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VEL TECH VEL TECH MULTI TECH VEL TECH HIGH TECH
UNIT – I
SOLUTION OF EQUATION AND EVEN VALUE PROBLEM
PART – A
1. Write the properties of equation?
(i) If f(a) and f(b) have opposite signs then one root of f(x) = 0 lies between a and b.
(ii) Every equation of an odd degree has at least one real root whose sign is opposite to that of
its last term.
(iii) Every equation of an even degree with last term negative has at least a pair of real roots one
positive and other negative.
2. Write the formula for false position (or) Regula falsi method.
a f(b)  bf(a)
x
f(b)  f(a)
3. Define order of convergence.
Let x0, x1… Xn…. Be a sequence which converge to a number, and set en =  - xn. If there
en1
exists a number p and a constant C  0 such that lim  C , then P is called the order of
n en p
convergence and C is known as the asymptotic error constant of the sequence.
4. Write the short notes of linear algebraic equations?
A system of m linear equation in n unknowns

x1, x2, x3 , …..xn is a set of equations of the form.
a11 x1 + a12 x2 +……….. + a1n xn = b1
a21 x1 + a22 x2 + ………. + a2n xn = b2
.
.
am1 x1 +am2 x2 +..……….+ amn xn = bm
Where the co efficient of x1 x2 ... xn and b1 b2 …. bm are constants. Then the above system can be
written as Ax = B
1
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Where
 a11 a12 a13 ... a1n   x1   b1 
     
A   a21 a22 a23 ... a2 n  , X   x2  , B   b2 
a ... amn  x  b 
 m1 a m2 am 3  n  n
5. Consider the following linear system?
2x1 + 3x2 – x3 = 5
- 2x2 – x3 = -7
-5x3 = -15, find x1,x2 ,x3 ?
solution:
b3
From the last equation x 3 
a33
15
 3
5
from the sec ond equation
b2  a23 x 3 7  3
x2   2
a22 2
Hence the first equation
b1  a12 x 2 5  3.2  3
x1   1
a11 2
6. Write the procedure to find Eigen value?
Let A be any square matrix of order n. Then for any Scalar  we can form the matrix A - I.
where I is the nth order unit matrix. The determinant of the matrix equal to zero is called
characteristic equation. This polynomial of degree n in x having n root for say 1 2 …. n These
values are called eigen values of the given matrix A.
7. Define latent or eigen vector?
First find out eigen values. For these eigen values, the system of equation (A - I) X = 0 has
 x1 
 
x
a non – trivial solution for the vector X   2  is called eigen vector of the corresponding eigen
. 
 
 xn 
values.
2
8. When the method of iteration will be useful?
Method of iteration will be useful if the coefficient matrix of the given system of equation is
diagonally dominant.
9. Gauss – seidal method is better than Gauss Jacobi method why?
In Gauss seidal method the latest values of unknowns at each stage of iteration are used in
proceeding to the next stage of iteration. Hence the convergence in Gauss – seidal method is more
rapid than Gauss – Jacobi method.
10. Explain Regulafalsi method of getting a root.
Let f(x) = 0 be the given equation.
(i) Find two number a and b such that f(a) and f(b) are of different signs. Then the root lies
between a and b.
(ii) The first approximation to the root is given by
af(b)  bf(a)
x1 
ba
(iii) If f(x1) and f(a) are of opposite signs, then the actual root lies between x 1 and a. Now
replacing b by x1 and keeping a as it is we get the next closer approximation x 2 to the actual
root.
(iv) This procedure is repeated till the root is found to be desired degree of accuracy.
11. Explain Gauss Seidal method to solve a system of simultaneous equation.
Let the rearranged form of a given set of equation be

1
x   d1  b1y  c1z 
a1
1
y  d2  a2 x  c 2 z 
b2
1
z  d3  a3 x  b3 y 
c3
We start with the initial values y(0), z(0) for y and z get x(1) from x(1) 
1
a1

d1  b1y (0)  c1z(0) 
3
12. State a condition for Gauss – Jacobi method of converges.
Let the given equation be

a1x  b1y  c1z  d1
a2 x  b2 y  c 2 z  d2
a3 x  b3 y  c 3 z  d3
The sufficient condition is

a1  b1  c1
b2  a2  c 2
c 3  a3  b3
13. What are the elementary transforms?
(i) Interchange the ith and jth row (column)

(ii) Multiply all the elements in the ith row by a number k.
(iii) Adding the elements in the ith row to the corresponding elements in the jth row multiply by
a constant k.
14. Write a sufficient condition for Gauss – seidal method to converge.
Gauss seidal method to converge quickly if the co – efficient matrix must be diagonally
dominates.
15. Derive Newton’s algorithm for finding the Pth root of a Number N.
Solution:
The Pth root of the a positive number N is the root of the equation.
xp  N  0
f(x)  x p  N
f 1(x)  px p 1
4
By Newton' salgorithm
f(x)
xk  1 
f '(x)
 xP  N 
xk   k p 1   1
 Px k 
Px p  xPk  N
 k
Px kp 1
(p  1)xPk  N

Px pk 1
16. Derive Newton Raphson formula to find the cube root of a positive number k.
Solution:
To find the cubes root of a positive number k.
x  3k
f(x)  x 3  k  0
f 1(x)  3x 2
xn3  k
xn1  xn 
3xn2
1 k 
 2xn  2 
3 xn 
17. Locate the negative root of x3 – 2x + 5 = 0 approximately.
Solution:
f(x)  x 3  2x  5  0
f( 1)  1  2  5   ve
f( 2)  8  4  5   ve  1
f( 3)  27  6  5   ve
Root lies between -2 & -3 and closer than to - 2 since
f( 2)  f( 3)
5
18. Explain Gauss – elimination method to solve Ax = B?
Solution:
In this method the given system is transformed into an equivalent system with upper –
triangular co efficient matrix i.e. a matrix in which all elements below the diagonal elements are
zero which can be solved by back substitution.
19. Explain briefly Gauss – Jordan iteration to solve simultaneous equations.
In this method, the co efficient matrix is reduced to a diagonal matrix (or even a unit
matrix) rather than a triangular matrix as in the Gausian method. Here the elimination of the
unknowns is done not only in the equations below, but also in the equations above the leading
diagonal. Here we get the solutions without using the back substitutions method.
20. Show that Newtons – Raphson – formula to find a or N can be expressed in the form xn+1
1 a 
=  xn   n = 0, 1, 2, …..
2 xn 
Solution:
Let
2
x  a, x a  0
2
f(x)  x a
1
f (x)  2x
f ( xn )
x n 1  x n 
1
f ( xn )
2
xn  a
 xn 
2 xn
2
xn  a  a  1
  xn   2
2 xn  xn 
21. Evaluate 12 applying Newton formula.
Solution:
Let x = 12
x2= 12  x2 – 12 = 0
f(x) = x2 – 12
f(3) = -ve,
6
f(4) = +ve
take x0 = 3
f(x 0 ) f(3)
 x1  x 0  1
3 1  3.5
f (x 0 ) f (3)
f(x1 ) (3.5)2  12
x 2  x1   3.5   3.464
f 1(x1 ) 2(3.5)
The root is 3.464
22. Establish an iteration formula to find the reciprocal of a positive number N by Newton
Raphson method.
Solution:
1
x
N
1 1
N   N  0
x x
1
Let  N  0
x
1
f(x)   N
x
1
f 1(x) 
x2
by Newton' s formula
f(x )
xn1  xn  1 n
f (x n )
 1 
 N
x
xn1  xn   n 
 1 
 x2 
 n 
 1 
 xn    N  x 2
 xn 
 xn  xn  x 2nN
 xn  2  N xn 
23. Give the name of any two iteration methods in Numerical methods.
7
(i) Gauss – seidal methods

(ii) Jacobi’s method
24. By Gauss elimination solve

y+x =2
2y + 3x = 5
Solution:
 1 1 2
 A, B   
2 3 5 
 1 1 2
R2  R2  2R1  
 0 1 1
x 1
y x  2 y 1
25. Write the condition’s at in Newton’s formula;
 
2
f(x).f 11(x)  f 1(x)
26. What is the order of converges in Newton Raphsons method.
Solution:
Newton – Raphson process has a second – order convergence.
27. Can you find a real root of the equation cosx = 3x -1 correct to 3 decimal places by using
iteration method.
Solution:
Yes It is possible to find the real root of the given equation.
28. Find the square root of 8. (by Newton – Raphson).

8
Solution:
Given N = 8 Clearly 2  8  3 taking x 0  2.5 we get

1 N  1 8 
x1   x 0    2.5   2.85
2 x0  2  2.5 
1 N 1 8 
x 2   x1    2.85   2.8285
2 x1  2  2.85 
1 N  1 8 
x3   x 2    2.828   2.8284
2 x2  2  2.828 
1 N  1 8 
x 4   x 3    2.8284   2.8284
2 x3  2  2.8284 
 8  2.8284
29. By applying Newton’s method twice, find the real root near 2 of the equation x4 – 12x + 7 = 0
Solution:
Let f(x) = x4 – 12x + 7

f(x) = 4x3 – 12
Put x0 = 2, f(x0) = -1
f(x0) = 20
f(x ) ( 1) 41
x1  x 0  1 0  2    2.05
f (x 0 ) 20 20
f(x1 ) (2.05)4  12(2.05)  1
x 2  x1   2.05 
f 1(x1 ) 4(2.05)3  12
 2.6706
The root of the equation 2.6706.
30. Find the approximately value of the root of equation x3 + x - 1 = 0 near x = 1, by the method of
false using the formula twice.
Solution:
f(x)  x 3  x  1
f(0.5)  0.675, f(1)  1
9
Hence theroot liesbetween 0.5 & 1

a  0.5, b  1
a f(b)  b f(a)
x0   0.64
f(b)  f(a)
f(0.64)  0.097a  0
Theroot lies between0.64 & 1
(0.64)  (1)( 0.0979)
x1   0.672
1  ( 0.0979)
31. Compare Gauss elimination and Gauss seidel methods
(i) Gauss elimination method has only a finite number of computation, since it is a direct
method.
(ii) Gauss seidel iteration method convergers only when the system is diagonally
dominant.
(iii) Iteration method is a self-correcting method. Errors made at any step in the
computation are corrected in the subsequent iteration.
32. How to reduce the number of iterations while finding the root of an equation by regular
flair method.
The number of iterations to get a good approximation to the real root can be reduced, if we
start with a smaller interval for the root.
33. When should we not use Newton – Raphson method?
If x1 is the exact root and x0 is its approximate value of the equation f(x) =0. We know that
f (x )
x1 = x0 - 1 0
f ( x0 )
f (x )
If f1(x0) is small, the error 1 0 will be large and the computation of the root by this
f ( x0 )
method will be a slow process.
Hence the method should not be used in case where the graph of the functions when it
crosses the x axis is nearly horizontal.
34. What are the merits of Newton’s method of iteration?
Newton’s method is successfully used to improve the result obtained by other methods. It
is applicable to the solution of equations involving algebraical functions as well as transcendental
functions.
10
35. What is the order of convergence for fixed point iteration?
The convergence is linear and the convergence is of order one.
36. Explain the term “pivot elements”
Solution:
 a11 a12 ..... a1n b1 
 
 a21 a 22 .....a 2n b8 
In an Augmented matrix  ............. 
 
 ............. 
 a a .....a b 
 n1 n2 nn n 
The elements a11, a22,…….ann which have been assumed to be non-zero are called pivot
elements.
37. Compare Gaussian elimination method and Gauss-Jordan method.
Gauss elimination Gauss Jordan

1. Coefficient matrix is Coefficient matrix is
transformed into upper transformed into
triangular matrix. diagonal matrix
2. Direct method
3. We obtain the solutions Direct method
by bank substitution No need of back
method. substitution method.
38. Compare Gauss Jacobi and Gauss seidel methods.
Gauss Jacobi Gauss seidel

1. Convergence rate is slow The rate of convergence of Gauss. seidel
method roughly twice that of Gauss-Jacobi
2. Indirect method Indirect method
3. Condition for con Condition for convergence is the coefficient
vergence is the coefficient matrix is diagonally dominant.
matrix is diagonally
dominant.
11
39. Distinguish between Direct and iterative methods of solving simultaneous equations.
Direct methods involve a certain amount of fixed computation and they are exact solutions.
Iterative or indirect methods are those in which the solution is got by successive
approximations. But the method of iteration is not applicable to all systems of equations.
40. What is the criterion for the convergence of Newton-Raphson method? (May/June 2007)
The Newton – Raphson formula is
f  xn 
x n 1 x n    x n   ray 
f '  xn 
Hence the equation is x    x   x n , x n+1 are values of x 
f x
Where   x   x 
f ' x
The sequence x1, x2,…………converges to the exact value if   x   1.
 f '  x  f  x  f "  x 
2
ie) 1  1
 f '  x 
2
f x  f " x

ie 2 1
f ' x
ie f  x  f "  x    f '  x 
2
This is the criterion for the convergence.
41. Write down the condition for the convergence of Gauss-seidal iteration scheme. (May/June
2007).
The method of iteration will converge if in each equation of the given system, the absolute
value of the largest coefficient is greater than the sum of the absolute values of all the remaining
coefficients.
12
42. If f(x)=0 has root between x=a and r=b, then write the first approximate root by the method
of false position, (May/June 2006).
Solution:
af  b  bf  a 
x1 
f  b  f a 
43. State the following statement is ‘true or false’ and justify. “The convergence in the Gauss
seidal method is thrice as fast as in jacobi’s method”. (May/June 2006).
The rate of convergence in Gauss-seidal method is roughly two times that of Gauss –Jacobi
method.
As the current values of the unknowns at each stage of iteration are used in getting the
values of unknowns, the convergence in Gauss-seidal method is very fast when compared to
Gauss-Jacobi method.
44. State the principle used in Gauss-Jordon method. (April/May 2005)
In this method, the coefficient matrix A of the system AX=B in brought to a diagonal matrix
or unit matrix by making the matrix A not only upper triangular but also lower triangular by
making all elements above the leading diagonal of a also as Zeros.
45. What type of eigen value can be obtained using power method? (April/May 2004)
Power method is used to determined “dominant” (numerically largest) eigen value and the
corresponding eigen vector of a matrix.
1 2
46. Find the dominant eigen value of A    by power method (Nov/Dec 2004).
 3 4
 1
Let x 0    be the initial eigenvector.
 1
 1 2   1  3   3 7   0.4286 
x1  Ax 0             7 
 3 4   1   7   1   1 
13
1 2   0.4286   2.4286   0.4595 

x 2 Ax1         5.2858  
3 4   1   5.2858   1 
1 2   0.4595   2.4595   0.4573 
x 3 Ax 2     5.3787
3 4   1   5.3787   1 
 
1 2   0.4573   2.4573   0.4573 
x 4 Ax 3         5.3718  
3 4   1   5.3718   1 
1 2   0.4575   2.4575   0.4574 
x 5 Ax 4     5.3723
3 4   1   5.3723   1 
 
 1 2   0.4574   2.4574   0.4574 
x 6 Ax 5         5.3723  
 3 4   1   5.3723   1 
eigen value 1  5.3723
47. Why Gauss seidel iteration is a method of successive corrections? (Apr / May 2008).
We replace approximations by corresponding new ones as soon the latter have been
completed.
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PART – B
1. Use the iteration method to find a root of the equation x = ½ + sin x?
Solution:
Let f(x) = sin x – x + ½

f(1) = sin 1 – 1 + ½ = 0.84 – 0.5 = +ve
f(2) = sin 2 – 2 + ½ = 0.9.9 – 1.5 = -ve.
A root lies between 1 and 2. The given equation can be written as

x = sin x + ½ = (x)
 (x)  cos x  1 in (1,2)
1
Hence the iteration method can be applied. Le the approximation be x0 = 1.
The successive approximation are as follows:
x1=  (x0) = sin 1 + ½ = 0.8414 + 0.5 = 1.3414

x2=  (x1) = sin (1.3414) + ½ = 0.9738 + 0.5 = 1.4738
x3=  (x2) = sin (1.4738) + ½ = 0.9952 + 0.5 = 1.4952
x4=  (x3) = sin (1.4952) + ½ = 0.9971 + 0.5 = 1.4971
x5=  (x4) = sin (1.4971) + ½ = 0.9972 + 0.5 = 1.4972
Since x4 and x5 are almost equal the required root is 1.497.
2. If an approximate root of the equation x ( l- logx) = 0.5 lies between 0.1 and 0.2 find the value
of the root correct to three decimal places.
Solution:
Given f(x) = x( 1- log x) -0.5
f1(x) = (1- logx) + x  1

 
 x
= - log x
f(0.1) = 0.1 [1-log (0.1)] – 0.5 = 0.1697 (-ve)
f(0.2) = 0.2 [1-log (0.2)] – 0.5 = 0.02188 (+ve)

x0 = 0.9
15
f(x 0 )
x1  x 0 
f 1(x 0 )
0.2(1  log(0.2)  0.5
 0.2 
 log(0.2)
0.02188
 0.2   0.1864
1.6094
f(x1 )
x 2  x1 
f 1(x1 )
0.1864(1  log(0.1864)  0.5
 0.1864 
 log(0.1864)
0.0004666
 0.1864   0.1866
1.6799
f(x 2 )
x 3  x1 
f 1(x 2 )
0.1866(1  log (0.1866)  0.5
 0.1866 
 log(0.1866)
 0.1866
Hence the approximate root is 0.1866.
3. Find the root between (2, 3) of x3 – 2x – 5 = 0 by regula falsi method
Solution:
Given f(x) = x3 – 2x – 5
f(2) = 8 – 4 -5 = -1
f(3) = 27 – 6 -5 = 16
Let us take a = 2, b = 3
The first approximation to the root is x1 and is given by

af  b   bf  a  2f  3   3f  2 
x1  
f b   f  a  f 3   f 2
2  16-3  -1
=  2.058
16   1
f  2.058    2.058   2  2.058   5
3
=-0.4
16
The root lies between 2.058 and 3

Taking a = 2.058 and b = 3 we have the second approximation to the root given by
a f(b)  b f(a)
x2 
f(b)  f(a)

 2.058   16  3( 0.4)
16  ( 0.4)
 2.081
f (2.081)  (2.081)3  2  2.081  5
 0.15

Take a = 2.081, b = 3
The third approximation to the root is given by
a f(b)  b f(a)
x3 
f(b)  f(a)
2.081 16  3( 0.15)

16  ( 0.15)
 2.089
Now
f (2.089)  (2.089)3  2  2.089   5
 0.062

Take a = 2.089, b = 3
2.089  16  3( 0.062)
x1 
16  ( 0.062)
 2.093
The required root is 2.09
4. Find the approximate root of xex = 3 by Newton’s Raphson method correct to three decimal
places.
Solution:
Given f(x) = xex – 3
f1(x) = xex + ex
17
f(1) = 1e-1 – 3 = 2.7182 – 3 = - 0.2817 (-ve)
f(1.5) = 1.5e1.5 – 3 = 3.7223 (+ve)
Here f(1) is –ve (Negative) and f(1.5) is +ve (positive). Therefore the root lies between 1 and
1.5. Since the magnitude of f(1) < f(1.5) we can take the initial approximate x0 = 1.
The first approximation is

f(x )
x1  x 0 1 0
f (x 0 )
0.2817
 1  1.0518
5.4363
The second approximation
f(x1 )
x 2  x1 
f 1(x1 )
0.0111
 1.0518 
5.8739
 1.0499
The third approximation is

f(x )
x3  x2  1 2
f (x 2 )
1.0499 e1.0499  3
 1.0499 
1.0499 e1.0499  e1.04999
 1.0499
Hence the root of xex is 1.0499
5. Solve the following system by Gaussian elimination method

x1 - x 2 + x 3 = 1
-3x1 + 2x 2 - 3x 3 = -6
2x1 - 5x 2 + 4x 3 = 5
Solution:
18
Write the given system as in the matrix form
 1 1 1 1 
 
 3 2 3 6 
 2 5 4 5 
 
From the first column with non – zero component select the component with the large
absolute value this component is called the pivot.
 1 1 1 1 
 
  3 2 3  6 
 2 5 4 5 
 
Rearrange the row to move the pivot to the top eg.

First column. Here we interchange the first and second row.
 3 2  3  6
 
  1 1 1 1
 2 5 4 5 

Make the pivot as 1, by dividing the first row by the pivet.
 1  2 3 1 2 
 
= 1 1 1 1
 2 5 4 5 

 1 2 3 1 2
  R2  R2  R1
 0  1 3 0 1
 0 R3  R3  2R1
  11 3 2 1 
Delete the first row and first column and perform turn the above procedure.
 1 2 3 1 2 
 
  0  1 3 0 1  New pivot
 0  11 3 2 1 
 
 1 2 3 1 2 
 
  0 11 3 2 1  R 2  R3
 0  1 3 0 1

19
 1 2 3 1 2 
  3
 0 1  6 11  3 11  R 2  R 2 
 0 11
 0  2 11  12 11
1
R3  R3  R2
11
Delete first two row’s and first two columns
 1 2 3 1 2
 
 0 1  6 11  3 11 
  2 11  12 11
 0 0
 1 2 3 1 2 
 
 0 1  6 11  3 11
 6 
 0 0 1
x 3  6 x 2  6 11 x 3  3 11
x2  3
x1  2 3 x 2  x 3  2  x1  2
6. Using the Gauss – Jordan method solve the following equation.

10x + y + z = 12
2x + 10y +z = 13
x + y + 5z = 7
Solution:
 10 1 1 12 
 
Step 1   2 10 1 13 
1 1 5 7 

 1 1 
1 10 10
12 10 
  R
Step 2   2 10 1 13  R1  1
1 10
1 5 7 
 
 
20
 1 1 
 1 10 10
12 10 
 
106  R2  R2  2R1
Step 3   0
49 4
 5 5 10  R3  R3  R1
 
0 9 49 58 
 10 
 10 10
 1 1 
 1 10 10
12 10 
 
Step 4   0 1
4 53  49
R2  R2 
 49 49  5
 
0 9 49 58 
 10 
 10 10
 1 0 0.0918 1.0918 
 
 4 53  R3  R3  9 10R 2
Step 5  0 1
 49 49  R1  R1  1 10R 2
 0 0 4.8265 4.8265 
 
 1 0 0.0918 1.0918 
 
4 53 
Step 6   0 1 R 2  R3  4.8265
 49 49 
0 0 1 1 

 1 0 0 1
  R  R2  0.0918R3
Step 7   0 1 0 1 2
 0 0 1 1 R2  R2  4 49R3
 
The matrix finally reduced to the form

 1 0 0   x   1
    
 0 1 0   y    1
 0 0 1   z   1
    
x  y  z 1
7. Solve the following equation using Jacobi iteration method:-
20x + y – 2z = 17
3x + 20y – z = - 18
2x – 3y + 20z = 25
Solution:
21
The above equation can be written as

1
x 17  y  2z 
20
1
y  18  3x  z 
20
1
z  25  2x  3y 
20
First approximation =
1
x1  17  y0  2z0 
20
1
y1   18  3x0  z0 
20
1
z1   25  2x0  3y0 
20
Put x0 = y0 = z0 = 0  x1 = 0.85, y1 = - 0.9, z1 = 1.25
Second approximation
1
x2  17  y1  2z1 
20
1
y2   18  3x1  z1 
20
1
z2   25  2x1  3y1 
20
x1 = 0.85, y1 = - 0.9, z1 = 1.25 we get

x2 = 1.02
y2 = - 0.965
z2 = 1.1515
Third approximation
22
1
x3  17  y 2  2z2 
20
1
y3   18  3x 2  z2 
20
1
z3   25  2x 2  3y 2 
20
x 2  1.02, y 2  0.965, z 2  1.1515 we get
x 3  1.0134, y 3  0.9954, z3  1.0032

1
x4  17  y3  2z3 
20
1
y4   18  3x3  z3 
20
1
z4   25  2x3  3y3 
20
x 3  1.0134, y 3  0.9954, z3  1.0032 we get
x 4  1.009, y 4  1.0018, z 4  0.9993
Fifth approximation
1
x5  17  y 4  2z 4 
20
1
y5   18  3x 4  z 4 
20
1
z5   25  2x 4  3y 4 
20
x 4  1.009, y 4  1.0018, z 4  0.994 we get
x 5  1, y 5  1.0002, z5  0.9996
 x  1, y  1, z  1
8. Solve by Gauss – seidal method of iteration the equation.

