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MA8491 NUMERICAL METHODS

MA8491 NUMERICAL METHODS LTPC

3104
OBJECTIVES:
This course aims at providing the necessary basic concepts of a few numerical methods and
give procedures for solving numerically different kinds of problems occurring in engineering
and technology
UNIT I SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS 10+3
Solution of algebraic and transcendental equations - Fixed point iteration method – Newton
Raphson method- Solution of linear system of equations - Gauss elimination method – Pivoting -
Gauss Jordan method – Iterative methods of Gauss Jacobi and Gauss Seidel - Matrix Inversion by
Gauss Jordan method - Eigen values of a matrix by Power method.
UNIT II INTERPOLATION AND APPROXIMATION 8+3
Interpolation with unequal intervals - Lagrange's interpolation – Newton’s divided difference

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Interpolation – Cubic Splines - Interpolation with equal intervals - Newton’s forward and
backward difference formulae.
UNIT III NUMERICAL DIFFERENTIATION AND INTEGRATION 9+3

w.E
Approximation of derivatives using interpolation polynomials - Numerical integration using
Trapezoidal, Simpson’s 1/3 rule – Romberg’s method - Two point and three point Gaussian
Quadrature formulae – Evaluation of double integrals by Trapezoidal and Simpson’s 1/3 rules.

asy
UNIT IV INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIALEQUATIONS
9+3

En
Single Step methods - Taylor’s series method - Euler’s method - Modified Euler’s method –
Fourth order Runge-Kutta method for solving first order equations - Multi step methods - Milne’s

UNIT V
gin
and Adams-Bash forth predictor corrector methods for solving first order equations.
BOUNDARY VALUE PROBLEMS IN ORDINARY AND PARTIAL

eer
DIFFERENTIAL EQUATIONS 9+3
Finite difference methods for solving two-point linear boundary value problems - Finite difference
Techniques for the solution of two dimensional Laplace’s and Poisson’s equations on rectangular

ing
Domain – One dimensional heat flow equation by explicit and implicit (Crank Nicholson) methods
– One dimensional wave equation by explicit method.
TOTAL
OUTCOMES: .ne
(L:45+T:15): 60 PERIODS

The students will have a clear perception of the power of numerical techniques, ideas and
would be able to demonstrate the applications of these techniques to problems drawn from
industry, management and other engineering fields.
TEXT BOOKS:
t
1. Grewal. B.S., and Grewal. J.S.,"Numerical methods in Engineering and Science",
Khanna Publishers, 9th Edition, New Delhi, 2007.
2. Gerald. C. F., and Wheatley. P. O., "Applied Numerical Analysis", Pearson Education, Asia,
6th Edition, New Delhi, 2006.
REFERENCES:
1. Chapra. S.C., and Canale.R.P., "Numerical Methods for Engineers, Tata McGraw Hill,
5th Edition, New Delhi, 20072. Brian Bradie. "A friendly introduction to Numerical analysis",
Pearson Education, Asia,New Delhi, 2007.3. Sankara Rao. K., "Numerical methods for Scientists
and Engineers", Prentice Hall of IndiaPrivate, 3rd Edition, New Delhi, 2007.

Contents
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MA8491 NUMERICAL METHODS

UNIT – I Solution of Equations & Eigen Value Problems 7

1.1 Numerical solution of Non-Linear Equations 7

Method of false position 8

Newton Raphson Method 9

Iteration Method 11

1.2 System of Linear Equations 13

Gauss Elimination Method 14

ww Gauss Jordan Method

Gauss Jacobi Method

15

17

w.E
Gauss Seidel Method 19

1.3 Matrix Inversion

asy 20

En
Inversion by Gauss Jordan Method 21

1.4 Eigen Value of a Matrix 22

Von Mise`s power method gin 22

Tutorial Problems
eer 24

Question Bank
ing 26

UNIT- II Interpolation and approximation

.ne 30

2.1 Interpolation with Unequal Intervals

Lagrange`s Interpolation formula

30

31 t
Inverse Interpolation by Lagrange`s Interpolation Polynomial 32

2.2 Divided Differences-Newton Divided Difference Interpolation 34

Divided Differences 34

Newtons Divided Difference formula for unequal intervals 35

2.3 Interpolating with a cubic spline 37

Cubic spline interpolation 38

2.4 Interpolation with equals 40

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MA8491 NUMERICAL METHODS

Newtons` forward interpolation formula 41

Newtons` Backward interpolation formula 41

Tutorial Problems 44

Question Bank 46

UNIT- III Numerical Differentiation and Integration 50

3.1 Numerical Differentiation Derivatives using divided differences 50

Derivatives using finite Differences 51

ww Newton`s forward interpolation formula

Newton`s Backward interpolation formula

51

51

w.E
3.2 Numerical integration 53

Trapezoidal Rule
asy 53

En
Simpson`s 1/3 Rule 54

Simpson`s 3/8 Rule 55

Romberg`s intergration gin 56

3.3 Gaussian quadrature

eer 58

Two Point Gaussian formula & Three Point Gaussian formula

ing 59

3.4 Double integrals

.ne 60

Trapezoidal Rule & Simpson`s Rule

Tutorial Problems
61

65 t
Question Bank 66

UNIT – IV Numerical solution of Ordinary Differential Equation 67

4.1 Taylor`s Series Method 67

Power Series Solution 67

Pointwise Solution 68

Taylor series method for Simultaneous first order

Differential equations 70
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MA8491 NUMERICAL METHODS

4.2 Euler Methods 72

Euler Method 73

Modified Euler Method 74

4.3 Runge – Kutta Method 74

Fourth order Runge-kutta Method 75

Runge-Kutta Method for second order differential equations 76

4.4 Multi-step Methods 78

ww Milne`s Method

Adam`s Method
79

80

w.E
Tutorial Problems 84

UNIT – V
asy
Boundary Value Problems in ODE & PDE 87

En
5.1 Solution of Boundary Value Problems in ODE 87

5.2 Solution of Laplace Equation and Poisson Equation 90

gin
Solution of Laplace Equation – Leibmann`s iteration process 91

Solution of Poisson Equation

eer 92

5.3 Solution of One Dimensional Heat Equation

ing 95

Bender-Schmidt Method
.ne 96

Crank- Nicholson Method

5.4 Solution of One Dimensional Wave Equation

97

99 t
Tutorial Problems 101

Question Bank 106

Previous year University Question paper 107

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MA8491 NUMERICAL METHODS

CHAPTER -1

SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS

1.1 Numerical solution of Non-Linear equations

Introduction
The problem of solving the equation is of great importance in science and Engineering.
In this section, we deal with the various methods which give a solution for the equation

Solution of Algebraic and transcendental equations

The equation of the form f(x) =0 are called algebraic equations if f(x) is purely a
polynomial in x.For example: are algebraic equations .
If f(x) also contains trigonometric, logarithmic, exponential function etc. then the equation is known as

ww
transcendental equation.

Methods for solving the equation

w.E
The following result helps us to locate the interval in which the roots of
Method of false position.

asy
Iteration method
Newton-Raphson method

En
Method of False position (Or) Regula-Falsi method (Or) Linear interpolation method

gin
In bisection method the interval is always divided into half. If a function changes sign over
an interval, the function value at the mid-point is evaluated. In bisection method the interval from a to b into equal
intervals ,no account is taken of the magnitude of
insights is to join
eer
.An alternative method that exploits this graphical
by a straight line.The intersection of this line with the X-axis represents an
improved estimate of the root.The replacement of the curve by a straight line gives a “false position” of the root is

ing
the origin of the name ,method of false position ,or in Latin ,Regula falsi .It is also called the linear interpolation
method.

.ne
Problems

1. Find a real root of

to three decimal places.
t
that lies between 2 and 3 by the method of false position and correct

Sol:
Let

The root lies between 2.5 and 3.

The approximations are given by
af (b) bf (a)
x
f (b) f (a)

Iteration(r) a b xr f(xr)
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MA8491 NUMERICAL METHODS

1 2.5 3 2.9273 -0.2664

2 2.9273 3 2.9423 -0.0088
3 2.9423 3 2.9425 -0.0054
4 2.9425 3 2.9425 0.003

2. Obtain the real root of ,correct to four decimal places using the method of false position.

Sol:

Given
Taking logarithmic on both sides,
x log 10 x 2

ww f ( x) x log 10 x 2

w.E
The roots lies between 3.5 and 3.6
f (3.5) 0.0958 0 and f (3.6) 0.00027 0

The approximation are given by x

asy af (b) bf (a)
f (b) f (a)

Iteration(r) a b xr
En
f(xr)
1
2
3.5
3.5
3.6
3.5973
3.5973
3.5973
0.000015
0 gin
The required root is 3.5973 eer
Exercise: ing
1. Determine the real root of
Ans: 1.0499
correct to four decimal places by Regula-Falsi method.
.ne
2. Find the positive real root of
Ans: 1.8955
correct to four decimals by the method of False position . t
3.Solve the equation by Regula-Falsi method,correct to 4 decimal places.
Ans: 2.7984

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

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MA8491 NUMERICAL METHODS

This method starts with an initial approximation to the root of an equation, a better and closer
approximation to the root can be found by using an iterative process.

Derivation of Newton-Raphson formula

Let be the root of f (x) 0 and x 0 be an approximation to .If h x0

Then by the Tayor’s series

f ( xi )
xi 1 xi ,i=0,1,2,3,………
f ( xi )

ww
Note:
The error at any stage is proportional to the square of the error in the previous stage.
The order of convergence of the Newton-Raphson method is at least 2 or the convergence of N.R

w.E
method is Quadratic.

Problems
asy
places.
En
1.Using Newton’s method ,find the root between 0 and 1 of correct five decimal

Sol:
Given gin
f ( x) x3 6x 4 eer
f ( x) 3x 2 6
ing
.ne
By Newton-Raphson formula, we have approximation

f ( xi )

The initial approximation is x 0 0 .5

xi 1 xi
f ( xi )
,n 0,1,2,3.....
t
First approximation:
f ( x0 )
x1 x0 ,
f ( x0 )

1.125
0.5 ,
5.25
=0.71429
Second approximation:

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MA8491 NUMERICAL METHODS

f ( x1 )
x2 x1 ,
f ( x1 )

0.0787
0.71429 ,
4.4694
=0.7319

Third approximation
f ( x2 )
x3 x2 ,
f ( x2 )

0.0006

ww 0.73205

=0.73205
4.3923
,

w.E
Fourth approximation
x4 x3
f ( x3 )
,

asyf ( x3 )

0.73205
En
0.000003
4.3923
,

=0.73205
gin
The root is 0.73205, correct to five decimal places.
eer
ing
2. Find a real root of x=1/2+sinx near 1.5, correct to 3 decimal places by newton-Rapson method.
Sol:
1 .ne
Let
f ( x) x sin x

f ( x) 1 cos x
2

By Newton-Raphson formula, we have approximation

t
f ( xi )
xi 1 xi ,n 0,1,2,3.....
f ( xi )

sin x n 0.5 x n cos x n

xn 1 ,n 0,1,2,3,....
1 cos x n
Let x0 1.5 be the initial approximation

First approximation:
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MA8491 NUMERICAL METHODS

(1.5 sin(1.5) 0.5)

x1 1.5
1 cos1.5

(0.0025 )
1.5
(0.9293 )
=1.497

Second approximation:

( 0.00028)

ww x1 1.497
0.9263

w.E =1.497.

asy
The required root is 1.497

Exercise:
En
1. Find the real root of e x
places. gin
3x ,that lies between 1 and 2 by Newton’s method ,correct to 4 decimal

Ans:1.5121
eer
2.Use Newton-Raphson method to solve the equation 3x cos x 1 0
Ans:0.6071
ing
3.Find the double root of the equation x
Ans: 0.03226
3
x 2
x 1 0 by Newton’s method.
.ne
Iteration method (Or) Method of successive approximations(Or)Fixed point method t
For solving the equation f (x) 0 by iteration method, we start with an approximation
value of the root.The equation f (x) 0 is expressed as x (x) .The equation x (x) is called fixed
point equation.The iteration formula is given by x n 1 ( x n ), n 0,1,2,..... called fixed point iteration
formula.

Theorem(Fixed point theorem)

Let f (x) 0 be the given equation whose exact root is . The equation f (x) 0 be rewritten as
x (x) .Let I be the interval containing the root x . If (x) 1 for all x in I, then the sequence of
Approximation x1 , x 2 , x3 ,..... x n will converges to . ,If the initial starting value x 0 is chosen in I.

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MA8491 NUMERICAL METHODS

The order of convergence

Theorem
Let . be a root of the equation x g (x) .If g ( ) 0, g ( ) 0,....... g ( p 1) ( ) 0andg ( p ) ( ) 0
.then the convergence of iteration xi 1 g ( xi ) is of order p.

Note
The order of convergence in general is linear (i.e) =1

Problems

ww
1.Solve the equation x 3
places.
x2 1 0 or the positive root by iteration method ,correct to four decimal

Sol:
w.E
f ( x) x3 x2 1

f (0) asy
1 0andf (1) 1 0
The root lies between 0 and 1.
En
x3 x 2 1 0 x 2 (1 x) 1
1 gin
x
1 x
1 eer
The given equation can be expressed as ( x)
1 x
ing
1 .ne
( x)
2(1 x)

1
3
2
t
( x) 3
2
2(1 x)

1 1
(0) and (1) 1
2 4 2
1
( x) 3
2
2(1 x)

( x) 1 x (0,1)
Choosing x0 0.75 ,the successive approximations are
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MA8491 NUMERICAL METHODS

1
x1
1 0.75
=0.75593

x2 0.75465
x3 0.75463
x4 0.75487
x5 0.75488
x6 0.75488
Hence the root is 0.7549

ww
Exercise:
w.E
asy
1. Find the cube root of 15, correct to four decimal places, by iteration method

Ans: 2.4662

1.2 System of linear equation En

Introduction gin
eer
Many problems in Engineering and science needs the solution of a system of simultaneous linear

ing
equations .The solution of a system of simultaneous linear equations is obtained by the following two
types of methods

Direct methods (Gauss elimination and Gauss Jordan method)

.ne
Indirect methods or iterative methods (Gauss Jacobi and Gauss Seidel method)

(a) Direct methods are those in which t

The computation can be completed in a finite number of steps resulting in the exact
solution
The amount of computation involved can be specified in advance.
The method is independent of the accuracy desired.

(b) Iterative methods (self correcting methods) are which

Begin with an approximate solution and
Obtain an improved solution with each step of iteration
But would require an infinite number of steps to obtain an exact solution without
round-off errors
The accuracy of the solution depends on the number of iterations performed.

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MA8491 NUMERICAL METHODS

Simultaneous linear equations

The system of equations in n unknowns x1 , x 2 , x3 ,..... x n is given by

a11 x1 a12 x 2 .......... a1n x n b1

a 21 x1 a 22 x2 .......... a2n xn b2
…………………………………………………………

………………………………………………………….

………………………………………………………….

a n1 x1 an 2 x2 .......... a mn x n bn

ww
This can be written as AX B where A aij ;X
T
x1 , x2 , x3 ,.....xn ; B b1 , b2 , b3 ,.....bn
T

w.E n n

asy
This system of equations can be solved by using determinants (Cramer’s rule) or by means of matrices.

