MA2264 /MA1251 - NUMERICAL METHODS

UNIT-I
SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS
1. If a function f(x) = 0 is continuous in the interval (a, b) and if f (a) and f (b) are of
opposite signs. Then one of the root lies between a and b.
2. xa!ple of Alge!"#$ e%&"'#()" (i) x
#
$ 2x % & = 0' (ii) 2x
#
$ #x $ ( = 0.
#. xa!ple of T!")*$e)+e)'"l e%&"'#()" (i) x $ cosx = 0' (ii) xe
x
)2 = 0' (iii)
0 12 log
10
x x .
*. Reg&l" F"l*# Me',(+ "
) ( ) (
) ( ) (
a f b f
a bf b af
x

(+irst iteration of ,egula +alsi -ethod).
&. I'e!"'#-e Me',(+ "
) (
1 n n
x x
+
.
(. .onvergence condition of iterative !ethod is
1 ) ( < x
.
/. 0rder of convergence of iterative !ethod is linear (i.e.) 1.
1. Ne.'() R"/,*()0* Me',(+ 1Me',(+ (2 T")ge)'*3 " 1 + n
x
=
) (
) (
n
n
n
x f
x f
x

.
2. .onvergence condition of N-R !ethod is
. ) ( ) ( ) (
2
x f x f x f <
10. 0rder of convergence of Ne.'()0* 4e',(+ is 3uadratic (i.e.) 2.
11. D#!e$' Me',(+ " (i) 4auss li!ination -ethod, (ii) 4auss 5ordan -ethod.
12. I)+#!e$' Me',(+ 1(!3 I'e!"'#() Me',(+ " (i) 4auss)5acobi -ethod,
(ii) 4auss)6eidel -ethod.
1#. G"&** El#4#)"'#() Me',(+ " To reduce the aug!ented !atrix 78, 9: to upper triangular
!atrix. Then, using 9ac; 6ubstitution !ethod we<ve to find the un;nowns.
1*. G"&** 5(!+") Me',(+ " To reduce the aug!ented !atrix 78, 9: to diagonal !atrix.
+inall= this s=ste! of e3uation each has onl= one un;nown and then we<ve to find the
un;nowns directl=.
1&. D#"g()"ll6 D(4#)")' " 8n nn !atrix 8 is said to be diagonall= do!inant if the
absolute value of each leading diagonal ele!ent is greater than or e3ual to the su! of the
absolute values of the re!aining ele!ents in that row.
4iven s=ste! of e3uations is
1 1 1 1
d z c y b x a + + '
2 2 2 2
d z c y b x a + + '
# # # #
d z c y b x a + +
is a diagonal s=ste! is if 1 1 1
c b a +
2 2 2
c a b +

# # #
b a c +


1(. G"&** 5"$(# Me',(+ " If the given s=ste! of e3uation is diagonall= do!inant then
( ) ( )
( )
n n n
z c y b d
a
x
1 1 1
1
) 1 (
1

+

( ) ( )
( )
n n n
z c x a d
b
y
2 2 2
2
) 1 (
1

+

( ) ( )
( )
n n n
y b x a d
c
z
# # #
#
) 1 (
1

+
1/. G"&** Se#+el Me',(+ " If the given s=ste! of e3uation is diagonall= do!inant then
( ) ( )
( )
n n n
z c y b d
a
x
1 1 1
1
) 1 (
1

+

( ) ( )
( )
n n n
z c x a d
b
y
2
1
2 2
2
) 1 (
1

+ +

( ) ( )
( )
1
#
1
# #
#
) 1 (
1
+ + +

n n n
y b x a d
c
z
11. 6ufficient condition for iterative !ethods (4auss 6eidel -ethod > 4auss 5acobi -ethod)
to convergence is the coefficient !atrix should be diagonall= do!inant.
12. The iteration !ethod is a self correcting !ethod since the round off error is s!aller.
20. ?h= 4auss 6eidel iteration is a !ethod of successive corrections@
8ns" 9ecause we replace approxi!ations b= corresponding new ones as soon the latter
have been co!puted.
21. .o!pare G"&** El#4#)"'#() Me',(+ and G"&** 5(!+") Me',(+
22. I)-e!*e (2 " M"'!#7 " Aet 8 be an nn nonsingular !atrix. If B is the inverse of the
!atrix 8 then 8B = I (i.e.) B = I 8
)1
. ?e start with aug!ented !atrix of 8 with identit=
!atrix I of the sa!e order and convert 8 into the re3uired for! (i.e.) identit= then the
inverse is for!ed. 78 C I : 7I C 8
)1
:.
2#. .o!pare G"&** El#4#)"'#() Me',(+ and G"&** Se#+el Me',(+.
4auss li!ination -ethod 4auss 5ordan -ethod
1. Direct -ethod
2. .oefficient !atrix is
transfor!ed into upper
triangular !atrix.
#. ?e obtain the solution
b= bac; substitution
!ethod.
1. Direct -ethod
2. .oefficient !atrix is transfor!ed
into diagonal !atrix.
#. Eo need of bac; substitution
!ethod. 6ince finall= this s=ste!
of e3uation each has onl= one
un;nown.
4auss li!ination -ethod 4auss 6eidel -ethod
1. Direct -ethod
2. It has the advantage that it is finite
and wor;s in theor= for an= non)
singular set of e3uation.
#. ?e obtain exact value.
1. Indirect -ethod
2. It converges onl= for
diagonall=
do!inant.
#. 8pproxi!ate value
which is self correct
!ethod.
2*. .o!pare G"&** 5"$(# and G"&** Se#+el Me',(+*.

