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MBE2036 Engineering Computing, part 4, revision 5, Dr. Y.
Shen 4
Error
True error True Error = True value Approximation
True value - Approxima tion
Relative error t 100% Eq 3.1
True value
Bridge Screw
Measured length= 9,999 cm Measured length= 9 cm

True length= 10,000 cm True length = 10 cm
True error = 10,000-9,999=1cm True error = 10-9=1cm
Department of Mechanical and

Biomedical Engineering City University of Hong Kong
MBE2036 Engineering Computing, part 4, revision 5, Dr. Y. Shen 5
Relative error in numerical computing
The approximate percent relative error:

present approximat ion - previous approximat ion
a 100% Eq 3.3
present approximat ion
Stopping criterion:
a s Eq 3.4
where s is a stopping criterion.
At least n significant figures, if
s (0.5 102n )% Eq 3.5

Taylor series f '' ( x i ) 2 f ( 3 ) ( x i ) 3

f ( xi 1 ) f ( xi ) f ( xi )h
'
h h ...
2! 3!
Example
f ( n ) ( xi ) n
n!
h Rn (Eq 4.1)
where the step size h xi 1 xi

f(x) = -0.1x4 0.15x3 0.5x2 0.25x +1.2
Given f(0)=1.2, find f(1) based on taylor series
f(x) = -0.4x3 0.45x2 x 0.25 0-order: f(1) = f(0)=1.2

1st-order: f(1) = f(0)+ f(0)h=1.2-0.25=0.95
f(x) = -1.2x2 0.9x 1
2nd-order: f(1) = f(0)+ f(0)h+f(0)h2/2!=0.45
f 3(x) = -2.4x 0.9
3rd-order: f(1) = f(0)+ f(0)h+f(0)h2/2!+f 3(0)h3/3!=0.3
f 4(x) = -2.4 4th-order: f(1) = f(0)+ f(0)h+f(0)h2/2!+f 3(0)h3/3!
f 5(x) = 0 + f 4(0)h4/4!=0.2
5th-order: f(1) = f(0)+ f(0)h+f(0)h2/2!+f 3(0)h3/3!
Step size: h=1-0=1 + f 4(0)h4/4!+f 5(0)h5/5!=0.2
f(1) = -0.1 0.15 0.5 0.25 + 1.2 = 0.2

Estimating Truncation Errors

The finite difference approximation of first derivative
v (ti1 ) v (t i ) R1
v ' (t i ) Eq 4.8
(t i 1 t i ) (t i 1 t i )
The truncation error R1 v ' ' ( )

( t i 1 t i ) Eq 4.9
of the approximation: ( t i 1 t i ) 2!
R1
Or written as: ( t t ) O ( t i 1 t i ) Eq 4.10
i 1 i
Eq4.10 suggests that the truncation error for the above derivative
approximation is proportional to the step size h=ti+1 ti
Halving the step size would in principle halve the error of the derivative
Numerical Differentiation
Forward finite difference approximation - Eq 4.8
is the forward finite difference equation which
can be expressed in a more general format:
f ( xi1 ) f ( x i )
f ' ( xi ) O(h ), Eq 4.11, h ( x i 1 x i )
h
Backward finite difference approximation

Taylor series can be expanded backward:
f " ( xi ) 2
f ( x i 1 ) f ( x i ) f ' ( x i )h h ... Eq 4.12
2!
minus since h is negative
and f(xi) can be expressed
f ( xi ) f ( x i 1 )
i
f ' ( xDepartment
) of Mechanical and
O(h ), Eq 4.13
h
Numerical Differentiation
Centered finite difference approximation of the
first derivative:
f" (x i ) 2 f (3) (x i ) 3
f(x i1) f(x i ) f' (x i )h h h ... Eq 4.14
2! 3!
(3)
f" (x i ) 2 f (x i ) 3
f(x i1) f(x i ) f' (x i )h h h ... Eq 4.12
2! 3!
Eq 4.14 subtract Eq 4.12 yield

2f (3) (x i ) 3
f(x i1) f(x i1) 2f' (x i )h h ... Eq 4.15
3!
Which can be solved for:
f ( xi 1) f ( xi 1) f (3) ( xi ) 2
f ' ( xi ) h ... Eq 4.16
2h 3!
MBE2036 Engineering Computing, part 5, version 2.0 28
Example 1 - Bisection Method

Step 1: Check the sign: xU
xL
xL=12, xU=16 f(c)

f(12)= 6.0669 > 0
f (16)= -2.2688 < 0
c
So, we have: f (xL)f(xU)<0
It mean the root is between xL (12) and xu (16)
Department of Mechanical and Biomedical Engineering City University of Hong Kong

Example 1 - Bisection Method

Step 2: Calculate xr :
xL xr xU
x L xU
xr Eq 5.6
=14 f(c)
2
Step 3: Check the root:
We check whether the root is actually in the
middle, upper subinterval or lower subinterval:
c
1st Iteration f(xr)=f(14)= 1.5687 > 0 f(12)f(14) > 0
It indicates that there is no sign change between xL and the midpoint xr

Therefore, the root must lies in the upper subinterval, i.e between 14 (xr) and 16 (xu)

Example 1 - Bisection Method (cont)

