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UNIT I

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SOLUTION OF EQUATIONS AND
EIGENVALUE PROBLEMS

.
pz
Solution of equation

e
Fixed point iteration: x=g(x) method
de
Newton’s method

Solution of linear system by Gaussian elimination

a

Gauss – Jordon method

.p

Gauss – Jacobi method

w

Gauss – Seidel method

w

Inverse of a matrix by Gauss Jordon method

w

Eigenvalue of a matrix by power method

Jacobi method for symmetric matrix.

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Solution of Algebraic and Transcendental Equations

The equation of the form
a0 x n a1 x n 1
a2 x n 2
0 ------------(A) is called rational integral

t
f ( x) ....... an 1 x an
equation

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Here, a 0 0 , n is a positive integer, a0, a1, a2, ....., an are constants.
The rational integral equation is classified into two parts
1. Algebraic Equation
2. Transcendental Equation

.
Algebraic Equation

pz
In this equation, f(x) is a polynomial purely in x as in (A)
Example: x 3 3 x 1 0, x 4 2 x 3 3x 2 2 x 1 0
Transcendental Equation
In this equation, f(x) contains some other functions such as trigonometric,
logarithmic or exponential etc.,
Example: 3x-cosx-1=0, xlog10x-1.2=0.
Properties e
de
1. If f(a) and f(b) have opposite signs then one root of f(x)=0 lies between a
and b
2. To find an equation whose roots are with opposites signs to those of the
given equ. change x to (–x)
a

3. To find an equation whose roots are reciprocals of the roots of of the given
equ. change x to 1
x
.p

4. Every equation of an odd degree has atleast one real root whose sign is
opposite to that of its last term.
5. Every equation of an even degree with last term negative have atleast a pair
w

of real roots one positive and other negative.

Methods for solving Algebraic and Transcendental Equations
Fixed point iteration: x = g(x) method (or) Method of successive
w

approximation.
Newton’s method (or) Newton’s Raphson method
w

Fixed point iteration: x = g(x) method (or) Method of successive

approximation
Let f(x) =0 be the given equation whose roots are to be determined.
Steps for this method
1. Use the first property find ‘a’ and ‘b’ where the roots lies between.
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2. Write the given equation in the form x = φ(x) with the condition ' ( x) 1
3. Let the initial approximation be x0 which is lies in the interval (a, b)
4. Continue the process using xn = φ(xn-1)
5. If the difference between the two consecutive values of xn is very small then
we stop the process and that value is the root of the equation.

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Convergence of iteration method

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The iteration process converges quickly if ' ( x) 1 where x= (x) is the
given equation. If ' ( x) 1 , xn will become infinitely large and hence this
process will not converge. The convergence is linear.
Example: Consider the equation f(x) = x3+x-1 = 0

.
we can write x= (x) in three types

pz
1. x=1-x3
2. x 1
1 x2
3. x 1 x 1 3
but we take the type which has the convergence property ' ( x) 1
f(x) = x3+x-1
f(0)=-ve and f(1)=+ve e
de
hence the root lies between 0 and 1
Now consider The equation (1.) x=1-x3
Here (x)= 1-x3 , ’(x)=-3x2
at x=0.9 ’(x)=-3(0.9)2
’(x)=-3(0.81)=-2.81
a

' ( x) 1
this equation x=1-x3 will not converge
.p

so the iteration will not work if we consider this equation

Now consider
the equation x 1
1 x2
w

Here ' ( x)
2x
(1 x 2 ) 2
at x=0.9
2 0.9 1.8
w

' ( x) 0.5494
(1 0.9 2 ) 2 3.2761

' ( x) 1
the equation is converge
w

we use this equation.

no need to consider the third type.
Problems based on Fixed point iteration
1. Find a real root of the equation x3+x2-1=0 by iteration method.
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Solution:
Let f(x)= x3+x2-1
f(0)= -ve and f(1)=+ve
Hence a real root lies between 0 and 1.
1
Now can be written as x ( x)

t
1 x

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In this type only ' ( x) 1 in (0, 1)
Let the initial approximation be x0=0.5
1
x1 ( x0 ) 0.81649
0.5 1
1
x2 ( x1 ) 0.74196

.
0.81649 1
1

pz
x3 ( x2 ) 0.75767
0.74196 1
1
x4 ( x3 ) 0.75427
0.75767 1
1
x5 ( x4 ) 0.75500
0.75427 1
x6 ( x5 )
1
0.75500 1
1 e0.75485
de
x7 ( x6 ) 0.75488
0.75485 1

Here the difference between x6 and x7 is very small.

therefore the root of the equation is 0.75488
--------------------------------------------------------------------------------------------
a

2. Find the real root of the equation cosx = 3x-1, using iteration method.
Solution:
.p

Let f(x)= cosx - 3x-1

f(0)= +ve and f(1)=-ve
A root lies between 0 and π/2
The given equation can be written as
w

1
x (1 cos x) ( x)
3
sin x
w

' ( x)
3
Clearly, ' ( x) 1 in (0, π/2)
Let the initial approximation be x0=0
w

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1
x1 ( x0 ) (1 cos 0) 0.66667
3
1
x2 ( x1 ) (1 cos 0.66667) 0.59529
3
1
x3 ( x2 ) (1 cos 0.59529) 0.60933
3

t
1
x4 ( x3 ) (1 cos 0.60933) 0.60668

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3
1
x5 ( x4 ) (1 cos 0.60668) 0.60718
3
1
x6 ( x5 ) (1 cos 0.60718) 0.60709
3
1

.
x7 ( x6 ) (1 cos 0.60709) 0.60710
3

pz
1
x8 ( x7 ) (1 cos 0.60710) 0.60710
3
Since the values of x7 and x8 are equal, the required root is 0.60710
--------------------------------------------------------------------------------------------3.
Find the negative root of the equation x3-2x+5=0
Solution:
e
The given equation is x3-2x+5=0 ------------------------------------------------(1)
we know that if α, β, γ are the roots of the equation (1), then the equation whose
de
roots are -α, -β, - γ is x3+(-1) 0 x2+(-1)2(-2x)+(-1)35=0------------------------(2)
The negative root of the equation (1) is same as the positive root of the equation
(2)
Let f(x)= x3-2x+5
a

Now f(2)=-ve and f(3) =+ve

Hence the root lies between 2 and 3. Equation (2) can be written as
.p

1
x ( 2 x 5) 3 ( x)
where ' ( x) 1 in (2, 3)
Let the initial approximation be x0=2
w

Since the values of x6 and x7 are equal, the root is 2.09455

Therefore the negative root of the given equation is -2.09455
--------------------------------------------------------------------------------------------------
w

Newton’s method (or) Newton’s Raphson method (Method of tangents)

Let f(x)=0 be the given equ. whose roots are to be determined.
w

f (x )
FORMULA: x x n
n 1 n f '(x )
n
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Steps for this method

i. Use the first property find ‘a’ and ‘b’ where the roots lies between.

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ii. The initial approximation x0 is ‘a’ if f (a) f (b) ; the initial approximation x0

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is ‘b’ if f (b) f (a) in the interval (a, b).
iii. Use the formula and continue the process
iv. If the difference between the two consecutive values of xn+1 is very small
then we stop the process and that value is the root of the equ.

.
Note

pz
 The process will evidently fail if f’(x) = 0 in the neighbourhood of the root.
In such cases Regula-Falsi method should be used.
 If we choose initial approximation x0 close to the root then we get the root of
the equ. very quickly.
 The order of convergence is two

e
Condition for convergence of Newton’s Raphson method
de
2
f ( x). f " ( x) f ' ( x)
a

Problems based on Newton’s Method

1. Compute the real root of xlog10x=1.2 correct to three decimal places using
Newton’s Raphson Method
.p

Solution:
Let f(x)= xlog10x-1.2
Now f(2)=-ve and f(3) =+ve
w

Hence the root lies between 2 and 3.

Let the initial approximation be x0=3
f(x)= xlog10x-1.2
w

1 d 1
f ' ( x) log10 x x. log10 e  (log a x) log a e
x dx x
log10 x 0.4343  log10 e 0.4343
w

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iteration f ( xn )
value of xn 1 xn
f ' ( xn )

t
initial iteration x0 3

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1 x0 log 10 x0 1.2
x1 3 2.746
log 10 x0 0.4343
2 x1 log 10 x1 1.2
x2 2.746 2.741
log 10 x1 0.4343
x2 log 10 x2 1.2

.
3 x3 2.741 2.741
log 10 x2 0.4343

pz
Hence the real root of f(x)=0, correct to three decimal places is 2.741
-------------------------------------------------------------------------------------------2.
Evaluate 12 to four decimal places by Newton’s Raphson Method
Solution:
Let x= 12 x =12
2

Let f(x)= x2-12 and f’(x)=2x e

x2-12 =0
de
Now f(3)=-ve and f(4) =+ve.Hence the root lies between 3 and 4. Here
f (3) f (4) the root is nearer to 3. Therefore the initial approximation is x0=3
iteration f ( xn )
value of x x n 1 n
f ' ( xn )
a

initial iteration x0 3
1 f (3)
x1 3 3.5
.p

f ' (3)
2 f (3.5)
x2 3.5 3.4642
f ' (3.5)
3 f (3.4642 )
w

x3 3.4642 3.4641
f ' (3.4642 )
4 f (3.4641 )
x4 3.4641 3.4641
f ' (3.4641 )
w

Hence the value of 12 is 3.4641

---------------------------------------------------------------------------------
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Solving Simultaneous Equations with two variables using Newton’s

Method
Let the simultaneous equations with two variables be f(x, y) =0 and g(x, y) =0

t
x1=x0+h and y1=y0+k

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D1 D2
h and k
D D
fx 0 fy 0
where D
gx 0 gy 0

.
f0 fy 0
D1

pz
g0 gy 0

fx 0
f0
D2
gx 0
g0
Problems

e
1. Find the solution of the equation 4x2+2xy+y2=30 and 2x2+3xy+y2=3
correct to 3 places of decimals, using Newton’s Raphson method, given
de
that x0=-3 and y0=2.
Solution:
Let f(x, y) = 4x2+2xy+y2-30 and g(x, y) = 2x2+3xy+y2-3
fx=8x +2y, fy=2x+2y, gx=4x+3y, gy=3x+2y
a

x0 y0 fx 0 fy 0
gx 0 gy 0
f0 g0

-3 2 -20 -2 -6 -5 -2 1
.p

fx 0
fy 0
- 20 - 2
D 88
gx gy -6 -5
w

0 0

f0 fy 0
-2 -2
D1 12
g0 gy 0
1 -5
w

fx 0
f0 - 20 - 2
D2 32
gx 0
g0 -6 1
D1 12
w

h 0.1364
D 88
D2 32
k 0.3636
D 88
x1=x0+h and y1=y0+k
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x1= -3.1364 and y1=2.364

x1 y1 fx 1 fy 1
gx 1 gy 1
f1 g1
-3.1364 2.364 -20.360 -1.544 -5.452 -4.680 0.0995 0.0169

t
ne
fx 1
fy 1
D 86.8669
gx 1
gy 1
f1 fy 1
D1 0.4395
g1 gy 1

.
fx f1

pz
1
D2 0.1984
gx 1
g1
D1
h 0.0051
D
D2
k
D
x2= -3.131 and y2=2.362
0.0023

e
de
x2 y2 fx 2 fy 2
gx 2 gy 2
f2 g2
-3.131 2.362 -20.324 -1.538 -5.438 -4.669 0.0008 -0.0009
a

fx 2
fy 2
D 86.5291
gx gy
.p

2 2

f2 fy 2
D1 0.0051
g2 gy 2
w

fx 2
f2
D2 0.0226
gx 2
g2
D1
w

h 0.0001
D
D2
k 0.0003
D
w

x3= -3.1309 and y3=2.3617.Since the two consecutive values of x2, x3 and y2, y3
are approximately equal, the correct solution can be taken as x= -3.1309 and
y=2.3617.
---------------------------------------------------------------------------------------------------------------------

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Method of False Position (or) Regula Falsi Method (or) Method of
Chords
af (b) bf (a )
FORMULA: x
1 f (b) f (a )

t
 This is the first approximation to the actual root.

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 Now if f(x1) and f(a) are of opposite signs, then the actual root lies between
x1 and a.
 Replacing b by x1 and keeping a as it is we get the next approx. x2 to the
actual root.
 Continuing this manner we get the real root.

.
Note:

pz
 The convergence of the root in this method is slower than Newton’s
Raphson Method
Problems based on Regula Falsi Method
1. Sove the equation xtanx=-1 by Regula-Falsi method starting with x0=2.5 and

Solution:
Let f(x) = xtanx+1 e
x1 = 3.0 correct to 3 decimal places.
de
f(2.5)=-ve and f(3)=+ve
Let us take a=3 and b=2.5
iteration a b af (b) bf (a)
x
f (b) f (a)
a

1 3 2.5 x 3 f (2.5) 2.5 f (3) 2.8012 f(2.8012)=+ve

1
f (2.5) f (3)
.p

2 2.8012 2.5 x 2.8012 f (2.5) 2.5 f (2.8012 )

2.7984
f(2.7984)=+ve
2
f (2.5) f (2.8012 )
3 2.7984 2.5 x 2.7984 f (2.5) 2.5 f (2.7984 )
2.7984
3
f (2.5) f (2.7984 )
w

Since the two consecutive values of x2 and x3 are approximately equal, the
required root of the equation f(x)=0 is 2.7984
w

--------------------------------------------------------------------------------------------
2. Find the root of xex = 3 by Regula-Falsi method correct to 3 decimal places.
Solution:
Let f(x)= xex – 3
w

f(1)= +ve and f(1.5) = -ve

The root lies between 1 1nd 1.5
Take a = 1 and b = 1.5

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iteration a b af (b) bf (a)
x
f (b) f (a)
1 1 1.5 x 1 f (1.5) 1.5 f (1) 1.035 f(1.035)=-
1
f (1.5) f (1) ve
2 1.035 1.5 x 1.035 f (1.5) 1.5 f (1.035 ) f(1.045)=-

t
2 1.045
f (1.5) f (1.035 ) ve

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3 1.045 1.5 x 1.045 f (1.5) 1.5 f (1.045 )
1.048
f(1.045)=-
3
f (1.5) f (1.045 ) ve
4 1.048 1.5 x 1.048 f (1.5) 1.5 f (1.048 )
1.048
4
f (1.5) f (1.048 )

.
pz
Since the two consecutive values of x3 and x4 are equal, the required root of the
equation f(x)=0 is 1.048
--------------------------------------------------------------------------------------------
Solutions of linear algebraic equations
A system of m linear equations (or a set of m simultaneous linear equations)

a11 x1 a12 x2 ...... a1n xn e

in ‘n’ unknowns x1 , x2 ,..., xn is a set of equations of the form,
b1
de
a21 x1 a22 x2 ...... a2 n xn b2
(1)
:::::::::: :::::::::: :::::::::: :::::::::: ::::
am1 x1 am 2 x2 ... amn xn bm
Where the coefficients of x1 , x2 ,..., xn and b1 , b2 ,..., bm are constants.
a

The left hand side members of (1) may be specified by the square array of
the coefficients, known as the coefficient matrix.
.p

a11 a12 .........a1n

a21 a22 .........a2 n
A
:::::::::: :::::::::: :
w

am1 am 2 .......amn
Whereas the complete set may be specified by the rectangular array
a11 a12 .........a1n b1
w

a21 a22 .........a2 n b2

M
:::::::::: :::::::::: :
am1 am 2 .......amn bm
w

is known as the augmented matrix.

There are two methods to solve such a system by numerical methods.
 Direct methods
 Iterative or indirect methods.
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Gaussian elimination method, Gauss-Jordan method, belongs to Direct
methods,
Gauss-Seidel iterative method and relaxation method belongs to iterative
methods.

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Back Substitution

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Let A be a given square matrix of order ‘n’, b a given n-vector. We wish to
solve the linear system.
Ax b
For the unknown n-vector x. The solution vector x can be obtained without
difficulty in case A is upper-triangular with all diagonal entries are non-zero. In

.
that case the system has the form

pz
a11 x1 a12 x2 ... a1,n 1 xn 1 a1n xn b1
a 22 x2 ... a 2,n 1 xn 1 a2 n xn b2
:::::::::: :::::::::: :::::::::: :::::::::: :::::
(1)
a n 2,n 2 xn 2 an 2,n 1 xn 1 bn 2

an x
1,n 1 n 1 an 1, n xn
ean 2 xn
a nn xn
bn 1

bn
de
In particular, the last equation involves only x n ; hence, since a nn 0 , we must have
bn
xn
a nn
Since we now know, the second last equation
a

an x
1, n 1 n 1 an 1, n xn bn 1

Involves only one unknown, namely, x n 1 .

.p

As a n 1,n 1 0 , it follows that

bn 1 an 1,n xn
xn 1
an 1,n 1
w

With x n and x n 1 now determined, the third from last equation

an 2,n 2 xn 2 an 2,n 1 n 1x an 2 ,n xn bn 2

Contains only one true unknown, namely, x n 2 . Once again, wince a n 0, we

w

2,n 2

can solve for x n 2 .

bn 2 an 2,n 1 n 1 x bn 1 an 2,n xn
xn and so on.
w

2
an 2,n 2

This process of determining the solution of (1) is called Back substitution.

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Gauss elimination method

Basically the most effective direct solution techniques, currently being used
are applications of Gauss elimination, method which Gauss proposed over a

t
century ago. In this method, the given system is transformed into an equivalent

ne
system with upper-triangular coefficient matrix i.e., a matrix in which all elements
below the diagonal elements are zero which can be solved by back substitution.

Note
 This method fails if the element in the top of the first column is zero.