2&. ?h= G"&** Se#+el 4e',(+ is better !ethod than 5"$(#0* 4e',(+@
8ns" 6ince the current value of the un;nowns at each stage of iteration are used in
proceeding to the next stage of iteration, the convergence in 4auss 6eidel !ethod will be
!ore rapid than in 4auss 5acobi !ethod.
UNIT-II
INTERPOLATION AND APPRO8IMATION
2(. xplain briefl= I)'e!/(l"'#().
8ns" Interpolation is the process of co!puting the values of a function for an= value of
the independent variable within an interval for which so!e values are given.
2/. Definition of I)'e!/(l"'#() and e7'!"/(l"'#()9
4auss 5acobi -ethod 4auss 6eidel -ethod
1. Indirect -ethod
2. .onvergence rate is slow.
#. .ondition for convergence is
diagonall= do!inant.
1. Indirect -ethod
2. The rate of convergence of this !ethod is
roughl= twice that of 5acobi.
#. .ondition for convergence is diagonall=
do!inant.
8ns" I)'e!/(l"'#()" It is the process of finding the inter!ediate values of a function fro!
a set of its values specific points given in a tabulated for!. The process of
co!puting = corresponding to x
1 ,... 2 , 1 , 0 ,
1
< <
+
n i x x x
i i is interpolation.
E7'!"/(l"'#(): If
n
x x or x x > <
0
then the process is called extrapolation.
21. 6tate Ne.'()0* F(!."!+ #)'e!/(l"'#() for!ula.

h
x x
u where y
n
n u u u u
y
u u u
y
u u
y
u
y x y uh
n 0
0
0
#
0
2
0 0 0
F
)) 1 ( )...( 2 )( 1 (
...
....
F #
) 2 )( 1 (
F 2
) 1 (
F 1
) ( ) =(x " 8ns

+
+

+

+ + +
22. 6tate Ne.'()0* B"$;."!+ #)'e!/(l"'#() for!ula.

h
x x
p where y
n
n p p p p
y
p p p
y
p p
y
p
y x y ph
n
n
n
n n n n

+ + +
+
+
+ +
+
+
+ + +
F
)) 1 ( )...( 2 )( 1 (
...
....
F #
) 2 )( 1 (
F 2
) 1 (
F 1
) ( ) =(x " 8ns
# 2
n
#0. rror in Ne.'()0* 2(!."!+"
n
n
x x where f
n
n u u u u
Ans < <
+

+

0
1
) (
)F 1 (
) )....( 2 )( 1 (
"
#1. rror in Ne.'()0* B"$;."!+"
n
n
x x where f
n
n p p p p
Ans < <
+
+ + +
+

0
1
) (
)F 1 (
) )....( 2 )( 1 (
"
#2. 6tate Ne.'()0* +#-#+e+ +#22e!e)$e for!ula.
) ,...... , , ( ) )......( )( )( (
... ) , , ( ) )( ( ) , ( ) ( ) ( ) ( "
2 1 0 1 2 1 0
2 1 0 1 0 1 0 0 0
n n
x x x x f x x x x x x x x
x x x f x x x x x x f x x x f x f Ans

+
+ + +
##. 6how that the divided differences are s=!!etrical in their argu!ents.

) , (
) ( ) ( ) ( ) (
) , ( "
0 1
1 0
1 0
0 1
0 1
1 0
x x f
x x
x f x f
x x
x f x f
x x f Ans

#*. 6how that divided difference operator is linear.

8ns" 7f(x) tg(x): =
0 1
0 0 1 1
x
): g(x ) 7f(x ) ): g(x ) 7f(x
x
t t

=
0 1
0 1
0 1
0 1
x
): g(x ) ) 7g(x
x
): f(x ) 7f(x
x x
t

= f(x) t g(x).
#&. Divided difference table"

B G
G
2
G
#
G
B
0
B
1
B
2
B
#
G
0
G
1
G
2
G
#
) , (
) ( ) (
1 0
0 1
0 1
x x f
x x
x f x f

) , (
) ( ) (
2 1
1 2
1 2
x x f
x x
x f x f

) , (
) ( ) (
# 2
2 #
2 #
x x f
x x
x f x f

) , , (
) , ( ) , (
2 1 0
0 2
1 0 2 1
x x x f
x x
x x f x x f

) , , (
) , ( ) , (
# 2 1
1 #
2 1 # 2
x x x f
x x
x x f x x f

) , , , (
) , , ( ) , , (
# 2 1 0
0 #
2 1 0 # 2 1
x x x x f
x x
x x x f x x x f

#(. ?rite L"g!")g#")0* /(l6)(4#"l 2(!4&l".