10x1 + x2 + x3 = 12
2x1 + 10x2 + x3 = 13
2x1 +2x2 + 10x3 = 14
Solution:
From the above equation
23
1
x1  12  x 2  x3 
10
1
x2  13  2x1  x3 
10
1
x3  14  2x1  2x 2 
10
Put x 2  x 3  0 we get x1  1.2, i.e x1(1)  1.2
1 10.6
Put x 2  
1
10
13  2.4  0  
10
 1.06
x1(1)  1.2 x (1)

2  1.06
1
3 
x(1)
10
14  2.4  2.12  0.948
1
x1(2)  12  1.06  0.948   0.992
10
x(2)
2 
1
10
13  2  0.9992   0.948   1.00536
x(2)
3 
1
10
14  2  0.9992   2 1.00536    0.999098
Thus the iteration process is continued.
i x1(i) x (i)
2 x (i)
3
0 1.2000 0.000 0.000

1 1.2000 1.0600 0.9480
2 0.9992 1.0054 0.9991
3 0.9996 1.001 1.001
4 1.0000 1.0000 1.00
5 1.000 1.000 1.000
The exact values of the roots are
X1 = 1, x2 = 1, x3 = 1.
 2 1 1
 
9. Find the inverse of the matrix  3 2 3  using Gauss Jordan method.
 1 4 9
 
Solution:
 2 1 1
 
Let A   3 2 3 
 1 4 9
 
24
 x11 x12 x13 

 
X   x 21 222 x 33 
x x 33 
 31 x 32
Ax = I
2 1 1 1 0 0
 
Step 1   3 2 3 0 1 0 
 1 4 9 0 0 1
 
 
2 1 1 1 0 0 3
  R2  R2  R1
1 3 3
Step 2   0 1 0
2
 2 2 2  1
  R3  R3  R1
7 17 1 2
0 0 1
 2 2 2 
2 1 1 1 0 0
 
1 3 3
Step 3   0 1 0  R3  R3  7R 2
 2 2 2 
 0 0 2 10 7 1 

 2 0 0 6 5 1
 
1 17 3 1
Step 4   0 0 6 R1  R1  R3
 2 4 4 2
 0 0 2 10 7 1

 2 0 0 6 5 1
 
1 17 3
Step 5   0 0 6 R1  R1  2R 2
 2 4 4
 0 0 2 10 7 1 

 5 1 
 1 0 0 3 2 2  R1  R 1
  2
17
Step 6   0 1 0 12
3 
R2  R2 x 2
 2 2
  R  R3   Y2 
 0 0 1 5 7 1 3
 2 
 2
Hence the inverse of the given matrix

25
 5 1 
 3 2 2
 
 12 17 3 
 2 2
 
 5 7 1 
 2 
 2
 4 5 
10. Using power method to find the dominanteigenvalues and eigen vector of A   .
 1 2
Solution:
 1
Let the initial even vector x 0   
 1
 1
 4 5   1  9   
Now x1  Ax 0          9  1   9x i
 1 2   1  3   
 3 
 5   7 
 1   4   
 4 5    3 3 
x 2  Ax i    1      
 1 2     1  2   1 
 3     
 3   3 
 2.333 
 
 0.333 
 1 
 2.333  0.333 
 
 2.333 
 2.333 x12
 4 5   1   3.285 
x 3  Ax12      
 1 2   0.143   0.314 
 1 
 3.285  0.714 
 
 3.285 
 3.285 x13
 4 5   1   2.915 
x 4  Ax13      
 1 2   0.217   0.566 
26
 1 
 2.915  
 0.194 
 2.915 x14
 4 5   1   3.030 
x 5  Ax14      
 1 2   0.194   0.612 
 1 
 3.03  
 0.202 
 3.03 x15
 4 5   1   2.99 
x 6  Ax15      
 1 2   0.202   0.596 
 1 
 2.99  
 0.199 
 2.99 x16
 4 5   1   3.005 
x 7  Ax16      
 1 2   0.199   0.602 
 1 
 3.005  
 0.200 
 3.005 U
 1 
U 
 0.200 
The determine eigen vector (1, -0.2).

To find dominantevenvalue we have to solve
Au = , u for 1 where U = (1, -0.2)

 4 5   1   1 
    1  
 1 2   0.2   0.2 
 3   1 
  
 1.6   0.21 
 1   3
27
11. Using Newton raphson method to find correct to four decimals the root between 0 and 1 of
the equation x3 – 6x + 4 = 0.
Solution:
Given f (x) = x3 – 6x + 4
f (0) = 4, f (1) = -1
f (0) f (1) = 4 (-1) < 0
the root of f (x) = 0 lies between 0 and 1 the value of the root is near to 1. Let x 0 = 0.7 an
approximate
f(x)  x 3  6x  4, f 1(x)  3x 2  6
f(0)  x 30  6x 0  4, f 1(x 0 )  3x 02  6
f(0  7)   0.7   6  0.7   4  0.143
3
f 1(0.7)  3  0.7   6  4.53

2
Then by Newton’s iteration formula we get
f(x)
x1  x 0 
f  x0 
1
 0.7316
f  x1   0.0019805
f 1  x1   3   0.7316   6  4.394
2
The second approximate
f(x1 )
x 2  x1 
f 1  x2 
0.0019805
 0.7316 
4.39428
 0.73250699
 0.7321
the root of the equation = 0.7321
28
12. Find, by power method, the largest eigen value and the eigen vector of the matrix
 25 1 2 
1 3 0  May / June' 07 , Apr / May 2008 .
   
 2 0 4 
1 
 
Let x 0   0  be an arbitrary initial eigen vector.
0
 
 25 1 2   1   25  1 
      
x1  A x0   1 3 0   0    1   25  0.04 
 2 0 40  2   0.08 
      
 25 1 2   1   25.2  1 
      
x 2  Ax1   1 3 0   0.04    1.12   25.2  0.0444 
 2 0 4   0.08   1.68   0.0667 
      
 25 1 2   1   25.1778  1 
      
x 3  Ax 2   1 3 0   0.0444    1.1332   25.1778  0.0450 
 2 0 4   0.0667   1.7337   0.0688 
      
 25 1 2   1   25.1826  1 
      
x 4  Ax 3   1 3 0   0.0450    1.135   25.1826  0.0451 
 2 0 4   0.0688   1.7248   0.0685 
      
 25 1 2   1   25.1826  1 
      
x 5  Ax 4   1 3 0   0.0451    1.135   25.1826  0.0451 
 2 0 4   0.0685   1.7248   0.0685 
      
 1 = 25.1821 and the corresponding
1 
 
eigen vector in  0.0451 
 0.0685 
 
13. Solve for a positive root of x-cosx=0 by regula Falsi method. (Apr/May 2008).
Solution:
Let f(x) = x-cosx
f  10   1   ve, f  1  1  cos1  0.459698   ve
 a root lies between 0 and 1
0xf  1  1f  0  1
 x1  
f  1  f  0  1.459688
 0.685078
29
f  0.685078   0.685078  cos  0.685078 

 0.089292.
0.685078f  1  1  f  0.685078 
x2 
f  1  f  0.685078 
0.404221
  0.736299
0.548990
f  x 2   0.736299  cos  0.736299 
 0.004660
 The root lies between 0.736299 and 1
0.736299  0.459698  1   0.004660 

x3 
0.459698  0.004660
 0.738945
f  0.738945   0.000235
 The root lies between 0.738945 and 1
X4 = 0.739079
The root is 0.7391 correct to 4 decimal places.
14. Find the root between 1 and 2 of 2x 3  3x  6  0 by Newton-Rapson method correct to five
decimal places. (Apr/May 2008).
Solution:
Let f  x  2x 3  3x  6
f '  x   6x 2  3
f  1  7   ve
f  2   4   ve
 a root lies between 1 and 2.
Take x0 = 2
30
f  x0 
 x1  x 0   1.809524
f '  x0 
f  x1 
x 2  x1 
f '  x1 
f  1.809524 
 1.809524 
f '  1.809524 
 1.784200
f  1.784200 
x 3  1.784200 
f '  1.784200 
x 3  1.783769
x 4  1.783769
 The better approximate root is 1.783769
15. Find the sixth term of the sequence 8, 12, 19, 29, 42 (Apr/May 2008).
Solution:
x y y 2y 3y
0 8
1 12 4 3
2 19 7 3 0
3 29 10 3 0
4 42 13
5
6th term = y 5  E 5 y 0   1    y 0
 y 0  5y 0  10 2 y 0  10 3 y 0  .......
 8  5  4   10  3   10  0   ........
 58
16. From the following table of half-yearly premium for policies maturing at different ages.
Estimate the premium for polices maturing at age 46 and 63.
Age x: 45 50 55 60 65
Premium y: 114.84 96.16 83.32 74.48 68.48
Apr/May 2008.
Solution:
To find y(46), we use forward interpolation formula, which to get y(63), we use Newtons
backward difference interpolation formula.
The values of x are equally spaced h = 5
31
x y y  2y  3y  4y
45 114.84
50 96.16 -18.68
55 83.32 -12.84 5.84
60 74.48 -8.84 4.00 -1.84 0.68
65 68.48 -6.00 2.84 -1.16
x  x 0 46  45 1
u  
h 5 5
u  u  1 2 u  u  1 u  2  3
y  46   y 0  uy 0   y0   y 0  ...
2 6
 1   4   1   4   9   1   4   9   14 
1               
 5  5   5  5  5   5   5   5   5 
 114.84   18.68    5.84    1.84    0.68 
5 2 6 24
y  46   110.52568
x  x n 63  65 2
v  
h 5 5
v  v  1 2
y  63   y x  vy x   y x  ...
2
 2   3   2   3   8   2   3   8   13 
2               
5 5 5 5 5 5 5 5 5
 68.48     6.0        2.48          1.16            0.68 
 5  2 6 24
 70.585152
17. From the divided difference table for the following data:
x -2 0 3 5 7 8
Y=f(x) -792 108 -72 48 -144 -252
x y y  2y  3y  4y
-2
0 108
3 -72 -60
5 48 60 24 18 -3
7 -144 -96 -39 -9 2
8 -252 -108 -4 7
32
UNIT – II
INTERPOLATION AND APPROXIMATION
PART – A
1. Define first differences of the function.
Let y = f(x) be any function given by the values y0, y1, ……yn. Which it takes for the
equidistant values x0, x1, ……xn of the independent variable x then y1 - y0, y2 – y1, …….yn – yn-1 are
called the first differences of the function y. Denoted by y0, y1, …..
2. Prove that if m and n are positive integers then

m n f(x) = m + n f(x).
Proof:
m n f(x) = (  …. m times) (   …..  n times) f(x)

= . …… (m + n) times f(x)
= m+n f(x).
3. Find  log x.
Solution:
log x = log (x + h) – log x

 xh
 log  
 x 
log x = log (1 + h/x)
4. Find  tan-1 x
Solution:-
 tan-1 x = tan-1 (x + h) – tan-1 (x)

 x h x 
 tan 1  
1  ( x  h) x 
 h 
 tan 1  2 .
 x  hx  1 
33
5. Define Shift Operator.
Let y = f(x) be function of x and x, x+h1 x + 2h … etc. be the consecutive values of x, then the
operator E is defined as E[f(x)] = f(x+h)  E is called Shift Operator.
6. It n is a positive integer then

yn = y0 + nc1 y0 + nc2 2y0 + ……. + n y0.
Proof:
From the let
y1 = Ey0 = (1 + ) y0
= y0 + y0
y2 = E y0 = (1 + ) y0
2 2
= (1 + 2c1  + 2) y0
= y0 + 2c1 y0 + 2y0
Similarly yn = Eny0 = (1 + )n y0
= (1 + nc1 + …….n) y0
= y0 + nc1 y0 + …..ny0
Hence proved.
7. Prove that E    E
Proof:-
E f(x) = E [f(x + h) – f(x)]

= E [f(x + h) – E [f(x)]
= f(x + 2h) – f(x + h)
8. Prove that f(4) = f(3) +  f(2) + 2 f(1) + 3 f(1)
Solution:-
f(4) – f(3) = f(3)

=  [f(2) + f(2)]  f(3) – f(2) =  f(2)
=  f(2) +  f(2)
2
= f(2) + 2 [f(1) + f(1)]

= f(2) + 2 f(1) + 3 f(1).
f(4) = f(3) + f(2) + 2f(1) + 3f(1).
34
9. Write the formula for Newton forward and Newton Backward differences.
Solution:-
The Newton’s forward interpolation formula is

n(n  1) 2 n(n  1)(n  2) 3
y ( x0  nh)  y0  ny0   y0   y0  .....
2! 3!
The Newton’s backward interpolation formula is
n(n  1) 2
y ( x0  nh)  y0  ny0   y0  .....
2!
10. Express f(x) = x4 – 5x3 + 3x + 4 in terms of factorial polynomials.
Solution:
Synthetic division method:-
Given f(x) = x4 – 5x3 + 3x + 4

By Synthetic division
1 5 0 3 4( E)
1
0 1 4 4
1 4 4 1  (D)
2
0 2 4
1 2 8 ( C)
3
0 3
1(=A) 1(=B)
f(x) = x(4) + x(3) – 8x(2) – x(1) + 4.
11. Estimate y2 from the following table.

X 1 2 3 4 5
Yx 7 ? 13 21 37
Solution:-
Here we are given four entries

Viz. y1, y3, y4 and y5. Therefore the function yx can be represented by a third degree
polynomial
35
3 yx = Constant and
4 yx = 0
in particular
4y1 = 0  (E – 1)4 y1 = 0
(E4 – 4E3 + 6E2 – 4E + 1) y1 = 0
y5 – 4y4 + 6y3 – 4y2 + 7 = 0
38 – 4y2 = 0
y2 = 9.5
12. Obtain a function whose first differences is 6x2 + 16x + 11
Solution:-
Expressing the function in factorial notation, we get
6x2 + 16x + 11 = 6x(2) + 16x(1) + 11

 f(x) = 6x(2) + 16x(1) + 11
Integrating we get
6 x (3) 16 x (2) 11x (1)

f ( x)    K
3 2 1
 2 x (3)  8 x (2)  11x (1)  K
which is the required function.
13. Find 10 (1 – ax) (1 – bx2) (1 – cx3) (1 – dx4).
Solution:-
Let f(x) = (1 – ax) (1 – bx2) (1 – cx3) (1 – dx4).

f(x) is a polynomial of degree 10 and the coefficient of x10 is abcd.
10 f(x) = 10 (abcd x10)

= abcd 10 x10 = 10! abcd.
36
14. Find n (1/x).
Solution:-
1 1 1
Now  ( ) = 
x x 1 x
1

x( x  1)
1 (1) 2
2( ) =
x x( x  1) ( x  2)
and so on
Preceding like this
(1) n
n ( 1 ) =
x x( x  1)( x  2)....( x  n)
 2  3
15. Evaluate  x
 E 
Solution:-
Let h be the interval of differencing
 2  3 2 1
  x  ( E ) x
3
 
E
 ( E  1) 2 E 1 x3
 ( E 2  2 E  1) E 1 x 3
 ( E  2  E 1 ) x 3  Ex 3  2 x 3  E 1 x 3
 ( x  h)3  2 x 3  ( x  h)3
 6 xh.
16. Given u0 = 1, u1 = 11, u2 = 21, u3 = 28 and u4 = 29 find 4y0.
Solution:-
4y0 = (E4 – 4C1 E3 + 4C2 E2 – 4C3 E + 1) y0

= E4y0 – 4E3y0 + 6E2y0 – 4Ey0 + y0
= y4 – 4y3 + 6y2 – 4y1 + y0
= 29 – 112 + 126 – 44 + 1
= 0.
37
17. Write the relation between E and .
Solution:
 f(x) = f(x) – f(x – h)

= f(x) – E-1 f(x)
= (1 – E-1) f(x)
E 1
=
E
18. Prove that (1+ ) (1 - ) = 1
Solution:-
(1 + ) (1 - ) f(x) = E E-1 f(x)
= E f(x – h)
= f(x)
= 1f(x)
(1+ ) (1 - ) = 1
19. Prove that  =  - 
Proof:-
f(x) = (E – 1) (1 – E-1) f(x)

= (E – 1) [f(x) – f(x-h)]
= E[f(x)] f(x) – E[f(x – h)] + f(x – h)
= f(x+h) – f(x) – f(x) + f(x – h)
= [Ef(x) – f(x)] – [f(x) – f(x – h)]
= (E – 1) f(x) – (1 – E-1) f(x)
= [(E – 1) – (1 – E-1)] f(x)
= ( -  ) f(x).
20. Prove that f(x) = (1 – E-1) f(x).
Proof:-
 f(x) = f(x) – f(x – h)
E-1 [f(x)] = E [f(x + h) – f(x)]
-1
= f(x) – f(x – h) 
 = E-1 
38
21. Prove that  023  6, 303  6
Solution:-
  0nr  0  n > r
 n 0n  n !
0r  1r  1
 023  23  2.13  6
303  33  3.23  3.i 3  6
22. Calculate (i) 306 (ii) 506
Solution:-
(i) 306 = 36 – 3.26 + 3.16

= 729 – 192 + 3 = 540
(ii) 506 = 56 – 5.46 + 10.36 – 10.26 + 5.16

= 15625 – 20480 + 7290 – 640 + 5
= 1800.
23. Define the following operator, , E, , .
Solution:-
(i) yx = yx + h - yx
(ii) yx = yx – yx – h
(iii) yx = yx  1 h  yx 1 h
2 2
(iv) 
 = Y2 y x  1 h  y x  1
2 2
h 
24. Write relation between the operator  and E.
Solution:-
f(x) = 
f x  1 h  f ( x  1 h)
2 2 
1 1
E 2
f ( x)  E 2
f ( x)
 E  1
2
E
1
2
 f ( x)
39
1 1
 E 2
E 2
1
E 2
( E  1)
1
E 2

25. Write relation between the operator  and E.
Solution:-
 [f(x)] = 1  f ( x  1 h)  f ( x  1 h) 
2 2 2 
 1  E 2  E 2  f ( x)
1 1
2  
1  12
E  E 2
1

2  
1 -1
26. Prove that E 2
= μ + 1 δ, E 2 = μ - 1 δ .
2 2
Solution:-
2 2
1 1
2
1
1
 1   1 E 2 E 2  1 E 2 E 2   
 1 1
 1 2E 2   E 2
2
 
2 2
1 1
2
1
1
 1   1 E 2 E 2  1 E 2 E 2   
1
E 2
2
27. Prove that Δ = 1 δ2 + δ 1+ δ
2 4
Proof :-
 
1 1 2
E
  
2 2
1 2
1       2
 1 E
1
2
E 2

2 4 2 4
 1 E   E  4  E  E  1 2
1 1 2 1 1
2
E 2 2
E 2
2 4
40
 E E 
1 1 2
  4
2 2
 1  E  E1  2  E 2  E
1 1
2
2
 E 12  E12 
  E  E  2    E E 
1
1 1
1 2 2
2  2 
 
 E 1 = .
28. Prove that μ2 = 1+ 1 δ2

4
Proof:-
 2  E 
2 1 1 2
2  1 2
E 2
4
1 E  E 1  2 
 1
4  1 2
 1  E 2  E 2  4



 1  2  4 
4
 2  1 
2
29. Prove that (E + 1)  = 2 (E – 1) .
Solution:-
( E  1)     2  E 1 1
2


 E 2 .E
1 1
2
 E 2 .E
1 1
2
 E 1
2
E
1
2

E
1
2
E 1
2
E
1
2
 E 1
2
E
1
2

E
1
2
E 1
2
E
1
2
 E 1
2
E
1
2

 E 1 2  E 1 2 
 ( E  1)  2.  
 2 
 
=2( E  1)  
41
30. Write the Error formula in interpolation.
(t  x0 )(t  x1 )....(t  xn )
f (t )  f (t )   (t )   f ( x)   ( x) 
( x  x0 )( x  x1 )...( x  xn )
The above function f(t) is continuous in [x0, xn].
31. The divided differences of the sum of two functions are equal to the sum of the
corresponding separate divided differences.
Proof:-
Let f(x) = g(x) + h(x) then
f ( x0 )  f ( x1 )
f ( x0 , x1 ) 
x0  x1

 g ( x0 )  h( x0 )   g ( x1 )  h( x1 )
x0  x1
g ( x0 )  g ( x1 )  h( x0 )  h( x1 ) 
 
x0  x1 x0  x1
 g ( x0 , x1 )  h( x0 , x1 )
32. Write the formula in Lagrange’s interpolation .
Solution:-
Let Y = f(x) be a function which assumes the values f(x 0), f(x1) ….. f(xn) corresponding to the
values x: x1, x1 …..xn.
( x  x1 )( x  x2 )...( x  xn )
Y  f ( x)  f ( x0 ) 
( x0  x1 )( x0  x2 )...( x0  xn )
( x  x0 )( x  x2 )...( x  xn )
f ( x1 )  .........
( x1  x0 )( x1  x2 )...( x1  xn )
33. Write the formula in inverse Lagrange’s interpolation.
Proof:-
( y  y1 )( y  y2 )...( y  yn )
x x0 
( y0  y1 )( y0  y2 )...( y0  yn )
( y  y0 )( y  y2 )...( y  yn )
x1  .........
( y1  y0 )( y1  y2 )...( y1  yn )
42
34. Find the missing yx values from the first differences provided.
yx 0 a b c d e
yx 0 1 2 4 7 11
Solution:-
By def:
a–0=1 a=1
b – a = 2, b – 1 = 2 b=3
c – b = 4, c – 3 = 4 c=7
d – c = 7, d – 7 = 7 d = 14
e – d = 11, e – 14 = 11 e = 25
35. Evaluate  n (ax n  bx n 1 )
Solution:-
(n (axn + bxn-1) = (n (axn) + (n (bxn-1)
= a n! + b(0)
= an!
36. Find f(x) if x2 + 2x + 2 = f(x) and the interval of differencing as unity.
Solution:-
f(x) = f (x + 1) – f (x)
= ( x + 1) + 2 (x + 1) + 2 – [x2 + 2x + 2]
2
 x 2  2x  1  2 x  2  2  x 2  2x  2
 2x  3
37. When Newton’s backward interpolation formula is used?
Solution:-
To find the unknown values of y for some x which lies at the end of the table of values, we
use Newton’s backward formula.
43
38. Find the second degree polynomial fitting the following data.
x 1 2 4
y 4 5 13
Solution:-
x0 = 1, x1 = 2, x2 = 4, y0 = 4, y1 =5, y2 = 13
By Lagrange’s formula
( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
f ( x)  y0  y1  y2
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x0 )
( x  2)( x  4) ( x  1)( x  4) ( x  1)( x  2)

 4 5 13
3 2 6
1
 8 x 2  48 x  64  15 x 2  75 x  60  13 x 2  39 x  26 
6
1
 6 x 2  12 x  30 
6
 x2  2x  5
 Δ 2  x Ee x
39. Prove that  e . 2 x = e
x
 E  Δ e
Solution:-
 1Ee x  x  h Ee
x
(  E )e .  x   e
x
e  e x
Ee x
   e x .e  h  x  e  h Ee x
e
h xh
 e  x  ex
40. What is the disadvantage in practice in applying Lagrange’s interpolation formula?
Lagrange’s formula in simple and easy to remember its application is not speedy. It requires
close attention to sign and there is always a chance of committing some error due to a number of
positive and negative signs in the numerator and the denominator.
44
3
1 1
41. Show that     
 
bcd a abcd
Solution:
If f(x) = 1/x, f(a) = 1/a

1 1

1 b a 1
f(a, b) =     
b
a ba ab
1 1
f  b, c   f  a , b   
f(a, b, c)   bc ab
ca ca
1
=
abc
f  b, c, d   f  a, b, c 
f (a, b, c, d ) 
d a
1 1

1
= bcd abc  
d-a abcd
1
42. If f  x   , find f(a,b) and f(a,b,c) by using divided differences.
x2
Solution:
1
f x  ,
x2
f  b   f  a  1b2  1a2 ab
f  a, b     2 2
ba ba a b
f  b,c   f  a, b 
f  a, b,c  
c a
bc
f  b,c   2 2
bc
bc ab
  2 2    2 2  a 2 b2  b 2 c2
b c  a b  a b
f  a, b,c     bc
c a c a
c 2a  c 2 b  a 2 b  a 2 c

a 2c 2 b2  c  a 
caa  c 2 b  a 2 b  a 2c

a 2c 2 b2  c  a 
45
ca   c  b   b   c 2  a 2 

a c b  c  a 
2 2 2
ca  c  a   b  c  a  c  a 

 c  a  a 2c 2 b2
ab  bc  ca

a 2 c 2 b2
43. Using Lagrange’s interpolation, find the poly normal through (0,0), (1,1) and (2,2).
Solution:
 x  x1  x  x 2  ....  x....x n 
f  x0  
 x  x0   x  x 2  ...  x...x n  f x  ... 
f x  
 x0  x1  x0  x 2  ....  x0  x n   x1  x0   x1  x 2  ...  x1  x n  n
 x-x0   x  x1  ...  x  x n 1  f x
 
 x n  x0   x n  x1  ...  x n  x n 1  n
 x  1 x  2   x  0  x  2   x  0  x  1
f x  0  1 2
 1 2  1 1  x  0  2  1
  x  x  2   x  x  1   x 2  2x  x 2  x
 x.
x : 2 3 5
44. Obtain the divided difference table for the following data (May/June’06).
y : 0 14 102
X Y y 2y
2 0
-14
3 14 102.00
88.00
5 102
45. Distinguish between interpolation and extrapolation (May/June 06).
Interpolation:
It is the process of estimating a value of the function for any intermediate value of the
variable by a procedure other than the law which is given by the function itself but rather with the
help of certain given values of the function corresponding to a number of variable values.
46
Extrapolation: It is the estimation for some such values which lie outside the the given
values.
46. Define forward, backward, central difference and divided difference. (Apr/May 2008).
Forward difference f  x   f  x  h   f  x 
Backward difference f  x   f  x   f  x  h 
Central difference f  x   f  x  h   f  x  h 
f  x1   f  x 0 
Divided difference f  x  
x1  x 0
47. Evaluate 10  1  x  1  2x  1  3x  ...  1  10x  by taking x=1. (Apr / May 2008).
10  1  x  1  2x  1  3x  ...  1  10x 

 10 10!x10  term involving lesser degree 
 10!10! 0
2
  10!
47
PART – B
1. A function f(x) is given by the following table. Find f(0.2) by a suitable formula.
x 0 1 2 3 4 5 6
F(x) 176 185 194 203 212 220 229
Solution:-
The difference table is follows:-
x y = f(x)  2 (3 (4 (5 (6
0 176 (y0
1 185 9 (2y0
2 194 9 0 (3 y0
3 203 9 0 0  4 y0
4 212 9 0 0 0  5 y0
5 220 8 -1 -1 -1 -1  6 y0
6 229 9 1 2 3 4 5
Here x0 = 0, h = 1, y0 = 176 = f(x)

We have to find the value of f (0.2). By Newton’s forward interpolation formula we have
n(n  1) 
f ( x0  nh)  y0  ny0   y0  ........
2!
f (0.2)  ?
x0 + nh = 0.2
0 + n = 0.2  n = 0.2
(0.2)(0.2  1)
f (0.2)  176  (0.2) 9  0
2
 176  1.8
 177.8
48
2. From the given table compute the value of sin 38.
x 0 10 20 30 40
Sin x 0 0.17365 0.34202 0.5 0.64276
Solution:-
As we have to determine the value of y = sin x near the lower end, we apply Newton’s
backward interpolation formula.
The difference table is as given below.
x0 y(x) = Sin x0 y 2y 3y 4y

0 0
10 0.17365 0.17365
20 0.34202 0.16837 -
0.00528
30 0.5000 0.15798 - -
0.01039 0.00511
40 0.64279 0.14279 - - 0.0048 0.00031
0.01519
X0 Y0 y0 2y0 3y0 4y0
Here x0 = 40, h = 0.64279, h = 10

Newton’s backward differences formula
n(n  1) 2
y ( x0  nh)  y0  ny0   y0  ....
2!
y (38) 
x0  nh  38 40  n(10)  38 n  0.2
(0.2) (0.2  1)
y (38)  0.64279  (0.2) (0.14279)  (0.01519)
2!
(0.2) (0.21) (0.22)
 (0.0048)  neglible term
3!
 0.64279  0.028558  0.0012152  0.0002304
 0.61566
49
3. If Ux = ax2 + bx + C, then show that

