VISVESVARAYA NATIONAL INSTITUTE OF TECHNOLOGY, NAGPUR

DEPARTMENT OF MATHEMATICS
Assignment for Numerical Methods and Probability Theory, May 2020
Last date for submission: 10/06/2020 Max. Marks: 100 (20X5=100)

1. Find a real root of the equation 3x − cos x − 1 = 0, by regula-falsi method correct to four
decimal places.

2. How should the constant α be chosen to ensure the fastest possible convergence with the
αxn + x−2
n +1
iterative formula xn+1 = .
α+1
3. Perform three iterations of Newton-Raphson method for solving the following system of equa-
tions.
x2 + xy + y 2 = 7,
x3 + y 3 = 9.
Take initial approximation (x0 , y0 ) = (1.5, 0.5).

4. Find the solution of the system of linear equations

x+y+z =1
4x + 3y − z = 6
3x + 5y + 3z = 4
using Doolittle’s method.

5. Use modified Euler method with step size h = 0.01 to find y(0.02) for the differential equation
dy
= x2 + y, y(0) = 1.
dx

6. Determine the largest eigen value and the corresponding eigen vector of the matrix using
power method
 
2 −1 0
−1 2 −1
0 −1 2

7. Solve the system of linear equations, by Gauss Seidel method

20x + 5y − 2z = 14
3x + 10y + z = 17
x + −4y + 10z = 23
correct to four decimal places. Take the initial approximation as (x0 , y0 , z0 ) = (0, 0, 0).
dy
8. Using Milne’s method, find y(0.4) given that = xy + y 2 , y(0) = 1. Obtain intermediate
dx
solutions using Runge-Kutta method of order 4.

1
 (p) 4h
Predictor Formula: yn+1 = yn−3 + [2fn−2 − fn−1 + 2fn ]
3
(c) h
Corrector Formula: yn+1 = yn−1 + [fn−1 + 4fn + fn+1 ] .
3
Perform two steps of the corrector.

d2 y
9. Using second order finite difference method, solve the boundary value problem 2 = xy,
dx
0 1
y(0) + y (0) = 1, y(1) = 1 with h = .
3

d2 y
10. Solve the BVP: + y = 1, 0 < x < 1, y(0) = 0, y(1) = 1, using shooting method.
dx2
Employ Taylor’s method of order 2 with h = 0.5 for solving underlying IVPs.

11. Diameter of an electric cable, say X, is assumed to be a continuous random variable with the
density function:

6x(1 − x), 0 ≤ x ≤ 1
f (x) =
0, otherwise.
Check whether f (x) is a probability density function and determine the value of b such that
P (X < b) = P (X > b).

12. Suppose that the random variable X stands for the number of cars that pass through a car wash
between 4 pm and 5 pm on any day with following probability distribution. Let g(X) = 2X −1

x 4 5 6 7 8 9
1 1 1 1 1 1
P (X = x) 12 12 4 4 6 6

be the amount of money in rupees paid to the attendant by the manager, then find the attendant’s
expected earnings for this particular time period. Also obtain the variance of the attendant’s
earnings.

13. The joint pdf of the random variables X and Y is given by

f (x, y) = K(xy + y 2 ), 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
Find P (Y > 1), P X > 21 , Y < 1 and P (X + Y ≤ 1).

14. A target is destroyed in a bombing exercise. There is 75% chance that any one bomb will strike
the target. Assume that at least two direct hits are required to destroy the target completely.
How many bombs must be dropped in order that the chance of destroying the target is ≥ 99%.

15. In a certain industrial facility, accidents occur infrequently. It is known that the probability of
an accident on any given day is 0.005, and accidents are independent of each other. (i) What is
the probability that in any given period of 400 days, there will be an accident on one day? (ii)
What is the probability that there are at most three days with an accident?

16. The time spent waiting for a bus is represented by an exponential random variable with a mean
of three minutes. What is the probability that one has to wait more than five minutes? Also

2
 compute the probability that the time spent for waiting lies within the interval mean ±2 times
standard deviation.

17. The age of a randomly selected person in a certain population is normally distributed random
variable X. Furthermore, it is known that P (X ≤ 40) = 0.5 and P (X ≤ 30) = 0.25. Find the
mean µ and standard deviation σ of X. Also find P (X > 65) and the percentage of those over
65 and than 85.

18. Let X be a standard normal variate. Compute the probability density function of Y = X 2 .

19. Let X and Y be independent gamma random variables with X ∼ G(m, λ) and Y ∼ G(n, λ).
X
Find the distribution of X+Y .

20. Let the random process be X(t) = U cos ωt + V sin ωt, where ω is constant and U and V are
random variables. Find the necessary condition for X(t) to be a stationary process. Also show
that the process is wide sense stationary if and only if U and V are uncorrelated with equal
variance.