n
n n n n n n
n
n
n
n
n
y
x x x x x x x x x x
x x x x x x x x x x
y
x x x x x x x x
x x x x x x x x
y
x x x x x x x x
x x x x x x x x
y Ans
) )...( )( )( )( (
) )...( )( )( )( (
...
...
) )...( )( )( (
) )...( )( )( (
) )...( )( )( (
) )...( )( )( (
"
1 # 2 1 0
1 # 2 1 0
1
1 # 1 2 1 0 1
# 2 0
0
0 # 0 2 0 1 0
# 2 1

+
+


+

#&. ?hat is the assu!ption we !a;e when Aagrange<s for!ula is used@

8ns" It can be used whether the values of x, the independent variable are e3uall= spaced
or not whether the difference of = beco!e s!aller or not.
#(. ?rite L"g!")g#") #)-e!*e #)'e!/(l"'#() 2(!4&l".

n
n n n n n n
n
n
n
n
n
x
y y y y y y y y y y
y y y y y y y y y y
x
y y y y y y y y
y y y y y y y y
x
y y y y y y y y
y y y y y y y y
x Ans
) )...( )( )( )( (
) )...( )( )( )( (
...
...
) )...( )( )( (
) )...( )( )( (
) )...( )( )( (
) )...( )( )( (
"
1 # 2 1 0
1 # 2 1 0
1
1 # 1 2 1 0 1
# 2 0
0
0 # 0 2 0 1 0
# 2 1

+
+


+

#/. Define C&#$ S/l#)e
8ns" Aet
( ) ) ( ,
i i
x f x
, i = 0, 1, 2... n be the given (n %1) pairs of a data. The third order
curves e!plo=ed to connect each pair of data points are called cubic splines. (0,) 8
s!ooth pol=no!ial curve is ;nown as cubic spline.
8 cubic spline function f(x) w.r.t. the points x
0
, x
1, .....
x
n
is a pol=no!ial of
degree three in each interval (x
i)1,
x
i
) i = 1, 2, ...n such that
) (x f
,
) (x f
and
) (x f

are continuous.
#1. ?rite down the for!ula of C&#$ S/l#)e.

( ) [ ]
i i i i i
i i i i i i i
x x x M
h
y x x
h
M
h
y x x
h
M x x M x x
h
x y Ans

1
]
1

+
1
]
1

+ +


1
2
1
1
2
1
#
1 1
#
'
(
) (
1
(
) (
1
) (
(
1
) ( "
and [ ] ) 1 ....( # , 2 , 1 2
(
*
1 1
2
1 1
+ + +
+ +
n i for y y y
h
M M M
i i i i i i
where - =
y
(0,)

1
]
1

+ + +

+
+
+ + +
i
i i
i
i i
i i i i i i i
h
f f
h
f f
a h a h h a h
1
1
1
1 1 1 1
( ) ( 2
where
1

i i i
x x h

and i i
y f
' i = 1,2,#,....
UNIT < III
NUMERICAL DIFFERENTIATION AND INTEGRATION
#2. Derivatives of G based on Ne.'()0* 2(!."!+ #)'e!/(l"'#() 2(!4&l""

( ) ( ) ( )
( )
1
1
1
1
]
1

+ + + +
+ + + + +

........ 2* 100 10& *0 &

F &
1
( 22 11 *
F *
1
2 ( #
F #
1
1 2
F 2
1
1
0
& 2 # *
0
* 2 #
0
# 2
0
2
0
y u u u u
y u u u y u u y u y
h dx
dy


( ) ( )
1
1
]
1

+ + + + + + +

........ 10 21 12 2
12
1
11 11 (
12
1
) 1 (
1
0
& 2 #
0
* 2
0
#
0
2
2 2
2
y u u u y u u y u y
h dx
y d

( ) ( )
1
1
]
1

+ + + + +

........ / 1 2
*
1
# 2
2
1
#
1
0
& 2
0
*
0
#
#
#
y u u y u y
h dx
y d
where
h
x x
u
0

If 0
x x
then u = 0


1
1
]
1

+ + +

,
_

.....
&
1
*
1
#
1
2
1
1
0
&
0
*
0
#
0
2
0
0
y y y y y
h dx
dy
x x


1
1
]
1

+ +

,
_

........
(
&
12
11
1
0
&
0
*
0
#
0
2
2 2
2
0
y y y y
h dx
y d
x x

1
1
]
1

+ +

,
_

........
*
/
2
#
1
0
&
0
*
0
#
# #
#
0
y y y
h dx
y d
x x
*0. Derivatives of G based on Ne.'()0* "$;."!+ #)'e!/(l"'#() 2(!4&l""

( ) ( ) ( )
( )
1
1
1
1
]
1

+ + + + + +
+ + + + + + + + +

........ 2* 100 10& *0 &

F &
1
( 22 11 *
F *
1
2 ( #
F #
1
1 2
F 2
1
1
& 2 # *
* 2 # # 2 2
n
n n n n
y p p p p
y p p p y p p y p y
h dx
dy