En
These involve tedious calculations. These are other methods to solve such equations .In this chapter we
will discuss four methods viz.
(i)
(ii)
Gauss –Elimination method
Gauss –Jordan method gin
(iii)
(iv)
Gauss-Jacobi method
Gauss seidel method
eer
 Gauss-Elimination method ing
This is an Elimination method and it reduces the given system of equation to an equivalent upper .ne
triangular system which can be solved by Back substitution.
Consider the system of equations

a11 x1 a12 x2 a13 x3 b1

t
a 21 x1 a 22 x2 a 23 x3 b2
a31 x1 a32 x 2 a33 x3 b3

Gauss-algorithm is explained below:

Step 1. Elimination of x1 from the second and third equations .If a11 0, the first equation is
used to eliminate x1 from the second and third equation. After elimination, the reduced system is

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MA8491 NUMERICAL METHODS

a11 x1 a12 x 2 a13 x3 b1

a 22 x 2 a 23 x3 b2
a32 x 2 a33 x3 b3

Step 2:
Elimination of x 2 from the third equation. If a 22 0, We eliminate x 2 from third equation and
the reduced upper triangular system is

a11 x1 a12 x 2 a13 x3 b1

ww a 22 x 2
a33 x3
a 23 x3
b3
b2

Step 3: w.E
From third equation x 3 is known. Using x 3 in the second equation x 2 is obtained. using both

asy
x 2 And x 3 in the first equation, the value of x1 is obtained.

En
Thus the elimination method, we start with the augmented matrix (A/B) of the given system and
transform it to (U/K) by eliminatory row operations. Finally the solution is obtained by back
substitution process.

Principle gin
( A / B) Gauss e lim ination
(U / K ) eer
2. Gauss –Jordan method ing
This method is a modification of Gauss-Elimination method. Here the elimination of unknowns is .ne
performed not only in the equations below but also in the equations above. The co-efficient matrix
A of the system AX=B is reduced into a diagonal or a unit matrix and the solution is obtained
directly without back substitution process.
t
Gauss Jordan
( A / B) ( D / K )or ( I / K )

Examples

1.Solve the equations 2 x y 4 z 12,8x 3 y 2 z 20,4 x 11y z 33 by (1)Gauss –Elimination

method (2) Gauss –Jordan method

Sol:

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MA8491 NUMERICAL METHODS

(i)Gauss-Elimination method

The given system is equivalent to AX B where

and

Principle. Reduce to

ww
w.E
asy
En
gin
eer
From this ,the equivalent upper triangular system of equations is
ing
2x y 4z 12

.ne
t
7 y 14 z 28
27z 27

z=1,y=2,x=3 By back substitution.

The solution is x=3,y=2,z=1

(ii)Gauss –Jordan method

Principle. Reduce to

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MA8491 NUMERICAL METHODS

ww
w.E
From this ,we have

y=2
z=1 asy
En
gin
eer
Exercise
ing
1. Solve the system by Gauss –Elimination method 5x
Ans: x= 39.3345;y=16.793;z=18.966
y 2z 142, x 3 y z
.ne
30,2 x y 3z 5.

2. Solve the equations x y z 9,2 x 3 y 4 z 13,3x 4 y 5z

method (2) Gauss –Jordan method
40 by (1) Gauss –Elimination t
Ans: x=1; y=3; z=5

Iterative method

These methods are used to solve a special of linear equations in which each equation must possess
one large coefficient and the large coefficient must be attached to a different unknown in that
equation.Further in each equation, the absolute value of the large coefficient of the unknown is greater
than the sum of the absolute values of the other coefficients of the other unknowns. Such type of
simultaneous linear equations can be solved by the following iterative methods.

Gauss-Jacobi method
Gauss seidel method
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MA8491 NUMERICAL METHODS

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

i.e., the co-efficient matrix is diagonally dominant.

Solving the given system for x,y,z (whose diagonals are the largest values),we have

1
x [d1 b1 y c 1 z ]
a1
1

ww y

1
b2
[d 2 a2 x c2 z]

w.E z
c3
[d 3 a 3 x b3 y ]

Gauss-Jacobi method
asy
En
If the rth iterates are x ( r ) , y ( r ) , z ( r ) ,then the iteration scheme for this method is
x (r 1) 1
a1
(d1 b1 y ( r ) c1 z ( r ) )
gin
y (r 1) 1
b2
(d 2 a2 x (r ) c2 z (r ) )
eer
z (r
1
1)

c3
(d 3 a3 x ( r ) b3 y ( r ) )
ing
The iteration is stopped when the values x, y, z start repeating with the desired degree of accuracy.
.ne
Gauss-Seidel method

This method is only a refinement of Gauss-Jacobi method .In this method ,once a new value for a
t
unknown is found ,it is used immediately for computing the new values of the unknowns.

If the rth iterates are, then the iteration scheme for this method is
1
x ( r 1) (d1 b1 y ( r ) c1 z ( r ) )
a1
1
y (r 1)
(d 2 a2 x (r 1)
c2 z (r ) )
b2
1
z (r 1)
(d 3 a 3 x ( r 1) b3 y ( r 1) )
c3
Hence finding the values of the unknowns, we use the latest available values on the R.H.S
The process of iteration is continued until the convergence is obtained with desired accuracy.
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MA8491 NUMERICAL METHODS

Conditions for convergence

Gauss-seidel method will converge if in each equation of the given system ,the absolute values o
the largest coefficient is greater than the absolute values of all the remaining coefficients
n
a ii a ij i 1,2,3......... n
j 1, j 1

This is the sufficient condition for convergence of both Gauss-Jacobi and Gauss-seidel iteration methods.

Rate of convergence

ww The rate of convergence of gauss-seidel method is roughly two times that of Gauss-Jacobi method.
Further the convergences in Gauss-Seidel method is very fast in gauss-Jacobi .Since the current values of
the unknowns are used immediately in each stage of iteration for getting the values of the unknowns.

Problems
w.E
asy
1.Solve by Gauss-Jacobi method, the following system
28x
Sol:
4y z 32, x 3 y 10z 24,2 x 17 y

En 4z 35

Rearranging the given system as

gin
28 x 4 y z 32
2 x 17 y 4 z 35 eer
x 3 y 10 z 24
ing
.ne
The coefficient matrix is

Solving for x,y,z ,we have

is diagonally dominant.
t

We start with initial values =

The successive iteration values are tabulated as follows

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MA8491 NUMERICAL METHODS

Iteration X Y Z
1 1.143 2.059 2.400
2 0.934 1.360 1.566
3 1.004 1.580 1.887
4 0.983 1.508 1.826
5 0.993 1.513 1.849
6 0.993 1.507 1.847
7 0.993 1.507 1.847

X=0.993;y=1.507;z=1.847

2.Solve by Gauss-Seidel method, the following system

ww
27 x
Sol:
6y z 85;6 x 15 y 2z 72, x y 54z 110

w.E
The given system is diagonally dominant.

Solving for x,y,z, we get

asy
En
gin
eer
ing
We start with initial values =
The successive iteration values are tabulated as follows
.ne
Iteration
1
2
X
3.148
2.432
Y
3.541
3.572
Z
1.913
1.926
t
3 2.426 3.573 1.926
4 2.425 3.573 1.926
5 2.425 3.573 1.926

X=2.425;y=3.573;z=1.926

Exercise:

1.Solve by Gauss-Seidel method, the following system

10 x 2 y z 9;2 x 30 y 2 z 44 , 2 x 3 y 10 z 22
Ans : x 0.89; y 1.341; z 2.780
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MA8491 NUMERICAL METHODS

2.Solve by Gauss-Seidel method and Gauss-Jacobi method, the following system

30 x 2 y 3z 75;2 x 2 y 18 z 30 , x 17 y 2 z 48
Ans : (i ) x 1.321; y 1.522 ; z 3.541(ii) x 2.580 ; y 2.798 ; z 1.069

1.3 Matrix inversion

Introduction

A square matrix whose determinant value is not zero is called a non-singular matrix. Every non-
singular square matrix has an inverse matrix. In this chapter we shall find the inverse of the non-singular
square matrix A of order three. If X is the inverse of A,

ww
Then

w.E
Inversion by Gauss-Jordan method

asy
By Gauss Jordan method, the inverse matrix X is obtained by the following steps:

 Step 2: Reduce the matrix A in En

 Step 1: First consider the augmented matrix
to the identity matrix I by employing row transformations.

gin
The row transformations used in step 2 transform I to A-1

eer
Finally write the inverse matrix A-1.so the principle involved for finding A-1 is as shown below

ing
.ne
Note

The answer can be checked using the result

Problems
t
1.Find the inverse of by Gauss-Jordan method.

Sol:

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MA8491 NUMERICAL METHODS

Thus

Hence

ww
w.E
2.Find the inverse of by Gauss-Jordan method

asy
Exercise:
En
1. Find the inverse of
gin
by Gauss-Jordan method.

2.By Gauss-Jordan method ,find A if 1

eer
ing
1.4 Eigen value of a Matrix .ne
Introduction t
For every square matrix A, there is a scalar and a non-zero column vector X such that
AX X .Then the scalar is called an Eigen value of A and X, the corresponding Eigen vector. We
have studied earlier the computation of Eigen values and the Eigen vectors by means of analytical method.
In this chapter, we will discuss an iterative method to determine the largest Eigen value and the
corresponding Eigen vector.

Power method (Von Mise’s power method)

Power method is used to determine numerically largest Eigen value and the
corresponding Eigen vector of a matrix A

Working Procedure
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MA8491 NUMERICAL METHODS

(For a square matrix)

 Assume the initial vector

 Then find
 Normalize the vector to get a new vector
(i.e) is the largest component in magnitude of
 Repeat steps (2) and (3) till convergence is achieved.
 The convergence of mi and Xi will give the dominant Eigen value and the
Y
corresponding Eigen vector X Thus 1 lim k 1 i , i 0,1,2........n
Xk i
And is the required Eigen vector.

ww
Problems
w.E
asy
1.Use the power method to find the dominant value and the corresponding Eigen vector of

the matrix

En
Sol:
gin
Let
eer
1 X1 ing
.ne
2 X2
t
3 X3

4 X4

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MA8491 NUMERICAL METHODS

5 X5

Hence the dominant Eigen value is 15.97 and the corresponding Eigen vector is

2. Determine the dominant Eigen value and the corresponding Eigen vector of

Using power method.

ww
Exercise:

w.E
1. Find the dominant Eigen value and the corresponding Eigen vector of A Find

asy
also the other two Eigen values.

En
2. Find the dominant Eigen value of the corresponding Eigen vector of

gin
By power method. Hence find the other Eigen value also.

eer
ing
Tutorial problems .ne
1. Determine the real root of xe x
Ans:1.0499
Tutorial 1
3 correct tot four decimal places by Regula falsi method.

2. Solve the equation xtanx=-1 by Regula falsi method ,correct to 4 decimal places
t
Ans:2.7984
3. Find by Newton’s method , the real root of x log 10 x 1.2 correct to 4 decimal places
Ans:2.7406
4. Find the double root of the equation x 3 x 2 x 1 0 by Newton’s method.
Ans:x=1
5. Solve x 1 tan 1 x by iteration method ,starting with x0 2
Ans:2.1323

Tutorial 2
1.Solve the following system by Gauss-elimination method

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MA8491 NUMERICAL METHODS

5x1 x2 x3 x4 4; x1 7 x2 x3 x4 12; x1 x2 6 x3 x4 5; x1 x2 x3 4 x4 6
Ans : x1 1, x2 2, x3 1, x4 2
2.Solve the system of equation x 2 y z 8,2 x 3 y 4 z 20,4 x y 2 z 12 by Gauss-Jordan
method
Ans:x=1,y=2,z=3.
3.Solve the following equations 10x 2 y z 9,2 x 30 y 2 z 44, 2 x 3 y 10z 22
By Gauss-Seidel method.
4.Solve by Gauss Jacobi method ,the following
28x 4 y z 32, x 3 y 10z 24,2 x y 4z 35
Ans:x=0.993,y=1.07,z=1.847.
5.Solve the following equations
13 x1 5 x2 3x 3 x4 18,2 x1 12 x2 3x 3 4 x4 30 ,3x1 4 x2 10 x 3 x4 29 ,2 x1 x2 3x 3 9 x4 31

ww
By Gauss-Seidel method.

Ans: x1
w.E
0.58, x2 3.482 , x 3 3.703 , x4 4.163

asy Tutorial 3

En
1.Find the inverse of using Gauss-Jordan method.

Ans:
gin
2.By Gauss-Jordan method ,find A-1 if eer
Ans: ing
.ne
3.Determine the dominant Eigen value and the corresponding Eigen vector of
t
using power method.
Ans:[0.062,1,0.062]T

4.Find the smallest Eigen value and the corresponding Eigen vector of

using power method.

Ans:[0.707,1,0.707]T
5.Find the dominant Eigen value and the corresponding Eigen vector of by power
method.Hence find the other Eigen value also .
Ans:λ=2.381

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MA8491 NUMERICAL METHODS

QUESTION BANK

PART A

1. What is the order of convergence of Newton-Raphson methods if the multiplicity of the root is
one.
Sol:
Order of convergence of N.R method is 2

2. Derive Newton’s algorithm for finding the pth root of a number N.

Sol:
If x= N 1/p ,
Then xp-N = 0 is the equation to be solved.
Let f(x) = xp-N, f’(x) = px p-1

ww By N.R rule, if xr is the r th iterate

Xr+1 = xr -

w.E = xr -

asy
=
En
=
gin
3. What is the rate of convergence in N.R method?
eer
ing
Sol:
The rate of convergence in N.R method is of order 2

4. Define round off error.

Sol: .ne
The round off error is the quantity R which must be added to the finite representation of a
computed number in order to make it the true representation of that number.

5. State the principle used in Gauss-Jordan method.

t
Sol:
Coefficient matrix is transformed into diagonal matrix.
6. Compare Gaussian elimination method and Gauss- Jordan method.
Sol:
Gaussian elimination method Gauss- Jordan method
1 Coefficient matrix is transformed into Coefficient matrix is transformed
upper triangular matrix into diagonal matrix
2 Direct method Direct method
3 We obtain the solution by back No need of back substitution method
substitution method

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MA8491 NUMERICAL METHODS

7. Determine the largest eigen value and the corresponding eigen value vector of the matrix
correct to two decimal places using power method.
Sol:
AX1 = = =2 = 2X2
AX2 = = =2 = 2X3
This shows that the largest eigen value = 2
The corresponding eigen value =

8. Write the Descartes rule of signs

Sol:

ww 1) An equation f (x) = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial f (x) .

w.E
2)An equation f (x) = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial f (x) .

asy
9. Write a sufficient condition for Gauss seidel method to converge .(or)
State a sufficient condition for Gauss Jacobi method to converge.
Sol:

En
The process of iteration by Gauss seidel method will converge if in each equation of the
system the absolute value of the largest coefficient is greater than the sum of the
absolute values of the remaining coefficients.
gin
eer
10. State the order of convergence and convergence condition for NR method?
Sol:
The order of convergence is 2
Condition of convergence is
ing
11. Compare Gauss Seidel and Gauss elimination method?
Sol: .ne
1.
Gauss Jacobi method Gauss seidel method
Convergence method is The rate of convergence of
t
slow Gauss Seidel method is
2. roughly twice that of Gauss
3. Direct method Jacobi.
Condition for Indirect method
convergence is the Condition for convergence is
coefficient matrix the coefficient matrix
diagonally dominant diagonally dominant

12) Is the iteration method a self correcting method always?

Sol:
In general iteration is a self correcting method since the round off error is smaller.
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MA8491 NUMERICAL METHODS

13) If g(x) is continuous in [a , b] then under what condition the iterative method x = g(x) has a
unique solution in [a , b].
Sol:
Let x = r be a root of x = g(x) .Let I = [a , b] be the given interval combining the
point x = r. if g′(x) for all x in I, the sequence of approximation x0 , x 1,......x nwill
converge to the root r, provided that the initial approximation x0 is chosen in r.

