Numerical Methods For Engineers

Numerical Methods
Module: EG1C2 Engineering Mathematics

Lecturer: James Grimbleby
URL: http://www.elec.rdg.ac.uk/jbg.html
email: j.b.grimbleby reading.ac.uk
Number of Lectures: 10
Recommended text book:
Modern Engineering Mathematics (3rd edition)
Glyn James
Prentice-Hall 2001
ISBN 0-13-018319-9
James Grimbleby
School of Systems Engineering - Electronic Engineering
Slide 1
Numerical Methods
Modern Engineering
Mathematics (3rd edition)
Glyn James
Prentice-Hall 2001
ISBN 0-13-018319-9
Approx. price: 25
James Grimbleby
Slide 2
Syllabus
Numerical precision, absolute and relative errors, binary
codes, integer and floating-point codes, IEEE floating-point
representations, rounding and truncation errors in arithmetic
operations, underflow and overflow
Real zeros of non-linear equations by repeated bisection,
secant method, iteration method, Newton-Raphson method,
factorisation of polynomials, synthetic division
Curve fitting, linear and quadratic interpolation, Lagrange
polynomials, exact polynomial fit through equally-spaced
points, numerical differentiation, polynomial least-squares fit
James Grimbleby
Slide 3
Syllabus
Numerical integration, the trapezium approximation, improper
integrals, midpoint approximation, changes of variable to deal
with infinite integration limits
Function minimisation, single-variable approximation methods,
single-variable search methods, Golden-Section search
Numerical solution of first-order non-linear differential
equations; Euler's method, 2nd and 4th order Runge-Kutta
methods
Numerical solution of higher-order differential equations,
reduction to a set of 1st-order differential equations
James Grimbleby
Slide 4
Numerical Methods
Engineering calculations often involve quantities whose
values can vary over a wide range
Frequencies:
1 Hz 10 GHz
Mass:
g many tonnes
Distance:
m thousands of km
Power:
nW MW
Capacitance:
1pF 1F
The range is further increased when such quantities are

multiplied or divided by one another
James Grimbleby
Slide 5
Precision
Relative precision: the precision of a number relative to its
magnitude
1002, 10.02 and 0.0010.00002 all have a relative
precision of 0.02 or 2%
Absolute precision: the absolute precisions of these values
are respectively 2, 0.02 and 0.00002.
In most cases it is the relative precision, rather than the
absolute precision, that is of importance
James Grimbleby
Slide 6
Binary Codes
Numbers are represented in a computer by means of
binary codes
Each number is stored and processed in the form of a
group of binary digits (bits) known as a word
A binary word consisting of n bits can represent 2n distinct
values
Natural binary code: n-bit word represents the integer
values 0 to 2n-1
Signed binary code: n-bit word represents the integer
values -2n-1 to 2n-1-1
James Grimbleby
Slide 7
Floating-Point Codes
Binary floating-point codes can represent very large and
very small values
Floating-point numbers consist of two fields, the mantissa
M and the exponent E
X = M 2E
The relative precision of a floating-point number is
determined by the number of bits in the mantissa M
The range is determined by the number of bits in the
exponent E
James Grimbleby
Slide 8
IEEE Floating-Point Formats

The IEEE standard defines the format of single (32 bit),
double (64 bit) and extended (80 bit) precision floating-point
numbers
Double precision (64 bit):
6362 .52 51.0
1 bit sign
11 bit exponent
52 bit mantissa
Mantissa is 53-bit unsigned fixed-point binary

Exponent is 11 bit excess 1023 binary
James Grimbleby
Slide 9

Mantissa 52-bit + hidden bit:
1.00000 .. 00000
1.11111 .. 11111
Hidden bit
(always 1)
= 1 (decimal)
2 (decimal)
52 bits of
IEEE format
A change in the least-significant bit is equal to:

2-52 = 2.210-16
so that IEEE 64-bit numbers have a relative precision of 1516 decimal digits
James Grimbleby
Slide 10

Exponent 11-bit excess 1023:
1 - 1023
=
2046 - 1023 =
-1022
+1023
Floating-point range:
1 2-1022
2 2+1023
=
=
2.3 10-308
1.7 10+308
The special case of 11-bit exponent all 0s is used to

represent the floating-point value 0.0
James Grimbleby
Slide 11
Truncation and Rounding Errors

A 32-bit word can represent 4294967296 values
Real quantities cannot be represented exactly and the
nearest discrete value of a binary word is used
For example the decimal value 1.2 has a binary
representation:
1.00110011001100110011001100110011 ...
Since real values must be stored in a binary word the number
of bits must be limited and there are two ways of doing this:
Truncation or Rounding
James Grimbleby
Slide 12
Truncation
Truncation is the act of simply discarding unwanted digits
from a number
Decimal value 1.2 has a binary representation:
1.00110011001100110011001100110011 ...
This exact binary representation could be truncated to 8 bits:
1.0011001
This has decimal value 1.1953125, an absolute error of
0.0046875 or relative error of 0.39%
James Grimbleby
Slide 13
Rounding
Rounding involves determining the nearest discrete value of
the appropriate word
Decimal value 1.2 has a binary representation:
1.00110011001100110011001100110011 ...
This exact binary representation could be rounded to 8 bits:
1.0011010
This has decimal value 1.203125 , an absolute error of
0.003125 or relative error of 0.26%
James Grimbleby
Slide 14
Errors Generated by Addition

When a small number is added to a larger number a rounding
error related to the precision of the larger number occurs
If this procedure is repeated a large number of times then the
effects of the rounding errors can become quite significant
When a value of 1.0 10-15 is added to 1.0 a million times
using IEEE double precision numbers:
1.00000000111022
In spite of the fact that the operations are performed using 15
digit precision, the result is accurate only to 9 digits.
James Grimbleby
Slide 15
Errors Generated by Subtraction

When numbers are subtracted the absolute precision of the
result is equal to the absolute precision of the subtracted
quantities
If the result is smaller in magnitude than the subtracted
quantities then it will have a reduced relative precision
When 1000000.0 is subtracted from 1000000.1 using IEEE
double precision numbers:
0.0999999999767169
Six digits of accuracy have been lost.
James Grimbleby
Slide 16

Consider evaluation of the simple formula:
X = ( A + B) B
Obviously the answer should be A

If B is larger in magnitude than A then A will suffer a loss in
relative precision.
Evaluating the formula with A = 0.1 and B =1.0 1015 using
IEEE double precision real numbers:
0.125000000000000
James Grimbleby
Slide 17

Subtractions of nearly equal quantities are implicit in many
engineering calculations
For example if A is small then:
X = e A 1+ A
Adding 1 to A limits the information about A in the result X
If A = 1.010-12 then the value of ln(X) = A evaluated using
IEEE double precision numbers:
1.00008890058184110-12
James Grimbleby
Slide 18
Simultaneous Linear Equations
y = a1x + b1
y = a2 x + b2
Solution:
y = a1x + b1
y = a2 x + b2
y = a1x + b1 = a2 x + b2
x(a1 a2 ) = b2 b1
b2 b1
x=
a1 a2
James Grimbleby
Slide 19
Roots of a Quadratic Equation

ax 2 + bx + c = 0
As is well known the roots of this equation are given by the
formula:
b b 2 4ac
x=
2a
Quadratic equation with roots at 100.0 and 0.01:
x 2 100.01x + 1.0 = 0
Using the quadratic formula gives the lower root:
100.01 10002.0001 4.0 100.01 99.99

x=
=
= 0.01
2.0
2.0
James Grimbleby
Slide 20

Subtraction of nearly-equal quantities only happens when the
roots are real, that is b24ac
For real roots an alternative formula should be used:
q = b + sgn(b). b 2 4ac
q
x1 =
2a
2c
x2 =
q
It is safe to use the normal quadratic formula if the roots are
complex, that is b2<4ac
James Grimbleby
Slide 21

Quadratic equation:
x 2 100.01x + 1.0 = 0
For this equation b24ac so that the roots are:

q = 100.01 10002.0001 4.0 = 100.01 99.99 = 200.0
200
x1 =
= 100.0
2.0
2.0
x2 =
= 0.01
200.0
At no point were nearly-equal quantities subtracted

James Grimbleby
Slide 22
Unstable Algorithms
Often several algorithms are available to perform some
operation
Examples: solving simultaneous linear equations, curve fitting
and solving differential equations
All of the algorithms will be mathematically correct and will
give the same results if executed on a computer that does not
use rounding or truncation
On a real computer they will not necessarily produce results
of the same precision
Some algorithms are notoriously unstable
James Grimbleby
Slide 23
Unstable Algorithms
Consider raising to an integer power, where:
5 1
=
2
is related to the Golden Mean or Golden Section k:

1
= k 1 = = 0.618034
k
The n+1 th power of can be obtained from the nth and n-1 th:
n +1
(
=
5 1 n 1 5 2 5 + 1 n 1
5 1 n 1
n 1
4
4
2
= n 1 n
James Grimbleby
Slide 24
Unstable Algorithms
n
n (by multiplication)
n (by algorithm)
1
6.180339887498948810-1
6.180339887498948810-1
2
3.819660112501052010-1
3.819660112501051210-1
3
2.360679774997897610-1
2.360679774997898010-1
4
1.458980337503155210-1
1.458980337503153010-1
5
9.016994374947428810-2
9.016994374947451210-2
6
5.572809000084124810-2
5.572809000084077610-2
. . . . . . . . . . . . . . . . . . . . . . . . . . .
32
2.053031023146580010-7
2.051847740602852410-7
33
1.268842952262558610-7
1.270757543636591410-7
34
7.841880708840216010-8
7.810901969662609610-8
35
4.846548813785372010-8
4.896673466703304810-8
36
2.995331895054845210-8
2.914228502959304010-8
37
1.851216918730527610-8
1.982444963744001210-8
38
1.144114976324318010-8
9.317835392153028810-9
39
7.071019424062098410-9
1.050661424528698210-8
40
4.370130339181083210-9 -1.188778853133953810-9
James Grimbleby
Slide 25
Overflow and Underflow

