can be hand written and scanned if
necessary; does not have to be typed

Deliver on due date ELSE lose 30
30%%

No Plagiarism ELSE lose 100%
100%

No Cheating ELSE lose 20
20%
%

Flow Chart
Algorithm
A diagram A fully-
fully-specified step
step--by
by--step procedure for
solving a mathematical problem in a finite
that shows a number of steps, often involving repetition of an
step-by- operation or more than one operation.
step Clear, Detailed, Pseudo-
Pseudo-code
progression Use
through a Read or Input
Write, Print, or Output
procedure

Decisions: If, Then, Else

or system Loops: Do, While; Repeat, Until, For i=1
i=1 to 10
10

Algorithm Survey
1. Read N=Number of lamps - Fresh graduates
2. For Lamp = 1 to N - Cairo 32
i. Check Lamp - Ainshams/
Ainshams/Helwan/
Helwan/Azhar 11
ii. If lamp plugged in go to iii else plug lamp - Shubra 8
and go to 2
- Other cities 8
iii. If bulb Burned out change bulb and go to 2
iv. Set counter=counter + +1
1 and go to 2 - Other countries
3. Write No. of Needed Lamps = counter - Private 16

3
 Chapter 1
Notation SYSTEMS OF LINEAR
a11 x1 + a12 x2 + ... ... + a1n xn = c1
a21 x1 + a22 x2 + ... ... + a2 n xn = c2
ALGEBRAIC EQUATIONS
Equations
. . . . . = ... [K]{x}={F} or [A]{x}={b}:
. . . . . = ...
. . . . . = ... a11 x1 + a12 x 2 + ... ... + a1n x n = c1
an1 x1 + an 2 x2 + ... ... + ann xn = cn a 21 x1 + a 22 x 2 + ... ... + a 2 n x n = c2
Index notation aij x j = ci . . . . . = ...
. . . . . = ...
. . . . . = ...
Matrix notation [ A]nxn {X }nx1 = {C}nx1 a n1 x1 + a n 2 x 2 + ... ... + a nn x n = cn

Chapter 1 Comparison
SYSTEMS OF LINEAR
Direct methods:
ALGEBRAIC EQUATIONS  systematic procedures, algebraic elimination,
 a fixed number of operations

The are two categories of methods  Gauss Elimination, Gauss-
Gauss-Jordan, Matrix Inversion,
and LU Decomposition.
 Direct methods

Iterative methods
 Iterative methods
 Asymptotic, Iterative procedure
 Variable no. of iterations (operations)
 trial solution, substituted into the system, determine
the mismatch, improved solution
 Jacobi, Gauss-
Gauss-Seidel, Relaxation, and Successive
Over Relaxation.

Direct methods are useful when: Diagonally Dominant?

2 7 3

The number of equations is small (less than
100????).
100????). 5 1 10

Most of the coefficients aij are non-
non-zero. 15 2 5 15 2 5

The system is NOT diagonally dominant.
dominant.

The system of equations is ill conditioned.
conditioned. 2 7 3
5 1 10

4
 Diagonally Dominant? Ill
Ill--Conditioned Matrix

1 2 x1 3
2 5 5 =
2 4.0001 x2 6.0001
5 2 5
5 5 2 1 2 x1 3
=
2 4 .0001 x 2 6

Solve the following equations

Ill-
Ill-Conditioned Matrix 1 2 x 1 0
1 2 x1 3
= =

An ill-
ill-conditioned
1 2 2 4.0001 x 2 6.0001 2 4.0001 x 2 0
matrix can represent
the equations of two

2 4.0001 1 2 x1 3 1 2 x 1 0
lines that are almost = =
parallel, but not quite. 2 4 x 2 6 2 4 x 2 0

Another type of ill-
ill-
conditioned matrix is 1000 0.01 0.1 1 2 x1 3
when we have matrix =
values that vary by 5 0.0001 1 2 4 x 2 6.0001
several degrees of 10 0.0002 10
magnitude. 1 2 x1 3
=
2 4 .0001 x 2 6

For a system of linear equations,

Submit online before next week

You will find a link to upload

Browse to the file on your computer and
upload

You can zip the file to reduce its size or
to submit more than one file

Can be scanned but watch the file size

Can use Excel

Add your conclusions in your own
language
there are four possibilities:

A unique solution (consistent set of
equations).

No solution (inconsistent set of equations).

Infinite number of solutions (consistent set
of equations).

The trivial solution (set of homogeneous
equations, [A]{x}=0
[A]{x}=0)

5
 Gauss Jordan Example Gauss Jordan Example
5 x1 + 2 x2 + x3 = +3 5 2 1 3
4 x1 + x2 x3 = 3
4 1 1 3
2 x1 + 3 x 2 3 x3 = +5
2 3 3 5
5 2 1 3 1 0.4 0.2 0.6
4 1 1 3 4 1 1 3
2 3 3 5 2 3 3 5

Gauss Jordan Example Gauss Jordan Example

1 0.4 0.2 0.6 1 0.4 0.2 0.6
4 1 1 3 0 0.6 1.8 5.4
2 3 3 5 0 3.8 2.6 6.2

1 0.4 0.2 0.6 1 0 1 3

0 0.6 1.8 5.4 0 1 3 9
0 3.8 2.6 6.2 0 0 14 28

Gauss Jordan Example Gauss Jordan Example

1 0 1 3 1 0 1 3
0 1 3 9 0 1 3 9
0 0 14 28
0 0 1 2
1 0 1 3 1 0 0 1
0 1 3 9 0 1 0 3
0 0 1 2 0 0 1 2

6
 Gauss Jordan to get Inverse
5 2 1 1 0 0
4 2 1 0 1 0
2 3 3 0 0 1

1 0 0 0 9/ 42 1/14
0 1 0 1/ 3 13/ 42 3/14
0 0 1 1/ 3 19/ 42 1/ 4