U2n - nC12U2n-1 +nC2 2U2n-2 ........ + (-2)n un = (-1)n (1- 2an)
Solution:-
Given that
Ux = ax2 + bx + C
Un = an2 + bn + C, Uni > a polynomial of
degree 2 in n
3un = 4 un = 0
Let the interval of differencing be equal to 1. Now
Un = an2 + bn + C
Un = a (n + 1)2 + b (n + 1) + C – an2 – bn – C
= 2 an + a + b
2Un = [Un)
= 2a (n + 1) + a + b – 2an – a – b
= 2a
LHS :-
U2n – nC1 2U2n-1 + nC2 U2n-2 - …….
= [En Un – nC1 2En-1 Un + nC2 En-2 …..] Un
= [En – nC1 2En-1 Un + nC2 En-2 ……..] Un
= (E – 2) n Un
= (E – 1 -1 )n un
= ( - 1)n Un  E–1=
= (-1)n (1 - )n Un
= (-1)n [1 – nC1  + nC2 2 + …….]Un
50
n(n  1) 2
= (-1)n [Un – n  Un +  Un + ….]
2!
 n2  n 
= (-1)n  an 2  bn  C  n(2an  a  b)  2a 
 2 
= (-1)n (C – 2an)
= RHS.
4. In an examination the number of candidates who obtained marks between certain limits
were as follows:-
Marks 30 – 40 40 – 50 50 – 60 60 – 70 70 – 80
No. of
31 42 51 35 31
Students
Find the number at candidate whose scores lie between 45 and 50.
Solution:-
First we construct a cumulative frequency table for the given table.
Upper limits 40 50 60 70 80
C.F . 31 73 124 159 190
The difference table is
x y
y 2y 3y 4y
Marks C.F.
40 31
50 73 42
60 124 51 9
70 159 35 -16 - 25
80 190 31 -4 12 37
We have x0 = 40, x = 45, h = 10
x  x0 45  40
U   0.5
h 10
y0 = 73, y0 = 42, 2y0 = 9, 3y0 = - 25, 4y0 = 37
From Newton’s forward interpolation formula
51
U (U  1) 2 U (U  1) (U  2) 3
f ( x )  y  U y   y   y
0 0 2! 0 3! 0
U (U  1) (U  2) (U  3) 4
  y  ......
4! 0
(0.5) (0.5) (0.5) (0.51) (0.5 2)
f (45)  31 (0.5) 42 (9)  (25) 
2! 6 = 47.8673 = 48 approximately.
(0.5) (0.5) (1.5) (2.5)
(37)
24
The number of students who obtained marks less than 45 = 48, and the number of students who
scored marks between 45 and 50 = 73 – 48 = 25.
5. Find the form of the function f(x) under suitable assumption from the following data.
X 0 1 2 5
f(x) 2 3 12 147
Solution:-
The divided differences table is given below.
X f(x) f(x) 2f(x) 3f(x)

0 2
32
1 3 1
1 0
12  3 9 1
2 12 9 4
2 1 20
147  12 45  9 94
 45 9 1
5 147 52 5 1 50
We have x0 = 0, f(x0 = 2, f(x0, x1) = 1, f(x0, x1, x2) = 4
f(x0, x1, x2, x3) = 1
The Newton’s divided difference interpolation formula is

f ( x)  ( fx0 )  ( x  x0 ) f ( x0 , x1 )  ( x  x0 ) ( x  x1 ) f ( x0 , x1 , x2 )
 ( x  x0 ) ( x  x1 ) ( x  x2 ) f ( x0 , x1 , x2 , x3 )
 2  ( x  0) 1  ( x  0) ( x  1) 4  ( x  0) ( x  1) ( x  2) 1
 x3  x 2  x  2
52
6. Using Lagrange’s interpolation formula, find the value of y corresponding to x = 10 from the
following table.
x 5 6 9 11
f(x) 12 13 14 16
Solution:-
We have x0 = 5, x1 = 6, x2 = 9, x3 = 11
Y0 = 12, y1 = 13, y2 = 14, y3 = 16
Using Lagrange’s interpolation formula, we have
( x  x1 ) ( x  x2 ) ( x  x3 ) ( x  x0 ) ( x  x2 ) ( x  x3 )
y  f ( x)  y0  y1
( x0  x1 ) ( x0  x2 ) ( x0  x3 ) ( x1  x0 ) ( x1  x2 ) ( x1  x3 )
( x  x0 )( x  x1 )( x  x3 ) ( x  x0 )( x  x1 )( x  x2 )
 y2  y3
( x2  x0 )( x2  x1 )( x2  x3 ) ( x3  x0 )( x3  x1 )( x3  x2 )
Substitute
(10  6) (10  9) (10  11) (10  5) (10  9) (10  11)
f (10)  (12)  (13)
(5  6) (5  9) (5  11) (6  5) (6  9) (6  11)
(10  5) (10  6) (10  11) (10  5) (10  6) (10  9)
 14   16
(9  6) (9  6) (9  11) (11  5) (11  6) (11  9)
13 35 16 42
 2   
3 3 3 3
7. Find the value of x when y = 85, using Lagrange’s formula from the following table.
x 2 5 8 14
y 94.8 87.9 81.3 68.7
Solution:-
x0 = 2, x1 = 5, x2 = 8, x3 = 14
y0 = 94.8, y1 = 87.9, y2 = 81.3, y3 = 68.7
 y = 85
We know that the Lagrange’s inverse formula is
( y  y1 ) ( y  y 2 ) ( y  y3 ) ( y  y 0 ) ( y  y 2 ) ( y  y3 )
x x0  x1
( y0  y1 ) ( y0  y 2 ) ( y0  y3 ) ( y1  y0 ) ( y1  y 2 ) ( y1  y3 )
53
( y  y0 )( y  y1 )( y  y3 ) ( y  y0 )( y  y1 )( y  y 2 )
 x2  x3
( y 2  y0 )( y 2  y1 )( y 2  y3 ) ( y3  y0 )( y3  y1 )( y3  y 2 )
Substituting the above values we get,
(85  87.9) (85  81.3) (85  68.7)

x 2
(94.8  87.9) (94.8  81.3) (94.8  68.7)
(85  94.8) (85  81.3) (85  68.7)
 .5
(87.9  94.8) (87.9  81.3) (87.9  68.7)
(85  94.8) (85  87.9) (85  68.7)
 (8)
(81.3  94.8) (81.3  87.9) (81.3  68.7)
(85  94.8) (85  87.9) (85  68.7)
 14
(68.7  94.8) (68.7  87.9) (68.7  81.3)
x = 6.5928.
8. Find the first term of the series whose second and subsequent terms are 8, 3, 0, -1, 0 ……..
Solution:-
Given f(2) = 8, f(3) = 3, f(4) = 0, f(4) = -1, f(5) = 0

We are to find f(1)
We construct the difference table with the given values.
X f(x) f(x) 2 f(x) 3 f(x) 4 f(x)

2 8
3 3 -5
4 0 -3 2
5 -1 -1 2 0
6 0 1 2 0 0
We have 3 f(x) = 4 f(x) = 0

Using the displacement operator
f(1) = E-1 (f(2))
= (1 + )-1 f(2)
= (1 -  + 2 - 3 + ….) f(2)
= f(2) - f(2) + 2 f(2) - 3 f(2) + ……..
= 8 – (- 5) + 2
= 15
f(1) = 15
54
9. Find f(x) as a polynomial in x for the following data by Newton’s divided difference formula
X : -4 -1 0 2 5
F(x) : 1245 33 5 9 1335
Solution:
X F(x) f ( x) 2 f  x  3 f  x  4 f  x 
-4 1245
-404
-1 33 94
-28 -14
0 5 10 3
2 13
2 9 88
442
5 1335
By Newton’s divided difference interpolation formula

f(x)= 1245 + (x+4) (-404) + (x+4) (x+1) 94 + (x+4)
(x+1) x(-14) + (x+4) (x+1) x(x-2)3
= 3x4 + x3 – 14x+5
10. The following table gives same relation between steam pressure and temperature. find the
pressure at temperature 372.10
T 3610 3670 3780 3870 3990

P 154.9 167.9 191.0 212.5 244.2
Solution:
T P p 2 p 3 P 4 p
361 154.9
2.016666
367 167.0 0.0097147
2.18181818 0.000024
378 191.0 0.0103535 0.00000073
2.388889 0.000052
387 212.5 0.01203703
2.641667
399 244.2
55
By Newton’s divided difference formula

P(T=372.10) = 154.9 + (11.1)(2.016666) + (11.1)
(5.1) (0.009914) + (11.1) (5.1) (-5.9) (0.000024)
+ (11.1) (5.1) (-5.9) (-14.9) (0.00000073)
= 177.8394819
11. From the data given below, find the number of students whose weight is between 60 to 70
Weight 0-40 40-60 60-80 80-100 100-120

No of Students 250 120 100 70 50
Solution:
x Y y 2 y 3 y 4 y
Weight No of
Students
Below 40 250
120
Below 60 370 -20
100 -10
Below 80 470 -30 20
70 10
Below 100 540 -20
50
Below 120 590
x  x0 70  40
u   1.5
h 20
u  u  1 2
y  70   y0  u y0   y0  .......
2!
1.51.5  0.5 0.5  0.5 
=250+ 1.5 120    20    10 
2 6
1.5 0.5 0.5 1.5 

24
=424
 Number of students whose weight is between
60 and 70
= y(70) – y(60) = 424 – 370 = 54
56
12. Explain Cubic Sp line.
The concept of the sp line originated from the mechanical drafting tool called spline used
by designers for drawing smooth curves. It is a splender flexible bar made of wood or some other
elastic material this curves resemble cubic curves and hence the name cubic spline has been given
to the piecewise cubic interpolating polynornials. Cubic splines are popular because of their
ability to interpolate data with smooth curves.
we consider here the construction of cubic spline function which would interpolate the points (x 0,
f0) (x1, f1) ……(xn, fn). The cubic sp line s(x) consists of (n-1)3 corresponding to (n-1) sub intervals. If
we denote such cubic by si(x)
then s(x)= s;(x)
i = 1,2…….n
As pointed out earlier, there cubic must satisfied the following conditions
(i) S(x) must interpolate f at all points x0, x1, ……xn i.e. for each i, S(xi) = fi
(ii) The function values must be equal at all the interior knots i.e. Si(xi) = Si+1 (xi)
(iii) The first derivative at the interior knots must be equal.(i.e) si’(xi)
= Si+1’(xi)
(iv) The second derivatives at the
interior knots must be equal i.e. Si”(xi)=
Si+1”(xi)
(v) The second derivatives at the end joint are 2000. i.e. S”(x0) =S”(xn) = 0
A Cubic splines with zero second derivatives at the end joints are called the natural cubic splines.
13. Estimate the function value f at x=7 using cubic splines
Xi 4 9 16
Fi 2 3 4
Solution:
Here h1 = x1 – x0 = 9 – 4 = 5
h2 = x2 – x1 = 16 – 9 = 7
f0 = 2; f1 = 3, f2 =4
57
ai 1 a
Si ( x)   hi 2ui  ui 3   i ui31  hi2ui 1 
6hi 6hi
1
  fi ui 1  fi 1ui   (1)
hi
 f  fi fi  f i 1 
hi a i-1  2  hi  hi 1  ai  hi 1ai 1  6  i 1    (2)
 hi 1 hi 
.
put i = 1in (2)
f f f f 
h1 a 0  2  h1  h2  a1  h2 a2  6  2 1  1 0   0
 h2 h1 
4 3 3 2
0  2  5  7  a1  0  6  
 7 5 
1 1
24a1 = 6   
7 5
a1  0.0142
Since n  3 there are two cubic splines namely,
S1 ( x), x 0  x  x, and S2  x  , x1  x  x2 .
The target point x = 7 is in the dornain of S1(x) and therefore we need to use only S1(x) for
estimation put i=1 in (1)
a0 2 a 1
S1  x    h1 a1  u13   1 u03  h12u0    f1u0  f 0u1  
6 6h1 h1
u0  x  x0  7  4  3; u1  x  x1  7  9  2
 0.0142  33  52 3  1 3 3  2 2
S1  x   0 
6  5
       
5
S1  x   2.6229
14. From the following table
X 1 2 3
Y -8 -1 18
compute y(1.5) and y’(1) using cubic splines
Solution:
here x0=1, x1=2, x2 =3
t0=-8, t1=-1, t2= 18
h1=h2=1
58
t t t t 
W.K.T. h1a0 +2(h1+h2 )a1+h2 a2 = 6  2 1  1 0 
 h2 h1 
4a1=6(12)
a1= 18
u0 = x - x0 = 0.5; u1=x –x1 = -0.5
a0 2 a 1
S ( x)   h1 u1  u13   1 u03  h12 u1   t1u0  t0 u1 
6h1 6h1 h1
18  1
S 1.5   0   0.5  12  0.5   1 0.5    8  0.5 
3
6  1
S 1.5   5.625
S  x 
a0 2
6h1
 h1 u1  u13   6ah1 u03  h12u1   h1 t1u0  t0u1 
1 1
18 
  x  1   x  1   1 x  1  8  x  2 
3
6 
 3 x 3  9 x 2  13 x  15
S11 ( x)  9 x 2  18 x  13
S11 1  4
15. From the following table, find the value of tan 45o 15, by Newton’s forward interpolation
formula. (May / June 2007]
x : 45 46 47 48 49 50
tan x :

1.00000 1.03553 1.07237 1.11061 1.15037 1.19175
Solution:
The difference table is as follows:-
x y = f(x) y 2y 3y 4y 5y

45 1.00000(y0)
46 0.03553(2y0)
1.03553 0.00131(2y0)
47 0.03684 0.00009(3y0)
1.07237 0.00140 0.00003(4y0)
48 0.03824 0.00012 -0.00005(5y0)
1.11061 0.00152 -0.00002
49 0.03976 0.00010
1.15037 0.00162
50 0.04138
1.19175
59
Here, x 0  45  45 , y 0  1.00000, h  i
The Newton’s forward interpolation formula is
n  n  1 2
y  x 0  nh   y 0  ny 0   y 0  .....
2!
y  45 15'   ?
i.e. x0  nh  4515'
45  n  1  4515'
n  4515  45
1
 15'  or 
4
11 
1   1
44 
y  4515'   1.00000   0.03553    0.00131
4 2!
1  1  1 
  1   2 
4 4  4
    0.00009   .....
3!
 1.00000  0.0088825  0.000122812  0.00000492
 y  4515'   1.008764609.
16. Find cubic splines to the following data:

x : 3 4.5 7
f(x) : 2.5 1.0 2.5
Find y at x = 5.
Solution:
Here x0  3 x1  4.5 x2  7
f  x 0   2.5 f  x1   1.0 f  x 2   2.5
The First Step:
 x 1  x i 1  f "  x i 1   2  x i  1  x i 1  f "  x i    x i  1  x i  f "  x i  1 

6 6
 f  x i 1   f  x i    f  x   f  x i  
 x i 1  x i   x i  x i 1   i 1
 4.5  3  f "  3   2  7  3  f "  4.5    7  4.5  f "  7 
6 6
  2.5  1   2.5  1 .....  1
7  4.5  4.5  3 
60
Because of the natural spline condition,
f "  3   0 and the equation reduces to

8f"  4.5   2.5f "  7   9.6 .......  2 
In the same manner equation (1) can be applied to the second interior point to give
2.5f "  4.5   9f "  7   9.6 .....  3 
Solving (2) and (3) we get
f "  4.5   1.67909 

 ....  4 
f "  7  =-1.53308 
The cubic equation for each interval is
 xi  x  "  x  x i 1  "
3
fj  x   fi  xi 1   fi  x1 
6  x i  x i 1  6  x i  x i 1 
f  x i 1   x  x i 1 
  i f "  x i 1   x i  x 
 x i  x i 1  6
f  xi   x  x i 1 
  i f "  x i   x  x i 1  .....  5 
 x i  x i 1  6
x i 1  x  x i' i=1,2,....n.
Substituting equation (4) in (5)
1.67909 3 2.5
f1  x    x  3   4.5  x 
6  4.5  3   4.5  3 
 1 1.67909  4.5  3  
    x  3
 4.5  3 5 
3
 0.186566  x  3   1.66666  4.5  x 
+0.246894  x-3 
This equation is the cubic spline for the 1st interval. Similar substitutions can be made to
develop the equations for the second and third intervals.
61
We get,
3 3
f2  x   0.111939  7  x   0.102205  x  4.5   0.299621  7  x 
 1.638783  x  4.5 
3
f3  x   0.127757  9  x    1.761027  9  x   0.25  x  7  .
At x=5
3
f1  x  5   0.186566  5  3   1.66666  4.5  5   0.246894  5  3 
 1.152986.
3 3
f2  x  5   0.111939  7  5   0.102205  5  4.5   0.299621
 7  5   1.638783  5  4.5  .
 1.1028858.
3
f3  x  5   0.127757  9  5   1.761027  9  5   0.25  5  7 
 1.63234.
62
UNIT – III
NUMERICAL DIFFERENTIATION AND INTEGRATION
PART – A
1. Define Numerical differentiation.
Numerical differentiation is the process of calculating the derivatives of a given function by

means of a table given values of that function. i.e., if y (x i, yi) are the given set of values, then the
dy d2 y
process of computing the values of , ......... is called numerical differentiation.
dx dx 2
2. Write the formula of forward difference formula to compute the derivatives?
Solution:
f 1  x 0   1  y 0  1  2 y 0  1  3 y 0  1  4 y 0 ........
h 2 3 4 
f  x 0   1 2   y 0   y 0  11  y 0 ..........
11 2 3 4
h  12 
f 111  x 0   1 3   3 y 0  3  4 y 0  ............
h  2 
3. Write the formula of backward difference formula to computer the derivatives?
f 1  x 0   1 y 0  1  2 y 0  1  4 y 0 ........
h 2 3 
f 11  x 0   1 2  2 y 0   3 y 0  11  4 y 0  ..........
h  12 
f 111  x 0   1 3 3 y 0  3  4 y 0  ............
h  2 
4. Write the formula for computing the derivatives?
Solution:
 y y1  1 
y1 x0   1  0
h   
 12
  
3y1 3y2  1 5y2 5y3 ....
60 
2 
y11 x0   1 2 2y1  1 4y2 .......
h 12 
63
5. Define Numerical Integration.
The term numerical integration is the numerical evaluation of a definite integral.
b
A   f  x dx Where a and b are given constants and f(x) is a function.
a
6. Write the formula in Trapezoidal Rule?
Solution:
x0 nh
 y  x dx  h 2  y
x0
0  y n   2  y1  y 2  .......  y n1  
7. Write the formula in Simpson’s 1/3 rule?
Solution:
x0 nh
 f  x dx  h 3  y
x0
0  y n  4  sum of odd ordinates 
+2  sum of even ordinates  
8. Write the formula in Simpson’s 3/8 rule?
Solution:
x0 nh
 f  x dx  3h 8  y
x0
0  y n   3  y1  y 2  y 4  y 5  ......y n6 
+2  y 3  y 6  .........y n3  
9. Write the Truncation error in the Trapezoidal rule?
Solution:
The total error
h3 11
E  y1  y11 
2  ..........  y n 
11
12
nh3 11
E< y 
12
Error in the trapezoidal rule is of the order h2.
64
10. Write the Truncation error in Simpson rules.
Solution:
The error in the interval (r1, r3)
 4 5 
   h5 y1iv
 15 18 
 24  25  5 iv
 h y
 90 
h5 iv
 y1
90
nh5 iv
The total error:  y 
90
Error in the Simpson 1/3 rule is of the order h4.
11. Write the formula in Romberg method.
Solution
I=I2 
I2  I1 
3
I1  dividing h into two parts h  2
I2  dividing h into four parts
I3  dividing h into eight parts
12. Define Gauss Quadrature 2 point formula.
Solution:
Gauss two point formula is  f  x  dx

b
b  a  b  a   a  b  
1
2 1  2   2  
 f z dz
 1   1 
1
 f  x  dx  f 
-1
  f 
3 

3
65
13. Write Gaussian Quadrature 3 point formula?
Solution:
b 1
 f  x  dx   f  t dt Where the interval (a, b) is changed in fo(-1, 1) by the transformation.

a 1
ba ba
x  t
2  2 
1
Then  f  t  dt  0.5555 f  0.77459   f 0.77459   0.8888 f 0 
1
14. Write the formula in Evaluation of Double integration using Trapezoidal?
Solution:
Let the given double integral be of the form
b d
I    f  x,y  dxdy
a c
I
hK
[sum of values of f at the four corners +2 (sum of the values f at the remaining nodes on the
4
boundary) +4 (sum of the values of f at the interior nodes)]
5.2
15. Compute the value of the definite integral  logxdx using trapezoidal rule?
4
Solution:
Here f(x) = log x, a = x0=4, b=xn=5.2

Divide the internal of interaction into six equal parts each of width 0.2.
5.2  4
h  0.2
6
X 4.0 4.2 4.4 4.6 4.8 5.0 5.2

F(x) 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6457
We know that Trapezoidal rule
66
b
h
 f  x  dx  2  y
a
0  y n   2  y1  y 2  .........y n1  
52
h
 log x dx = 2  y
4
0  y 6   2  y1  y 2  y 3  y 4  y 5  
0.2
= 1.386294  1.6486   2 1.435084
2 
+1.481604  1.526056  1.568615  1.609237  
=  0.1 3.034952  15.241562 
=1.876544
2 2
dxdy
16. Evaluate the integral I =   using Trapezoidal rule with h =0.5.
1 1
x+y
Solution:
Using Trapezoidal rule
2 2
dxdy
I 
1 1
xy
1
  f 1,1  f  2,1  f 1,2   f  2,2 
16 
      
+  f 3 ,1  f 1, 3  f 2, 3  f 3 ,2   4f 3 , 3 
 2 2 2 2  2 2    
 1 0.5  1  1  0.25  2 0.4  0.4  2  2   4 
16  3 3  7 7 3
 0.323304
2
dx
17. Evaluate 
1
x
using Gaussian 2 point formula.
Solution:
Transform the variable x to t by the transformation
ab ba
x  t
 2   2 
 1+2   2  1 
=  t
 2   2 
=3  t
2 2
dx  dt
2
2 1 1
dx 2 dt dt
I   
1
x 1 3  t 2 1 3  t
67
Here
 1  1
f   0.2795
 3  3 1
3
f   1  
1
 0.41288
 3
3   1 

 3
I  f  1   f   1 
 2  3
=0.6923
2
dx
18. Evaluate 1
x
using Gaussian 3 – point formula.
Solution:
Transform the variable from x to t by the transformation.
ba ba
x  t
 2   2 
3 t
 
2 2
dt
dx 
2
3t
1
dt
x 
2 1
3t
2 1
dx
I    f  t  dt  A1f  x1   A 2 f  t 2   A 3 f  A 3 
1
x 1
A1  A 2  0.555
A 3  0.888
1
f  t1   f  0.7745    0.4493
3  0.7745
f  t2   f 0  1
3
1
f  t3    0.2649
3  0.7745
I= 0.555(0.4493) +0.555(0.2649) +0.333(0.888)

= 0.6931
68
19. When can Numerical differentiation be used?
When the function is given in the form of table of values instead of giving analytical
expression we use numerical differentiation.
20. Why Simson’s one third rule is called close formula.
Since the end point ordinates y0 and yn are included in the Simpson’s 1/3 rule it is called
closed formula.
21. Why trapezoidal rule is so called?
Since we approximate the given integral by the sum of n trapezoidal we call is as

Trapezoidal rule.
22. What is the order of the error in Simpson’s formula?
Two
23. State Newton’s formula to find f1(x) using forward differences?
Solution:
 2n  1 2 3n2  6n  2 3 
f x 
1 1 y   y0   y 0  ...... 
h  0 2 6 
4
24. Using Simpson rule find  e x dx given that e0 = 1, e1 = 2.72, e2= 7.39, e3=20.09, e4 = 54.6.
0
Solution:
By Simpson rule we have
4
h
 e dx  u  y  y 4   2y 2  4  y1  y 3  
x
0
0
= 1  54.6  1  2  7.39   4  2.72  20.04  

3
=53.8733
69
xn
25. State Trapezoidal rule to evaluate  f  x dx .

x0
Trapezoidal rule
xn
 f  x  dx  12 h  y
xo
0  y n   2  y1  .....y n1  
dy
26. Write the formula for at x = x 0 using forward difference operator.
dx
 dy  1
 dx    y 0  1  2 y 0  1  3 y 0 ........
  x  x0 h  2 3 
27. What does Simpson’s rule give exact result?
The Simpson’s rule will give exact result when we are decreasing the interval h.
28. What is the order of error in Trapezoidal rule?
The order of error in Trapezoidal rule is h2
 b  a  2 11
E  
 12 
h y x 
29. Explain the terms Round off error.
The round – off error is quantity R(say) which must be added to a finite representation of a
computed number in order to make it the exact representation of that number.
Y(computed number) +R = y(trace number)
30. Explain Truncation.
The Truncation error is the quantity T which must be added to the true representation of
the computed quantity in order that the result be exactly equal to the quantity we are seeking to
generate
Y(true value)  T = y(exact number)
70
31. The local error in Trapezoidal rule is of the order?
The order is five
32. Write the polynomial to calculate the value of x when?
X 3 5 7 9
Y 6 24 58 108
Solution:
X Y y 2y 3y
3 6
18
5 24 16
34 0
3 58 16
50
9 108
x 0  nx  x
x3
3  n2  x; 2n  x  3; n
2
n  n  1 2
y  x 0  nx   y 0  ny 0   y 0  .....
2!
 x  3  x  3 
 2   2  1
 x3    16
y x  6    18   
 2  2
y  x   2x 2  3x  9
33. Write the divided difference table for solution.
X 0 1 2 4
Y 443 384 397 467
Solution:
X Y y
0 443
-59
1 384
13
2 397
30
4 167
71
34. The nth order difference of a polynomial of nth degree.
Constant
35. What is the order of error in the Simpson’s formula is the order?
Three
1
dx
36. by evaluating  1+ x
0
2
by a numerical iteration method, Find this value?
Solution:
1
dx
  tan1  x  
1
 1 x
0
2 0
=tan-1 1  tan 1  0 