IEEE double precision floating point numbers cover the range
of magnitudes from 2.310-308 to 1.710+308
IEEE single precision floating point numbers cover the range
of magnitudes from 1.210-38 to 3.410+38
Both single and double precision numbers also allow a value
of zero
Overflow occurs when a floating point number exceeds in
magnitude the largest value that can be represented
Underflow occurs when a floating point number is smaller in
magnitude than the smallest value that can be represented
James Grimbleby
Slide 26
Overflow and Underflow

A complex number x+jy has a modulus m:
m = x2 + y 2
Evaluating this the obvious way limits the values of x and y to
of the available floating-point range
To avoid this the modulus can be evaluated in an alternative
way:
2
y
x y
m = x 1+
x
x
m = y 1+
y
James Grimbleby
x< y
Slide 27
Equations in a Single Variable

There are many problems in engineering that require solution
of an equation of the form:
f ( x) = 0
In most cases the equation cannot be solved algebraically and

numerical methods must be used
For example consider the simple electronic circuit:
i
1000
2.0V
v1
James Grimbleby
Slide 28
Equations in a Single Variable

Ohm's law:
2.0 v1
i=
1000.0
Shockley equation for the diode:

i = 1.0 10
14
1000
2.0V
v1
exp
0.026
v1
Eliminating the current i:

f (v1) = 1.0 10
14
v1
2.0 v1
exp
= 0
0.026 1000.0
This equation cannot be solved algebraically

James Grimbleby
Slide 29
Graphical Solution
i
2mA
i = 1.0 10
14
v1
exp
0.026
2.0 v1
i=
1000.0
2V
James Grimbleby
vi
Slide 30
Repeated Bisection
f(x)
c
a+b
c=
2
bx
If f(a) and f(b)

have opposite
signs then a root
exists between a
and b
Bisect the
interval a to b, to
get a new point c
Also known as Interval Halving or Binary Search

James Grimbleby
Slide 31
Repeated Bisection
Repeated Bisection algorithm:
If the initial interval is a0 to b0, with midpoint c0, and the
interval for the next iteration is a1 to b1, then :
c0 = (a0+b0)/2
If f(a0)f(c0) < 0 then:
otherwise:
a1 = a0, b1 = c0
a1 = c0, b1 = b0
A new midpoint c1 is obtained by bisecting the interval a1 to

b1, the function evaluated at this midpoint, and the process
repeated until bn-an < required accuracy
James Grimbleby
Slide 32
Repeated Bisection
a
0.000000
0.000000
0.500000
0.500000
0.625000
0.625000
0.656250
0.656250
0.664063
0.664063
0.666016
0.666016
0.666016
. . . . .
0.666031
0.666031
James Grimbleby
c
1.000000
0.500000
0.750000
0.625000
0.687500
0.656250
0.671875
0.664063
0.667969
0.666016
0.666992
0.666504
0.666260
. . . . .
0.666033
0.666032
b
2.000000
1.000000
1.000000
0.750000
0.750000
0.687500
0.687500
0.671875
0.671875
0.667969
0.667969
0.666992
0.666504
. . . . .
0.666035
0.666033
fa
-2.0e-3
-2.0e-3
-1.5e-3
-1.5e-3
-1.1e-3
-1.1e-3
-4.3e-4
-4.3e-4
-9.9e-5
-9.9e-5
-8.3e-7
-8.3e-7
-8.3e-7
. . . .
-3.0e-8
-3.0e-8
fc
fb
5.1e+2 2.6e+9
-1.5e-3 5.1e+2
3.2e-2 5.1e+2
-1.1e-3 3.2e-2
1.7e-3 3.2e-2
-4.3e-4 1.7e-3
3.4e-4 1.7e-3
-9.9e-5 3.4e-4
1.1e-4 3.4e-4
-8.3e-7 1.1e-4
5.1e-5 1.1e-4
2.5e-5 5.1e-5
1.2e-5 2.5e-5
. . . . . . .
7.0e-8 1.7e-7
2.0e-8 7.0e-8
Slide 33
Repeated Bisection
The repeated bisection method is very robust and its rate of
convergence (a factor of 2 per iteration) is fixed
After n iterations the size of the interval (bn-an) is given by:
b0 a0
bn an =
2n
If the required accuracy is then the number of iterations n

required is given by:
b0 a0
log10
b0 a0
n = log2
=
log10 2
James Grimbleby
Slide 34
Repeated Bisection
f(x)
f(x)
x
x
1
f ( x) =
x2
James Grimbleby
Close or coincident roots
Slide 35
Secant Method
Two points a and b on the function f(x) are used to estimate
the position c of the root by linear interpolation
f(x)
f (b) f (a) 0 f (a)
=
slope =
ba
c a
(b a )
c a = f (a)
f (b) f (a)
f(b)
a
f(a)
(b a)
c = a f (a)
f (b) f (a)
Also known as Method of False Position

James Grimbleby
Slide 36
Secant Method
It is not necessary for the root to lie between the points a
and b:
f(x)
f (b) f (a) f (a)
slope =
=
ba
ac
f(b)
c
f(a)
a
James Grimbleby
(b a)
a c = f (a)
f (b) f (a)
(b a)
c = a f (a)
f (b) f (a)
Slide 37
Secant Method
The process is now repeated with a1=b0 and b1=c0 to get an
even better approximation c1:
f(x)
f(a)
bc
f(b)
James Grimbleby
Slide 38
Secant Method
a
0.700000
1.000000
0.699998
0.699996
0.680959
0.673203
0.667802
0.666258
0.666039
b
1.000000
0.699998
0.699996
0.680959
0.673203
0.667802
0.666258
0.666039
0.666031
f(a)
3.626510-3
5.053910+2
3.626110-3
3.625710-3
1.049510-3
4.308910-4
9.574810-5
1.191410-5
3.913810-7
f(b)
5.053910+2
3.626110-3
3.625710-3
1.049510-3
4.308910-4
9.574810-5
1.191410-5
3.913810-7
1.671810-9
c
0.699998
0.699996
0.680959
0.673203
0.667802
0.666258
0.666039
0.666031
0.666031
Close to root the number of significant figures increases by a

factor of 1.618 per iteration
Secant method may be slow and unreliable when operating
far from a root
James Grimbleby
Slide 39
Iteration Method
The Iteration method is based on manipulating the equation
into the form:
x = g (x )
Given an approximation xn to the root, a better approximation
xn+1 is found by using the formula:
xn +1 = g ( xn )
The iteration method can often converge to a root very quickly
Unfortunately the iteration method does not guarantee
convergence
Nevertheless, because of its simplicity it is a valuable method
James Grimbleby
Slide 40
Convergence of the Iteration

Method
y
y=x
y=x
y = g (x )
x0
x2
x1
Convergent
James Grimbleby
x
x = g( x)
y = g( x)
x1
x0 x2
Divergent
Slide 41

Method
The condition for the iteration method to converge is that the
magnitude of the slope of g(x) must be less than unity:
g (x ) < 1
Diode circuit:
1.0 10
14
2.0 v1
v1
exp
= 0
0.026 1000.0
which can be written:

v1 = 2.0 1.0 10
11
v1
exp
0.026
or in a form suitable for the iteration method:

x
11
exp
g ( x ) = 2.0 1.0 10
0.026
James Grimbleby
Slide 42

Method
For a starting value of x0=1.0:
g ( x0 ) = 3.9 10
10
1 .0
exp
= 1.9 107
0.026
Clearly this does not satisfy the condition for convergence

x
1.00000010+00
-5.05396510+05
2.00000010+00
James Grimbleby
g(x)
-5.05396510+05
2.00000010+00
-2.55427610+22
Slide 43

Method
The equation can be rearranged:
2.0 v1
v1
= exp
0.026
1.0 10 11
so that:
v1
2.0 v1
or : ln
=
1.0 10 11 0.026
2.0 v1
v1 = 0.026 ln
11
1.0 10
or in a form suitable for the iteration method:

2.0 x
g ( x ) = 0.026 ln
11
1.0 10
= 0.026 ln(2.0 x ) 0.026 ln 1.0 10 11

James Grimbleby
)
Slide 44
Iteration Method
From a starting point of x0=1.0:
g ( x0 ) =
0.026
0.026
=
= 0.026
2.0 x
2.0 1
This satisfies the condition for convergence

x
1.000000
0.658539
0.666177
0.666029
0.666032
0.666031
James Grimbleby
g(x)
0.658539
0.666177
0.666029
0.666032
0.666031
0.666031
Slide 45
Newton-Raphson Method
The Newton-Raphson method can in principle be applied to
any equation of the form:
f ( x) = 0
In practice it is only really suitable for functions whose

derivatives can be obtained analytically
All polynomial equations:
f ( x ) = a0 + a1x + a2 x 2 + a3 x 3 + ... + an x n
have this property and Newton-Raphson method is the

preferred technique for solving such equations
James Grimbleby
Slide 46
Suppose that x0 is initial estimate of root
Expand function as a Taylor series around this point:
h2
f ( x0 + h) = f ( x0 ) + hf ' ( x0 ) +
f " ( x0 ) + ...
2!
If x0+h is a root of the equation:

f ( x0 + h ) = 0
Provided that x0 is close to the root, then h will be small, and:

f ( x0 ) + hf ' ( x0 ) = 0
James Grimbleby
f ( x0 )
or : h =
f ' ( x0 )
Slide 47
f ( x0 )
h=
f ' ( x0 )
This formula will not give distance h to root exactly because of