( ) ( )
1
1
]
1

+ + + + + + + + + + +

........ 10 21 12 2
12
1
11 11 (
12
1
) 1 (
1
& 2 # * 2 # 2
2 2
2
n n n n
y u u p y p p y p y
h dx
y d

( ) ( )
1
1
]
1

+ + + + + + +

........ / 1 2
*
1
# 2
2
1
#
1
& 2 * #
#
#
n n n
y p p y p y
h dx
y d
where
h
x x
p
n

If n
x x
then p = 0


1
1
]
1

+ + + + +

,
_

.....
&
1
*
1
#
1
2
1
1
& * # 2
n n n n n
x x
y y y y y
h dx
dy
n


1
1
1
]
1

+ + + +

,
_

........
(
&
12
11
1
& * # 2
2 2
2
n n n n
x x
y y y y
h dx
y d
n

1
1
]
1

+ + +

,
_

........
*
/
2
#
#
1
& * #
#
#
n n n
x x
y y y
h dx
y d
n
*1. ?hat are the two t=pes of errors involving in the nu!erical co!putation of
derivatives@
8ns" (i) Truncation error' (ii) ,ounding error (To produce exact result is rounded to
the nu!ber of digits).
*2. Define the error of approxi!ation.
8ns" The approxi!ation !a= further deteriorate as the order of derivative increases.
The 3uantit=
(r)
= f
(r)
(x) $ H
( r )
n
(x) is called the error of approxi!ate in the r
th
order
derivative. ?here f(x) is the given e3uation and H(x) is approxi!ate values of f(x).

*#. To find M"7#4" and M#)#4" of a tabulated function"
Aet = = f(x)
+ind
dx
dy
and e3uate to Iero. 8nd solving for x.
+ind
2
2
dx
y d
' If
2
2
dx
y d
at x is $ve = has !axi!u! at that point x.
If
2
2
dx
y d
at x is %ve = has !ini!u! at that point x.
?e<ve to use Eewton<s forward or bac;ward interpolation for!ulae for e3ual
intervals or use Eewton<s divided difference interpolation for!ula for une3ual
intervals then we get
dx
dy
.
**. Ne.'()-C('e0* Q&"+!"'&!e 2(!4&l" "

1
]
1

,
_

+ +

+ +

+
...
F *
#
#
11
2
#
& 2*
) 2 (
12
) # 2 (
2
) (
0
* 2 # *
0
#
2
0
2
0 0
0
0
y
n
n n n
y
n n
y
n n
y
n
y nh dx x f I
nh x
x

*&. T!"/e=(#+"l !&le:
( ) ( ) [ ]
1 2 1 0
... 2
2
) (
0

+ + + + +

n n
x
x
y y y y y
h
dx x f
n
=
2
h
Jsu! of the 1
st
and last ordinates%2(su! of the
re!aining ordinates)K
*(. rror in T!"/e=(#+"l !&le"
M
h a b
E
12
) (
2

<

{ }
L L
1
L L
1
L L
0
,..... , !ax >

n
y y y M
n
a b
h where
*/. The error in the T!"/e=(#+"l !&le is of (!+e!
2
h .
*1. S#4/*()0* ()e-',#!+ !&le "
,
_

rule
#
1

( ) ( ) ( ) [ ]
( ) ( )
( )
1
]
1

+
+

+ + + + + + +

ordinates even of Sum

ordinates odd remaining of Sum ordinates last and the of Sum
h
y y y y y y
h
dx x f
st
n
x
x
n
*
2 1
#
.... * ... 2
#
) (
# 1 * 2 0
0
*2. S#4/*()0* ',!ee e#g,', !&le"
1
]
1

rule
1
#


( ) ( ) ( ) [ ] .... * ... #
1
#
) (
2 ( # ( * 2 1 0
0
+
+ + + + + + + + +

y y y y y y y y y
h
dx x f
n
x
x
n


&0. rror in S#4/*()0* ()e-',#!+ !&le"

{ } ,..... , !ax >
L L L
2
L L L
0
y y M
n
a b
h where

&1. The error in S#4/*()0* O)e ',#!+ !&le is of (!+e!
*
h .
&2. ?hen does S#4/*()0* !&le give exact result@
8ns" Hol=no!ials of degree 2 .
&#. ?hen is T!"/e=(#+"l !&le applicable@
8ns" +or an= intervals.
&*. ?hen is S#4/*()0*
#
1
!&le applicable@
M
h a b
E
110
) (
*

<
8ns" ?hen there even no. of intervals.
&&. ?hen is S#4/*()0*
1
#
!&le applicable@
8ns" ?hen the intervals are in !ultiples of three.
&(9 R(4e!g0* Me',(+"

b
a
dx x f I ) (
1
]
1

+
#
1 2
2
I I
I I

&/. 6tate R(4e!g0* 4e',(+ #)'eg!"'#() 2(!4&l" to find the value of

b
a
dx x f I ) (

using
2
h
and h
.

