Numerical Methods in Engineering

Numerical Analysis

Numerical Analysis is the study of algorithms that use numerical approximation for the problems of continuous mathematics .

Numerical analysis naturally finds applications in all fields of engineering and the physical sciences,

but in the 21^st century, the life sciences and even the arts have adopted elements of scientific computations. Ordinary differential equations appear in the movement of heavenly bodies; optimization occurs in portfolio management; numerical linear algebra is important for data analysis; stochastic differential equations and Markov chains are essential in simulating living cells for medicine and biology.

Before the advent of modern computers numerical methods often depended on hand interpolation in large printed tables. Since the mid 20th century, computers calculate the required functions instead.