approximation involved
However x1 should be a better approximation to root where:
f ( x0 )
x1 = x0
f ' ( x0 )
Newton-Raphson iteration formula:

f ( xn )
xn +1 = xn
f ' ( xn )
James Grimbleby
Slide 48
f(x)
f(x0)
x2
x1
f ( x0 )
f ' ( x0 ) = slope =
x0 x1
James Grimbleby
x0
or :
f ( x0 )
x1 = x0
f ' ( x0 )
Slide 49
The Newton-Raphson method requires the derivative of the
function to be evaluated
In the case of the diode circuit the derivative can be obtained
in algebraic form:
f ( x ) = 1.0 10
14
2.0 x
x
exp
0.026 1000.0
1.0 10 14
1.0
x
exp
+
f ' ( x) =
0.026
0.026 1000.0
The Newton-Raphson method can now be used with a

starting point of 1.0
James Grimbleby
Slide 50
xn
1.000000
0.974000
0.948000
0.922001
0.896002
0.870005
0.844014
0.818038
0.792106
0.766295
0.740814
0.716224
0.693917
0.676741
0.667939
0.666099
0.666032
James Grimbleby
f(xn)
5.0539710+2
1.8592510+2
6.8397710+1
2.5161810+1
9.2562210+0
3.4048610+0
1.2522610+0
4.6036110-1
1.6902910-1
6.1848510-2
2.2415310-2
7.9109110-3
2.5927310-3
6.9064110-4
1.0342910-4
3.5114110-6
4.4317210-9
f'(xn)
1.9438410+4
7.1510010+3
2.6307210+3
9.6780510+2
3.5605210+2
1.3100110+2
4.8209510+1
1.7752610+1
6.5485810+0
2.4272410+0
9.1155810-1
3.5464210-1
1.5095410-1
7.8457710-2
5.6211210-2
5.2439010-2
5.2306610-2
xn+1
0.974000
0.948000
0.922001
0.896002
0.870005
0.844014
0.818038
0.792106
0.766295
0.740814
0.716224
0.693917
0.676741
0.667939
0.666099
0.666032
0.666031
Slide 51
Newton-Raphson method may fail where two or more of the
roots are coincident
f(x)
Zero
function
Zero derivative
James Grimbleby
x
Slide 52
Although Newton-Raphson works well in most cases there is
no guarantee that it will converge:
f(x)
x3
x1
x0
James Grimbleby
x2
Slide 53
Polynomial Equations
The Newton-Raphson method is particularly suitable for
polynomial equations because their derivatives can always be
obtained analytically:
2
i =n
f ( x ) = a0 + a1x + a2 x + ... + an x = ai x i
i =0
f ' ( x ) = a1 + 2a2 x + 3a3 x + ... + nan x
n 1
i =n
= iai x i 1
i =1
In general polynomial equations have complex roots but he

discussion here will be limited to polynomials with real roots
Polynomials up to, and including quartics (n=4) can be solved
algebraically
James Grimbleby
Slide 54
Evaluation of Polynomials
The most efficient way of evaluating a polynomial is to use
Horner's rule
This can be derived by rearranging the polynomial into nested
form:
f ( x ) = a0 + a1x + a2 x 2 + ... + an 1x n 1 + an x n
= a0 + x(a1 + x(a2 + ... + x(an 1 + an x )..))
Only one multiplication and one addition is required for each

power of x
This method can be used for the polynomial and its derivative.
James Grimbleby
Slide 55
Polynomial with roots: 10, 1, 1 and 0.1:
f ( x ) = 1 12.1x + 22.2 x 2 12.1x 3 + x 4
Estimate of smallest root (or simply use x0=1.0):

a0
1
x0 =
=
= 0.0826446
a1 12.1
Newton-Raphson:
xn
8.2644610-2
9.9339110-2
9.9999010-2
1.0000010-1
James Grimbleby
f(xn)
1.4484610-1
5.3078810-3
8.1191610-6
1.9098010-11
f'(xn)
-8.6762510+0
-8.0436410+0
-8.0190410+0
-8.0190010+0
xn+1
9.9339110-2
9.9999010-2
1.0000010-1
1.0000010-1
Slide 56
Polynomial Deflation
Roots are removed from a polynomial by a procedure known
as deflation
Any polynomial can be written in the form of the product of n
factors:
= an ( x z1)( x z2 )( x z3 )...( x zn )
Clearly the polynomial becomes zero when x equals any of the

zi so that zi are the roots of the polynomial equation
If zi is a root of a polynomial equation then (x-zi) must be a
factor of the polynomial
James Grimbleby
Slide 57
[G James p 88]
x3-12.0x2+21.0x -10
x-0.1 x4-12.1x3+22.2x2-12.1x+1
x4- 0.1x3
-12.0x3+22.2x2
-12.0x3+ 1.2x2
+21.0x2-12.1x
+21.0x2- 2.1x
-10.0x+1
-10.0x+1
The remainder from this polynomial division should always be

zero
James Grimbleby
Slide 58
Deflated polynomial:
f ( x ) = x 3 12x 2 + 21x 10
Estimate of smallest root:
Newton-Raphson:
a0 10
x0 =
=
= 0.476190
a1 21
xn
f(xn)
f'(xn)
xn+1
0.476190
-2.613109
10.251701
0.731086
0.731086
-0.670281
5.057404
0.863621
. . . . . . . . . . . . . . . . . . . . . . . .
0.997837
-0.000042
0.038940
0.998919
0.998919
-0.000011
0.019469
0.999459
0.999459
-0.000003
0.009734
0.999730
0.999730
-0.000001
0.004867
0.999865
James Grimbleby
Slide 59
[G James p 88]
x2-11x +10
x-1 x3-12x2+21x-10
x3 -x2
-11x2+21x
-11x2+11x
10x-10
10x-10
The remaining roots can be found using the quadratic formula:

b b 2 4ac 11 121 40 11 9
=
=
x=
2a
2
2
x = 1 and x = 10
James Grimbleby
Slide 60
Cubic Equations
f ( x ) = a0 + a1x + a2 x 2 + a3 x 3
f(x)
f(x)
3 real roots
1 real root
x
Roots of a polynomial equation (with real coefficients) are

either real or occur in complex conjugate pairs
James Grimbleby
Slide 61
Cubic Equations
Example:
f ( x ) = x 3 6 x 2 + 13 x 20
Estimate of smallest root:
Newton-Raphson:
xn
1.538462
7.981116
6.042918
4.841269
4.215604
4.019009
4.000165
4.000000
James Grimbleby
a0 20
x0 =
=
= 1.53
a1 13
f(xn)
-10.559854
209.948095
60.125160
15.778298
3.091784
0.249297
0.002144
0.000000
f'(xn)
1.639053
108.321259
50.035556
25.218432
15.726702
13.229197
13.001979
13.000000
xn+1
7.981116
6.042918
4.841269
4.215604
4.019009
4.000165
4.000000
4.000000
Slide 62
[G James p 88]
Cubic Equations
x2-2x +5
x-4 x3-6x2+13x-20
x3-4x2
-2x2+13x
-2x2 +8x
5x-20
5x-20
The remaining roots can be found using the quadratic formula:

b b 2 4ac 2 4 20 2 16
=
=
x=
2a
2
2
x = 1 2j
James Grimbleby
Slide 63
Curve Fitting
Curve fitting consists of obtaining a function f(x) which fits
experimental data points
This may be an exact fit if the number of experimental points
is small
Alternatively if the number of experimental points is large
then the function will normally be an approximate fit
It will be assumed in this course that the function is of
polynomial form and is fitted by adjusting the coefficients ai
James Grimbleby
Slide 64
Uses of Curve Fitting

Once a function has been fitted to data it can be used to
predict values away from the data points:
y
yi
y
ye
y3
y2
y1
y3
y2
y1
x1
xi
x2
x3
Interpolation
James Grimbleby
x1
x2
x3
x
xe
Extrapolation
Slide 65
Interpolation and Extrapolation

y
5th-order
Polynomial
Actual function
Data points
Actual
function
x
James Grimbleby
Slide 66
Interpolation and Extrapolation

y
5th-order
Polynomial
Actual
function
Data points
James Grimbleby
Actual
function
x
Slide 67
Function Differentiation
Inverter Efficiency
Differentiate cubic
and set to zero to
obtain maximum
Cubic
Polynomial
Data points
Frequency
James Grimbleby
Slide 68
Function Integration
y
7th-Order
polynomial
fit to data
Data points
Integral = area under curve

a
James Grimbleby
b
x
Slide 69
[G James p 76]
Straight Line Through 2 Points

The simplest type of curve fit is a straight line:
f ( x ) = ax + b
Suppose that the data points are (x1, y1) and (x2, y2):
( x1, y1)
f ( x ) = ax + b
y
( x2 , y 2 )
x
James Grimbleby
Slide 70

Data points (x1, y1) and (x2, y2) lie on the straight line:
ax1 + b =
ax2 + b =
y1
y2
These simultaneous linear equations in a and b can be

solved algebraically to give:
y 2 y1
a=
x 2 x1
x 2 y1 x1y 2
b=
x 2 x1
Interpolation or extrapolation using a straight-line fit is

termed linear
James Grimbleby
Slide 71

Example: the resistance R of a wire-wound resistor as a
function of temperature T:
T(C)
20
40
Thus:
so that:
James Grimbleby
R()
511.4
529.1
529.1 511.4
= 0.885
a=
40 20
40 511.4 20 529.1
= 493.7
b=
40 20
R = 0.885T + 493.7
Slide 72

R = 0.885T + 493.7
The data can be linearly interpolated using this function to

give the resistance at 27C:
R = 0.885 27 + 493.7 = 517.6
and can be linearly extrapolated using this function to give

the resistance at 51C:
R = 0.885 51 + 493.7 = 538.8
The temperature coefficient of the resistor is 0.885 /C