Repeat Step 2 to calculate new xr, but with xL=old
xr (14): xL= 14 and xU=16
xL x
Old U
2nd Iteration
xr =(14+16)/2=15
New
15 - 14 f(c)
a 100 6.6667%
15
a > s therefore we continue Step 3:

f(14)f(15) = 1.5687*(-0.4248)< 0
Therefore, the root lies between 14 and 15 c
Repeat Step 2 with xU=xr xL= 14 and
xU=15
14.5 - 15
xr =(14+15)/2=14.5 a 100 3.4483%
3rd Iteration 14.5
a > s therefore we continue Step 3:

f(14)f(14.5) =1.5687*0.5523=0.8664 >0
Repeat Step 2 with xL=xr xL= 14.5 and xU=15
4th Iteration xr =(14.5+15)/2=14.75
14.75 - 14.5
a 100 1.6949%
14.75
a > s therefore we continue Step 3.


xL=12, xU=16
1st Iteration
12 14 16 xr=14
f (xL)f(xr)>0
xL=14, xU=16
2nd Iteration
12 14 16 xr=15
f (xL)f(xr)<0
xL=14, xU=15
3rd Iteration
12 14 16 xr=14.5
f (xL)f(xr)>0
xL=14.5, xU=15
4th Iteration
12 14 16 xr=14.75

The result is as Iteration xL xU xr a (%)

shown in the 1 12 16 14
table on the
right 2 14 16 15 6.667
3 14 15 14.5 3.448
4 14.5 15 14.75 1.695
5 14.75 15 14.875 0.840
a < s so it stops 6 14.75 14.875 14.8125 0.422
The true root is 14.7802085

Error Analysis for Bisection Method (cont)

xrnew xrold
a 100% Eq 5.7 and a s
xrnew
xU xL
2 x xL
a 100% U 100% Eq 5.10
xU xL xU xL
2
Equation 5.10 produce the same result as Eq

5.7 for bisection method
Unlike Eq 5.7, Eq 5.10 can be used to calculate
a for the initial guesses

Error Analysis for Bisection Method (cont)
Besides the ability to analysis the exact upper bound of the true error
The bisection method also allows us to calculate the number of iterations
required to obtain an absolute error before starting the iterations
Before starting the technique, the absolute error is:
EA0=xU0 xL0 = x0
After the first iteration, the error becomes:
EA1 = x0/2
Because each succeeding iteration halves the error, a general formula
relating the error and the number of iterations, n, is:
x 0 This is the maximum error
E An Eq 5.11
2n
If EA,d is the desired error, the above equation can be written as:
x 0
log

x 0 x 0
E A,d
2n n log 2n log n
EA E A,d log 2
x 0
n log 2
Eq 5.12
E A,d
MBE2036 Engineering Computing part 6, Dr. Yajing Shen 31
Example 1
Problem statement: Use the Secant method to
estimate the root of f(x)=e-x - x, employing two
initial guesses of x-1=0 and x0=1. The true value
of the root is 0.56714329.
Solution:
First iteration:
x-1 = 0 f(x-1) = e0 -0 = 1.0
x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212
f(x0 )(x1 x0 ) - 0.63212(0 - 1)

Based on Eq 7.3, x1 = x0 = 1- = 0.61270
f(x1 ) f(x0 ) 1 - (-0.63212)

Modified Secant Method

Rather than using two arbitrary values to estimate the
derivate, an alternative approach involves a fractional
perturbation of the independent variable to estimate
f(x),
f(xi + xi ) f(xi )
f (xi )
'
Eq 7.4
xi
Substitute Eq 7.4 into Eq 6.2:
xi f(xi )
xi +1 = xi Eq 7.5
f(xi + xi ) f(xi )
Eq 7.5 is the formula for the Modified Secant Method

MEEM2036 Engineering Computing, part 7, ver 4 15
Golden-section
a b
b a
Given golden-section: c
Answer:
Proof:
Golden-Section Search Error Estimate
Based on Eq 8.9 and Eq 8.10, the maximum

possible error for each iteration is (1-R)(xU xL).
Therefore a can be calculated as follows:
x U xL
a (1 - R) 100% Eq 8.11
xoptimal
Golden-Section Search - Summary
Continue on next slide

Golden-Section Search - Summary

Example 1
Problem Statement: Use the Golden-section
search method to find the maximum of:
x2
f(x) 2sinx
10
within the interval xL=0 and xU = 4. The true
optimal value xoptimum = 1.4276. s = 5%
Solution:
5 1
d (4 0) 2.472
2
x1 0 2.472 2.472 x2 4 2.472 1.528
Example 1
x2
f(x) 2sinx
10
xU
xL x2 x1
Example 1 (cont)
1.528 2
f(x2 ) f(1.528) 2sin(1.528) - 1.765
10
f(x1 ) f(2.472) 0.635
As f(x2) > f(x1 ), the maximum value is in the interval defined by xL, x2 and x1.
xLnew =xLold= 0 xUnew =x1old= 2.472 x1new =x2old= 1.528
f(x1new )=f(x2old)= 2.472
dnew = 0.61803 (2.472 -0) = 0.61803 dold = 1.528

x2new =xUnew dnew = 2.472 - 1.528 = 0.944
f(x2new )=f(0.944)= 1.531
Example 1 (cont)
i xL x2 f(x2) x1 f(x1) xU d a
1 0 1.5279 1.7647 2.4721 0.6300 4 2.4721 99.99
2 0 0.9443 1.5310 1.5279 1.7647 2.4721 1.5279 61.80
3 0.9443 1.5279 1.7647 1.8885 1.5432 2.4721 0.9443 38.20
7 1.3050 1.3901 1.7742 1.4427 1.7755 1.5279 0.1378 5.90
8 1.3901 1.4427 1.7755 1.4752 1.7732 1.5279 0.0851 3.64

Can we directly estimate how
many iterations we need?
Number of Iterations required
for Example 1
1.4276
i xL x2 f(x2) x1 f(x1) xU d a
So 8 times 1 0 1.527
9
1.764
7
2.472
1
0.630
0
4 2.472
1
99.
99
2 0 0.944 1.531 1.527 1.764 2.472 1.527 61.

