Advanced Numerical Methods 1
ﯽﻟﺎﻌﺗ ﻪﻤﺳﺎﺑ
Advanced Numerical Methods 2
ﺚﺤﺑ تروﺮﺿ و ﻪﻣﺪﻘﻣ
Advanced Numerical Methods 3
شور ﯽﮑﯾﺰﯿﻓ هﺪﯾﺪﭘ ﮏﯾ ﯽﺳرﺮﺑ يﺎﻫ
هﺪﯾﺪﭘ ﯽﮑﯾﺰﯿﻓ
ﯽﺑﺮﺠﺗ
سﺎﯿﻘﻣ ﯽﻌﻗاو سﺎﯿﻘﻣ
ﮏﭼﻮﮐ ﯽﺑﺮﺠﺗﺮﯿﻏ
ﯽﮑﯾﺰﯿﻓ لﺪﻣ
ﯽﺿﺎﯾر لﺪﻣ
ﯽﻠﯿﻠﺤﺗ ﻞﺣ يدﺪﻋ ﻞﺣ
Advanced Numerical Methods 4
ENIAC (Electronic Numerical Integrator And Computer 1946) was the first electronic general-purpose computer. It could solve a large class of numerical problems.
Advanced Numerical Methods 5
شور زا اﺮﭼ ﯽﻣ هدﺎﻔﺘﺳا يدﺪﻋ يﺎﻫ
؟ﻢﯿﻨﮐ
رد
تﺎﺒﺳﺎﺤﻣ يدﺪﻋ
ﺎﻣ ﻪﺑ لﺎﺒﻧد ﯽﺣاﺮﻃ
و ﻞﯿﻠﺤﺗ ﯽﯾﺎﻫ ﻢﺘﯾرﻮﮕﻟا
ياﺮﺑ ﻞﺣ
ﺑاور ﻂ
ﯽﺿﺎﯾر ﺖﺳد ﻪﺑ
هﺪﻣآ زا
يزﺎﺳ لﺪﻣ ﻞﺋﺎﺴﻣ
ﯽﺳﺪﻨﻬﻣ ﻢﯿﺷﺎﺑ ﯽﻣ
.
ﯽﻀﻌﺑ
تﻻدﺎﻌﻣ ﻪﺑ
يرﺪﻗ هﺪﯿﭽﯿﭘ
ﺪﻨﺘﺴﻫ ﻪﮐ
ياﺮﺑ ﺎﻬﻧآ
ﻞﺣ ﯽﻠﯿﻠﺤﺗ
نﺎﮑﻣا ﭘ
ﺮﯾﺬ
ﺖﺴﯿﻧ .
رد ﻦﯾا دراﻮﻣ زا
ﮏﯾ ﺮﯿﺴﻣ
ﯽﻌﺳ و
ﺎﻄﺧ )
،راﺮﮑﺗ
Iteration
( ياﺮﺑ ﯽﺑﺎﯾ ﺖﺳد
ﻪﺑ ﻞﺣ هدﺎﻔﺘﺳا
دﻮﺷ ﯽﻣ .
رد
ﻦﯾا شور ﺮﯾدﺎﻘﻣ
ﻪﺘﺳﻮﯿﭘ ار
ﺎﺑ ﺮﯾدﺎﻘﻣ ﻪﺘﺴﺴﮔ
ﻦﯾﺰﮕﯾﺎﺟ ﻢﯿﻨﮐ ﯽﻣ
.
