
Compare forward, backward, and centered finite difference methods in VBA for the first derivative of f(x) = log x + x^2, and analyze how step size affects accuracy.
Discover Simpson's 1/3 rule for numerical integration, using second-order polynomials and Newton interpolation to accurately compute the area under the curve, and compare it with the trapezoidal rule.
Explore Heun's, Midpoint, and Ralston methods for solving differential equations, using start-to-end averages, Midpoint derivatives, and weighted averages to improve accuracy.
Compare the secant method and Newton-Raphson as open methods, using backward finite difference and Taylor series to approximate derivatives and evaluate iteration accuracy.
Explore optimization fundamentals: identify minima, maxima, saddles, and local versus global optima, apply the second derivative test and contour lines, and graph 2-D functions in Excel.
Apply Newton-Raphson to turn optimization into root finding, solve f'(x)=0 to locate optima, and use the second derivative test to classify minima or maxima.
Explore how gradient descent turns 2-D optimization into 1-D line searches along a gradient direction, incorporating Newton-Raphson ideas, then convert back to x,y until reaching the valley bottom.
Explore solving linear systems with the Gauss-Jordan method by forward elimination, backward elimination, and normalization to convert the augmented matrix to an identity matrix, yielding the solution on the right.
Apply linearization to fit power, exponential, and saturation growth trends by transforming them into linear forms and performing regression; extract A and B and assess with R-squared.
Explore cubic spline interpolation to fit a separate cubic on each interval between data points, using second derivatives and a tri-diagonal system solved by the Thomas algorithm.
Numerical modeling is a very powerful branch of mathematics. It is capable to solve very complex problems using very simple techniques.
It is a branch that can differentiate and integral without the need to use any of the sometimes complex differentiation and integration rules. It can create best fit models with just knowing a data set. It can create functions where the only thing we know is its derivative and a condition. And best of all, it can generate approximations that have such a low percentage error that they are as good as the true value.
But...
There is a limitation to numerical methods. They depend of iterative calculations. If for example you want an approximation with a low error, for example 0.001%, this will require a large amount of calculations which can be sometimes impossible to do by hand not to mention tedious. This is where programming comes in.
In this course I will walk you through not only the workings of each technique but a step by step process on how to program each of these techniques and preform hundreds if not thousands of calculations with a click of a button using one of the most powerful softwares created, EXCEL. And I'll be using excel's inbuilt programming language, VBA.
The great thing about programming languages is they all follow the same programming structure, sequence, repetition and decision making. Meaning, if you know one language you can learn another very easily by just knowing how these structures are defined in the new language.
In this course you'll have a very good grasp of these structure so if you decide to learn another language afterwards it will be very easy.
This project was a means for me to give back and contribute. I hope you find some value in this course.
Thank you and Enjoy!!