3 0 9 7 1 9 80
3 0.944 1.527 1.764 1.888 1.543 2.472 0.944 38.

3 9 7 5 2 1 3 20
7 1.305 1.390 1.774 1.442 1.775 1.527 0.137 5.9

0 1 2 7 5 9 8 0
8 1.390 1.442 1.775 1.475 1.773 1.527 0.085 3.6

1 7 5 2 2 9 1 4
Example 2 - Newtons Method

Problem Statement: Use Newtons method
to find the maximum of:
x2
f(x) 2sinx
10
with an initial guess of x0 = 2.5. The true

optimal value xoptimum = 1.4276.
Solution:
x 1
f (x) 2cos(x)
'
f (x) 2sin(x)
"
5 5
Example 2 - Newtons Method (cont)
The above equations can be substituted

into Eq 8.12:
xi
2cos(xi )
xi 1 xi 5
1
2sin(xi )
5
Substituting the initial guess yields:
2.5
2cos(2.5)
x1 2.5 5 0.99508 f(x1) = 1.57859
1
2sin(2.5)
5
Example 2 - Newtons Method (cont)

xrnew xrold x1 x0 0.995 2.5
a 100% 100% 100
xrnew x1 0.995
151.2361
The second iteration gives:

0.995
2cos(0.995)
x2 0.995 5 1.46901
1
2sin(0.995)
5
f(x2) = 1.77385
xrnew xrold x2 x1 1.46901 0.995

a 100% 100% 100
xrnew x2 1.46901
32.2618
MBE2036 Engineering Computing, part 8, version 2
Example 2 (cont)
To find the optimal point:
4y =0 Eq 6
Solving Eq 5 and 6, we obtain the optimal point x=2, y =1

Example 2 (cont)
4y =0
=-2 4y
4y
2
Example 2 (cont)
=
As |H| > 0 and , function value f(2,1) is a

maximum.
The above example is pretty straight forward to find the
optimal point using first partial derivatives and Hessian.
However, this is not always that straight forward. So,
numerical method would be used instead!
Example 3
Using Steepest Ascent method for finding the maximum
point of f(x,y)=2xy +2x x2 2y2
Using initial guesses, x=-1 and y=1
2xy x2 2y2
2xy x2 2y2
Recall:
is the
= y Eq 4 max point
Example 3 (cont)
y= 2(1) 4(1)=6
Therefore the gradient vector is:
Example 3(cont)
To find the maximum, we could search along the
gradient direction, that is, along an h axis running
along the direction of the above gradient vector.
The function can be expressed along this axis as:

f(x,y)=2xy +2x x2 2y2

Example 3(cont)
Multiplying the terms, we develop a one-dimensional
function along the gradient as:
For finding the maximum point along the h axis:
Therefore
This means that If we travel along the h0-axis, g(h)
reaches maximum value when h=0.2
Example 3(cont)
Substitute h=0.2 into Eq 9 and Eq 10
The search moves from point 0 to point 1

The second iteration repeat the previous steps with the
new starting point of (0.2, -0.2)
Example 3(cont)
y= 2(0.2) 4(0.2)=1.2
Example 3(cont)
f(x,y)=2xy +2x x2 2y2
Substituting x2, y2 values into the functions yields:
For finding the maximum point along the h1 axis:
Therefore
This means that If we travel along the h1-axis, g(h)
reaches maximum value when h=1
Example 3(cont)
= 0.2+1.2(1)=1.4
The search moves from point 1 to point 2

The third iteration repeat the previous steps with the
new starting point of (1.4, 1), and in so doing move
closer to the maximum. The approach can be repeated
until approach to zero for the any new
starting point.
Example 3(cont)
y= 2(1.4) 4(1)=-1.2
MBE2036 Engineering Computing, part 9, Ver 3, Dr. B.L. Luk 9
Linear Regression (cont)

To determine values for a0 and a1 of the
best fit line, Eq 9.9 is differentiated with
respect to each coefficient:
n
(yi a0 a1 xi )2
S r i 1
0 Eq 9.10
a0 a0
n
(yi a0 a1 xi )2
S r i 1 Eq 9.11
0
a1 a1
S r S
For finding minimal S r , 0 and r 0
a0 a1

From Eq 9.10:
S r (yi a0 a1 xi )
2

a0 a0
(y1 a0 a1 x1 )2 (y 2 a0 a1 x2 )2
...
a0 a0
(y1 a0 a1 x1 )
(y n a0 a1 xn )2 1
a0
a0
(y1 a0 a1 x1 )2 (y1 a0 a1 x1 ) (yn a0 a1 xn )2 (yn a0 a1 xn )
...
(y1 a0 a1 x1 ) a0 (yn a0 a1 xn ) a0
2(y1 a0 a1 x1 ) (-1) ... 2(y n a0 a1 xn ) (-1)
2 (yi a0 a1 xi ) 0 Eq 9.12