14) When would we not use N-R method

. Sol:
If x1 is the exact root and x0 is its approximate value of the equation
f (x) = 0.we know that x 1= x0 –
If
ww is small, the error will be large and the computation of the root by
this, method will be a slow process or may even be impossible.
Hence the method should not be used in cases where the graph of the function when it

w.E
crosses the x axis is nearly horizontal.

Sol:
Xn+1 = xn –
asy
15) Write the iterative formula of NR method.

En Part B
gin
1.Using Gauss Jordan method, find the inverse of the matrix
eer
2.Apply Gauss-seidel method to solve the equations ing
20x+y-2z=17: 3x+20y-z=-18: 2x-3y+20z=25.
.ne
t
3.Find a positive root of 3x- log 10 X =6, using fixed point iteration method.

4.Determine the largest eigen value and the corresponding eigen vector of the matrix

with (1 0 0)T as the initial vector by power method.

5.Find the smallest positive root of the equation x = sin x correct to 3 decimal places using
Newton-Raphson method.

6.Find all the eigen value and eigen vectors of the matrix using Jacobi method.

7.Solve by Gauss-seidel iterative procedure the system 8x-3y-2z=20: 6x+3y+12z=35: 4x+11y-

z=33.

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MA8491 NUMERICAL METHODS

8.Find the largest eigen value of by using Power method.

9.Find a real root of the equation x3+x2-1=0 by iteration method.

10.Using Newton’s method, find the real root of x log 10 X=1.2 correct to five decimal places.

11.Apply Gauss elimination method to find the solution of the following system :
2x+3y-z=5: 4x+4y-3z=3: 2x-3y+2z=2.

12.Find an iterative formula to find , where N is a positive number and hence find

ww
13.Solve the following system of equations by Gauss-Jacobi method:
27x+6y-z=85:x+y+54z=110: 6x+15y+2z=35.

w.E
14.Find the Newton’s iterative formula to calculate the reciprocal of N and hence find the value of
.

asy
15.Apply Gauss-Jordan method to find the solution of the following system:
10x+y+z=12: 2x+10y+z=13: x+y+5z=7.

En
gin
eer
ing
.ne
t

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MA8491 NUMERICAL METHODS

CHAPTER 2

INTERPOLATION AND APPROXIMATION

2.1 Interpolation with Unequal intervals

Introduction

Interpolation is a process of estimating the value of a function at ana

intermediate point when its value are known only at certain specified points.It is based on the
following assumptions:

(i) Given equation is a polynomial or it can be represented by a polynomial with a

ww (ii)
good degree of approximation.
Function should vary in such a way that either it its increasing or decreasing in the
given range without sudden jumps or falls of functional values in the given interval.

w.E We shall discuss the concept of interpolation from a set of tabulated values
of when the values of x are given intervals or at unequal intervals

asy
.First we consider interpolation with unequal intervals.

En
Lagrange’s Interpolation formula
gin
eer
ing
This is called the Lagrange’s formula for Interpolation. .ne
Problems t
1. Using Lagrange’s interpolation formula, find the value of y corresponding to x=10
from the following data

X 5 6 9 11
Y 12 13 14 16

Sol:

Given

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MA8491 NUMERICAL METHODS

By Lagrange’s interpolation formula

Using x=10 and the given data,

y (10) =14.67

ww
2. Using Lagrange’s interpolation formula, find the value of y corresponding to x=6 from the
following data

Sol:
X
Y w.E 3
168
7
120
9
72
10
63

Given asy
En
By Lagrange’s interpolation formula
gin
eer
ing
Using x=6 and the given data, y(6)=147 .ne
3.Apply Lagrange’s formula to find f(5),given that f(1)=2,f(2)=4,f(3)=8 and f(7)=128

Sol:
t
Given

By Lagrange’s interpolation formula

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MA8491 NUMERICAL METHODS

Using x=5 and the given data, y(5)=32.93

Exercise

1.Find the polynomial degree 3 fitting the following data

X -1 0 2 3
Y -2 -1 1 4

Ans:

ww
2.Given

Ans:
w.E
Inverse Interpolation by Lagrange’s interpolating polynomial

asy
Lagrange’s interpolation formula can be used find a value of x corresponding to a given y which

En
is not in the table. The process of finding such of x is called inverse interpolation.

gin
If x is the dependent variable and y is the independent variable, we can write a formula for
x as a function of y.

The Lagrange’s interpolation formula for inverse interpolation is

eer
ing
.ne
t
Problems

1.Apply Lagrange’s formula inversely to obtain the root of the equation

Given that

Sol:

Given that

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MA8491 NUMERICAL METHODS

To find x such that

Applying Lagrange’s interpolation formula inversely ,we get

=0.8225

x ww
2.Given data

3 5 7 9 11
y
w.E
6 24
Find the value of x corresponding to y=100.
58 108 174

Sol:
asy
Given that

En
gin
eer
ing
.ne
Using the given data and y=100, we get
t
X=8.656

The value of x corresponding to y=100 is 8.656

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MA8491 NUMERICAL METHODS

2.2 Divided Difference –Newton Divided Difference Interpolation Formula

Introduction

If the values of x are given at unequal intervals, it is convenient to introduce the idea of
divided differences. The divided difference are the differences of y=f(x) defined, taking into
consideration the changes in the values of the argument .Using divided differences of the function
y=f(x),we establish Newton’s divided difference interpolation formula, which is used for
interpolation which the values of x are at unequal intervals and also for fitting an approximate
curve for the given data.

ww
Divided difference
Let the function assume the values
Corresponding to the arguments x1 , x 2 , x3 ,..... xn

w.E need to be equal.

respectively, where the intervals

Definitions
asy
The first divided difference of f(x) for the arguments is defined by

En
It is also denoted by [
Similarly for arguments
]
gin and so on.

eer
The second divided differences of f(x) for three arguments x 0 , x1 , x 2
Is defined as

ing
The third divided difference of f(x) for the four arguments x0 , x1 , x 2 , x3
Is defined as .ne
And so on .
t

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MA8491 NUMERICAL METHODS

Representation by Divided difference table

Arguments Entry First Divided difference Second D-D Third D-D

ww
w.E
asy
En
Properties of divided difference
gin
 The operator is linear. eer
 The divided differences are symmetrical in all their arguments.

ing
 The n divided differences of a polynomial of nth degree are constants.
th

Problems
.ne
1.If

Sol:
find the divided difference
t

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MA8491 NUMERICAL METHODS

2.Find the third differences with arguments 2,4,9,10 for the function

ww
Newton’s Divided difference Formula (Or) Newton’s Interpolation Formula for unequal

w.E
intervals

asy
En
gin
Problems
eer
1.Find the polynomial equation
Sol: ing
passing through(-1,3),(0,-6),(3,39),(6,822),(7,1611)

x
Given data
-1 0 3 6 7
.ne
y 3 -6 39 822 1611
The divided difference table is given as follows
t
-1 3
-9
0 -6 6
15 5
3 39 41 1
261 13
6 822 132
789
7 1611

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MA8491 NUMERICAL METHODS

By Newton’s formula,

Is the required polynomial.

ww
2. Given the data

x
f(x) 2
0
w.E 1
3
2
12
5
147

Ans: f(3)=35 asy

Find the form of the function .Hence find f(3).

En
gin
2.3 Interpolating with a cubic spline-cubic spline Interpolation
eer
i=0, 1, 2, 3….n where a= x1
ing
We consider the problem of interpolation between given data points (xi, yi),

x2 x3 ..... xn b

.ne
by means of a smooth polynomial curve.
By means of method of least squares, we can fit a polynomial but it is appropriate.”Spline fitting”
is the new technique recently developed to fit a smooth curve passing he given set of points.

Definition of Cubic spline

t
A cubic spline s(x) is defined by the following properties.

 S(xi)=yi,i=0,1,2,…..n
 S(x),s’(x),s”(x) are continuous on [a,b]
 S(x) is a cubic polynomial in each sub-interval(xi,xi+1),i=0,1,2,3…..n=1

Conditions for fitting spline fit

The conditions for a cubic spline fit are that we pass a set of cubic through the
points, using a new cubic in each interval. Further it is required both the slope and the curvature be
the same for the pair of cubic that join at each point.
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MA8491 NUMERICAL METHODS

Natural cubic spline

A cubic spline s(x) such that s(x) is linear in the intervals ( , x1 )and ( x n , )
i.e. s1=0 and sn=0 is called a natural cubic spline
where s1 =second derivative at ( x1 , y1 )
s n Second derivative at ( x n , y n )
Note

The three alternative choices used are

s1 0 and s n 0 i.e. the end cubics approach linearity at their extremities.

s1 s2 ; sn sn i.e. the end cubics approaches parabolas at their extremities

ww
1

Take s1 as a linear extrapolation from s 2 and s3 andsn is a linear extrapolation from s n 1 andsn 2

.with the assumption, for a set of data that are fit by a single cubic equation their cubic

w.E
splines will all be this same cubic
For equal intervals ,we have hi 1 hi h ,the equation becomes

si 1 4si si 1
6
h2 asy
[ yi 1 2 yi yi 1 ] for i=1,2,3,….n-1

Problems En
1.Fit a natural cubic spline to the following data
gin
x
y
1
-8
2
-1
3
18 eer
And compute (i) y(1.5) (ii) y’(1)
ing
Solution
.ne
Here n=2 ,the given data ( x1 , y1 )

For cubic natural spline, s1 0 & s3

(1, 8), ( x 2 , y 2 ) (2, 1), ( x3 , y3 )

0 .The intervals are equally spaced.

(3,18 )
t
For equally spaced intervals,the relation on s1 , s 2 & s3 is given by

6
s1 4s 2 s3 [ y1 2 y2 y3 ] [ h 1]
12

s2 18

For the interval 1 x 2[ x1 x 2] ,the cubic spline is given by

y a1 ( x x1 ) 3 b1 ( x x1 ) 2 c1 ( x x1 ) d1
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MA8491 NUMERICAL METHODS

The values of a1 , b1 , c1 , d1 are given by

s2 s1 s1 2s1 s2 [ hi 1]
a1 , b1 , c1 ( y2 y1 ) ( ), d1 y1
6 2 6

a1 3, b1 0, c1 4, d1 8

The cubic spline for the interval 1 x 2 is

s( x) 3( x 1) 3 4( x 14 ) 8
45
y (1.5) s (1.5)

ww 8

The first derivative of s(x) is given by

s ( xi )
h1
6
(2si w.E si 1 )
1
hi
( yi 1 yi )

1 asy
Taking i=1, s (1)
6
(2s1 s2 ) ( y2

En
y1 ) [ hi 1]

s (1) 4
gin
y (1) 4

eer
We note that the tabulated function is y

45
x3
ing
9 and hence the actual values of y(1.5) and y (1)

are respectively
8
and 3.
.ne
2.The following values of x and y are given ,obtain the natural cubic spline which agree with
y(x) at the set of data points t
x 2 3 4
y 11 49 123
Hence compute (i) y(2.5) and (ii) y (2)

Exercise:

1.Fit the following data by a cubic spline curve

x 0 1 2 3 4
y -8 -7 0 19 56
Using the end condition that s1 & s 5 are linear extrapolations.

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MA8491 NUMERICAL METHODS

20
2.Fit a natural cubic spline to f ( x) on the interval [-2,-1].Use five equispaced points of
1 5x 2
the function at x=-2(1)2.hence find y(1.5).

2.4 Interpolation with equal intervals

(Newton’s Forward and Backward Difference formulas)

Introduction

If a function y=f(x) is not known explicitly the value of y can be obtained when s set of

ww
values of x i , y i i=1,2,3….n are known by using methods based on the principles of finite
differences ,provided the function y=f(x) is continuous.
Assume that we have a table of values x i , y i i=1,2,3….n of any function, the values of x being
equally spaced, i.e., xi
w.E x0 ih, i 0,1,2,.... n

Forward differences
asy
If y 0 , y1 , y 2 ,...... y n denote a set of values of y,then the first forward differences of y=f(x)
are defined by y 0 y1 y 0 ; y1 y 2 y1 ;......... . y n
Where is called the forward difference operator. En 1 yn yn 1

Backward differences gin

The differences y1 y1 ,……….. y n y n 1 are called first backward
y0 , y 2
differences and they are denoted by y n 2.9 y1 y1 y 0 ; y 2 y 2 y1 ;......... . y n y n y n 1 eer
Where is called the backward difference operator.In similar way second, third and higher order
backward differences are defined. ing
2
y2 y2 y1 ; 2 y 3 y3 y 2 ;......... . 2 y 4 y4 y 3 .......
.ne
t
3 2 2 3 2 2
y3 y3 y2 ; y4 y4 y 3 and so on.

Fundamental Finite Difference operators

Forward Difference operator ( y0 y1 y0 )

If =f(x) then y f ( x h) f ( x)
Where h is the interval of differencing

Backward Difference operator ( y1 y1 y0 )

The operator is defined by f ( x) f ( x) f (x h)

Shift operator
The shift operator is defined by Ey r yr 1

i.e the effect of E is to shift functional value y r to the next value y r 1 .Also E 2 y r yr 2

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MA8491 NUMERICAL METHODS

In general E n y r y n r
The relation between and E is given by
E 1(or ) E 1
Also the relation between and E-1 is given by
1
1 E

Newton’s Forward Interpolation formula

Let y=f(x) be a function which takes the values y 0 , y1 , y 2 ,...... y n corresponding to
x0 , x1 , x 2 ,...... x n
the values where the values of x are equally spaced.
x x0 ih, i 0,1,2,......., n
i.e. i

ww yp y0 p y0
p ( p 1)
2!
2
y0
p( p 1)( p 2)
3!
. ..........

p
x
h
x0
w.E
This formula is called Newton-Gregory forward interpolation formula.

asy
Newton’s Backward Interpolation formula
En
This formula is used for interpolating a value of y for given x near the end of a table

gin
of values .Let y 0 , y1 , y 2 ,...... y n be the values of y =f(x) for x x0 , x1 , x 2 ,...... x n where
xi x0 ih, i 0,1,2,......., n

y( xn ph) y n p y n
p( p 1) 2
yn
p( p 1)( p 2) 3
eer
y n ......

p
x xn
2! 3!

ing
.ne
h
This formula is called Newton Backward interpolation formula.
We can also use this formula to extrapolate the values of y, a short distance ahead of yn.

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MA8491 NUMERICAL METHODS

Problems

1.Using Newton’s Forward interpolation formula ,find f(1.02) from the following data

X 1.0 1.1 1.2 1.3 1.4

F(x) 0.841 0.891 0.932 0.964 0.985
Sol:

Forward difference table:

x y f (x) y 2
y 3
y

1.0 0.841

ww 1.1 0.891
0.050

0.041
-0.009
0
1.2

1.3
w.E 0.932

0.964
0.032
-0.009

-0.011
-0.002

1.4 0.985 asy 0.021

En
2 gin
y0 0.841, y0 0.050 , y0 0.009
eer
Let x0

p
1.0 & x 1.02
x x0 ing
p
h
0.2
.ne
By Newton’s Forward interpolation formula,
y (1.02) y 0 p y 0
=0.852
p( p 1) 2
2!
y 0 ......... t
y(1.02) =0.852

2.Using Newton’s Forward interpolation formula, find the value of sin52 given that
sin 45 0 0.7071 , sin 50 0 0.7660 , sin 55 0 0.8192 , sin 60 0 0.8660 . Ans:0.7880

3.Using Newton’s Backward interpolation formula, find y when x=27,from the following data

x 10 15 20 25 30
y 35.4 32.2 29.1 26.0 23.1

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MA8491 NUMERICAL METHODS

Sol:

Backward difference table

x y y 2
y 3
y 4
y

10 35.4
-3.2
15 32.2 0.1
-3.1 -0.1
20 29.1 0 0.3
-3.1 0.2
25 26.0 0.2

ww 30 23.1
-2.9

Here x n 30 , y n
w.E 23 .1, y n 2 .9 2
yn 0.2, 3
yn 0.2 , 4
yn 0.3

By Newton’s backward interpolation formula,

asy
y( xn ph) yn p yn
p( p 1)
2!
2
yn
En
p( p 1)( p 2)
3!
3
yn ......