=tan-1 1
=
2
37. Define a difference quotient?
A difference quotient is the quotient obtained by dividing the difference between two
values of a function, by the difference between the two corresponding values of the independent
variable.
1
x2
38. Find the value of log 2 1/3 from 0 1+ x3 dx using Simpson’s 1/3 rule with h = 0.25.
Solution:
Given h = 0.25
X 0 0.25 0.5 0.75 1

Y 0 0.06154 0.222 0.395 0.5
By Simpson’s 1/3 rule
1
x2 h
0 1  x3 dx  3  y0  y 4   2y 2  4  y1  y3 
=0.23log3
72
We know that
1
x2
 
1
 1 log 1  x 3 
0 1  x 3
dx 
 3 0
= 1 loge 2
3
 
1
1 x2
log 2 3
 dx  0.231083
0
1  x3
39. What is the general Newton-Cotes quadrature formula?
a  nh  n n  2 n  3  2 n  n  2  2 3 
 f  x  dx nh 1       ........
a  2 12 24 
40. When does Simpson’s rule give exact result?
Simpson’s rule will give exact result, If the entire curve y=f(x) is itself a parabola
41. Write the formula of double integration by using Simpson’s rule.
d b
I    f  x, y dx dy
c a
hk
  Sum of the values of f at the four corners 
9
2( Sum of the values of f at the odd positions on the boundary
except the corners)
4  Sum of the values of f at the even positions on the boundary 
{4  Sum of the values of f at the odd positions 
8( Sum of the values of f at the even positions)
on the odd row of the matrix except boundary rows}
+8{  Sum of th values of f at the odd positions 
16  Sum of the values of f at the even positiions 
on the even rows of the matrix}]
73
dy
42. Find at x=1 from the following table.
dx
x: 1 2 3 4
y: 1 8 27 64
Solution:
The forwarde difference table is
x y  2 3
1 1
2 8 7
3 27 19 12 6
4 64 37 18
 dy   2 3 
   1  y 0  y0  y 0 ...    1
 dx  x  x0x  2 3 
Here h=1 x0  1 y 0  7  3 y 0  12  3 y0  6
 dy  1 12 6 
1     7   
 dx  x 1 1  2 3
3
43. If f  x   a x  a  0  is given for x=0,0.5, 1 show by numerical differentiation that f1(0)= 4

a  a  3.
Solution:
For x=0, 0.5, 1 The values of f(x)=ax are respectively a 0 .a 0.5 ,a1  u  1, a ,a
The formal difference table is
x y  2
0 1
0.5 a a 1 a  a  a 1
1 A a a
74
 dy  1 2 3 
   y 0  y 0  y 0  ...
 dx  x  x0 n  2 3 
Here h=5 x0  0 y 0  a  1  2 y 0  a  2 a  3 y0  0
Putting these values in (1) we get
1 1
f ' 0 
5 
a1
2

a  2 a  1 


 4 a a 3
44. How the accuracy can be increased in trapezoidal rule of evaluating a given definite
integral?
Solution:
If the number of points of the base segment b-a, is increased a better approximation to the
area given by the definite integral will be obtained.
6
45. Using trapezoidal rule find  f  x  dx from the following set of values of x and f(x).
0
Solution:
x: 0 1 2 3 4 5 6
f(x): 1.56 3.64 4.62 5.12 7.08 9.22 10.44
Here n : 1y1  1.56 y 2  3.64 etc

A = sum of the first and the last ordinates
= 1.56 + 10.44 = 12
B = sum of the remaining ordinates

= 3.64 + 4.62 + 5.112 + 7.08 + 9.22
= 29.68
6
h
0 f  x  dx  2  a  2B 
1
  12  2  29.68 
2
1
  71.36
2
 35.68
75
46. What approximation is used in deriving simpson’s rule of integration?
Solution:
Simpson’s one third rule approximate the area of two adjacent strips by the area under a
quadratic parabola.
47. from the following table find the area bounded by the curve and the x-axis from x=2 to x=7.
x: 2 3 4 5 6 7
f(x): 8 27 64 125 216 343
Solution:
Here h = 1
7
h
Area  ydx   y 0  y 5   2  y1  y 2  y 3  4  
2
2
1
  8  343   2  27  64  125  216 
2
 607.5 Sq units
1
dx
48. Apply Gauss two point formula to evaluate  1 x
0
2
.
Solution:
Given interval is 0 to 1 to make them as-1 to 1
1 1
dx 1 dx
a 1  x2 2 a 1  x2

1
 1.5
2
 0.75.
49. If the range is not (-1, 1) then what is the idea to solve the Gaussian quadrature formula.
Solution:
 ba   ba
x z 
 2   2 
76
b d
50. State trapezoidal rule for evaluating   f  x, y  dxdy.
a c
Solution:
hk
I Sum of values of f at the four corners  
4
2 (sum of values of f at the remaining nodes on the boundary)+
4 Sum of the values of f at he interior nodes)
PART – B
1. Find the first second and 3rd derivatives of the function tabulated below at the point x=1.5?
X 1.5 2.0 2.5 3.0 3.5 4.0

F(x) 3.325 7.0 13.625 24.0 38.87 59.0
Solution:
The table of difference is as follows:
X F(x) y 2y 3y 4y
1.5 3.375
3.625
2.0 7.0 3.0
6.625 0.75
2.5 13.625 3.25 0
10.375 0.75
3.0 24.0 4.50 0
14.875 0.75
3.5 38.875 5.25
20.125
4.0 59.0
Here we have to find the derivatives at the point x = 1.5 which is the starting value of the table.
Therefore newton’s forward differences formula for derivatives at x = x 0, we have
f 1  x 0   1  y 0  1  2 y 0  1  3 y 0 .......
h 2 3 
f0  1.5, h = 0.5
f 1 1.5   1 3.625  1  3   1  0.75  
0.5  2 3 
=4.75
77
f 11  x 0   1 2   2 y 0   3 y 0  11  4 y 0 .......
h  12 
1
2 
= 3.0  0.75 
 0.5 
=9.0
f 111  x 0   1 3   3 y 0  3  4 y 0 
h  2 
1
3 
= 0.75 
 0.5 
=6.0
2. The population of certain town is shown in the following table.
Year 1931 1941 1951 1961 1971

Population 40.6 60.8 79.9 103.6 132.7
(in thousands)
Find the rate of growth of the population in the year 1961.
Solution:
The table of difference is as follows:
X Y y 2y 3y 4y

1931 40.6
20.2
1941 60.8 -1.1
19.1 5.7
1951 79.9 4.6 -4.9
23.7 0.8
1961 103.6 5.4
29.7
1971 132.7
Here h = 10, x0 = 1971
We know that
 2 3 2
4 
1
 
y x 0  nh  1 y 0 
h
2n  1 2
 y0 
3r  6r  2 3
 y0 
2r  9r  11r  3
 y0 
 2 6 12 
78
1
 
y 1961  ?
x0  nh  1961
1971 n10  1961
n10  10  n1
10  2  6  
y1 1961  1 29.1  1 5.4   1 0.8   1  4.9
12   
= 1 29.1 2.7  0.1334  0.4083
10
=2.6775
= 1 4  0.7899  0.7943  0.7884
3
we get
 
I h1, h , h  I 0.6,0.3,0.15
2 4
= 1 4  I 0.15 0.3  I0.3, 0.6
3
= 1 4  0.7884  0.7886
3
=0.7883
The table of these values
0.8113
0.7886
0.7948 0.7883
0.7884
0.7899
2
dx
I   0.7883
0
1 x
12
dx
3. Using Romberg’s Method compute I =  1+ x correct to 4 decimal places.
0
Solution:
Here f(x) = 1
1 x
Take h = 0.6, 0.3, 0.15
H = 0.6, h/2=0.3, h/4=0.15
X 0 0.15 0.30 0.45 0.60 0.75 0.9 1.05 1.20

F(x) 1 0.8695 0.7692 0.6896 0.6250 0.5014 0.5263 487 434
79
Using Trapezoidal method,
0.6
I  h   I  0.6   I1  1  0.4545   2  0.6256  
2 
=0.8113
0.6
with h=  0.3
2
we get
 2  I0.3   I
I h 2
0.3
= 1  0.4545   2  0.7692  0.625  0.5263  
2 
=0.7943
with
0.6
h  0.15we get
4
 4   I0.15   I
I h 3
0.15
 1  0.4545    0.8695  0.7692  0.6896 
2 
+  0.6250+0.5714+0.5263+0.4878  
=0.7899
Now,

I h, h
2   I0.6, 0.3 
= I 4  I  0.3   I 0.6  
3
= I 4  0.7943   0.8113 
3
=0.7886
 
I h , h  I0.3,0.15 
2 4
= I 4  I  0.15   I 0.3  
3
1
4. Evaluate e dx by dividing the range of initiation in to 4 equal parts using (i) Trapezoidal
-x 2
rule (ii) Simpson’s rule.
Solution:
1 0
Here the length of the interval is h = = 0.25. The values of the function y = e-x2 for each
u
point of sub divisions are given below.
80
X 0 0.25 0.5 0.75 1

e-x2 1 0.9394 0.7784 0.5694 0.3628
Y0 Y1 Y2 Y3 Y4
(i) By Trapezoidal rule

1
h
0 e dx  2  y0  y 4   2  y1  y 2  y3 
 x2
0.25
= 1.3678  2  2.8761 
2 
=  0.125  5.943 
=0.7428
(ii) By Simpson’s rule:

1
h
e
 x2
dx   y 0  y 4   2y 2  4  y1  y 3  
0
3
0.25
= 1.3678  1.5576  6.0352 
2
=0.7467
5. The velocity v of a partial ad distances from a point on its path is given by the table.
F 0 10 20 30 40 50 60 Feet
V 47 58 64 65 61 52 38 Feet/fer
Estimate the time taken to travel 60feet by using Simpson’s one third value. Compare the
result with Simpson’s 3/8 rule.
Solution:
We know that the rate of charge of displacement is velocity
ds
V
dt
ds  vdt
1
dt  ds  1
v
Here we find to find the time taken to travel 60 feet. Therefore interstate (1) from 0 to 60
We get
81
60 60
1
 dt   v ds
0 0
The time taken to travel 60 feet is
60 60
1
t 
0
v
ds   ydx
0
The given table can write as given below:
X(5) 0 10 20 30 40 50 60
Y= 1 0.2127 0.017 0.0156 0.01538 0.0164 0.01923 0.0263
v
Y0 Y1 Y2 Y3 Y4 Y5 Y6
Simpson’s one third we have
60
h
 ydx  3  y
0
0  y 6   2  y 2  y 4   4  y1  y 3  y 5  
10
=  0.02127  0.0263   2  0.01563  0.0164 
3 
+4  0.01724+0.01538+0.01923  
10
 0.04758  0.020740  0.06406 
3
 1.06 sec
Hence time taken to travel 60 feet is 1.063 feets
By Simpson’s 3/8 rule
60
 ydx  3h 8  y
0
0  y 6   3  y1  y 2  y 4  y 5   2  y 3  
3 10 
  0.02127  0.02630   3  0.01723  0.0156 
8 
+  0.01640+0.01923   2  0.01538  
 3.75 0.04757  0.20547  0.03076 
 1.064 sec
82
1.4
6. Evaluate   sinx - ln x + e dx by Simpson’s 1/3 rule.
x
0.2
Solution:
Let us divide the interval at integration in to twelve equal parts by taking h = 0.1. Now the
table of values of the given function y = sinx – lnx + ex at each point of subdivision is as given
below.
X 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

Y 3.0291 2.8493 2.7975 2.8213 2.8915 3.014 3.348 3.559 3.559
X 1.1 1.2 1.3 1.4

Y 3.8007 4.0698 4.3705 4.7041
Simpson’s rule
1.4
h
 ydx  3  y
0.2
0  y12   2  y 2  y 4  y 6  y 8  y10 
+4  y1  y 3  y 5  y 7  y 9  y11  
0.1
= 7.73369  2 16.49077   4  20.20418  
3 
=4.05106
2
dx
7. Evaluate  1+ x
1
3
by Gauss 3 point formula:-
Solution:
Transform the variable from x to t by the transformation.
ba ha
x  t
2  2 
3 t 3t
=  
2 2 2
2 1
dx 1 dt
 
1 x 3
1
3
3t 2
1
1  
 2 
83
1
1
=4  dt
-1 8   3  t 
3
1
dt
=4    A 1f  t1   A 2f  t 2   A 3f  t 3  
-1 8   3  t 
3
where
1
f t 
3  t 
3
8
A1  A 2  0.55
A 3  0.888
1
f  t1   f  0.7745    0.0525
 3  0.7745 
3
8
1
f  t2   f 0   0.0285
35
1
f  t 3   f  0.7745    0.0162
 3  0.7745 
3
8
I  4 0.5555  0.0525  0.555  0.0285  0.888  0.0162 
=4 0.0292+0.0158+0.0144 
=0.0594  4
=0.2376
8. Evaluate to integral
2 2
dxdy
I=  Using the trapezoidal rule with h = k = 0.5 and h = k = 0.25
1 1
x+y
Solution:
When h = k = 0.5
y Y0=1 Y1=1.5 Y2=2

x
X0=1 f01 = 0.4
f00=0.5 f02=0.33
X1=1.5 f10=0.4 f11=0.33 f12=0.285
X2 = 2 f21=0.285
f20=0.33 f22=0.25
84
hk
I f00  f02  f21  f22  2f01  f10  f21  4f11
u
1
= 0.5  0.33  0.25  0.33  20.4  0.4  0.285  0.285  40.33
16
=0.3418
When
y Y0=1 Y1=1.25 Y2=1.5 Y3=1.25 Y4=2.0

x
X0=1 f(1,1.25) f(1,1.5)
f(1,1) f(1,2.0)
f(1,1.75)
f(1.25,1) f(1.25,1.25) f(1.25,1.5) f(1.25,1.75) f(1.25,2)
X1=1.25
f(1.5,1) f(1.5,1.25) f(1.5,1.5) f(1.5,1.75) f(1.5,2)
X2=1.5 f(1.75,1) f(1.75,2)

f(1.75,1.25) f(1.75,1.5) f(1.75,1.75)
X3=1.75 f(2,1) f(2,1.25) f(2,1.5) f(2,2)

f(2,1.75)
X4=2.0
I
1
65
f 1,1  f 1,2   f  2,1  f  2,2   2f 1,1.25   f 1,1.5 
+f 1,1.75   f 1.25,1  f 1.5,1  f 1.75,1  f  2,1.25 
+f  2,1.5   f  2,1.75   f 1.25,2   f 1.5,2   f 1.75,2 
4 f 1.25,1.25   f 1.25,1.5   f 1.25,1.25   f 1.5,1.25 
+f 1.5,1.25   f 1.5,1.5   f 1.5,1.75  
f 1.75,1.25   f 1.25,1.5   f 1.25,1.25 
 0.3401
9. Using Trapezoidal and Simpson’s rule evaluate

4.4 2.6
dydx
I= 
4 2
xy
Solution:
Taking h = 0.3 along x direction and k =0.2 along y direction we can construct the following table
where
85
1
f  x,y  
xy
y 2.0 2.3 2.6

x
X0=4.0 f(x0,y0)=0.125 f(x0,y1)=0.108 f(x0,y2)=0.0961
X1=4.2 f(x1,y0)=0.119 f(x1,y1)=0.1035 f(x1,y1)=0.0916
X2=4.4 f(x2,y0)=0.1236 f(x2,y1)=0.0988 f(x2,y2)=0.0874
0.2  0.3
I
4
0.1250  0.0961 0.1136  0.0874
+2 0.1190+0.1087+0.0916+0.0988  4 0.1035
 0.0250
using Simpson’s rule
hk
I  f00  f20  f22  4  f10  f01  f11  f21   16f11 
9 
0.2  0.3

9
0.1250  0.0961  0.1136  0.0874  4(0.1087
+0.1190+0.0916+0.988)+16  0.1035  
=0.0250
10. If D, E,  and  be the operators with usual meaning and if hD = u where h13 the interval at
differencing. Prove that the following relations between the operator’s.
(i) E= eu
(ii) δ = 2sinh u
2 
(iii) μ = cosh u  2
(iv) (E+1) =2(E-1)
Solution:
(i) E = ehD
=Eu (hD=u)
86
(ii) 2 sin h u
2
 eu 2  eu 2 
 2 
 2 
   
1 1
 Eu 2
 Eu 2
   by dt 
(iii) cos u
2
1 E
2  u
2
E
u
2

E   
1 1
u 2
 Eu 2

2
1 1
E 2
E 2

2

E  1   E  1 E 1
2
E
1
2

=E
1
2
E 1
2
E
1
2
E 1
2
E
1
2

(iv)
 E 12  E  12 
= E-1 2  
 2 
 
=2 E-1 
11. Given that

12500 = 111.8034, 125110 = 111.8481
find the value of 12516 .
The difference table
X y x y 2y
12500 111.8034
0.0471
12510 111.8481 0
0.0447
12520 111.8928 0
0.0447
12530 111.9375
87
We have x0 = 12500, h = 10, x = 12516
x  x 0 12516  12510
u   1.6
h 10
u  u  1
f  x   y 0  uy 0   2 y 0  .....
21
f 12516   111.8034  1.6  0.0447
=111.8034+0.07152
=111.87492
12516  111.87492
12. Use Newton’s forward interpolation and find value of sin 52 from the following data.
Estimate the error.
X 45 50 55 60
Y=sinx 0.7071 0.7660 0.8192 0.8660
Solution:
The difference table
X Sin x y 2y 3y

45 0.7071
0.0589
50 0.7660 -0.0057
0.0532 -0.0007
55 0.8192 -0.0064
0.0462
60 0.8660
We have x0 = 45, x1 = 52, y0= 0.7071, y0 = 0.0589,

2y0 = -0.0057, 3y0 = -0.0007
x  x 0 52  45
u   1.4
h 5
Newton’s formula
u  u  1 2 u  u  1 u  2  3
y  u0  uy 0   y0   y 0  .....
2! 3!
88
f  52   0.7071  1.4  0.0589  

1.4 1.4  1
 0.0057 
2
1.4 1.4  11.4  2 
+  0.0007 
3!
=0.7071+0.8246-0.001596+0.000392
sin52  0.7880032
u  u  1 u  2  .... u  n 
Error  n1y 0
n  1!
using n = 2 we get
u  u  1 u  2 
 3 y0
3!
1.4 1.4  11.4  2 
  0.0007   0.0000392
6
13. The following table gives the values of the probability integral
n
2
e dx corresponding to certain values of x. For what value of x is this integral
-x 2
y=
π 0
equation of to ½?
X 0.46 0.47 0.48 0.49

2
n 0.4846 0.4937 0.5027 0.5116
e
-x 2
y= dx
π 0
Solution:
Here x0=0.46, x1=0.47, y0 = 0.487 y = ½
From Laurens’s inverse interpolation formula
x
 y  y1  y  y2  y  y3  x   y  y0  y  y2  y  y3  x
 y0  y1  y0  y2  y0  y3  0  y1  y0  y1  y2  y1  y3  1

 y  y0  y  y1  y  y3  x   y  y0  y  y1  y  y2  x
 y2  y0  y2  y1  y2  y3  2  y3  y0  y3  y1  y3  y2  3
89
 0.5  0.49  0.5  0.5274  0.5  0.51 0.46 

  
 0.48  0.49  0.48  0.52  0.48  0.51
 0.5  0.48  0.5  0.502  0.5  0.511 0.47 
 
 0.49  0.48  0.49  0.502  0.49  0.511
 0.5  0.48  0.5  0.49  0.5  0.511 0.48 
 
 0.52  0.48  0.52  0.49  0.52  0.511
 0.5  0.48   0.5  0.49  0.5  0.502  0.49
 
 0.51  0.48  0.51  0.49  0.51  0.502 
 0.0207787  0.157737  0.369928  0.0299495
 0.476937
14. Find f1(3) and f11(3) for one following data.
x: 3.0 3.2 3.4 3.6 3.8 4.0

f(x): -14 -10.032 -5.296 -0.256 6.672 14
Solution: Since we require f1(3) and f11(3) we use Newtons forward formula.
Difference table:
x y y 2y 3y 4y 5y
3.0 -14
3.2 -10.032 3.968 0.7968
3.4 -5.296 4.736 0.304 -0.464 2.048 -5.12
3.6 -0.256 5.04 1.888 1.584 -3.072
3.8 6.672 6.928 0.4 -1.488
4 14 7.328
By Newtons forward formula:
 dy   dy  1 1 2 1 3 1 4 
      y 0   y 0   y 0   y 0  ...
 dx  x  x0  dx  u 0 h  2 3 4 
h=0.2
1  1 1 1 1
=  3.968   0.768    0.464    2.048    5.12  
0.2  2 3 4 5 
1
  3.968  0.384  0.1547  0.512  1.024 
0.2
 9.4665
90
 dy   d2 y  1   2 y   3 y 1 11  4 y  5  5 y  ...
    2  2  u 0 0 0 
 dx  x  x0  dx  x  x0 h 12 6
1  11 1 5
  0.768  0.464    2.048    2.048    5.12  
 0.2   12 4 6 
1
  0.768  0.464  1.8773  4.267 
0.04
184.4075
15. Find the maximum and minimum value of y tabulated below.
x: -2 -1 0 1 2 3 4
y: 2 -0.25 0 -0.25 2 15.75 56
Solution:
Newtons forward difference formula is
 u  u  1 2 u  u  1 u  2  3 
y  x    y 0  uy 0   y0   y 0  ...
 2! 3! 
dy 1   2u  1 2 2
3u  6u  2 3 
  y 0   y0   y 0 ...
dx h  2! 3! 
Forward Difference Table:
x y y 2y 3y 4y 5y
-2 2
-1 -0.25 -2.25
0 0 0.25 2.5
1 -0.25 -0.25 -0.5 -3 6 0
2 2 2.25 2.5 3 6 0
3 15.75 13.75 11.5 9 6
4 56 40.25 26.5 15
x-0
Choosing x 0  0 u= x
1
dy 1  2x  1 3x 2  6x  2 4x 3  18x 2  22x  6 
  0.25   2.5   9  .6 
dx 1  2 6 24 
91
 2x  1 3x 2  6x  2 4x 3  18x 2  22x  6
 0.25   2.5   
2 6 24
dy
 x3  x
dx
dy
 0  x3  x  0
dx
x  x 2  1  0
x=0 x 2  1  0
 x-1 x  1  0
x=1,-1
d2 y
2
 3x 3  1
dx
d2 y
at x=0 2  1  ve
dx
d2 y
x1  3  1  2  ve
dx 2
d2 y
x  1  3  1  2  ve
dx 2
 y is maximum at x=0 minimum at x=1 and -1.
1 x  x  1 2 
 y x   y 0  xy 0   y 0  ...
h 2! 
1
0  0  0
y 0 
1
 maximum value = 0
1
y t 
1
 y0  y0  0  0  ...
  0   0.25 
 0.25
 maximum at x 1y 1  0.25
92
16. Obtain the value of f1 (0.04) using Bessel’s formula given in the table below.
x: 0.01 0.02 0.03 0.04 0.05 0.06

f(x): 0.1023 0.1047 0.1071 0.1096 0.1122 0.1148
Solution:
Since x=0.04 is in the middle of the table we use central difference formula and in Bessel’s
formula.
x u y y 2y 3y 4y 5y

0.01 -3 0.1023
0.02 -2 0.1047 0.0024 0
0.03 -1 0.1071 0.0024 0.0001 0.0001
0.04 0 0.1096(40) 0.0025 0.0001 0 -0.0001 0
0.05 1 0.1122 0.0026 0 0.0001 -0.0001
0.06 2 0.1148 0.0026
x  x 0 x  0.04
Since u  
h .01
X0 = 0.04 as the origin

Y0 = 0.1096 y0 = 0.0026 y1 = 0.025 y-2-0.0024
By Bessel’s formula.
1 1 u  u  1 2
y  x 0  uh    y u  y1   u   y 0    y 1   2 y 0 
2  2 4
1
u  u    u  1
2  u  1 u  u  2  4
   3 y 1    y 2   4 y 1 
6 48
1  1 1 1
y 3  x0    0.0026   0  0.0001   0.0001   0.0001 
0.01  4 12 24 
1
  24  0.0026  0.0006  0.0003
24
f  0.04   0.25625
1
93

2
17. Dividing the range into 10 equal parts. Find the value of  sin xdx
0
by (i) Trapezoidal rule
(ii) Simpson’s rule.
Solution:
x 0 /20 2/20 4/20 5/20
y 0 1.564 0.3090 0.5878 0.7071
x 6/20 7/20 8/20 9/20 10/20
y 0.8090 0.8910 0.9511 0.9877 1
By Trapezoidal rule
/ 2
h
 sin xdx  2  y
0
0  y11   2  y 0  y 2  ...  y10  
/2
h   / 20
10
/ 2
 sin xdx   / 40 12.7062 

0
 0.9980
By simpson’s 1/3 rule:
/ 2
h
 sin x dx   3   y
0
0  y u   4  y1  y 3  y 5  y 7  y 9  
 2  y 2  y 4  y 6  y 8  y10 
 / 20 
=    0  1  4  3.1962   2  2.6569 
 3 

 1  12.7848  5.3138 
60

 19.0986 
60
 1.0000
3
dx
18. Evaluate x
0
2
4
using Romberg’s method. Hence obtain an approximate value for .
Solution:
2
1 dx
let y= 2
let 1  2
x 4 0
x 4
take h = 1
94
The tabulated values of y are
x 0 1 2
y 0.25 0.20 0.125
2
dx h
I1   2
  y 0  y 2   2  y1  
0
x 4 2
  0.5    0.25  0.125   2  0.20 
0.3875
Take h=0.5
x 0 0.5 1 1.5 2
y 0.25 0.2353 0.20 0.160 0.125
h
I2   y 0  y 4   2  y1  y 2  y 3  
2
  0.25   0.25  0.125   2  0.2353  0.2  0.16 
 0.3914
Take h = 0.25
x 0 0.25 0.5 0.75 1 1.25 1.5 1.75 2

y 0.25 0.2462 0.2353 0.2192 0.20 0.1798 0.160 0.1416 0.125
By Trapezoidal rule
h
I3   y 0  y 8   2  y1  ....  y 7  
2
0.25