From Eq 9.11:
S r (yi a0 a1 xi )2

a1 a1
(y1 a0 a1 x1 )2 (y2 a0 a1 x2 )2
...
a1 a1
(yn a0 a1 xn )2 (y1 a0 a1 x1 )
x1
a1 a1
(y1 a0 a1 x1 )2 (y1 a0 a1 x1 ) (yn a0 a1 xn )2 (yn a0 a1 xn )
...
(y1 a0 a1 x1 ) a1 (yn a0 a1 xn ) a1
2(y1 a0 a1 x1 ) (-x1 ) ... 2(yn a0 a1 xn ) (-xn )
2 (yi a0 a1 xi ) xi 0 Eq 9.13


From Eq 9.12
2 (yi a0 a1 xi ) 0
(yi a0 a1 xi ) 0
yi a0 (a1 xi ) 0
yi na0 a1 xi 0
yi a1 xi na0 Arithmetri c mean y
yi
n
yi
a1 xi xi
a0 Eq 9.14 Arithmetri c mean x
n
n n


From Eq 9.13
2 (yi a0 a1 xi ) xi 0

yi xi a0 xi a1 xi2 0
2
yi xi a0 xi a1 xi 0 yi xi a0 xi a1 xi2 0
Substitute Eq 9.14 into the above equation
yi
a1 xi
yi xi ( ) ( xi ) a1 xi2 0
n n
yi xi a1 ( xi )2
yi xi a1 xi2 0
n n


n yi xi yi xi a1 ( xi )2 a1n xi2
0
n n n n
n yi xi yi xi a1 ( xi )2 a1n xi2

n n n n
n yi xi yi xi a1 (n xi2 ( xi )2 )
n (yi xi ) yi xi
a1 Eq 9.15
n x ( xi )
2
i
2

Example 1
Measured Data
xi yi
7
6
1 0.5
5 2 2.5
4
Measured Data 3 2.0
Y
2 4 4.0
1
5 3.5
0
0 1 2 3 4
X
5 6 7 8
6 6.0
7 5.5

Example 1 (cont)
n= 7
xi yi 1 0.5 2 2.5 ... 7 5.5 119.5

2
xi 12 2 2 ... 7 2 140
xi 1 2 ... 7 28
yi 0.5 2.5 ... 5.5 24
n (yi xi ) yi xi 7(119.5) - 24(28)
a1 0.8392857
n xi2 ( xi ) 2
7(140) - 28 2
yi
a1 xi 24 0.8392857(28)
a0 0.07142857
n n 7 7

Example 1 (cont)
The best straight line is
7
y=0.07142857 + 0.8392857x
6
4
Measured data
Y
Best fit line

3
0
0 1 2 3 4 5 6 7 8
X

Polynomial Regression
In some engineering problems, data
cannot be represented accurately by a
straight line (heat current)
In such cases, polynomial line may be
needed to fit the data.
The approach in using the least-squares
method to fit a straight line through the
data can be extended to polynomial
equation Polynomial Regression.

Polynomial Regression (cont)

For example, the measured data exhibits the pattern
of a second-order polynomial equation.
We therefore apply the least-squares regression
method to find a best-fit second-order polynomial for
the data.
A second-order polynomial (quadratic equation) can
be expressed in the following general format:

y a0 a1 x a1 x 2


We need to minimise the sum of the
squares of the residuals between the
measured data y and the calculated data
from the second-order polynomial model:
n n ^
S r e (yi y )2
2
i
i 1 i 1
n n
S r e (yi a0 - a1 xi - a2 xi2 )2
2
i Eq 9.16
i 1 i 1


That is we take the derivate of Eq 9.16 with each of
the coefficients a0, a1 and a2 of the polynomial:
S r (yi a0 - a1 xi - a2 xi )
2 2
0
a0 a0
S r (y1 a0 - a1 x1 - a2 x12 )2 (y2 a0 - a1 x2 - a2 x22 )2 (yn a0 - a1 xn - a2 xn2 )2
...
a0 a0 a0 a0
S r (y1 a0 - a1 x1 - a2 x12 )2 (y1 a0 - a1 x1 - a2 x12 )

...
a0 (y1 a0 - a1 x1 - a2 x1 )2
a0
(yn a0 - a1 xn - a2 xn2 )2 (yn a0 - a1 xn - a2 xn2 )

(yn a0 - a1 xn - a2 xn )
2
a0


S r
2(y1 a0 - a1 x1 - a2 x12 )(-1) ... 2(yn a0 - a1 xn - a2 xn2 )(-1)
a0
S r
2 (yi a0 - a1 xi - a2 xi2 ) 0 Eq 9.17
a0
Similarly
S r
2 xi (yi a0 - a1 xi - a2 xi2 ) 0 Eq 9.18
a1
S r
2 xi2 (yi a0 - a1 xi - a2 xi2 ) 0 Eq 9.19
a2


y i na0 a1 xi a2 x 2
i Eq 9.20
i i 0 i 1 i 2 i
2
x y a x - a x - a x 3
Eq 9.21
i i 0 i 1 i 2 i )
x 2
y a x 2
- a x 3
- a x 4
Eq 9.22
To find the coefficients for the 2nd order polynomial, we need to solve the above
simultaneous equations. This can be achieved by expressing the equations in
matrix form and then apply Gauss elimination to solve the equations
n
xi i a0 yi
x 2
xi i
x 2
i a1 xi yi
x 3 Eq 9.23
x2 4 x2 y
i i i 2 i i
3
x x a