James Grimbleby
Slide 73
Quadratic Through 3 Points

A quadratic can exactly fit 3 data points:
f ( x ) = ax 2 + bx + c
Suppose that the data points are (x1, y1), (x2, y2) and (x3, y3):
( x2 , y 2 )
y
f ( x ) = ax 2 + bx + c
( x3 , y 3 )
( x1, y1)
x
James Grimbleby
Slide 74

Data points (x1, y1), (x2, y2) and (x3, y3) lie on the
quadratic:
ax12 + bx1 + c = y1
ax22 + bx2 + c = y 2
ax32 + bx3 + c = y 3
These simultaneous linear equations can be solved to give

a, b and c
The solutions for quadratic and higher-order polynomial fits
are not normally obtained in algebraic form; instead the
coefficients are determined numerically
James Grimbleby
Slide 75

Example: the frequency F of a crystal oscillator as a function
of the ambient temperature T:
T (C)
20
30
40
F (MHz)
1.00040
1.00107
1.00243
These values can be substituted into the quadratic polynomial

to give:
400a + 20b + c = 1.00040
900a + 30b + c = 1.00107
1600a + 40b + c = 1.00243
James Grimbleby
Slide 76

Subtract the 1st equation from the 2nd and 3rd equations:
500a + 10b = 0.00067
1200a + 20b = 0.00203
Now multiply the 1st equation by 2, and subtract from the 2nd:
200a = 0.00069
or
a = 3.450 10 6
Back substitute a:
0.001725 + 10b = 0.00067
or
b = 1.055 10 4
Back substitute a and b:

0.00138 0.00211 + c = 1.00040
James Grimbleby
or
c = 1.00113
Slide 77

F = 3.450 10 6T 2 1.055 10 4T + 1.00113
The data can now be interpolated using this function to give

the oscillator frequency at 32 C:
F = 3.450 10 6 1024 1.055 10 4 32 + 1.00113
= 1.00129 MHz
The temperature coefficient at 20 C

dF
= 6.900 10 6T 1.055 10 4
dT
= 6.900 10 6 20 1.055 10 4 MHz/C
= 32.5 Hz/C
James Grimbleby
Slide 78
Polynomial Through n Points

A polynomial of order n-1 can be fitted exactly to n data points:
f ( x ) = ax n 1 + bx n 2 + ... + px 2 + qx + r
Such a polynomial has n coefficients and there will be n

simultaneous equations to be solved in order to obtain the
coefficients a, b .. p, q, r:
ax1n 1 + bx1n 2 + ... + px12 + qx1 + r = y1
ax2n 1 + bx2n 2 + ... + px22 + qx2 + r = y 2
........................................
axnn 1 + bxnn 2 + ... + pxn2 + qxn + r = y n
James Grimbleby
Slide 79
[G James p 87]
Lagrange Polynomials
The Lagrange polynomial which fits n data points (x1, y1),
(x2, y2) .. (xn, yn) is of n-1th order and has the form:
( x x2 )( x x3 )( x x 4 ) .. ( x xn )
y1
f ( x) =
( x1 x2 )( x1 x3 )( x1 x 4 ) .. ( x1 xn )
( x x1)( x x3 )( x x 4 ) .. ( x xn )
+
y2
( x 2 x1)( x 2 x3 )( x 2 x 4 ) .. ( x2 xn )
+ ...
( x x1)( x x 2 )( x x3 ) .. ( x xn 1)
+
yn
( xn x1)( xn x 2 )( xn x3 ) .. ( xn xn 1)
James Grimbleby
Slide 80
The Lagrange formula exactly fits each of the data points
Consider the first data point y1=f(x1)
All terms in the formula except the first contain a numerator
factor (x-x1) which is zero at the first data point x=x1
Consequently all terms except the first are zero at the first
data point and the formula simplifies to:
( x1 x2 )( x1 x3 )( x1 x 4 ) .. ( x1 xn )
y1
f ( x1) =
( x1 x2 )( x1 x3 )( x1 x 4 ) .. ( x1 xn )
= y1
James Grimbleby
Slide 81
Example: the hull drag F of a racing yacht as a function of
the hull speed V:
V (m/s)
0.0
0.5
1.0
1.5
2.0
2.5
F (N)
0.0
20.41
92.75
181.00
421.45
1265.23
A 5th-order Lagrange polynomial can fit this data exactly

Extrapolating to a hull speed of 3 m/s:
James Grimbleby
Slide 82
(V 0.5)(V 1.0)(V 1.5)(V 2.0)(V 2.5)
0.0
f (V ) =
(0.0 0.5)(0.0 1.0)(0.0 1.5)(0.0 2.0)(0.0 2.5)
(V 0.0)(V 1.0)(V 1.5)(V 2.0)(V 2.5)
+
20.41
(0.5 0.0)(0.5 1.0)(0.5 1.5)(0.5 2.0)(0.5 2.5)
(V 0.0)(V 0.5)(V 1.5)(V 2.0)(V 2.5)
+
92.75
(1.0 0.0)(1.0 0.5)(1.0 1.5)(1.0 2.0)(1.0 2.5)
(V 0.0)(V 0.5)(V 1.0)(V 2.0)(V 2.5)
181.00
+
(1.5 0.0)(1.5 0.5)(1.5 1.0)(1.5 2.0)(1.5 2.5)
(V 0.0)(V 0.5)(V 1.0)(V 1.5)(V 2.5)
+
421.45
(2.0 0.0)(2.0 0.5)(2.0 1.0)(2.0 1.5)(2.0 2.5)
(V 0.0)(V 0.5)(V 1.0)(V 1.5)(V 2.0)
+
1265.23
(2.5 0.0)(2.5 0.5)(2.5 1.0)(2.5 1.5)(2.5 2.0)
James Grimbleby
Slide 83
Lagrange polynomials can be converted to explicit polynomial
form
T (C)
F (MHz)
20
1.00040
30
1.00107
40
1.00243
Lagrange polynomial:
(T 30)(T 40)
1.00040
f (T ) =
(20 30)(20 40)
(T 20)(T 40)
+
1.00107
(30 20)(30 40)
(T 20)(T 30)
+
1.00243
( 40 20)( 40 30)
James Grimbleby
Slide 84
T 2 70T + 1200
f (T ) =
1.00040
200
T 2 60T + 800
+
1.00107
100
T 2 50T + 600
+
1.00243
200
f (T ) = (T 2 70T + 1200) 0.00500200

(T 2 60T + 800) 0.01001070
+ (T 2 50T + 600) 0.00501215
f (T ) = (0.00500200 0.01001070 + 0.00501215)T 2
+ ( 0.3501400 + 0.6006420 0.2506075)T
+ 6.002400 8.008560 + 3.007290
= 0.00000345T 2 0.0001055T + 1.00113
James Grimbleby
Slide 85
[G James p 78]
Least-Squares Curve Fitting

Any measurements of real physical quantities are subject to
errors
It is unrealistic, therefore, to insist that a curve exactly fits the
measured data points
Suppose that a set of n data points (x1,y1), (x2,y2) .. (xn,yn) is
available, and a function f(x) is to be fitted to this data
The error i between the function f(x) and the data point (xi,yi)
is given by:
i = f ( xi ) y i
James Grimbleby
Slide 86
Least-Squares Curve Fitting

Each of the data points has an error and the function is
chosen in such a way as to minimise these errors, so
providing an optimum fit to the data
In order to determine the overall error between the function
and the data the individual errors must be combined in some
way
In the least-squares method the overall error E is taken to be
the sum of the squares of the individual errors:
E=
James Grimbleby
2
i
i =1
= {f ( xi ) y i }2
i =1
Slide 87
Least-Squares Straight Line Fit

Equation representing a straight line:
f ( x ) = ax + b
and the overall error E is therefore given by:

n
E = {axi + b y i } 2
Differentiating w.r.t. a:
i =1
n
n
n
dE n
2
= 2 xi {axi + b y i } = 2a xi + 2b xi 2 xi y i
da i =1
i =1
i =1
i =1
Differentiating w.r.t. b:
n
n
n
dE n
= 2{axi + b y i } = 2a xi + 2b 1 2 y i
db i =1
i =1
i =1
i =1
James Grimbleby
Slide 88

Minimum of the overall error E:
n
a xi2
i =1
n
a xi
i =1
i =1
n
i =1
n
i =1
i =1
+ b xi = xi y i
+ b 1 = yi
Not that the summations evaluate to numbers when the data

is inserted
These simultaneous equation in a and b are solved to obtain
the straight line least-squares fit
James Grimbleby
Slide 89

Example: power output P of a semiconductor laser diode,
operating at 35C, as a function of the drive current I:
I (mA)
70
72
74
76
78
80
P (mW)
1.33
2.08
2.88
3.31
3.83
4.67
It is known that, above a certain threshold current, the laser

power increases linearly with drive current so that it is
appropriate to fit a straight line to the data
James Grimbleby
Slide 90

The first stage in obtaining the straight line fit is to evaluate
the summations:
i
1
xi
yi
xi2
xiyi
1
1
70
1.33
4900
93.10
2
1
72
2.08
5184
149.76
3
1
74
2.88
5476
213.12
4
1
76
3.31
5776
251.56
5
1
78
3.83
6084
298.74
6
1
80
4.67
6400
373.60
450
18.10
33820
1379.88
These sums are used to set up the simultaneous equations

James Grimbleby
Slide 91

n
33820a + 450b = 1379.88

450a + 6b = 18.1
1 = 6
i =1
n
xi = 450
Solve equations to obtain

coefficients:
i =1
n
y i = 18.1
i =1
n
a=0.319 b=-21.0
2
x
i = 33820
i =1
n
xi y i = 1379.88
i =1
James Grimbleby
so least-squares fit:
P = 0.319 I - 21.0
Slide 92

