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ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 5 Approximations, Errors and The Taylor Series.

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Presentation on theme: "ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 5 Approximations, Errors and The Taylor Series."— Presentation transcript:

1 ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 5 Approximations, Errors and The Taylor Series

2 Objectives Distinguish between algorithm errors and roundoff errors. Introduce Taylor Theorem Calculate the numerical error of a finite difference formula for derivatives

3 Significant Figures

4 Designate the reliability of a numerical value The significant digits of a number are those that can be used with confidence

5 Accuracy and Precision Accuracy Precision

6 Truncation Errors vivi titi t i+1 v i+1 True Slope Approximate Slope Truncation errors due to using approximation in place of exact solution

7 Roundoff Errors A=  d 2

8 Roundoff Errors A1=  d 1 2 A2=  d 2 2 d1=1.0d2=1.000001 A1=3.14A2=3.14000628

9 Error Definition True Value = Approximation + Error Numerical Error E t =true value - approximation Does not account for order of magnitude

10 Error Definition True Value = Approximation + Error Relative Error = True Error/True Value  t = (True Error/True Value)100%

11 Approximate Error Numerical Methods: the true value is not known apriori

12 Approximate Error Numerical Methods: approximate procedures Mclaurin Series Exact

13 Approximate Error

14 The Taylor Series Predict value of a function at one point in terms of the function value and its derivatives at another point

15 Taylor’s Theorem

16 Error of Order (x i+1 – x i ) n+1

17 Numerical Differentiation

18 First Divided Difference

19 Forward Difference vivi titi t i+1 v i+1 True Slope Approximate Slope

20 Backward Difference

21 Central Difference Forward Backward Central

22 Homework Problems 4.5 and 4.6 Due Wednesday Sept 10


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