2
 0.25  0.125   2  0.2462  0.2353  0.2192  0.20  0.1798  0.16  0.1416 
 0.3924
Using Romberg’s formula for I1 & I2 we have
95
I I
I  I 2   2 1 
 3 
 0.3914  0.3875 
 0.3914 
3
 0.3927   1
I I
I  I 3   3 2 
 3 
 0.3914  0.3875 
 0.3924 
3
 0.3927   1
I I
I  I 3   3 2 
 3 
 0.3924  3914 
 0.3924   2
3
 0.3927
Since (1) and (2) are equal
2
dx
I 2
 0.3927   3
0
x 4
By actual Integration
2 2
dx dx
0 x2  4  0 x2  22
1 2
 Tan 1  x / 2   0   4 
2
/8
From (3) and (4) we get /8 = 0.3927
  = 3.1416
96
2
x 2  2x  1
19. Evaluate 0 1   x  14 dx by Gaussian three point formula.
Solution:
x 2  2x  1
let f  x   4
1  x  1
b-a ba
let x z
2 2
20 20
 Z
2 2
x  z1 x  0  z  1
dx  dz x  2  z  1
2
2
x 2  2x  1
1
 z  1  2  z  1   1
0 1   x  1 dx  1 1   z  1  4
1
z 2  4z  4
= 4 dz  1
-1  z  2 
z 2  4z  4
f z 
 z  2 4  1
2
z  2
f z 
 z  2 4  1
z2 4
f 0  4

z  1 17
2
 3 
  2
3 4   1.50161  0.4614
f      4
 5  3  3.2548

 5  2   1
 
2
 3 
 4  2
 3
f    4
  0.12774
 5  3 
 5  2  1
 
5  3 
1
 3 8
 1   f  z  dz  f    f    f  0  
1
9  5  5 9 
5 8 4 
 0.4614  0.12774    
9 9  17  
 0.5365
97
2
x 2  2x  1
 4 dx  0.5365.
0 1   x  1
1 2
2xy
20. Evaluate   1  x 1  y 
0 1
2 3
dx xy by Trapezoidal rule with h=k=0.25.
Solution:
1 2
2xy
  1  x 1  y  dxdy
0 1
2 2
y/x 1 1.25 1.5 1.75 2

0.25 0.2353 0.2295 0.2172 0.2027 0.1882
0.5 0.4 0.3902 0.3692 0.3446 0.32
0.75 0.48 0.5854 0.4431 0.4135 0.384
1 0.5 0.4878 0.4615 0.4308 0.4
Trapezoidal Rule:
 Sum of values of at the four corners  

hk  
I    Sum of values of fat the remaining nodes on the boundary  
4  
i4  Sum of the values of fat the interior nodes  
 0  0  0.4  0.5   2  0.48  0.4  0.023  0  

 0.25  0.25   
I
4  0.32   0.384  0.4308  0.4615  0.4878  4  0.2295    0.2172  
0.2027  0.39202  0.369  0.3446  0.5854  0.4431  0.4135 
 
  0.0156  0.9   2  3.876  4  3.1954   
0.1913.
98
UNIT – IV
PART – A
1. What is particular solution?
dy d 2 y dny
A most general from of an ordinary differential equation is given by Q (x, y, , ,.... n ) =
dx dx 2 dx
0 we know that the general solution of a differential equation of n order has n arbitrary
th
constants. If we give particular values to the constants, the solution is said to be a particular
solution.
2. What is initial value problem?
A general solution of a differential equation of nth order has n arbitrary constants. It will be
of the form f(x,y,c1,c2,…cn) =0. if n conditions are given we can obtain the values of the constants
c1,c2,…cn. If all the n conditions are specified at the initial point only, then the problem is called an
initial value problem
3. What is boundary value problem?
A general solution of a differential equation of nth order has n arbitrary constants. It will be
of the form f(x1, y1, c1, c2, ….cn) = 0. If n conditions are given we can obtain the values of the
constants c1, c2….. cn If n conditions are specified at more than one point, then the problem is
called a boundary value problem
4. Explain single step method?
Single step method are those which utilize input information at a single point x i to predict the
value of the function yi+1 at xi+1
5. Explain Taylor series?
Taylor series makes use of a series of y in terms of the powers of x from which the values of y
can be obtained by direct substitution. The series is truncated at any stage depending upon the
level of accuracy required.
99
6. Explain Euler method
Euler method is a simple method based on the geometrical facts. This method has been
modified so as to include an iterative technique to get better approximation
7. Explain multi step method?
Multi step methods make use not only the value yi but yi-1, yi-2, ….also, in-order to compute
the value of yi+1. This is based on the fact that the valuable information from the previous points
will be helpful to arrive at a better solution.
8. Given an example of multi step method.
Taylor series, Euler methods & Runge –kutta method
9. Give an example of multistep method
A dam’s –Bash forth, Milne-Thompson’s method
10. Write down the formula for Taylor series
h 1 h 2 II h3 III
Yn+1  yn  yn  yn  yn  ......
1! 2! 3!
11. Write down the formula for Euler’s method or Euler’s algorithm?
Yn+1= yn +h f (xn,yn), n = 0,1,2,…..
12. What is the formula for improved Euler’s method?
Yn+1 =yn + ½ h [f (xn, yn)+ f (xn+h, yn +h f (xn, yn))]
13. What is the formula for modified Eulers method?
Yn+1 =yn +h[f(xn+h/2, yn +h/2 f (xn, yn))
14. Write down the formula for fourth order Runge-kutta method. for first order ODE?
K1= h f(x,y)
K2 = h f (x+ h/2, y+k1/2)
K3 = h f(x+h/2, y+k2/ 2)
100
K4 = h f (x+h, y+k3)
1
y  ( K1  2k2  2 K 3  k4 )
6
y ( x  h)  y ( x)  y
15. Explain Runge-kutta method for simultaneous first order differential equations?
(or)
Write down the formula for Runge –kutta method for simultaneous first order ODE?
Solution:
To solve numerically the simultaneous equations

dy dz
 f1( x , y , z ), and  f2 ( x , y , z ) given the initial conditions y(x 0 )  y0 ,
dx dx
z(r0 )  Z o
we starting from (x0, Y0, z0) the increments y and Z in y and z respectively are given by
formulae
K1=hf, (x0,y0,z0) l1 = hf2 (xo, yo, zo)
h k l h k l
K 2 = hf1 (x 0 + ,y0 + 1 +Z0 + 1 ) l2  hf 2 ( x0  , y0  1 , z0  1 )
2 2 2 2 2 2
h k l h k l
K 3 = hf1 (x 0 + ,y 0 + 2 +Z0 + 2 ) l3  hf 2 ( x0  , y0  2 , z0  2 )
2 2 2 2 2 2 where h =  x
K 4 = hf1 (x 0 +h,y0 +k 3 ,Z0 +l3 ) l4  hf 2 ( x0  h, y0  k3 , z0  l3 )
1 1
y  (k1  2k2  2k3  k4 ) z= (l1  2l2  2l3  l4 )
6 6
y1=y0+y and z1=z0+z
having got (x1,y1,z1 ) we get (x2,y2,z2) by repeating the above algorithm once again starting from
(x1,y1,z1)
16. Explain Runge-kutta method for second order differential equation (or) How do you apply
R-K-method of order from to solve
yII = f(x,y, y1), given y(x0)= y0 and y1(x0) =y01?
Solution:
To solve yII =f(x,y,y1), given y(x0) =y0 y1(x0) = y1 0

Now, set y1=Z and y” = z1
dy
Hence, differential equation reduce to  y1  z and
dx
101
dz
 z1  y " = f (x, y, y”) = f (x, y, z)
dx
dy dz
  z and  f (x, y, z) are simultaneous equation Where f1 (x, y, z) = z, f2 (x, y, z) = f (x, y, z)
dx dy
given
Also y (0) and z (0) are given
Starting from these equations, we can use the R – K method for simultaneous equation and solve
the problem.
17. What is the use of predictor formula?
A predictor formula is used to predict the value of y at xi+1
18. What is the use of corrector formula?
A corrector formula is used to correct the error and to improve that value of y i+1
19. What is Milne’s predictor formula?
4h
Yn+1, P = yn-3 + (2yn-21 – y1n-1 +2y1n)
3
20. What is Milne’s corrector formula?
h 1
Yn+1, C = y n -1 + (y n-1 + 4y1n +y1n+1)
3
21. Write down Adam – Bashforth predictor formula?
h
Yn+1, P = yn + [55y1n - 59y1n + 37y1n-2 - 9 y1n-3]
24
22. Write down Adam – Bashforth corrector formula?
h
Yn+1, C = yn + [9y1n+1 + 19y1n – 5y1n-1 + y1n-2]
24
23. What is the merits and demerits of Taylor’s series method?
1. It is very powerful if one can calculate the derivatives of y easily

2. But if the function f (x, y) is complicated and finding the derivatives are difficult, then the
evaluation becomes very tedious.
102
3. This method can be used to get some initial values for other methods such as Runge – kutta
method, Milne’s method, Adams Barthforth method.
24. Compare all the single – step methods?
An Euler’s method is less efficient since it requires h to be small for obtaining reasonable
accuracy. Taylor series method involves labour in computing the derivatives. In Runge – kutta
methods, the derivatives of higher order are not required and we require only the function values
at different points.
25. What is the relation between Runge – kutta method of second order and modified Euler’s
method?
In second order Runge – kutta method,

y0 = k2 = hf  x 0  , y 0 + 1 
h k
 2 2
y0 = hf  h 1 
 x 0  , y 0 + h f (x 0 , y 0 ) 
 2 2 
y1 = y0 +y0 + y0 + hf  h
 x0  , y0 +
h 
f (x 0 , y 0 ) 
 2 2 
This is exactly the modified Euler method
So, the Runge – kutta method of second order is nothing but the modified Euler method.
26. Using Taylor series method, find correct to four decimal places, the values of y (0.1), given
dy
= x2 +y2 and y (0) = 1
dx
Solution:
We have y1 = x2 + y2
Yii = 2x + 2yy’
Yiii = 2 +2yy” +2’2
Yiv = 2yyiii + 2yiyii + 4yiyii
= 2yyiii + 6yiyii
x0 = 0, y0 =1, h = 0.1
x1 = 0.1, y1 = y (0.1) =?
Y01= x02 + y02 = 0 +1 = 1
Y0ii = 2x0 + 2y0y01 =2
Y0iii = 2 + 2(1) (2) + 2 (1)2 = 8
Y0iv = 2  1  8 + 6 (1) (2) = 28
By Taylor series method
Y1 =y0 + h y 10  h y 02  h y 30  ......
2 3
1! 2! 3!
103
Y (0.1) = y1 = 1+
0 .1 ( 0 .1) 2 ( 0 .1) 3 ( 0 .1) 4
(1 )  (2)  (8 )  ( 2 8 )  ....
1 2 6 24
= 1 + 0.1 +0.01 +0.0013333 + 0.000116666
= 1.11144999
= 1.11145
dy
27. Using Taylor series method, find y (1.1) correct to four decimal places given =xy1/3 and y
dx
(1) = 1
Solution:
Take x0 =1, y0 = 1, h =0.1

Y1 = xy1/3
1
Yii = xy-2/3 y1 + y2/3
3
1 2 -1/3
= x y + y1/3
3
y = x   1  y  3 y 1  2 x y  3
4 1
iii 2
1  23 1
 y y
3  3  3 3
y = 1 (1) =1
0
1 1/3
2 1
1 4
y0ii = x0 y0 3 y01  y0 3 
3 3
8
y0iii =
9
By Taylor series
(0.2) 2  4  (0.1)3  8 
Y1 = y (1.1) = 1+0.1 +      ......
2 3 6 9
= 1+0.1 + 0.00666 + 0.000148 + …….
= 1.10681
dy 2
28. Using Taylor series method, find y (0.1) given =x – y, y (0) = 1 (correct to 4 decimal places)
dx
Solution:
X0 = 0, y0 = 1, h =0.1, x1 =0.1
Y1 = x2 – y
Yii = 2x – y1
Yiii = 2 - yii
Yiv = - yiii
Y01 = x02 – y0 = 0 -1 = -1
104
Y011 = 2x0 – y01 = 0 – (-1) =1

Y0iii = 2 -1 = 1
Y0iv = - 1
y (o.1) = 1+0.1 (-1)+
0.01 (0.001) (0.0001)
(1)  (1)  (1, .....)
2 6 24
=0.905125
29. Given y1 = - y and y (0) = 1, determine the value of y at x = (0.01) (0.01) (0.04) by Euler method
Solution:
Y1 = - y, x0 =0, y0 =1, x1 = 0.01, x2 = 0.02, x3 = 0.03, x4 = 0.04

We have to find y1, y2, y3, y4 takes h = 0.01
By Euler algorithm, yn+1 = yn + hyn1 = yn + hf (xn, yn)
Y1 = y0 + h f (x0, y0) = 1 + (0.01) (-1) = 0.99
Y2 = y1 + hy11 = 0.99 + (0.01) (-y1)
= 0.99 + (0.01) (-0.99)
=0.9801
y3 = y2 +hf (x2, y2) = 0.9801 + (0.01) (-0.9801)
= 0.9703
y4 = y3 +h f (x3, y3) = 0.9703 + (0.01) (-0.9703)
= 0.9606
30. Compute y at x = 0.25 by modified Euler method given y1 = 2xy, y (0) = 1
Solution:
Here f (x, y) = 2xy, x0 = 0, y0 = 1
Take h = 0.25, x1 = 0.25
By modified Euler method
 h h 
Y1 = y0 + h [f  x 0  , y 0 + f (x 0 , y 0 ) 
 2 2 
f (x0, y0) = f (0, 1) = 2 (0) (1) = 0
y1 = 1 +0.25 [6 (0.125, 1)]
= 1+0.25 [2  0.125, 1]
=1 = 0.25 [2  0.125 1]
= 1.0625
105
dy
31. Solve =-2x–y, y(0)=-1 by Taylor series method to find y(0.1) compare it with exact
dx
solution?
Solution:
Here x0 = 0, y0 = -1, h = 0.1
Y1 = -2x –y
Yii = -2 –y1
Yiii = - yii
Yiv = - yiii
Y01 = -2x1 –y0 = 1
Y011 = -2 – 1=-3
Y0iii = 3
Y0iv = -3
0.1 (0.1) 2 (0.1)3 (0.1) 4
y1 =1+ 1   (3)  3  (3)  ....
1! 2! 3! 4!
= 1+ 0.1 -0.015 +0.0005 – 0.0000125
= -0.91451
dy
32. Solve =x (1+x3y), y (0) = 3 by Euler’s method for y (0.1)
dx
Solution:
X0 = 0, y0 = 3, h = 0.1, x1 = 0.1
By Euler’s algorithm is y1 = y0 + hf (x0, y0)
= 3 +0.1 f (0, 3) = 3 + 0.1(0)
=3
dy
33. Solve = 2x +3y, y(0) = 1 by Euler’s method for y (0.1), y (o.2)
dx
Solution:
X0 =0, y0 = 1, x1 = 0.1
By Euler algorithm, y1 = 1+0.1 [2  0 + 3 1] = 1.3
Y2 =y1 + hf (x1, y1)
= 1.3 + 0.1f [0.1, 1.3]
= 1.3 + 0.1 [2  0.1 + 3  1.3] = 1.71
106
34. Obtain the values of y at x = 0.1 using Runge – kutta method of fourth order for the
differential equation y1 = - y, given y (0) = 1
Solution:
Here f (x, y) = - y, x0 = 0, y0 = 1, x1 = 0.1
K1 = hf (x0, y0) = 0.1 f (0, 1) = -0.1
h k
K2 = hf (x0 + , y0 + 1 ) = (0.1) f (0.05, 0.95) = - 0.095
2 2
 h K 
K3 = hf  x 0 + , y 0 2  = (0.1) f (0.05, 0.9525) = -0.09525
 2 2 
K4 = hf (x0+h, y0 +K3) = (0.1) f (0.1, 0.90475) = - 0.090475
1
y = (k1+2k2 + 2k3 + k4)
6
y1 = y0 + y = 0.9048375
dy
35. Compute y (0.3) given +y+xy2 = 0, y (0) = 1 by taking h = 0.1 using R.K method of fourth
dx
order?
Solution:
Y1= - (xy2 +y) = f (x, y), x0 = 0, y0 =1, h =0.1 x1 = 0.1
K1 =h f (x0, y0) = 0.1 [- (x0y02 + y0)] = -0.1
K2 = hf  x  h , y  k  = -0.1 [(0.05) (0.95)2 + 0.95] = -0.0995
1
 0 0 
 2 2 
K3 = hf  x 0  h , y 0  k 2  = (0.1) f (o.1, 0.9005) = - 0.0982

 2 2 
1
 y1 =1 + [-0.1 +2 (-0.0995) + 2 ( -0.0995) – 0.0982]
6
= 0.9006
36. What are the values of k1 and l1 to solve y11 +xy1 + y = 0; y (0) =1, y1 (0) =0 by Runge kutta
method of fourth order
y11 = -xy1 – y, x0 = 0, y0 =1
Setting y1 = z, the equation becomes y11 =z1 = -xz – y
dy dz
 = z = 6, (x, y, z), =-xz – y = f2 (x, y, z)
dx dx
given y0 =1, z0 = y01 = 0
By algorithm, k1= hf1 (x0, y0, z0) = 0.1 f1 (0, 1, 0) = 0
L1 = hf2 (x0, y0, z0) = 0.1 f2 (0, 1, 0) = -1 (0.1) = -0.1
107
37. What are the values of k1 and l1 solve

y11 +2xy1-4y=0
y(0)=0.2,y1(0)=0.5
Solution:
2
dy d dy
Let  z then 2  the given differential equation becomes
dx dx dx
dz dy dz
 2 xz  4 y now  z and  2 xz  4 y
dx dx dx
x0  0, y0  0.2 h  0.2 f1(x,y,z)=z, f2(x1,x2,x3)=-2x2+4y
K1=hf1(x0,y0,z0)=0.10.5=0.05, l1 =ht2(x0,y0,z0)=0.1[-200.5+4.5]=0.8
38. What are the values of k1 and l1 to solve y11 – x2y1 – 2xy = 1 y (0) = 1, y1 (0) = 0
Solution:
dy
Let =z
dx
d2y
The given differential equation becomes = x2y1 +2xy+1
dx 2
dz 2
=x z +2xy +1, x0 =0, y0= 1, z0 =0, f1 (x, y, z) = z
dx
f2 (x, y, z) = x2z +2xy +1, h = 0.1
x1 =hf1(x0 , y0, z0)= 0.1 f (0, 1, 0) = 0.1  0 = 0
l1 =hf2 (x0, y0, z0) = 0.1
dy dz
39. What are the values of k1, k2, l1 and l2 from the system of equations, = x +z, =x–y
dx dx
given y (0) =2, z (0) = 1 using Runge – Kutta method of fourth order.
Solution:
f1 (x, y, z) = x + z; f2 (x, y, z) = x –y
X0 = 0, y0 =2, z0 =1, h = 0.1
Now
K1 = hf1 (x0, y0, z0)
= (0.2) f1 (0, 2, 1)
= (0.1) (0+1)
= 0.1
K2 = hf1  x 0  h , y 0 + k 1 , z 0  l1 
 2 2 2
= 0.1 f1 (0.05, 2.05, 0.8)
108
= 0.085
l1 = (0.1) f2 (0, 2, 1)
= (0.1) (0 -22)
= - 0.4
l2 =hf2  x  h , y + k1 l 
,z0  1 
 0 0
 2 2 2 
= (0.1) f2 (0.05, 2.05, 0.8)

= - 0.41525
40. Explain predictor and corrector method.
Knowing four consecutive values of y namely y n-3, yn-2, yn-1and yn we calculate yn+1 using
predictor formula. Use this yn+1 on the R.H.S of corrector formula to get yn+1 after correction. To
refine the value further, we can use this latest yn+1 on the R.H.S of yn+1, c and get a better yn+1
dy
41. Solve by Euler’s method = x2 + y, y (0) = 1 of x = 0.02, 0.04
dx
Solution:
Here x0 = 0, y0 =1, f (x, y) = x2 + y, h = 0.2
By Euler’s algorithm, y1 = y0 + h f (x0, y0)
i.e. y1 =1 + 0.02 (x02 + y0) = 1.02
y2 = y1 + hf (x1, y1)
= 1.02 +0.02 [(0.02)2 + 1.02]
=1.04041
dy
42. Solve =x + y, given y (1) = 0 and get y (1.1) by Taylor series method?
dx
Solution:
Here x0 = 1, y0 =0, h = 0.1

Y1 =x + y
Yii = 1+y1
Yiii = yii
Yiv = yiii
Y01 = x0 + y0 = 1 + 0 =1
Y011 = 1 +y01 = 2
Y0iii = 2
Y0iv =
109
By Taylor series, we have

h h2 h 3 111
Y1 =y0 + y10  y11 0  y 0  ....
1! 2! 3!
Y1 = y (1.1) = 0 +
0 .1 ( 0 .1) 2 ( 0 .1) 3 ( 0 .1) 4
(1)  2 2  2  ......
1 2 6 24
= 0.11033847
43. What is error in Taylor series method
hn n
If h is small and the terms after n terms are neglected, the error is f (), when x0 < < x,
n!
If x1 – x0 = h
dy
44. Using Taylor method, compute y (0.2) correct to 4 decimal places given =1–2xy and y (0)=0
dx
Solution:
Here x0 = 0, y0 = 0, h =0.2
Y1 = 1 – 2xy
Y11 = -2 (xy1 + y)
Yiii = -2 [xy11 + 2y1]
Yiv = -2 [xyiii + 3y11]
Yv = -2 (xyiv + 4yiii]
Y01 = 1 – 2.0.0 = 1
Y011 = 0
Y0111 = -4
Y0iv = 0
Y0v = 32
By Taylor series,
Y1 =y (0.2) = 0 +
0 .2 ( 0 .2 ) 2 ( 0 .2 ) 3 ( 0 .2 ) 5
(1 )  ( 0 ) (4)  0  (3 2 )  ....
1 2 6 120
= 0.1948
45. A particular case of Runge – kutta method of second order is

(i) Taylor’s method
(ii) Picard’s method
(iii) Modified Euler’s method
(iv) Milne’s method
Ans: Modified Euler’s method

110
46. State the disadvantage of Taylor series method.
dy
In the differential equation f  x, y  . The function f(x,y) may have a complicated
dx
algebraical structure. Then the evaluation of higher order derivative may become tedious. This is
the demerit of this method.
47. Which is better Taylor’s method (or) RK Method?
RK methods do not require prior calculation of higher derivatives of y(x) as the Taylor
method does. Since the differential equations using in applications are often complicated the
calculation of derivatives may be difficult also the RK formulas involve the computation of f(x,y)
at various positions instead of derivatives and this function occurs in the given equation.
48. The error term in Milne’s predictor formula is.
14h 4 1
The error term in Milne’s predictor formula is  yo .
45
49. What is a predictor – collector method of solving a differential equation?
Predictor – collector methods are methods which require the of y at xn, xn-1, xn-2…. For
computing the value of y at xn+1. We first use a formula to find the value of y at x n+1 and this is
known as predictor formula. The value of y so got is improved or corrected by another formula
known as a corrector formula.
111
PART – B
1. Solve dy/dx = x+y, given y(1) =0, and get y(1.1), y(1.2) by Taylor series method. Compare your
result with the analysis.
Solution:
Here x0= 1, yo =0x =0.1

Y1=x + y y0I= x0+y0=1+0 = 1
yII = 1+y1 y0II=1xy01 = 2
yIII = yII y0III = y0II = 2
yIV = yIII y0iv = 2 etc
By Taylor series, are have
h 1 h 2 II h3 III
y1  y0  y0  y0  y0  ......
1! Z! 3!
 0.1 (2)  (0.1)3  (0.1) 4 (2)
2
0.1
 y1  y (1.1)  0  (1) 
1 2 6 24
5
0.1
 .2  ....    (2)
120
= 0.1+0.01+0.00033+0.00000833+0.000000166+….
Y(1.1) = 0.11033847
Now, take x0 = 0.1103847
Now, take x0 = 1.1 h = 0.1,
h 1 h 2 II h3 III h 4 IV
y2  y1  y1  yI  yI  y1  ....    (3)
1! 2! 3! 4!
we calculate y1I , y1II , y1III ,.....,
x1  1.1, y1  0.11033847
y1I  x1  y1  1.1  0.11033847  1.21033847
y1II  1  y1I  2.21033847
y1III  y1II  y1IV  y1V  ....  2.21033847
using in (3),
y2 = y(1.2) = 0.11033847 + 0.1 / 1 (1.21033847)
(0.1)2 (0.1)3 (0.1)h
 (2.21033847)  (2.21033847)  (2.21033847)  ....
2 6 2h
= 0.11033847+2.21033847(0.005+0.0016666+….)
112
= 0.2461077
dy
The exact solu of  x  y is y = -x-1+2e x-1
dx
Y (1.1) = -1 1 -1 +2e 0.1

= 0.11034
y (1.2) = -1.2 – 1+ze0.2 = 0.2428
y (1.1) = 0.11033847
y (1.2) = 0.2461077
Exact values: y(1.1) = 0.110341876

Y(1.2) = 0.24280552
2. Using Taylor method compute y (0.2) and y(0.4) correct to 4 decimal places given
dy
 1  2 xy and y(0) =0
dx
Soln
We know y1=1-2xy Here x0=0 y0 =0, h=0.2

y = -2(xy +y)
II 1 y0 =1-zx0y0 = 1
1
y =-2(xy +2y )
III II I
y0II = 0
yIV = -2(xyIII +JyII) yoIII =-4
yV = -2(xyiv+4yIII) yivo =0
y0II =J 32
by Taylor series
h 1 h2 II h3 III
yI  y0  y0  yo  y0  ....      (!)
I! 2! 3!
(0.2)  0.2 
2
(0.2)3 (0.2)40 (0.2)5
y1  y(0.2)  0  1 (0)    (32)  ....
1 2 6 24 120
yI=Z-x Z1 = x+y
yII =Z1-1 ZII = 1+y1
yIII = ZIIetc ZIII = yII etc
By Taylor series, for y1and z we have

h2 h3
Y1 = y (0.1) = y0+hy01+ y0II  y0 III  ......    (1)
2! 3!
113
h 2 II h3 III
And Z1=Z (0.1) = Z0 +hZ01+ Z 0  Z 0  .....(2)
2 6
Y0 = 1 z0 =1
Y01=Z0-x0= 1-0 = 1 z01 = x0 + y0 + 0 =1=1
Y0II =Z01-1=1-1 = 0 z0II = 1 + yo1 =1 + 1 =2
Y0III =z0II = 2 z0III = y0II = 0
Substituting in (1) and (2), we get z0IV = y0III = 2

