Numerical Method (CSC207)

Download as pdf or txt
Download as pdf or txt
You are on page 1of 5

Numerical Method

Course Title: Numerical Method Full Marks: 60 + 20 + 20


Course No.: CSC207 Pass Marks: 24 + 8 + 8
Nature of the Course: Theory + Lab Credit Hrs: 3
Semester: III

Course Description: This course contains the concepts of numerical method techniques for
solving linear and nonlinear equations, interpolation and regression, differentiation and
integration, and partial differential equations.

Course Objectives: The main objective of the course is to provide the knowledge of numerical
method techniques for mathematical modeling.

Course Detail:
Unit 1: Solution of Nonlinear Equations (10 Hrs.)
o Review of relation between computer programming and Numerical Methods
o Errors in numerical calculations – truncation, round off, errors in original data, blunders,
propagated errors and floating point arithmetic, error in converting values, relative –
absolute errors
o Trial and Error Method
o Half-Interval Method – bisection method, algorithm, implementation and convergence
o Secant Method – the method, algorithm, implementation and convergence
o Newton's method – the method, algorithm, relating Newton’s method to other methods,
implementation and convergence
o Fixed point iteration – the method, different rearrangements, algorithm, implementation
and its convergence
o Newton's method for polynomials – the method, synthetic division algorithm and
remainder theorem, Horner's method and algorithm, implementation and convergence
Unit 2: Interpolation and Approximation (8 Hrs.)
o Interpolation – definition, application and definition of extrapolation
o Lagrange’s Interpolation - Lagrange's polynomials, error, algorithms, numerical
applications and implementations
o Newton's interpolation - divided differences, algorithm for constructing divided
difference table, divided difference for a polynomial, error of interpolation, Newton’s
forward difference interpolation and Newton’s backward difference interpolation,
differences Vs. divided differences, algorithm and implementation
o Cubic Spline interpolation – definition, derivation, algorithm, examples illustrating cubic
spline interpolation
o Introduction to regression, Regression Vs. Interpolation, Least Squares Approximation –
definition and application, derivation, algorithm and implementation of least square
approximation for linear, non- linear and polynomial data
Unit 3: Numerical Differentiation and Integration (5 Hrs.)
o Numerical Differentiation – definition, application, derivatives from divided difference
table , error term, algorithm, Derivatives for evenly spaced data, forward difference
formula, central difference formula, error terms, Second Order Derivatives, Maxima and
minima of tabulated function
o Numerical Integration- definition, application, Newton-Cote's quadrature formulas,
Trapezoidal rule, Simpson's 1/3 rule, Simpson’s 3/8 rule, Composite formulas for
trapezoidal and Simpson’s rules, algorithms and implementations, Numerical Double
Integration, Gaussian integration algorithm, its derivation, Romberg integration formulas,
derivation and algorithm,
Unit 4: Solution of Linear Algebraic Equations (10 Hrs.)
o Review of the existence and uniqueness of solutions of systems of linear equations, and
properties of matrices, ill conditioning, types of solution of linear algebraic method
o Gaussian elimination method and algorithm, Gaussian elimination with partial pivoting
and its algorithm, Gauss-Jordan method and its algorithm, Inverse of matrix using Gauss
Jordan method
o Matrix factorization – Solving system of linear equation using Dolittle algorithm,
Cholesky's algorithm
o Iterative methods – Jacobi method and Gauss Seidel Method, and their algorithms
o Eigen values and eigen vectors problems with practical examples, Solving eigen value
problems using Lagrangian and power method
Unit 5: Solution of Ordinary Differential Equations (7 Hrs.)
o Review of differential equations, definition of ordinary differential equations and
examples, order and degree, initial value problem
o Taylor series method and error terms, Picard’s method, Euler's method and its accuracy,
Heun's method, Runge-Kutta methods (4th order method: formula and problem solutions),
algorithm and implementations
o Solution of the higher order equations – definitions and examples of higher order
difference equations, solution of system of differential equations, representation of higher
order equations into system of equations
o Boundary value problems: Definition and examples, shooting method and its algorithm