Example 2
Measured Data
xi yi
70
60 0 2.1
50
40
1 7.7
Measured Data
Y
30
2 13.6
20
10
3 27.2
0
0 1 2 3 4 5 6
X 4 40.9
5 61.1

n=6
Example 2 (cont)
xi 15 4
yi 15 2.6
xi 979
6 15 55 a0 152.6

2
xi 55
xi yi 585.6 15 55 225 a1 585.6
55 225 979 a2 2488.8
2
3
xi 225 xi yi 2488.8
6 15 55 a0 152.6

15 55 225 a1
585.6
55 225 979 a2 2488.8
To make it easier for our calculation, convert the above matrix into the
augmented matrix format.
6 15 55 152.6 L1
L2
15 55 225 585.6
55 225 979 2488.8 L3

Example 2 (cont)
Apply Gauss Elimination to find the parameters
6 15 55 152.6 L1
L2
15 55 225 585.6
55 225 979 2488.8 L3
6 15 55 152.6
L2 L1*15/6 -> L2
0 17.5 87.5 204.1
0 87.5 474.83 1089.967 L3- L1 *55/6 ->L3
6 15 55 152.6

0 17.5 87.5 204.1
0 L3 L2 * 87.5/17.5 ->L3
0 37.33 69.467

Example 2 (cont)
6 15 55 152.6

69.467 0 17.5 87.5 204.1
a2 1.86071 0
37.33 0 37.33 69.467
204.1 87.5 1.86071

a1 6 15

55 152.6

17.5 0 17.5 87.5 204.1
0 37.33 69.467
2.359286 0
152.6 - 55 1.860714 - 15 2.359286

a0 2.478571
6

Example 2 (cont)
70
The best polynomial
60 y=2.47857 + 2.35929x +1.86071x2
50
40
Measured Data
Y
Best Fit Polynomial

30
20
10
0
0 1 2 3 4 5 6
X

General Polynomial Regression

General Polynomial Regression

MBE2036 Engineering Computing, part 10, Ver 2
Example 2
The period of is
The period of is
We can guess and verify that the period of
is , and thus
33
MBE2036 Engineering Computing, part 10, Ver 2
Example 2

Then we know

All other coefficients should be zero
34
2
Exercise A1
The system equation describing the
change of depth of liquids in the tank is
shown in equation Eq 9.1. Apply analytical
method to find y
dy
3Ksin3 t K Eq 9.1
dt
K is the constant out-flow rate in term of the depth.
y=0 when t = 0 Answer: y k[-3cos t cos 3 t t 2] Eq 9.4
Hints: sin 2 x cos 2 x 1

d cos x
sin x d cos x - sin x dx
dx
3
Answer A1
To find y, we need to integrate both sides
of Eq 9.1. That is
t K)dt
3
dy (3Ksin Eq 9.2
dy k (3sin2 t sin t 1)dt
dy k [3(1 - cos 2 t) sin t 1]dt
dy k [3sin t - 3cos 2 t sin t 1]dt

dy k [ 3sin t dt - 3 cos 2 t sin t dt dt ]
4
Answer A1

dy k [ 3sin t dt 3 cos2 t d cos t dt ]

y k[-3cos t cos3 t t] c Eq 9.3
As t=0, y0=0
0 k[-3cos 0 cos3 0 0] c
0 k[-3 1 0] c
c 2k
Substitute C into Eq 9.3
y k[-3cos t cos3 t t] 2k
y k[-3cos t cos3 t t] 2k
y k[-3cos t cos 3 t t 2] Eq 9.4
5
Exercise A2
The system equation describing the change of
y is shown in equation Eq 9.5. Apply analytical
method to find y
dy
Ksin2 t K Eq 9.5
dt
K is a constant k k
y=0 when t = 0 Answer: y sin2t t Eq 9.10
4 2
Hints:
sin 2 cos 2 1
cos2 cos 2 sin 2
6
Answer A2
sin 2 cos 2 1
cos2 cos 2 sin 2
cos 2 1 - sin 2
cos2 1 - sin 2 sin 2
1
sin 2 1 cos2 Eq9.6
2
Substitute Eq 9.6 into Eq 9.5
dy 1
K (1 - cos 2t) K Eq 9.7
dt 2
7
Answer A2
To find y, we need to integrate both side of equation Eq 9.7:
1
dy k 2 (1 - cos 2t) 1 dt Eq 9.8
1 1
dy k - cos 2t dt
2 2
1

dy k - cos 2t dt - dt
2
d2t
dt
2 dt
d2t
2
1

dy k - cos 2t dt - dt
2

1 1
y k sin2t t c Eq 9.9
2 2
8
Answer A2
When t=0, y=0
1 1
0 k sin0 0 c
2 2
Therefore c=0
k k
y sin2t t Eq 9.10
4 2
9
Exercise A3
The system equation describing the change
of y is shown in equation Eq 9.11. Apply
analytical method to find y
dy
k1 - k 2 y Eq9.11
2
dt
k1 and k2 are constant
y=0 when t=0 k1
Answer: y t anh( k 2 k1 t)
k2
Hints: dx
1 x2
1
tanh (x)
10
Answer A3
To find y, we need to solve the differential equation Eq 9.11
dy
k1 - k2 y 2 dt Eq9.11
dy
k2 y 2 dt
k1 1 -
k1 k2
Let x y
k1
dy
k 2
dt Eq9.12
k2
k1 1 - 2 y d y
k1 dx k1 k
2
dy dy k1
11
Answer A3
k1
dx dy
k2
Substitute the above equation into Eq 9.12
k1
dx
k2 k1 dx
2
dt
k1 1 - x 2 dt k 2 k1 1 - x
2
1
tanh 1 x t c Eq9.13
k 2 k1
y =0 when t =0
Therefore c =0 and Eq 9.13 can be rewritten as in Eq 9.14