.
Therefore in this case we can interchange the rows so as to get the pivot

pz
element in the top of the first column.
 If we are not interested in the elimination of x, y, z in a particular order, then
we can choose at each stage the numerically largest coefficient of the entire
coefficient matrix. This requires an interchange of equations and also an
interchange of the position of the variables.

e
Problems based on Gauss Elimination Method
de
1. Solve 2x+y+4z=12; 8x-3y+2z=20; 4x+11y-z=33 by gauss elimination method

Solution:
The given equations are,
2x+y+4z=12
a

8x-3y+2z=20
4x+11y-z=33
above equations can be written as
.p

2 1 4 x 12
8 3 2 y 20
4 11 1 z 33
w

A X B
where, A-co efficient matrix; B-constants; X- unknown variables
The augmented matrix can be written as
w
w

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2 1 4 12
A, B 8 3 2 20
4 11 1 33
2 1 4 12

t
~ 0 7 14 28 R2 4 R1 R2

ne
4 11 1 33
2 1 4 12
~ 0 7 14 28 R3 2 R1 R3
0 9 9 9

.
2 1 4 12

pz
~ 0 7 14 28 R3 9 R1 7 R3
0 0 189 189

solutions are obtained from above matrix by back substitution method as

2x+y +4z = 12 (1)
7y +14z = 28
189z = 189
e (2)
(3)
de
from the above equations we get z=1, y=2, x=3
thus the solution of the equations are x=3 ; y= 2 ; z=1
------------------------------------------------------------------------------------------------------
2. Solve 3x+4y+5z=18; 2x-y+8z=13; 5x-2y+7z=20 by gauss elimination method
Solution:
a

The given equations are,

3x+4y+5z=18
.p

2x-y+8z=13
5x-2y+7z=20
above equations can be written as
w

3 4 5 x 18
2 1 8 y 13
5 2 7 z 20
w

A X B
where, A-co efficient matrix; B-constants; X- unknown variables
The augmented matrix can be written as
w

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3 4 5 18
A, B 2 1 8 13
5 2 7 20
3 4 5 18

t
~ 0 11 14 3 R2 2 R1 3R2 , R3 5R1 3R3

ne
0 26 4 30
3 4 115 18
~ 0 11 14 3 R3 26 R2 11R3
0 0 408 408

.
solutions are obtained from above matrix by back substitution method as

pz
3x+4y +5z = 18 (1)
11y -14z = -3 (2)
-408z = -408 (3)

e
from the above equations we get z=1, y=1, x=3
thus the solution of the equations are x=3 ; y=1 ; z=1
------------------------------------------------------------------------------------------------------
de
Gauss – Jordan Method
This method is a modified from Gaussian elimination method. In this
method, the coefficient matrix is reduced to a diagonal matrix (or even a unit
matrix) rather than a triangular matrix as in the Gaussian method. Here the
a

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 solution without using
.p

the back substitution method since after completion of the Gauss – Jordan method
the equations become
1 0 0 ... 0 x1 a1
w

0 1 0 ... ... x2 a2
... ... ... ... ... ... ...
... ... ... ... ... ... ...
w

0 0 0 ... 1 xn an
Note:
 This method involves more computation than in the Gaussian method.
w

 In this method we can find the values of x1 , x2 ,..., xn immediately without

using back substitution.
 Iteration method is self-correcting method, since the error made in any
computation is corrected in the subsequent iterations.
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Problems based on Gauss Jordan Method

1. Solve 3x+4y+5z=18; 2x-y+8z=13; 5x-2y+7z=20 by gauss elimination method

Solution:

t
The given equations are,

ne
3x+4y+5z=18
2x-y+8z=13
5x-2y+7z=20
above equations can be written as
3 4 5 x 18

.
2 1 8 y 13

pz
5 2 7 z 20
A X B
where, A-co efficient matrix; B-constants; X- unknown variables
The augmented matrix can be written as

A, B
3
2
4

e
5 18
1 8 13
de
5 2 7 20
3 4 5 18
~ 0 11 14 3 R2 2 R1 3R2 , R3 5 R1 3R3
0 26 4 30
a

33 0 111 210
~ 0 11 14 3 R1 11R 1 4 R2 , R3 26 R2 11R3
.p

0 0 408 408
13464 0 0 40392
~ 0 4488 0 4488 R1 408R 1 111R3 , R2 408R1 14 R
w

0 0 408 408
1 0 0 3
R1 R2 R3
~ 0 1 0 1 R1 , R2 , R3
13464 4488 408
w

0 0 1 1
without back substitution method we get z=1, y=1, x=3
Thus the solution of the equations are x=3 ; y=1 ; z=1
w

--------------------------------------------------------------------------------------------
2. Solve 10x+y+z=12; 2x+10y+z=13; 2x+2y+10z=14 by gauss Jordan method
Solution:
The given equations are,
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10x+y+z=12
2x+10y+z=13
2x+2y+10z=14
above equations can be written as
10 1 1 x 12

t
2 10 1 y 13

ne
2 2 10 z 14
A X B

A-co efficient matrix

B-constants

.
X- unknown variables

pz
The augmented matrix can be written as
10 1 1 12
A, B 2 10 1 13
2
10
2
1
10 14
1 12
e
de
~ 0 49 4 53 R2 R 1 - 5R 2 , R 3 R 1 - 5R 3
0 9 49 58
490 0 45 535
~ 0 49 4 53 R1 49R 1 R 2 , R 3 9R 2 - 49R 3
a
0 0 2365 2365
1158850 0 0 1158850
witho
~ 0 115885 0 115885 R1 2365R 1 45R 3 , R 2 2365R 2 4R 3
.p

0 0 2365 2365
1 0 0 1
R1 R2 R3
~ 0 1 0 1 R1 ,R ,R
1158850 2 - 115885 3 2365
w

0 0 1 1

ut the back substitution x=1 ; y= 1 ; z=1

w

-------------------------------------------------------------------------------------------------------
Jacobi’s (or Gauss – Jacobi’s) iteration method
w

Let the system of simultaneous equations be

a1 x b1 y c1 z d1
a 2 x b2 y c 2 z d2 (1)
a3 x b3 y c3 z d3

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This system of equations can also be written as
1
x
a1 d1 b1 y c1 z
1 (2)
y
b2 d 2 a2 x c2 z

t
1
z

ne
c3 d 3 a3 x b3 y
Let the first approximation be x0 , y 0 and z 0 . Substituting x0 , y 0 and z 0 in (2) we get,
1
x1 d1 b1 y 0 c1 z 0
a1

.
1
y1 d2 a 2 x0 c2 z 0

pz
b2
1
z1 d3 a3 x0 b3 y 0
c3
Substitution the values of x1 , y1 and z1 in (2) we get the second approximations
x 2 , y 2 and z 2 as given below

x2
1
a1
d1 b1 y1 c1 z1
e
de
1
y1 d2 a 2 x1 c 2 z1
b2
1
z1 d3 a3 x1 b3 y1
c3
a

Substituting the values of x2 , y 2 and z 2 in (2) we get the third approximations x3 , y 3

and z 3 .
.p

This process may be repeated till the difference between two consecutive
approximations is negligible.
w

Problems based on Gauss Jacobi Method

1. Solve the following equations by Gauss Jacobi’s iteration method, 20x+y-2z=17,
3x+20y-z=-18, 2x-3y+20z=25.
w

Solution:
The given equations are
20x+y-2z=17,
w

3x+20y-z=-18,
2x-3y+20z=25.
The equations can be written as,

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1
x 17 y 2 z
20
1
y 18 3 x z
20
1
z 25 2 x 3 y

t
20

ne
Iterati 1 1 1
on x 17 y 2 z y 18 3x z z 25 2 x 3 y
20 20 20
Initial x0=0 y0=0 z0=0

.
1 1 1 1
x1 17 0.85 y1 18 0.9 z1 25 1.25
20 20 20

pz
2 1 y2
1
18 3(0.85) 1.25
1
x2 17 0.9 2.5 z2 25 1.7 2.7
20 20 20
1.02 0.965 1.03
3 1 1 1
x3 17 0.965 2(1.3) y3 18 3(1.02) 1.03 z3 25 2(1.02) 3(0.965)
20 20

4 x4
20
1.00125
1
e
17 1.0015 2(1.00325) y4
1.0015
1
18 3(1.00125) 1.00325 z4
1.00325

1
20
25 2(1.00125) 3( 1.0015
de
20 20
0.99965
1.0004 1.000025

x3~x4; y3~y4 ; z3~z4

Therefore the solution is x=1; y= -1; z=1
a

----------------------------------------------------------------------------------------------------------
2. Solve the following equations by Gauss Jacobi’s method 9x+2y+4z=20;
.p

x+10y+4z=6; 2x-4y+10z=-15
Solution:
The given system of equations is
9x+2y+4z=20;
w

x+10y+4z=6;
2x-4y+10z=-15
The equations can be written as
w

1
x 20 2 y 4 z
9
1
y 6 x 4z
w

10
1
z 15 2 x 4 y
10
Let the initial values be x0=y0=z0=0

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Iterati 1 1 1
on x 20 2 y 4 z y 6 x 4z z 15 2 x 4 y
9 10 10

Initial x0=0 y0=0 z0=0

1 20 6 15
x1 2.222 y1 0.6 z1 1.5

t
9 10 10
2 x2=2.7556 y2=0.9778 z2=-1.7044

ne
3 x3=2.762 y3=1.0062 z3=-1.66

x2~x3; y2~y3 ; z2~z3

Therefore the solution is x=2.8; y= 1 ; z=-1.7

.
----------------------------------------------------------------------------------------------------------
Gauss – Seidal Iterative Method

pz
Let the given system of equations be
a11 x1 a12 x2 a13 x3 ...... a1n xn C1
a 21 x1 a 22 x2 a 23 x3 ...... a 2 n xn C2
a31 x1 a32 x2 a33 x3

e
...... a3n xn
..............................................................
C3
de
..............................................................
a n1 x1 a n 2 x2 a n 3 x3 ...... a nn xn C n
Such system is often amenable to an iterative process in which the system is first
rewritten in the form
1
a

x1 C1 a12 x2 a13 x3 ...... a1n xn (1)

a11
1
.p

x2 C 2 a 22 x2 a 23 x3 ...... a 2 n xn (2)
a 22
1
x3 C3 a32 x 2 a33 x3 ...... a3n x n (3)
a33
w

………………………………………….
1
xn Cn an 2 x2 a n 3 x3 ...... a nn xn (4)
a nn
w

First let us assume that x2 x3 ..... xn 0 in (1) and find x1 . Let it be x1* . Putting x1*
for x1 and x3 x4 ..... xn 0 in (2) we get the value for x 2 and let it be x 2* . Putting
x1* for x1 and x 2* for x 2 and x3 x4 ..... xn 0 in (3) we get the value for x 3 and let
w

it be x 3* . In this way we can find the first approximate values for x1 , x2 ,..., xn .
Similarly we can find the better approximate value of x1 , x2 ,..., xn by using the
relation

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1
x1* C1 a12 x2 a13 x3 ...... a1n xn
a11
1
x2* C2 a 21 x1* a 23 x3 ...... a2 n xn
a 22
1
x3* a31 x1* a32 x3* ......

t
C3 a3n x n
a33

ne
1
xn* Cn a n1 x1* a n 2 x3* ...... a n ,n 1 xn* 1
a nn
Note:
 This method is very useful with less work for the given systems of equation whose
augmented matrix have a large number of zero elements.

.
 We say a matrix is diagonally dominant if the numerical value of the leading

pz
diagonal element in each row is greater than or equal to the sum of the numerical
values of the other elements in that row.
 For the Gauss – Seidal method to coverage quickly, the coefficient matrix must be
diagonally dominant. If it is not so, we have to rearrange the equations in such a
way that the coefficient matrix is diagonally dominant and then only we can apply
Gauss – Seidal method.
e
de
Problems based on Gauss Seidal Method

1. Solve x+y+54z=110, 27x+6y-z=85, 6x+15y+2z=72, by using Gauss Seidal

method.
Solution:
a

The system of equations is

x+y+54z=110,
.p

27x+6y-z=85,
6x+15y+2z=72,
The co-efficient matrix is
1 1
54 1 1 54
w

27 6 1 6 27 1
6 15 2 2 6 15
w

27 6 1 27 6 1
1 1 54 1 1 54 Here R1 R2
w

6 15 2 2 6 15

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27 6 1 27 6 1
6 15 2 15 6 2 Here R2 R3
1 1 54 54 1 1
Here the matrix is diagonally dominant
The diagonally dominant matrix is

t
27 6 1

ne
6 15 2
1 1 54
Thus the matrix is diagonally dominant, now the system of equations is
27x+6y-z=85,

.
6x+15y+2z=72,

pz
x+y+54z=110.
The equations can be written as
x= 1 (85-6y+z)
27
y= 1 (72-6x-2z)
z=
15
1
54
(110-x-y)
e
de
The initial values be x0=y0=z0=0.

Iteration x= 1 (85-6y+z) y= 1 (72-6x-2z) z= 1 (110-x-y)

27 15 54
a

Initial x0=0 y0=0 z0=0

1 x1=85/27=3.148 y1= 1 (72-18.888) z1= 1 (110-3.148-
15 54
.p

=3.5408 3.541)
=1.9132
2 1 (72-14.592-3.8264) z2= 1 (110-2.432-
x2= 1 (85-1.2448+1.9132) y2=
27 15 54
=2.432 =3.572 3.572)
w

=1.9259
3 1 (72-14.5542-3.8516) z3= 1 (110-2.4257-
x3= 1 (85-21.432+1.9258) y3=
27 15 54
=2.4257 =3.5729 3.5729)
w

=1.9259
4 1 (72-14.553-3.8518) z4= 1 (110-2.4255-
x4= 1 (85- y4=
15
27 54
21.4374+1.9259) =3.5730 3.5730)
w

=2.4255 =1.9259
5 1 z5= 1 (110-2.4255-
x5= 1 (85-21.438+1.9259) y5= 15 (72-14.553-3.8518)
27 54
=2.4255 =3.5730 3.5730)
=1.9259

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x4~x5 ; y4~y5 ; z4~z5, thus the solution is x=2.4255, y=3.5730, z=1.9259.

------------------------------------------------------------------------------------------------------------

2. Solve 8x-3y+2z=20; 6x+3y+12z=35; 4x+11y-z=33 by Gauss Seidal method

t
Solution:
The system of equations is

ne
8x-3y+2z=20;
6x+3y+12z=35;
4x+11y-z=33
8 3 2 8 3 2

.
The co-efficient matrix is 6 3 12 3 6 12

pz
4 11 1 1 4 11
Thus the matrix is not diagonally dominant
8 3 2 8 3 2
4 11 1 11 4 1
6 3 12 12 6 3

e
Now the matrix is diagonally dominant
de
The system of equations is
8x-3y+2z=20
4x+11y-z=33
6x+3y+12z=35
The equations can be written as
a

1
x= (20+3y-2z)
8
.p

1
y= (33-4x+z)
11
1
z= (35-6x-3y)
12
w

Let the initial values be x0=y0=zo=0

w
w

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Iteration 1 1 1
x= (20+3y-2z) y= (33-4x+z) z= (35-6x-3y)
8 11 12

t
Initial xo=0 yo=0 zo=0
1 x1=20/8=2.5 1 1

ne
y1= (33- z1 = (35-15-
11 12
10)=2.0909 6)=11.439
2 1 1 z2= 1 (35-17.7498-
x2= (20+6-2.334) y2= (33- 12
8 11
=2.9583 11.833+1.607) 6.2274)

.
=2.0758 =0.91875

pz
3 1 1 1
x3= (20+6.2274- y3= (33- z3 = (35-18.156-
8 11 12
1.8371) 12.104+0.91857) 5.9475)
=3.0260 =1.9825 =0.9077
4
x4=
1
8
1.8154)
(20-5.9475-
e y4=
1
11
(33-
12.066+0.9077)
z4= 1 (35-18.0996-
5.9568)
12
de
=3.0165 =1.9856 =0.9120
5 1 1 z5= 1 (35-18.0996-
x5= (20+5.9568- y5= (33-
8 11 12
1.824) 12.0664+0.9120) 5.9577)
=3.0166 =1.9859 =0.9120
a

x4~x5 ; y4~y5 ; z4~z5,

.p

Therefore the solution x=3.0165; y=1.9856; z=0.9120

--------------------------------------------------------------------------------------------------------
Inverse of a Matrix
Gauss Jordan Method
w

a1 b1 c1
Let A= a2 b2 c2 be the given matrix
a3 b3 c3
w

Step 1:
a1 b1 c1 1 0 0
w

Write the augmented matrix A / I a2 b2 c2 0 1 0

a3 b3 c3 0 0 1
Step 2:

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Use either row or column operations make the augmented matrix [A/I] as [I /A-1].
Here A-1 is the required inverse of the given matrix.
Problems based on Inverse of a Matrix
2 1 1
1. Point the inverse of a matrix 3 2 3 by using Gauss-Jordan Method.

t
1 4 9

ne
Solution:
2 1 1 1 0 0
A/ I 3 2 3 0 1 0
1 4 9 0 0 1

.
2 1 1 1 0 0

pz
~ 0 1 3 3 2 0 R2 3R1 2 R2 , R3 R1 2 R3
0 7 17 1 0 2
2 0 2 4 2 0
~ 0 1 3 3 2 0 R1 R1 R2 , R3 7 R2 R3
0
4
0
0
4 20
0 12 e 14 2
10 2
de
~ 0 4 0 48 34 6 R1 2 R1 R3 , R2 R2 3R3
0 0 4 20 14 2
1 0 0 3 2.5 0.5
R1 R2 R3
~ 0 1 0 12 8.5 1.5 R1 , R2 , R3
a

4 4 4
0 0 1 5 3.5 0.5
3 2.5 0.5
.p

1
A 12 8.5 1.5
5 3.5 0.5
--------------------------------------------------------------------------------------------
w

8 4 0
2. Point the inverse of a matrix 4 8 4 by using Gauss-Jordan Method.
w

0 4 8
Solution:
w

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8 4 0 1 0 0
A/ I 4 8 4 0 1 0
0 4 8 0 0 1
8 4 0 1 0 0

t
~ 0 12 8 1 2 0 R2 R1 2 R2

ne
0 4 8 0 0 1
24 0 8 4 2 0
~ 0 12 8 1 2 0 R1 3R1 R2 , R3 R2 3R3
0 0 16 1 2 3

.
48 0 0 9 6 3

pz
~ 0 24 0 3 6 3 R1 2 R1 R3 , R2 2 R2 R3
0 0 16 1 2 3
3 1 1
1 0 0
16 8 16
1 1 1 R1 R2 R3
~ 0 1 0

0 0 1
8
1
4 8
1 3
e R1
48
, R2
24
, R3
16
de
16 8 16
3 1 1
16 8 16
1 1 1 1
A
8 4 8
a

1 1 3
16 8 16
--------------------------------------------------------------------------------------------
.p

Eigen values and Eigenvectors

Let A be any square matrix of order n. then for any scalar , we can form a
w

matrix A I where I is the nth order unit matrix. The determinant of this matrix
equated to zero is called the characteristic equation of A. i.e., the characteristic
equation of the matrix A is A 1 0 . Clearly this a polynomial of degree n in
w

having n roots for , say 1 , 2 ,..., n . These values are called eigenvalues of the
given matrix A.
w

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For each of these eigenvalues, the system of equations A I X 0 has a non-
x1 x1
x2 x2
trivial solution for the vector X . This solution X is called a latent
... ...

t
xn xn
vector or eigen vector corresponding to the eigenvalue .

ne
If A is of order n, then its characteristic equation is of n th degree. If n is large, it is
very difficult to find the exact roots of the characteristic equation and hence the
eigenvalues are difficult to find. But there are numerical methods available for
such cases. We list below two such methods called

.
 Power method

pz
 Jacobi’s method
The second method can be applied only for symmetric matrices.
Power method
This method can be applied to find numerically the greatest eigenvalue of a square

e
matrix (also called the dominant eigenvalue). The method is explained below.
Let 1 , 2 ,..., n be the eigenvalues of A and let 1 be the dominant eigenvalue.
de
i.e., 1 2 3 ....... n

if the corresponding eigenvectors are x0 , x1 , x2 ,.... xn , then any arbitrary vector y can
be written as y a0 x0 a1 x1 ... an xn , since the eigenvectors are linearly
independent. Now
a

Ak y A k a0 x0 ... a n x n
k
a0 x0 a1 k2 x1 ... an k
x  Ak X k
X
.p

1 n n
k
k 2
1 a 0 x0 a1 x1 ......
1
w

But i
1. i 2,...,n . Hence A k y k
1 a 0 x0 and A k 1 y k 1
1 a x0 .
0
j

Ak 1 y
Hence, if k is large, where the division is carried out in the
w

1
Ak y
corresponding components.
Here y is quite arbitrary. But generally we choose it as the vector having all its
w

components ones.