Here x=27, p
x xn
gin
p 0.6
h

eer
y(27)=24.8 ing
4.Find the cubic polynomial which takes the value y(0)=1,y(1)=0,y(2)=1,y(3)=10.Hence or
.ne
otherwise ,obtain y(4).Ans:y(4)=33

Exercise:
1.Given the data
t
x 0 1 2 3 4
y 2 3 12 35 78
Find the cubic function of x,using Newton’s backward interpolation formula.

Ans: y ( x) x3 x2 x 2

2.Using Newton’s Gregory backward formula, find e 1.9

from the following data

x 1.00 1.25 1.50 1.75 2.00

x
e 0.3679 0.2865 0.2231 0.1738 0.1353

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MA8491 NUMERICAL METHODS

1.9
Ans: e =0.1496

3.Estimate exp(1.85) from the following table using Newton’s Forward interpolation formula

x 1.7 1.8 1.9 2.0 2.1 2.2 2.3

x
e 5.474 6.050 6.686 7.839 8.166 9.025 9.974

Ans:6.3601

4.Find the polynomial which passes through the points (7,3)(8,1)(9,1)(10,9)using Newton’s
interpolation formula.

ww Tutorial Problems

Tutorial 1

w.E
1.Apply Lagrange’s formula inversely to obtain the root of the equation f(x)=0,given that
f(0)=-4,f(1)=1,f(3)=29,f(4)=52.
Ans: 0.8225
asy
2.Using Lagrange’s formula of interpolation ,find y(9.5) given the data
X
Y
7
3
8
1
9
1
10
9 En
Ans: 3.625
gin
3 7 9 10 eer
3.Use Lagrange’s formula to find the value of y at x=6 from the following data
x
y
Ans: 147
168 120 72 63
ing
4.If log(300)=2.4771,log(304)=2.4829,log(305)=2.4843,log(307)=2.4871find log(301)
.ne
Ans: 2.8746

5. Given u 0
Ans:9
6, u1 9, u 3 33, u 7 15 ..Find u 2 t

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MA8491 NUMERICAL METHODS

Tutorial 2

1.Given the data

x 0 1 2 5
F(x) 2 3 12 147
Find the form of the function. Hence find f(3).Ans:35

2.Find f(x) as a polynomial in powers of(x-5) given the following table

X 0 2 3 4 7 9
Y 4 26 58 112 466 922
Ans: f ( x) ( x 5) 3 17 ( x 5) 2 98 ( x 5) 194

ww
3.from the following table,find f(5)
X
F(x)
0
1
1
4
3
88
6
1309
Ans:676
w.E
4.Fit the following data by a cubic spline curve
X
Y
0
-8
1
-7
2
0 asy3
19
4
56

En
Using the end condition that s1 and s5 are linear extrapolations.
Ans:-8

5.Given the data gin

X
Y
1
0.5
2 3
0.333 0.25
4
0.20 eer
Find y(2.5) using cubic spline function.
Ans:0.2829 ing
Tutorial 3
1.from the following table,find the number of students who obtained less than 45 marks
.ne
Marks
No of students
Ans:48
30-40
31
40-50
42
50-60
51
60-70
35 31
t
70-80

2.Find tan(0.26) from the following valuesof tanx for 0.10 x 0.30
X 0.10 0.15 0.20 0.25 0.30
Tanx 0.1003 0.1511 0.2027 0.2553 03093
Ans:0.2662

3.Using newton’s interpolation formula find (i) y when x=48 (ii) y when x=84 from the following
data
X 40 50 60 70 80 90
Y 184 204 226 250 276 304
Ans:199.84,286.96

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MA8491 NUMERICAL METHODS

4.Find the value of f(22) and f(42) from the following data
X 20 25 30 35 40 45
F(x) 354 332 291 260 231 204
Ans:352,219

5.Estimate sin 380 from the following data given below

x 0 10 20 30 40
sinx 0 0.1736 0.3240 0.5000 0.6428
Ans:12.7696

ww Question Bank

1. State the Lagrange’s interpolation formula.

Part A

Sol:
w.E
Let y = f(x) be a function which takes the values y0, y1,……yn corresponding to
x=x0,x1,……xn
asy
Then Lagrange’s interpolation formula is

En
gin
Y = f(x) = yo

+ y1
eer
+ ………+ yn
ing
2. What is the assumption we make when Lagrange’s formula is used?
Sol: .ne
Lagrange’s interpolation formula can be used whether the values of x, the independent
variable are equally spaced or not whether the difference of y become smaller or not. t
3. When Newton’s backward interpolation formula is used.
Sol:
The formula is used mainly to interpolate the values of y near the end of a set of tabular
values and also for extrapolation the values of y a short distance ahead of y0

4. What are the errors in Trapezoidal rule of numerical integration?

Sol:
The error in the Trapezoidal rule is
E< y”

5. Why Simpson’s one third rule is called a closed formula?

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MA8491 NUMERICAL METHODS

Sol:
Since the end point ordinates y0 and yn are included in the Simpson’s 1/3 rule, it is called
closed formula.

6. What are the advantages of Lagrange’s formula over Newton’s formula?

Sol:
The forward and backward interpolation formulae of Newton can be used only when the
values of theindependent variable x are equally spaced and can also be used when the differences
of the dependent variable y become smaller ultimately. But Lagrange’s interpolation formula can
be used whether the values of x, the independent variable are equally spaced or not and whether
the difference of y become smaller or not.

ww
7. When do we apply Lagrange’s interpolation?
Sol:
Lagrange’s interpolation formula can be used when the values of “x” are equally spaced or

w.E
not. It is mainly used when the values are unevenly spaced.

8. When do we apply Lagrange’s interpolation?

Sol:
asy
Lagrange’s interpolation formula can be used when the values of “x” are equally spaced or

En
not. It is mainly used when the values are unevenly spaced.

gin
9. What are the disadvantages in practice in applying Lagrange’s interpolation formula?
Sol:

eer
1. It takes time.
2. It is laborious

10. When Newton’s backward interpolation formula is used.

Sol: ing
values. .ne
The formula is used mainly to interpolate the values of ‘y’ near the end of a set of tabular

11. When Newton’s forward interpolation formula is used.

Sol:
The formula is used mainly to interpolate the values of ‘y’ near the beginnig of a set of
t
tabular values.

12. When do we use Newton’s divided differences formula?

Sol: This is used when the data are unequally spaced.

13. Write Forward difference operator.

Sol:
Let y = f (x) be a function of x and let of the values of y. corresponding to
of the values of x. Here, the independent variable (or argument), x
proceeds at equally spaced intervals and h (constant),the difference between two consecutive
values of x is called the interval of differencing. Now the forward difference operator is defined as

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MA8491 NUMERICAL METHODS

=
=
......................
=

These are called first differences.

14.Write Backward difference

operator. Sol:
The backward difference operator is defined
as =
For n=0,1,2 …
=

ww
………………….
=
=

w.E
These are called first differences
Part B

asy
1.Using Newton’s divided difference formula, find f(x) from the following data and hence find
f(4).

x 0 1 2 En 5
f(x)
.
2 3 12 147
gin
2.Find the cubic polynomial which takes the following values: eer
x 0 1 2 3
ing
f(x) 1 2 1
3.The following values of x and y are given:
10
.ne
x
f(x)
1
1
2
2
3
5
4
11
Find the cubic splines and evaluate y(1.5) and y’(3).
t
4.Find the rate of growth of the population in 1941 and 1971 from the table below.

Year X 1931 1941 1951 1961 1971

Population 40.62 60.8 79.95 103.56 132.65
Y
5.Derive Newton’s backward difference formula by using operator method.

6.Using Lagrange’s interpolation formula find a polynomial which passes the points
(0,-12),(1,0),(3,6),(4,12).

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MA8491 NUMERICAL METHODS

7.Using Newton’s divided difference formula determine f(3) from the data:

x 0 1 2 4 5
f(x) 1 14 15 5 6
8.Obtain the cubic spline approximation for the function y=f(x) from the following data, given that
y0” = y3”=0.

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

ww
9.The following table gives the values of density of saturated water for various temperatures of
saturated steam.

C
Density hg/m3
w.E
Temperature 0 100

958
150

917
200

865
250

799
300

712

asy
Find by interpolation, the density when the temperature is 2750 .

En
10.Use Lagrange’s method to find log 10 656 , given that log 10 654 =2.8156,
log 10 658 =2.8182 , log 10 659 =2.8189 and log 10 661 =2.8202.

gin
11.Find f’(x) at x=1.5 and x=4.0 from the following data using Newton’s formulae for
differentiation.

x 1.5 2.0 2.5 3.0 eer 3.5 4.0

Y=f(x) 3.375 7.0 13.625 24.0 38.875
ing 59.0
12.If f(0)=1,f(1)=2,f(2)=33 and f(3)=244. Find a cubic spline approximation, assuming
M(0)=M(3)=0.Also find f(2.5).
.ne
t
13.Fit a set of 2 cubic splines to a half ellipse described by f(x)= [25-4x2]1/2. Choose the three data
points (n=2) as (-2.5,0), (0,1.67) and (2.5 , 0) and use the free boundary conditions.

14.Find the value of y at x=21 and x=28 from the data given below

x 20 23 26 29
y 0.3420 0.3907 0.4384 0.4848
15. The population of a town is as follows:

x year 1941 1951 1961 1971 1981 1991

y population 20 24 29 36 46 51
(thousands)

Estimate the population increase during the period 1946 to1976.

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MA8491 NUMERICAL METHODS

CHAPTER 3

NUMERICAL DIFFERENTIATION AND INTEGRATION

Introduction

Numerical differentiation is the process of computing the value of

For some particular value of x from the given data (xi,yi), i=1, 2, 3…..n where y=f(x) is not known
explicitly. The interpolation to be used depends on the particular value of x which derivatives are
required. If the values of x are not equally spaced, we represent the function by Newton’s divided
difference formula and the derivatives are obtained. If the values of x are equally spaced, the
derivatives are calculated by using Newton’s Forward or backward interpolation formula. If the

ww
derivatives are required at a point near the beginning of the table, we use Newton’s Forward
interpolation formula and if the derivatives are required at a point near the end of table. We use

w.E
backward interpolation formula.

asy
3.1 Derivatives using divided differences

Principle
En
gin
First fit a polynomial for the given data using Newton’s divided difference interpolation
formula and compute the derivatives for a given x.

Problems eer
1.Compute f (3.5)andf (4) given that f(0)=2,f(1)=3;f(2)=12 and f(5)=147
ing
Sol:
.ne
Divided difference table

x f
1
2
f 1
3
f
t
0 2
1
1 3 4
9 1
2 12 9
45
5 147

Newton’s divided difference formula is

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MA8491 NUMERICAL METHODS

f ( x) f ( x0 ) ( x x 0 ) f ( x 0 , x1 ) ( x x 0 )( x x1 ) f ( x 0 , x1 , x 2 ) .......

Here x0 0; x1 1, ; x2 2, f ( x0 ) 2, f ( x0 , x1 ) =1, f ( x0 , x1 , x 2 ) 4; f ( x0 , x1 , x 2 , x3 ) 1

f ( x) x3 x2 x 2

f ( x) 3x 2 2x 1
f ( x) 6x 2

f (3.5) 42.75, f (4) 26.

2.Find the values f (5)andf (5) using the following data

x ww
F(x)
0
4
2
26
3
58
4
112
7
466
9
22
Ans: 98 and 34.
w.E
asy
3.1.1 Derivatives using Finite differences

Newton’s Forward difference Formula

dy 1 2
y0 3
y0 4
y0 En
dx
d2y
x x0 h
[ y0
2 3 4
.......]

gin
eer
1 2 3 11 4
[ y0 y0 y0 ........]
dx 2 x x0
h2 12
3
d y
dx 3
1
h3
[ 3
y0
3
2
4
y0 ..................]
ing
.ne
x x0

Newton’s Backward difference formula

dy
dx x xn
1
h
[ yn
2

2
yn 3

3
yn 4

4
yn
..........]
t
d2y 1 2 3 11 4
[ yn yn yn ..........
...]
dx 2 x xn
h2 12
3
d y 1 3 3 4
[ yn y n ..........
........]
dx 3 x xn
h3 2

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Problems

1.Find the first two derivatives of y at x=54 from the following data

x 50 51 52 53 54
y 3.6840 3.7083 3.7325 3.7563 3.7798
Sol:

Difference table

x y y 2
y 3
y 4
y

ww 50 3.6840
0.0244
51

52
w.E
3.7083

3.7325
0.0241
-0.0003

-0.0003
0
0

53 3.7563
0.0238
asy -0.0003
0

54 3.7798
0.0235

En
gin
By Newton’s Backward difference formula
eer
dy
dx x xn
1
h
[ yn
2

2
yn 3

3
yn 4

4
yn
..........
]
ing
Here h=1; y n =0.0235; 2
yn 0.0003 .ne
dy
dx x 54
0.02335
t
d2y 1 2 3 11 4
[ yn yn yn ............
dx 2 x 54
h2 12

=-0.0003

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MA8491 NUMERICAL METHODS

2.Find first and second derivatives of the function at the point x=12 from the following data

x 1 2 3 4 5
y 0 1 5 6 8
Sol:

Difference table

x y y 2
y 3
y 4
y
1 0

ww 2 1
1

4
3
-6
3

4
5

6
w.E 1
-3

1
4
10

5 8
2
asy
En
We shall use Newton’s forward formula to compute the derivatives since x=1.2 is at the gin
beginning.
eer
For non-tabular value x x0 ph ,we have
ing
dy
dx
1
h
[ y0
2p 1
2
2
y0
3p 2
6p 2
6
3
y0
2p 3 2
9 p 11 p 3
12
4
y0 .......
.ne
Here x 0 =1, h=1, x=1.2 t
x x0
p
h
p 0 .2

dy
1.773
dx x 1.2

d2y
14.17
dx 2 x 1.2

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Exercise:

1.Find the value of sec310 using the following data

x 31 32 33 34
Tanx 0.6008 0.6249 0.6494 0.6745

Ans:1.1718

2.Find the minimum value of y from the following table using numerical differentiation

x 0.60 0.65 0.70 0.75

y 0.6221 0.6155 0.6138 0.6170

ww
Ans: minimum y=0.6137

3.2 w.E
Numerical integration

asy
(Trapezoidal rule & Simpson’s rules, Romberg integration)
Introduction

En
The process of computing the value of a definite integral from a set of values
(xi,yi),i=0,1,2,….. Where x 0 =a; x n b of the function y=f(x) is called Numerical integration.

integrated between the limits a and b, the value gin

Here the function y is replaced by an interpolation formula involving finite differences and then
is found.

General Quadrature formula for equidistant ordinates eer

(Newton cote’s formula)
ing
On simplification we obtain
xn

ydx nh[ y 0
n
y0
n(2n 3) 2
y0
n(n 2) 2 3
y0 .......] .ne
x0
2 12
This is the general Quadrature formula
By putting n=1, Trapezoidal rule is obtained
24
t
By putting n=2, Simpson’s 1/3 rule is derived
By putting n=3, Simpson’s 3/8 rule is derived.