12
Answer A3
1
tanh 1 x t Eq9.14
k 2 k1
tanh 1 x k 2 k1 t
x tanh( k 2 k1 t)
k2
y tanh( k 2 k1 t)
k1
k2 k1
y tanh( k 2 k1 t) y t anh( k 2 k1 t)
k1 k2
13
Exercise A4
dy
Ksin2 t cos3t K Eq 9.15
dt
K is a constant
1 1
y=0 when t=0 Answer: y k sin3 t - sin5 t - t Eq 9.20
3 5
Hints:
1 n 1

n
2 2
sin x cos x 1 x dx x c
n1
d sin x
cos x d sin x cos x dx
dx
14
Answer A4
To find y, we need to integrate both sides of Eq 9.15

dy k (sin2 t cos3 t 1)dt Eq 9.16
dy k[ sin t cos t dt - dt ] Eq 9.17

2 3

sin2 t cos3 t dt sin2 t cos2 t cos t dt

sin2 t (1 - sin2 t) cos t dt

sin2 t cos t dt - sin4 t cos t dt

2 4
sin t d sin t - sin t dsin t
1 1
sin3 t - sin5 t c Eq 9.18
3 5
15
Answer A4
Substitute Eq 9.18 into Eq9.17
1 3 1 5
y k sin t - sin t - t c Eq 9.19
3 5
As y=0 when t=0, therefore C =0. Eq 9.19 can be rewritten as:
1 1
y k sin3 t - sin5 t - t Eq 9.20
3 5
16
Exercise A5
The system equation describing the change of
y is shown in equation Eq 9.21. Apply analytical
method to find y
dy 2
k1 k 2 y Eq9.21
dt
k1 and k2 are constant
y=0 when t=0 k1
answer y tan( k2 k1t) Eq9.25
Hints: k2
dx 1 1 x
2
a x 2

a
tan ( )
a
17
Answer A5
To find y, we need to solve the differential equation Eq 9.11
dy
k 1 k2 y 2

dt Eq9.22
dy
k1 k 2 y
2 2

dt Let x k 2 y
dx d k 2 y
dy

k2
dt dy dy
k1 k 2 y
2 2
dx
dy
1 dx k2
k2 k1 x
2 2

dt
18
Answer A5
1 1 1 x
tan t c
k 2 k1 k1
1 1 k y
tan 1 2 t c Eq 9.23
k 2 k1 k1
As y=0 when t=0, therefore c =0 and Eq 9.23 can be re-written as:
1 1 k 2
tan y t Eq 9.24
k 2 k1 k1
1 k 2
tan y k 2 k1t
k1
19
Answer A5
k2
y tan( k 2 k1t)
k1
k1
y tan( k 2 k1t) Eq9.25
k2
20
Exercise A6
dy
x sin(x) Eq 9.26
dx
y=0 when x=0 Answer : y x cos x sin x Eq 9.30
Integratio n by parts d cos x

Hints: sin x
dx
udv uv - vdu d cos x - sin x dx
21
Answer A6
dy
x sin(x) dx Eq 9.27
Let u=x and dv=sin(x) dx
Then du = dx and v = -cos x

x sin x dx xcos x cos x dx
x cos x sin x c Eq 9.28
Substitute Eq 9.28 into Eq9.27:
y x cos x sin x c Eq 9.29
As y=0 when x=0, therefore c =0
y x cos x sin x Eq 9.30
22
Exercise B1
Use the Taylor series expansion (Eq 9.31) to
prove the ex function as shown in Eq 9.32
' f '' (xi ) 2 f (3)(xi ) 3

f(xi 1 ) f(xi ) f (xi )h h h ...
2! 3!
f (n) (xi ) n
h Rn Eq 9.31
n!
x 1 2 1 3
e 1 x x x ... Eq 9.32
2 6
Hints: de x
ex
dx
23
Answer B1
Let xi+1 = x , xi=0 and f(x)= ex, Equation 3.31 becomes
' f '' (0) 2 f (3)(0) 3

f(x) f(0) f (0)x x x ...
2! 3!
f (n)(0) n
x Rn Eq 9.33
n!
where the step size h x 0
x e0 2 e0 3
0 0
e e e x x x ...
2! 3!
As e0 = 1
x 1 2 1 3
e 1 x x x ... Eq 9.34
2 6
24
Exercise B2
Use the Taylor series expansion (Eq 9.31) to
prove the sinh function as shown in Eq 9.35
'' (3)
f (x ) f (xi ) 3
f(xi 1 ) f(xi ) f ' (xi )h i h2 h ...
2! 3!
f (n) (xi ) n
h Rn Eq 9.31
n!
1 1 5
sinhx x x 3 x .... Eq9.35
6 120
Hints: d sinh x d cosh x
cosh x sinh x
dx dx
25
Answer B2
Let xi+1 = x , xi=0 and f(x)= sinh x , Equation 3.31 becomes
' f '' (0) 2 f (3)(0) 3
f(x) f(0) f (0)x x x ...
2! 3!
f (n)(0) n
x Rn Eq 9.33
n!
where the step size h x 0
sinh(0) 2 cosh(0) 3 sinh(0) 4
f(x) sinh(0) cosh(0)x x x x
2! 3! 4!
cosh(0) 5
x ... Eq 9.34
5!
As sinh(0) = 0 and cosh(0) =1, Eq 9.34 can be written as:
1 3 1 5
sinh x x x x ...
3! 5!
1 1 5
sinh x x x 3 x ... Eq 9.35
6 120
26
Exercise C1
f(x)=sin x
Figure 3.1
Use the Bisection method to calculate the root of f(x)=sin(x) as shown in