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Note:
 If 1 , 2 ,..., n are the eigenvalues of A, then the eigenvalue 1 is dominant if

1 i for i 2,3,...,n .

t
x1
 The eigenvector x2 corresponding to the eigenvalue is called the

ne
X 1
...
xn
dominant eigenvector.
 If the eigenvalues of A are -3,1,2, then -3 is dominant.

.
 If the eigen values of A are -4,1,4 then A has no dominant eigenvalue since

pz
4 4.

 The power method will work satisfactorily only if A has a dominant

eigenvalue.

 Eigen vector may be 1 (or ) 0 e 1 1

(or )
0
0 for 3 x 3 matrix.
de
1 0 1

Problems based on Eigen value of a matrix

1. Using power method to find a dominant eigen value of a given matrix
a

2 1 0
1 2 1
.p

0 1 2

Solution:
w

2 1 0 1
Let A= 1 2 1 and x0= 0
w

0 1 2 0
w

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2 1 0 1 2 1
Ax0 1 2 1 0 1 2 12
0 1 2 0 0 0
1

t
Here x1 12

ne
0
2 1 0 1 2.5 1
Ax1 1 2 1 12 2 2.5 0.8

.
0 1 2 0 0. 5 0.2

pz
1
Here x2 0. 8
0. 2
2 1 0 1 2. 8 1
Ax2 1 2 1
e 0.8 2.8 2.8 1
de
0 1 2 0.2 1.2 0.428
1
Here x3 1
0.428
a

2 1 0 1 3 0.875
Ax3 1 2 1 1 3.428 3.428 1
.p

0 1 2 0.428 1.856 0.541

0.875
w

Here x4 1
0.541
2 1 0 0.875 2.75 0.805
w

Ax4 1 2 1 1 3.416 3.416 1

0 1 2 0.541 2.082 0.609
w

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0.805
Here x5 1
0.609
2 1 0 0.805 2.61 0.764

t
ne
Ax5 1 2 1 1 3.414 3.414 1
0 1 2 0.609 2.3 0.65
0.764
Here x6 1

.
pz
0.65
2 1 0 0.764 2.528 0.74
Ax6 1 2 1 1 3.414 3.414 1
0 1
0.74
2

e
0.65 2.3 0.674
de
Here x7 1
0.674
2 1 0 0.74 2.48 0.726
a

Ax7 1 2 1 1 3.414 3.414 1

0 1 2 0.674 2.348 0.68
.p

Here x7 =x8 approximately.

=3.414
w

Eigen value=3.414
0.72
w

Eigen vector= 1
0.68
w

--------------------------------------------------------------------------------------------

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Steps for finding the smallest eigen value
 First obtained the largest eigen value of the given matrix. 1
 Let B=A- 1I. Let be the largest eigen value of the matrix B then the
numerically smallest eigen value of A is + 1.

t
2. Find the largest eigen value and the corresponding eigen vector of the

ne
1 2 3
matrix 0 4 2 and hence find the remaining eigen values.
0 0 7
Solution:
1 2 3

.
Let A= 0 4 2

pz
0 0 7
Step 1
To find the largest Eigen value of A
0
Let x0= 0
1 e
de
1 2 3 0 3 0.43
A x0 = 0 4 2 0 = 2 =7 0.29
0 0 7 1 7 1
0.43
a

x1 0.29
1
.p

1 2 3 0.43 4.01 0.57

A x1 0 4 2 0.29 = 0.84 =7 0.12
0 0 7 1 7 1
w

0.57
x2 0.12
w

1
1 2 3 0.57 0.54
A x2 0 4 2 0.12 =7 0.22
w

0 0 7 1 1
0.54
x3 0.22
1
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1 2 3 0.54 0.56
A x3 0 4 2 0.22 =7 0.16
0 0 7 1 1
0.56

t
x4 0.16

ne
1
1 2 3 0.56 0.556
A x4 0 4 2 0.16 =7 0.19
0 0 7 1 1

.
0.556

pz
x5 0.19
1
1 2 3 0.556 0.56
A x5 0 4 2 0.19 =7 0.18
0
0.56
0 7

e 1 1
de
x6 0.18
1
x5 x6 approximately
Eigen value = =7
a

0.56
Eigen vector = 0.18
.p

Step 2
To find the largest Eigen value of B
w

6 2 3
B=A- I= 0 11 2
w

0 0 0
0
Let y0= 0
w

1
6 2 3 0 0
B y0= 0 11 2 0 = 0 .
0 0 0 1 0
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Here the we get eigen vector is zero . But the eigen vector should be non- zero. So
1
we consider th value of y0 be 0
0

t
6 2 3 1 6 1
B y0= 0 11 2 0 = 0 =-6 0

ne
0 0 0 0 0 0
1
y1 0
0

.
pz
1
Here y1 y0 0
0
The numerically largest eigen value of B = -6 =

e
Numerically smallest eigen value of A = + 1 = -6 + 7 =1= 2
1+ 2 + 3 = sum of the main diagonals of A = 1-4+7 =4
ie) 7 +1+ 3 = 4
de
3 =-4
The eigen values are 1, -4, 7.
--------------------------------------------------------------------------------------------
a
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UNIT II
INTERPOLATION AND APPROXIMATION
Lagrangian Polynomials

t
ne
Divided differences

Interpolating with a cubic spline

.
pz
Newton’s forward difference formula

Newton’s backward difference formulA

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LAGRANGIAN POLYNOMIALS
Formula
x x1 x x2 x x3 x x4 x x5 x x0 x x2 x x3 x x4 x x5
y ( x) y0 y1

t
x0 x1 x0 x2 x0 x3 x0 x4 x0 x5 x1 x0 x1 x2 x1 x3 x1 x4 x1 x5

ne
x x0 x x1 x x3 x x4 x x5 x x0 x x1 x x2 x x4 x x5
y2 y3
x2 x0 x2 x1 x2 x3 x2 x4 x2 x5 x3 x0 x3 x1 x3 x2 x3 x4 x3 x5
x x0 x x1 x x2 x x3 x x5 x x0 x x1 x x2 x x3 x x4
y4 y5
x4 x0 x4 x1 x4 x2 x4 x3 x4 x5 x5 x0 x5 x1 x5 x2 x5 x3 x5 x4

.
pz
Problems based on Lagrange’s Method

1. Using Lagrange’s formula to calculate f(3) from the following table (A.U. N/D. 2007)

x
f(x)
0
1
e 1
14
2
15
4
5
5
6
6
19
Solution:
de
x x0=0 x1=1 x2=2 x3=4 x4=5 x5=6
f(x) y0=1 y1=14 y2=15 y3=5 y4=6 y5=19

We know that Lagrange’s formula is

a

x x1 x x2 x x3 x x4 x x5 x x0 x x2 x x3 x x4 x x5
y ( x) y0 y1
x0 x1 x0 x2 x0 x3 x0 x4 x0 x5 x1 x0 x1 x2 x1 x3 x1 x4 x1 x5
.p

x x0 x x1 x x3 x x4 x x5 x x0 x x1 x x2 x x4 x x5
y2 y3
x2 x0 x2 x1 x2 x3 x2 x4 x2 x5 x3 x0 x3 x1 x3 x2 x3 x4 x3 x5
x x0 x x1 x x2 x x3 x x5 x x0 x x1 x x2 x x3 x x4
w

y4 y5
x4 x0 x4 x1 x4 x2 x4 x3 x4 x5 x5 x0 x5 x1 x5 x2 x5 x3 x5 x4

x 1 x 2 x 4 x 5 x 6 x 0 x 2 x 4 x 5 x 6
w

y ( x) (1) (14)
0 1 0 2 0 4 0 5 0 6 1 0 1 2 1 4 1 5 1 6
x 0 x 1 x 4 x 5 x 6 x 0 x 1 x 2 x 5 x 6
(15) (5)
2 0 2 1 2 4 2 5 2 6 4 0 4 1 4 2 4 5 4 6
w

x 0 x 1 x 2 x 4 x 6 x 0 x 1 x 2 x 4 x 5
(6) (19)
5 0 5 1 5 2 5 4 5 6 6 0 6 1 6 2 6 4 6 5

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x 1 x 2 x 4 x 5 x 6 x x 2 x 4 x 5 x 6
y ( x) (14)
1 2 4 5 6 1 1 3 4 5
x x 1 x 4 x 5 x 6 x x 1 x 2 x 5 x 6
(15) (5)
2 1 2 3 4 4 3 2 1 2
x x 1 x 2 x 4 x 6 x x 1 x 2 x 4 x 5

t
(6) (19)
5 4 3 1 1 6 5 4 2 1

ne
put x=3 we get
(3 1)(3 2)(3 4)(3 5)(3 6) 3(3 2)(3 4)(3 5)(3 6) 3(3 1)(3 4)(3 5)(3 6)
y (3) (14) (15)
240 60 48
3(3 1)(3 2)(3 5)(3 6) 3(3 1)(3 2)(3 4)(3 6) 3(3 1)(3 2)(3 4)(3 5)(3 6)
(5) (6) (19)
48 60 240

.
pz
2(1)( 1)( 2)( 3) 3(1)( 1)( 2)( 3) 2(1)( 1)( 2)( 3)
(14) (15)
240 60 48
3(2)(1)( 2)( 3) 3(2)(1)( 1)( 3) 3(2)(1)( 1)( 2)
(5) (6) (19)
48 60 240
12 252 540 180 108 228
240 60
e
48 48 60 240
12 1008 2700 900 432 228
de
240
2400
10
240
Answer: y(3) = 10.
a

------------------------------------------------------------------------------------------------------------
2. Using Lagrange’s formula fit a polynomial to the data (A.U. N/D. 2006)
x 0 1 3 4
.p

f(x) -12 0 6 12
Solution:
x x0=0 x1=1 x2=3 x3=4
w

f(x) y0= -12 y1=0 y2=6 y3=12

We know that Lagrange’s formula is

w

x x1 x x2 x x3 x x4 x x5 x x0 x x2 x x3 x x4 x x5
y ( x) y0 y1
x0 x1 x0 x2 x0 x3 x0 x4 x0 x5 x1 x0 x1 x2 x1 x3 x1 x4 x1 x5
w

x x0 x x1 x x3 x x4 x x5 x x0 x x1 x x2 x x4 x x5
y2 y3
x2 x0 x2 x1 x2 x3 x2 x4 x2 x5 x3 x0 x3 x1 x3 x2 x3 x4 x3 x5

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( x 1)(x 3)(x 4) ( x 0)(x 1)(x 3)
y ( x) ( 12) (0)
(0 1)(0 3)(0 4) (1 0)(1 3)(1 4)
( x 0)(x 1)(x 4) ( x 0)(x 1)(x 3)
(6) (12)
(3 0)(3 1)(3 4) (4 0)(4 1)(4 3)
( x 1)(x 3)(x 4) ( x)(x 1)(x 4) ( x)(x 1)(x 3)

t
y ( x) ( 12) (6) (12)
( 1)( 3)( 4) (3)(2)( 1) (4)(3)(1)

ne
y ( x) ( x 1)( x 3)(x 4) x( x 1)(x 4) ( x)(x 1)(x 3)
( x 1)[x 2 3x 4 x 12 x 2 4x x2 3 x]
2
( x 1)[x 6 x 12]
x3 6 x 2 12 x x2 6 x 12

.
y ( x) x3 7 x 2 18x 12 (1)

pz
Substituting x=2 in (1), we get
y(2) = 23-7(22)+18(2)-12 = 8 – 28 +36 -12 = 44 -40 =4
Answer: y(2) = 4.
------------------------------------------------------------------------------------------------------------

(A.U. M/J. 2007)

e
3. Using Lagrange’s interpolation find the polynomial through (0, 0), (1, 1) and (2, 2)
de
x 0 1 2
f(x) 0 1 2
Solution:
x x0=0 x1=1 x2=2
a

f(x) y0= 0 y1=1 y2=2

.p

We know that Lagrange’s formula is

x x1 x x2 x x0 x x2 x x0 x x1
y ( x) y0 y1 y2
x0 x1 x0 x2 x1 x0 x1 x2 x2 x0 x2 x1
w

x 1 x 2 x 0 x 2 x 0 x 1
y ( x) 0 1 2
0 1 0 2 1 0 1 2 2 0 2 1
w

x x 2 x x 1
y ( x) 1 2
1 1 2 1
x( x 2) x( x 1)
w

x2 2x x2 x
y ( x) x
The required polynomial is y x
------------------------------------------------------------------------------------------------------------

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4. The following table gives certain corresponding values of x and log x. Compute the value of
10
log 323.5, by using Lagrange’s formula
10

x 321.0 322.8 324.2 325.0

t
f(x) 2.50651 2.50893 2.51081 2.51188

ne
Solution:

x x0=321.0 x1=322.8 x2=324.2 x3=325.0

f(x) y0= 2.50651 y1= 2.50893 y2= 2.51081 y3= 2.51188

.
pz
x x1 x x2 x x3 x x4 x x5 x x0 x x2 x x3 x x4 x x5
y ( x) y0 y1
x0 x1 x0 x2 x0 x3 x0 x4 x0 x5 x1 x0 x1 x2 x1 x3 x1 x4 x1 x5
x x0 x x1 x x3 x x4 x x5 x x0 x x1 x x2 x x4 x x5
y2 y3

e
x2 x0 x2 x1 x2 x3 x2 x4 x2 x5 x3 x0 x3 x1 x3 x2 x3 x4 x3 x5

Substituting these values in Lagrange’s interpolation formula, we get,

de
(323.5 322.8)(323.5 324.2)(323.5 325)
f (323.5) (2.5061)
(321 322.8)(321 324.2)(321 325)
(323.5 321)(323.5 324.2)(323.5 325)
(2.50893)
(322.8 321)(322.8 324.2)(322.8 325)
a

(323.5 321)(323.5 322.8)(323.5 325)

(2.51081)
(324.2 321)(324.2 322.8)(324.2 325)
.p

(323.5 321)(323.5 322.8)(323.5 324.2)

(2.51188)
(325 321)(325 322.8)(325 324.2)
0.07996 1.18794 1.83897 0.43708
f (323.5) 2.50987
w

------------------------------------------------------------------------------------------------------------

Inverse Interpolation
w

The process of finding a value of x for the corresponding value of y is called inverse
interpolation.
w

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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
y y0 y y1 ... y yn 1

t
... xn
yn 0 yn y1 ... yn yn 1

ne
Problems based on Inverse Interpolation
1. 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

pz
Solution:

x x0=2 x1=5 x2=8 x3=14

y y0=94.8 y1=87.9 y2=81.3 y3=68.7

x
y
y0
y1 y y2 y y3

e
y1 y0 y2 y0 y3
x0
y y0 y y2 y y3
y1 y0 y1 y2 y1 y3
x1
de
y
y0 y y1 y y3 y y0 y x1 y y2
x2 x3
y2 y0 x2 y1 y2 y3 y3 y0 y3 y1 y3 y2
Substituting the above values, we get,

(85 87.9)(85 81.3)(85 68.7) (85 94.8)(85 81.3)(85 68.7)

x (2) (5)
a

(94.8 87.9)(94.8 81.3)(94.8 68.7) (87.9 94.8)(87.9 81.3)(87.9 68.7)

(85 94.8)(85 87.9)(85 68.7) (85 94.8)(85 87.9)(85 81.3)
(8) (14)
.p

(81.3 94.8)(81.3 87.9)(81.3 68.7) (68.7 94.8)(68.7 87.9)(68.7 81.3)

x = 0.1438778+3.3798011+3.3010599-0.2331532 = 6.3038
Therefore the value of x when y = 6.3038
---------------------------------------------------------------------------------------------------
w

2. The following table gives the value of the elliptic integral d for
y( )
1
0
1 sin 2
2
certain values of θ. Find if y( ) = 0.3887
w

21° 23° 25°

y( ) 0.3706 0.4068 0.4433
w

Solution:

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y y1 y y 2 y y3 y y 0 y y 2 y y3
0 1
y0 y1 y0 y 2 y0 y3 y1 y0 y1 y 2 y1 y3
y y0 y y1 y y3 y y0 y x1 y y 2
2 3
y2 y0 x2 y1 y 2 y3 y3 y0 y3 y1 y3 y 2

t
θ1=21° θ2=23° θ3=25°

ne
y( ) y1=0.3706 y2=0.4068 y3=0.4433

we have

(0.3887 0.4068)(0.3887 0.4433) (0.3887 0.3706)(0.3887 0.4433)

(21) (23)

.
(0.3706 0.4068)(0.3706 0.4433) (0.4068 0.3706)(0.4068 0.4433)

pz
(0.3887 0.3706)(0.3887 0.4068)
(25)
(0.3706 0.3706)(0.3706 0.4068)
21.999

Therefore the value of θ such that y( ) = 0.3887 is θ=21.999°

e
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DIVIDED DIFFERENCES
Problems based on Newton’s Divided Difference Formula
2.2.1 Let the function y f x take the values f x0 , f x1 , f x2 ,... f xn corresponding to
the values x0 , x1, x2 ,... xn for the argument x where x1 x0 , x2 x1 ,..., xn xn 1 need not be
necessarily equal.

t
The first divided of f x for the argument x0 , x1 is defined as

ne
f x1 f x0
` f x0 , x1 ...(i)
x1 x0
f x2 f x1
Similarly f x1 , x2
x2 x1

.
f x3 f x2
f x2 , x3 and so on.

pz
x3 x2

Thus, for defining a first divided difference, we need the functional values
corresponding to two arguments.
The second divided difference of f(x) for three arguments
x0, x1, x2 is defined as
f x1 , x2
f x0 , x1
x2
x0 e ... (ii)
de
f x2 , x3 f x1 , x2
Similarly f x1 , x2 , x3
x3 x1
The third divided difference of f(x) for the four arguments
x0, x1, x2,x3 is defined as
a

f x1 , x2 , x3 f x0 , x1 , x2
f x0 , x1 , x2 , x3 ... (iii)
x3 x0
.p

The quantities in (i), (ii) and (iii) are called divided differences of orders 1, 2, 3
respectively.
w

1. Using Newton’s Divided Difference formula, find the value of f(8) and f(5) given
the following data.
w

x 4 5 7 10 11 13
f(x) 48 100 294 900 1210 2028
w

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Solution:

x x0=4 x1=5 x2=7 x3=10 x4=11 x5=13

f(x) f(x0)=48 f(x1)=100 f(x2)=294 f(x3)=900 f(x4)=1210 f(x5)=2028

t
The divided difference table for the given data is given below.

ne
Newton’s divided difference formula,

f(x) = f(x0) + (x-x0)f(x0,x1) + (x-x0) (x-x1) f(x0,x1,x2) + (x-x0) (x-x1) (x-x2) f(x0,x1,x2,x3)
+ ……………..