Advanced Numerical Methods 6
شور زا اﺮﭼ ﯽﻣ هدﺎﻔﺘﺳا يدﺪﻋ يﺎﻫ
؟ﻢﯿﻨﮐ
ﺪﻧراﺪﻧ ﯽﻠﯿﻠﺤﺗ ﻞﺣ ﻪﮐ ﯽﻠﺋﺎﺴﻣ
:
لاﺮﮕﺘﻧا ﻞﯿﺴﻧاﺮﻔﯾد ﻪﻟدﺎﻌﻣ ﻻﺎﺑ ﻪﺒﺗﺮﻣ تﻻدﺎﻌﻣ
1 2
0
I =
∫
e−t dtسﺎﯿﻘﻣ رد ﻪﮐ ﯽﻠﺋﺎﺴﻣ
ﯽﻣ ﻒﯾﺮﻌﺗ گرﺰﺑ يﺎﻫ ﺪﻧﻮﺷ
) ﺘﺷاد ﻢﻫ ﯽﻠﯿﻠﺤﺗ ﻞﺣ ﺪﯾﺎﺷ ﯽﺘﺣ ﺪﻨﺷﺎﺑ ﻪ
(
ﺎﺑ تﻻدﺎﻌﻣ هﺎﮕﺘﺳد دﺎﯾز تﻻﻮﻬﺠﻣ
( )
32 3 2
( ) 2 cos (x) y (x) ( ) cosh( )
y x′′ + ′ + x y x = x
4 1 0
x + + =x
10000 10000
AX = B A ×
ﺪﻧراﺪﻧ ﻖﯿﻗد ﻞﺣ ﻪﮐ ﯽﻠﺋﺎﺴﻣ
:
ﯽﻄﺧﺮﯿﻏ تﻻدﺎﻌﻣ هﺎﮕﺘﺳد
Advanced Numerical Methods 7
سرد فاﺪﻫا
يدﺪﻋ يﺎﻫ شور ﺎﺑ ﯽﯾﺎﻨﺷآ
ﺎﻫﺎﻄﺧ ﻊﺑﺎﻨﻣ ﺎﺑ ﯽﯾﺎﻨﺷآ
ﺎﻫراﺰﻓا مﺮﻧ ﯽﺧﺮﺑ و يدﺪﻋ يﺎﻫ ﻪﻣﺎﻧﺮﺑ ﻦﺘﺷﻮﻧ ﺎﺑ ﯽﯾﺎﻨﺷآ
ﺎﻫﺎﻄﺧ و يدﺪﻋ ﺞﯾﺎﺘﻧ ﯽﺑﺎﯾزرا
Advanced Numerical Methods 8
يﺮﺗﻮﯿﭙﻣﺎﮐ يزﺎﺳ ﻪﯿﺒﺷ ﻞﺣاﺮﻣ
ﯽﺿﺎﯾر يﺎﻫ لﺪﻣ ﻪﺋارا و يزﺎﺳ هدﺎﺳ
تﻻدﺎﻌﻣ يزﺎﺳ ﻪﺘﺴﺴﮔ
) ﻪﺘﺴﺴﮔ ﻂﯿﺤﻣ ﺎﺑ ﻪﺘﺳﻮﯿﭘ ﻂﯿﺤﻣ ﯽﻨﯾﺰﮕﯾﺎﺟ (
لﺪﻣ يدﺪﻋ ﻞﺣ ياﺮﺑ ﯽﻤﺘﯾرﻮﮕﻟا ﯽﺣاﺮﻃ ﺎﯾ بﺎﺨﺘﻧا
يﺮﺗﻮﯿﭙﻣﺎﮐ ﻪﻣﺎﻧﺮﺑ ترﻮﺻ ﻪﺑ ﻢﺘﯾرﻮﮕﻟا لﺎﻤﻋا
ﻪﻣﺎﻧﺮﺑ ياﺮﺟا
رادﻮﻤﻧ ﺎﯾ لوﺪﺟ ترﻮﺻ ﻪﺑ ﺞﯾﺎﺘﻧ ﺶﯾﺎﻤﻧ
ﺞﯾﺎﺘﻧ ﺮﯿﺴﻔﺗ و ﯽﺠﻨﺳ ﺖﺤﺻ
Advanced Numerical Methods 9
يدﺪﻋ يﺎﻫ شور دﺮﺑرﺎﮐ زا ﯽﻟﺎﺜﻣ
) ﻞﯿﺴﻧاﺮﻔﯾد ﻪﻟدﺎﻌﻣ ﮏﯾ ﻞﺣ ﻞﺣاﺮﻣ (
ﻪﺒﺳﺎﺤﻣ φij
تﻻدﺎﻌﻣ ﻞﺣ ﺐﺳﺎﻨﻣ شور بﺎﺨﺘﻧا
يﺮﺒﺟ تﻻدﺎﻌﻣ هﺎﮕﺘﺳد ﻞﯿﮑﺸﺗ )
Aijϕij=0 (
ﺐﺳﺎﻨﻣ شور ﺎﺑ تﻻدﺎﻌﻣ يزﺎﺳ ﻪﺘﺴﺴﮔ )
Discretization (
ﺐﺳﺎﻨﻣ ﻪﮑﺒﺷ بﺎﺨﺘﻧا و ﻞﺣ ناﺪﯿﻣ ﻒﯾﺮﻌﺗ )
Mesh Generation (
ﻪﺘﺳﻮﯿﭘ ﻂﯿﺤﻣ ﮏﯾ ﺮﺑ ﻢﮐﺎﺣ ﻪﻟدﺎﻌﻣ D(ϕ)=0
Advanced Numerical Methods 10
ﯽﮑﯾﺰﯿﻓ ﻪﻟﺎﺴﻣ ﮏﯾ ﻞﺣ زا ﯽﻟﺎﺜﻣ
ﻪﺤﻔﺻ رد ﺎﻣد ﻊﯾزﻮﺗ ﺖﺳا بﻮﻠﻄﻣ زا ﺲﭘ ﻞﮑﺷ رد هﺪﺷ هداد نﺎﺸﻧ ﻂﯾاﺮﺷ ﺎﺑ يا
2 ﻪﯿﻧﺎﺛ .