Temperature T (C)
20
18
Least-squares fit:
16
T = 19 - 0.01h
14
12
10
0
James Grimbleby
200
400
600
Height above sea level h (m)
Slide 93
Least-Squares Quadratic Fit

A quadratic has three coefficients a, b and c, which must be
chosen to obtain the best fit to the data:
f ( x ) = ax 2 + bx + c
The overall error E is given by:

n
E = {axi2 + bxi + c y i } 2
i =1
Differentiating with respect to a gives:
dE n 2
= 2 xi {axi2 + bxi + c y i }
da i =1
=
James Grimbleby
2a xi4
i =1
+ 2b xi3
i =1
+ 2c xi2
i =1
2 xi2 y i
i =1
Slide 94

Setting derivatives to zero gives simultaneous linear
equations:
n
n
n
4
3
a xi + b xi + c xi2
i =1
i =1
i =1
n
n
n
3
2
a xi + b xi + c xi
i =1
i =1
i =1
n
n
n
2
a xi + b xi + c 1
i =1
i =1
i =1
= xi2 y i
i =1
n
= xi y i
i =1
n
= yi
i =1
These simultaneous equations can be solved to obtain the

coefficients a, b and c.
James Grimbleby
Slide 95

Example: voltage V of a copper/constantan thermocouple
output as a function of temperature T.
T (C)
V (mV)
0
0.000
10
0.391
20
0.789
30
1.196
40
1.611
50
2.035
60
2.467
70
2.908
80
3.357
90
3.813
100
4.277
James Grimbleby
Slide 96

1
1
2
3
4
5
6
7
8
9
10
11
xi
1
0
1 10
1 20
1 30
1 40
1 50
1 60
1 70
1 80
1 90
1 100
yi
xi2
0.000
0
0.391
100
0.789
400
1.196
900
1.611 1600
2.035 2500
2.467 3600
2.908 4900
3.357 6400
3.813 8100
4.277 10000
xi3
0.00100
1.00103
8.00103
2.70104
6.40104
1.25105
2.16105
3.43105
5.12105
7.29105
1.00106
xi4
0.000100
1.000104
1.600105
8.100105
2.560106
6.250106
1.296107
2.401107
4.096107
6.561107
1.000108
xiyi
xi2yi
0.00
3.91
15.78
35.88
64.44
101.75
148.02
203.56
268.56
343.17
427.70
0.0
39.1
315.6
1076.4
2577.6
5087.5
8881.2
14249.2
21484.8
30885.3
42770.0
11 550 22.844 38500 3.03106 2.533108 1612.77 127366.7
2.5333 108 a + 3.0250 106 b + 3.8500 10 4 c = 1.2737 105

3.0250 10 6 a + 3.8500 10 4 b + 5.5000 102 c = 1.6128 103
3.8500 10 4 a + 5.5000 10 2 b + 1.1000 101c = 2.2844 101
James Grimbleby
Slide 97

Solving these equations gives:
a = 4.145 10 5
b = 3.863 10 2
c = 4.196 10 5
and the least-square quadratic fit is:
V = 4.145 10 5 T 2 + 3.863 10 2 T 4.196 10 5

Alternatively, x values are associated with the voltage V, and
the y values associated with the temperature T:
T = 5.287 10 1 V 2 + 2.561 101 V + 7.193 10 2

James Grimbleby
Slide 98

T = 5.287 10 1 V 2 + 2.561 101 V + 7.193 10 2
V
0.000
0.391
0.789
1.196
1.611
2.035
2.467
2.908
3.357
3.813
4.277
James Grimbleby
T
0.000
10.000
20.000
30.000
40.000
50.000
60.000
70.000
80.000
90.000
100.000
quadratic
0.072
10.003
19.946
29.940
39.951
49.990
60.024
70.063
80.073
90.021
99.917
error
0.072
0.003
-0.054
-0.060
-0.049
-0.010
0.024
0.063
0.073
0.021
-0.083
Slide 99
[G James p 569]
Numerical Integration
Numerical integration is the process of evaluating definite
integrals by numerical methods:
b
Z = f ( x ) dx
a
This is equivalent to solving Z = y(b) for the differential

equation:
dy
= f (x )
dx
with the initial condition y(a) = 0
Another way of looking at the definite integral is that it is the
area below the curve representing f(x)
James Grimbleby
Slide 100
f(x)
area = f ( x ) dx
a
x
x=a
James Grimbleby
x=b
Slide 101
Analytical integration should be used where possible because
it will be more efficient and more accurate
Many functions cannot be integrated analytically, for example:
a
Z= e
-x
dx
Gaussian
distribution
1
2
Z=
H ( j) d
2 0
Equivalent noise
bandwidth
/2
Z=
d
1 k 2 sin2
Elliptic
integrals
In some cases it is necessary to integrate numerical data: this

cannot be done analytically
James Grimbleby
Slide 102
Polar Planimeter
James Grimbleby
Slide 103
[G James p 570]
Trapezium Method
f(x)
Approximate area under

curve by a trapezium
f0
f1
x0
James Grimbleby
x1
x2
x3
x4
x5
x6
x
Slide 104
Trapezium Method
The area under the curve in each interval is approximated by a
trapezium:
f0
1
area = hf0 + h(f1 f0 )
2
h
= (f0 + f1)
2
f1
h=x1-x0
Normally the n intervals will be of equal width h:
ba
h=
n
so that:
xk = a + kh
James Grimbleby
where
k = 0, 1, 2, .. , n
Slide 105
Trapezium Method
Total area:
h
Z = {f ( xk 1) + f ( xk )}
k =1 2
h n
= {f ( xk 1) + f ( xk )}
2 k =1
This formula requires the function f(x) to be evaluated twice at

each x value (except at x0 and xn)
n 1
1
1
Z = h f ( x0 ) + f ( x k ) + f ( x n )
2
2
k =1
n 1
1
1
= h f (a) + f (a + kh) + f (b)
2
2
k =1
James Grimbleby
Slide 106
Trapezium Method
Example:
Z = x 4 exp x 2 dx
0
Splitting the integration range into 8 equal intervals:

k
xk
0
1
2
3
4
5
6
7
8
*
0.00
0.25
0.50
0.75
1.00
1.25
1.50
1.75
2.00
James Grimbleby
f(xk)
0.000000
0.003670
0.048675
0.180283
0.367879
0.511747
0.533584
0.438657
0.293050
2.231020
Z = 0.25 2.231020
= 0.557755
(Weighted sum)
Slide 107
Trapezium Method
This result is not very accurate because of the small number
of intervals used (8)
To obtain a higher accuracy the integration range must be split
into much larger number of intervals:
n
100
200
500
1000
Z
0.560805
0.560820
0.560824
0.560824
What value of n should be used to achieve some required

degree of accuracy ?
James Grimbleby
Slide 108
Trapezium Method
Use the trapezium rule with successively larger values of n
until the results agree to within the required accuracy:
n=2
n=4
x1
x0
x2
x1
James Grimbleby
x2
x1
x2
x3
x4
n=8
n=4
x0
x0
x3
x4
x0 x1 x2 x3 x4 x5 x6 x7 x8
Slide 109
Trapezium Method
Example: increase number of intervals to 16:
k
1
3
5
7
9
11
13
15
xk
0.125
0.375
0.625
0.875
1.125
1.375
1.625
1.875
f(xk)
0.000240
0.017181
0.103246
0.272600
0.451810
0.539663
0.497284
0.367442
2.249467
Even values of k
have already been
evaluated for n=8
Sum for n=8
Z = 0.125 (2.231020 + 2.249467)

= 0.560061
James Grimbleby
Slide 110
Integration of Tabulated Data

The trapezium approximation can be used to integrate
tabulated data
Example: vertical acceleration a of a rocket measured at 0.5 s
intervals:
James Grimbleby
t(s)
a(m/s2)
0
1
2
3
4
5
6
7
8
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
24.1
27.5
31.2
34.4
37.9
41.7
45.1
48.4
51.9
Slide 111

t1
v1 = v 0 + a dt
t0
1
v 0 + (t1 t 0 )(a0 + a1)
2
James Grimbleby
t(s)
a(m/s2)
0
1
2
3
4
5
6
7
8
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
24.1
27.5
31.2
34.4
37.9
41.7
45.1
48.4
51.9
v(m/s)
0.000
12.900
27.575
43.975
62.050
81.950
103.650
127.025
152.100
Slide 112

t1
h1 = h0 + v dt
t0
1
h0 + (t1 t 0 )(v 0 + v1)
2
k
t(s)
a(m/s2)
0
1
2
3
4
5
6
7
8
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
24.1
27.5
31.2
34.4
37.9
41.7
45.1
48.4
51.9
James Grimbleby
v(m/s)
0.000
12.900
27.575
43.975
62.050
81.950
103.650
127.025
152.100
h(m)
0.000
3.225
13.344
31.231
57.738
93.738
140.138
197.806
267.588
Slide 113
[G James p 595]
Improper Integrals
In integral is termed improper if:
1. It has an integrable singularity between its upper and lower
limits, for example:
1
Z = x 1/ 3 dx
1
2. It has an integrable singularity at its upper or lower limits,

for example:
1
Z = x 1/ 3 dx
0
3. Its upper limit is or its lower limit is -

James Grimbleby
Slide 114
Improper Integrals
Type 1 improper integrals can always be converted to type 2
integrals by splitting the integration range
Suppose that f(x) has a singularity at c:
b
Z = f ( x ) dx = f ( x ) dx + f ( x ) dx
The resulting integrals have singularities at their integration