.
x f(x) ∆f(x) ∆2f(x) ∆3f(x) ∆4f(x)

pz
4 48
100 48
52
5 4
97 52
5 100 15
7 4
294 100
7 5
e 97

292 97
100 48
5 4
52
de
7 294 21 0
10 5
900 294 100 48
202 52
10 7 5 4
310 202
10 900 27 0
11 7
a

1210 900 100 48

310 52
11 10 5 4
409 310
.p

11 1210 33
13 10
2028 1210
409
13 11
w

13 2028

Using divided differences and the given data in (1),

f(x) = 48 + 52(x-4) + 15(x-4)(x-5) +(x-4)(x-5)(x-7)
w

when x=8,
f(8) = 48 + 208 +180 +12 =448
Therefore f(8) =448
w

when x=15,
f(15) = 48 + 572 +1650 +880 =3150
Therefore f(15) =3150
------------------------------------------------------------------------------------------------------------
2. Use Newton’s divided difference formula, to fit a polynomial to the data
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and find y when x=1
x -1 0 2 3
y 8 3 1 12

t
Solution:

ne
x x0=-1 x1=0 x2=2 x3=3
y y0=8 y1=3 y2=1 y3=12

The divided difference table for the given data as follows.

x y ∆y ∆2y ∆3f(x)

.
-1 -8

pz
3 8
11
0 1
1 11
0 3 4
2 1
1 3 4 4

2 1 e 2 0
1

11 1
4
3 1
2
de
2 1
12 1
11
3 2
3 12

By Newton’s divided difference formula,

a

f(x) = f(x0) + (x-x0)f(x0,x1) + (x-x0) (x-x1) f(x0,x1,x2) + (x-x0) (x-x1) (x-x2) f(x0,x1,x2,x3)
+ ……………..
.p

Using these we get,

f(x) = -8+(x+1)11+(x+1)x(-4)+(x+1)x(x-2)2
= -8+11x+11-4x2-4x+2x3-2x2-4x
= 2x3-6x2+3x+3
w

y = 2x3-6x2+3x+3
y(1) = 2-6+3+3 =2
Answer: y(1)=2
w

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Interpolating with a Cubic Spline

Definition: Cubic Spline

A cubic polynomial approximating the curve in every subinterval is called is called
satisfying the following properties.
1. F(xi)=fi for i = 0, 1, 2, ………, n.

t
2. On each interval [xi-1, xi], 1 ≤ i ≤ n, F(x) is a third degree polynomial.

ne
3. F(x), F’(x) and F”(x) are continuous on the interval [x0, xn].
The second derivatives at the end points of the given range are denoted as M0 and Mn
respectively.

Natural cubic spline

.
A cubic spline F(x) with end conditions M0=0 and Mn=0 where f”(xi)=Mi in the interval
[x0, xn]

pz
i.e., f”(x0) = 0 and f”(xn) = 0 is called a natural cubic spline.

Fitting a natural cubic spline for the given data:

In case of natural cubic spline the derivatives f”(x0) = 0 and f”(xn) = 0. i.e., M0=0 and
Mn=0

e
Suppose that the values of x are equally spaced with a spacing h.
The cubic spline approximation in the subinterval (xi-1, xi) is given by
de
1 ( xi x)3 ( x xi 1 )3 xi x h2 x xi 1 h2
Fi ( x) Mi 1 Mi yi 1 Mi 1 yi Mi
h 6 6 h 6 h 6
6
Mi-1+4Mi+Mi+1 = [yi-1+yi+1-2yi] where i = 1, 2, ….., n- 1 with M0=0 and Mn=0.
h2
Problems based on Cubic spline
a

1. Obtain the cubic spline approximation for the function y = f(x) from the following data,
given that y0”=y3”=0.
.p

x -1 0 1 2
y -1 1 3 35
w

Solution:

x x0=-1 x1=0 x2=1 x3=2

w

y y0=-1 y1=1 y2=3 y3=35

The values of x are equally spaced with h =1.
Therefore we have
Mi-1+4Mi+Mi+1 =6 [yi-1+yi+1-2yi] where i = 1, 2, ….., n- 1
w

Further M0=0 and M3=0

M0+4M1+M2 =6 (y0+y2-2y1)
4M1+M2 =0 ----------------------------------------------------------------------------(1)
and

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M1+4M2+M3 = 6 (y1+y3-2y2)
= 6(1-6+35) = 180
M1+4M2 = 180 -----------------------------------------------------------------------(2)
Solving (1) and (2), M1=-12 M2 = 48
The cubic spline in (xi-1, xi) is given by

t
( xi x) 3 ( x xi 1 ) 3 xi x 1 x xi 1 1 ---------------(3)
y Mi Mi yi Mi yi Mi

ne
1 1 1
6 6 1 6 1 6

where i = 1, 2, ….., n- 1.
In the interval -1≤ x≤ 0, i.e., x0≤ x≤ x1(i=1) the cubic spline is given by
( x1 x) 3 ( x x0 ) 3 x1 x 1 x x0 1
y M0 M1 y0 M0 y1 M1

.
6 6 1 6 1 6

pz
1
y [(x 1)3 ( 12)] ( x)( 1) ( x 1)(1 2)
6
= (-2)(x3+3x2+3x+1)+x+3x+3
y = -2x3-6x2-2x+1
In the interval 0≤ x≤1, i.e., x1≤ x≤ x2(i=2) the cubic spline is given by
y

1
( x2
6
x) 3
M1
6
e
( x x1 ) 3
M2
x2
1
x
y1
1
6
M1
x x1
1
y2
1
6
M2
de
y [(1 x)3 ( 12) x 3 (48)] (1 x)(1 2) ( x 0)(3 4)
6
= (-2)(1-x)3+8x3+3-3x-x
y = 2x3-6x2+6x-2+8x3+3-4x
y = 10x3-6x2+2x+1
In the interval 1≤ x≤2, i.e., x2≤ x≤ x3(i=3) the cubic spline is given by
a

( x3 x) 3 ( x x2 ) 3 x3 x 1 x x2 1
y M2 M3 y2 M2 y3 M3
6 6 1 6 1 6
.p

1
y[(2 x)3 (48)] (2 x)(3 8) ( x 1)(35)
6
= 8(8-12x+6x2-x3)+5x-10+35x-35
y = -8x3+48x2-56x+19
w

y = -8x3+48x2-56x+19
Hence the required cubic spline approximation for the given function is
2x 3 6x 2 2x 1 for 1 x 0
w

y 10x3 6x 2 2x 1 for 0 x 1
3 2
8x 48x 56x 19 for 1 x 2
2. Obtain the natural cubic spline which agrees with y(x) at the set of data points given
w

below:
x 2 3 4
y 11 49 123
Hence find y(2.5)
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Solution:
x 2 3 4
y 11 49 123

The values of x are equally spaced with h =1.

t
Therefore we have

ne
Mi-1+4Mi+Mi+1 =6 [yi-1+yi+1-2yi] where i = 1, 2, ….., n- 1
Further M0=0 and M2=0
M0+4M1+M2 =6 (y0+y2-2y1)
4M1=6(11-98+123)
M1= 54

.
The cubic spline in (xi-1, xi) is given by

pz
( xi x) 3 ( x xi 1 ) 3 xi x 1 x xi 1 1 ---------------(3)
y Mi 1 Mi yi 1 Mi 1 yi Mi
6 6 1 6 1 6

where i = 1, 2, ….., n- 1.
In the interval 2≤ x≤ 3, i.e., x0≤ x≤ x1(i=1) the cubic spline is given by
y
( x1
6
x) 3
M0
6
e
( x x0 ) 3
M1
x1
1
x
y0
1
6
M0
x x0
1
y1
1
6
M1
de
1
y [(x 2)3 (54)] (3 x)(11) ( x 2)(49 9)
6
= 9(x3-6x2+12x-8)+33-11x+40x-80
y = 9x3-54x2+137x-119
In the interval 3≤ x≤4, i.e., x1≤ x≤ x2(i=2) the cubic spline is given by
a

( x2 x) 3 ( x x1 ) 3 x2 x 1 x x1 1
y M1 M2 y1 M1 y2 M2
6 6 1 6 1 6
1
.p

y [(4 x)3 (54)] (4 x)(40) ( x 3)(123)

6
= 9(64-48x+12x2-x3)+160-40x+123x-369
y = -9x3+108x2+349x+367
w

Hence the required cubic spline approximation for the given function is
9x 3 54x 2 137x - 119 for 2 x 3
y 3 2
- 9x 108x 349x 367 for 3 x 4
w

------------------------------------------------------------------------------------------------------------
Newton’s Forward and Backward Difference Formulas
Introduction:
If a function y=f(x) is not known explicitly the value of y can obtained when a set of
w

values of (xi, yi) i = 1, 2, 3, ….n are known by using the methods based on the principles of finite
differences, provided the function y=f(x) is continuous. Here the values of x being equally
spaced, i.e., xn = x0 +nh, n = 0, 1, 2, …., n

Forward Differences
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If y0, y1, y2,…, yn denote the set of values of y, then the first forward differences of y =
f(x) are defined by
∆y0 = y1-y0; ∆y1=y2-y1; …….; ∆yn-1=yn-yn-1
where ∆ is called the forward difference operator.

Forward Difference table

t
ne
x y ∆ ∆2 ∆3 ∆4 ∆5
x0 y0
∆y0
x1 y1 ∆2y0
∆3y0

.
∆y1
∆2y1 ∆4y0

pz
x2 y2
∆y2 ∆3y1 ∆5y0
x3 y3 ∆2y2 ∆4y1
∆y3 ∆3y2
x4 y4 ∆2y3

x5 y5
e
∆y4
de
Formula
n(n 1) 2 n(n 1)(n 2) 3
y( x0 nh) y0 n y0 y0 y0 .......
2! 3!
a
.p
w
w
w

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Problems based on Newton’s forward interpolation formula

1. Using Newton’s Forward interpolation formula, find f(1.5) from the following data
x 0 1 2 3 4
f(x) 858.3 869.6 880.9 829.3 903.6

t
Solution:

ne
x x0=0 x1=1 x2=2 x4=3 x5=4
f(x) 858.3 869.6 880.9 829.3 903.6
Difference Table

.
pz
To x y ∆y ∆2 y ∆3y ∆4y
find 0 858.3
y for 869.6-858.3=11.3
x = 1 869.6 11.3-11.3=0
1.5
n
x
2 h
x0
n
880.9
1.5 1.0
1
e
880.9-869.6=11.3
0.5
892.3-880.9=11.4
11.4-11.3=0.1
0.1-0=0.1

-0.1-0.1=-0.2
-0.2-0.1=-0.3
de
By 3 892.3 11.3-11.4=-0.1
Newt 903.6-892.3=11.3
on’s
4 903.6
forw
ard interpolation formula,
a

n( n 1) 2
n( n 1)(n 2) 3
y( x 0 nh) y0 n y0 y0 y0 .......
2! 3!
.p

(0.5)(0.5 1)(0.5 2) (0.5)(0.5 1)(0.5 2) (0.5)(0.5 1)(0.5 2)(0.5 3)

y (1.5) 869.6 (0.5)(11.3) (0) (0.1) ( 0.3)
2 2 6
(0.5)(0.5)(1.5) (0.5)(0.5)(1.5)(2.5)
y (1.5) 869.6 (0.5)(11.3) (0.1) (0.3)
2 6
(0.0375) (0.28125)
w

y (1.5) 869.6 5.65

2 6
y (1.5) 869.6 5.65 0.01875 0.46875
y (1.5) 875.7375
------------------------------------------------------------------------------------------------------------
w

2. Using Newton’s forward interpolation, find the value of log 10 ,given log3.141 =
0.4970679364 log3.142 = 0.4972061807 log3.143 = 0.4973443810
w

log3.144 = 0.49748253704 log3.145 = 0.4974825374

Solution

∆y ∆2 y ∆3y ∆y 4
x y=logx
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0 0.4970679364
0.1382443x10-3
1 0.4972061807 11.3-11.3=0
-3
0.1382003x10 0.1-0=0.1
2 0.4973443810 11.4-11.3=0.1 -0.2-0.1=-0.3

t
-3
0.1381564x10 -0.1-0.1=-0.2

ne
3 0.49748253704 11.3-11.4=-0.1
-3
0.1381124x10
4 0.4974825374

Here x0=3.141, h = 0.001, y0 = 0.4970679364

.
The Newton’s forward interpolation formula is

pz
x0+nh=π=3.1415926536
3.1415926536 - 3.141
n= =0. 5926536
0.001
n(n 1) 2 n(n 1)(n 2) 3
y ( x0

y( )
nh) y0 n y0
2!

e y0

0.4970679364 (0.5926536)(0.000138244)
3!
y0 .......

0.5926536( 0.4073464)( 0.440 10 7 )

2
de
y( ) 0.4970679364 0.0000819310 0.0000000053
y( ) 0.4971498727
----------------------------------------------------------------------------------------------------------
3. From the following data, estimate the no. of persons earning weekly wages between 60
and 70 rupees.
a

Wages(in Rs.) Below 40 40-60 60-80 80-100 100-120

No.of person(in thousands) 250 120 100 70 50
.p

Solution

x x0=40 x1=60 x2=80 x4=100 x5=120

w

y 250 250+120=370 370+100=470 470+70=540 540+50=590

w

Here x0=40, h = 20, y0 = 250

The Newton’s forward interpolation formula is
x0+nh=70
70 - 40
w

n= =1.5
20
wages
Frequency(y) ∆y ∆2y ∆3y ∆4y
x
Below 250
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40
n(n 1) 2 n(n 1)(n 1202) 3
y ( x0 nh) y0 n y0 y0 y 0 .......
2! 3!
Below
y (70) 60
250 (1.5)(120)
370
(1.5)(1.5 1)
( 20)
(1.5)(1.5 1)(1.5 2) -20 (1.5)(1.5 1)(1.5 2)(1.5 3) (20)
( 10)
2 6 24
y (70) 250 180 7.5 0.625 0.46875 100 -10

t
y (70)Below
423.5937
470 -30 20
80

ne
No
. of 70 10
per Below
so 540 -20
100
ns 50
wh Below

.
ose 590
120

pz
we
ekly wages below 70 =423.5937
No. of persons whose weekly wages below 60 = 370
No. of persons whose weekly wages No. of persons whose weekly wages below 70-
between 60 and 70 = No. of persons whose weekly wages below 60

e = 423.5937-370
---------------------------------------------------------------------------------------------------------
a de
.p
w
w
w

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Newton’s Backward Interpolation formula
The formula is used mainly to interpolate the values of y near the end of a set of values of
y a short distance ahead (to the right) of y.
Formula:
n(n 1) 2 n(n 1)(n 2) 3
y( xn nh) yn n yn yn yn .......
2! 3!

t
Problems based on Newton’s backward difference formula

ne
1. The following data are taken from the steam table:
Temp:°C 140 150 160 170 180
2
Pressure kgf/cm 3.685 4.854 6.302 8.076 10.225

.
Find the pressure at temperature t = 142°C and t = 175°C

pz
Solution: We form the difference table:

t t t0 142 p 140 1 ∆p ∆2p ∆3p ∆4p

u140 3.685 0.2
h 10 5

150
P4 142
4.8541
P4 140
5 e
10
1.169

1.448
0.279
0.047
de
160 6.302 0.326 0.002
uu 1
P0 u P0 2
P01.774
... 0.049
170 8.076 2 0.375
2.149
0.2 0.8
a

180 10.225
3.685 0.2 1.169 0.279
2
.p

0.2 0.8 1.8 0.2 0.8 1.8 2.8

0.047 0.002
6 24
=3.685+0.2338-0.02332+0.002256-0.0000672
=3.897668
w

=3.898
1 175 180
P4 t 175o P4 180 10 , where v 0.5
2 10
w

1 2
Pn Pn Pn ...
2
0.5 0.5
10.225 0.5 2.149 0.375
w

2
0.5 0.5 1.5 0.5 0.5 1.5 2.5
+ 0.049 0.002
6 24
=10.225-1.0745-0.0046875-0.0030625-0.000078125
=9.10048438=9.100

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. ne
e pz
a de
.p
w
w
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. ne
e pz
a de
.p
w
w
w

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. ne
e pz
a de
.p
w
w
w

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a de
.p
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w
w

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a de
.p
w
w
w

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a de
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UNIT III
NUMERICAL DIFFERENTIATION AND
INTEGRATION

t
ne
Differentiation using interpolation formulae

.
Numerical integration by trapezoidal rule

pz
Simpson’s 1/3 and 3/8 rules

Romberg’s method

e
Two and Three point Gaussian quadrature formulas
de
Double integrals using trapezoidal and simpsons’s rules.
a
.p
w
w
w

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Numerical Differentiation
 Differentiation using Forward Interpolation formula(for equal interval)
 Differentiation using Backward Interpolation formula(for equal interval)
 Differentiation using Stirling’s(Central Difference) Formula(for equal interval)

t
 Maximum and Minimum

ne
 Differentiation using divided difference(for unequal interval)

Forward difference formula to compute the derivative

Newton’s forward interpolation formula is
rr 1 2 rr 1 r 2 3 rr 1 r 2 r 3 4

.
f x0 rh y0 y0 y0 y0 y0 ...
2! 3! 4!

pz
(Here using of r for n is only for convenience)
Differentiating w.r.t. we get,
2r 1 2 3r 2 6r 2 3 2r 3 9r 2 11r 3 4
hf ' x0 rh y0 y0 y0 y0 ... ---
2 6 12
(1)
h 2 f " x0 rh 2

e
y0 r 1 3 y0
6r 2 18 r 11 4
12
y0 ...
de
... (2)
2r 3 4
h3 f " ' x0 rh 3 y0 y0 ...
2
...(3)
Similarly we can find the remaining derivatives.
a

If we want to find the derivatives at a point x x0 , then x0 rh xo

i.e., r=0.
Hence on substituting this value of r=0 in the above formula (1), (2) and (3), we get
.p

1 1 2 1 3 1 4
f ' x0 y0 y0 y0 y0 ...
h 2 3 4
1 2 3 11 4
f ' ' x0 y0 y0 y0 ...
w

2
h 12
1 3 4
f ' ' ' x0 3
3 y0 y0 ... and so on.
h 2
w

Note: If the x value is nearer to the starting of the given table we use Forward
Interpolation formula
Backward difference formula to compute the derivatives
Newton’s backward difference formula is
w

rr 1 2 rr 1 r 2 3 rr 1 r 2 r 3 4
f xn rh yn yn yn yn yn ...
2! 3! 4!
' 1 2r 1 2 2r 2 6r 2 3 2r 3 6r 2 11r 3 4
f xn rh yn yn yn yn ...
h 2 6 12
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6r 2 18 r 11
h 2 f ' ' xn rh 2
yn r 1 3
yn 4
yn ...
12
2r 3 4
h3 f ' ' ' xn rh 3
yn ...yn
2
Similarly we can find the remaining derivatives.

t
At the point x xn , i.e., xn rh xn , we have r=0.

ne
1 1 2 1 3 1 4
f ' xn yn yn yn yn ...
h 2 3 4
1 2 3 11 4
f ' ' xn 2
yn yn yn ...
h 12
1 3 4

.
3
f ' ' ' xn 3
yn yn ... and so on.
h 2

pz
Note: If the x value is nearer to the end of the given table we use backward Interpolation formula
Central difference formula for computing the derivatives
We know that Stirling’s central difference formula is
y0 y 1 r2 2 r r2 1 3y 1 3y 2
f x0 rh y0 r y 1

r2 r2 1 4
y 2
2
r r2 1 r2 4 5
y2
2!

e 3! 2
5
y 3 ...
de
4! 5!
(Here using of r for n is only for convenience)
y0 y 1 r2 2
f x0 rh y0 r y 1
2 2!
r3 r 3
y 1 3
y 2 r4 r2 4
a

i.e., y 2
3! 2 4!
r5
5r 3 4r 5 5
.p

y2 y 3 ...
5!
Differentiating (1) w.r.t. ‘r’ we get,
y0 y 1 2 3r 2 1 3 3
hy' x0 rh y 1 y 1 y 2
w