T(x,y,0)=100 ﻖﯾﺎﻋ
1m
1m
T=0
T=0
Tair=0 H=1
p
T T T
k k q c
x x y y ρ t
∂ ∂ + ∂ ∂ + = ∂
∂ ∂ ∂ ∂ ∂
Advanced Numerical Methods 11
T 15 13 12 10 9 7 6 4 3 1
ﯽﮑﯾﺰﯿﻓ ﻪﻟﺎﺴﻣ ﮏﯾ ﻞﺣ زا ﯽﻟﺎﺜﻣ
P P E E W W N N S S
a T = a T +a T +a T +a T +b
p
T T T
k k q c
x x y y ρ t
∂ ∂ + ∂ ∂ + = ∂
∂ ∂ ∂ ∂ ∂
Advanced Numerical Methods 12
سرد ﻞﺼﻓﺮﺳ
ﺎﻄﺧ ﻞﯿﻠﺤﺗ
شور
ﯽﻄﺧﺮﯿﻏ تﻻدﺎﻌﻣ ﻞﺣ يﺎﻫ
شور
ﻪﻠﻤﺟﺪﻨﭼ ﯽﺑﺎﯾ نﺎﯿﻣ و ﯽﻨﺤﻨﻣ شزاﺮﺑ يﺎﻫ يا
شور
ﯽﻄﺧﺮﯿﻏ و ﯽﻄﺧ تﻻدﺎﻌﻣ هﺎﮕﺘﺳد ﻞﺣ يﺎﻫ
شور
ﯽﻟﻮﻤﻌﻣ ﻞﯿﺴﻧاﺮﻔﯾد تﻻدﺎﻌﻣ ﻞﺣ يﺎﻫ )
يزﺮﻣ راﺪﻘﻣ و ﻪﯿﻟوا راﺪﻘﻣ (
شور
ﯽﺋﺰﺟ تﺎﻘﺘﺸﻣ ﺎﺑ ﻞﯿﺴﻧاﺮﻔﯾد تﻻدﺎﻌﻣ ﻞﺣ يﺎﻫ
Advanced Numerical Methods 13
ﻊﺟاﺮﻣ
Applied Numerical Analysis
Curtis F. Gerald, Patrick O. Wheatley ISBN: 0321133048
Publisher: Pearson
Pub. Date: 2003 (edition 7)
Numerical Methods for Engineers Steven C. Chapra, Raymond P. Canale ISBN: 978–0–07–340106–5
Publisher: McGraw-Hill
Pub. Date: 2010 (edition 6)
Advanced Numerical Methods 14
ﻊﺟاﺮﻣ
Numerical Method for Engineers and Scientists J.D Hoffman
ISBN: 0824704436
Publisher: Marcel Dekker, Inc.
Pub. Date: 2001
Numerical Recipes in Fortran 77 William H. Press et al.
Publisher: Cambridge University Press Pub. Date: 1996
Advanced Numerical Methods 15
ﯽﺑﺎﯾزرا شور
هﺮﻤﻧ ناﻮﻨﻋ
2 ﻒﯿﻟﺎﮑﺗ
6 ( دﺪﻋ 4 ) ﯽﺳﻼﮐ هژوﺮﭘ
4 مﺮﺗ نﺎﯿﻣ
8 مﺮﺗ نﺎﯾﺎﭘ
20 عﻮﻤﺠﻣ
[email protected]
Subject: : Advanced Numerical Methods-Name Surname
هﺪﺷ ﺖﺳﻮﯿﭘ ﻞﯾﺎﻓ ناﻮﻨﻋ :
Name Surname-Project Name-date Example: SobhanEmami-HW1-950706
Advanced Numerical Methods 16
رادﻮﻤﻧ ﻢﺳر و ﯽﺴﯾﻮﻧ ﻪﻣﺎﻧﺮﺑ نﺎﺑز صﻮﺼﺧ رد ﯽﺗﺎﮑﻧ
ﯽﻣ دﺎﻬﻨﺸﯿﭘ و ﺎﻫرﻮﺘﻧﺎﮐ ،ﺎﻫرادﻮﻤﻧ دﻮﺷ
...
