Numerical Methods implemented in Python Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
1. Lagrange Interpolating Polynomial: X 1.0 1.3 1.5 Y 0.841 0.964 0.997
Using Lagrange Polynomial : $$l_k(x)= \prod_{i=0,, i\neq k}^{n} \frac{x-x_i}{x_k-x_i}=\frac{x-x_0}{x_k-x_0} \cdots \frac{x-x_{k-1}}{x_k-x_{k-1}} \frac{x-x_{k+1}}{x_k-x_{k+1}} \cdots \frac{x-x_{n}}{x_k-x_{n}}$$
$$l_2(1.4)=0.9854$$
2. Newton Divided Difference: Using Newton Divided Difference : $$\left[\begin{array}{ccccc} x_0=0 & f[x_0]=1 & & & \cr x_1=2 & f[x_1]=5 & f[x_0,x_1]=\displaystyle\frac{5-1}{2-0} = 2& & \cr x_2=4 & f[x_2]=17 & f[x_1,x_2]=\displaystyle\frac{17-5}{4-2}=6 & f[x_0,x_1,x_2]= \displaystyle\frac{6-2}{4-0}=1 & \end{array}\right]$$
Then
$$\begin{array}{rcl} P_2(x)&=&f[x_0]+f[x_0,x_1]x+f[x_0,x_1,x_2]x(x-2)\\ &=&1+2x+x(x-2)\\ &=&1+x^2 \end{array}$$
$$f^ \prime(x) = \frac{f(x + \Delta x) - f(x)}{\Delta x}$$
$$f^{\prime \prime}(x) = \frac{f(x + 2\Delta x) - 2f(x + \Delta x) + f(x)}{(\Delta x)^2}$$
$$f^ \prime(x) = \frac{f(x) - f(x - \Delta x)}{\Delta x}$$
$$f^ \prime(x) = \frac{f(x + \Delta x) - f(x - \Delta x)}{2\Delta x}$$
$$f^{\prime \prime}(x) = \frac{f(x + \Delta x) + f(x - \Delta x) - 2f(x)}{(\Delta x)^2}$$
$$\int_{a}^b f(x)dx=\frac{h}{2}(f(a)+f(b)+2\sum_{i=0}^{n-1}f(a + ih))$$ Where:
$$h = \frac{b - a}{numberOfSegments}$$
2. Simpson $\frac{1}{3}$ Rule $$\int_{a}^b f(x)dx=\frac{h}{3}(f(x)+f(x_n)+2\sum_{i(even)=0}^{n-2}f(x_i)+4\sum_{i(odd)=0}^{n-1}f(x_i))$$ Where:
$$h = \frac{b - a}{numberOfSegments}$$
3. 2-Points Gauss Quadrature $$\int_{a}^b f(x)dx=\frac{b - a}{2}(f(\frac{b - a}{2} * \frac{1}{\sqrt{3}} + \frac{b + a}{2}) + f(\frac{b - a}{2} * \frac{-1}{\sqrt{3}} + \frac{b + a}{2}))$$
4. MidPoint Rule (One Point Gauss Quadrature) $$\int_{a}^b f(x)dx=(b - a)f(\frac{b + a}{2})$$
Linear Regression ($y = a + bx$ ) $$\begin{bmatrix} \sum_{1}^{n} 1 & \sum_{1}^{n} x_i \\ \sum_{1}^{n} x_i & \sum_{1}^{n} (x_i)^2 \end{bmatrix} \begin{bmatrix} a \\ b \end{bmatrix} = \begin{bmatrix} \sum_{1}^{n} y_i \\ \sum_{1}^{n} x_i y_i \end{bmatrix}$$
1. Euler Method ($y(t0) = y0$ & $f(x_i, y_i) = \frac{dy}{dx}$ ) $$y_{i+1} = y_i + hf(x_i, y_i)$$
2. Taylor Method ($y(t0) = y0$ & $f(x_i, y_i) = \frac{dy}{dx}$ ) $$y_{i+1} = y_i + hf(x_i, y_i) + \frac{h^2}{2}f^\prime(x_i, y_i)$$
3. Runge-Kutta 2nd Order ($y(t0) = y0$ & $f(x_i, y_i) = \frac{dy}{dx}$ ) $$k_1 = f(x_i, y_i)$$
$$k_2 = f(x_i + p_1h, y_i + q_1 k_1 h)$$
$$y_{i+1} = y_i + h(a_1 k_1 + a_2 k_2)$$
Heun: $(a_1 = \frac{1}{2}, a_2 = \frac{1}{2}, p_1 = q_1 = 1)$ Midpoint: $(a_1 = 0, a_2 = 1, p_1 = q_1 = \frac{1}{2})$ Ralston: $(a_1 = \frac{1}{3}, a_2 = \frac{2}{3}, p_1 = q_1 = \frac{3}{4})$ 4. Runge-Kutta 4th Order ($y(t0) = y0$ & $f(x_i, y_i) = \frac{dy}{dx}$ ) $$k_1 = f(x_i, y_i)$$
$$k_2 = f(x_i + \frac{h}{2}, y_i + \frac{k_1 h}{2})$$
$$k_3 = f(x_i + \frac{h}{2}, y_i + \frac{k_2 h}{2})$$
$$k_4 = f(x_i + h, y_i + k_3 h)$$
$$y_{i+1} = y_i + \frac{h}{6}(k_1 + 2k_2 + 2k_3 + k_4)$$
1. Normalized Power Method Let $x_0$ be an initial approximation to the eigenvector. For $k=1,2,3,\ldots$ do Compute $x_k=Ax_{k-1}$ , Normalize $x_k=x_k/|x_k|_\infty$ Stop when tolerance is $t$ $$F(x) = 0$$
$$x = G(x)$$
$$x^{(k)} = G(x^{(k -1)})$$
$$x^{(k)} = G(x^{(k)})$$
$$-F(x^{(k - 1)}) = J(x^{(k - 1)})y^{(k - 1)}$$
$$x^{(k)} = x^{(k - 1)} + y^{(k - 1)}$$
where
$$ J = \begin{bmatrix} \frac{\partial F_1}{\partial x_1} & \frac{\partial F_1}{\partial x_2} & \cdots & \frac{\partial F_1}{\partial x_n} \\ \frac{\partial F_2}{\partial x_1} & \frac{\partial F_2}{\partial x_2} & \cdots & \frac{\partial F_2}{\partial x_n} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial F_m}{\partial x_1} & \frac{\partial F_m}{\partial x_2} & \cdots & \frac{\partial F_m}{\partial x_n} \\ \end{bmatrix} $$
Setting the environment 🛠 1. Make sure python v3.7 or higher is installed: * To get the version Excute: $ python --version Python 3.9.6 if not installed watch the following video
2. Make Sure Git is installed: * To get the version Excute: $ git --version git version 2.28.0.windows.1 if not installed watch the following video
3. Execute the following commands in your terminal after changing your directory to the desired path $ mkdir Numerical-Methods $ python -m venv venv` ` ` For Windows Users:
$ venv\Scripts\activate.bat For Linux Users:
$ source venv/bin/activate Then
$ git clone https://github.com/michaelehab/Numerical-Methods && cd Numerical-Methods $ pip install -r requirements.txt