&1. 6tate T.( P(#)' G"&**#") Q&"+!"'&!e 2(!4&l":
8ns"

,
_

,
_

#
1
#
1
) (
1
1
f f dx x f I
&2. 6tate T,!ee P(#)' G"&**#") Q&"+!"'&!e 2(!4&l":
8ns"
( )

,
_

+ +

,
_

&
#
2
&
0
2
1
&
#
2
&
) (
1
1
f f f dx x f I

(0. I) G"&**#")0* Q&"+!"'&!e" If the li!it is fro! a to b then we shall appl= a suitable
change of variable to bring the integration fro! )1 to 1

( ) ( )
dt
a b
dx
a b t a b
x Put
2
'
2

+ +
9

,
_

1
1
1
]
1

+
,
_

h h
h h
h
I I
I I
I
h
h I Ans
2
2
2
*
#
1
# 2
, "
(1. 6tate T!"/e=(+#"l 2(!4&l" 2(! D(&le I)'eg!"l*:

( )dxdy y x f I
d
c
b
a

,


( )
( )
( )

'

+
+
nodes erior the at f of values the of Sum
boundary the on nodes remaining the at f of values the of Sum
corners four the at f of values of Sum
hk
I
int *
2
*
(2. 6tate S#4/*()0* !&le 2(! D(&le I)'eg!"l*:

( )dxdy y x f I
d
c
b
a

,


( )
( )
( )
( )
( )
( )
( )

'

1
]
1

+
+
1
]
1

+
+
+
+

matrix the of row even the on

positions even the at f of values the of Sum
positions odd the at f of values the of Sum
matrix the of row odd the on
positions even the at f of values the of Sum
positions odd the at f of values the of Sum
boundary the on positions even the at f of values the of Sum
boundary the on positions odd the at f of values the of Sum
corners four the at f of values of Sum
hk
I
1(
1
1
*
*
2
2
(#. ?h= is TrapeIoidal rule so called@
8ns" 9ecause it approxi!ates the integral b= the su! of the areas of n trapeIoids.
(*. .o!pare TrapeIoidal rule and 6i!pson<s one)third rule.
8ns"
TrapeIoidal rule 6i!pson<s one)third rule
1. Eo. of intervals an=
2. rror" 0(h
2
)
#. Degree of =(x) is one
1. Eo. of intervals should be
even.
2. rror" 0(h
*
)
#. Degree of =(x) is two.

UNIT-IV
INITIAL VALUE PROBLEMS FOR ORDINAR> DIFFERENTIAL EQUATIONS
(&. I)#'#"l V"l&e P!(le4 "
8ns" The general solution of a differential e3uation of the nth order has n arbitrar=
constants. In order to co!pute the nu!erical solution of such an e3uation we need n
conditions. If all the n conditions are specified at the initial point onl= then it is called
an initial value proble!.
If the conditions are specified at two or !ore points then it is called a
B(&)+"!6 -"l&e /!(le4.
((. Define S#)gle S'e/ Me',(+ ? M&l'#*'e/ Me',(+.
8ns" 8 series for = in ter!s of powers x fro! which the value of f can be obtained b=
direct substitution. In each step we use the data of Must one preceding step. Nence
these !ethods are called 6ingle step !ethods or Hointwise !ethods. 8 solution of
this t=pe is called pointwise solution.
8 !ethod that uses values fro! !ore than one preceding step is called
!ultistep !ethod.

(/. 6tate T"6l(! *e!#e* 2(!4&l" "
0
L
0
*
L L L
0
#
L L
0
2
L
0 1
.......
F * F # F 2 F 1
) ( x x h where y
h
y
h
y
h
y
h
y x y
v
+ + + +

(1. ?hat are the !erits and de!erits of Ta=lor<s !ethod@
8ns. Me!#'*:
It is a powerful single step !ethod if we are able to find the successive
derivatives easil=.
De4e!#'*:
(i)The derivative !a= be co!plicated
(ii) 8t the given point the derivative !a= be infinit=.
(2. 6tate E&le!0* Me',(+ 2(!4&l""
( ) ,...... 2 , 1 , 0 ' ,
1
+
+
n y x hf y y
n n n n

/0. 6tate M(+#2#e+ E&le!0* Me',(+ 2(!4&l":

( ) ,...... 2 , 1 , 0 ' ,
2
,
2
1

,
_

+ + +
+
n y x f
h
y
h
x hf y y
n n n n n n

/1. 6tate F(&!', O!+e! R&)ge-@&''" Me',(+ 2(!4&l""(for +irst order differential
e3uations)
y y y
n n
+
+1
?here
( )
* # 2 1
2 2
(
1
k k k k y + + +
and

( )
( )
# *
2
#
1
2
1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +

,
_

+ +

,
_

+ +

/2. 6tate F(&!', O!+e! R&)ge-@&''" Me',(+ 2(!4&l""(for +irst order 6i!ultaneous
differential e3uations)
Aet
( ) ( ) z y x f
dx
dz
and z y x f
dx
dy
, , , ,
2 1



y y y
n n
+
+1 >
z z z
n n
+
+1
?here
( )
* # 2 1
2 2
(
1
k k k k y + + +
and ?here
( )
* # 2 1
2 2
(
1
l l l l z + + +