2 12
2r 3 r 4 5r 4 15r 4 5 5
y 2 y 2 y 3 ...
12 5!
w

1 y0 y 1 2 3r 2 1 3 3
y ' x0 rh y 1 y1 y 2
h 2 12
w

2r 3 r 4 5r 4 15r 2 4 5 5
y 2 y 2 y 3 ...
12 5!
...(2)
Differentiating (2) w.r.t. ‘r’, we get,

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1 2 r 3 3 6r 2 1 4
y ' ' x0 rh y 1 y 1 y 2 y 2
h2 2 12
-----------(3)
20r 3 30r 5 5
y2 y 3 ...
5!

t
Similarly we can find the remaining derivatives.

ne
If we want to find the derivative at a point x x0 , then x0 rh x0
i.e., r=0
Substituting r=0 in (2) and (3) we get,
1 y0 y 1 1 3 3 1 5 5
y ' x0 y1 y2 y2 y 3 ...
h 2 12 30

.
1 2 1 4
y ' ' x0 y1 y 2 ...

pz
h2 12
Similarly we can find the remaining derivatives.
Note:
 If the x value is middle of the given table we use central Difference formula
Maximum and Minimum:
Steps

e
 Write the Newton’s Forward difference formula y(x),
dy
de
dx
 Write the forward difference table
dy
 Find
dx
dy
 Put =0 and find the value of x
a

dx
d2y
 Find
.p

dx 2
d2y
 For every value of x find
dx 2
w

d2y
 If <0 , y is maximum at that x(maximum point)
dx 2
d2y
 If >0 , y is minimum at that x(minimum point)
w

dx 2
 To find the maximum and minimum value substitute the maximum and minimum
points in y(x) formula respectively.
w

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Problems based on Differentiation using Interpolation formula

1. Find the first, second and third derivatives of the function tabulated below at the point
x=1.5

t
ne
x 1.5 2.0 2.5 3.0 3.5 4.0

f(x) 3.375 7.0 13.625 24.0 38.875 59.0

Solution

.
The difference table is as follows:

pz
2 3 4
x y=f(x) y y y y

1.5x0 3.375y0

3.625 y0

2.0
e
7.0 3.0 2
y0
de
3
6.625 0.75 y0

2.5 13.625 3.75 0

10.375 0.75
a

3.0 24.0 4.50 0

.p

14.875 0.75

3.5 38.875 5.25

w

20.125

4.0 59.0
w

Here we have to find the derivative at the point x=1.5 which is the initial value of the table.
Therefore by Newton’s forward difference formula for derivatives at x=x0, we have
1 1 2 1 3
f ' x0 y0 y0 y0 ...
w

h 2 3
Here x0=1.5, h=0.5
1 1 1
f ' 1.5 3.625 3.0 0.75 ...
0.5 2 3
f ' 1.5 4.75
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At the point x x0 ,
1 2 3 11 4
f ' ' x0 y0 y0 y0 ...
h2 12
Here x0=1.5, h=0.5
1

t
f ' ' 1.5 2
3.0 0.75
0.5

ne
f ' ' 1.5 9.0
At the point x x0 ,
1 3 3 4
f ' ' ' x0 y0 y0 1
h3 2 f ' ' ' 1.5 0.75 6.0
3

.
0.5
f ' ' ' 1.5 6.0

pz
------------------------------------------------------------------------------------------------------------2.
Compute f’(0) and f’’(4) from the data
x 0 1 2 3 4
y 1 2.718 7.381 20.086 54.598
Solution:ee 2 3 4
x y=f(x) y y y y

0x0 1y0

y0
ad
1.718

2
1 2.945 y0
2.718
3
4.663 5.097 y0
.p

4
2 8.042 8.668 y0
7.381
3 4
12.705 13.765 yn yn
w

2
3 21.807 yn
20.086
w

34.512 yn

4
54.598
w

xn yn

Here we have to find f’(0) .ie.x=0 which is the starting of the given table. So we use the
forward interpolation formula.
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1 1 2 1 3 1 4
f ' x0 y0 y0 y0 y0 ...
h 2 3 4
1 1 1 1
f' 0 1.718 2.945 5.097 8.668 0.2225
1 2 3 4
Here we have to find f”(4) .ie.x=4 which is the end of the given table. So we use the

t
backward interpolation formula.

ne
1 2 3 11 4
f ' ' xn 2
yn yn yn ...
h 12
1 11
f '' 4 2
21 .807 13 .765 8.668 43 .5177
1 12
------------------------------------------------------------------------------------------------------------

.
pz
ee
ad
.p
w
w
w

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dy d2y
2. Find and 2 at x = 51 from the following data.
dx dx
x 50 60 70 80 90

t
y 19.96 36.65 58.81 77.21 94.61
Solution:

ne
Here h=10. To find the derivatives of y at x=51 we use Forward difference formula
taking the origin at x0=50.
x x0 51 50
We have r 0.1
h 10
at x=51, r=0.1

.
dy dy 1 2r 1 2 3r 2 6r 2 3 2r 3 9r 2 11r 3 4

pz
= y0 y0 y0 y0 ...
dx x 51 dx r 0 .1 h 2 6 12

The difference table is given by

50x
ee
x y=f(x)

19.96y
y 2
y 3
y 4
y

0 0
ad
16.69 y0

60 36.65 5.47
2
y0
.p

22.1 -9.23
6 3
y0
w

70 58.81 -3.76 11.09

4
y0
w

18.4 2.76
0

80 77.21 -1.00
w

17.4
0

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90 94.61

dy dy
=1 0.2 1 3(0.1) 2 6(0.1) 2 2(0.1)3 9(0.1) 2 11(0.1) 3
dx dx 16.69 (5.47) 9.23 11.99
x 51 r 0 .1 10 2 6 12
=1 16.69 2.188 2.1998 1.9863 1.0316

t
10
d2y d2y 1 6r 2 18r 11

ne
2 3 4
y0 r 1 y0 y0 ...
dx 2 x 51
dx 2 r 0.1
h2 12
d2y d2y 1 6(0.1)2 18(0.1) 11
5.47 0.1 1 ( 9.23) (11.99)
dx 2 x 51
dx 2 r 0.1
100 12
1

.
=
5.47 8.307 9.2523 0.2303
100

pz
------------------------------------------------------------------------------------------------------------
3. Find the maximum and minimum value of y tabulated below.
x -2 -1 0 1 2 3 4
y 2 - 0 - 2 15.75 56
ee 0.25 0.25
Solution:
dy 1 2r 1 2 3r 2 6r 2 3 2r 3 9r 2 11r 3 4
y0 y0 y0 y0 ...
dx h 2 6 12
x y=f(x) y 2
y 3
y 4
y 5
y
ad
-2 2
-2.25
-1 -0.25 2.5
0.25 -3
.p

0 0 -0.5 6
-0.25 3 0
1 -0.25 2.5 6
w

2.25 9 0
2 2 11.5 6
13.75 15
w

3 15.75 26.5
40.25
4 56
w

Choosing x0=0, r = x 1 0 x
dy 1 2x 1 3x 2 6 x 2 2 x3 9 x 2 11x 3
0.25 (2.5) (9) (6)
dx 1 2 6 12

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1
0.25 2.5 x 1.25 4.5 x 2 9 x 3 x3 4.5x 2 5.5 x 1.5
1
dy
x3 x
dx
dy
Now 0 x3 x 0

t
dx

ne
x = 0, x = 1, x = -1.
2
d y
3x 2 1
dx 2
d2y d2y d2y
at x=0 ve at x=1 ve at x=-1 ve
dx 2 dx 2 dx 2

.
y is maximum at x=0, minimum at x=1 and -1

pz
x( x 1) 2
y ( x) y0 x y0 y0 ...
2!
Maximum value =y(0) =0, Minimum value =y(1)=-0.25.
------------------------------------------------------------------------------------------------------------
4. Consider the following table of data
ee
x 0.2 0.4 0.6 0.8 1.0
f(x) 0.9798652 0.9177710 0.8080348 0.6386093 0.3843735
Find f’(0.25),f’(0.6) and f’(0.95).
Solution:
Here h=0.2
ad
 0.25 is nearer to the starting of the given table. So we use Newton’s forward
interpolation formula to evaluate f’(0.25)
 0.95 is nearer to the ending of the given table. So we use Newton’s backward
interpolation formula to evaluate f’(0.95)
 0.6 is middle point of the given table. So we use Central Difference formula to
.p

evaluate f’(0.6)
The difference table
x y=f(x) y 2
y 3
y 4
y
w

0.2x0 0.9798652y0
-0.0620942
y0
w

0.4 0.9177710 0.047642 2

y0
-0.1097362 -0.0120473 3
y0
w

0.6 0.8080348 -0.0596893 4

y0
-
0.01310985
4
yn
-0.1694255 -

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3
0.02515715 yn
0.8 0.6386093 -
2
0.08484645 yn
-
0.25427195 yn

t
1.0 0.3843735

ne
xn yn

To find f’(0.25)
Newton’s forward interpolation formula for derivative
2r 1 2 3r 2 6r 2 3 2r 3 9r 2 11r 3 4
hf ' x0 rh y0 y0 y0 y0 ...

.
2 6 12

pz
2(0.25) 1
- 0.0620942 ( 0.047642)
2
1 3(0.25) 2 6(0.25) 2
f ' 0.25 0.0120473
ee 0.2 6
2(0.25) 3 9(0.25) 2 11(0.25) 3
( 0.01310985)
12

=-0.2536(correct to four decimal places)

To find f’(0.95)
ad
x y=f(x) y 2
y 3
y 4
y
0.2x0 0.9798652(y-2)
.p

-0.0620942 y 2
0.4 0.9177710 (y-1) 2
0.047642 y 2
3
-0.1097362 y1 -0.0120473 y
w

2
0.6 0.8080348 (y0) 2 4
-0.0596893 y1 y 2
-0.01310985
w

3
-0.1694255 y0 -0.02515715 y1
0.8 0.6386093(y1) 2
-0.08484645 y0
w

-0.25427195 y1
1.0 0.3843735(y2)

Newton’s backward interpolation formula for derivative

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1 2r 1 2r 2 6r 2 2r 3 6r 2 11r 3
f ' xn rh yn 2
yn 3
yn 4
yn ...
h 2 6 12
x xn 0.95 1
r 0.25
h 0.2
2( 0.25) 1

t
- 0.25427195 ( 0.08484645)
2

ne
1 3( 0.25) 2 6( 0.25) 2
f ' 0.95 0.02515715
0.2 6
2( 0.25)3 9( 0.25) 2 11( 0.25) 3
( 0.01310985)
12
f’(0.95) =-1.71604
To find f’(0.6)

.
Central Difference formula (Stirling’s Formula)

pz
1 y0 y 1 2 3r 2 1 3 3 2r 3 r 4 5r 4 15r 2 4 5 5
f ' x0 rh r y 1 y 1 y 2 y 2 y 2 y 3 ...
h 2 12 12 5!
0.1694255 0.1097362
(0.2)( 0.00596893)
1 2
f ' 0.6
0.2 3(0.2) 2 1 2(0.2) 3 0.2
ee 0.02515715 0.0120473 ( 0.01310985)...
12 12
f’(0.6)=-0.74295(correct to 5 decimal places)
------------------------------------------------------------------------------------------------------------
5. Given the following data, find y’(6), y’(5) and the maximum value of y
x 0 2 3 4 7 9
y 4 26 58 112 466 922
ad
Solution:
Since the intervals are , we will use Newton’s divided difference formula.
Divided Difference Table
x y=f(x) f (x) 2
f ( x) 3
f ( x) 4
f ( x)
.p

0 4
11=f(x0,x1)
2 26 7= f(x0,x1,x2)
32 1= f(x0,x1,x2,x3)
w

3 58 11 0= f(x0,x1,x2,x3, x4)
54 1
4 112 16 0
w

118 1
7 466 22
228
w

9 922

By Newton’s Divided Difference formula,

y =f(x)=f(x0)+(x-x0)f(x0, x1)+ (x-x0) (x-x1)f(x0, x1,x2)+……….
=4+(x-0)11+(x-0)(x-2)7+(x-0)(x-2)(x-3)1
3 2
=x +2x +3x+4
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Therefore, f’(x) = 3x2+4x+3
f'(6)=135
f’(5)=98.
------------------------------------------------------------------------------------------------------------------
Numerical Integration

t
 Single integral

ne
 Trapezoidal
 Simpson’s one-third rule
 Simpson’s three-eighth rule
 Romberg method
 Two and Three point Gaussian Quadrature Formulas

.
pz
 Double integral
 Trapezoidal rule
 Simpson’s Rule

Single Integralee
Trapezoidal Rule
xn
h
f ( x)dx sum of the first and last ordinates 2 sum of the remaining ordinates
x0
2
xn
ad
h
ie, f ( x)dx y0 yn 2 y1 y2 ... yn 1
x0
2

Simpson’s one third rule

xn
h sum of the first and last ordinates 2 sum of the remaining odd ordinates
f ( x)dx
.p

x0
3 4 sum of the remaining even ordinates
xn
h
ie, f ( x)dx y0 yn 2 y1 y3 ... yn 1 4 y2 y4 ... yn 2
x0
2
w

Simpson’s three eight rule

xn
sum of the first and last ordinates
3h
w

f ( x)dx 3 sum of the remaining ordinates which are not divisibleby 3

x0
8
2 sum of the remaining ordinates which are divisibleby 3
xn
h
f ( x)dx y0 yn 3 y1 y2 y4 y5 ... yn 1 2 y3 y6 ... yn
w

3
x0
2

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Rule Degree of y(x) No.of intervals Error Order

Trapezoidal Rule One Any (b a )h 2 M h2

E
12

t
Simpson’s one third rule Two Even (b a )h 4 M h4

ne
E
180

Simpson’s three eight three Multiple of 3 3h 5 h5

rule E
8

.
pz
Two and Three point Gaussian Quadrature Formulas
Gaussian Two point formula
1
1 1
 If the Limit of the integral is -1 to 1 then we apply f ( x)dx f f . This
1 3 3
formula is exact for polynomials upto degree 3.
ee b
b a b a b a
 If f ( x)dx then x= t and dx = using these conditions convert
a
2 2 2
b 1 1
1 1
f ( x)dx into f (t )dt and then we apply the formula f (t )dt f f
ad
a 1 1 3 3

Gaussian Three point formula

 If the Limit of the integral is -1 to 1 then we apply
1
5 3 3 8
f ( x)dx f f f (0) . This formula is exact for polynomials upto
.p

1
9 5 5 9
degree 5.
b
b a b a b a
 Otherwise f ( x)dx then x= t and dx = using these conditions
w

a
2 2 2
b 1
convert f ( x)dx into f (t )dt and then we apply the formula
w

a 1

1
5 3 3 8
f (t )dt f f f (0)
1
9 5 5 9
w

Problems based on single integrals

2
1. Using Trapezoidal rule evaluate sin x dx
0

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Solution
x 0 15 30 45 60 75 90

y 0 0.5087 0.7071 0.8408 0.9306 0.9828 1

t
Trapezoidal rule
xn

ne
h
f ( x)dx y0 yn 2 y1 y2 ... yn 1
x0
2

2
sin x dx 12 (0 1) 2(0.5087 0.7071 0.8408 0.9306 0.9828 )
2

.
0

= 1.17024

pz
------------------------------------------------------------------------------------------------------------

2. By dividing the range into ten equal parts, evaluate sin xdx by Trapezoidal rule and
0

Simpson’s Rule. Verify your answer with integration

ee
Solution:
Range = π-0=π. Hence h=
10
we tabulate below the values of y at different x’s
x 0 2 3 4 5 6 7 8 9
ad
10 10 10 10 10 10 10 10 10

sinx 0 .309 .5878 .809 .9511 1 .9511 .809 .5878 .309 0

Trapezoidal rule
.p

xn
h
f ( x)dx y0 yn 2 y1 y2 ... yn 1
x0
2
w

2
sin xdx 10 (0 0) 2(0.3090 0.5878 0.8090 0.9306 0.9511 1 0.9511 0.9306 0.8090 0.3090 )
0
2
w

= 1.9843 nearly
Simpson’s one third Rule:
we use Simpson’s one third rule only when the no.of intervals is even
here the no of intervals =10(even)
w

xn
h
f ( x)dx y0 yn 2 y1 y3 ... yn 1 4 y2 y4 ... yn 2
x0
2

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2
sin xdx 10 (0 0) 2(0.9511 0.5878 0.9306 0.9511 0.9306 ) 4(0.3090 0.8090 1 0.8090 0.3090 )
0
2

= 2.00091 nearly
We use Simpson’s three eight rule only when the no.of intervals divisible by 3
Here the no of intervals =10 which is not divisible by 3.

t
So we cannot use this method.

ne
By actual integration,

sin xdx cos x 0 2

0

Hence, Simpson’s one third rule is more accurate than the Trapezoidal rule.