Figure 3.1. The initial search values for the lower limit, xL, and the upper
limit xU are 3 and 3.5 respectively. The stopping criterion s for terminating
the calculation is 1%.
27
Answer C1
Step 1: confirm xL and xU include the root
f(3)*f(3.5)=0.1411* -0.3508 < 0
Therefore xL and xU do include the root
Iteration 1:
Step 2:
Calculate xr
xr=(xL + xU)/2 = (3+3.5)/2= 3.2500
Step 3:
f(xL)=sin(3) = 0.1411
f(xr) =sin (3.25) = -0.1082
As f(xL)f(xr)<0, therefore the root lies in the LOWER sub-interval
Make the new xU = xr =3.25 and then repeat step 2
28
Answer C1
Iteration 2:
xr = (3+3.25)/2 = 3.1250
a = abs((new xr old xr)/(new xr))*100
= abs((3.125-3.25)/3.125)*100=4%
f(xL)=sin(3)= 0.1411
f(xr)=sin(3.125)= 0.0166
As f(xL)f(xr)>0, therefore the root lies in the
upper sub-interval
Make the new xL = xr=3.125 and then repeat
step 2
29
Answer C1
Iteration 3:
xr = (3.125+3.25)/2 = 3.1875
= abs((3.1875-3.125)/3.1875)*100=1.9608%
f(xL)=sin(3.125)= 0.0166
f(xr)=sin(3.1875)= -0.0459
As f(xL)f(xr)<0, therefore the root lies in the
lower sub-interval
Make the new xU = xr=3.1875 and then repeat
step 2
30
Answer C1
Iteration 3:
xr = (3.125+3.1875)/2 = 3.1563
= 0.9901%
As a < s, the final estimate for the root is
3.1563
f(3.1563) = -0.0147
31
Exercise C2
f(x)=sin x
Figure 4.1
Use Newton-Raphson method to estimate the root of f(x)=sin(x) as shown in

Figure 4.1. x0=3 is used as the initial guess and the stopping criterion s for
terminating the calculation is 1%.
32
Answer C2
Find the first derivative for f(x):
f ' (x) = d sin(x)/dx = cos(x)
f(xi )
xi 1 xi '
f (xi )
x1 = x0 sin(x0)/(cos (x0))
= 3.0 - (0.14112)/(-0.98999) = 3.1425
ea=abs((x1-x0)/x1) * 100%
=abs((3.1425-3)/3.1425)= 4.5360%
33
Answer C2
x2 = x1 sin(x1)/(cos (x1))
=3.1416
ea=abs((x2-x1)/x2) * 100%
=0.0304%
As a < s, the final estimate for the root is
3.1416
f(3.1416) = -7.3x10-6
34
Exercise D1
Find the continuous Fourier series for the above waveform
Hints:
35
Answer D1
36
Answer D1
37
Answer D1
Integration by parts
38
Answer D1
39
Answer D1
40
Answer D1
41
Answer D1
42
Answer D1
43
Answer D1
44
Answer D1
45
Answer D1
46
Answer D1
47
Exercise D2
Whenever you see the trigonometric

function, you can do something cleverer
48
Answer D2
49
Answer D2
50
Answer D2
Sequence
Matlab example:
x=3
y=x+5;
z=x*y;


Selection
Matlab example:
if x<0
y=-10;
else if x>0
y=10;
else
y=0;
end

Iteration
Matlab example:
for i=0:2:20
x=x+i;
end

Another iteration
Matlab example:
while (1)
i=i+1;
if i>=10, break, end
y=x^2;
end

function mainprog
m=68.1;
g=9.8; function myvelocity(m,g,c,t)
c=0.25;
t=0:2:12;
v=velocity(m,g,c,t) function velocity_profile(m,g,c,t)
v1=velocity_profile(m,g,c,t)
plot (t, v, t, v1) function

MBE2036 Engineering Computing, part 1, version 4, Dr. Yajing SHEN 41
MATLAB Graphics
>> plot(t,v)
>> title('v versus t')
>> xlabel('value t')
>> ylabel('value v')
>> grid
>> axis([0 22 0 450])
xmin xmax ymin ymax

MATLAB Graphics
>> t=0:2:20;
>> for i=1:length(t)
vt(i)=t(i)^1.5;
v(i)=t(i)^2;
end
>> plot(t,v,'r',t,vt,'b')
Red color for v Blue color for vt

Create a Function M-file (cont)