(0.01) (0.001)
Y1 =y (0.1) = 1 + (0.1) + (0)  2  .....
2 6
= 1 + 0.1 + 0.000333+…. =1.1007 (correct to 4 decimals)
z1 = z (0.1) = 1 + (0.1) +
(0.01) (0.001) 0.0001

2 (0)   2  ....
2 6 24
=1+0.1+0.01 +0.0000083+….
=1.1100 (correct to 4 decimal places)
 y (0.1) = 1.1003 and z (0.1) = 1.1100
dy dz
3. Solve  z - x,  y + x with y (0) = 1, z (0) = 1, by taking h = 0.1, to get y (0.1) and z (0.1).
dx dx
Here y and z are dependent variables and x is independent.
Solution:
Y1 = z –x and z1 = x + y
Take x0 = 0, y0 = 1 take x0 = 0, z0 = 1 and h = 0.1
Y1= y (0.1) =? Z1 = z (0.1) =?
Using in (6)
0.1 0.19
Y1 =y (0.1) = 0 + [1  0.9]   0.095
2 2
1
Y2 = y1 + h [f(x1, y1) +f (x2, y1 +hf (x1, y1)] (7)
2
F (x1, y1) = 1 – y1= 1 – 0.095 = 0.905
F(x2, y1 + h f (x1, y1) = f (0.2, 0.095 + (0.1) (0.905)) = 0.8145
0.1
Using in (7) we get y2 = y (0.2) = 0.095 + [0.905 +0.8145]
2
Y (0.2) = 0.18098
114
1
Y3 = y2 + h [f (x2, y2) +6 (x3, x2 +h f (x2, y2))] (8)
2
Using in (8)
0.1
Y3 =y (0.3) = 0.18098 + (0.81902 + 1 – 0.26288)
2
Y (0.3) = 0.258787
The values are tabulated

X Modified Improved Exact
Euler Euler solution
0.1 0.095 0.095 0.09516
0.2 0.18098 0.18098 0.18127
0.3 0.258787 0.258787 0.25918
Modified Euler and improved Euler methods give the same values come A to sin decimal places.
4. Evaluate the values of y (0.1) and y (0.2) given yII – x (y1)2 +y2 = 0; y (0) =1, y1 (0) =0 by using
Taylor series method?
Solution:
YII – x (y1)2 + y2 = 0
Put y1 =z  (1)
Hence the eqn reduces to z1 – xz2 +y2 = 0
 z1 = xz2 – y2  (2)
By initial condition, y0 =y (0) = 1, z0 = y01 = 0  (3)

Y1 = 0.2 – 0.00533333 + 0. 000085333
= 0.194752003
Now again starting with x = 0.2 as the starting value so, use again eqn (1)
Now y0 = 0.2, y0 = 0.194752003, h = 0.2

Y01 = 1 – 2x0y0 = 1 – 2(0.2) (0.194752003) = 0.9220992
Y0II = -2 (x0y01 + y0) = -2 [(0.2) (0.9220992) + 0.194752003]
= -0.758343686
y0III = -2 [x0y0II + 2y01]

= -2 [(0.2) (-0.758343686) +2 (0.9220992)]
= -3.38505933
115
y0IV = -2 [(0.2) (-3.38505933) + 3 (-0.758343686)]

= 5.90408585
Using eqn (1), again

Y2 = y (0.4) = 0.194752003 + (0.2) (0.9220992)
(0.2)2 (0.2)3 (0.2)4

(0.758343686)  (3.38505933)  (5.90408585) = 0.359883723
2 6 24
dy 2x
5. Using improved Euler method find y at x =0.1 and y at x =0.2 give =y- , y (0) = 1
dx y
Solution:
By improved Euler method,

1
Yn+1 = yn + h [f (xn, yn) +f (xn + h, yn + hf (xn, yn))]  (1)
2
1
y1 = y0 + h [f (x0, y0 + h f(x0, y0))] (2)
2
2x 0
f (x0, y0) = y0 - =1–0=1
y0
2  (0.1)
f (x1, y0 + h f (x0, y0)) = f (0.1, 1.1) = 1.1 -  0.91818
1.1
0.1
y (0.1) = y1 = 1 + [1+0.91818] = 1.095909
2
1
y2 =y (0.2) =y1 + h [f (x1, y1) + f (x2, x1 +hf (x1, y1))] (3)
2
2x 2  0.1
f (x1, y1) = y1 - 1 =1.095909 -
y1 1.095909
= 0.913412
f (x2, y1 + h f (x1, y1) = f (0.2, 1.095909 + (0.1) (0.9134121)

2  0.2
= f (0.2, 1.18732) = 1.18732 - =0.8594268
1.18732
0.1
Using in (3), y2 = 1.095909 + [0.913412 + 0.850427]
2
= 1. 1841009
X 0 0.1 0.2
Y 1 1.095907 1.1841009
116
6. Apply the fourth order Runge – kutta method, to find y (0.2) given that y1 = x + y, y (0) = 1
Solution:
Since h is not mentioned in the question we take h = 0.1

Y1 = x + y; y (0) = 1
f (x, y) = x+y, x0 = 0, y0 =1
x1 = 0.1, x2 = 0.2
By fourth order Runge – kutta method, for the first interve
K1 = h f (x0, y0) = (0.1) (x0 + y0) = (10.1) (0+1) = 0.1

1 1
K2 =h f (x0 + h, y0 + k1)
2 2
= (0.1) f (0.05, 1.05) = (1.0) (0.05 +1.05) = 0.11
1 1
k3 = h f (x0 + h, y0 + k2) = (0.1) f (0.05, 1.055)
2 2
= (0.1) (0.05 + 1.055) = 0.1105

k4 = hf (x0 +h, y0 + k3)
= (0.1) f (0.1, 11 05) = (0.1) (0.1 + 1.1105)
= 0.12105
1
y = (k1 +2k2 + 2k3 + k4)
6
1
= [0.1 + 0.22 + 0.2210 + 0.12105) = 0.110341667
6
y (0.1) = y1 = y0 +y = 1.110341667 1.110342
Now starting from (x1, y1) we get (x2, y2) again
Apply Runge kutta algorithm replacing (x0, y0) by (x1, y1)

K1 = h f (x1, y1) = (0.1) (x1+y1) = (0.1) (0.1 + .110342) = 0.1210342
h 1
K2 = h f (x1+ , y1 + k1) = (0.1) f (0.15, 1.170859)
2 2
= (0.1) (0.15 + 1.170859) = 0.1320859
h 1
k3 = hf (x1 + , y1 + k2) = (0.1) f (0.15, 1.1763848
2 2
= (0.1) (0.15 +1.1763848) = 0.13262848
117
k4 =hf (x1 + h, y1 +k3) = (0.1) f (0.2, 1.24298048)

= 0.144298048
1
Y (0.2) = y (0.1) + [k1 +2k2 + 2k3 + k4]
6
1
= 1.110342 + (0.794781008
6
Y (0.2) = 1.2428055
Correct to four decimals places, y (0.2) = 1.2428
dy dz
7. Using the Runge – kutta method, tabulate the solution of the system = x +z, = x-y, y =
dx dx
0, z =1 when x = 0 at intervals of h = 0.1 from x = 0.0 to x =0.2.
Solution:
Given f (x, y, z) = x + z, g (x, y, z) = x – y, x0 =0, y0 =0, z0 =1 and h = 0.1

To compute y (0.1) and z (0.1)
K1 = hf (x0, y0, z0) L1 = hg (x0, y0, z0)

= h (x0 + z0) = h (x0 – y0)
= (0.1) (0 +1) = 0.1 = (0.1) (0 – 0) = 0
h k l
K2 = hf (x0 + , y0 + 1 , z0 + 1 )  h k l 
L2 = hg  x0  , y0  1 , z0  1 
2 2 2  2 2 2
 h  l   h  k 
=h  x 0     z 0  1   =h  x0     y0  2  
 2  2   2  2 
 0.1   0    0.1   0.1  
= (0.1)  0    1   = (0.1)  0 
2   2    0 
  2   2  
=0.105
 h k l   h k l 
K3 = hf  x0  , y0  2 , z0  2  L3 =hg  x0  , y0  2 , z0  2 
 2 2 2  2 2 2
 h  l   h  kl 2  
= h  x0     z0  2   = 4  x0     y0  
 2  2   2  2  
 0.1   0    0.1   0.105  
= (0.1)  0    1   = (0.1)  0   0 
 2   2    2   2  
= 0.105 = - 0.00026
K4 = hf (x0 + h, y0 + k3, z0 +l3) L4 = hg (x0 +h, y0 +k3, z0 +l3)
= h [x0 +h) + (z0 + l3) = h [x0 +h) – (y0 +k3)
= (0.1) [ (0+0.1) + (1 – 0.00026) = (0.1) [(0 +0.1) – (0 +0.105)]
= 0.1099 = - 0.0005
118
1 1
y = [k1 + 2k2 + 2k3 + k4] z = [l1 +2l2+ 2l3 +l4]
6 6
1 1
= [0.1+2 (0.105) + 2 (0.105) +0.1099)] = [0+0+2 (- 0.00026) -0.0005]
6 6
=0.1050 = 0.00017
Y1 = y0 + y Z1 =z0 +z
= 0 + 0 .1050 = 1 – 0.00017
y (0.1) = 0.1050 z (0.1) = 0.9998
To compute y (0.2) and z (0.2)

Here x1 = 0.1, y1= 0.1050, z1 =0.9998
K1 = hf (x1, y1, z1) L1 = hg (x1, y1, z1)

= h (x1 +z1) = h (x1 – y1)
= (0.1) (0.1 + 0.9998) = (0.1) (0.1 – 0.1050)
= 0.1099 = - 0.0005
 h k l   h k l 
K2 = hf  x1  , y1  1 , z1  1  L2=hg  x1  , y1  1 , z1  1 
 2 2 2  2 2 2
 h  l1    h  k1  
= h  x1     z1    =h  x1     y1   
 2  2   2  2 
 0.1   0.0005    0.1  0.1099 
= (0.1)  0.1     0.9998   =(0.1)  0.1   0.105  
 2   2    2  2 
= 0.1149 = -0.0099
 h k2 l2   h k l 
K3 = hf  x1  , y1  , z1   L3 = hg  x1  , y1  2 , z1  2 
 2 2 2  2 2 2
 h  l   h  k2  
= h   x1     z1  2   = h  x1     y1   
 2  2   2  2 
 0.1  0.00099   0.1  0.1149 
= (0.1)  0.1   0.9998  =(0.1)  0.1  0.1050 
 2  2   2  2 
= 0.1149 = -0.00125
K4 = hf (x1 + h, y1+k3, z1+l3) L4 = hg [x1+h, y1+k3, z1 + l3]
= h [(x1 +h) + z1+l3)] = h [(x1+h) – (y1 + k3)]
= (0.1) [(0.1+0.1) + (0.9998 – 0.00125)] = (0.1) [(0.1 +0.1) – (0.1050 + 0.1149)]
= 0.1198 = -0.00199
1 1
y = [k1 +2k2 + 2k3 +k4] z = [l1 + 2l2 + 2l3 +l4]
6 6
1 1
= [0.1099 + 2 (0.1149) + 2 (0.1149) + 0.1198)] = [-0.0005 +2(-0.00049)+2 (-0.00125) – 0.001199]
6 6
1 1
= [0.1099+0.2298 + 0.2298 + 0.1198] = [-0.0005 -0.00198 -0.00199]
6 6
= 0.1149 1
= [-0.0005 – 0.00198 – 0.00199
6
= -0.00116
119
Y2 = y1 + y Z2 = z1 + z
= 0.1050 +0.1149 = 0.9998 – 0.00116
= 0.2199 = 0.9986
y (0.2) = 0.2199 z (0.1) = 0.9986
X=0 X = 0.1 X = 0.2

Y 0 0.1050 0.2199
X 1 0.9998 0.9986
2
d2 y  dy 
8. Solve  x    y 2  0 using Runge – kutta method for x = 0.2 correct to 4 decimal places.
 dx 
2
dx
Initial condition are x = 0, y =1, y1 = 0
Solution:
Given:
2
d2y  dy 
 x   +y2 = 0  (1)
 dx 
2
dx
dy
Put =z  (2)
dx
d2y d2
   (3)
dx dx
Substituting (2) and (3) in (1), we get
dz
= xz2 – y2
dx
dz
Let =xz2 – y2 = g (x, y, z)
dx
dz
=xz2 – y2 = g (x, y, z)
dx
Also we are give that y0 = 0, y0 = 1, y01 = 0 (or) z0 = 0, h = 0.2
Now
K1 = hf (x0, y0, z0) l1 = hg (x0, y0, z0)

= hz0 = 0 = h (x0z02 – y02)
= (0.2) (0 -1) = - 0.2
 h k l 
k2 = hf  x0  , y0  1 , z0  1 
 2 2 2
 l   0.2 
= h  z0  1  = (0.2)  0   = - 0.02
 2  2 
120
 h k l 
l2 = hg  x0  , y0  1 , z0  1 
 2 2 2
 h 
2
l   k  
2
= h  x0   z0  1    y0  1  
 2  2  2  
 0.2  0.2   0  
2 2
l2 = (0.2)  0   0    1   
 2  2   2  
= -0.1998
 h k l 
k3 = hf  x0  , y0  2 , z0  2 
 2 2 2
 l   0.1998 
= h  z0  1  = (0.2)  0  
 2  2 
= - 0.01998
 h k l 
l3 = hg  x0  , y0  2 , z0  2 
 2 2 2
 h 
2
l   k  
2
= h  x0   z0  2    y0  2  
 2  2  2  
 0.2  0.01998   0.02  

2 2
= (0.2)  0   0    1   
 2  2   2  
= - 0.1958
k4 = hf (x0 +h, y0 + k3, z0 + h2)

= h (z0 +l3) = (0.2) (0 -0.1958)
= - 0.0392
l4 = hg (x0 +h, y0 + k3, z0 +l3)

= h [(x0 +h) (z0 + l3)2 – (y0 + k3)2]
= (0.2) [(0.2) (0 – 0.1958)2 – (1 – 0.01998)2]
= - 0.1906
1
y = [k1 + 2k2 +2k3 +k4]
6
1
= [0 +2 (-0.02) + 2 (-0.01998) – 0.0392]
6
= - 0.0199
121
y (0.2) = y1 = y0 +y
=1 – 0.0199
= 0.9801
y (0.2) = 0.9801
dy
9. The differential equation = y –x2 is satisfied by y (0) = 1, y (0.2) = 1.12186, y (0.4) = 1.46820, y
dx
(0.6) = 1.7379 compute the value of y (0.8) by Milne’s predictor corrector formula?
Solution:
dy 1
Given =y = y – x2 and h = 0.2
dx
X0 = 0 y0 =1
X1 =0.2 y1 = 1.12186
X2 = 0.4 y2 = 1.46820
X3 = 0.6 y3 = 1.7379
X4 = 0.8 y4 =?
By Milne’s predictor formula, we have

4h
Yn+1, P = y n-3 + [zyn-21 – y1n-1 + 2y1n]  (1)
3
To get yn, put n = 3 in (1) we get

4h
Yn, P =y0 + [2y11 – y12 +2y13]  (2)
3
Now y11 = (y – x) 12 = y1 – x12

= 1.12186 – (0.2)2 = 1.08186  (3)
y21 = (y – x2)2 = y2 – x12
= 1. 46820 – (0.4)2 = 1.3082  (4)
y31 = (y –x2)3 = y3 – x32
=1.7379 – (0.6)2 = 1.3779  (5)
Substituting (3), (4) and (5) and (2), we get
4(0.2)
Yh, g = 1+ [2(1.08186) – 1.3082 + 2 (1.3779)]
3
= 1+0.266 [2.1637 – 1.3082 + 2.7558]
= 1.9630187
y (0.8) = 1.9630187 (by predictor formula)
By Milne’s corrector formula we have

122
h 1
Yn+1, C = yn-1 + (y n-1 +4y1n + y1n+1)
3
To get yh, put n = 3, we get

h
Yh, C = y2 + (y21+hy31+yn1)  (6)
3
Now yn1 = (y –x2) h = yh – xh2

= 1.96277 – (0.8)2
= 1.3230187  (7)
Substituting (4), (5), (7) in (6) we get

0.2
Y4, C = 1.46820 + [1.3082 +4 (1.3779) + 1.3230187]
3
= 2.0110546
i.e. y (0.8) = 2.0110546
dy
10. Using Taylor’s series method, solve =xy+y2, y (0) = 1 at x = 0.1, 0.2 and 0.3 continue the
dx
solve at x = 0.4 by. Milne’s predictor corrector method?
Solution:
Given y1 = xy +y2, and x0 = 0, y0 = 1 and h = 0.1

Now y1 = xy + y2
Y11= xy1 + y + 2yy1
YIII = xyII + 2y1 + 2yyII + 2y12
To find y (0.1)
By Taylor series we have

h 2 II h3 III
y (0.1) = y1 + hy01 + y0 + yo + …… (1)
2! 3!
y0II = (xy + y2)0 = (x0y0 + y02) = 1 ……. (2)
y0II = (xy1 + y + 2yy1)
y0II = (x0y01 + y0 + 2y0y01) = 3 ……. (3)
y0III = (xy0II + 2y1 + 2yyII + 2y12)0 = 10 …… (4)
Substituting (2). (3) and (4) in (1) we get
(0.1) 2 (0.1)3
Y (0.1) = 1 + 0.1 + 3+  10
2 6
123
= 1 + 0.1 + 0.016 + 0.001666

y (0.1) = 1.11666
To find y (0.2)
h 2 II h3 III
Y2 = y1 + hy +
11 y1 + y1 + ….. (5)
2! 3!
Now y11 = (xy + y2) = x1y1 + y12

= (0.1) (1.11666) + (1.11666)2
= 0.111666 + 1.2469
= 1.3585 …… (6)
y1II = (xy1 + y + 2yy1)

= x1y11 + y1 + 2y1 y11
= (0.1) (1.3585) + 1.11666 + 2 (1.11666) (1.3585)
= 0.13585 + 1.11666 + 3.0339
= 4.2865 …… (6)
y1III = (xyII + 2yI + 2yyII + 2y12)

= (x1 y1II + 2y1I + 2yIyIII + 2y112)
= (0.1) (4.2865) + 2 (1.3585) + 2 (1.1167) (4.2865) + 2 (1.3585)2
= 0.4287 + 2.717 + 9.5735 + 3.6916
= 16. 4102 …… (8)
Substituting (6), (7) and (8) in (5) we get
(0.1) 2 (0.1)3
Y (0.2) = 1.1167 + (0.1) (1.3585) + (4.2865) + (16. 4102)
2 6
Y (0.2) = 1.1167 + 0. 13585 + 0. 0214 + 0.002735
Y (0.2) = 1.27668
To find y (0.3)

h 2 II h3 III
Y3 = y2 + hy21 + y2 + y2 + …. (9)
2! 3!
Now y21 = (xy +y2)2 = (x2y2 + y22)

= (0.2) (1.2767) + (1.2767)2
= 0.2553 + 1.6299
124
= 1. 8852 …… (10)
y2II = (xy1 + y + 2yy1)2

= x2y21 + y2 +2y2y21
= (0.2) (1.8852) + 1.2767 + 2 (1.2767) (1.8852)
= 0.33770 + 1.2767 + 4.8136
= 6.4674 …… (11)
y2III = (xyIII + 2y1 + 2yyII 2y12)2

= (x2y2II + 2y21 + 2y2y2II + 2y212)
= (0.2) (6.4674) + 2 (1.8852) + 2 (1.2767) (6.4774) + 2 (1.8852)2
= 1.2974 + 3.7704 + 16.5138 + 7.1079
= 28.6855
Substituting (10), (11) and (12) in (9), we get

0.12 (0.1)3
Y (0.3) = 1.2767 + (0.1) (1.8852) + (6.4674) + (28.6855)
2 6
= 1.2767 + 0.18852 + 0.0323 + 0.004780
= 1.5023
y (0.3) = 1.5023
We have the following values
X0= 0 y0 =1
X1 = 0.1 y1 = 1.11666
X2 = 0.2 y2 = 1.27668
X3 = 0.3 y3 = 1.50233
To find y (0.4) by Milne’s predictor formula

4h
Yn+1, P = yn+3 + [2y1n-2 – y1n-2 + 2y1n] ….. (1)
3
Y31 = (xy +y2)3

= (x3y3 + y32)
= [(0.3) (1.5023) + (1.5023)2]
= 0.45069 + 2.2569
= 2. 7076
Putting n =3, we get

4h
Y4, P = y0 + [2y11 – y21 + 2y31]
3
125
4(0.1)
=1+ [2 (1.3585) – 1.8852 + 2 (2.7076)]
3
= 1 + 0.1333 [2.717 – 1.0852 + 5.4152]
y4, P = 1.8329
To find y (.04) by Milne’s corrector formula

By Milne’s corrector formula we have
h 1
yn+1, C = yn-1 + [y n-1 + 4yn1 + y1n+1] …… (14)
3
Now y41 = (x2 + y2)4 = (x4y4 + y42)
= [(0.4) (1.8327) + (1.8327)2]
= 0.7330 + 3.3588
= 4.0918
Putting n = 3 in (14) we get

h
Y4, C = y2 + [y21 + 4y31 + y41]
2
(0.1)
Y4, C =1.27668 + [1.8852  4(2.7076)  4.0918]
3
= 1.27668 + 0.0333 [1.8852 + 10.8304 + 4.0918]
= 1.8369
dy 1
11. Solve and get y (2) given = (x + y), y (0) = 2
dx 2
y (0.5) = 2.636, y (1) = 3.595; y (1.5) = 4.968 by Adam’s
method?
Solution:
1
By Milne’s method, we have y01 = (0 +2) =1
2
Y11 = 1.5680, y21 = 2.2975, y31 = 3.2340
By Adam’s predictor formula
h
Yn+1, P = yn + [55yn1 – 59y1n-1 + 37y1n-2 – 9y1n-3]
24
h
y4, P = y3 + [55y1n – 59y21 + 37y11 – 9y10] ….. (1)
24
0.5
=4.968 + [55 (3.2340) – 59 (2.2975) + 37 (1.5680) – 9 (1)]
24
= 68708
1 1
y41 = (x4 + y4) = (2+6.8708) = 4.4354
2 2
126
h
By corrector, y4, C = y3 + [9yn1 + 19y31 – 5y21 + y11].. (2)
24
0.5
= 4.968 + [9 (4.4354) + 19 (3.234) – (2.2975) + 1.5680]
24
= 6.8731
dy
12. Find y (0.1), y (0.2), y (0.3) from= xy + y2, y (0) = 1 by using Runge – kutta method and
dx
hence obtain y (0.4) using Adam’s method?
Solution:
f (x, y) = xy + y2, x0 = 0, x1 = 0.1, x2 = 0.2,

xy = 0.4, x4 = 0.4, y0 =1
k1 = hf (x0, y0) = (0.1) f (0, 1) = (0.1) 1 = 0.1
k
k2 = hf (0.05, y0 + 1 ) = (0.1) f (0.05, 1.05)
2
= (0.1) [(0.05) (1.05) + (1.05)2] = 0.1155
k
k3 = hf (0.05, y0 + 2 ) = (0.1) f (0.05, 1.0578)
2
= (0.1) [(0.5) (1.0578) + (1.0578)2]
= 0.1172
k4 = hf (x0 + h, y0 + k3)
= (0.1) f (0.1, 1.1172)
= (0.1) [(0.10 (1.1172) + (1.1172)2] = 0.13598
1
y1 = y0 + [k1 + 2k2 + 2k3 + k4]
6
= 1.1169
y (0.1) = 1.1169
Again, start from y1

k1 = hf (x1, y1) = (0.1) f (0.1, 1.1169)
= 0.1359
h k
k2 = hf (x1+ , y1 + 1 ) = (0.1) f (0.15, 1.1849)
2 2
= 0.1582
k3
k3 = hf (0.15, y1+ ) = (0.1) f (0.15, 1.196)
2
= 0.16098
k4 = (0.1) f (0.2, 1.2779) = 0.1889
127
1
y2 = 1.1169 + [0.1359 + 2(0.1582 + 0.16098) + 0.1889]
6
y (0.2) = 1.2774
Start from (x2, y2) to get y3
K1 = hf (x2, y2) = (0.1) f (0.2, 1.2774) = 0.1887
h k
K2 = hf (x2 + , y2 + 1 ) = (0.1) f (0.25, 1.3718) = 0.2225
2 2
h k
K3 = hf (x2 + , y2 + 2 )
2 2
= (0.1) f (0.25, 1.3887) = 0.2274
k
k4 = hf (x3, y2 + 3 ) = (0.1) f (0.3, 1.5048)
2
=0.2716
1
y3 = 1.2774 + [0.1887 + 2 (0.2225) + 2 (0.2274) + 0.2716] = 1.5041
6
Now we use Adam’s predictor formula
h
Y4, P = y3 + [55y31 – 59y21 + 37y11 – 9y01] …. (2)
24
Y01 = x0y0 + y02 =1
Y11= x1y1 +y12 = 1.3592
Y21 = x2y2 + y22 = 1.8872
Y31 = x3y3 + y32 = 2.7135
Using (2)
0.1
Y4, P = 1.5041 + [55 (2.7135) – 59 (1.8872) + 37 (1.3592) – 9 (1)]
2
= 1.8341
y14, P = x4y4 + y24 = (0.4) (1.8341) + (1.8341)2 = 4.0976
h
y4, P = y3 + [9y41 + 19y31 – 5y21 + y11]
24
0.1
= 1.5041 + [9 (4.0976) +19 (2.7135) – 5 (1.8872) + 1.3592)
24
= 1.8389
y (0.4) = 1.8389.
128
y2  x2
13. Solve y1 = ; y (0) = 1 by Runge – kutta method of fourth order to find y (0.2)
y2  x2
Solution:
y2  x2
Y1 =f (x, y) = , x0 = 0, h = 0.2, x1 = 0.2
y2  x2
1 0
f (x0, y0) = f (0, 1) = =1
1 0
k1 = hf (x0, y0) = 0.2  1 = 0.2
h k
k2 = hf (x0 + , y0 + 1 ) = (0.2) f (0.1, 1.1)
2 2
1.21  0.01 
= 0.2  = 0.9167213
1.21  0.01 
h k
k3 = hf (x0 + , y0 + 2 ) = (0.2) f (0.1, 1.0983606)
2 2
= 0.1967
k4 =hf (x0 +4, y0 +k3) = 0.2 f (0.2, 1.1967)
= 0.1891
1
y = [k1 + 2k2 + 2k3 +k4]
6
1
= [0.2 + 2 (0.19672) + 2 (1.1967) + 0.1891]
6
= 0.19598
y (0.2) = y1 = y0 + y = 1.19598
dy
14. Solve  y 2  x 2 withy(0)=1 use Taylor series at x=0.2, and 0.4 find x=0.1.
dx
Solution:
Given y1  y 2  x 2 , x 0  0 y 0  1
Taylor Seires formula
 x  x 0  y1   x  x 0   x  x0 
2 3
y y0  0 y "
0  y"'0 ...  1
1! 2! 3!
2 2
y' y  x y  y 02  x 02
1
0 1+0.1
y" 2yy1  2x y "0 2y 0 y "0  2x 0
129
y "' 2  yy "' y "   2 y "'0  2y 0 y "0  2  y10   2