.
-------------------------------------------------------------------------------------------------------------------

pz
-
1 1
3. Evaluate (i) (3x 2
5 x )dx and (ii) (3x 2
4
5 x 4 )dx by Gaussian two and three point
1 0

formulas ee
Solution:
1
(i) (3x 2 5 x 4 )dx
1
Gaussian two point formula
ad
Given interval is -1 and 1.
Hence we can apply
1
1 1
f ( x)dx f f
1 3 3
1 2 4 2 4
1 1 1 1
.p

2 4
(3x 5x )dx 3 5 3 5 =3.112
1 3 3 3 3
Gaussian two point formula
Given interval is -1 and 1.
Hence we can apply
w

1
5 3 3 8
f ( x)dx f f f (0)
1
9 5 5 9
w

2 4 2 4
1
2 4 5 3 3 3 3 8
(3x 5 x )dx 3 5 3 5 (0)
1
9 5 5 5 5 9
w

5 3 9 3 9
= 3 5 3 5
9 5 25 5 25
1
(3x 2 5 x 4 )dx = 4
1

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1
(ii) (3x 2 5 x 4 )dx
0
Gaussian two point formula
Here the interval is 0 to 1. So we use the formula
b a b a b a

t
x= t and dx = dt
2 2 2

ne
t 1 dt
i.e, x and dx=
2 2
1 2 4
t 1 t 1
3 5 dt 1.556
1
2 2

.
Gaussian two point formula
Here the interval is 0 to 1. So we use the formula

pz
b a b a b a t 1 dt
x= t and dx = dt i.e, x and dx=
2 2 2 2 2
1 2 4 1 2 4
t 1 t 1 dt 1 t 1 t 1
3 5 3 5 dt
ee 1
2 2 2 2 1
2 2
2 4
t 1 t 1
f (t ) 3 5
2 2
1
5 3 3 8
f (t )dt f f f (0)
ad
1
9 5 5 9
2 4
3 0.7745 1 0.7745 1
f 3 5 0.038138
5 2 2
2 4
3 0.7745 1 0.7745 1
3 5 4.28
.p

f
5 2 2
2 4
0 1 0 1
f (0) 3 5 1.0625
2 2
w

1 2 4
t 1 t 1 5 8
3 5 dt 0.038138 4.28 (1.0625 )
1
2 2 9 9
w

= 4(approximately)
1 2 4
1 t 1 t 1 4
3 5 dt 2
w

2 1
2 2 2

------------------------------------------------------------------------------------------------------------

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Double Integral
Trapezoidal Rule
d b
Evaluate f ( x, y )dxdy where a, b, c, d are constants.

t
c a
D K C

ne
L
J M N H

I O P G

.
A E F B

pz
hk
I= [sum of values in]+2(sum of values in +4[sum of remaining values]
4
Simpson’s Rule
ee sum of the values of f at four corners
2(sum of the values of f at the odd positions on the
boundaryexcept thecorners)
4(sum of the values of f at the even positions on the boundary)
hk {4(sum of the values of f at the odd positions)
I
9 8(sum of the values of f at the even positions)
ad
on the odd row f of the matrix except boundary rows}
{8(sum of the values of f at the odd positions)
16(sum of the values of f at the even positions)
on the even row f of the matrix }
.p

Problems based on Double integrals

1.4
1
1. Evaluate dxdy using Trapezoidal and Simpson’s rule. Verify your result by actual
xy
w

1 22.4
integration.
Solution:
Divide the range of x and y into 4 equal parts
w

2. 4 2
h 0.1
4
1.4 1
k 0.1
w

4
1
Get the values of f(x, y) = at nodal points
xy

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y\x 2 2.1 2.2 2.3 2.4

1 0.5 0.4762 0.4545 0.4348 0.4167

t
1.1 0.4545 0.4329 0.4132 0.3953 0.3788

ne
1.2 0.4167 0.3968 0.3788 0.3623 0.3472

1.3 0.3846 0.3663 0.3497 0.3344 0.3205

1.4 0.3571 0.3401 0.3247 0.3106 0.2976

.
pz
(i) Trapezoidal Rule

0.4545 0.4167 0.3846 0.4762 0.4545

I
ee
(0.1)(0.1) 0.5 0.4167 0.3571 0.2976
4
2 0.4348 0.3788 0.3472 0.3205 0.3106
0.3247 0.3401
4 0.4329 0.4132 0.3953 0.3968 0.3788 0.3623 0.3663 0.3497 0.3344

I=0.0614
ad
(ii) Simpson’s Rule:

0.5 0.4167 0.3571 0.2976 2(0.4167 0.4545 0.3472 0.3247)

(0.1)(0.1) 4(0.3846 0.4545 0.4762 0.4348 0.3788 0.3205 0.3106
I
9 0.3401 0.3788) 8(0.3968 0.3623 0.3497 0.4132)
.p

16(0.3663 0.3344 0.4329 0.3953)

0.01(55.2116)
I=
w

9
I=0.0613
------------------------------------------------------------------------------------------------------------
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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UNIT IV
INITIAL VALUE PROBLEMS FOR
ORDINARY DIFFERENTIAL EQUATIONS

t
ne
Taylor series method

Euler methods

.
Runge-Kutta method for solving first and second order equations

pz
Milne’spredictor and corrector method

Adam’s predictor and corrector method.

ee
ad
.p
w
w
w

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Introduction
An ordinary differential equation of order n is a relation of the form
dry

t
F x, y, y ' , y" ,..., y n 0 where y y x and y r . The solution of this differential
dx r

ne
equation involves n constants and these constants are determined with the help of n conditions
y, y ' , y" ,..., y n 1 are prescribed at x x0 , by
y x0 y0 , y ' x0 y0' ,... y n 1
x0 y0n 1

These conditions are called the initial conditions because they depend only on x 0 .
The differential equation together with the initial conditions is called an initial value problem.

.
Taylor’s Series

pz
Point wise solution
If y x is the solution of (1), then by Tailor series,
2 3
x x0 ' x x0 x x0
y x y0 y0 y0" y0"' ...
1! 2! 3!
Put x1

y x1
ee
x0

y1
1!
h where h is the step-size, we have
h ' h 2 " h 3 '"
y0
y0
2!
y0
3!
y0 ... (3)

once y1 has been calculated form (1), y1' , y1" , y1'" can be calculated from
y' f x, y
ad
Expanding y x in a Taylor series about x x1 , we get
h 2 " h3 '"
h '
y2 y1 y1 y1 y1 ...
1! 2! 3!
Where y2 y x2 and x2 x1 h
.p

The Tailor algorithm is given as follows

h ' h 2 " h 3 '"
ym 1 ym ym ym ym ...
1! 2! 3!
dry
w

Where ymr at the point xm , ym where m 0,1,2,...

dx r
Problems based on Taylor’s Series
Solve y ' y 2 x; y 0 1 using Taylor series method and compute y 0.1 and y 0.2
w

Solution
Here x0 0, y0 1 .
Given y ' y 2 x ; y0' 1
w

"
y" 2 yy' 1 ; y 0 3
y" ' 2 yy" 2 y '2 ; y0"' 8
y iv 6 y" 2 yy" ' ; y0iv 34 etc.,
To find
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Here h 0.1
By Taylor algorithm
h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...
1! 2! 3!
0.01 0.001 0.001
y1 1 0.1 1 3 8 34

t
2 6 24

ne
y 0.1 1.1164
To find y 0.2
x2 x1 h where x2 0.2
h ' h " h 3 '" 2
y2 y1 y1 y1 y1 ...
1! 2! 3!

.
2
y1' 0.1 1.1164 1.3463

pz
y1" 1 2 1.1164 1.3463 4.006
"' 2
y1 2 1.1164 4.006 2 1.3463
= 12.5696
0.01 0.0001
y 0.2 1.1164
ee 0.1 1.3463 4.006 12.5696
2 6
y 0.2 1.2732
----------------------------------------------------------------------------------------------------------
2. Evaluate y 0.1 and y 0.2 , correct to four decimal places by Taylor series method, if y x
satisfies y ' xy 1, y 0 1
ad
Solution
Here x0 0, y0 1
y' xy 1 ; y0' 1
y" xy' y ; y0" 1
.p

y" ' xy" 2 y ' ; y0" 2

iv iv
y xy ' " 3 y" ; y 0 3
To find y 0.1
w

By Taylor algorithm
h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...
1! 2! 3!
w

Let x1 x0 h where h 0.1

x1 0.1
0.01 0.001 0.0001
y1 1 0.1 1 2 3
w

2 3 24
= 1.1057
To find y 0.2
Let y2 y x2 where x2 x1 h

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x2 0.2
By Taylor algorithm,
h ' h 2 " h 3 '"
y2 y1 y1 y1 y1 ...
1! 2! 3!
y1' 1 0.1 1.1057 1.11057

t
y1" 0.1 1.11057 1.1057 1.216757

ne
"'
y1 0.1 1.216757 2 1.11057 2.3428157
0.01 0.0001
y2 1.1057 0.1 111057 1.216757 2.342815
2 6
y2 1.2178

.
Hence y 0.1 1.1057 and y 0.2 1.2178 .
--------------------------------------------------------------------------------------------------------

pz
3.Solve by Taylor series method, y ' xy y 2 , y 0 1 at x 0.1 and 0.2, , correct to four decimal
places.
Solution
Given x0 0, y0 1
ee
y ' xy
y" y
y2
xy' 2 yy'
2
;
;
y0'
y "
0
1
3
y" ' 2 y' xy" 2 y ' 2 yy" ; y0" 10
y iv 3 y" xy" 6 y ' y" 2 yy" ' ; y0iv 47
ad
To find y1 y 0.1
Let x1 x0 h . Here h 0.1
x1 x0 h x1 0.1
By Taylor algorithm
.p

h ' h 2 " h 3 '"

y1 y0 y0 y0 y0 ...
1! 2! 3!
0.01 0.001 0.0001
y1 1 0.1 1 3 10 47
2 6 24
w

1.1 0.015 0.0017 0.0002

y 0.1 1.1169
To find y 0.2
w

y2 y x2 where x2 x1 h
Here x1 0.1, h 0.1, x2 0.02
By Taylor algorithm,
w

h ' h2 " h 3 '"

y2 y1 y1 y1 y1 ...
1! 2! 3!
x1 0.1, y1 1.1169
y1' x1 y1 y12 y1' 1.35925

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y1" y1 x1 y1' 2 y1 y1' y1' 1.35925

1.1169 0.1 1.35925 2 1.1169 1.35925

4.2891
2
y1"' 2 y1' x1 y1" 2 y1' 2 y1 y1"

t
2.7185 0.42891 3.6951 6.5810

ne
16.4235
y1iv 3 y1" x1 y1"' 6 y1 y1" 2 y1 y1"'
212.8673 1.64235 34.9797 36.6868
86.17615
0.01 0.001 0.0001

.
y2 1.1169 0.1 1.35925 4.2891 16.4235 86.17615
2 6 24

pz
1.1169 0.135925 0.02144 0.00274 0.00036
y 0.2 1.2774
Hence y 0.1 1.1169 and y 0.2 1.2774 .
------------------------------------------------------------------------------------------------------------
Taylor series method for simultaneous first order differential equation
ee dy dy
We can solve the equations of the form f x, y , z ; g x, y, z with initial
dx dx
conditions y x0 y0 and z x0 z0 .
The values of y and z at x1 x0 h are given by Taylor algorithm,
ad
h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...
1! 2! 3!
h ' h 2 " h 3 '"
z1 z0 z0 z0 z0 ...
1! 2! 3!
The derivatives on R.H.S of the above expressions are found at x x0 using the given
.p

equations.
Similarly y 2 and z2 corresponding to x2 x1 h are calculated by Taylor series method.
Problems
w

dx dy
1.Evaluate x 0.1 and y 0.1 given 1 ty; tx given x 0, y 1 at t 0 by Taylor
dt dt
series method.
Solution
w

Given t0 0, x0 0, y0 1
x' 1 ty y' tx
x" y ty' y" x tx'
w

x'" 2 y' ty" y" ' 2 x' tx"

x iv 3 y" ty" ' y iv 3x" tx" '
Then
x0' 1 y0' 0

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x 0" 1 y 0" 0
"' "'
x 0 0 y 0 2
iv iv
x 0 0 y 0 3
By Taylor algorithm, we have
h ' h 2 " h 3 '"

t
y1 y0 y0 y0 y0 ...
1! 2! 3!

ne
0.01 0.001 0.0001
y 0.1 1 0.1 0 0 2 3
2 6 24
y 0.1 0.9997
h ' h2 " h 3 '"
x 0.1 x1 x0 x0 x0 x0 ...

.
1! 2! 3!
0.01

pz
0 0.1 1 1 .....
2
0.105
------------------------------------------------------------------------------------------------------------
dx dy
2. Find x 0.2 and y 0.2 using Taylor series method given that
ee xy 2t; 2ty x , with
dt dt
initial conditions x 1, y 1 at t 0 .
Solution
Given t 0 0, x0 1, y0 1
Taking h 0.2, t1 t0 h t1 0.2
ad
x' xy 2t y' 2ty x
x" xy' x' y 2 y" 2ty' 2 y x'
x'" xy" 2 x' y x" y y"' 4 y' 2ty" x"
x0' 1 y 0' 1
" "
x 4 y 3
.p

0 0
"' '
x 0 9 y 0 8
By Taylor algorithm, we have
h ' h 2 " h 3 '"
x1 x0 x0 x0 x0 ...
w

1! 2! 3!
h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...
1! 2! 3!
w

2 3 3
x 0.2 1 0.2 1 2 0.2 0.2 ...
2
x 0.2 0.796
w

4
y1 y 0.2 1 0.2 1.5 0.04 0.008
3
0.8493
Hence x 0.2 0.796 and y 0.2 0.8493
------------------------------------------------------------------------------------------------------------
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Taylor series method for second order differential equations

d2y dy
Consider the differential equation 2
f x, y , with the initial conditions y x0 y0
dx dx

t
and y ' x0 y0' , where y0 , y0' are known values.

ne
This equation can be reduced into a set of simultaneous equations, by putting y' p
we have y ' p, y x0 y0 (1)
'
And p ' f x, y, p , p x0 p0 y 0 (2)
Successively differentiating y" , the expression for y" ' , y iv etc., are known.
By Taylor series method, we find

.
h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...

pz
1! 2! 3!
h 2 " h 3 '"
y0 hp0 p0 p0 ...
2! 3!
Also by Taylor series method, we have
h ' h 2 " h 3 '"
ee
p1 y1' p0 p0 p0 p0 ...
1! 2! 3!
Then the values y1" , y1"' , y1iv are found from y1" , y1"' etc
h ' h 2 " h 3 '"
y2 y1
y1 y1 y1 ...
1! 2! 3!
ad
Thus we calculate y1 , y2 ,...
Problems
1.Find y 0.2 and 0.4 given y" xy if y 0 1, y ' 0 1 by Taylor series method.
Solution
Given y" xy, x0 0, y0 1 and y' 0 1
.p

Then we have
y" ' xy' y
y iv xy" 2 y '
w

y v 3 y" xy" ' etc

y0" 0, y0"' 1, y0iv 2, y0v 0
By Taylor Algorithm,
w

h ' h 2 " h 3 '"

y1 y0 y0 y0 y0 ...
1! 2! 3!
Taking, h 0.2, x1 x0 h x1 0.2
w

0.04 0.008 0.0016

y1 y x1 1 0.2 1 0 1 2
2 6 24
y 0.2 1.2014
To find y1'

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Set p y' . Then p' xy
p" xy' y; p" ' xy" 2 y ' ; p iv 3 y" xy" '
' " '" iv
p0 1, p 0 0, p 0 1, p 0 2, p 0 0
By Taylor Algorithm,
h ' h 2 " h 3 '"

t
p1 p0 p0 p0 p0 ...
1! 2! 3!

ne
0.04 0.08
p1 1 0.2 0 1 2
2 6
y1' 1 0.02 0.0027
1.0227
Let x2 x1 h . Since h 0.2, x1 0.2 x2 0.4

.
By Taylor series method,

pz
h ' h 2 " h 3 '"
y x2 y 0.4 y1 y1 y1 y1 ...
1! 2! 3!
y" xy y1" x1 y1 0.2 1.2014 0.24028
y" ' xy' y y1'" 0.2 1.0227 1.2014 1.40594
ee
y iv 2 y ' xy" y1iv 0.2 0.024028 2 1.0227 0.00048 2.0454 2.0459

y2 1.2014 0.2 1.0227

0.04
2
0.024028
0.008
6
1.40594
0.0016
24
2.0459

y 0.4 1.4084
Hence y 0.2 1.2014 and y 0.4 1.4084
ad
------------------------------------------------------------------------------------------------------------
2.Find y at x 1.1,1.2 given y" x 3 y 2 y ' , y 1 and y' 1 1 , correct to four decimal places
using Taylor series method.
Solution
Given x0 1, y0 1; y0' 1
.p

y" x 3 y 2 y' y0" 0

2 2
y"' 3x 2 y y' y 2 y" y0" 1
y iv 6 x 2 y 3 4 yy' y" 2 yy' y" y 2 y" '
w

y0iv 6 2 0 0 1 3
'
y 0 0, y0" 0, y0"' 1, y0iv 3
w

By Taylor series method,

h ' h 2 " h 3 '"
y1 y0 y0 y0 y0 ...
1! 2! 3!
w

Taking, h 0.1, x0 1, x1 x0 h 0.1

We have
0.01 0.001 0.0001
y 1.1 1 0.1 1 0 1 3
2 6 24
y 1.1 1.1002
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To find y1'
Set p y' . Then p ' x 3 y 2 y ' , p0 y0' 1
1 " "'
p 0 1 1 0, p 0 1, p 0 3 etc.,
h " h 3 '"
h ' 2
p1 p0 p0
p0 p0 ...
1!
2! 3!

t
0.01 0.01

ne
p1 1 0.1 0 1 2
2 6
p1 1.0053 y1' 1.0053
3 2
y" x 3 y 2 y' y1" 1.1 1.1002 1.0053
0.11415
2 3 2 2

.
y" ' 3 xy 2 2 y y' y 2 y" y1"' 3 1.1 2 1.1002 1.0053 1.1002 0.11415
1.268

pz
By Taylor Algorithm,
h ' h 2 " h 3 '"
y2 y1 y1 y1 y1 ...
1! 2! 3!
Where y2 y x2 , x2 1.2

y 1.2 1.2015
ee
1.1002 0.1 1.0053
0.01
2
0.11415
0.01
6
1.268

Hence y 1.1 1.1002 and y 1.2 1.2015

------------------------------------------------------------------------------------------------------------
ad
Euler method
Let y1 y xi , where x1 x0 h
Then y1 y x0 h . Then by Taylor’s series,
h h2
y1 y x0 y ' x0 y" x0 ..... (1)
.p

1! 2!
Neglecting the terms with h 2 and higher powers of h, we get from (1),
y1 y0 hf x0 , y0 (2)
Expression (2) gives an approximate value of y at x1 x0 h.
w

Similarly, we get y2 y1 hf x1 , y1 for x2 x1 h .

for any m, ym 1 ym hf xm , ym , m 0,1,2,... (3)
w

In Euler’s method, we use (3) to compute successively y1 , y2 ,... etc., with an Error 0 h 2
Modified Euler method
The algorithm presented already in Modified Euler method in unit IV is sometimes
referred as Improved Euler Method.
w

Therefore a different algorithm for Modified Euler method to solve

dy
f x, y , y x0 y0 is explained with illustrations.
dx

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Explanation: Modified Euler Method

h h
yx h yx j f x ,y f x, y
2 2

t
h h
(or) yn 1 yn h f xn
, yn f x, y

ne
2 2
Where yn 1 y xn h and h is the step – size
Problems based on Euler’s Method
dy
1,Using Euler’s method, compute y in the range 0 x 0.5 , if y satisfies 3x y 2 , y 0 1.
dx

.
Solution

pz
Here f x, y 3 x y 2 , x0 0, y0 1
By Euler’s, method
yn 1 yn hf xn , yn , n 0,1,2,...
Choosing h 0.1 , we compute the values of y using (1)
yn 1 yn hf xn , yn , n 0,1,2,...
ee 2
y 0.1 y1 y0 hf x0 , y0 1 0.1 3 0 1
1.1
2
y 0.2 y2 y1 hf x1 , y1 1.1 0.1 0.3 1.1
1.251
ad
2
y 0.3 y3 y2 hf x2 , y2 1.251 0.1 0.6 1.251
1.4675
2
y 0.4 y4 y3 hf x3 , y3 1.4675 0.1 0.9 1.4675
1.7728
2
.p

y 0.5 y5 y4 hf x4 , y4 1.7728 0.1 1.2 1.7728

2.2071
------------------------------------------------------------------------------------------------------------
dy y x
2.Given , with y 1 for x 0 . Find y approximately for x 0.1 by Euler’s method in
w

dx y x
five steps.
Solution
w

Given y0 1, x0 0 , choosing h 0.002 ,

xi x0 ih, i 1,2,3,4,5
To find y1 , y2 , y3 , y4 and y 5 where yi y xi
w

y x
Here f x, y
y x
Using yn 1 yn hf xn , yn , n 0,1,2,...
We get

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1 0
y1 y0 hf x0 , y0 1 0.02
1 0
1.02
1.02 0.02
y2 y1 hf x1 , y1 1.02 0.02
1.02 0.02

t
1.0392

ne
1.0392 0.04
y3 y2 hf x2 , y2 1.0392 0.02
1.0392 0.04
1.0577
1.0577 0.06
y4 y3 hf x3 , y3 1.0577 0.02

.
1.0577 0.06

pz
1.0756
1.0756 0.08
y5 y4 hf x4 , y4 1.0756 0.02
1.0756 0.08
1.0928
Hence y 1.0928 and x 0.1
ee
----------------------------------------------------------------------------------------------
3.Compute y at x 0.25 by Modified Euler method given y' 2 xy, y 0 1
Solution