Unit 6: Solution of Partial Differential Equations (5 Hrs.)


o Review of partial differential equations, Classification of partial differential equation,
Deriving difference equations, Laplacian equation and Poisson's equation and their
applications, their solution techniques, algorithms and examples

NOTE:
o Relations between different related methods, their advantages, disadvantages and
comparisions are essential
o Each method should be implemented and compared with each other drawing conclusions
of their efficiency, accuracy and errors.

Laboratory Works:
The laboratory exercise should consists of program development and testing of non-linear
equations, interpolation, numerical integration and differentation, linear algebraic equations,
ordinary and partial differential equations numerical solutions using appropriate languages like
C, C++ or Matlab.
List topics to be included in Laboratory Exercises:
o Solution of non-linear equations using Bisection Method and Secant Method
o Solution of non-linear equations using Newton’s Raphson Method and Fixed Point
Iteration Method
o Solution of polynomial using Newton’s Method and Horner’s Rule to evaluate
polynomial
o Polynomial interpolation using Lagrange’s Interpolation and Newton’s Divided
Difference Interpolation, Newton’s forward and backward difference interpolation
o Fitting of linear (straight line , y=ax + b) and non-linear (exponential y=aebx, quadratic
y=ax2+bx+c) function using least square method
o Derivatives from divided difference table
o Integration using Trapezoidal rule, Simpson’s 1/3 rule and Simpson’s 3/8 rule, Line and
Double Integration.
o Solution of system of linear equations using Gauss Elimination method and Gauss Jordan
Method
o Gauss Seidel Method, Jacobi Method and Power Method
o Solution of ordinary differential equation using Euler’s Method, Heun’s Method and 4th
order Runge-Kutta Method
o Boundary value problems using Shooting Method
o Laplacian Equation, Poison’s Equation

Model Questions:
Bachelor/Second Year/Third Semester/Science FM:60
Computer Science and Information Technology CSc.207 PM:24
Numerical Method Time: 3hrs

Candidates are required to give their answers in their own words as far as practicable.
Assume suitable data if necessary.

The figure in the margin indicates full mark.

Group A

Attempt any TWO questions. (10X2=20)

1. Compare Gauss Elimination method and Gauss Jordan method of solving simultaneous
equation. Use Gauss Elimination to solve the following system of equation and also write
its algorithm.
2x+3y+4z=5
3x+4y+5z=6
4x+5y+6z=7
2. Write an algorithm and a program to compute the interpolation value at a specific point,
given a set of data points, using Lagrange interpolation method.
3. Derive Composite Simpson’s 1/3 Rule for numerical integration. How does it improve
the accuracy of integration?

Group B

Attempt any EIGHT questions. (5X8=40)

4. Write a program to solve a non linear equation using bisection method.


5. Find the roots of the following equations using Newton’s method.
log x – cos x = 0
6. Estimate the value of ln(3.5) using Newton’s backward difference formula, given the
following data.
x 1.0 2.0 3.0 4.0
ln 0.0 0.6931 1.0986 1.3863

7. Fit a straight line to the following set of data.


x 1 2 3 4 5
y 3 4 5 6 8

8. Estimate the first derivative of f(x)=ln x at x=1 using the second order central difference
formula.
9. Compare and contrast between Jacobi iterative method and Gauss Seidal method.
10. Explain about boundary value problem with example? Differentiate it with initial value
problem.
11. Use the Heun's method to estimate y(0.4) when
y’(x)=x2+y2 with y(0)=0.
Assume h=0.2

12. Solve the Poisson’s equation ∇2f=2x2y2over the square domain 0 <= x <= 3 and
0 <= y <= 3 with f=0 on the boundary and h=1.

You might also like