Note
The error in Trapezoidal rule is of order h2 and the total error E is given by y”( )
is the largest of y.

Simpson’s 1/3 rule

xn
h
ydx [( y 0 y n ) 4( y1 y3 y5 ...... y n 1 ) 2( y 2 y4 y6 ...... y n 2 )]
x0
3

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MA8491 NUMERICAL METHODS

Error in Simpson’s 1/3 rule

The Truncation error in Simpson’s 13 rule is of order h4 and the total error is given by
(b a) 4 iv
E h y ( x) wherey iv ( x) is the largest of the fourth derivatives.
180

Simpson’s 3/8 rule

xn
3h
ydx [( y 0 y n ) 3( y1 y2 y4 ......) 2( y3 y6 y9 ......)]
x0
8

Note
The Error of this formula is of order h5 and the dominant term in the error is given by

80 ww
3 5 iv
h y ( x)

w.E
Romberg’s integration

asy
A simple modification of the Trapezoidal rule can be used to find a better approximation to
the value of an integral. This is based on the fact that the truncation error of the Trapezoidal rule is
nearly proportional to h2.

I
2
I 1 h2 I 2 h1
2 2
2

En
h2 h1
gin
This value of I will be a better approximation than I1 or I2.This method is called Richardson’s

eer
deferred approach to the limit.
If h1=h and h2=h/2,then we get
h 4I 2 I1
I (h, )
2 3
ing
Problems
.ne
1.Evaluate sin xdx by dividing the interval into 8 strips using (i) Trapezoidal rule
0
(ii) Simpson’s 1/3 rule
Sol:
t
For 8 strips ,the values of y=sinx are tabulated as follows :

x 0 3 5 3 7
8 4 8 2 8 4 8
sinx 0 0.3827 0.7071 0.9239 1 0.9239 0.7071 0.3827 0

(i)Trapezoidal rule

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MA8491 NUMERICAL METHODS

sin xdx = [4(0.3827 0.7071 0.9239) 2]

0
16

=1.97425

(ii)Simpson’s 1/3 rule

sin xdx = [4(0.3827 0.23 0.923 03827) 2(0.7071 1 0.7071)]

0
24
=2.0003
1
dx

ww
2..Find
01 x2
by using Simpsons 1/3 and 3/8 rule. Hence obtain the approximate value of π
in each case.
Sol: w.E 1

asy
We divide the range (0,1) into six equal parts, each of size h=1/6.The values of
y
1 x2
at each
point of subdivision are as follows.
En
x
y
0
1
1/6
0.9730
2/6
0.9
3/6
0.8
4/6
gin
0.623
5/6
0.5902
1
0.5

By Simpson’s 1/3 rule, eer

1

01
dx
x 2
h
3
[( y0 y 6 ) 4( y1 y3 y5 ) 2( y 2 y 4 )]
ing
1
18
[1.5 4(2.3632) 2(1.5923)]
.ne
=0.7854
By Simpson’s 3/8 rule,
1
dx 3h
(1)
t
2
[( y 0 y 6 ) 3( y1 y 2 y 4 y5 ) 2 y3 ]
0 1 x 8
1
[1.5 3(3.1555) 1.6]
16
=0.7854 (2)
1
dx
(tan 1 x)10 tan 1 (1) tan 1 (0)
But 0 1 x 2

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From equation (1) and (2), we have ,

π=3.1416

Exercise
1.2
x2
1.Evaluate e dx using (i) Simpson’s 1/3 rule (ii) Simpson’s 3/8 rule ,taking h=0.2
0
Ans:
1.2 1.2
x2 x2
(i) e dx =0.80675 (ii) e dx =0.80674
0 0

ww
2. Evaluate cosxdx by dividing the interval into 8 strips using (i) Trapezoidal rule
0
(ii) Simpson’s 1/3 rule

Romberg’s method
w.E
Problems

1. Use Romberg’s method, to compute I

asy 1
dx

En 0
1 x
correct to 4 decimal places. Hence find

log e 2
Sol: gin
The value of I can be found by using Trapezoidal rule with=0.5, 0.25, 0.125
(i) h=0.5 the values of x and y are tabulated as below:
eer
y
x 0
1
0.5
0.6667
1
0.5 ing
Trapezoidal rule gives .ne
I
1
4
[1.5 2(0.6667 )]
t
=0.7084
(i) h=0.25, the tabulated values of x and y are as given below:
x 0 0.25 0.5 0.75 1
y 1 0.8 0.6667 0.5714 0.5

Trapezoidal rule gives

1
I [1.5 2(0.8 0.6667 0.5714)]
8
=0.6970

(ii) h=0.125 , , the tabulated values of x and y are as given below:

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MA8491 NUMERICAL METHODS

x 0 0.125 0.250 0.375 0.5 0.625 0.750 0.875 1

y 1 0.8889 0.8 0.7273 0.6667 0.6154 0.5714 0.5333 0.5

Trapezoidal rule gives,

1
I [1.5 2(0.8889 0.8 0.7273 0.6667 0.6154 0.5714 0.5333)]
16
=0.6941
We have approximations for I as I1=0.7084,I2=0.6970,I3=0.6941
Use Romberg’s method,the better approximation are caluculated as follws
I 2 I1
Using I I 2
3
h
I (h, ) 0.6932

ww
h h
I ( , ) 0.6931
2 4
2

h h
I (h, , ) 0.6931
2 4 w.E
By actual integration,

I
1
dx
asy
log e (1 x)10 log e 2
0
1 x
En
log e 2 =0.6931 gin
2.Use Romberg’s method ,evaluate sin xdx ,correct to four decimal places.
eer
ing
0
Ans:I=1.9990
Exercise:
1.Use Romberg’s method to compute correct to 4 decimal places.Hence find an
.ne
t
approximate value of
Ans:3.1416

3.3 Gaussian Quadrature

b
For evaluating the integral I f ( x)dx ,we derived some integration rules
a
which require the values of the function at equally spaced points of the interval. Gauss derived
formula which uses the same number of function values but with the different spacing gives better
accuracy.
1
Gauss’s formula is expressed in the form F (u)du w1 F (u1 ) w2 F (u 2 ) ...... wn F (u n )
1
n
= wi F (u i )
i 1

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MA8491 NUMERICAL METHODS

Where wi and u i are called the weights and abscissa respectively. In this formula, the abscissa
and weights are symmetrical with respect to the middle of the interval.
The one-point Gaussian Quadrature formula is given by
1
f ( x)dx 2 f (0) , which is exact for polynomials of degree upto 1.
1

Two point Gaussian formula

1
1 1
f ( x)dx [ f ( ) f ( )]
1
3 3

ww
And this is exact for polynomials of degree upto 3.

Three point Gaussian formula

1

1
f ( x)dx
8
9
f (0)
5
9 w.E
[f(
3
5
) f ( )]
5
3

asy
Which is exact for polynomials of degree upto 5

Note:
En
Number of
terms
Values of t Weighting
factor gin Valid upto
degree

T=
1
3
&
3
1
1&1 eer 3
2 -0.57735&
0.57735 ing
3 5
0.5555 .ne
t
3 0.7746 5
5 9
3 8
0.7746 0.8889
5 9
5
0.5555
9

Error terms
1 iv
The error in two –point Gaussian formula= f ( ) and the error in three point Gaussian
135
1
formula is= f vi ( )
15750
Note

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MA8491 NUMERICAL METHODS

b 1
The integral F (t )dt ,can be transformed into f ( x)dx by h line transformation
a 1
1 1
t (b a) x (b a)
2 2
Problems
1
dx
1.Evaluate by two point and three point Gaussian formula and compare with the
11 x2
exact value.

Sol:

By two –point Gaussian formula,

ww 1
1 1

w.E
f ( x)dx [ f ( ) f( )]
1
3 3

11
dx
x2
=1.5
asy
By three-point Gaussian formula
En
1
f ( x)dx
8
f (0)
5
[f(
3
) f(
3
)] gin
1
9 9 5 5

eer
ing
1
dx
=1.5833
11 x2

But exact value= 2

1
dx
2[tan 1 x]10 1.5708 .ne
2.Evaluate
1
x dx 2
01 x2

by using Gaussian three point formula

2
t
11 x4
Sol:
x 2 dx
Here f ( x)
1 x4
By three-point Gaussian formula
1
8 5 3 3
f ( x)dx f (0) [f( ) f( )] …………(1)
1
9 9 5 5

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MA8491 NUMERICAL METHODS

3 15
f( )
5 34

3 15
f( )
5 34

By equation (1),
1
8 5 3 3
f ( x)dx f (0) [f( ) f( )]
1
9 9 5 5

25

ww =
21

w.E
1
x 2 dx
=0.4902
11 x4

3.Use Gaussian two point formula ,to evaluate asy 2

dx
x
Sol:
a=1,b=2. En 1

The transformation is x
1
2
(b a)t
1
2
(b a) gin
t 3 eer
x
2
ing
2
dx
=
2dt
x 1 (t 3)2
1 1
dt
(t 3) .ne
t
1 1

By two –point Gaussian formula,

1
1 1
f ( x)dx [ f ( ) f( )]
1
3 3

1 1
=
1 1
3 3
3 3

=0.6923

Exercise

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MA8491 NUMERICAL METHODS

1. Obtain two point and three point Gaussian formula for the gauss-chebyshev Quadrature
1
f ( x)
formula, given by I dx
2
1 1 x

3
Ans: 1 0 ; x1
3 2
1
2. Find I xdx ,by Gaussian three point formula, correct to 4 decimal places.
0
Ans: 0.5
1
3. Evaluate I cosxdx using Gaussian two point and three point formula
1

ww
Ans: 1.6831
1
4. Evaluate I (1 x x 2 )dx using Gaussian here point formula. Ans: 8/3

3.4 w.E
Double integrals
1

asy
In this chapter we shall discuss the evaluation of
b d
f ( x, y )dxdy using

Trapezoidal and Simpson’s rule.

En a c

gin
The formulae for the evaluation of a double integral can be obtained by repeatedly applying the
Trapezoidal and simpson’s rules.

eer
y m xn

Consider the integral I f ( x, y )dxdy (1)

y0 x0

The integration in (1) can be obtained by successive application of any numerical integration
formula with respect to different variables. ing
Trapezoidal Rule for double integral
.ne
I
hk
4
[ f ( x0 , y 0 ) 2 f ( x0 , y1 ) f ( x0 , y 2 )]
2[ f ( x1 , y 0 ) 2 f ( x1 , y1 ) f ( x1 , y 2 )]
f ( x 2 , y 0 ) 2 f ( x 2 , y1 ) f ( x 2 , y 2 )
t
Simpson’s rule for double integral
The general expression for Simpson’s rule for the double integral (1) can
also be derived.
In particular, Simpson’s rule for the evaluation of
hk [ f ( xi 1 , y j 1 ) 4 f ( xi 1 , y j ) f ( x0i 1 , y j 1 )] 4[ f ( xi , yij 1 ) 4 f ( x j , y j ) f ( xi , y j 1 )]
I
9 f ( xi 1 , y j 1 ) 4 f ( xi 1 , y j ) f ( xi 1 , y j 1 )

Problems:

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MA8491 NUMERICAL METHODS

1 1
1. Evaluate I e x y dxdy using trapezoidal and Simpson’s rule
0 0
Sol:
Taking h=k=0.5
The table values of e x y
are given a follows

(x0) (x1) (x2)

y\x 0 0.5 1
0 1 1.6487 2.7183
0.5 1.6487 2.7183 4.4817
1 2.7183 4.4817 7.3891

ww
w.E
(i) Using Trapezoidal rule,we obtain
y 2 x2

I f ( x, y )dxdy where f ( x, y ) = e x y

asy
y0 x

[ f ( x0 , y 0 ) 2 f ( x0 , y1 ) f ( x0 , y 2 )]
hk
I
4
En
2[ f ( x1 , y 0 ) 2 f ( x1 , y1 ) f ( x1 , y 2 )]
f ( x 2 , y 0 ) 2 f ( x 2 , y1 ) f ( x 2 , y 2 )

(ii)
=3.0762
Using Simpson’s rule,we obtain gin
I
9 f ( x2 , y 0 ) 4 f ( x2 , y1 ) f ( x2 , y 2 )] eer
hk [ f ( x0 , y 0 ) 4 f ( x0 , y1 ) f ( x0 , y 2 )] 4 f ( x1 , y 0 ) 16 f ( x1 , y1 ) 4( x1 , y 2 )]

=2.9543
ing
1 1
dxdy .ne
2.Evaluate I

Sol:
0 0

Taking h=k=0.5
1 x y
by (i) Trapezoidal rule and (ii) Simpson’s rule with step sizes h=k=0.5
t
1
The table values of are given a follows
1 x y

(x0) (x1) (x2)

y\x 0 0.5 1
0 1 0.67 0.5
0.5 0.67 0.5 0.4
1 0.5 0.4 0.33

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MA8491 NUMERICAL METHODS

(i) Using Trapezoidal rule,we obtain

y 2 x2
1
I f ( x, y )dxdy where f ( x, y ) =
y0 x
1 x y
[ f ( x0 , y 0 ) 2 f ( x0 , y1 ) f ( x0 , y 2 )]
hk
I 2[ f ( x1 , y 0 ) 2 f ( x1 , y1 ) f ( x1 , y 2 )]
4
f ( x 2 , y 0 ) 2 f ( x 2 , y1 ) f ( x 2 , y 2 )
=0.5381

(i) Using Simpson’s rule,we obtain

hk [ f ( x0 , y 0 ) 4 f ( x0 , y1 ) f ( x0 , y 2 )] 4 f ( x1 , y 0 ) 16 f ( x1 , y1 ) 4( x1 , y 2 )]

ww I
9 f ( x2 , y 0 ) 4 f ( x2 , y1 ) f ( x2 , y 2 )]
=0.5247

Exercise
w.E
1. Compute I
1 1

asy
xydxdy with h=0.25 and k=0.5 using Simpson’s rule

En
0 0
Ans:I=0.25

gin
2 2
dxdy
2. Using Trapezoidal rule ,evaluate I taking four sub intervlas
1 1
x y
Ans:I=0.34065
eer
ing
.ne
t

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MA8491 NUMERICAL METHODS

Tutorial problems

Tutorial -1

1.Find the value of f (3) using divided differences, given data

x 0 1 4 5
F(x) 8 11 68 123
Ans:16
2.Find the first and second derivatives of the function at the point x=1.2 from the following data

X 1 2 3 4 5
Y 0 1 5 6 8

ww
Ans:14.17

3.A rod is rotating in a plane .The angle θ (in radians) through which the rod has turned for various

t 0
w.E
values of time t (seconds) are given below

0.2 0.4 0.6 0.8 1.0 1.2

θ 0 0.122
asy
0.493 1.123 2.022 3.220 4.666

En
Find the angular velocity and angular acceleration of the rod when t=06 seconds.

Ans:6.7275 radians/sec . 2
gin
eer
4.From the table given below ,for what value of x, y is minimum? Also find this value of y.