limits, and no singularity between their integration limits
The resulting integrals are therefore type 2 improper integrals
James Grimbleby
Slide 115
Improper Integrals
The trapezium method evaluates the integrand f(x) at each of
the integration limits
It cannot therefore be used with type 2 improper integrals
It is also unsuitable for integrating functions such as:
1
sin x
Z=
dx
0 x
Here the integrand is perfectly well-behaved at x=0
Nevertheless, any attempt to evaluate the integrand at x=0
on a computer will lead to a divide-by-zero error
James Grimbleby
Slide 116
[G James p 570]
Midpoint Method
f(x)
Approximate area under

curve by a rectangle
f1
x1
James Grimbleby
x2
x3
x4
x5
x6
x
Slide 117
Midpoint Method
Normally the n intervals will be of equal width h:
ba
h=
n
and:
(2k 1)h
xk = a +
2
where
k = 1, 2, .. , n
Total area:
n
Z = hf ( xk )
k =1
n
(2k 1)h
= h f a +
k =1
James Grimbleby
Slide 118
Midpoint Method
Example:
sin x
Z=
dx
x
0
Splitting the integration range into 8 equal intervals:

k
xk
f(xk)
1
2
3
4
5
6
7
8
0.392699
1.178097
1.963496
2.748894
3.534292
4.319690
5.105089
5.890487
0.974496
0.784213
0.470528
0.139214
-0.108277
-0.213876
-0.180972
-0.064966
James Grimbleby
Z = 2 / 8 1.800360
= 0.785398 1.800360
= 1.413999
1.800360
Slide 119
Midpoint Method
This result is not very accurate because of the small number
of intervals used (8)
To obtain a higher accuracy the integration range must be split
into much larger number of intervals:
n
100
200
500
1000
Z
1.418125
1.418145
1.418150
1.418151
What value of n should be used to achieve some required

degree of accuracy ?
James Grimbleby
Slide 120
Midpoint Method
Use the midpoint rule with successively larger values of n until
the results agree to within the required accuracy:
n=1
n=3
x1
x1
James Grimbleby
x2
x3
n=9
n=3
x1
x2
x3
x1 x2 x3 x4 x5 x6 x7 x8 x9
Slide 121
Infinite Integration Limits

Both trapezium and midpoint methods will fail if either of the
limits are infinite:
Z = f ( x ) dx
0
It may be possible to replace infinite limits by large but finite

values, but this is often impractical
Fortunately the problem of infinite integration limits can easily
be overcome by using a variable transformation
The transformation used must convert infinite limits to finite
values, thus allowing the definite integral to be evaluated
numerically
James Grimbleby
Slide 122
Z = f ( x ) dx
0
Let x=tan y; the limits x=0 and x= become y=0 and y=/2
dx
d sin y cos y sin2 y
=
=
+
= 1 + tan2 y
dy dy cos y cos y cos 2 y
so:
dx = {1 + tan2 y } dy
and the integral becomes:
/2
Z = f ( x ) dx = f ( tan y ) {1 + tan2 y} dy
James Grimbleby
Slide 123

Example: equivalent noise bandwidth B:
1
2
B=
H ( j) d
2 0
where:
H ( j ) =
1 + ( j)2 / 42
1 + ( j) / 2 + 3( j)2 / 28 + ( j)3 / 84 + ( j) 4 / 1680

to evaluate:
nr = 1 x 2 / 42
ni = 0
d r = 1 3 x 2 / 28 + x 4 / 1680
d i = x / 2 x 3 / 84
2
2
n
n
+
2
r
i
f ( x ) = H ( jx ) =
d r2 + d i2
James Grimbleby
Slide 124

Splitting the integration range of /2 into 8 intervals of /16:
k
1
2
3
4
5
6
7
8
yk
0.098175
0.294524
0.490874
0.687224
0.883573
1.079923
1.276272
1.472622
xk=tan(yk)
0.098491
0.303347
0.534511
0.820679
1.218504
1.870869
3.296560
10.153170
f(xk)
0.999192
0.992355
0.976417
0.945119
0.882234
0.740300
0.365908
0.030949
(1+xk2)f(xk)
1.008885
1.083671
1.255382
1.581670
2.192133
3.331460
4.342343
3.221357
18.016891
Z = 0.196349 18.016891 = 3.537608

Z
= 0.563028
B=
2
James Grimbleby
Slide 125
Optimisation
Optimisation involves adjusting the parameters of a system to
obtain the best performance
Most applications of computers in engineering are concerned
with analysis
Optimisation differs from these techniques in that it is a true
design method
Essentially optimisation closes the loop around analysis; if a
system can be analysed then it can also be optimised
Optimisation is usually formulated as a function minimisation
problem
James Grimbleby
Slide 126
Function Minimisation
Many designs can be optimised by minimising the difference
between their behaviour and some target behaviour
If some performance item is to be maximised (for example
efficiency) then function minimisation can still be used:
maximum(f ) = minimum( f )
The function to be minimised is known as the objective function
It is possible to optimise functions of several variables, but the
discussion here will be limited to single-variable optimisation
Two methods will be considered: approximation methods and
golden-section search
James Grimbleby
Slide 127
Thermistor Thermometer
Rth
Vref
R0
Rth = Ae
B /T
Vout
R0
R0
Vout = Vref
= Vref
R0 + Rth
R0 + Ae B / T
Typical values: A = 4.310-3, B = 4000.0

James Grimbleby
Slide 128
V(50)
Linear
approximation
Vout
Temperature
error
Actual voltage
V(0)
0C
James Grimbleby
Temperature
50C
Slide 129
Temperature Error
10C
0C
100
James Grimbleby
R0
1k
10 k
Slide 130
Approximation Methods
Fit a cubic polynomial to the objective function at 4 points:
Objective
function f(x)
Cubic
polynomial
Cubic exactly fits

f(x) at 4 x values
x
James Grimbleby
Slide 131
Coefficients a, b, c, d of cubic polynomial are chosen so that it
fits f(x) at four x values:
p( x ) = ax 3 + bx 2 + cx + d
Differentiating:
dp
= 3ax 2 + 2bx + c = 0
dx
which has a solution:
b b 2 3ac
xmin =
3a
Select minimum using second derivative:
d2 p
dx
James Grimbleby
= 6ax + 2b > 0
Slide 132
The minimum xmin of the polynomial is only an approximation
to the minimum of the objective function
The process must be repeated, using xmin in place of the worst
of the original points, until a satisfactory accuracy has been
obtained
Approximation methods are useful in certain applications but
they require the objective function to be well-behaved
The objective function for the thermistor thermometer has a
discontinuous gradient at the minimum, and cannot be
accurately approximated around this point
James Grimbleby
Slide 133
Search Methods
Given an initial interval containing a minimum split the interval
into two or more sections and determine which of these
contains the minimum
Repeat the process until the minimum has been located to a
sufficient degree of accuracy
Search methods do not require the objective function to be
well-behaved and will find the minimum even if the objective
function is discontinuous.
Since the interval is reduced by a fixed ratio at each iteration,
search methods have an entirely predictable convergence
James Grimbleby
Slide 134
Objective function f(x)
Binary Search
a
James Grimbleby
c-h c c+h
Slide 135
Golden-Section Search
The binary search method has the disadvantage that it is
difficult to choose a suitable value for h
If h is large then the convergence rate is reduced
If h is small then errors can occur because of rounding
These problems are overcome in the Golden-Section
method, where h is large but only one objective evaluation is
required at each iteration
The name Golden-Section derives from the convergence rate
which is 1.618
James Grimbleby
Slide 136
James Grimbleby
p
a
q
p
a
q
p q
b
b
b
Slide 137
Golden Section Search

Range is reduced by k at each iteration:
ba
qa = b p =
k
Second iteration:
a/ = p
b/ = b
p/ = q
Applying same reduction factor:

q / a/
b/ p/
or:
bq
James Grimbleby
b/ a/
k
bp
k
Slide 138
Golden Section Search

Combining equations and using the fact that:
bq
gives:
bp
k
or:
ba
k2
1
k2
thus:
2
k k 1= 0
James Grimbleby
(b a) (q a)
ba
(b a )
k
1
1
k
1+ 5
k=
= 1.618
2
Slide 139
Golden-Section Search Algorithm

Search interval a to b contains at least one minimum
While (b-a) is greater than required absolute precision {
Let c = (b-a)/k; then p = b-c, q = a+c
Evaluate the objective function at p and q
If f(p) < f(q) then minimum lies between a and q: let a'=a, b'=q
else minimum lies between p and b: let a'=p, b'=b
} end while
James Grimbleby
Slide 140
The search is continued until the search interval b-a is less
than the required precision
Convergence rate is k = 1.618
If required precision is and the initial search interval is a to
b, then number of iterations n will be:
log(b a) log( )
n=
log(k )
Golden-Section search will only work if the initial search

interval brackets a minimum
James Grimbleby
Slide 141
Thermistor thermometer: choose initial range a=1k, b=4k
b a 3 k
qa = b p =
=
= 1.854 k
1.618
k
so that:
p = b 1.854 k = 4 k 1.854 k = 2.146 k

q = a + 1.854 k = 1 k + 1.854 k = 2.854 k
1.854k
a=1k
James Grimbleby
1.854k
p=2.146k
q=2.854k
f(p)=1.171
f(q)=2.061
b=4k
Slide 142
Next iteration: a'=1k, b'=2.854k
so that:
b'a' 1.854 k
q ' a' = b ' p ' =
=
= 1.146 k
k
1.618
p' = b'1.146 k = 2.854 k 1.146 k = 1.708 k