مﺮﻧ ﺎﺑ راﺰﻓا
TecPlot
مﺮﻧ ﺎﯾ و يﺎﻫراﺰﻓا
ﯽﺼﺼﺨﺗ يﺮﮕﯾد
ﺪﻧﻮﺷ ﻢﺳر .
ﻪﻣﺎﻧﺮﺑ رد هژوﺮﭘ ﯽﺴﯾﻮﻧ
ﻊﺑاﻮﺗ زا دﻮﺷ ﯽﻌﺳ ﯽﺳﻼﮐ يﺎﻫ )
Functions
( لاورﺮﯾز ، ﺎﻫ
)
Subroutines
(
و .دﻮﺷ هدﺎﻔﺘﺳا ﯽﺴﯾﻮﻧﻪﻣﺎﻧﺮﺑ ياﻪﻓﺮﺣ يﺎﻫ شور
هژوﺮﭘ ياﺮﺑ زا ﻪﺟو ﭻﯿﻫ ﻪﺑ ﯽﺳﻼﮐ يﺎﻫ
ﺎﯾ ﻊﺑاﻮﺗ هدﺎﻣآ يﺎﻫﺪﮐ
ﺪﯿﻨﮑﻧ هدﺎﻔﺘﺳا .
مﺮﻧ زا هدﺎﻔﺘﺳا ﻪﻣﺎﻧﺮﺑ يﺎﻫراﺰﻓا
ﺪﻨﻧﺎﻣ ﺮﮕﯾد ﯽﺴﯾﻮﻧ
MATLAB
ﺖﺳا ﻊﻧﺎﻣ ﻼﺑ .
نﺎﺑز ﺎﺑ ًﺎﺤﯿﺟﺮﺗ ﻪﻣﺎﻧﺮﺑ يﺎﻫ
ﯽﺴﯾﻮﻧ
FORTRAN
ﺎﯾ هژوﺮﭘ C++
ﺪﻧﻮﺷ ﻪﺘﺷﻮﻧ ﯽﺳﻼﮐ يﺎﻫ .
Advanced Numerical Methods 17
ﺎﻄﺧ ﻞﯿﻠﺤﺗ
Advanced Numerical Methods 18
ﺎﻄﺧ ﻊﺑﺎﻨﻣ
هزاﺪﻧا رد ﺎﻄﺧ يﺮﯿﮔ
ﯽﺑﺮﺠﺗ يﺎﻫ
لﺪﻣ يﺎﻄﺧ يزﺎﺳ
شور و ﯽﺗﺎﺒﺳﺎﺤﻣ يﺎﻄﺧ يدﺪﻋ يﺎﻫ
ﻢﺘﻔﻫ ﻢﻗر رد ﺖﯿﻌﻄﻗ مﺪﻋ
Advanced Numerical Methods 19
ﺖﻗد و ﯽﺘﺳرد )
Accuracy vs Precision (
ﯽﺘﺳرد
ﺎﯾ ﺖﺤﺻ )
Accuracy
( : نﺎﺸﻧ ﺪﻫد ﯽﻣ
ﻪﮐ رﺪﻘﭼ راﺪﻘﻣ
ﻪﺒﺳﺎﺤﻣ هﺪﺷ
ﻪﺑ
باﻮﺟ .ﺪﺷﺎﺑ ﯽﻣ ﮏﯾدﺰﻧ ﯽﻌﻗاو
ﺖﻗد
)
Precision
( : نﺎﺸﻧ ﺪﻫد ﯽﻣ
ﻪﮐ رﺪﻘﭼ ﺮﯾدﺎﻘﻣ
ﻪﺒﺳﺎﺤﻣ هﺪﺷ
ﻞﻘﺘﺴﻣ ﻪﺑ
ﺮﮕﯾﺪﮑﯾ
ﮏﯾدﺰﻧ ﺪﻨﺷﺎﺑ ﯽﻣ
. ) ﻪﺑ ترﺎﺒﻋ ﺮﮕﯾد
نﺎﺸﻧ هﺪﻨﻫد
ﻦﯾﺮﺘﮑﭼﻮﮐ ﯽﻓﻼﺘﺧا
ﺖﺳا ﻪﮐ
ﻣﺎﮐ ﺮﺗﻮﯿﭙ
ﺪﻧاﻮﺗ ﯽﻣ نﺎﺸﻧ
ﺪﻫد
Increasing accuracy .(
Increasing precision
Advanced Numerical Methods 20
ﺎﻄﺧ ﻒﯾﺮﻌﺗ
يﺎﻄﺧ
ﻖﻠﻄﻣ :
ضﺮﻓ ﺪﯿﻨﮐ
ﯽﺒﯾﺮﻘﺗ a زا
ﺪﺷﺎﺑ A . رد ترﻮﺻ ﻦﯾا يﺎﻄﺧ
ﻖﻠﻄﻣ ار
ترﻮﺻ ﻪﺑ
ﺮﯾز نﺎﺸﻧ ﯽﻣ
ﺪﻨﻫد .