X
Y
3
0.205
4
0.240
5
0.25
6
0.262
7
0.250
8
0.224 ing
Ans:5.6875,0.2628

5.Find the first and second derivatives of y at x=500 from the following dat .ne
x
y
500
6.2146
510
6.2344
520
6.2538
530
6.2792
540
6.2196
550
6.3099
t
Ans:0.002000,-0.0000040

Tutorial -2
1
xdx
1.Evaluate by Simpson’s 1/3 rule with h=0.1
0
1 x
1
2.Evalute cos2 xdx with h=0.1 by Simpson’s 1/3 rule.
0
1
3.Apply Trapezoidal and Simpson’s rules ,to find 1 x 2 dx ,taking h=0.1.
0

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MA8491 NUMERICAL METHODS

6
dx
4.Evaluate by dividing the range into eight equal parts.
0
1 x
7
dx
5.Using Simpson’s rule ,find log e 7 approximately from the integral I
1
x

Tutorial -3
1
dx
1.Evaluate using Gaussian three point formula.
1 1 x2
1
2.Evaluate e x dx using three-term Gaussian Two-point Quadrature formula.

ww
3.Evaluate
0
1
dx
using Gaussian three point quadrature formula.

4. Evaluate
1
11 x4

w.E
cos 2 xdx
1 sin x
using Gaussian two point quadrature formula.

5.Evaluate
4
1

(x 2 asy
2 x)dx using Gaussian two point quadrature formula.
2

En
gin
Question Bank

Part A eer
1. State the disadvantages of Taylor series method.
ing
Sol:
In the differential equation = f(x,y) the function f(x,y) may have a complicated
.ne
algebraical structure. Then the evaluation of higher order derivatives may become tedious. This is
the demerit of this method.

2. Which is better Taylor’s method or R.K method?

t
Sol:
R.K methods do not require prior calculation of higher derivatives of y(x), as the Taylor
method does. Since the differential equations using in application are often complicated, the

calculation of derivatives may be difficult. Also R.K formulas involve the computations of
f(x,y) at various positions instead of derivatives and this function occurs in the given equation.

3. What is a predictor- collector method of solving a differential equation?

Sol:

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MA8491 NUMERICAL METHODS

predictor- collector methods are methods which require the values of y at xn, xn-1, xn-2,…
for computing the values of y at xn+1. We first use a formula to find the values of y at xn+1 and this
is known as a predictor formula. The value of y so get is improved or corrected by another formula
known as corrector formula.

4. Define a difference Quotient.

Sol:
A difference quotient is the quotient obtained by dividing the difference between two
values of a function, by the difference between the two corresponding values of the independent.
dy d 2 y
5. Write down the expression for & atx xn by Newton’s backward difference formula.
dx dx 2
6. State the formula for Simpson’s 3/8th rule.
7. Write Newton’s forward derivative formula.

ww
8.State the Romberg’s method integration formula fin the value of I
b
f ( x)dx using h and h/2.

w.E
a
9.Write down the Simpson’s 3/8 rule of integration given (n+1) data.
4
10.Evaluate f ( x)dx from the table by Simpson’s 3/8 rule.
1

asy
En Part B

1.Apply three point Gaussian quadrature formula to evaluategin .

eer
ing
2.Using Trapezoidal rule, evaluate numerically with h=0.2 along x-direction and
k=0.25 along y-direction.

3.Find the first and second derivative of the function tabulated below at x=0.6
.ne
x
y
0.4
1.5836
0.5
1.7974
4. Using Romberg’s method to compute
0.6
2.0442
0.7
2.3275
0.8
2.6511
dx correct to 4 decimal places.Also evaluate
t
the same integral using three –point Gauss quadrature formula. Comment on the
obtained values by comparing with exact value of the integral which is equal to .

5.Evaluate using Simpson’s rule by taking h= and k = .

6.Find and at x=51 from the following data.

x 50 60 70 80 90
y 19.96 36.65 58.81 77.21 94.61

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MA8491 NUMERICAL METHODS

7.Evaluate I= by dividing the range into ten equal parts,using

(i)Trapezoidal rule
(ii)Simpson’s one-third rule. Verify your answer with actual integration.

8. Find the first two derivatives of at x=50 and x=56, for the given table :
x 50 51 52 53 54 55 56
1/3
Y=x 3.6840 3.7084 3.7325 3.7325 3.7798 3.8030 3.8259

9.The velocities of a car running on a straight road at intervals of 2 minutes are given below:
Time(min) 0 2 4 6 8 10 12
Velocity(km/hr) 0 22 30 27 18 7 0
rd
Using Simpson’s 1/3 - rule find the distance covered by the car.

ww
10. Given the following data, find y’(6) and the maximum value of y (if it exists)

x
Y
0
4 w.E 2
26
3
58
4
112
7
466
9
922

asy
En
gin
eer
ing
.ne
t

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MA8491 NUMERICAL METHODS

Chapter 4

Numerical Solution of ordinary Differential equations

Taylor’s series method

Introduction

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

dry

ww
F ( x, y, y , y ,...... y (n ) ) 0 where y=y(x) and y ( r )
dx r
.The solution of this differential equation
involves n constants and these constants are determined with help of n conditions.

w.E
Single step methods

asy
In these methods we use information about the curve at one point and we do not
iterate the solution. The method involves more evaluation of the function. We will discuss the

En
Numerical solution by Taylor series method, Euler methods and Runge - Kutta methods all require
the information at a single point x=x0.

Multi step methods gin

eer
These methods required fewer evaluations of the functions to estimate the solution

ing
at a point and iteration are performed till sufficient accuracy is achieved. Estimation of error is
possible and the methods are called Predictor-corrector methods. In this type we mainly discuss
Milne’s and Adams-Bashforth method.
.ne
In the multi step method , to compute yn+1,we need the functional values yn,yn-1, yn-2 and yn-3.

4.1 Taylor Series method t

dy
Consider the first order differential equation f ( x, y), y( x0 ) y 0 ……(1)
dx

The solution of the above initial value problem is obtained in two types

 Power series solution

 Point wise solution

(i) Power series solution

+……. (2)

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MA8491 NUMERICAL METHODS

(r ) dry
Where y 0 at(
dx r

Using equation (1) the derivatives can be found by means of successive

differentiations .Expressions (2) gives the value for every value of x for which (2) converges.

(ii)Point wise solution

h
= + + + +…
1!

(r ) dry
Where y m at (
dx r

ww
Where m=0,1,2,…….

Problems:
w.E
asy
1. Using Taylor series method find y at x=0.1 if
dy
dx
= y-1,y(0)=1.

Solution:
En
gin
Given = y-1 and =0, =1,h=.1

Taylor series formula for is

= +
h
+ + +… eer
1!
ing
= y-1

=2xy+
=

+
=0-1=-1

=0+0=0 .ne
= + +2x =2 +4 + t
=2x +2y+ +2x =2(1)+4(0)(-1)+( )(0)

=2y+ 4x + =2

= +4 + + = +6 +

= +4x +4 + + 2x =6(-1)+6(0)(0)+(0)(2)

= + 6x + =-6

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MA8491 NUMERICAL METHODS

(1) =1+ (-1)+ (0)+ (2)+ +…

Y(0.1)=1-(0.1)+ +…

=1-0.1+0.00033-0.000025=0.900305

2. Find the Taylor series solution with three terms for the initial value
problem. = +y,y(1)=1.

Solution:

ww Given = +y, =1, =1.

= +y
w.E = + =1+1=2

=3 +
asy +

En
=3(1)+2

=5

=6x+ = + gin
=6(1)+5 eer
=11
ing
.ne
Taylor series formula

Y= +…….
t
=1+(x-1)(2)+ (5)+ (11)(app)

=1+2(x-1)+ +

Exercise:

1.Find y(0.2),y(0.4) given =x +1,y(0)=1

[Ans:-1.226,1.5421 ]

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MA8491 NUMERICAL METHODS

2.Find y(0.1) given = y-1,y(0)=1

[Ans:- 0.9003 ]

EULER’S METHOD:

Introduction

In Taylor’s series method, we obtain approximate solutions of the initial value problem

dy
f ( x, y ), y ( x0 ) y0 as a power series in x , and the solution can be used to compare y
dx

ww
numerically specified value x near x0.

i.e., yi
w.E
In Euler’s methods,we compute the values of y for xi

y ( xi ) where x x0 ih, i 1,2.....

x0 ih, i 1,2..... with a step h>0

Euler’s method asy

= +f ),n=0,1,2,3,……
En
Modified Euler’s method
To compute for gin
(i) yn 1
(1)
yn hf ( xn , yn )
eer
(ii) yn 1 yn
Error=O(h3)
h
2
[ f ( xn , y n ) f ( xn h, yn 1
(1)
) error n=0,1,2…..
ing
.ne
Note

In Euler method y n 1 yn y
t
Where y hf ( x0 , y0 )

f ( x0 , y0 ) slope f ( x0 , y0 ) .
Where at

In modified Euler’s method y n 1 yn y

,

Where y =h[average of the slopes at x0 and x1](Or)

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MA8491 NUMERICAL METHODS

dy
=h[average of the values of at the ends of the interval x 0 to x1 ]
dx

1.Using Euler’s method compute y in the range 0 .5 if y satisfies 3x+ ,y(0)=1.

Solution:

Here f(x,y) = 3x+ , =0, =1

By Euler’s method
= +f ),n=0,1,2,3,…… (1)
Choosing h=0.1, we compute the value of y using (1)
= +f ),n=0,1,2,3,……

ww = +hf( )=1+(0.1)[3(0)+
)=1.1+(0.1)[0.3+
] =1.1
] =1.251
w.E
= +hf(

= +hf( )=1.251+(0.1)[0.6+ ] =1.4675

= +hf( asy )=1.4675+(0.1)[0.9+ ] =1.7728
= +hf(
En
)=1.7728+(0.1)[1.2+ ] =2.2071
Exercise:
gin
1.Given that
dy
dx
x eer
y and y=1 when x=0,Find y when x=0.05,0.10 and 0.15 using modified

Euler method.
ing
Ans:
.ne
1.0525,1.1103,1.1736

2.Using Euler’s method,solve y x y xy, y(0) 1. Compute y(1.0) with h= 0.2 t

Ans:3.9778

MODIFIED EULER’S METHOD:

1. Given =-x , y(0)=2. Using Euler’s modified method, find y(0.2)in two steps of 0.1 each.

Solution:

Let = +h. here , and h=0.1

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MA8491 NUMERICAL METHODS

The value of y at x= is

By modified Euler method,

= hf(

f( f( ]

Here f(x,y) = -x

f( =- =0

ww
w.E
2+(0.1)(0)=2

asy
2+ [f(0,2)+f(0.1,2)]

=2+0.05[0+(-0.1)(4)]

1.98 En
Y(0.1)=1.98 gin
eer
To find y(0.2)
ing
.ne
=1.98 –(0.1)(0.1)(1.98)=1.9602

+ f( f( ]
t
=1.9602-(0.05)[(0.198)+(0.39204)]

Hence y(0.2)=1.9307

Runge-kutta method

The Taylor’s series method of solving differential equations numerically is restricted

because of the evaluation of the higher order derivatives.Runge-kutta methods of solving intial
value problems do not require the calculations of higher order derivatives and give greater

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MA8491 NUMERICAL METHODS

accuracy.The Runge-Kutta formula posses the advantage of requiring only the function values at
some selected points.These methods agree with Taylor series solutions upto the term in hr where r
is called the order of that method.

Fourth-order Runge-Kutta method

This only is commonly used for solving initial values problem

dy
f ( x, y), y( x0 ) y0
dx

Working rule

ww
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 ( xm , y m ) w.E
k2 hf ( xm
h
2
, ym
k1
2
)
asy
k3 hf ( xm
h
2
, ym
k2
2
)
En
k4 hf ( xm h, y m k 3 )
gin
Finally compute the increment
eer
ym 1 ym
1
6
[k1 2k 2 2k 3 k 4 ] where m=0,1,2……
ing
Problems
.ne
1. Obtain the value of y at x =0.2 if satisfies

method of fourth order.

dy
dx
x 2 y x, x0 0, y0 1 using Runge-kutta
t
Sol:

f ( x, y ) x 2 y x, x 0 0, y0 1
Here

x1 x0 h
Let

Choosing h=0.1,x1=0.1

Then by R-K fourth order method,

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MA8491 NUMERICAL METHODS

1
y1 y0 [k1 2k 2 2k 3 k 4 ]
6

k1 hf ( x0 , y0 ) 0
h k1
k2 hf ( x0 , y0 ) 0.00525
2 2
h k2
k3 hf ( x0 , y0 ) 0.00525
2 2
k4 hf ( x0 h, y0 k 3 ) 0.0110050

y(0.1)=1.0053

ww
To find y 2

1
y ( x2 ) where x2 x1 h Taking x2=0.2

y2 y1
6
w.E
[k1 2k 2 2k 3 k 4 ]

asy
k1 hf ( x1 , y1 ) 0.0110
h k
k2 hf ( x1 , y1 1 ) 0.01727

k3 hf ( x1
2
h
, y1
2
k2
) 0.01728 En
k4 hf ( x1
2 2
h, y1 k 3 ) 0.02409 gin
y(0.2)=1.0227
eer
ing
2.Apply Runge –kutta method to find an approximate value of y for x=0.2 in steps of 0.1 if
.ne
dy
dx

Sol:
x y 2 , y (0) 1 ,correct to four decimal places.
t
Here f(x,y)=x+y2,x0=0,y(0)=1

Then by R-K fourth order method,

1
y1 y0 [k1 2k 2 2k 3 k 4 ]
6

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MA8491 NUMERICAL METHODS

k1 hf ( x0 , y0 ) 0.1
h k1
k2 hf ( x0 , y0 ) 0.1152
2 2
h k2
k3 hf ( x0 , y0 ) 0.1168
2 2
k4 hf ( x0 h, y0 k 3 ) 0.1347

y(0.1)=1.1165

To find y 2 y ( x2 )

ww
where x2 x1 h Taking x2=0.2

y2 y1
1
6 w.E
[k1 2k 2 2k 3 k 4 ]

k1 hf ( x1 , y1 ) 0.1347
h k asy
k2 hf ( x1
2
, y1 1 ) 0.1151
2
En
gin
h k2
k3 hf ( x1 , y1 ) 0.1576
2 2

eer
k4 hf ( x1 h, y1 k3 ) 0.1823

y(0.2)=1.2736

Exercise: ing
1.Use Runge-kutta method to find when x=1.2 in steps of 0.1 ,given that
dy
x2 .ne
y 2 , y (1) 1.5

Ans:1.8955, 2.5043
dx
t
2.Solve y xy 1 for x=0.2(0.2)0.6 by Fourht order method,given that y=2 when x=0

Ans: 2.2431,2.5886, 3.0719

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MA8491 NUMERICAL METHODS

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 compulation of the function value at xn+1.A predictor is used to find the
value of y at xn+1 and then a corrector formula to improve the value of yn+1.

The following two methods are discussed in this chapter.

 Milne’s method
 Adam’s method.

ww
Milne’s Predictor-Corrector method

Milne’s predictor formula is

w.E
And the error =
45 asy
14 h 5 ( v )
y ( )

Where xn 3 xn 1
En
Milne’s corrector formula is
gin
eer
And the error =
h 5 (v)
90
y ( )
ing
Where xn 1 xn 1
.ne
t

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MA8491 NUMERICAL METHODS

Problems
1.Using Milne’s method ,compute y(0.8) given that
dy
1 y 2 , y(0) 1, y(0.2) 0.2027, y(0.4) 0.4228, y(0.6) 0.6841
dx

Sol:
We have the following table of values

X y Y’=1+y2

0 0 1.0

ww 0.2
0.4
0.6
0.2027
0.4228
0.6841
1.0411
1.1787
1.4681

w.E
asy
x0 0, x1 0.2, x2 0.4, x3 0.6
En
y0
y0
0, y1
1, y1
0.2027, y2
1.0411, y2
0.4228, y3
1.1787, y3
0.6841
1.4681 gin
eer
To find y(0.8)
x8 0.8 ,here h=0.2 ing
Milne’s predictor formula is .ne
=1.0239
where ).
t
=2.0480

Milne’s corrector formula is

where ).