q ' = a'+1.146 k = 1 k + 1.146 k = 2.146 k
1.146k
a'=1k
James Grimbleby
1.146k
p'=1.708k
q'=2.146k
f(p')=2.179
f(q')=1.171
b'=2.854k
Slide 143
a
1.00010+3
1.00010+3
1.70810+3
1.70810+3
1.97910+3
2.14610+3
2.14610+3
2.21010+3
2.21010+3
2.23410+3
2.24910+3
2.24910+3
2.25510+3
2.25510+3
2.25710+3
2.25710+3
2.14610+3
1.70810+3
2.14610+3
1.97910+3
2.14610+3
2.24910+3
2.21010+3
2.24910+3
2.23410+3
2.24910+3
2.25910+3
2.25510+3
2.25910+3
2.25710+3
2.25910+3
2.25810+3
q
2.85410+3
2.14610+3
2.41610+3
2.14610+3
2.24910+3
2.31310+3
2.24910+3
2.27410+3
2.24910+3
2.25910+3
2.26410+3
2.25910+3
2.26110+3
2.25910+3
2.25910+3
2.25910+3
b
4.00010+3
2.85410+3
2.85410+3
2.41610+3
2.41610+3
2.41610+3
2.31310+3
2.31310+3
2.27410+3
2.27410+3
2.27410+3
2.26410+3
2.26410+3
2.26110+3
2.26110+3
2.25910+3
f(p)
1.17110+0
2.17910+0
1.17110+0
1.51310+0
1.17110+0
9.81010-1
1.05210+0
9.81010-1
1.00810+0
9.81010-1
9.65710-1
9.71510-1
9.65710-1
9.67910-1
9.65710-1
9.66510-1
f(q)
2.06110+0
1.17110+0
1.25710+0
1.17110+0
9.81010-1
1.06310+0
9.81010-1
9.92110-1
9.81010-1
9.65710-1
9.75310-1
9.65710-1
9.68910-1
9.65710-1
9.66410-1
9.65710-1
Minimum at R0 = 2.259 k where peak error is 0.97 C.

James Grimbleby
Slide 144
Bracketing a Minimum
James Grimbleby
b
a
c
b
a
x
c
b
c
Slide 145
Differential Equations
The time-domain response of electronic systems and the
dynamical behaviour of mechanical systems can be described
by differential equations
Many differential equations can be solved analytically,
particularly those describing idealised systems
The more realistic the mathematical model of a physical
system, the less likely it is that an analytical solution can be
found
In cases where an analytical solution is not available the
differential equations must be solved by numerical methods
and as a consequence the solution will not be exact
James Grimbleby
Slide 146
We shall first consider the problem of solving first-order nonlinear differential equations of the form:
dx
= f ( x,t )
dt
Most physical systems cannot be described by a single firstorder differential equation

Fortunately any nth-order differential equation can be reduced
to n coupled first-order differential equations
The solution of nth-order differential equations is then simply a
generalisation of the method used for solving a single equation.
James Grimbleby
Slide 147
R
100k
i(t)
vi
4Vdc
C
10nF
vC(t)
Suppose that prior to t=0 the switch is open and the capacitor
discharged: vC=0
Then at t=0 the switch is closed and the capacitor starts to
charge towards the input voltage vi
James Grimbleby
Slide 148
R
100k
i(t)
vi
4Vdc
C
10nF
vC(t)
dv c (t )
i (t ) = C
dt
Ri (t ) + v c (t ) = v i
dv c (t )
RC
+ v c (t ) = v i
dt
This differential equation has an analytical solution:

t
v c (t ) = v i {1 e RC }
James Grimbleby
Slide 149
Euler Integration
A first-order differential equation can be written in the form:
dx
= f ( x,t )
dt
Provided that x and t are sufficiently small:
x dx
t dt
or
dx
x t
= t f ( x,t )
dt
If x is known at time t, then its value at time t+t is:

x(t + t ) = x(t ) + x
dx
x(t ) + t
dt
x(t ) + t f ( x,t )
This is the Euler integration formula

James Grimbleby
Slide 150
Euler Integration
Equation for the capacitor voltage vc can be rewritten:
dv c (t )
1
=
{v i v c (t )}
dt
RC
Using Euler integration formula:

t
{v i v c (t )}
v c (t + t ) = v c (t ) +
RC
Time step t should be between 1/10 and 1/1000 of shortest

time constant T0:
T0 = RC = 105 10 8 = 10 3 s
Choose time step: t = 10 4 s

James Grimbleby
Slide 151
Euler Integration
t
0.0000
0.0001
0.0002
0.0003
0.0004
0.0005
0.0006
0.0007
0.0008
0.0009
0.0010
x(t)
0.000000
0.400000
0.760000
1.084000
1.375600
1.638040
1.874236
2.086812
2.278131
2.450318
2.605286
f(x,t)
4000.00
3600.00
3240.00
2916.00
2624.40
2361.96
2125.76
1913.19
1721.87
1549.68
1394.71
x=t.f(x,t) x(exact)
0.400000
0.360000
0.324000
0.291600
0.262440
0.236196
0.212576
0.191319
0.172187
0.154968
0.139471
0.000000
0.380650
0.725077
1.036727
1.318720
1.573877
1.804753
2.013659
2.202684
2.373721
2.528482
At a time t=1 ms the error in the numerical result is 0.077 V

corresponding to a relative precision of about 3%
James Grimbleby
Slide 152
Euler Integration
Euler integration using smaller time steps:
t
10-4
10-5
10-6
Iterations
10
100
1000
vc
2.605286
2.535871
2.529218
error
0.076804
0.007389
0.000736
A 10-fold reduction in t reduces the error by a factor of 10

Repeat Euler integration with successively smaller time steps
until two results agree to within the required precision
In practice, because of its poor error performance, Euler
integration is rarely used
James Grimbleby
Slide 153
Euler Integration
x(t+t)
dx
= f ( x,t )
slope =
dt
x(t)
t
James Grimbleby
x = t f ( x,t )
t+t
t
Slide 154
Heun Integration
The Heun method obtains a better estimate of the slope by
averaging the derivative at the start and end of the interval
k1 = f ( x,t )
x1 = x(t ) + t .k1
An approximation to the slope k2 at the end of the interval

k 2 = f (x1,t + t )
The average of k1 and k2 is now used to extrapolate over the

full interval from the initial point:
t
x(t + t ) = x(t ) + {k1 + k 2 }
2
James Grimbleby
Slide 155
Heun Integration
x
x(t+t)
x1
slope = k 2 = f ( x1,t + t )
t
{k1 + k 2 }
x =
2
slope = k1 = f ( x,t )
x(t)
t
k1 + k 2
slope =
2
t
James Grimbleby
t+t
t
Slide 156
Heun Integration
t
0.0000
0.0001
0.0002
0.0003
0.0004
0.0005
0.0006
0.0007
0.0008
0.0009
0.0010
x(t)
0.000000
0.380000
0.723900
1.035130
1.316792
1.571697
1.802386
2.011159
2.200099
2.371090
2.525836
k1=f(x,t)
4000.00
3620.00
3276.10
2964.87
2683.21
2428.30
2197.61
1988.84
1799.90
1628.91
1474.16
x1(t)
0.400000
0.742000
1.051510
1.331617
1.585113
1.814527
2.022147
2.210043
2.380089
2.533981
2.673252
k2
3600.00
3258.00
2948.49
2668.38
2414.89
2185.47
1977.85
1789.96
1619.91
1466.02
1326.75
x
0.380000
0.343900
0.311230
0.281663
0.254905
0.230689
0.208773
0.188940
0.170991
0.154746
0.140046
exact
0.000000
0.380650
0.725077
1.036727
1.318720
1.573877
1.804753
2.013659
2.202684
2.373721
2.528482
The error at time t=1 ms of 0.002646 compares favourably with

that obtained using the Euler method; however the Heun method
involved twice as many evaluations of f(x,t).
James Grimbleby
Slide 157
Heun Integration
Heun integration using smaller time steps:
t
10-4
10-5
10-6
Iterations
10
100
1000
vc
2.525836
2.528458
2.528482
error
0.002646
0.000025
0.000000

The Heun method is one of a family of predictor-corrector
integration algorithms
James Grimbleby
Slide 158
2nd-Order Runge-Kutta Integration

The Euler method can be improved by extrapolating to the
midpoint of the interval t+t/2:
k1 = f ( x,t )
t
x1 = x(t ) + k1
2
and evaluating the slope k2 at the midpoint:

k 2 = f (x1,t + t / 2)
This slope, which is a good approximation to the average

slope over the interval, is used to extrapolate over the full
interval from the initial point:
x(t + t ) = x(t ) + t k 2
James Grimbleby
Slide 159

x
slope = k 2 = f ( x1,t + t / 2)
x(t+t)
x1
slope = k1 = f ( x,t )
slope = k 2
x = t k 2
x(t)
t / 2
t
James Grimbleby
t+t/2
t / 2
t+t
t
Slide 160

t
0.0000
0.0001
0.0002
0.0003
0.0004
0.0005
0.0006
0.0007
0.0008
0.0009
0.0010
x(t)
k1=f(x,t) t/2.f(x,t)
0.000000
0.380000
0.723900
1.035129
1.316792
1.571697
1.802386
2.011159
2.200099
2.371090
2.525836
4000.00
3620.00
3276.10
2964.87
2683.21
2428.30
2197.61
1988.84
1799.90
1628.91
1474.16
0.200000
0.181000
0.163805
0.148244
0.134160
0.121415
0.109881
0.099442
0.089995
0.081446
0.073708
x1
0.200000
0.561000
0.887705
1.183373
1.450953
1.693112
1.912266
2.110601
2.290094
2.452535
2.599544
k2
3800.00
3439.00
3112.30
2816.63
2549.05
2306.89
2087.73
1889.40
1709.91
1547.47
1400.46
t.k2
x(exact)
0.380000
0.343900
0.311230
0.281663
0.254905
0.230689
0.208773
0.188940
0.170991
0.154747
0.140046
0.000000
0.380650
0.725077
1.036727
1.318720
1.573877
1.804753
2.013659
2.202684
2.373721
2.528482
The error at time t=1 ms of 0.002646 compares favourably with

that obtained using the Euler method; however the Runge-Kutta
method involved twice as many evaluations of f(x,t).
James Grimbleby
Slide 161