ﻦﯾا ﺎﻄﺧ ياﺮﺑ
ﻦﯿﯿﻌﺗ ناﺰﯿﻣ
،ﺖﻗد ﻪﺑ
ﯽﯾﺎﻬﻨﺗ ﯽﻓﺎﮐ
ﺖﺴﯿﻧ .
يﺎﻄﺧ
ﯽﺒﺴﻧ :
ضﺮﻓ ﺪﯿﻨﮐ
ﯽﺒﯾﺮﻘﺗ a زا
ﺪﺷﺎﺑ A . رد ﻦﯾا ترﻮﺻ يﺎﻄﺧ
ﯽﺒﺴﻧ ار
ترﻮﺻ ﻪﺑ
ﺮﯾز نﺎﺸﻧ ﯽﻣ
ﺪﻨﻫد :
يﺎﻄﺧ
ﯽﺒﺴﻧ ﯽﺒﯾﺮﻘﺗ
: رد يﺎﻫ شور ﯽﻨﺘﺒﻣ
ﺮﺑ راﺮﮑﺗ )
Iterative (
يﺎﻄﺧ ﯽﺒﺴﻧ
ﺮﺑاﺮﺑ
ﺖﺳا ﺎﺑ
ﻞﺿﺎﻔﺗ ﺐﯾﺮﻘﺗ
ﺪﯾﺪﺟ و
ﺐﯾﺮﻘﺗ ﻢﯾﺪﻗ
ﻢﯿﺴﻘﺗ ﺮﺑ
ﺐﯾﺮﻘﺗ ﺪﯾﺪﺟ
:
نﺪﺷ هدروآﺮﺑ ﺎﺗ راﺮﮑﺗ ﺪﻨﯾآﺮﻓ ﺎﻫ شور ﻦﯾارد
طﺮﺷ ﯽﯾاﺮﮕﻤﻫ
ﺪﺑﺎﯾ ﯽﻣ ﻪﻣادا .
Advanced Numerical Methods 21
دﺪﻋ نﺪﯾﺮﺑ يﺎﻄﺧ و ندﺮﮐ دﺮﮔ يﺎﻄﺧ
) Rounding and Chopping Error (
2.32412938 , 2.32461235
A = B =
ﺪﯿﻨﮐ ضﺮﻓ و A
ﺎﺑ ﻢﯿﻫاﻮﺨﺑ ار B 3
ﻢﯿﻫد ﺶﯾﺎﻤﻧ ،رﺎﺸﻋا ﻢﻗر .
Number Rounding Chopping
A 2.324 2.324
B 2.325 2.324
ندﺮﮐ دﺮﮔ يﺎﻄﺧ
) Round-off error
( ﺎﻫﺮﺗﻮﯿﭙﻣﺎﮐ ﻪﮐ دﻮﺷ ﯽﻣ ﯽﺷﺎﻧ ﯽﯾﺎﺠﻧآ زا ﺎﻬﻨﺗ
داﺪﻌﺗ ﯽﺼﺨﺸﻣ
زا يﺎﻫ ﻢﻗر ﺎﻨﻌﻣ
راد
ار .ﺪﻧراﺪﻬﮕﻧ دﻮﺧ ﻪﻈﻓﺎﺣ رد ﺪﻨﻧاﻮﺗ ﯽﻣ
ﯽﻤﯿﻘﺘﺴﻣ ﻪﻄﺑار ندﺮﮐ دﺮﮔ يﺎﻄﺧ
اد ﺮﺗﻮﯿﭙﻣﺎﮐ رد داﺪﻋا ندﺮﮐ هﺮﯿﺧذ هﻮﺤﻧ ﺎﺑ در
.