=1.0294
y(0.8)=1.0294

2. Compute y(0.4) by Milne’s method ,given that y x y, y(0) 1 with h=0.1 use Taylor’s
method to find the starting values.

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MA8491 NUMERICAL METHODS

Ans:1.9816, 1.5774

Adams-bashforth Predictor and Adams-bashforth corrector formula.

Adams-bash forth predictor formula is

Adams –bash forth corrector formula is

where ).

ww
The error in these formulas are
251 5 iv
720
h f ( ) and
19 5 iv
720
h f ( )

w.E
asy
Problems
En
1.Given y
gin
y x 2 , y (0) 1, y (0.2) 1.2186 , y (0.4) 1.4682 , y (0.6) 1.7379 estimate y(0.8) by
Adam’s-Bashforth method.

Sol: eer
x0 0, x1 0.2, x2 0.4, x3 0.6 ing
y0 0, y1 1.2186, y2 1.4682, y3 1.7379
.ne
y0 1, y1 1.1782, y2

To find y 4 for x4
1.3082, y3

0.8 here h=0.2

1.3779
t
By Predictor formula,

=2.0146

y4 1.3746

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MA8491 NUMERICAL METHODS

=2.0145

y(0.8)=2.0145

2.Given y 1 y 2 , y (0) 0, y (0.2) 0.2027 , y (0.4) 1.4228 , y (0.6) 0.6841 ,Estimate y(0.8)
using Adam’s method.

Sol:

x0
y0 ww0, x1
0, y1
0.2, x2
0.2027, y2
0.4, x3 0.6
0.4228, y3 0.6841
y0 1, y1
w.E
1.0411, y2 1.1786, y3 1.4680

To find y 4 for x4 asy

0.8 here h=0.2

By Predictor formula,
En
gin
=1.0235 eer
y4 2.0475 ing
.ne
t
=1.0297

y(0.8)=1.0297

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MA8491 NUMERICAL METHODS

Tutorial problems

Tutorial-1

dy
1.Using Taylor\s series method ,find y(0.2) approximately ,given that 2 y 3e x y(0)=0
dx
correct to four decimal places.

dy
2.Compute y for x=0.1,0.2 correct to four decimal places given y x, y (0) 2 using taylor’s
dx
series method.

3.Using Euler’s Modified method ,find the values of y at x=0.1,0.2,0.3,0.4 given

dy
dxww 1 y, y(0) 0 correct to four decimal places.

w.E
4. Using Euler’s method ,find y(0.1),y(0.2) and y(0.3)given that
dy
dx
1 y 2 , y(0) 0

asy
5.Using Euler’s modified method, find a solution of the equation
dy
x y with the initial

En
condition y(0)=1 for the range 0 x 0.6 in steps of 0.2.
dx

gin
Tutorial-2
eer
1.Use R-K fourth order method, of find y at x=0.1(0.1)0.3 if y
xy
1 x2 ing
, (0) 1

dy
xy 1 3 , y (1) 1 with h=0.1 .ne
2.Apply R-K method of order 4 to solve

3.Using R-K method to solve

2
d y
x
dx

dy
y 2 , y (0) 1, y (0) 0 to find y(0.2) and y (0.2)
t
dx 2 dx

4.Use the R-K method of fourth order ,find y(0.1)=1 given that
d2y dy
x2 2 xy 1, y (0) 1, y (0) 0
dx 2 dx

dy dz
5.Compute y and z for x=0.1 given 1 z; x y, y(0) 0, z (0) 1
dx dx

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MA8491 NUMERICAL METHODS

Tutorial-3

1.Apply Milne’s method ,to find y(0.4) given that y xy y 2 , y (0) 1. Use Taylor’s series
method to compute y(0.1),y(0.2),y(0.3).

dy
2.using Adam-Bashforth method, find the solution of x y at x=0.4,given the values
dx
y(0)=1,,y(0.1)=1.1103,y(0.2)=1.2428,y(0.3)=1.3997

3.Using adam’s method ,determine y(0.4) given that

dy 1

ww
dx 2
xy, y(0) 1, y(0.1) 1.0025, y(0.2) 1.0101, y (0.3) 1.0228

4.Given y
1
2 w.E
x 2 y, y (0) 1, computey(0.1), y(0.2), y (0.3) by the fourth order R-K method and

y(0.4) by Adam’s method.

asy
5.Compute y for x=0.1(0.1)0.3 by the fourth order R-K method and y(0.4) by Adam’s method ,if
dy
dx
1 x 4 y, y(0) 1
En
gin
eer
ing
.ne
t

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MA8491 NUMERICAL METHODS

Question Bank

Part A
1.State Modified Euler algorithm to solve y’= ,y(x0)=y) at x=x0 +h

Sol:

ww
2. State the disadvantage of Taylor series method.
Sol:

w.E
In the differential equation f (x, y), = f (x, y), the function f (x, y),may have a
complicated algebraical structure. Then the evaluation of higher order derivatives may

asy
become tedious. This is the demerit of this method.

3. Write the merits and demerits of the Taylor method of solution.

Sol:
En
gin
The method gives a straight forward adaptation of classic to develop the solution
as an infinite series. It is a powerful single step method if we are able to find the

eer
successive derivatives easily. If f (x.y) involves some complicated algebraic structures
then the calculation of higher derivatives becomes tedious and the method fails.This is

ing
the major drawback of this method. However the method will be very useful for finding
the starting values for powerful methods like Runge - Kutta method, Milne’s method etc.

4.Which is better Taylor’s method or R. K. Method?(or) State the special advantage of

Runge-Kutta method over taylor series method .ne
Sol:
R.K Methods do not require prior calculation of higher derivatives of y(x) ,as the
t
Taylor method does. Since the differential equations using in applications are often
complicated, the calculation of derivatives may be difficult.
Also the R.K formulas involve the computation of f (x, y) at various positions, instead
of derivatives and this function occurs in the given equation.

5.Compare Runge-Kutta methods and predictor – corrector methods for solution of

initial value problem.

Sol:Runge-Kutta methods
1.Runge-methods are self starting,since they do not use information from previously
calculated points.
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MA8491 NUMERICAL METHODS

2.As mesne are self starting,an easy change in the step size can be made at any stage.
3.Since these methods require several evaluations of the function f (x, y), they are time
consuming.
4.In these methods,it is not possible to get any information about truncation error.
Predictor Corrector methods:
1.These methods require information about prior points and so they are not self starting.
2.In these methods it is not possible to get easily a good estimate of the truncation error.

6. What is a Predictor-collector method of solving a differential equation?

Sol:
Predictor-collector methods are methods which require the values of y at xn,xn-1,xn-2,…
for computing the value of y at . x n+1 We first use a formula to find the

ww
value of y at . x n+1 and this is known as a predictor formula.The value of y so got is
improved or corrected by another formula known as corrector formula.

w.E
7. State the third order R.K method algorithm to find the numerical solution of the
first order differential equation.
Sol:
asy
To solve the differential equation y′ = f (x, y) by the third order R.K method, we use
the following algorithm.
En
gin
and
eer
8.Write Milne’s predictor formula and Milne’s corrector formula.
Sol: ing
Milne’s predictor formula is
.ne
Milne’s corrector formula is
where

where
).

).
t
9.Write down Adams-bashforth Predictor and Adams-bashforth corrector formula.
Sol:
Adams-bashforth predictor formula is

Adams –bashforth corrector formula is

where ).
10.By Taylor’s series method ,find y(1.1) given y x y, y(1) 1
Ans:1.2053

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MA8491 NUMERICAL METHODS

Part B

1.Using Runge-Kutta method find an approximate value of y for x=0.20 if =x + given

that y=1 when x=0.

2.Given that y” +xy’+y =0,y(0)=1,y’(0)=0 obtain y for x=0,1,0.2,0.3 by Taylor’s series method
and find the solution for y(0.4) by Milne’s method.

3.Obtain y by Taylor series method,given that y’=xy+1,y(0)=1for x=0.1 and 0.2 correct to
four decimal places.4.Solve for y(0.1) and z(0.1) from the simultaneous differential equations
=2y +z: =y-3z; y(0)=0,z(0)=0.5 using Runge-Kutta method of the fourth order.

ww
5.Using Adams method find y(1.4) given y’=x2(1+y) , y(1)=1, y(1.1)=1.233, y(1.2)=1.548 and
y(1.3)=1.979.

w.E
6.Using Milne’s Predictor-Corrector formula to find y(0.4) given
y(0)=1,y(0.1)=1.06, y(0.2)=1.12 and y(0.3)=1.21.
= ,

asy
7.Using Modified Euler’s method , find y(4.1) and y(4.2) if 5x + -2 =0: y(4)=1.

En
gin
8.Given that =1+ ; y(0.6)=0.6841, y(0.4)=0.4228, y(0.2)=0.2027, y(0)=0, find y(-0.2) using
Milne’s method.
2

eer
9.Given that y’=y-x ; y(0)=1: y(0.2)=1.1218; y(0.4)=1.4682 and y(0.6)= 1.7379 , evaluate
y(0.8) by Adam’s predictor –Corrector method.10.Solve by Euler’s method the following
differential equation x=0.1, correct to four decimal places, =
ing
with initial condition
y(0)=1.
.ne
t

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MA8491 NUMERICAL METHODS

Chapter 5

Boundary value Problems in ODE&PDE

5.1 Solution of Boundary value problems in ODE

Introduction

The solution of a differential equation of second order of the form

F ( x, y, y , y ) 0 contains two arbitrary constants. These constants are determined by means of
two conditions. The conditions on y and y or their combination are prescribed at two different
values of x are called boundary conditions.

ww The differential equation together with the boundary conditions is called a

boundary value problem.

w.E
In this chapter ,we consider the finite difference method of solving linear boundary value problems
of the form.

asy
Finite difference approximations to derivatives
En
First derivative approximations

y ( x h) y ( x) gin
y ( x)
h
O ( h)
eer (Forward difference)

y ( x)
y ( x) y ( x h)
h
O ( h)
ing
(Backward difference)

y ( x)
y ( x h) y ( xh)
O( h 2 ) .ne
(Central difference)

Second derivative approximations

2h
t
y ( x h) 2 y ( x ) y ( x h)
y ( x) O( h 2 ) (Central difference)
h2

Third derivative approximations

1
y iii ( x) [ yi 2 2 yi 1 2 yi 1 yi 2 ]
2h 3

Fourth derivative approximations

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MA8491 NUMERICAL METHODS

1
y iv ( x) [ yi 2 4 yi 1 6 yi 4 yi 1 yi 2 ]
h4

Solution of ordinary differential equations of Second order

yi 1 yi 1
yi
2h

yi 1 2 yi yi 1
yi
h2

ww
Problems

1. Solve xy y 0, y(1) 1, y(2) 2 with h=0. And h=0.25 by using finite difference method.

Sol: w.E
(i)
asy
Divide the interval[1,2] into two sub-intervals with h=(2-1)/2=0.5

En
gin
eer
X0=1 x1=1.5
ing
x2=2

Let xi 1 xi h,
.ne
Here x0 1, x1 1.5, x 2

By Boundary conditions are y(1) 1, y(2) 2

2
t
y0 1, y 2 2

We have to determine y1 for x1 =1.5

yi 1 2 yi yi 1
Replacing the derivative y by y
h2

xi
[ yi 1 2 yi yi 1 ] yi 0 (1)
h2

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MA8491 NUMERICAL METHODS

Put i=1 we get 4 x1 [ y 0 2 y1 y 2 ] y1 0

18
Using x1 =1.5, y0 1, y2 2 we get, y1
11

y(1.5)=1.6364

(ii) With h=0.25 ,we have the number of intervals =4

ww
w.E
X0=1
asy
x1=1.25 x2=1.5 x3=1.75 x4=2

By boundary condition, y 0 1, y 4 2 En
We find the unknown from the relation, gin
16 xi ( yi 1 2 yi yi 1 ) yi 0, i 1,2,3....
eer (2)

Put i=1 in (2), 39 y1 20 y 2 20

ing
Put i=2 in (2), 28 y1 47 y 2 24 y3 0
.ne
Put i=3 in (2), 28 y 2

We have the system of equations ,

55 y3 56 0
t
39 y1 20 y 2 20

28 y1 47 y 2 24 y3 0

28 y 2 55 y3 56

Solution of Gauss-Elimination method

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MA8491 NUMERICAL METHODS

ww
w.E
The equivalent system is
y1 0.513 y 2 0.513
asy
1.445 y 2 y3 0.513
1.838 y3 3.403
En
gin
By back substitution, the solution is y3 1.851 , y 2 1.635 , y1 1.351

Hence y(1.25)=1.351,y(1.5)=1.635,y(1.75)=1.851 eer

Exercise
ing
1. Solve by finite difference method, the boundary value problem
2
d y
dx 2
y
.ne
0 with y (0) =0

and y (2) =4.

Ans: y3 2.3583 , y2 1.3061 , y1 0.5805
t
2. Solve xy y 0, y (1) 0andy(2) 1 with h=0.5

5.2 Solution of Laplace Equation and Poisson equation

Partial differential equations with boundary conditions can be solved in a

region by replacing the partial derivative by their finite difference approximations. The finite
difference approximations to partial derivatives at a point (xi,yi) are given below. The xy-plane is
divided into a network of rectangle of lengh x h and breadth y k by drawing the lines x=ih
and y=jk, parallel to x and y axes.The points of intersection of these lines are called grid points or

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MA8491 NUMERICAL METHODS

mesh points or lattics points.The grid points ( xi , y j ) is denoted by (i,j) and is surrounded by the
neighbouring grid points (i-1,j),(i+1,j),(i,j-1),(i,j+1) etc.,

Note

The most general linear P.D.E of second order can be written as

2 2 2
u u u u u
A B C D E Fu f ( x, y ) (1)
x2 x y y2 x y

Where A,B,C,D,E,F are in general functions of x and y.

The equation (1) is said to be

ww Elliptic if B2-4AC<0

w.E
Parabolic if B2-4AC=0
Hyperbolic if B2-4AC>0

Solution of Laplace equation uxx+uyy=0

1
asy
ui , j
4
[ui 1, j ui 1, j ui , j 1 ui , j 1 ]
En
This formula is called Standard five point formula
gin
ui , j
1
4
[ui 1, j 1 ui 1, j 1 ui 1, j 1 ui 1, j 1 ]
eer
This expression is called diagonal five point formula. ing
Leibmann’s Iteration Process
.ne
We compute the initial values of u1 , u 2 ,..... u9 by using standard five point formula and
diagonal five point formula .First we compute u 5 by standard five point formula (SFPF).
t
1
u5 [b7 b15 b11 b3 ]
4

We compute u1 , u3 , u 7 .u9 by using diagonal five point formula (DFPF)

1
u1 [b1 u5 b3 b15 ]
4

1
u3 [u5 b5 b3 b7 ]
4

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MA8491 NUMERICAL METHODS

1
u7 [b13 u5 b15 b11 ]
4

1
u9 [b7 b11 b9 u5 ]
4

Finally we compute u 2 , u 4 , u 6 , u8 by using standard five point formula.

1
u2 [u5 b3 u1 u3 ]
4

1
u4 [u1 u5 b15 u7 ]

u6
ww4

1
[u3 u9 u5 b7 ]
4

1
w.E
u8
4
[u7 b11 u9 u5 ]
asy
En
gin
The use of Gauss-seidel iteration method to solve the system of equations obtained by finite
difference method is called Leibmann’s method.