2nd-order Runge-Kutta integration using smaller time steps:
t
10-4
10-5
10-6
Iterations
10
100
1000
vc
2.525836
2.528458
2.528482
error
0.002646
0.000024
0.000000

The 2nd-order Runge-Kutta method is one of a family of
integration algorithms, of which the 4th-order Runge-Kutta, or
RK-4, algorithm is the most generally useful.
James Grimbleby
Slide 162
4th-Order Runge-Kutta Integration

The slopes k1, k2, k3, k4 are evaluate at 4 points:
k1 = f ( x,t )
t
t
k 2 = f x + k1 ,t +
2
2
t
t
k 3 = f x + k 2 ,t +
2
2
k 4 = f (x + k 3 t ,t + t )
The the weighted sum of these slopes is used to extrapolate

over the complete interval:
t
x(t + t ) = x(t ) + (k1 + 2k 2 + 2k 3 + k 4 )
6
James Grimbleby
Slide 163

x
k2
x(t+t)
k1
k3
k2
x(t)
k4
k3
1
k = (k1 + 2k 2 + 2k 3 + k 4 )
6
t
James Grimbleby
t+t/2
t+t
t
Slide 164

Because of the complexity of the fourth-order Runge-Kutta
algorithm it is normally performed on a computer
t
10-4
10-5
10-6
Iterations
10
100
1000
vc
2.528481
2.528482
2.528482
error
0.000001
0.000000
0.000000
10 iterations of the Runge-Kutta algorithm provide much

better accuracy than 1000 iterations of the Euler algorithm
1000000 Euler iterations are required to achieve the same
accuracy as 10 4th-order Runge-Kutta iterations!
James Grimbleby
Slide 165
nth-Order Differential Equations

The Euler and Runge-Kutta methods developed so far can be
used to solve first-order differential equations:
dx
= f ( x,t )
dt
Most real systems are described by higher-order differential

equations
A general nth-order differential equation can be written in the
form:
n 1
dx d2 x
dn x
d
x
, ...
,t
= f x, ,
n 1
dt dt 2
d
t
dt n
James Grimbleby
Slide 166

To reduce this nth-order equation to first-order equations a set
of n-1 new variables are introduced:
dx
x1 =
so that:
dt
d2 x
dx1
x2 =
=
dt
dt 2
d3 x
dx 2
x3 =
=
dt
dt 3
. . . . . . . . . . . . .
dn 1x
dxn 2
xn 1 =
=
dt
dt n 1
James Grimbleby
dxn 1 dn x
=
dt
dt n
n 1
dx d2 x
d
x
= f x, ,
,t
, ...
n 1
dt dt 2
d
t
= f (x, x1, x2 , ... xn 1, t )
Slide 167

The n first-order differential equations:
dx
= x1
dt
dx1
= x2
dt
dx2
= x3
dt
. . . . . . . . . . . . .
dxn 2
= xn 1
dt
dxn 1
= f (x, x1, x 2 , ... , xn 1, t )
dt
James Grimbleby
The set of n first-order

differential equations can
then be solved by the Euler
or Runge-Kutta method
Note that the equations are
not independent
Slide 168

Example:
d3 x
d2 x
dx
+2
+ 2 + 8 xt = 5
3
2
dt
dt
dt
Create 2 new variables:

dx
x1 =
dt
d2 x
dx1
=
x2 =
2
dt
dt
James Grimbleby
dx
= x1
dt
dx1
= x2
dt
dx2 d3 x
=
= 2 x2 2 x1 8 xt + 5
3
dt
dt
Slide 169
n-Variable Euler Method

An iteration consists of updating each of the n variables using
the Euler formula
dx
= f0 = x1
dt
dx1
= f1 = x 2
dt
dx2
= f2 = 2 x2 2 x1 8 xt + 5
dt
It is important that all the n derivatives f0 .. fn are calculated

before any of the n variables are updated.
James Grimbleby
Slide 170
n-Variable Euler Method

Solution at t=2 s using a time step t=0.01 s and starting from
an initial condition of x=0, x1=0 and x2=0 at t=0:
t
x1
x2
0.00
0.01
0.02
0.03
0.04
0.05
0.00000
0.00000
0.00000
0.00000
0.00002
0.00005
0.00000
0.00000
0.00050
0.00149
0.00296
0.00490
0.00000
0.00000
0.00000
0.00001
0.00003
0.00004
0.00000
0.00050
0.00099
0.00147
0.00194
0.00240
0.05000
0.04900
0.04801
0.04703
0.04606
0.04510
1.99
2.00
1.28996 -0.52439 -4.87962 -0.00524

1.28471 -0.57319 -4.92690 -0.00573
-0.04879
-0.04926
-0.04728
-0.04555
0.00000
0.05000
0.09900
0.14701
0.19404
0.24010
x=t.f0
x1=t.f1 x2=t.f2
The Runge-Kutta method can also be generalised to deal with

sets of n coupled first-order differential equations
James Grimbleby
Slide 171
Simulation of Electronic Systems

Linear electronic systems can be characterised by a frequency
response function H(j):
Y ( j)
H ( j) =
=
X ( j)
a0 + a1( j) + a2 ( j)2 + .. + an 1( j)n 1 + an ( j)n

b0 + b1( j) + b2 ( j)2 + .. + bn 1( j)n 1 + bn ( j)n
where X(j) is the Fourier transform of the input x(t), and Y(j)
is the Fourier transform of the output y(t)
Introduce an auxiliary variable z(t) with Fourier transform Z(j):
Y ( j) = {a0 + a1( j) + a2 ( j)2 + .. + an 1( j)n 1 + an ( j)n } Z ( j)
so that:
{b0 + b1( j) + b2 ( j)2 + .. + bn 1( j)n 1 + bn ( j)n } Z ( j) = X ( j)
James Grimbleby
Slide 172

The equivalent of j in the frequency domain is d/dt in the time
domain:
2
n
d
( j)
dt
( j)
dt
( j)
dt n
The differential equation involving z(t) and x(t) is therefore:
d
d2
dn 1
dn
b0 + b1 + b2 2 + .. + bn 1 n 1 + bn n z(t ) = x(t )
dt
dt
dt
dt
This differential equation in z can now be solved numerically in

the usual way
First the nth-order differential equation is converted to n firstorder differential equations
James Grimbleby
Slide 173

A set of n-1 new variables are introduced to replace the first n1 derivatives of z:
dz
= z1
dt
dz
z1 =
dz1
dt
= z2
dt
2
d z dz1
. . . . . . . . . . . . .
=
z2 =
dt
dt 2
dzn 2
= zn 1
. . . . . . . . . . . . .
dt
dzn 1 1
dn 1z dzn 2
=
{ b0 z b1z1 ..
=
zn 1 =
dt
bn
dt
dt n 1
bn 1zn 1 + x(t )}
James Grimbleby
Slide 174

Converting the defining equation for Z(j) into the time
domain:
d
dn 1
dn
+ an
y (t ) = a0 + a1 + .. + an 1
z(t )
dt
dt n 1
dt n
dzn 1
= a0 z + a1z1 + .. + an 1zn 1 + an
dt
an
= a0 z + a1z1 + .. + an 1zn 1 +
{ b0 z b1z1 .. bn 1zn 1 + x(t )}
bn
an b0
an b1
an bn 1
an
= a0
x(t )
z + a1
z1 + .. + an 1
zn 1 +
bn
bn
bn
bn
The output y can now be obtained by substituting z, z1, ..zn-1

James Grimbleby
Slide 175

Example:
0.01F
10k
Input
1.67H
0.05F
Output
This circuit has a frequency-response function:

H ( j) =
1 + 1.67 10 8 ( j)2
1 + 5.00 10 4 ( j) + 1.00 10 7 ( j)2 + 8.33 10 12 ( j)2
James Grimbleby
Slide 176

This response is 3rd-order so that their are 3 first-order
differential equations in the coupled set:
dz
= f0 = z1
dt
dz1
= f1 = z2
dt
dz2
z 5.00 10 4 z1 1.00 10 7 z2 + x(t )
= f2 =
dt
8.33 10 12
and the output y(t) is given by:

y (t ) = z + 1.67 10 8 z2
James Grimbleby
Slide 177

x(t ) = exp
1.0
(t 2.0 10 3 )2
2(0.5 10 3 )2
Output
y(t)
0.0
0.0ms
James Grimbleby
t
5.0ms
Slide 178
Numerical Methods
J. B. Grimbleby, October 07
James Grimbleby
Slide 179

Numerical Methods For Engineers

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Numerical Methods

Module: EG1C2 Engineering Mathematics

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The range is further increased when such quantities are

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IEEE Floating-Point Formats

Mantissa is 53-bit unsigned fixed-point binary

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IEEE Floating-Point Formats

A change in the least-significant bit is equal to:

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IEEE Floating-Point Formats

The special case of 11-bit exponent all 0s is used to

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Truncation and Rounding Errors

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Errors Generated by Addition

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Errors Generated by Subtraction

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Errors Generated by Subtraction

Obviously the answer should be A

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Errors Generated by Subtraction

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Simultaneous Linear Equations

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Roots of a Quadratic Equation

Using the quadratic formula gives the lower root:

100.01 10002.0001 4.0 100.01 99.99

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Roots of a Quadratic Equation

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Roots of a Quadratic Equation

For this equation b24ac so that the roots are:

At no point were nearly-equal quantities subtracted

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is related to the Golden Mean or Golden Section k:

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Overflow and Underflow

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Overflow and Underflow

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Equations in a Single Variable

In most cases the equation cannot be solved algebraically and

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Equations in a Single Variable

Shockley equation for the diode:

Eliminating the current i:

This equation cannot be solved algebraically

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If f(a) and f(b)