( )
( )
# 1 *
2
1 #
1
1 2
1 1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +

,
_

+ +

,
_

+ +

( )
( )
# 2 *
2
2 #
1
2 2
2 1
,
2
,
2
2
,
2
,
k y h x hf l
k
y
h
x hf l
k
y
h
x hf l
y x hf l
n n
n n
n n
n n
+ +

,
_

+ +

,
_

+ +

/#. 6tate F(&!', O!+e! R&)ge-@&''" Me',(+ 2(!4&l""(for second order differential
e3uations)
Aet ( ) ( ) z y x f
dx
dz
dx
y d
and z z y x f
dx
dy
, , , ,
2
2
2
1



y y y
n n
+
+1

?here
( )
* # 2 1
2 2
(
1
k k k k y + + +
and ?here
( )
* # 2 1
2 2
(
1
l l l l z + + +


( )
( )
# 1 *
2
1 #
1
1 2
1 1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +

,
_

+ +

,
_

+ +

( )
( )
# 2 *
2
2 #
1
2 2
2 1
,
2
,
2
2
,
2
,
k y h x hf l
k
y
h
x hf l
k
y
h
x hf l
y x hf l
n n
n n
n n
n n
+ +

,
_

+ +

,
_

+ +

/*. uler<s algorith!"

O
2
1
2
2
O
2
!ax
2
) (
2
y M
x x
M
h
y
h
Error
i i

< <

The order of the local truncation error is ( )

2
h o

/&. -odified uler<s !ethod"
The order of the local truncation error is ) (
#
h o

#
#
#
M
h
Error
/(. 6tate which is better. Ta=lor<s !ethod or ,)P !ethod@
8ns" ,)P !ethod .6ince it do not re3uire prior calculation of higher derivatives of
=(x) as the Ta=lor<s !ethod does.
//. -ilne<s predictor and corrector !ethods"
+or!ula"

[ ]
[ ]
1 1 1 , 1
1 2 # , 1
L L * L
#
L 2 L L 2
#
*
+ +
+
+ + +
+ +
n n n n c n
n n n n p n
y y y
h
y y
y y y
h
y y

/1. 8da!<s 9ashforth predictor and corrector !ethods"

[ ]
[ ]
2 1 1 , 1
# 2 1 , 1
L L & L 12 L 2
2*
L 2 L #/ L &2 L &&
2*
+ +
+
+ + +
+ +
n n n n n c n
n n n n n p n
y y y y
h
y y
y y y y
h
y y
/2. .o!pare ,)P !ethod with Hredictor)corrector !ethods
8ns"

,)P !ethod Hredictor)corrector !ethod
6elf)starting It is not self)starting, It re3uires prior values
Eot possible to get truncation error as= to get truncation error
10. Now !an= prior values re3uired to predict the next value in 8da!<s and -ilne<s
!ethod@
8ns" +our prior values.
11. ?hat is !eant b= initial value proble! and give an exa!ple it.
8ns" Hroble!s for finding solutions of differential e3uation in which all the initial
conditions are specified at the initial point onl= are called initial value
proble!s.
xa!ple"
0 0
) ( ) , ( L y x y with y x f y
.
12. ?rite the na!e of an= two self)starting !ethods to solve
0 0
) ( ) , ( y x y given y x f
dx
dy

.
8ns" uler<s -ethod, ,unge)Putta -ethod.
1#. -ention the !ultistep !ethods available for solving ordinar= differential e3uation.
8ns" -ilne<s Hredictor).orrector -ethod and 8da!<s 9ashforth Hredictor).orrector
-ethod.
1*. ?hat is a Hredictor).orrector -ethod of solving a differential e3uation@
8ns" ?e first use a for!ula to find the value of = at 1 + n
x
and this is ;nown as a
predictor for!ula. The value of = so got is i!proved or corrector b= another
for!ula ;nown as corrector for!ula.
1&. ?h= ,unge)Putta for!ula is called fourth order@
8ns" The fourth order ,unge)Putta !ethod agree with Ta=lor series solution up to
the ter!s of h
*
. Nence it is called fourth order ,.P. !ethod.
1(. E!!(!" 7M#l)e0* P!e+#$'(!A


) (
*&
1*
) & (
1
&

n
y h E
where 1 # +

n n
x x
BM#l)e0* C(!!e$'(!A

) (
20
1
) & (
1
&

n
y h E
where 1 1 +

n n
x x
1/. R(&)+ (22 e!!(!: ?hen we are wor;ing with deci!al nu!bers. ?e approxi!ate the
deci!als to the re3uired degree of accurac=. The error due to
these approxi!ations is called round off error.
T!&)$"'#() e!!(!: The error caused b= using approxi!ate for!ula in co!putations
is ;nown as truncation error.

11. E!!(!: A+"40* P!e+#$'(!
( )
1 #
) & ( &
/20
2&1
+

n n
x x where y h E

E!!(!: A+"40* C(!!e$'(!