Problems
eer
ing
1.Solve the equation 2u 0 for the following mesh,with boundary vaues as shown using
Leibmann’s iteration process.

u1 u2 u3
.ne
u4

u7
u5

u8
u6

u9
t
0 500 1000 500 0

Sol:

Let u1 , u 2 …… u 9 be the values of u at the interior mesh points of the given region.By symmetry about
the lines AB and the line CD,we observe
u1 u 3 u1 = u 7
u2 u8 u4 u6

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MA8491 NUMERICAL METHODS

u3 u9 u7 u9
u1 = u 3 u 7 = u 9 , u2 u 8 , u4 u6
Hence it is enough to find u1 , u 2 , u 4 , u 5

Calculation of rough values

u 5 =1500
u1 =1125
u 2 =1187.5
u 4 =1437.5
Gauss-seidel scheme
1
u1

u2
ww
4
1
[1500 u2 u4 ]

[2u1 u5 1000]

u4
4
1
4
w.E
[2000 u5 u 4 ]

u5
1
4
[2u 2 2u 4 ]
asy
The iteration values are tabulated as follows
Iteration u1 u2 u4 En u5
No k
gin
0
1
1500
1031.25
1125
1125
1187.5
1375
1437.5
1250
eer
2
3
4
1000
968.75
953.1
1062.5
1031.25
1015.3
1312.5
1281.25
1265.6
1187.5
1156.25
1140.6 ing
5
6
945.3
941.4
1007.8
1003.9
1257.8
1253.9
1132.8
1128.9 .ne
7
8
9
10
939.4
938.4
937.9
937.7
1001.9
1000.9
1000.4
1000.2
1251.9
1250.9
1250.4
1250.2
1126.9
1125.9
1125.4
1125.2
t
11 937.6 1000.1 1250.1 1125.1
12 937.6 1000.1 1250.1 1125.1

u1 = u 3 u 7 = u 9 =937.6, u 2 u 8 =1000.1, u 4 u 6 =1250.1, u5 1125 .1

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MA8491 NUMERICAL METHODS

2.When steady state condition prevail,the temperature distribution of the plate is represented by
Laplace equation uxx+uyy=0.The temperature along the edges of the square plate of side 4 are given
by along x=y=0,u=x3 along y=4 and u=16y along x=4,divide the square plate into 16 square
meshes of side h=1 ,compute the temperature at all of the 9 interior grid points by Leibmann’s
iteration process.

Solution of Poisson equation

ww
An equation of the type 2
u f ( x, y ) i.e., is called
2
u
x2
2
u
y2
f ( x, y ) poisson’s equation

w.E
where f(x,y) is a function of x and y.

ui 1, j ui 1, j ui, j 1 4ui, j
asy
h2 f (ih, jh)

En
This expression is called the replacement formula.applying this equation at each internal mesh
point ,we get a system of linear equations in ui,where ui are the values of u at the internal mesh
points.Solving the equations,the values ui are known.
gin
Problems

1.Solve the poisson equation 2u 10 ( x 2 y 2 10 ) over the square mesh with sides eer
x=0,y=0,x=3,y=3 and u=0 on the boundary .assume mesh length h=1 unit.
ing
Sol: 0 0
.ne
0

0
A u1 u2 B J=3

J=2
t
0 u3 u4 J=1

0 C D

I=0 i=1 i=2 i=3 x

Here the mesh length x h 1

Replacement formula at the mesh point (i,j)

ui 1, j ui 1, j ui, j 1 ui , j 1 4ui, j 10(i 2 j 2 10) (1)

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MA8491 NUMERICAL METHODS

u2 u3 4u1 150
u1 u4 4u3 120
u2 u3 4u 4 150
u1 u4 75, u 2 82.5, u3 67.5

2 2
u u
2.Solve the poisson equation 81 xy,0 x 1;0 y 1 and
x2 y2
u(0,y)=u(x,0)=0,u(x,1)=u(1,y)=100 with the square meshes ,each of length h=1/3.

5.3 Solution of One dimensional heat equation

ww In this chapter, we will discuss the finite difference solution of one dimensional heat flow
equation by Explicit and implicit method

w.E
Explicit Method(Bender-Schmidt method
u 2
2
u
Consider the one dimensional heat equation
parabolic equation.
t
asy x2
.This equation is an example of

ui, j 1 u i 1, j 1 2 u i , j
k
u i 1, j
En (1)

Where
ah 2
gin 1
Expression (1) is called the explicit formula and it valid for 0
If λ=1/2 then (1) is reduced into eer 2

ui , j 1
1
2
[ui 1, j ui 1, j ]
ing (2)
This formula is called Bender-Schmidt formula.
.ne
Implicit method (Crank-Nicholson method)

ui 1, j 1 2(1 )u i , j 1 ui 1, j 1 ui 1, j 2(1 )u i , j ui 1, j
t
This expression is called Crank-Nicholson’s implicit scheme. We note that Crank Nicholson’s
scheme converges for all values of λ

When λ=1, i.e., k=ah2 the simplest form of the formula is given by
1
ui, j 1 [u i 1, j 1 u i 1, j 1 u i 1, j u i 1, j ]
4
The use of the above simplest scheme is given below.

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MA8491 NUMERICAL METHODS

ww
The value of u at A=Average of the values of u at B, C, D, E

Note w.E
asy
In this scheme, the values of u at a time step are obtained by solving a system of linear equations
in the unknowns ui.

Solved Examples En
1.Solve u xx gin
2u t when u(0,t)=0,u(4,t)=0 and with initial condition u(x,0)=x(4-x) upto t=sec
assuming x h 1
eer
Sol:

By Bender-Schmidt recurrence relation , ing

1 .ne
ui , j 1

k
2
[ui

ah
1, j

2
ui 1, j ]
(1)
t
For applying eqn(1) ,we choose 2

Here a=2,h=1.Then k=1

By initial conditions, u(x,0)=x(4-x) ,we have

u i ,0 i(4 i)i 1,2,3

, u1,0 3, u 2,0 4, u 3,0 3

By boundary conditions, u(0,t)=0,u0=0,u(4,0)=0 u 4, j 0 j

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MA8491 NUMERICAL METHODS

Values of u at t=1

1
u i ,1 [u i 1, 0 u i 1, 0 ]
2
1
u1,1 [u 0, 0 u 2, 0 ] 2
2
1
u 2,1 [u1, 0 u 3, 0 ] 3
2
1
u 3,1 [u 2, 0 u 4, 0 ] 2
2

The values of u up to t=5 are tabulated below.

ww
j\i 0
w.E
1 2 3 4

0 0 3 4 asy 3 0

1 0 2 3 2 En
0

2 0 1.5 2 1.5 0 gin

3 0 1 1.5 1 0
eer
4 0 0.75 1 0.75 0
ing
5 0 0 0.75 0.5 0
.ne
2.Solve the equation
u
t
2
u
x 2 subject to the conditions u(0,t)=u(5,t)=0 and
t
u ( x,0) x 2 (25 x2 )
taking h=1 and k=1/2,tabulate the values of u upto t=4 sec.

Sol:

Here a=1,h=1

For λ=1/2,we must choose k=ah2/2

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MA8491 NUMERICAL METHODS

K=1/2

By boundary conditions

u (0, t ) 0 u 0, j 0 j
u (5, t ) 0 u 5, j 0 j
u ( x,0) x 2 (25 x 2 )
u i ,0 i 2 (25 i 2 ), i 0,1,2,3,4,5
u1, 0 24, u 2,0 84, u 3, 0 144, u 4, 0 144, u 5, 0 0

By Bender-schmidt realtion,

ui, j ww1
1
2
[u i 1, j ui 1, j ]

w.E
The values of u upto 4 sec are tabulated as follows

asy
j\i 0 1 2
En 3 4 5

0 0 24 84 144 gin
144 0
0.5
1
0
0
42
42
84
78
144
78
72
57
eer 0
0
1.5
2
2.5
0
0
0
39
30
26.625
60
53.25
39.75
67.5
49.5
43.5
39
33.75
24.75
0
0
0 ing
3
3.5
0
0
19.875
17.5312
35.0625
26.0625
32.25
28.4062
21.75
16.125
0
0 .ne
4 0 13.0312 22.9687 21.0938 14.2031 0
t

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MA8491 NUMERICAL METHODS

5.4 Solution of One dimensional wave equation

Introduction

The one dimensional wave equation is of hyperbolic type. In this chapter, we discuss the
finite difference solution of the one dimensional wave equation u tt a 2 u xx .

Explicit method to solve u tt a 2 u xx

ui, j 1 2(1 2 a 2 )ui , j 2 2
a ui 1, j ui 1, j ui, j 1 (1)
Where =k/h
Formula (1) is the explicit scheme for solving the wave equation.

ww
Problems
1.Solve numerically , 4u xx u tt with the boundary conditions u(0,t)=0,u(4,t)=0 and the initial

Sol: w.E
conditions u t ( x,0) 0 & u ( x,0) x(4 x), taking h=1.Compute u upto t=3sec.

Here a2=4
asy
En
A=2 and h=1

We choose k=h/a k=1/2

The finite difference scheme is gin

ui, j 1 ui 1, j ui 1, j ui, j 1
eer
u (0, t )
u ( x,0)
0
x(4
u 0, j & u (4, t )
x) u i ,0
0
i (4 i ), i
u 4, j 0 j
0,1,2,3,4 ing
u 0, 0 0, u1, 0 3, u 2, 0 3, u 4, 0 0
.ne
u1,1
u 2,1
4 0/2
3, u 3,1 2
2
t
The values of u for steps t=1,1.5,2,2.5,3 are calculated using (1) and tabulated below.

j\i 0 1 2 3 4
0 0 3 4 3 0
1 0 2 3 2 0
2 0 0 0 0 0
3 0 -2 3 -2 0
4 0 -3 -4 3 0
5 0 -2 -3 -2 0
6 0 0 0 0 0

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MA8491 NUMERICAL METHODS

x(4 x)
2.Solve u xx u tt given u(0,t)=0,u(4,t)=0,u(x,0)= u ( x,0) & u t ( x,0) 0. Take h=1.Find
2
the solution upto 5 steps in t-direction.

Sol:

Here a2=4

A=2 and h=1

We choose k=h/a k=1/2

The finite difference scheme is

ww
ui, j
u (0, t )
1 ui
0
1, j ui 1, j

u 0, j & u (4, t )
ui, j 1

0 u 4, j 0 j
u ( x,0)
u 0, 0
x(4
0, u1,0
w.E
x) / 2
1.5, u 2,0
u i ,0
2, u 3, 0
i (4 i ) / 2, i
1.5, u 4, 0 0
0,1,2,3,4

u1,1 1
asy
u 2,1 1.5, u 3,1 1
En
The values of u upto t=5 are tabulated below.

j\i 0 1 2 gin 3 4
0 0 1.5 2 1.5
eer 0
1
2
0
0
1
0
1.5
0
1
0
0
0
ing
3
4
0
0
-1
-1.5
-1.5
-2
-1
-1.5
0
0 .ne
5 0 -1 -1.5 -1 0
t
Exercise
2 2
u u u
1.Solve 2 2
,0<x<1,t>0 given that u(x,0)=100sinπx, ( x,0) 0, u (0, t ) u (1, t ) 0
t x t

Taking h=1/4 compute u for 4 time steps.

2 2
u u u
2. Solve 2 2
,0<x<1,t>0 given that u(x,0)=100(x-x2), ( x,0) 0, u (0, t ) u (1, t ) 0
t x t

compute u for 4 time steps taking h=0.25.

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MA8491 NUMERICAL METHODS

Tutorial problems
Tutorial-1

1.Solve the boundary value problem y 64y 10 0 with y(0)=y(1)=0 by the finite difference
method.

Ans:0.129,0.147

2.Determine the values of y at the pivotal pointa of the interval (0,1) if y satisfies the boundary
value problem y iv 81 y 81 x 2 , y (0) y (1) y (0) y (1) 0 take n=3.

Ans:0.1222,0.1556

ww
3.Write down the finite difference analogue of the equation u xx u yy
bounded by the squre 0 x 4,0 y
0 solve it for the region
4 and the boundary conditions being given as,u=0 at

w.E 2
x=0;u=8+2y at x=4 ; u x / 2 at y=0; u x 2 at y=4.with h=k=1,use Gauss-seidel method to
compute the values at the initial at the internal mesh points.

Ans:2,4.9,9,2.1,4.7,8.1,1.6,3.7,6.6
asy
4.Solve the poisson equation u xx u yy
En
81 xy,0 x 1;0 y 1 and

gin
u(0,y)=u(x,0)=0,u(x,1)=u(1,y)=100 with the square meshs,each of length h=1/3

Ans:51.08,76.54,25.79

5.Solve by Crank- Nicholson’s implicit method, ut eer

u xx ,0 x 1, t 0 with
u ( x,0) 100 ( x x 2 ), u (0, t ) 0, u (1, t ) 0. compute u for one time step with h=0.25.
ing
Ans:9.82,14.29
.ne
1.Solve the boundary value problem y
Tutorial -2

64y 10 0 with y(0)=y(1)=0by the finite difference

t
method.

Ans: y(0.5)=0.147,y(0.25)=y(0.75)=0.129

2.Solve xy y 0, y (1) 0, y(2) 1 with h=0.5

Ans: y (0)=1.6552 and y(0.5)=1.4483

3.When steady condition prevail,the temperature distribution of the plate is representd by Laplce
equation u xx u yy 0 .The temperature along the edges of the square plate of side 4 are given by
u=0 along x=y=0;u=x3 along y=4 and u=16y alon x=4.Divide the square plate into 16 square

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MA8491 NUMERICAL METHODS

meshes of side h=1,compute the temperatures at all of the 9 interior grid points by Leibmann’s
iteration process.

Ans: u1 4.5, u 2 12 .5, u 3 26 .9, u 4 4.4, u 5 10 .7, u 6 20 .0, u 7 2.6, u8 6, u 9 10 .5

2
4.Solve the Poisson’s equation 8 x 2 y 2 inside a square region bounded by the lines
u
x 2, y 2, u 0 on the boundary .Assume the origin at the centre of the square and divide the
square into 16 equal parts.

u1 u3 u7 u9 3
Ans:
u2 u4 u6 u8 u5 2

ww
5.Solve the Laplace equation
x=0,x=4,y=0,and y=4 given that u
2
u 0 inside the square region bounded by the lines
x 2 y 2 on the boundary..

Ans: u1 22 , u 2 w.E55 .5, u 3 99 .7, u 4 16 .6, u 5 36 , u 6 55, u 7 8.3, u8 16 .6, u 9 22

asy
En Tutorial -3

gin
1.Find the values of the function u(x,y) satisfying the differential equation u t
x2
4u xx and the
j
boundary conditions u (0, t )

,j=0,1,2,3,4,5.
0 u (8, t ) and u ( x,0) 4x
2
eer
for points x=0,1,2,3,4,5,6,7,8, t
2

2. Solve by the Crank-Nicholson’s method,

u 1 2u ing
t 16 x 2
,0 x 1, t 0, given that

u( x,0) 100 sin x, u(0, t ) u(1, t ) 0. Compute u for one time step, taking h=1/4. .ne
1
Ans: u ( ,1)
4
1
38.67; u ( ,1)
2
3
54.69, u ( ,1)
4
38.67
t
2
u u
3. Using Crank-Nicholson’s method solve ,subject to u( x,0) 0, u(0, t ) 0, u(1, t ) 16t.
t x2
taking h=1/4 and k=1/8

1 1 1 1 3 1
Ans: u ( , ) 0.0952; u ( , ) 0.2856, u ( , ) 0.7619.
4 8 2 8 4 8

4.339,5.341

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