Advanced Numerical Methods 22
ندﺮﮐ دﺮﮔ يﺎﻄﺧ زا ﯽﻟﺎﺜﻣ
2 54.32 0.1 0 x − x + =
2 4
2
b b ac
x a
− ± −
= 1
2
54.3218158995
=0.0018410049576 x
x
=
ﺮﺗﻮﯿﭙﻣﺎﮐ رد لﺎﺜﻣ ﻦﯾا ﺪﯿﻨﮐ ضﺮﻓ لﺎﺣ 4-Digit
دﻮﺷ ﻞﺣ
2 2
4 ( 54.32) 0.4000 2951 0.4000 2951 54.32
b − ac = − − = − = =
2 4
2
b b ac
x a
− ± −
= 1
2
54.30
=0.000 x
x
=
Advanced Numerical Methods 23
ﺢﯿﺤﺻ داﺪﻋا ﺶﯾﺎﻤﻧ )
Integer (
ﺮﺗﻮﯿﭙﻣﺎﮐ رد 9-bit word
Sign Number
0 1
2 3
4 5
6
7
2 2 2 2 2 2 2 2
±
Advanced Numerical Methods 24
ﺢﯿﺤﺻ داﺪﻋا ﺶﯾﺎﻤﻧ )
Integer (
ﺮﺗﻮﯿﭙﻣﺎﮐ رد 16-bit word
Range: -32,768 to 32,767
Overflow: > 32,767
Underflow: < -32,768
32-bit word
Range: -2,147,483,648 to 2,147,483,647
767 ,
32 2
1 2
1 ....
2 1
2
1 ×
14+ ×
13+ + ×
1+ ×
0=
Advanced Numerical Methods 25
ﯽﻘﯿﻘﺣ داﺪﻋا ﺶﯾﺎﻤﻧ )
Floating-point (
ﺮﺗﻮﯿﭙﻣﺎﮐ رد
ﺪﻧﻮﺷ ﯽﻣ هداد ﺶﯾﺎﻤﻧ ﺮﯾز ترﻮﺻ ﻪﺑ ﺮﺗﻮﯿﭙﻣﺎﮐ رد يرﺎﺸﻋا داﺪﻋا
:
m
ﺖﻤﺴﻗ يرﺎﺸﻋا
(mantissa) ﺖﺳا
. ﻖﺒﻃ دادراﺮﻗ
ﻦﯿﻟوا ﻢﻗر
ﺪﻌﺑ زا ﺰﯿﻤﻣ نآ
ﺮﯿﻏ
ﺮﻔﺻ 1/b ≤m<1 هراﻮﻤﻫ ﻦﯾاﺮﺑﺎﻨﺑ .ﺪﺷﺎﺑ ﯽﻣ
a
ﺰﯿﻧ ﮏﯾ دﺪﻋ ﺢﯿﺤﺻ
ﺖﺳا .
ﻦﯾا
شور ﮏﻤﮐ
ﺪﻨﮐ ﯽﻣ ﻪﮐ
داﺪﻋا : 1/845 و
0/01845 و
0/0001845 رد
ﺮﺗﻮﯿﭙﻣﺎﮐ ﻪﺑ
ﻞﮑﺷ يﺪﺣاو
نﺎﯿﺑ ﺪﻧﻮﺷ :
4 significant figures
1.845 0.1845*101
0.01845 0.1845*10-1
0.0001845 0.1845*10-3
ود ﻢﺘﺴﯿﺳ زا هدﺎﻔﺘﺳا ﺎﺑ داﺪﻋا هﺮﯿﺧذ ًﻻﻮﻤﻌﻣ ﺎﻫﺮﺗﻮﯿﭙﻣﺎﮐ رد
- ﯽﯾود (binary)
دﺮﯿﮔ ﯽﻣ ترﻮﺻ
.