( )
1 2
) & ( &
/20
12
+

n n
x x where y h E

12. .o!pare the -ilne<s Hredictor).orrector and 8da!)9ashforth Hredictor).orrector
!ethods for solving ordinar= differential e3uations.
8ns"
8da!<s -ethod -ilne<s -ethod
1. ?e re3uire four starting
values of =
1. ?e re3uire four starting
values of =
2. It does not have the sa!e
instabilit= proble!s as
the -ilne !ethod.
2. 9ut is about as efficient.
#. 8 !odification of
8da!<s !ethod is !ore
widel= used than -ilne<s
#. It is si!ple and has a
good local error, 0(h
&
)

UNIT < V
BOUNDAR> VALUE PROBLEMS FOR ORDINAR> AND PARTIAL
DIFFERENTIAL EQUATIONS
20. Define B(&)+"!6 -"l&e /!(le4.
8ns" ?hen the differential e3uation is to be solved satisf=ing the conditions
specified at the end points of an interval the proble! is called boundar= value
proble!.
21. Define D#22e!e)$e Q&('#e)'*
8ns" 8 difference 3uotient is the 3uotient obtained b= dividing the difference
between two values of a function b= the difference between two corresponding
values of the independent variable. ( )
1 1
L
2
1
+

i i i
y y
h
y
22. F#)#'e D#22e!e)$e Me',(+*"

( )
1 1
L
2
1
+

i i i
y y
h
y
( )
1 1
2
L L
2
1
+
+
i i i i
y y y
h
y
2#. .lassification of Hartial Differential 3uations of the 6econd 0rder

0 , , , ,
2
2 2
2
2

,
_

y
u
x
u
u y x f
y
u
C
y x
u

x
u
A
(i) If 0 *
2
< AC then the e3uation is lliptic.
(ii) If 0 *
2
> AC then the e3uation is N=perbolic.
(iii) If 0 *
2
AC then the e3uation is Harabolic.
2*. Be)+e!-S$,4#+'0* D#22e!e)$e E%&"'#()" (xplicit -ethod)
2
2
2
x
u
t
u

1 , + ! i
u




! i
u
, 1 ! i
u
, ! i
u
, 1 +
(0,)
! i
u
, 1 ! i
u
, ! i
u
, 1 +



1 , + ! i
u


2
, 1 , , 1 1 ,
) 2 1 (
ah
k
"here u u u u
! i ! i ! i ! i
+ +
+ +
and
2
1

a
Be)+e!-S$,4#+'0* D#22e!e)$e E%&"'#()
If
then
2
1

( )
! i ! i ! i
u u u
, 1 , 1 1 ,
2
1
+ +
+

This is valid onl= if
2
2
h
a
k


2&. C!");-N#$,(l*()0* D#22e!e)$e E%&"'#()" 7I!plicit -ethod:
2
2
2
x
u
t
u

( ) ( ) ( ) ( )
! i ! i ! i ! i ! i ! i
u u u u u u
, 1 , 1 , 1 , 1 , 1 1 , 1
1 2 1 2
+ + + + +
+ + +

?here
2
ah
k
and
2
1

a
C!");-N#$,(l*()0* D#22e!e)$e E%&"'#() ?hen 1 (i.e.)
2
ah k the .ran;)
Eicholson<s difference e3uation beco!es


[ ]
! i ! i ! i ! i ! i
u u u u u
, 1 , 1 1 , 1 1 , 1 1 ,
*
1
+ + + + +
+ + +

1 , 1 + ! i
u
1 , + ! i
u
1 , 1 + + ! i
u

! i
u
, 1 ! i
u
, ! i
u
, 1 +
2(. ?rite down the i!plicit for!ula to solve one di!ensional heat flow e3uation.
2
2
2
x
u
t
u

( ) ( ) ( ) ( )
! i ! i ! i ! i ! i ! i
u u u u u u
, 1 , 1 , 1 , 1 , 1 1 , 1
1 2 1 2
+ + + + +
+ + +

2/. ?h= is .ran; Eicholson<s 6che!e called an i!plicit sche!e@
8ns" The solution value at an= point (i,M%1) on the (M%1)th level is dependent on the
solution values at the neighbouring points on the sa!e level and on three values
of the Mth level. Nence it is an i!plicit !ethod.
21. ?hat t=pe of e3uations can be solved b= .ran; Eicholson<s for!ula (i!plicit)@
8ns" It is used to solve parabolic e3uation (one di!ensional heat e3uation) of the
for!
2
2
2
x
u
t
u

.
22. ?hat t=pe of e3uations can be solved b= 9ender)6ch!idt<s for!ula (explicit)@
8ns" It is used to solve parabolic e3uation (one di!ensional heat e3uation) of the
for!
2
2
2
x
u
t
u

.
100. 6tate the explicit sche!e for!ula for the solution of the wave e3uation.
8ns" The for!ula to solve nu!ericall= the wave e3uation
tt xx
u u a
2
is
( ) ( )
1 , , 1 , 1
2 2
,
2 2
1 ,
1 2
+ +
+ +
! i ! i ! i ! i ! i
u u u a u a u