2
2yy"  2  y1   2  8
2
x x2 x3
 1  y  1   1   2    3   ....
1! 2! 3!
3
4x
 1  x  x2  ....  2 
3
2 4 3
 2   y  0.2   1  0.2   0.2    0.2 
3
=1+0.2+0.04+0.01067
=1.25067
1
y K1  2K 2  2K 3  K 4 
6
1
  0.2  2  0.19672   2  1.1967   0.1891
6
 0.19598
y  0.2  y1 y 0  y  1  0.19598  1.19598.
15.Given y1=1-y and y(0) = 0 find y(0.1) by Euler method (ii) y(0.2) by modified Euler method.
(iii) y(0.4) by Milnes’ method.
Solution:-
By Euler method
1 1
y 2  y1 1hf  x1  h, y1  hf  x1 , y1  
 2 2 
 1 
 0.1  0.1 1  y1  hf  x, y1   
  2 
 0.1 
  0.1   0.1 1   0.1  1  0.1  
  2 
 0.1855
IIIy  y 3  0.2629
Now knowing y0, y1, y2, y3 we will find y4.
130
By Milnes method.
4h
y 4 ,P  y 0 
3
 2y1'  y12  2y13 
 0.1
04  2  1  y1    1  y 2   2  1  y 3  
3 
0.4

3
 3  2y1  y 2  2y 3 
0.4

3
 3  2  0.1   0.1855   2  0.2629 
 0.3280
y14  1  y 4  1  0.3280  0.6720
2 4 3
 2   y  0.4   1   0.4    0.4    0.4 
3
 1  0.4  0.16  0.08533
 1.64533.
4
 y   0.1  1  0.1   0.12   0.13
3
 1  0.1  0.01  0.00133
 1.11133.
dy y 2  x 2
16. Using R.K. method of 4th order solve  with y(0) = 1 at x = 0.2
dx y 2  x 2
y2  x2
Given y1  f  x, y   x 0  0 y 0  1 x1  0.2 h=0.2.
y2  x2
 y 2  x 02  1 0
K 1  hf  x 0 , y 0   0.2  02 2 
 0.2 
 y0  x0   1  0 
 0.2
 h K 
K 2  hf  x 0  , y 0  1 
 2 2 
0.2 0.2 
 0.2f 0  .1 
 2 2 
 0.2f  0.1, 1.1
1.2 
 0.2 
 1.22 
 0.19672
131
 h K 
K 3  hf  x 0  , y 0  2 
 2 2 
0.2 0.19672 
 0.2f 0  ,1 
 2 2 
0.2f  0.1,1.0983606 
0.1967
K 4  hf  x 0  h, y 0  K 3 
 0.2f  0.2, 1.1967 
 0.1891
h 1
y 4 ,C  y 2 
3
 y 2  4y13  y14 .P 
0.1
 0.1855 
3
1  y 2  4 1  y 3   1  y 4 ,P 
0.1
 0.1855  6  y 2  4y 3  y 4 ,P 
3
0.1
 0.1855  6  y 2  4y 3  y 4 ,P 
3
y  0.4   0.3333
dy 2xy
17. Using Runge Kutta Method calculate y(0.1), y(0.2), y(0.3), given that   1y  0   0.
dx 1  x 2
Taking these values as starting values find y(0.4) by Milines’ method.
Solution:
dy 2xy
f  x, y    1
dx 1  x2
Here x 0  0 h=0.1 x1  0.1 x 2  0.2 x 3  0.3 y 0  0
f  x 0 , y 0   f  0,0   1  0  1
K 1  hf  x 0 , y 0    0.1 1  0.1
1 1
K 2  hf  x 0  h, y 0  K,
 2 2 
0.1  0.1
 0.1f  
 2  2
 0.1004
132
 h 1 
K 3  hf  x 0  , y 0  K 2 
 2 2 
0.1 0.1004 
 0.1f  ,
 2 2 
 0.1005
K 4  hf  x 0  h, y 0  K 3 
 0.1f  0.1, 0.1005
 0.1020
1
y  K 2  2K 2  2K 3  K 4 
6
 0.1006
y  0.1  y 0  y  0  0.1006  0.1006
To find y  0.2   x1 y1    0.1,0.1006 
K 1  hf  x1 , y1    0.1 f  0.1, 0.1006 

 2  0.1 0.1006  
 0.1 1  2   0.1020
 1   0.1 
 h K 
K 2  hf  x1  , y1  1 
 2 2 
0.1 0.1020 
 0.1f 0.1  ,0.1006 
 2 2 
 0.1044
K 3  0.1045
K 4  0.1079
1
y  K1  2K 2  2K 3  K 4 
6
1
 0.1020  2  0.1044  2  0.1045   0.1079  
6
 0.1046
y  0.2   y1  y  0.1006  0.1046  0.2052
To find y(0.3)
133
K 1  hf  x 2 , y 2 
 0.1f  0.2,0.2052 
 0.1079
 h K 
K 2  hf  x 2  , y 2  1 
 2 2 
0.1 0.1079 
 0.1f 0.2  ,0.2052 
 2 2 
 0.1122
K 3  0.1123 K 4  0.1175
1 1
y   K 1  2K 2  2K 3  K 4    0.1079  0.2249  0.2246  0.1175 
6 6
 0.1124
To find y(0.4) by Milnes method
2xy
f  x, y   1  2
 y1
1 x
By Milnes predictor formula
4h
y n 1 ,P  y n  3   2y1n  2  y1n  2  2y1n 
3
4h
y 4 ,P  y 0   2y11  2y13 
3
2x y
y1  1  1 21
1  x1
2  0.1 0.1006 
1 2  1.0199
1   0.1
2x y
y12  1  2 22
1  x2
 0.2  0.2052 
 1 2 2  1.0789
1   0.2 
2x 3 y 3
y13  1 
1  x 23
2  0.3  0.3176 
 1 2  1.1748
1   0.3 
4  0.1
y 4 ,P  0 
3
 2 1.1099  10.0789   2 1.1748 
 0.4414
134
Using Milnes’ corrector formula
h
y n 1 ,C  y n 1   y n 1  4y1n  41n 1 
3
h 1
y 4 ,C  y 2   y 2  4y13  y14 
3
2x y
y14  1  4 24
1  x4
 0.4  0.4414 
 1 2 2
1   0.4 
0.35312
 1
1.16
 1.3044
0.1
y 4 ,c   0.2052   1.0789  4 1.1748  1.3044  
3
0.1
 0.2052  1.0789  4.6991  1.3044
3
 0.2052  0.2361  0.4413
 Correct value of y at x=0.4 is 0.4413.
135
UNIT – V
PART – A
1. What is difference quotient?
A difference quotient is the quotient obtained by dividing the difference between two values of
a function by the difference between two corresponding values of the independent variable.
2. How to the classify a partial differential equations.
A general two dimensional second order partial diff. equation is of the form.
 2u  2u  2u u u
A  B  C D E  Fu  G
x 2
xy y 2
x y
where A, B, C, D, E, F, G are functions of x and y only.
This equation is said to be
(i) elliptic if B 2  4 AC  0
(ii) Parabolic if B 2  4 AC  0
(iii) Hyperbolic B 2  4 AC  0
3. Classify the partial differential equation xfxx+yfyy=0, x>0,y>0
Here A=x, B=0, C=y
 B 2  4 AC  0  4 xy  0
The given pde. Is elliptic
4. Classify the pde fxx+2fxy+4fyy=0
Here A=1,B=2, C=4
B 2  4 AC  4  16  12  0
 The given pde is elliptic

136
5. Classify the pde fxx-2fxy+fyy=0
Here A=1, B=-2, C=1
B 2  4 AC  4  4  0
 The given pde is parabolic.
6. Classify one dimensional wave equation.
The one dimensional wave equation is
 2u 2  u
2
 a
t 2 x 2
here A=a2, B=0, C=-1

Now B2 -4Ac=0-4a2(-1) =4a2>0
The dimensional wave equation is hyperbolic.
7. Classify one dimensional heat equation.
The one dimensional heat equation is

u  2u
 a2 2
t x
here A=a2, B=0, C=0

Now B2-4Ac=0-0=0
The dimensional wave equation is parabolic.
8. Classify Laplace equation is two dimensions Laplace equation is
 2u  2u
 0
x 2 y 2
Here A=1, B=0, C=1
Now B 2  4 AC  0  4.1.1  4  0
Laplace equation is elliptic.
137
9. Classify Poisson’s equation.
 2u  2u
The Poisson’s equation is   f ( x, y )
x 2 y 2
Here A=1, B=0, C=1
Now B 2  4 AC  0  4.1.1  4  0
 Poisson equation is elliptic.
 2u  2u  2u
10. Classify  2  0
x 2 xy y 2
Here A=1, B=2, C=1
Now B 2  4 AC  4  4  0, x, y
Hence, the given equation is parabolic.
11. Classify x2fxx+(1-y2)fyy=0
Here A=x2, B=0, C=1-y2
B 2  4 AC  0  4 x 2 (1  y 2 )
Now,
=4 x 2 ( y 2  1)
For all x except x=0,x2 is +ve

If -1<y<1, y2-1 is negative
 B 2  4 AC is negative if -1<y<1, x 0
For   x  ( x  0), 1  y  1, the given equation is elliptic.

For   x  , x  0, y  1or  y  1, the equation is hyperbolic
For x=0 for all y or for all x, y=I1 the equation is parabolic.
12. Classify Uxx+4uxy+(x2+4y2)uyy=sin(x+y)
Here A=1, B=4, C=x2+4y2
Now, B 2  4 AC =16-4.1.(x2+4y2)
= 4(4- x2+4y2)
138
The given equation is elliptic if 4- x2+4y2 <0

Is x2+4y2>4
x2 y 2
 1
4 1
x2 y 2
If is elliptic is the region outside the ellipse  1
4 1
x2 y 2
It is hyperbolic inside the ellipse  1
4 1
x2 y 2
It is parabolic on the ellipse  1
4 1
13. Classify (x+1) Uxx – 2(x+2)uxy +(x+3)uyy=0
Here A= x+1, B=-2(x+2), C=x+3
Now, B 2  4 AC = 4(x+2)2-4(x+1)(x+3)
 x 2  16  16 x  x 2  12 x  4 x  12
40
The given equation is hyperbolic at all points of the region.
14. Classify fxx-2fxy=0,x>0, y>0
here A=1. B=-2, C=0

Now, B 2  4 AC =4-0=4>0
Given pde is hyperbolic
15. Classify xfxx +fyy=0
Here A=x, B=0, C=1
Now, B 2  4 AC =0-4x=-4x
Given pde is (i) elliptic if x>0

(ii) Parabolic if x=0
(iii) hyperbolic if x<0
139
16. Write down the standard five point formula (SFPF)
1
ui , j  ui 1, j  ui 1, j  ui , j 1  ui , j 1 
4
17. Write down the diagonal five point formula (DFPF)
1
ui , j  ui 1, j 1  ui 1, j 1  ui 1, j 1  ui 1, j 1 
4
18. Why we prefer the standard formula to the diagonal formula.
The error is the diagonal formula is four times the error in the standard formula.
19. Write down explicit formula for Bender – Schmidt method.
k
ui , j 1  ui 1, j  (1  2 )ui , j   ui 1, j , where 
ah 2
1
it is valid if 0< 
2
20. Write down Bender-Schmidt recurrence equation
1 1 K
ui , j 1  ui 1, j  ui 1, j  , where    2
2 2 ah
a
is K= h 2
2
21. Write down the formula for Poisson equation.
ui 1, j  ui 1, j  ui , j 1  ui , j 1  4ui , j  h 2 f (ih, jh)
22. Write down Crank-Nicholson difference scheme or methods.
 ui 1, j  ui 1, j  ui 1, j 1  ui 1, j 1   2(  1)ui , j  2(  1)ui , j 1
23. When =1, what is the crank-Nicholson formula.
1
ui , j 1  ui 1, j 1  ui 1, j 1  ui 1, j  ui 1, j 
4
140
24. Write down the explicit scheme or Explicit formula for hyperbolic equations.
ui , j 1  2(1   2 a 2 )ui , j   2 a 2 (ui 1, j  ui 1, j )  ui , j 1
h
25. When K  write down the explicit formula for hyperbolic equation.
a
ui , j 1  ui 1, j  ui 1, j  ui , j 1
26. For what value of , the explicit, method of showing the hyperbolic equation.
 2u  2u K
a2  2  0 is stable, where =
x 2
t h
Ka Ka
If  1, it is stable and if  1, it is
h h
aK 1
Stable but the accuracy of the solution decreases as decreases. That is, for   the solution is
h a
stable.
27. For what value of , the explicit, method of showing the hyperbolic equation.
 2u  2u K
a 2 2  2  0 is unstable, where =
x t h
ak
If 1   2 a 2  0, is a  i is  1, the solution is unstable.
h
28. Write down standard five point formula is showing laplace equation over a region.
1
ui , j  ui 1, j  ui 1, j  ui , j 1  ui , j 1 
4
29. Name two methods that you use to solve one dimensional heat equation.
1. Bender-Schmitt method.
2. Crank – Nicholson method.
141
30. To get the simple explicit difference formula for parabolic equation Ut= 2uxx, we should
take
 x 
2
as
 2 t
We know that simple explicit difference formula for parabolic equation is Bender- Schmidt
1 k
recurrence equation. In this equation we take    2
2 ah
1
Is we have a  2 ,x  G,  tK

 x 
2
Is we take as 2
 2 t
31. In showing equation ut=2uxx, by the crank-nicholson method, to simplify method we take
 x 
2
as
 2 t
Solution:
We know that is crank-Nicholson method, we use the simplified formula subject to K= ah2
1
Since k=t, h=x, a = 2

 x 
2
ah 2
Is 1 2 1
K  t
32. Draw the schematic diagram of standard five point formula.
1
SFPF ui , j  ui 1, j  ui 1, j  ui , j 1  ui , j 1 
4
ui , j 1
ui 1, j ui , j ui 1, j
ui , j 1
142
33. Draw the schematic diagram of diamond five point formula.
1
DFPF ui , j  ui 1, j 1  ui 1, j 1  ui 1, j 1  ui 1, j 1 
4
ui-1,j+1 ui+1, j+1
ui,j
ui-1,j+1 u41,j+1
34. The boundary conditions in showing uxx+uyy=o are

(i )u (o, y )  0 for 0  y  4
(ii) u(4,y)=12+y, for 0  y  4
(iii) u(x,o) = 3x, for 0  x  4
(iv)u(x,4)=x 2 for 0  x  4
y
0
0 15
0 14
0
13
0 3 6 9 A x
 2u u
35. The boundary condition is showing 
x 2 t
0<x<4, given u(0,t)-0, u(4,t)=0, u(x,0)=x(4-x) and assuming h=k=1 find the value of u upto t=5
-1 10 -7
0 0
0 3 -4 3 0
0 -1 2 -1 0
0 1 0 1 0
0 1 2 1 0
0 3 4 3 0
143
K
Here h=k=1, =  1, a  1
ah 2
we can not bender-Schmitt recurrence relation the explicit formula becomes.
ui , j 1  ui 1, j  ui , j  ui 1, j
36. Given uxx –ut u(0,t) = u(5,t)=0,

u(x,0)=x2(25-x2) find the values of u in the range h=1 and up to 2 seconds.
Solution:
1
Since K is not given, we can choose K so that = and hence use Bender –schmiltt relation
2
ah 2 1 1 1
K  
Have 2 2 2
1
ui , j 1  ui 1, j 1  ui 1, j
2
u 1
37. What is the value of K to solve  u xx by Bender-schmilt method with h=1 if h and k are
t 2
the investments of x and t respectively?
ah 2
In Bender sdmilt method K 
2
a
Since h=1 then k=
2
144
 2u u
38. Solve 2  0 given u (0, t) = 0, u(4, t) = 0 u ( x, 0) = x (4 - x) Assume h=1 find the value
x 2
t
u up to t = 5.
Solution:
Uxx=aut a=2
ah 2
To use Bender –schmidt’s equation, K  1
2
Step size in time =k=1. The values of ui,j are tabulated below.
 2u u
39. Given  , f (0, t )  f (5, t )  0 f ( x, 0)  x 2 (25  x 2 )
x 2
t
find f in the range taking h=1 and up to 2 seconds
Solution:
ah 2
To use bender- Schmidt method, K 
2
1
Have a=1, h=1 K 
2
1
Step size of time =
2
Step size of x=1
F(0,0)=0,f(1,0)=2h,f(2,0)=84,f(3,0)=144 f(4,0)=144, d(5,0)=0

1
We have ui , j 1  ui 1, j  ui 1, j 
2
145
40. Using crank-Nicholson method, solve

u  2u
  subject to u( x, 0)  0, u (0, t )  0 and u(1, t )  t
t x 2
1
taking h=0.5 and k=
8
Solution:
1
k 1
Here a=1   2  8
ah 1 1 2
4
1
Since   , we can not use simplified formula
2
we use formula
ui 1, j 1  ui 1, j 1  6ui , j 1  2ui , j ui 1, j  ui 1, j 
1
 0  6u ,  2(0)  (0  0)
8
1
 u1   0.020833
48
41. State the condition for the equation AU xx  2BU x y  U yy  f u x , u y x1    to be (a) elliptic (b)
parabolic (c) hyperbolic when A,B,C are functions of x & y.
The equation is elliptic if (2B)2-4AC L0ve) B2-Acco

It is parabolic if B2-AC=o and hyperbolic if B2-Acyo.
146
42. What is the classification of fx-fyy=O?
here A=o, B=o, C=-1

B -4AC=0-4x0+(-1)=0
2
So the equation is parabolic
43. State schmidt’s explicit formula for solving heat flow equation.
Solution:
G iij1  u i  ij   1  2,  u ij  u i i j
If  = 1 2 , u i , j  1  1 2  ui  1j  u i 1 , j
44. State the Conditions for the equation.
Au xx  BU xy  CU yy  DU x ,EU y  FU  G where A,B,C…G are function of x & y to be (i)

elliptic (ii) parabolic (iii) hyperbolic.
Solution:
(i) ellphic if B2 – 4AC<o
(ii) parabolic if B2 – 4AC =o
(iii) hyperbolic If B2 – 4AC >o
45. What type of equations can be solved by using crank-Nickolson’s difference formula?
Crank – Nickolson’s difference formula is used solve parabolic equations of the form
Uxx = auE
46. Write the Crank Nickolson difference scheme to solve u xx  au t u  o, t  = To, u(I,E=T, and the
initial condition as a (x,o)=f(x).
The scheme is
1 u i 1  j  1     1 u ij1  1 u i 1,j1
2 2
1 1
 u i 1 j     1 u ij  u i 1 , j.
2 2
47. For what is the purpose Bender-schmidt recurrence relation is used?
To solve one dimensional heat equation.
147
PART – B
d 2x t
1. Solve the differential equation 2
 (1  ) x  t , x(1)=2, x(3)=-1.
dt 5
Solution:
d 2x x  2 xi  xi 1
Replace 2
by i+1 the differential
dt h2
d 2x x  2 xi  xi 1
equation becomes 2
by i+1 -
dt h2
t
(1  i ) xi  ti
5
 t 
xi 1   2  h 2 (1  i  )  xi  xi 1  h 2ti ..........(1)
 5 
Let us subdivide the interval (1,3) into 4 equal parts Note that the interval given in the
problem is (1,3).
T1=1, t2=1.5, t,=2,tn=2.5,t5=3
We write the difference equation (1) for the intermediates joints of t i
At t=t2=1.5,i=2
  1  2  1.5   1
2
X1 -  2+    1-   2x  x ,    1.5 
  2   5   2
yi 1  2 yi  yi  1
At t  t ,  2.0, i  3  y i ...............(1)
2
  1  2  2.0   1
2
X 2 -  2+   1-   3 n    2.0 
x  x 
  2   5   2
At t  tn  2.5, i  4
  1  2  2.5   1
2
X 3 -  2+   1-   4 5    2.5 
x  x 
  2   5   2
But the from the boundaries condition, we have x1=x(t1)=x(1)=2 and x5=x(+5)=x(3)=-1
148
putting there values of x1 and x5 in the above equation.
 1 
2   2   0.7  x2  x3  0.375
 4 
We get
 1 
x2   2   0.6  x3  x4  0.5
 4 
 1 
x3   2   0.5 x4  1  0.625
 4 
is  2.175 x2  x3  0.x4  1.625
x2  2.15 x3  x4  0.5
0 x2  x3  2.125 x4  1.625
solving the above there equation we get x2=0.552,
x3  0.424, x4  0.964
d2y
2. Solve  y given y1(0)=0 and y(1)-1.
dx 2
Solution:
d2y
Replacing by the different formula,
dx 2
yi 1  2 yi  yi 1
 yi ........(1)
h2
Let us divide the interval (0,1) into two parts so that

X1=0,x2=0.5,x3=1. Note that y1 is not given y3=1 using (1) at x1, (i=1)
Y0-2y1+y2=1/4 y1…….(2)
(Have y0 is not mentioned in the problem)
using (1) at x2,(i=2)

yi-2y2+y3=1/4y2
is y1-2y2+1=1/4y2……3
This we have a system of two equation is three unknown y0,y1 and y2.
149
We need one more equation to solve for y 0,y1 and wy2 for this, we have to use the other
boundary condition is derivative, y1 (0)=0
Here x1=0
 y1(x1)=0
y ( x2 )  y ( x0 )
is 0=y1(x1) =  1 y ( x2 )  y ( x0 )or y 2  y0
2h
using this in (2), we have 2y2-2y1=1/4 y1
the system to be solved in 8 ½ -9y1=0 and turn (3), 4y1-9 ½ =-4.