Here f x, y 2 xy, x0 0, y0 1
ad
Choose h 0.25, x1 x0 h 0.25
By Modified Euler method
h h
y1 y0 h f x0 , y0 f x0 , y0
2 2
.p

f x0 , y0 2 0 1 0
h h
f x0 , y0 f x0 , y0 f 0.125 ,1 0.25
2 2
w

y1 1 0.25 0.25 1.0625

Hence y 0.25 1.0625 .
--------------------------------------------------------------------------------------------------
w

dy
4.Using Modified Euler method, find y 0.1 and y 0.2 given x2 y2 , y 0 1 .
dx
Solution
Here x0 0, y0 1, h 0.1
w

h 0.1
f x, y x 2 y 2 , y0 f x0 , y0 1 0 1 1.05
2 2
h h
y1 y0 hf x0 , y0 x0 , y0 1 0.1 f 0.05,1.05
2 2
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2 2
1 0.1 0.05 1.05 1.1105
y 0.1 1.1105
2 2
f x1 , y1 f 0.1,1.1105 0.1 1.1105 1.24321
h
y1 f x1 , y1 1.1105 0.05 1.24321 1.17266
2

t
h h

ne
y2 y1 hf x1 , y1 f x1 , y1
2 2
1.1105 0.1 f 0.15,1.17266
2 2
1.1105 0.1 0.15 1.17266
y 0.2 y2 1.2503

.
y 0.2 1.2503

pz
-----------------------------------------------------------------------------------------------------
Fourth-order Range-Kutta method
This method is commonly used for solving the initial value problem
dy
f x, y , y x0 y0
dx ee
Working Rule
The value of y1 y x1 where x1 x0 h where h is the step-size is obtained as follows.
We calculate successively.
k1 hf x0 , y0
h k1
ad
k2 hf x0
, y0
2 2
h k2
k3 hf x0 , y0
2 2
k 4 hf x0 h, y0 k3
.p

Finally compute the increment

1
y k1 2k2 2k3 k4
6
The approximate value of y1 is given by
w

1
y1 y0 y y1 y0 k1 2k2 2k3 k4
6
Error in R-K fourth order method 0 h 5
w

In general, the algorithm can be written as

1
ym 1 ym k1 2k2 2k3 k4 where
6
w

k1 hf xm , ym
h k1
k2 hf xm , ym
2 2

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h k2
k3 hf xm , ym
2 2
k 4 hf xm h, ym k3 where m 0,1,2,...
Runge-Kutta method for second order differential equations
d2y dy

t
Consider the second order differential equation 2
f x, y , with initial conditions
dx dx

ne
y x0 y0 and y ' x0 y0' . This can be reduced to a system of simultaneous linear first order
dy
equations, by putting z . Then we have,
dx
dy
z with y x0 y0

.
dx
dz

pz
f x, y, z , with z x0 y ' x0 y0'
dx
dy
i.e., g x, y, z , where g x, y, z z
dx
dz
and f x, y, z with initial conditions y x0
ee y0 and
dx
z x0 z0 where z 0 y 0'
Now, starting from x0 , y0 , z0 , the increments y and z in y and z are given by (h-step size)
k1 hg x0 , y0 , z0 l1 hf x0 , y0 , z0
ad
h k1 l h k1 l
k2 hg x0 , y0 , z0 1 l2 hf x0 , y0 , z0 1
2 2 2 2 2 2
h k2 l h k2 l
k3 hg x0 , y0 , z0 2 l3 hf x0 , y0 , z0 2
2 2 2 2 2 2
k4 hg x0 h, y0 k3 , z0 l3 l4 hf x0 h, y0 k3 , z0 l3
.p

1 1
y k1 2k2 2k3 k4 z l1 2l2 2l3 l4
6 6
Then for x1 x0 h , the values of y and z are y1 y0 y and z1 z0 z respectively.
w

By repeating the above algorithm the value of y at x2 x1 h can be found.

Problems based on RK Method
dy
1.The value of y at x 0.2 if y satisfies x 2 y x, y 0 1 taking h 0.1 using Runge-Kutta
w

dx
method of fourth order.
Solution
Here f x, y x 2 y x, x0 0, y0 1.
w

Let x1 x0 h , choosing h 0.1, x1 0.1.

Then by R-K fourth order method,
1
y1 y0 k1 2k2 2k3 k4
6
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k1 hf x0 , y0 0.1 0 0 0
h k1
k2 hf x0 , y0 hf 0.05,1 0.00525
2 2
h k2
k3 hf x0 , y0 hf 0.05,1.0026 0.00525
2 2

t
k4 hf x0 h, y0 k3 hf 0.1,1.00525 0.0110050

ne
1
y1 1 0 0.00525 0.00525 2 0.011005 1.0053
6
y 0.1 1.0053
To find y2 y x2 where x2 x1 h . Then x2 0.2

.
1
y2 y1 k1 2 k2 k3 k4

pz
6
k1 hf x1 , y1 0.1 0.1 0.01 1.0053 0.0110
h k1 2
k2 hf x1 , y1 0.1 0.15 0.15 1.0108 0.01727
2 2
ee h k2 2
k3 hf x2 , y2 0.1 0.15 0.15 1.013935 0.01728
2 2
2
k4 hf x1 h, y1 k3 0.1 0.2 0.2 1.02258 0.02409
1
y2 1.0053 0.0110 2 0.01727 0.01728 0.02409 1.0227
6
ad
y 0.2 1.0227
Hence y 0.2 1.0227 .
---------------------------------------------------------------------------------------------------
2. Apply Runge-Kutta method to find an approximate value of y for x = 0.2 in steps of 0.1 if
dy
.p

x y 2 , y 0 1 , correct to four decimal places.

dx
Solution

Here f x, y x y 2 , x0 0, y0 1
w

We choose h 0.1
1
y1 yo k1 2k2 2k3 k4
6
w

k1 hf x0 , y0 0.1 0 12 0.1
h k1 2
k2 hf x0 , y0 0.1 0.05 1.05 0.1152
w

2 2
h k2 2
k3 hf x0 , y0 0.1 0.05 1.0576 0.1168
2 2
2
k4 hf x0 h, y0 k3 0.1 0.1 1.1168 0.1347

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1
y1 1 0.1 2 0.1152 0.1168 0.1347
6
y1 1.1165
Hence y 0.1 1.1165 .
---------------------------------------------------------------------------------------------------

t
dy
3.Use Runge-Kutta method to find y when x=1.2 in steps of 0.1, given that x2 y 2 and

ne
dx
y 1 1.5 .
Solution
2 2
Given f x, y x y , x0 1, y0 1.5
Let x1 x0 h , we choose h 0.1

.
1

pz
y1 yo k1 2k2 2k3 k4
6
2
k1 hf x0 , y0 0.1 1 1.5 0.325
h k1 2 2
k 2 hf x0 , y0 0.1 1.05 1.6625 0.3866
2
ee 2
h k2 2
k3 hf x0 , y0 0.1 1.05 2.8673 0.397
2 2
2 2
k4 hf x0 h, y0 k3 0.1 1.1 1.897 0.4809
1
y1 1.5 0.325 2 0.3866 0.397 0.4809 1.8955
ad
6
y1 1.8955
To compute y 1.2 :
y2 y x2 where x2 x1 h 1.2 , since h 0.1
.p

1
y2 y1 k1 2 k2 k3 k4
6
2 2
k1 hf x1 , y1 0.1 1.1 1.8955 0.4803
h k1
w

2 2
k2 hf x1 , y1 0.1 1.15 2.1356 0.5883
2 2
h k2 2
k3 hf x2 , y2 0.1 1.3225 2.1897 0.6117
2 2
w

k4 hf x1 h, y1 k3 0.1 1.44 6.286 0.7726

1
y2 1.8955 0.4803 2 0.5883 2 0.6117 0.7726 2.5043
6
w

Hence y 1.2 2.5043 .

---------------------------------------------------------------------------------------------------
dy dz
4.Solve the equation xz 1, xy for x = 0.3 and 0.6. Given that y 0, z 1 when x 0
dx dx
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Solution
Here f1 x, y, z 1 xz, x0 0, y0 0, z0 0 and h 0.3
To find y 0.3 and z 0.3
k1 hf x0 , y0 0.3 0 1 0.3
h k1

t
k2 hf x0 , y0 0.3 0.15 1 0.3450
2 2

ne
h k2
k3 hf x0 , y0 0.3 0.15 0.9966 1 0.3448
2 2
k4 hf x0 h, y0 k3 0.3 0.3 0.99224 1 0.3893
l1 hf x0 , y0 , z0 0.3 0 0

.
h k1 l
l2 hf x0 , y0 , z0 1 0.3 0.15 0.15 0.00675

pz
2 2 2
h k2 l
l3 hf x0 , y0 , z0 2 0.3 0.15 0.1725 0.00776
2 2 2
l4 hf x0 h, y0 k3 , z0 l3 0.3 0.3 0.3448 0.031036
ee 1
y 0.3 y1 y0 k1 2k2 2k3 k4
6
1
0 0.3 2 0.3450 0.3448 0.3893
6
y 0.3 0.3448
ad
1
z 0.3 z1 z0 l1 2l2 2l3 l4
6
1
z 0.3 1 0 2 0.00675 0.00776 0.031036
6
z 0.3 0.9899
.p

To find y at x = 0.6, the starting values are x1 0.3, y1 0.3448 , z1 0.9899 and h 0.3
k1 hf x0 , y0 0.3 1 0.3 0.9899 0.3891
h k1
k2 hf x0 , y0 0.3 1 0.45 0.9744 0.4315
w

2 2
h k2
k3 hf x0 , y0 0.3 1 0.45 0.9535 0.4287
2 2
w

k4 hf x0 h, y0 k3 0.3 1 0.6 0.9142 0.4645

l1 hf x0 , y0 , z0 0.3 0.3 0.3448 0.0310
h k1 l
w

l2 hf x0 , y0 , z0 1 0.3 0.45 0.53935 0.0728

2 2 2
h k2 l
l3 hf x0 , y0 , z0 2 0.3 0.45 0.56055 0.0757
2 2 2
l4 hf x0 h, y0 k3 , z0 l3 0.3 0.6 0.7735 0.1392

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1
y2 y1 k1 2k2 2k3 k4
6
1
0.3448 0.3891 2 0.4315 0.4287 0.4645
6
y 0.6 0.7738

t
1
z2 z1 l1 2l2 2l3 l4

ne
6
1
0.9899 0.0310 2 0.0728 0.0757 0.1392
6
z 0.3 0.9210
---------------------------------------------------------------------------------------------------

.
Using R-K method of fourth order solve y" x y ' 2 y 2 for x=0.2, given that y=1 and

pz
y ' 0 when x = 0.
Solution
Let y' z then y" z '
Hence the given equation reduces to the form,
dy dz ee
z and xz 2 y 2
dx dx
Given x0 0, y0 1, z0 0 and h 0.2
Take f1 x, y, z z , f 2 x, y , z xz 2 y2
k1 hf x0 , y0 0.2 0 0
ad
h k1
k2 hf x0 , y0 0 .2 0.1 0.02
2 2
h k2
k3 hf x0 , y0 0.2 0.999 0.01998
2 2
k4 hf x0 h, y0 k3 0.3 0.1958 0.03916
.p

2
l1 hf x0 , y0 , z0 0.2 0 1 0.2
h k1 l 2 2
l2 hf x0 , y0 , z0 1 0.2 0.1 0.1 0.99 0.1998
2 2 2
w

h k2 l 2 2
l3 hf x0 , y0 , z0 2 0.2 0.1 0.0999 0.99 0.1958
2 2 2
2 2
l4 hf x0 h, y0 k3 , z0 l3 0.2 0.2 0.1958 0.98 0.1905
w

1
y1 y0 k1 2k2 2k 3 k 4
6
1
1 0.2 2 0.02 0.01998 0.03916
w

6
y 0.2 0.9801
1
Also z 0.2 0 0.2 2 0.1998 0.1958 0.1905 0.1969
6
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Multi-Step Methods (Predictor-Corrector Methods)
Introduction
Predictor-corrector methods are methods which require function values at
xn , xn 1 , xn 2 , xn 3 for the computation of the function value at x n 1 . A predictor is used to find the
value of y at x n 1 and then the corrector formula is used to improve the value of y n 1 .

t
The following two methods are discussed in this chapter
(1) Milne’s Method (2) Adam’s Method

ne
Milne’s Predictor-corrector method
dy
Consider the initial value problem f x, y , y x0 y0 . Assume that
dx
y0 y x0 , y1 y x1 , y2 y x2 , and y3 y x3 where xi 1 xi h, i 0,1,2,3 are known, these

.
are the starting values.

pz
Milne’s predictor formula
4h '
y4 , p 2 y1 y2' 2 y3' and
y0
3
Milne’s corrector formula
h '
y4 ,c y2 y2 4 y3' y4' where y4' f x4 , y4, p
ee
3
---------------------------------------------------------------------------------------------------
Problems based on Predictor-Corrector method
dy
1.Using Milne’s method, compute y(0.8) given that 1 y 2 , y 0 1, y 0.2 0.2027 ,
dx
ad
y 0.4 0.4228 and y 0.6 0.6841
Solution
we have the following table of values
x y y' 1 y 2
0 0 1.0
.p

0.2 0.2027 1.0411

0.4 0.4228 1.1787
0.6 0.6481 1.4681
x0 0, x1 0.2, x2 0.4, x3 0.6
w

y0 0, y1 0.2027 , y2 0.4228 , y3 0.6841

y0' 1, y1' 1.0411 , y2' 1.1787 , y3' 1.4681
w

To find y (0.8):
x4 0.8 . Here h = 0.2
By Milne’s predictor formula,
4h '
w

y 4 , p y0 2 y1 y2' 2 y3'
3
0.8
0 2 1.0411 1.1787 2 1.4681
3
y4, p 1.0239

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2
y4' f x4 , y 4 1 1.0239
= 2.0480
By Milne’s corrector formula,
h '
y4 ,c y2 y2 4 y3' y4'
3

t
0.2
0.4228 1.1787 4 1.4681 2.0480

ne
3
y 0.8 1.0294
---------------------------------------------------------------------------------------------------
2.Given y ' x 2 y, y 0 1, y 0.1 0.9052 , y 0.2 0.8213 , find y(0.3) by Taylor series
method. Also fine y(0.4) by Milne’s method

.
Solution

pz
Given x0 0 , y0 1
x1 0.1 , y1 0.9052
x2 0.2 , y2 0.8213
x3 0.3 , y3 y x3
By Taylor algorithm
y3 y2
ee
hy2'
h2 "
2!
y2 ...

y' x 2 y y" 2 x y'

y" ' 2 y" , y iv y" ' etc
ad
' 2
y 2 0.2 0.8213 0.7813
y2" 2 0.2 0.7813 1.1813
y2'" 2 1.1813 0.8187
y2iv 8187
.p

0.01 0.001 0.0001

y3 0.8213 0.1 0.7813 1.1813 0.8187 0.8187
2 6 24
y 0.3 0.7492
w

For x3 0.3 y3 0.7492 and y3' 0.09 0.7492 0.6592

' ' '
Also y 1, y
0 0.01 0.905
1 0.8952 and y 2 0.7813
By Milne’s method
w

4h
y 4 , p y0 2 y1' y2' 2 y3'
3
0.4
y4, p 1 2 0.8952 0.7813 2 0.6952
w

3
y4, p 0.6897
y4' 0.16 0.6897 0.5297
By Correctors formula,

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h '
y4 ,c y2 y2 4 y3' y4'
3
0.1
y4,c 0.8213 0.7813 4 0.6592 0.5297
3
y4,c 0.6897 y 0.4 0.6897

t
---------------------------------------------------------------------------------------------------

ne
Adam-Bash Forth Predictor-Corrector Method
Using Newton’s backward difference interpolation formula, we derive a set of predictor
and corrector formulae. This method also requires past four values to estimate the fifth value.
Adam’s predictor formula
h
yn 1, p yn 55 yn' 59 yn' 1 37'n 2 9 yn' 3

.
24
Adam’s corrector formula

pz
h
yn 1,c yn 59 yn' 1 19 yn' 5'n 1 yn' 2
24
The errors in these formulae are
251 5 iv 19 5 iv
h f ee and h f respectively.
720 720
In particular,
h
y4, p y3 55 y3' 59 y2' 37 y1' 9 y0'
24
And
ad
h
y4,c y3 9 y4' 19 y3' 5 y2' y1'
24
---------------------------------------------------------------------------------------------------
Given y ' 1 y 2 , y 0 0, y 0.2 0.2027 , y 0.4 0.4228 , y 0.6 0.6841 , estimate
y 0.8 using Adam’s method.
.p

Solution
Form the given data
x0 0 , y0 0 , y0' 1
x1 0.2 y1 0.2027 y1' 1.0411
w

x2 0.4 y2 0.4228 y2' 1.1786

'
x3 0.6 y3 0.6841 y 3 1.4680
w

To fine y 4 for x4 0.8 . Here h =0.2

h
y4, p y3 55 y3' 59 y2' 37 y1' 9 y0'
24
w

0.2
y4, p 0.6841 55 1.4680 59 1.1786 37 1.0411 9
24
y4, p 1.0235

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h
y4 ,c y39 y4' 19 y3' 5 y2' y1'
24
2
y4' 1 1.0235 2.0475
0.2
y4 ,c 0.6481 9 2.0475 19 1.4680 5 1.1786 1.0411
24

t
y4 ,c 1.0297

ne
y 0.8 1.0297
------------------------------------------------------------------------------------------------------------

.
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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t
. ne
pz
ee
ad
.p
w
w
w

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UNIT V
BOUNDARY VALUE PROBLEMS IN
ORDINARY AND

t
PARTIALDIFFERENTIAL EQUATIONS

ne
Finite difference solution of second order

.
ordinary differential equation

pz
Finite difference solution of one dimensional
heat equation by explicit and implicit methods
ee
One dimensional wave equation
ad
Two dimensional Laplace equation

Poisson equation
.p
w
w
w

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 Solution of Boundary Value Problems in ODE

 Solution of One Dimensional Heat Equation
 Solution of One Dimensional Wave Equation

t
 Solution of Laplace Equation

ne
 Solution of Poisson Equation

There are number of methods for solving second order boundary value problems.