?hen
a
h
k e i
h
k
a
) . (
1
2
2
2
2

The wave e3uation is

1 , ! i
u

and
2
0 ) 0 , (
0 , 1 0 , 1
1 ,
+
+

i i
i t
u u
u x u ! i
u
, 1 ! i
u
, ! i
u
, 1 +


1 , + ! i
u

101. Define the local truncation error.
8ns" E
( )

,
_

+
1
]
1

+
+ +
i
i i
i i
i i i
y
h
y y
f y
h
y y y
2
2
1 1
2
1 1
102. 6tate finite difference approxi!ation for
2
2
dx
y d
and state the order of truncation
error.
8ns"

i
y
( )
2
1 1
2
h
y y y
i i i +
+
and the order of truncation error is 0(h
2
).
10#. +orward +inite difference for!ula"
h
y x u y h x u
y x u
x
) , ( ) , (
) (
0 0 0 0
0 , 0
+

k
y x u k y x u
y x u
y
) , ( ) , (
) (
0 0 0 0
0 , 0
+

Truncation error is
( ) h x x where y u
h
xx
+
0 0 0
,
2

1 , , 1 , 1 1 , + +
+
! i ! i ! i ! i
u u u u
10*. 9ac;ward +inite difference for!ula"
h
y h x u y x u
y x u
x
) , ( ) , (
) (
0 0 0 0
0 , 0

k
k y x u y x u
y x u
y
) , ( ) , (
) (
0 0 0 0
0 , 0

Truncation error is
( ) h x x where y u
h
xx
+
0 0 0
,
2

10&. 6econd order finite difference for!ulae"
( ) ( ) ( )
2
0 0 0 0 0 0 0 0 0 0
0 , 0
, , 2 , ) , ( ) , (
) (
h
y h x u y x u y h x u
h
y x u y h x u
y x u
x x
xx
+ +

( ) ( ) ( )
2
0 0 0 0 0 0
0 0 0 0
0 , 0
, , 2 ,
) , ( ) , (
) (
k
k y x u y x u k y x u
k
y x u k y x u
y x u
y y
yy
+ +

Truncation error is ( ) h x h x where y u

h
xxxx
+
0 0 0
2
,
12

10(. Ea!e at least two nu!erical !ethods that are used to solve one di!ensional
diffusion e3uation.
8ns' (i) 9ender)6ch!idt -ethod
(ii) .ran;)Eicholson -ethod.
10/. 6tate standard five point for!ula for solving u
xx
% u
==
= 0.
8ns"

101. 6tate diagonal five point for!ula for solving u
xx
% u
==
= 0.
8ns"

102. ?rite down one di!ensional wave e3uation and its boundar= conditions.
8ns"
2
2
2
2
2
x
u
t
u

9oundar= conditions are

(i) u(0,t) = 0
(ii) u(l, t) = 0
0 t
(iii) u(x,0) = f(x), 0QxQl
(iv) u
t
(x,0) = 0, 0QxQl
110. 6tate the explicit for!ula for the one di!ensional wave e3uation with
m
#
a and
h
k
where a
2 2 2
0 1
.

8ns"
! i ! i ! i ! i ! i
u u u u u
, 1 , 1 , , 1 , 1
* + + +
+ +
! i ! i ! i ! i ! i
u u u u u
, 1 , 1 1 , 1 1 , 1 1 , 1
* + + +
+ + + +
1 , , 1 , 1 1 , + +
+
! i ! i ! i ! i
u u u u
111. ?rite down the finite difference for! of the e3uation ) , (
2
y x f u
8ns"
112. ?rite Aaplace<s e3uation and its finite difference analogue and the standard five
point for!ula.
8ns" Aaplace e3uation is u
xx
% u
==
= 0
+inite difference for!ula" 0
2 2
2
1 , , 1 ,
2
, 1 , , 1

+
+
+
+ +
k
u u u
h
u u u
! i ! i ! i ! i ! i ! i
6tandard five point for!ula" ! i ! i ! i ! i ! i
u u u u u
, 1 , 1 , , 1 , 1
* + + +
+ + .
11#. ?hat t=pe of e3uations can be solved b= one di!ensional wave e3uation@
8ns" It is used to solve h=perbolic e3uation of the for!
2
2
2
2
2
x
u
t
u

.
11*. ?rite down one di!ensional heat flow e3uation and its boundar= conditions.
8ns"
2
2
2
t
u
t
u

9oundar= conditions are

(i) u(0,t) = 0
# 0 t
(ii) u(l, t) =
1
# 0 t
(iii) u(x,0) = f(x), 0QxQl
11&. ?rite down two di!ensional heat flow e3uation and its boundar= conditions.
8ns"
0
2
2
2
2

y
u
x
u
9oundar= conditions are
(i) u(0,=) = 0, for 0Q=Qb
(ii) u(a, =) = 0, for 0Q=Qb
(iii) u(x,0) = f(x), for 0QxQa
(iv) u(x,b) = g(x), for 0QxQa
( ) !h ih f h u u u u u
! i ! i ! i ! i ! i
, *
2
, 1 , 1 , , 1 , 1
+ + +
+ +