ناﻮﺗ
ﯽﻨﺒﻣ ﻢﺘﺴﯿﺳ يرﺎﺸﻋا ءﺰﺟ
m.b
aAdvanced Numerical Methods 26
ﯽﻘﯿﻘﺣ داﺪﻋا ﺶﯾﺎﻤﻧ )
Floating-point (
ﺮﺗﻮﯿﭙﻣﺎﮐ رد
ﻪﻠﻤﺟ ﮏﯾ يﺮﯿﮔراﺮﻗ هﻮﺤﻧ زا ﯽﻟﺎﺜﻣ 7
ﯽﺘﯿﺑ
ﺪﻫد ﯽﻣ نﺎﺸﻧ ار دﺪﻋ ﺖﻣﻼﻋ ﺖﯿﺑ ﻦﯿﻟوا )
و ﺖﺒﺜﻣ ياﺮﺑ ﺮﻔﺻ ،s 1
ﯽﻔﻨﻣ ياﺮﺑ
.( (ﺢﯿﺤﺻ دﺪﻋ ﮏﯾ ،c) ﺪﻨﻫد ﯽﻣ نﺎﺸﻧ ار ناﻮﺗ يﺪﻌﺑ ﺖﯿﺑ 11 52 ﺪﻨﻨﮐ ﯽﻣ نﺎﯿﺑ ار دﺪﻋ يرﺎﺸﻋا ئﺰﺟ ﺮﺧآ ﺖﯿﺑ )
.(f
ددﺮﮔ ﯽﻣ نﺎﯿﺑ ﺮﯾز ترﻮﺻ ﻪﺑ دﺪﻋ ًﺎﺘﯾﺎﻬﻧ :
( − 1)
s∗ 2
c−1023∗ (1 + f)
64-bit word
Advanced Numerical Methods 27
ﺎﻄﺧ رﺎﺸﺘﻧا )
Error Propagation (
ﻖﻠﻄﻣ رﺪﻗ ﺮﮔا و a
زا ﺮﺘﮔرﺰﺑ b 1
؟دراد يﺮﯿﺛﺄﺗ ﻪﭼ ﺎﻫﺎﻄﺧ رد ،ﺪﺷﺎﺑ
ﻪﮐ ﯽﺗرﻮﺻ رد و a
ﯽﻣ يور ﻪﭼ ﺪﻨﺷﺎﺑ ﮏﯾدﺰﻧ ﻢﻫ ﻪﺑ b
؟ﺪﻫد
؟ﺖﺴﯿﭼ ﺎﻄﺧ رﺎﺸﺘﻧا زا رﻮﻈﻨﻣ
ﻪﯿﻀﻗ
: ﺪﯿﻨﮐ ضﺮﻓ و a
ﺐﯾﺮﻘﺗ ﺐﯿﺗﺮﺗ ﻪﺑ b و A
ﺪﻨﺷﺎﺑ B .
ترﻮﺻ ﻦﯾا رد :
Advanced Numerical Methods 28
ﻢﯿﺴﻘﺗ و بﺮﺿ ،ﻖﯾﺮﻔﺗ ،ﻊﻤﺟ ﻞﺻﺎﺣ يﺎﻄﺧ ﻪﺒﺳﺎﺤﻣ
يﺎﻄﺧ ناﺰﯿﻣ ﺪﯿﻨﮐ ضﺮﻓ
و A ﺐﯿﺗﺮﺗ ﻪﺑ B
و ΔA ﺪﺷﺎﺑ ΔB
. ترﻮﺻ ﻦﯾا رد :
( ) ( )
S A B S S A B A B
S A B
= ± → + ∆ = ± + ∆ ± ∆
∆ = ∆ ± ∆
( )( )
M AB M M A A B B
M M AB A B B A A B M A B B A
= → + ∆ = + ∆ + ∆ + ∆ = + ∆ + ∆ + ∆ ∆
∆ = ∆ + ∆ ﻖﯾﺮﻔﺗ و ﻊﻤﺟ
بﺮﺿ
ﯿﺴﻘﺗ
ﻢ A B A 2A B & D A B
D D
B B D A B
∆ − ∆ ∆ ∆ ∆
= →∆ = = −
Advanced Numerical Methods 29
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ )
Truncation Error (
رﻮﻠﯿﺗ ﻪﯿﻀﻗ
ﻊﺑﺎﺗ ﺮﮔا و f
ﻪﻠﺻﺎﻓ رد نآ ﻖﺘﺸﻣ n+1 (a,x)
ﺮﻫ رد ﻊﺑﺎﺗ ﻦﯾا راﺪﻘﻣ ،ﺪﻨﺷﺎﺑ ﻪﺘﺳﻮﯿﭘ زا x
ﺪﯾآ ﯽﻣ ﺖﺳد ﻪﺑ ﺮﯾز ﻪﻄﺑار :
n n
n
R a
n x a f
a a x
a f a x
a f x
a f
a f x
f
+
− +
+
− +
− +
− +
=
)
! ( ) (
...