Is -9y1+8 ½ =0
Hy1 -9 ½ =-4
Showing this, we get
36 32 32 36
y2  and y1  is y(o)= and y (1) 
49 49 49 49
3. Solve the Laplace equation 2u=0 at the interior points of the square region given.
0 11.1 17.0 17.9 18.6

0 U1 U2 U3 27.9
0 U4 U5 U6 21.0
0 U7 U8 U9 17.0
0 8.7 12.1 12.8 9
Solution:
Let u1,u2……u9 be the values of f at the interior lattice points.
1
u5  [17.0  12.1  0  21.0]  12.5[ SFPF ]
4
1
u1  [17.0  0  0  12.5]  7.4( DFPF )
4
1 1
u3  [18.6  12.5  17  21]  17.3[ DFPF ] u9  [21.0  12.1  12.5  9.0]  13.7[ DFPF ]
4 4
1 1
u7  [12.5  0  0  12.1]  6.2( DFPF ) u2  [17.0  12.5  7.4  17.3]  13.6( SFPF )
4 4
150
1
u4  [0  12.5  7.4  6.2]  6.5[ SFPF ]
4
1
u6  [17.3  17.7  12.5  12]  16.1( SFPF )
4
1
u8  [12.5  12.1  6.2  13.7]  11.1( SFPF )
4
We have got the rough values at all interior grid points. Now we can start Liebmanns iteration
process. We use only standard two point formula to evaluate the in.
First iteration:
1 1
u1(1)  [o  11.1  u2  un ]  [0  11.1  13.6  6.5]  7.8
4 4
1
u2(1)  [17.0  12.5  7.8  17.3]  13.7
4
1
u3(1)  [13.7  21.9  19.7  16.1]  17.9
4
1
u4(1)  [0  12.5  7.8  6.2]  6.6
4
1
u5(1)  [13.7  11.1  6.6  16.1]  11.9
4
1
u6(1)  [17.9  13.7  11.9  21.0]  16.1
4
1
u7(1)  [6.6  8.7  0  11.1]  6.6
4
1
u8(1)  [11.9  12.1  6.6  13.7]  11.1
4
1
u9(1)  [16.1  12.8  17.0  11.1]  14.3
4
Second iteration:
1
u1(2)  [o  11.1  13.7  6.6]  7.9
4
1
u2(2)  [17.0  17.9  7.9  17.9]  13.7
4
151
1
u3(2)  [13.7  19.7  21.9  16.1]  17.9
4
1
u4(2)  [7.9  0  11.9  6.6]  6.6
4
1
u5(2)  [13.7  11.1  6.6  16.1]  11.9
4
1
u6(2)  [11.9  17.9  21.0  14.3]  16.3
4
1
u7(2)  [0  6.6  11.1  8.7]  6.6
4
1
u8(2)  [6.6  11.9  14.3  12.1]  11.2
4
1
u9(2)  [11.2  16.3  17.0  12.8]  14.3
4
Third iteration:
1
u1(3)  [o  11.1  13.7  6.6]  7.9
4
1
u2(3)  [7.9  17.9  17.0  11.9]  13.7
4
1
u3(3)  [13.7  21.9  19.7  16.3]  17.9
4
1
u4(3)  [6.6  0  7.9  11.9]  6.6
4
1
u5(3)  [13.7  11.2  6.6  16.3]  11.95
4
1
u6(3)  [11.9  21.0  17.9  14.3]  16.3
4
1
u7(3)  [6.6  8.7  0  11.2]  6.6
4
1
u8(3)  [11.9  12.1  6.6  14.3]  11.2
4
1
u9(3)  [11.2  16.3  17.0  12.8]  14.3
4
152
The second and third iterated values are same. Thus we can stop the iteration. We can write the
iterated values of is in the table given below.
0 U1 U2 U3
7.4 13.7 17.9
7.8 13.7 17.9
7.9 13.7 17.9
7.9 13.7 17.9
7.9 13.7 17.9
0 U4 U5 U6
6.5 12.5 16.1
6.6 11.9 16.1
6.6 11.9 16.3
6.6 11.95 16.3
6.6 11.95 16.3
0 U7 U8 U4 17.6
6.2 11.1 13.7
6.6 11.2 14.3
6.6 11.2 14.3
6.6 11.2 14.3
6.6 11.2 14.3
6.6 11.2 14.3
0
0 8.7 12.1 12.8 9.0
u1  7.9, u2  13.7, u3  17.9, u4  6.6u5  11.95, u6  16.3

u7  6.7, u8  11.2, u9  14.3
4. Solve 2u=8x2y2 in the square mesh given u=0 on the 4 boundaries dividing the square into 16
sub – squares of length. 1 unit.
Solution:
153
Take the co-ordinate system with origin at the centre of the square.
Since the P.D.E. and boundary conditions are symmetrical about x, y axes and y=x
we have, u1= U3=u7=u9
U2=u4=u6=u8
we need to find u1= U2= U3=u5 only
(have h=1)
As per the five point formula, (have f(x.y)=8x2y2)
ui 1, j  ui 1, j  ui 1, j  ui , j 1  4ui , j  h 2 f (ih, jh)  f (i, j )......(1)
At (i=-I,j=-1), is have,
u2  u4  4u1  8(1) 2 (1) 2  8 is u 2  2u1  4......(2)
At (i=0,j=1), is have,
u1  u3  u5  4u2  0
2u1  4u2  u5  0......(3)
At (i=0,j=0),
u2  u4  u6  u8  4u5  0
4u5  4u5  0
u2  u5  0......(4)
1
from (2), u1   u2  4 
2
from (4) u5=u2
u  4  4u2  u2  0.
using in (3), 2
 u 2  2
 u5  2, u1  3,
 u1  3, u2  2  u5 ,
5.Solve ut=uxx subject to u(0,t)=0,u(l,t)=0 and u(x,0)= sin nx, 0<x<1.
Solution:
Since h, and K are not given in will select then properly and use bender –schmidt method.
a 2 1 2
k h  h a 1
2 2
154
since range of x is (0,1), takes h=0.2
(0.2)
hence K   0.02
2
the formula is ui , j 1 
1
2
 ui1, j 1  ui1, j 

u(o,o)=0,u(0.2,0)=sin  0.5878
5
2 3
u (0.4, o)  sin  0.9511;sin(0.6, 0,  sin  0.9511
5 5
4
sin(0.8, 0)  sin 0.5878
5
sin(1, 0)  0
we form the table
6. Solve numerically, 4uxx=utt with the boundary conditions u(0,t)=0, u(4,t)=0 and the initial
conditions ut (x,0) and u(x,0)=x(4-x), taking h=1 (for 4 time steps)
Solution:
h 1
Since a 2  4, h  1, k   ........(1)
a 2
Taking k= ½ , we use the formula,
ui , j 1  ui 1, j  ui 1, j  ui , j 1......(2)
155
From u(0,t)=0  u along x= 0 are all zero

From u (e,t)=0  u along x=4 are all zero
U(x,0)=x(4-x) implies that u(0,0)=0, u(1,0)=3, u(2,0)=4, u(3,0)=3.

Now, we fill up the row t=0 using the above values,
ui 1,0  ui 1,0
Ut(x,o)=o implies ui ,1  ..........(3)
2
Now we draw the table ; for that we require
u2,0  u0,0 40

u1,1   2
2 2
u3,0  u1,0 33
u2,1   3
2 2
u4,0  u2,0
u3,1  2
2
u4,1  0
1
Period is h seconds N 8  h   8    4sec.
2
156
 2u  2u
 , 0  x  1, t  o, givenu ( x, 0)  ut  x, 0 
7. Solve t 2 x 2 compute u for 4 times steps with h=0.25
 u (0, t )  0andu (1, t )  100 sin t
Solution:
Here, the two ends are not fixed
x=1 is a free end with displacement not equal to zero.
Since the differential equation is same, we have
ui , j 1  ui 1, j  ui 1, j  ui , j 1......(1)
h 0.25
if k    0.25sin ce a =1
a 1
step-size is 0.25 in both variable

range of x is (0,1)
At t=0, all u’s are zero
At x=0, all u’s are zero; since u(1,t)=100 sint, u(1,0)=0.

u (1, 0.25)  100sin  70.7106
4

u (1, 0.5)  100sin  100
2
3
u (1, 0.75)  100sin  70.7106
4
u (1,1)  0
157
ui 1,0  ui 1,0
ut ( x, 0)  0 )ui ,1 
2
u2,0  u0,0
u1,1  0
2
u2,1  0
u2,1  0
u4,1  70.7106  u (4, 0.25)

Please note u(x,t)  u(i,j)
since x=ih, t= jk
8. Solve, uxx +uyy=0 over the square mesh of 4 units, satisfying the following boundary
conditions.
(i ) u (o, y )  0, 0y4
(ii ) u (4, y )  12  y, 0y4
(iii ) u ( x, 0)  3 x, 0 x4
(iv) u ( x, 4)  x 3 , 0 x4
Solution:
0 1 4 9 16
0 U1 U2 U3 15
0 U4 U5 U6 14
0 U7 U8 U9 13
0
3 6 9 12
Let the internal grid points be u1,u2, ……u9
Initial values
1
u5   4  6  0  14  6
4
1
u1   0  6  4  0  2.5
4
158
1
u3  16  6  14  4  10
4
1
u7   0  6  0  6   3
4
1
u9   6  14  6  12  9.5
4
1
u2   4  6  2.5  10  5.625
Now, 4
1
u4   0  6  2.5  3  3.125
4
1
u6  6  14  10  9.5  9.875
4
1
u8   6  6  3  9.5  6.125
4
Let us start the iteration now.

After three iterations, we can see that u1=2.37,
u2  5.59, u3  9.87,
u4  2.88, u5  6.13, u6  9.88,
u7  3.01, u8  6.16, u9  9.51,
9. Solve the Poisson equation 2u=-(x+y)2 over the square region bounded by the lines
x=0,y=0,x=0,y=3 given that u=0 throughout the boundaries taking h=1.
Solution:
y 0 0 0 0
0 A U1 B U2 0
0 C U3 D U4 0
0 0 0 0 0
Here f(x,y)=-(x+y)2=-(i+j)2
The standard five point formula for solving Poisson equation.
ui 1, j  ui 1, j  ui , j 1  ui , j 1 4ui , j  h 2 f (ih, jh)
Using the formula at A, (i=1,j=2)
159
0+0+u2+u3 -4u1=-(1+2)2=-9
u2+u3-4u1=-9-----------(1)
Using the formula is, (i=2,J=2)
u1+0+0+u4 -4u2=-(2+2)2=-16
u1+u4-4u2=16 -----------(2)
Using the formula at C, (i=1,j=1)
0+u1+u4 +0-4u3=-(1+1)2=-4
u1+u4-4u3=-4 -----------(3)
Using the formula at u1(i=2,j=1)
U3+u2 0+0 -4u4=-(2+1)2=-9
U3+u2-4u4=-9-----------(4)
From (1) and (4), u1=u4
1
from(1), u1  u2  u3  9............(5)
4
1
from(2), u2  u1  u4  16............(6)
4
1
from(3), u3  u1  u4  4............(7)
4
Iteration 1 2 3 4 5 6
U1 = U4 2.25 4.06 4.52 4.63 4.66 4.66
U2 5.125 6.03 6.26 6.31 6.33 6.33
U3 2.125 3.03 3.26 3.31 3.33 3.33
(6) can be written as
1 1
u2   2u1  16 or u2  u1  2 .......(8)
4 2
160
(7) can be written as
1 1
u3   2u1  4 = u1  2 .......(9)
4 2
Now we have to solve
1
u1  u2  u3  9 ,
4
1 1
u2  u1  8 , u3  u1  2
2 2
Taking the initial values, for u1,u2,u3, as (0,0,0) and applying gauss seidel method, we get the
following table of approximation.
u1=4.66,u2=6.33,u3 = 3.33, u4 = 4.66
u 1  2u
10. Solve  , 0  x,  12, 0  t  12 with boundary conditions and initial conditions.
t 2 x 2
1
u ( x, 0)  x(15  x), 0  x  12
4 using Bender Schmidt relation using h=k=3
=u (o, t )  o, u (12, t )  9, u (o, t )  o, o  x  12
Solution:
k 3 1
  
ah 2
29 6
we use the explicit formula
ui , j 1   ui 1, j  (1  2 )ui , j   ui 1, j

1  1 1
= ui 1, j  1  2   ui , j  ui 1, j
6  6 6
1 2
= ui 1, j  ui 1, j   ui , j
6 3
161
12 0 6.604 10.639 11.104 9

9 0 7.083 11.292 11.583 9
6 0 7.625 12 12.125 9
3 0 8.25 12.75 12.75 9
0 0 9 13.5 13.5 9
t/x 0 3 6 9 12
1
u (3, 0)   3 15  3  9
4
1
u (6, 0)   6 15  6   13.5
4
1
u (9, 0)   9 15  9   13.5
4
11. Use crank-Nicholson method, solve ut=uxx, subject to u(x,o)=0,u(o,t)=o and u(1,t)=t, taking
1 1
h  , K  for one time step.
4 8
Solution:
1
1 1 k
Here a  1, h  , K  ,   2  8  2
4 8 ah 1 1
6
we can not use the simplified formulas.

Using the explicit formula.
  ui 1, j 1  ui 1, j 1   2( x  1)ui , j 1  2    1 ui , j   ui 1, j  ui 1, j 

  ui 1, j 1  ui 1, j 1   6ui , j 1  2ui , j  2  ui 1, j  ui 1, j 
ui 1, j 1  ui 1, j 1  3ui , j 1  ui , j  ui 1, j  ui 1, j
1/8 0 U1 U2 1/3 1/8

0 0 0 0 0 0
t/x 0 ¼ ½ ¾ 1
Ui-1,j+1 Ui-1,j+1 Ui-1,j+1
Ui-1,j+1 Ui-1,j+1 Ui-1,j+1

162
0  u2  u1  0
u1  u3  3u2  0
1
u2   3u3  0
8
Solving these equation, we get
U1=0.00595
U2=0.001786
U3=0.04762
u  2u 1
12. Solve  2 with the conditions U(x,0)=0, u(o,t)=o and u(1,t)=t compute is for t= in two
t x 8
steps using crank –Nicholson formula.
Solution:
Uxx=ut
1
Here a=1; k= choose h such that =1 Now
16
k
 1
h2a
 h 2 a  k or h 2  k
1
Take h 
4
the simplified crank-Nicholson scheme can be used.

1
ui , j 1  ui 1, j 1  ui 1, j 1  ui 1, j  ui 1, j 
4
1/8 0 U4 U5 U6 1/8
1/16 0 U1 U2 U3 1/16
0 0 0 0 0 0
t/x 0 ¼ ½ ¾ 1
i-1,j+1 i,j+1 i+1,j+1
i-1,j i,j i+1,j
163
At
1
t rtep, weget
16
1
u1  (0  u2  0  0)
4
4u1  u2  0.........(1)
1
u2  (u1  u3  0  0)
4
4u2  u1  u3  .........(2)
1 1
u3  (u2   0  0)
4 16
1
4u3  u2  ........(3)
16
solving (1), (2) and (3) we get u1=0.0011116,

u2=0.004464,u3=0.01674
At t=1/8 step, we have u4 = ¼[0+u5+0+u2]
4u4=u5+0.004464……….(4)
u5=1/4[u4+u6+u1+u3]
4u5=u4+u6+0.0011116+0.004464…….(5)
1 1 1
u6   u4   u2  
4 8 16 
1 1
4u6  u4   0.004464  .........(6)
8 16
solving (4) ,(5) and (6) we get

U4=0.005899
U5=0.019132
U6= 0.052771
164
13. Solving 25 uxx-utt=0 for u at this pivotal points given
u(0,t)=u(5,t)=0, ut(x,0)=0 and

u(x,0)=2x for 0 x  2.5
=10-2x for 2.5  x  5 for one half period of vibration.
Solution:
2l 2  5
Here a2=25, a=5 period of vibration =   2sec.
a 5
Half period =1 second.
Thus we have to find the values of u up to t= 1
k 1 h 1
    , K   for min gh  1
h a a 5
5/5 0 -2 -4 -4 -2 0
4/5 0 -2 -3 -3 -2 0
3/5 0 -1 -1 -1 -1 0
2/5 0 1 1 1 0
(0+3-2) (2+3-4) 3+0-2
1/5 0 2 3 3 2 0
0 0 2 4 4 2 0
t/x 0 1 3 2 4 5
U(1) = 2x1=2
U(2)=2x2=4
U(3)=10-2x3=4
U(4)=10-2x4=2
Now we get the values of u at t= 1/5 using the relation
1
ui ,1  (ui 1,0  ui 1,0 )
2
1 40
ui ,1  (u2,0  u0,0 ) 
2 2
1
u2,1  (u3,0  u1,0 )  3
2
1
u3,1  (u4,0  u2,0 )  3
2
1
u4,1  (u5,0  u3,0 )  3
2
165
2 3
we have to get the values of u at t = , t  etc.
5 5
for this we use ui,j+1= ui+1,j+ ui-1,j+ ui,j
ui,j+1
ui,j+1 ui,j+1
ui,j+1
u  2u
14. Solve  in0  x,  15; t  o given that u(x,o)=20, u(0,t)=0, u(5,t)=100. compute u for one
t x 2
time step with h=1 by crank – Nicholson method.
Solution:
Here a=1, h=1

K=ah2 to use simple form k=1.12=1
1
ui , j 1  ui 1, j 1  ui 1, j 1  ui 1, j  ui 1, j 
4
1 1
u1  [0  20  20  u2 ]  u1  (40  u2 ).....(1)
4 4
1 1
u2  [u1  20  20  u3 ]  u 2  (40  u1  u3 ).....(2)
4 4
1 1
u3  [u2  20  20  u4 ]  u 3  (40  u2  u4 ).....(3)
4 4
1 1
u4  [u3  20  20  100]  u 4  (140  u3 ).....(4)
4 4
form(1) 4u1-u2=40……..(5)
form(2) u1-4u2+u3=-40……..(6)
form(3) u2-4u2+u4=-40……..(7)
4  (6)  4u1  16u2  4u3  160.....(8)

(5)  (6)  15u2  4u3  200.....(9)
166
1
from(7)u2  4u3  (140  u3 )  40
4
4u 2  16u3  140  u3  160
4u 2  15u3  300......(10)
4  (9)  60u2  16u3  800.....(11)

15  (10)  60u2  225u3  4500.....(12)
(11)  (12)  20943  5300

 u 3  25.358852
From (10) 4u2=-300+380.38278

80.38278
u2 = 20.095695
From (5) 4u1=40+20.095695

=60.095695
u1 = 15.023924
1
From(4)u4  (140  25.358852)
4
=41.339712
is the values are u1 = 15.023924,u2=20.095695

u3=25.358852, u4 = 41.339712
 2u  2u
15. Solve  2  10( x 2  y 2  10) over the square mesh with sides x=0,y=0,x=3,y=3 with u=0
x 2
y
on the boundary and mesh length 1 unit
Solution:
167
The P.D.E. in 2u=-101x2+y2+10) here h=1 ……..(1)
ui 1, j  ui 1, j  ui , j 1  ui , j  4ui , j  10(i 2  j 2  10)......(2)
Applying formula (2) at 1) (i=1,j=z)
0+0+u2+u3-4u1=-10(15)=-150
u2+u3-4u1=-150…..(3)
Applying (2) at E (i=2,j=2)
U1+u4-4u2=-180…..(4)
Applying (2) at F, (i=1, j=1)
U1+u4-4u3=-120…..(5)
Applying (2) at G, (i=2, j=1)
U2+u3-4u4=-10(22+12+10)=-150…..(6)
We can solve the equation (3), (4), (5), (6) either by direct
elimination or by Gauss-seidel method.
Method (1)
(5)-(4) gives, (Eliminate u1)
4(u2-u3)=60
u2-u3=15------------(7)
Eliminate u1 from (3) and (4);
(3)+4(4) gives, -15u2+u3+4u4=-870…….(8)
Adding (6) and (8) -7u2+u3=-510…….(9)
168
From (7),(9) adding, u2 = 82.5
Using (7), u3=u2-15=82.5-15=67.5
Put in (3), 4u1=300
u1=75
4u4=150+150; u4=75
u1=u4=75, u2=82.5,u3=67.5
16. Solve by finite difference method, the boundary value problem.

1
y11  x   y  x   2, where y  o   oEandy  i   1, taking h=
4
Solution:
Given the central difference approximation

y  2y1  y i 1
We have y II  i 1
h2
y  2y1  y1  1
  i   i 1  y1  2
h2
y i 1   2  h 2  y1  y1   2h 2
1 1
y i 1   2   y i  y i 1  2  
 16   16 
y i 1  2.0625y1 y i 1  0.125   2 
The boundary conditions are y 0  y  0   0, y 4  y  1  1
To find
yi  y 1 4 , y  
 y 2 4 , y3  y 3 4
2  
i  1 in  2   y 0  2.0625y1  y 2  0.125
2.0625y1  y 2  0.125  y 0  0    3 
i  2in  2   y1  2.0625y 2  y 3  0.125   4 
i  3in  2   y 2  2.0625y 3  y 4  0.125
y 2  2.0652y 3  0.875   5 
 3  1 
169
 3   1 -2.0625y1  y 2  0.125
 4   2.0625 2.625y1 =4.253yy 2  2.0625y 3  0.2578
______________________________
-3.2539y 2  2.0625y 3  0.3828   6 
_______________________________
 5   3.2539 3.2539y 2  6.77112y 3  2.8472
-3.2539y 2  2.0625y 3  0.3828
_______________________________
 5   y 2  2.0625y 3  0.875
  2.0625  0.5301  0.875  0.2183
y1  2.0625y 2  y 3  0.125
  2.0625  0.2183   0.5301  0.125
 0.0451
Hence the result is
y0  y  0   0

y1  y 1 4   0.0451

y2  y 2 4   0.2183

y3  y 3 4   0.5301

y4  y 4 4   y  1  1
v  2 v
17. Solve  ,0    1, t  0 with u  x,0   x 1  x  0  x  1 and u  0,t   u 1, t   0  0 using
T x 2
explicit method with x=0.2 for 3 time steps.
v  2 v
Solution: Given 
t x 2
2v
Here  2  1, x=0.2,=
dx2
K is not given
Let us choose k such that
170
k 2 1
  enplicit formula valid if 0d  1 2 
h2 2
k 1
2 
so choose  = 1 
 
0.2 2  2
0.04
k  0.02
2
u i , j  1  u i  I, j   1  2  u i , j  u i  1, j
 1 2 ui  j   0   1 2 ui  j
 1 2  u i  ij  u i  ij
JI 0 0.2 0.4 0.6 0.8 10

0 0 0.16 0.24 0.24 0.16 0
0.02 0 0.12 0.2 0.2 0.12 0
0.04 0 0.1 0.16 0.16 0.1 0
0.06 0 0.08 0.13 0.13 0.08 0
0.08 0 0.065 0.105 0.065 0 0
0.10 0 0.0525 0.085 0.085 0.0525 0
Given u(o,t)=0 Given u(I, t) = 0
u  x,0   x  1  x 
u  0.2,0   0.2  1  0.2   0.16
u  0.4.0   0.4  1  04   0.24
u  0.6.0   0.6  1  0.6   0.24
u  0.8.0   0.8  1.0.8   0.16
u 1  2 u
18. Solve the equation  0    t  12 with boundary and initial conditions.
t 2 2x 2 '
u  x,0   1 4   15  x  , 0<  12
u  0,t   0, u  12,t   a 0  t  12
using Schmidt relation
solution:
If we take h = 3, k =3, we get
k 3 1
 2  
h a 9.2 6
 Schmidt relation becomes
171
1 2 1
ui, j  1  u i  1, j  u i , j   u i  j    1
6 3 6
The difference from of the boundary condition
u  x,0   1 4   15  x  can be written as

1
u io  in  15  in  ,i  0,1, 2, 3, 4 & h=3
4
u1 ,0  1 4  3  15  3   9 

1
u 2 ,0  4  6  15  6   13.5 
   2
u 3  1 4  9  15  9   1.3.5 

u 4 ,0  1 4  12  15  12   9 
The difference form of the initial conditions can be written
u0 , j  0 j=0,1,2,3,4
u4 , j  9 j=0,1,2,3,4   3
Putting j=0 in (1) we get
1 2 1
u,1  u, 1,0  u,0  u, 1,0
6 3 6
For i =1,2,3
1 2 1
u1 ,1  u 2 ,0  u1 ,0  u 0 ,0
6 3 6
1 1
  13.5   2 3  9    0   8.25
6 6
1 2 1
u 2 ,1  u 3 ,0  u 2 ,0  u i 0
6 3 6
1 2 1
  13.5    13.5    9   12.75
6 3 6
1 2 1
u 3 ,1  u 4 .0  u 3 ,0  u 2 .0
6 3 6
1 2 1
  9    3.5    13.5   12.75
6 3 6
Similarly we can find the values of u at the rest of the lattice points as shown in the table.
172
u=0 6.604 10.639 11.104

j=4
j=3 u=0 7.083 11.292 11.583 u=9
j=2 u=0 7.625 12 12.125 u=9
j=1 u=0 8.25 12.75 12.75 u=9
k=3 h=3 u=9
(0,0) i=1 i=2 i=3 i=4
u=9 u=13.5 u=13.5 u=9
1 2u
19. Solve by crank-Nicolson’s method 0    t  0, u  x,0   0, u  0,t   0, u 1,t   100t.
16 x 2'
compute u for one step with h  1 4 .
Solution:
The given equation can be written as
u xx  16ut,   1 here h  1 4 , a=16

k 1
Choose k=1, so that     ie  1
 
2 2
ha 1  16
4
The crank-Nickolson’s formula is
u i  1, j  1   2  2  u i , j  u i  1, j+1
=-u i  1, j   2  2  u i , j  u, 1, j   2 
Substituting   1 in  2  we get
u i  1, j+1-4  u,j  1u, 1, j  1   u, +1,j u,+j   3 
u 2  4u1  0  0  4
I, by u 3  4u 2  u1  0.0   5
100  4u  u 2  0.0  6
t u1 u2 u3 100
u=100 k X
h
(0.0) u=0 u=0 u=0 u=0
0.25 0.5 0.75 1
173
From  4  u 2  4 u ,  or  u1  1 4 u 2  7 
Sub (7) in (5) we get
1
u 3  4u 2  u 2  0
4
15
u3  u2  0
4
4u 3  15u 2  0   8   4u 2  100   9 
Solving (8) & (9) we get u2 = 7.1428, u3 = 26.78

From (7) we get = u1 = 1.7857.
********************
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SOLUTION OF EQUATION AND EVEN VALUE PROBLEM

1. Write the properties of equation?

3. Define order of convergence.

4. Write the short notes of linear algebraic equations?

A system of m linear equation in n unknowns

5. Consider the following linear system?

6. Write the procedure to find Eigen value?

7. Define latent or eigen vector?

8. When the method of iteration will be useful?

9. Gauss – seidal method is better than Gauss Jacobi method why?

10. Explain Regulafalsi method of getting a root.

Let f(x) = 0 be the given equation.

11. Explain Gauss Seidal method to solve a system of simultaneous equation.

Let the rearranged form of a given set of equation be

12. State a condition for Gauss – Jacobi method of converges.

Let the given equation be

The sufficient condition is

13. What are the elementary transforms?

(i) Interchange the ith and jth row (column)

14. Write a sufficient condition for Gauss – seidal method to converge.

To find the cubes root of a positive number k.

17. Locate the negative root of x3 – 2x + 5 = 0 approximately.

18. Explain Gauss – elimination method to solve Ax = B?

19. Explain briefly Gauss – Jordan iteration to solve simultaneous equations.

21. Evaluate 12 applying Newton formula.

(i) Gauss – seidal methods

24. By Gauss elimination solve

25. Write the condition’s at in Newton’s formula;

26. What is the order of converges in Newton Raphsons method.

Newton – Raphson process has a second – order convergence.

Yes It is possible to find the real root of the given equation.

28. Find the square root of 8. (by Newton – Raphson).

Given N = 8 Clearly 2  8  3 taking x 0  2.5 we get

Let f(x) = x4 – 12x + 7

The root of the equation 2.6706.

Hence theroot liesbetween 0.5 & 1

31. Compare Gauss elimination and Gauss seidel methods

33. When should we not use Newton – Raphson method?

34. What are the merits of Newton’s method of iteration?

35. What is the order of convergence for fixed point iteration?

The convergence is linear and the convergence is of order one.

36. Explain the term “pivot elements”

37. Compare Gaussian elimination method and Gauss-Jordan method.

Gauss elimination Gauss Jordan

38. Compare Gauss Jacobi and Gauss seidel methods.

Gauss Jacobi Gauss seidel

The Newton – Raphson formula is

Hence the equation is x    x   x n , x n+1 are values of x 

The sequence x1, x2,…………converges to the exact value if   x   1.

f x  f " x

This is the criterion for the convergence.

44. State the principle used in Gauss-Jordon method. (April/May 2005)

1 2   0.4286   2.4286   0.4595 

eigen value 1  5.3723

1. Use the iteration method to find a root of the equation x = ½ + sin x?

Let f(x) = sin x – x + ½

A root lies between 1 and 2. The given equation can be written as

Hence the iteration method can be applied. Le the approximation be x0 = 1.

The successive approximation are as follows:

x1=  (x0) = sin 1 + ½ = 0.8414 + 0.5 = 1.3414

Since x4 and x5 are almost equal the required root is 1.497.

Given f(x) = x( 1- log x) -0.5