Filename is same as
the name of the
function
>> clear all

function myresult = mysquare(n) >> t=0:2:10;
for i=1:length(n) >> v=mysquare(t)
x(i)=n(i)^2; v=
end
0 4 16 36 64 100
myresult=x;
Example Comments & M-Files

function velocity = free_fall_vel(m,c,t) g = 9.8; % acceleration of gravity
%Function name: free_fall_vel (m,c,t) k1 = g * m/c;
% k2 = -c*t/m;
%Author: Dr. B.L. Luk
%Date: 15 Sep 2004 % find the free falling velocity
%Version: 2.0 velocity =k1*(1-exp(k2));
%
%Description: The function computes the free-fall velocity
% (mps) of an object with a linear drag coefficient
In Lecture Handout 1, Eq 1.29 is
%
%Input: used to calculate the velocity
% m = mass (kg)
% c = drag coefficient (kg/s) c
% t = time (s)
m t
%Output:
% velocity = downward velocity (m/s) v g (1 - e m )
%
%Revision History:
c
% version 2: add temporary variables k1 and k2 to make
% the calculation of velocity easier to follow.
%Any Known Bugs:
% No
%
Example M-File for structuring

software program
In MATLAB, a M-file can execute another m-files
You can use this feature to structure your program
function vel =free_fall_vel_profile(m, c, ts,tf,h)
% Function description placed here t=ts; % t is the temporary time variable
%Input: % for calculating the profile
% m = mass (kg) i=1; % i is the index for the array
% c = drag coefficient (kg/s)
% ts = start time for calculating the % A loop to calculate each velocity for the
% velocity profile(s) % profile from time ts to tf
% tf = final time for calculating the while(t <= tf)
% velocity profile(s) % call the free_fall_vel.m function
% h = step size (s) v(i) = free_fall_vel(m,c,t);
i=i+1; c
%Output: m t
% vel = downward velocity profile - t=t+h; v g(1 - e m )
% an array (m/s) end c
%
% Any other information or description vel = v;
% placed here

M-File for calculating the velocity profile

c
v (t i +1) = v (t i ) + g v (t i )(t i +1 t i ) Eq 1.33
m
function vel = velocity_profile(dt, ti, tf, vi, m, c)
% velocity_profile(dt, ti, tf, vi, m , c)
% Calculate the velocity of an free-falling object
% using Euler's method
t = ti;
v(1) = vi;
i=2; Infinite loop
while (1)
if t+dt > tf break out from the loop
if t + dt > tf, break, end
dvdt = deriv(v(i-1), m, c);
v(i)=v(i-1) + dvdt * dt;
t=t+dt;
i=i+1;
end
vel = v;

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MBE2036 Engineering Computing, part 4, revision 5, Dr. Y.

Measured length= 9,999 cm Measured length= 9 cm

Department of Mechanical and

Relative error in numerical computing

The approximate percent relative error:

At least n significant figures, if

s (0.5 102n )% Eq 3.5

Taylor series f '' ( x i ) 2 f ( 3 ) ( x i ) 3

where the step size h xi 1 xi

f(x) = -0.4x3 0.45x2 x 0.25 0-order: f(1) = f(0)=1.2

f(1) = -0.1 0.15 0.5 0.25 + 1.2 = 0.2

Estimating Truncation Errors

The truncation error R1 v ' ' ( )

Backward finite difference approximation

Eq 4.14 subtract Eq 4.12 yield

Example 1 - Bisection Method

xL=12, xU=16 f(c)

So, we have: f (xL)f(xU)<0

It mean the root is between xL (12) and xu (16)

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Example 1 - Bisection Method

It indicates that there is no sign change between xL and the midpoint xr

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Example 1 - Bisection Method (cont)

a > s therefore we continue Step 3:

Example 1 - Bisection Method (cont)

a > s therefore we continue Step 3:

a > s therefore we continue Step 3.

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Example 1 - Bisection Method (cont)

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Example 1 - Bisection Method (cont)

The result is as Iteration xL xU xr a (%)

4 14.5 15 14.75 1.695

5 14.75 15 14.875 0.840

a < s so it stops 6 14.75 14.875 14.8125 0.422

The true root is 14.7802085

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Error Analysis for Bisection Method (cont)

Equation 5.10 produce the same result as Eq

Department of Mechanical and Biomedical Engineering City University of Hong Kong

Error Analysis for Bisection Method (cont)

x0 = 1 f(x0) = e-1 -1 = 0.367879 1 = -0.63212

f(x0 )(x1 x0 ) - 0.63212(0 - 1)

Department of Mechanical and

Modified Secant Method

Eq 7.5 is the formula for the Modified Secant Method

Department of Mechanical and

Golden-Section Search Error Estimate

Based on Eq 8.9 and Eq 8.10, the maximum

Golden-Section Search - Summary

Continue on next slide

Golden-Section Search - Summary

f(x1new )=f(x2old)= 2.472

dnew = 0.61803 (2.472 -0) = 0.61803 dold = 1.528

1 0 1.5279 1.7647 2.4721 0.6300 4 2.4721 99.99

2 0 0.9443 1.5310 1.5279 1.7647 2.4721 1.5279 61.80

3 0.9443 1.5279 1.7647 1.8885 1.5432 2.4721 0.9443 38.20

7 1.3050 1.3901 1.7742 1.4427 1.7755 1.5279 0.1378 5.90

8 1.3901 1.4427 1.7755 1.4752 1.7732 1.5279 0.0851 3.64

2 0 0.944 1.531 1.527 1.764 2.472 1.527 61.

3 0.944 1.527 1.764 1.888 1.543 2.472 0.944 38.

7 1.305 1.390 1.774 1.442 1.775 1.527 0.137 5.9