)
! ( 3
) ) (
! ( 2
) (
"
) )(
( ' )
( )
(
) (
3 )
3 ( 2
هﺪﻧﺎﻤﯿﻗﺎﺑ داد نﺎﺸﻧ ناﻮﺗ ﯽﻣ
(Remainder)
ﺪﯾآ ﯽﻣ ﺖﺳد ﻪﺑ ﺮﯾز ﻪﻄﺑار زا :
ﻪﮐ ﻦﯿﺑ يدﺪﻋ ξ
و a ﺪﺷﺎﺑ ﯽﻣ x .
1 1
) 1 (
) (
) )! (
1 (
)
(
+ ++
− = −
=
n+
n nn
x a O x a
n
R f ξ
Advanced Numerical Methods 30
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ )
Truncation Error (
ﻪﺒﺳﺎﺤﻣ ياﺮﺑ ex
) ﻼﺜﻣ e0.5
(
؟ﻢﯿﻨﮐ هدﺎﻔﺘﺳا ﻪﻠﻤﺟ ﺪﻨﭼ زا
2
3 2
2 3
4
m!
m!
1
1 2!
1 2! 3! m!
n m
m
n m
m
n m
m x
x
x
e x
e x x
x x e
x
x
x
x
=
=
=
= + +
= + + +
= + + + +
∑
∑
∑
)! ...
1 (
... !
! 3
! 1 2
1 3
2 +
+ + +
+ +
+ +
= +
n x n
x x
x x e
n n
x
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ
ﻖﯿﻗد ﻞﺣ
ﯽﺒﯾﺮﻘﺗ ﻞﺣ
648721271 .
5 1
.
0 =
e
Advanced Numerical Methods 31
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ )
Truncation Error (
ﻪﮐ ﯽﻣﺎﮕﻨﻫ دراد ﯽﺘﻗد ﻪﭼ ﺎﻣ ﺐﯾﺮﻘﺗ
؟ﻢﯾﺮﯿﮔ ﯽﻣ ﺮﻈﻧ رد ار ﻪﻠﻤﺟ n+1
1 1
) 1 (
) (
) )! (
1 (
)
(
+ ++
− = −
=
n+
n nn
x a O x a
n
R f ξ
1 1
)!
1 (
] 0
[ )! ;
1 (
+ +
≤ +
+ ∈
=
n x
n
n n
n x R e
, x n x
R e
ξξ
ياﺮﺑ x=0.5
و ﻢﯾراد n=4
:
4 5
5 . 0 5
5 . 0 1
4
4
( 0 . 5 ) 4 . 2935 10
) 120 5
. 0
! ( 5 )!
1 4
(
−
+
= = ≈ ×
≤ + e e
e x R
x
Advanced Numerical Methods 32
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ )
Truncation Error (
ﺎﺑ
هدﺎﻔﺘﺳا زا
ﻂﺴﺑ يﺮﺳ
ﺮﻠﯿﺗ ﻪﺒﺗﺮﻣ
ﺮﻔﺻ ﺎﺗ
4 بﻮﻠﻄﻣ ﺖﺳا
.f(1) )
رد h=1 ﺮﻈﻧ
ﻪﺘﻓﺮﮔ
دﻮﺷ
( )
x 0.1 0.15 0.5 0.25 1.2 .(f = − x4 − x3 − x2 − x + h=Xi+1-Xi
Advanced Numerical Methods 33
ندﺮﮐ ﻊﻄﻗ يﺎﻄﺧ )
Truncation Error (
ﯽﺗﺎﺒﺳﺎﺤﻣ يﺎﻫ مﺎﮔ و تﻼﻤﺟ داﺪﻌﺗ ﺮﯿﺛﺎﺗ
Reduced step size
Errors
....
)
! ( ) 3
! ( ) 2
( )
( )
( )
(
3 2
1 = + = + ′ + ′′ + ′′′ +
+ i i i i i
i h f x
x h f
x f h x
f h
x f x
f
Advanced Numerical Methods 34
ﻞﮐ يدﺪﻋ يﺎﻄﺧ )
Total Numerical Error (
ﻞﮐ يدﺪﻋ يﺎﻄﺧ
: يﺮﺳ ﻊﻄﻗ و ندﺮﮐ دﺮﮔ يﺎﻄﺧ عﻮﻤﺠﻣ