.
 Finite Difference Method
 Shooting Method

pz
Finite difference solution of second order ordinary differential equation

Let us consider
y”(x)+f(x)y’(x)+g(x)y(x)=0
ee
with boundary conditions y(x0)=a and y(xn)=b

Formula
yi 1 2 yi yi 1 yi 1 yi 1
y" ( x) and y' ( x)
h2 2h
ad
Steps for solving the second order ODE

 Put y”(x), y’(x), y(x) by yi " , yi ' , yi respectively

 substitute the above formula
.p

 Form an equation
 Substitute the boundary conditions
 Solve the equations by putting i=1, 2, 3
 Write the solution of the intermediate values of boundary conditions
w

Problems based on Finite difference method for ODE

1. Solve by finite difference method, the boundary value problem y”(x) – y(x)=2 where
w

1
y(0)=0 and y(1)=1, taking h=
4
Solution:
w

Given y”(x) – y(x)=2

Step1:
Put y”(x), y(x) by yi " , yi respectively
i.e, yi " yi 2 -------------------(1)
Step2:
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yi 1 2 yi yi 1
substitute the formula y" ( x)
h2
yi 1 2 yi yi 1
(1) becomes yi 2
h2

t
1
yi 1 ( 2 h 2 ) yi yi 1 2

ne
16
1
yi 1 ( 2 h 2 ) yi yi 1
8

33 1
yi yi yi

.
1 1
16 8

pz
yi 1 2.0625 yi yi 1 0.125 ----------------------------(2)
Step3:
The boundary conditions are y0=0, y4=1
1
h= gives
x0=0 ee x1= 1 x2= 1 x3= 3 x4=1 4
4 2 4
y0=0 y1=? y2=? y3=? y4=1
ad
Step4
Put i=1, 2, 3 we get the following equations
2.0625 y1 y21 0.125 ----------------------------(3)
y1 2.0625 y2 y3 0.125 ----------------------------(4)
y2 2.0625 y3 0.875 ----------------------------(5)
.p

Solving these three equations we get

y1=0.0451 y2=0.2183 y3=0.5301
---------------------------------------------------------------------------------------------------------
1 2
w

2. Solve the equation y”(x) –x y(x)=0 where xi=0, , ,given that y(0)+y’(0)=1 and y(1)=1.
3 3
Solution:
Step1:
w

Put y”(x), y(x),x by yi " , yi , xi respectively

i.e, yi " xi yi 0 -------------------(1)
Step2:
w

yi 1 2 yi yi 1
substitute the formula y" ( x)
h2
y 2 yi yi 1
(1) becomes i 1 xi yi 0
h2

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1
yi 1 2 xi yi yi 1 0 ---------------------------(2)
9
Step3:
The conditions are y(0)+y’(0)=1 and y(1)=1

t
x0=0 x1= 1 x2= 2 x3=1
3 3

ne
y0=? y1=? y2=? y3=1

Putting i=0, 1, 2 we get

y 1 2 y0 y1 0 -------------------------------(3)
55

.
y0 y1 y2 0 -------------------------------(4)
27

pz
56
y1 y2 y3 0 -------------------------------(5)
27
Step4:
To solve the above equations we need the values of y-1 and y3
we have y3=1ee
So now we have to find the value of y-1 by using the condition y(0)+y’(0)=1
y(0)+y’(0)=1 y0 y0' 1
y1 y 1 yi 1 yi 1
y0 1 [put i=0 in yi' ]
2h 2h
1
ad
put h= we get
3
2 y0 3 y1 2
y1 -----------------------------------------(6)
3
substitute (6) in (3),
2 y0 3 y1 1 -----------------------------------------(7)
.p

55
y0 y1 y2 0 -----------------------------------------(8)
27
56
y1 y2 1 0 -------------------------------------------(9)
w

27
Solving the above three equations we get
y0=-0.9880 y1=-0.3253 y2=0.3253
w

-----------------------------------------------------------------------------------------------------------
Classification of second order PDE

The most general linear pde of second order can be written as

w

2 2 2
u u u u u
A 2 B C 2 D E Fu 0 ------------------------(1)
x x y y x y
where A, B, C, D, E, F are in general functions of x and y.
Equation (1) is said to be
 Elliptic if B2-4AC<0
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 hyperbolic if B2-4AC>0
 Parabolic if B2-4AC=0
Note:
 The same differential equation may be elliptic in one region, parabolic in another region
and hyperbolic in some other region.
Examples

t
ne
Elliptic Parabolic Hyperbolic
1. uxx+uyy=0 (Laplace 1 1
Equation) uxx= 2
ut (One dimensional uxx= 2
utt (One dimensional
2. uxx+uyy=f(x, y) (Poisson heat equation) wave equation)
Equation)

.
Problems based on the classification of 2nd order PDE

pz
1. Classify uxx+4uxy+(x2+4y2)+uyy=sin(x+y)
Solution:
A = 1, B = 4, C = x2+4y2
B2-4AC=4[4-x2-4y2]
x2 y2 x2 y2
The equation is elliptic if 4-x2-4y2<0
ee 1 (outside the ellipse 1)
4 1 4 1
x2 y2 x2 y2
Parabolic 4-x2-4y2=0 1 (on the ellipse 1)
4 1 4 1
x2 y2 x2 y2
Hyperbolic 4-x2-4y2>0 1 (inside the ellipse 1)
4 1 4 1
ad
------------------------------------------------------------------------------------------------------------
2. Classify (x+1)uxx-2(x+2)uxy+(x+3)uyy=0

Solution:
A =(x+1), B=-2(x+2), C=(x+3)
.p

B2-4AC=4>0
hyperbolic.
------------------------------------------------------------------------------------------------------------
w

One Dimensional Heat Equation

2
One dimensional heat equation is u 2 u
t x2
w

Classification: Parabolic
There are two types for finding the Finite difference solution of one dimensional heat
flow equation
1
w

(i) Bender-Schmidt Method(Explicit Method valid for 0 )

2
(ii) Crank-Nicholoson Method(Implicit Method)

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Bender-Schmidt Method(Explicit Method)
u
Coefficient of =a, xi=x0+ih and tj=t0+jk
t
Case 1: (If h is given and k is not given)
Assume that λ = ½
Find k, using the formula k= λah2

t
Using the given (i), (ii) and (iii) conditions fill the first row, first and last column of the table

ne
Next using the Bender-Schmidt recurrence relation,
1
ui , j 1 ui 1, j ui 1, j
2

.
pz
i.e,
ui-1,j a b ui+1,j

ee C ui,j+1 c
a b
2

Case 2: (If h and k are given)

ad
2
Find , using the formula k= λah
Using the given (i), (ii) and (iii) conditions fill the first row, first and last column of the table
Next using the Bender-Schmidt recurrence relation,
.p

ui , j 1 ui 1, j ui 1, j (1 2 )ui , j

Using the formula and tabulate the remaining rows.

w

Examples
1. Solve uxx=2ut when u(0, t) = u(4,t)=0 and with initial condition u(x, 0)=x(4-x) upto t=5
sec, assuming ∆x=h=1.
w

Solution:
u
Given: a=Coefficient of
w

t
a=2 ; h=1 and k is not given.
Assume that λ=½ k= λah2 = 1 2 1 =1
2
By the given conditions x=0, 1, 2, 3, 4 and t=0, 1, 2, 3, 4, 5

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Condition(i) u(0, t)=0 u(0, 0)=0, u(0, 1)=0, u(0, 2)=0, u(0, 3)=0, u(0, 4)=0, u(0, 5)=0
Condition(ii) u(4, t)=0 u(4, 0)=0, u(4, 1)=0, u(4, 2)=0, u(4, 3)=0, u(4, 4)=0, u(4, 5)=0
Condition(iii) u(x, 0)=x(4-x) u(1,0)=1(4-1)=3,
u(2,0)=2(4-2)=4,
u(3,0)=3(4-3)=3,

t
Bender-Schmidt recurrence relation,

ne
1
ui , j 1 ui 1, j ui 1, j
2
i.e,
ui-1,j a b ui+1,j

.
pz
C ui,j+1 a b
c
2
xi=x0+ih and tj=t0+jk
ee i 0 1 2 3 4
j x=0 x=1 x=2 x=3 x=4
0 t=0 0 3 4 3 0
1 t=1 0 2 3 2 0
2 t=2 0 1.5 2 1.5 0
3 t=3 0 1 1.5 1 0
ad
4 t=4 0 0.75 1 0.75 0
5 t=5 0 0.5 0.75 0.5 0
------------------------------------------------------------------------------------------------------------
2. Find the values of the function satisfying the pde 4uxx=ut and the boundary conditions
u(0, t) = u(8,t)=0 and u(x, 0)=4x - x2 for points x=0,1, 2, 3, 4, 5, 6, 7, 8, t= j , j=0,1, 2, 3,
.p

2 8
4, 5

Solution:
u
w

Given: a=Coefficient of t
a=¼ ; Here h and k is not given. Take h=1
Assume that λ=½ k= λah2 = 1 1 1 1
w

2 4 8
By the given conditions x=0,1, 2, 3, 4, 5, 6, 7, 8 and 1 2 3 4 5
t 0, , , , ,
8 8 8 8 8
Condition(i) u(0, t)=0 1 2 3 4 5
t
0, , , , ,
w

8 8 8 8 8
Condition(ii) u(8, t)=0 t 0, 1 , 2 , 3 , 4 , 5
8 8 8 8 8
2
Condition(iii) u(x, 0)=4x - x u(1,0)= 4- 1 =3.5, u(2,0)= 8 - 4 =6, u(3,0)= 12 - 9 =7.5,
2 2 2 2

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u(4,0)= 16 - 16 =8, u(5,0)= 20 - 25 =7.5, u(6,0)= 24 - 36 =6, u(7,0)= 28 - 49 =3.5.
2 2 2 2
Bender-Schmidt recurrence relation,
1
ui , j 1 ui 1, j ui 1, j
2
i.e,

t
ui-1,j a b ui+1,j

ne
ui , j 1 ui 1, j ui 1, j (1 2 )u i , j
ui , j 1 ui 1, j ui 1, j (1 2 )u i , j
C ui,j+1 a b
c

.
2
xi=x0+ih and tj=t0+jk

pz
i 0 1 2 3 4 5 6 7 8
j x=0 x=1 x=2 x=3 x=4 x=5 x=6 x=7 x=8
0 t=0 0 3.5 6 7.5 8 7.5 6 3.5 0
1 t= 1 0 3 5.5 7 7.5 7 5.5 3 0
ee 8
2 t= 2 0 2.75 5 6.5 7 6.5 5 2.75 0
8
3 t= 3 0 2.5 4.625 6 6.5 6 4.625 2.5 0
8
4 t= 4 0 2.3125 4.25 5.5625 6 5.5625 4.25 2.3125 0
8
ad
5 t= 5 0 2.125 3.9875 5.125 5.5625 5.125 3.9875 2.125 0
8

------------------------------------------------------------------------------------------------------------
3. Solve uxx=ut when u(0, t) =0, u(4, t) =0 with initial boundary condition u(x, 0) = x(4-x),
1
.p

h= 1, k= upto t=1 sec.

4
Solution:
u
Given: a=Coefficient of t
w

1
a=1 ; Here h and k are given. Take h=1, k=
4
kh2 1
=
w

a 4
1
This is in the interval 0
2
w

So we use Bender-Schmidt method

Formula:
ui , j 1 ui 1, j ui 1, j (1 2 )ui , j

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1 1
put =
1 ui , j 1 ui 1, j ui 1, j ui , j
4 4 2

t
ne
ui-1,j ui,j ui+1,j
b c d

.
pz
a 1 1
ui,j+1 a b d c
4 2

ee
j
i

0 t=0
1 1
0
0
0
x=0 x=1
3
2.5
1

4
3.5
2
x=2
3
2.5
3
x=3
0
0
4
x=4 boundary condition

t=
4
ad
2 1 0 2.125 3 2.125 0
t=
2
3 3 0 1.8125 2.5625 1.8125 0
t=
4
4 t=1 0 1.5468 2.1875 1.5468 0 boundary condition
.p

boundary condition boundary condition

w
w
w

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Crank-Nicholson’s Method(Implicit Method)

Formula
Case(1) (h is given and k is not given)
k
Assume =1 where find k using this formula
ah 2

t
ne
1
ui , j 1 ui 1, j 1 ui 1, j 1 ui 1, j ui 1, j
4

ui-1,j ui+1,j

.
d e

pz
ui-1,j+1
ee b a
ui,j+1
c

ui+1,j+1

1
ad
a= (b c d e)
4
using the formula and tabulate the values

Case(2) (h and k are given)

.p

k
Find the value of using the formula
ah 2
Formula:
w

(2 2)ui , j 1 ui 1, j 1 ui 1, j 1 ui 1, j ui 1, j (2 2 )ui , j

Using the formula and tabulate the values.

w

Problems based on Crank- Nicholson Method

1. Solve uxx=2ut when u(0, t) = u(4,t)=0 and with initial condition u(x, 0)=x(4-x) assuming
∆x=h=1 and compute u for one time step.
w

Solution:
Here h is given and k is not given.
=1. k= ah2=2

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Formula
1
ui , j ui 1, j 1 ui 1, j 1 ui 1, j ui 1, j
1
4
we have to find u11, u21, u31
put j=0,
1

t
ui ,1 ui 1,1 ui 1,1 ui 1,0 ui 1,0
4

ne
put i=1, 2, 3 we get the following equations
4u11-4u21=4; -u11+4u21-u31=6; 0u11-u21+4u31=4 respectively.
We solve these equations we get the solution
u11=1.571, u21=2.2857, u31=1.571

.
pz
i 0 1 2 3 4
j x=0 x=1 x=2 x=3 x=4
0 t=0 0 3 4 3 0
1 t=2 0 1.571 2.2857 1.571 0

ee
One dimensional wave equation
One dimensional wave equation is uxx=
1
2
utt
There are two types
ad
Type1:

Subject to the boundary conditions u(0, t) =0, u(l, t) =0 and the initial condition u(x,0)=f(x) and
ut(x, 0)=0.

Type2:
.p

Subject to the boundary conditions u(0, t) =0, u(l, t) =0 and the initial condition u(x,0)=0 and ut(x, 0)=
f(x)
w

Formula

2
ui , j 1 21 a 2 ui , j 2
a 2 ui 1, j ui 1, j ui , j 1 -------------------------(1)
w

k
where .
h

This formula is the explicit scheme for the wave equation.

w

h
If k the equation (1) takes the form
a
ui, j 1 ui 1, j ui 1, j ui, j 1

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ui,j-1
d

t
ui-1,j b ui,j ui+1,j c

ne
ui,j+1 a a=b+c-d

.
pz
1
and ut(x, 0)=0 ui ,1ui 1,0 ui 1, 0 which gives the values of u at the first time step in terms
2
of the values of u at time t =0.
This is used to solve the type 1
ee
Suppose the problem is given in type2
We write ut(x, 0)=f(x) as ut(x, 0)=f(ih) and substitute in the formula
ui, j 1 ui, j 1
f (ih) for j =0
2k
ad
And then find the value of u11, u21, u31.
The values of Remaining rows are same as type1
-----------------------------------------------------------------------------------------------

Problems based on one dimensional wave equation

.p

1. Find the nodal values of the equation 16uxx=utt taking ∆x=1 given that u(0, t) =0,
u(5,t)=0, ut(x, 0)=0 and u(x, 0)=x2(5-x) and upto one half of the period of vibration.
Solution:
w

1
One dimensional wave equation is uxx= 2 utt a=4.
u(5, t)=0 l=5
w

2l 5
Period of vibration is = =2.5
a 2
Half period of vibration =1.25
h 1
w

∆x=1 h=1. Since k is not given we choose k k

a 4

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Formula:
ui, j 1 ui 1, j ui 1, j ui, j 1 ----------------------------(1)
Conditions
1 1 3 5 1 1 3 5
u(0,t)=0 for t=0, , , ,1, u(5,t)=0 for t=0, , , ,1,
4 2 4 4 4 2 4 4

t
2
u(x,0) = x (5-x) u(1,0)=4, u(2,0)=12, u(3,0)=18,u(4, 0)=16
ui, j 1 ui, j 1

ne
ut(x, 0) =0 0 for j=0
2k
u i ,1 u i , 1 we find the values of the second using this formula
ui-1,j b c ui+1,j

.
pz
a b c
ui, j+1 a
2
The remaining rows obtained by the following formula
ee ui,j-1
d

ui-1,j b ui,j ui+1,j c

ad

a
.p

ui,j+1 a=b+c-d

The values of u at the time steps

i 0 1 2 3 4 5
w

j x=0 x=1 x=2 x=3 x=4 x=5

0 t=0 0 4 12 18 16 0
1 t= 1 0 6 11 14 9 0
4
w

2 t= 1 0 7 8 2 -2 0
2
3 t= 3 0 2 -2 -8 -7 0
4
w

4 t=1 0 -9 -14 -11 -10 0

5 t= 5 0 -16 -22 -32 -18 0
4

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2. Solve uxx=utt,0<x<2, t>0 subject u(x,0)=0, ut(x, 0)=100(2x-x2), u(0, t) =0, u(2,t)=0.
Choosing h=½, compute u for 4 time steps.
Solution
h 1
Here h=½ and a = 1. We choose k k
a 2
The simplest explicit scheme is given by

t
ne
ui, j 1 ui 1, j ui 1, j ui, j 1 --------------------------------(1)
The boundary conditions are
1 3
u(0,t)=0 for t=0, , 1, , 2
2 2
1 3

.
u(5,t)=0 for t=0, , 1, , 2
2 2

pz
1 3
u(x,0) = 0 for x =0, , 1, , 2
2 2

ui, j ui, j
ut(x, 0)=100(2x-x2)
1 1
ee 100 (2ih i 2 h 2 ) for j =0
2k
i2
Here h=k=½ u i ,1 u i , 1 100 i for i=1, 2, 3.
4
i2
ui , 1 u i ,1 100 i for i=1, 2, 3. ---------------------------(2)
4
ad
From (1) we get ui ,1 ui 1, 0 ui 1,0 ui , 1
Sub (2) in (1) we get
ui 1,0 ui 1,0 i2
ui ,1 50 i for i =1, 2, 3.
2 4
.p

But u i , 0 0, i
i2
ui ,1 50 i
for i =1, 2, 3
4
w

So we have u11=37.5, u21=50, u31=37.5

i 0 1 2 3 4
w

j x=0 x= 1 x=1 x= 3 x=2

2 2
0 t=0 0 0 0 0 0
1 t= 1 0 37.5 50 37.5 0
w

2
2 t=1 0 50 75 50 0
3 t= 3 0 37.5 50 37.5 0
2
4 t=2 0 0 0 0 0
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Two dimensional Laplace Equation
2
Laplace equation is u=uxx+uyy=0

Standard Five Point Formula(SFPF)

1

t
ui , j ui 1, j ui 1, j ui , j 1 ui , j 1
4

ne
ui,j-1

ui-1,j ui,j ui+1,j

.
ui,j+1

pz
Diagonal Five Point Formula(DFPF)
1
ui , j ui 1, j ui 1, j ui , j 1 ui , j 1
4
ee
ui-1,j+1 ui+1,j+1
ad
ui,j

ui-1,j-1
ui+1,j-1
.p

Liebmann’s Iteration Process

b13 b12 b11 b10 b9

w

u1 u2 u3
b14 b8
u4 u5 u6
b15 b7
w

u7 u8 u9
b16 b6
w

b1 b2 b3 b4 b5

We compute the initial values of u1, u2, …,u9 by using SFPF and DFPF. First we compute u5 by
SFPF.
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1
u5 b7 b15 b11 b3
4
We compute u1, u3, u7, u9 by using DFPF

1 1
u1 b1 u 5 b3 b15 u3 u5 b5 b3 b11

t
4 4
1 1

ne
u7 b13 u 5 b15 b11 u9 b7 b11 u5 b9
4 4
Finally we compute u2,u4,u6,u8 using SFPF

1 1
u2 b3 u 5 u1 u3 u4 u1 u 7 b15 u5
4 4

.
1 1

pz
u6 u3 u9 u5 b7 u8 b11 u5 u 7 u9
4 4

These initial values are called rough values.

After that we use only SFPF method
Once all the values are computed their accuracy can be improved by Gauss-Seidal method.
ee
The Gauss-Seidal formula is given by
1 ( n 1)
ui(,nj 1) ui 1, j u in 1, j u in, j 1 ui(,nj 11)
4
ad
.p
w
w
w

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