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Elementary Numerical Analysis: NPTEL Lectures On

This document contains an assignment on numerical analysis techniques: 1. It describes deriving Simpson's implicit method for solving initial value problems by applying Simpson's rule to integrate the function from the lower to upper bound of equally spaced nodes. 2. It asks to choose an appropriate approximation of the function g(x) at xn+1 that leads to the second order Runge-Kutta method for solving initial value problems. 3. It presents proving a relationship between applying a tridiagonal matrix A to a vector u(k) and multiplying the result by a cosine term. 4. It states that the eigenvalues of a tridiagonal matrix A with given diagonal and adjacent entries consist of

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احمد السيد
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34 views2 pages

Elementary Numerical Analysis: NPTEL Lectures On

This document contains an assignment on numerical analysis techniques: 1. It describes deriving Simpson's implicit method for solving initial value problems by applying Simpson's rule to integrate the function from the lower to upper bound of equally spaced nodes. 2. It asks to choose an appropriate approximation of the function g(x) at xn+1 that leads to the second order Runge-Kutta method for solving initial value problems. 3. It presents proving a relationship between applying a tridiagonal matrix A to a vector u(k) and multiplying the result by a cosine term. 4. It states that the eigenvalues of a tridiagonal matrix A with given diagonal and adjacent entries consist of

Uploaded by

احمد السيد
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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NPTEL lectures on

Elementary Numerical Analysis


by
Professor Rekha P. Kulkarni
Department of Mathematics
Indian Institute of Technology Bombay
Assignment 5
1. let x0 , x1 , , xN be equally spaced nodes. Derive Simpsons implicit
method for the initial value problem y 0 = f (x, y), y(x0 ) = y0 by apply-
ing Simpson rule to the integral
Z xn+1
y(xn+1 ) y(xn1 ) = f (x, y(x))dx.
xn1

2. Consider approximate solution of the initial value problem

y 0 = f (x, y), y(x0 ) = y0

by the formula Z xn+1


yn+1 = yn + p1 (x)dx,
xn

where p1 (x) is the linear polynomial on [xn , xn+1 ] interpolating of g(x) =


f (x, y(x)) at xn and xn+1 . Choose an appropriate approximation of
g(xn+1 ) that leads to the Runge-Kutta method of order 2.

3. Let A be a tridiagonal matrix of order n with diagonal entries equal to


zero and ai,i+1 = ai+1,i = 1, i = 1, 2, , n 1. For k = 1, , n, let
u(k) be the n vector whose ith entry is sin[ik/(n+1)], i = 1, , n.
Prove that
 
(k) k
Au = 2 cos u(k) , k = 1, , n.
n+1
4. If A is a tridiagonal matrix with aii = d, ai,i+1 = ai+1,i = e, for all i,
then the eigenvalues of A consists of the numbers
 
k
d + 2e cos k = 1, , n.
n+1

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