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Unit II - NSM-1

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38 views45 pages

Unit II - NSM-1

Uploaded by

david143130
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical and Statistical Methods

Introduction

The finding of exact roots of the algebraic or transcendental equation is frequently enough difficult
problem, which is not solved analytically by means of final formulas. Besides sometimes in practice the
equation contains factors, which values are given approximately so to speak about the exact solution of
the equations in such cases at all has no sense. Therefore, problems of the approached definitions of
roots of the equation and a corresponding estimation of their accuracy have great value and today. The
approached methods of the solution of the equations can be divided conditionally on graphic and
numerical ones.

Solutions of Algebraic and Transcendental Equations

The Bisection Method

In this method, we follow the steps:

(i) Equate the given polynomial to zero i.e., f(x) = 0.


(ii) Find two real numbers a and b such that f(a). f(b) <0.
𝑎+𝑏
(iii) Find approximation xn =
2
(iv) (a) If f(a). f(xn) < 0 then root lies in (a, xn) and go to step (3) with b = xn
(b) If f(b). f(xn) < 0 then root lies in ( xn , b) and go to step (3) with a = xn
© If f(a). f(xn) = 0 then xn, is a root of the equation f(x) = 0.
(v) Repeat this bisection procedure of interval upto required precision of root value.

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Numerical and Statistical Methods

Examples:

(i) Using Bisection method find an approximate root of x2 + 2x -1 = 0. (Perform 4 iterations


only)

Solution: Given x2 + 2x -1 = 0

Let f(x) = x2 + 2x -1

Let a= 0 and b=1

∴ 𝑓(𝑎) = 𝑓(0) = 0 + 0 − 1 = −1 < 0

∴ 𝑓(𝑏) = 𝑓(1) = (1)2 + 2(1) − 1 = 2 > 0


∴ 𝑓(0) ∗ 𝑓(1) < 0
∴ 𝑓(𝑥) = 0 ℎ𝑎𝑠 𝑎 𝑟𝑜𝑜𝑡 𝑙𝑖𝑒𝑠 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0 𝑎𝑛𝑑 1

First Iteration
0+1
X0 = 2
= 0.5

∴ f(x0) = f(0.5) = (0.5)2 + 2(0.5) -1 = 0.125

∴ f(0)*f(0.5)<0

∴ Root lies between 0 and 0.5

Second Iteration
0+0.5
X1 = 2
= 0.25

∴ f(x1) = f(0.25) = (0.25)2+2(0.25)-1 = -1.4843

∴ f(0.25)* f(0.5) < 0

∴ Root lies between 0.25 and 0.5

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Numerical and Statistical Methods

Third iteration
0.25+0.5
X2= 2
= 0.375

∴ f(x2) = f(0.375) = (0.375)2+2(0.375)-1 = -0.197

∴ f(0.375)*f(0.5) < 0

∴ f(x)= 0 has a root lies between 0.375 and 0.5

Fourth Iteration
0.375+0.5
X3= 2
= 0.4375

∴ f(x3) = f(0.4375) = (0.4375)2+2(0.4375)-1 = -0.0412

This value is very nearest to zero

∴ Approximate root is 0.4375

(ii)Using bisection method, find the approximate value of √10 by performing three iterations.

Solution: Let x be the positive root of √10

∴ x = √10

Now squaring on both sides,

x2 = 10

∴ x2 -10 =0

Let, f(x) = x2 -10 …………………………………...(i)

Putting x=0 in Equation (i) ∴ f(0) = -10

X =1 in Equation (i) ∴ f(1) = (1)2 -10 = -9

X =2 in Equation (i) ∴ f(2) = (2)2 -10 = -6

X =3 in Equation (i) ∴ f(3) = (3)2 -10 = -1 <0

X =4 in Equation (i) ∴ f(4) = (4)2 -10 = 6 >0

f(3) . f(4) < 0

∴ f(x) = 0 has a root lies between 3 and 4

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Numerical and Statistical Methods

First (initial) Approximation


3+4
X0 = 2
= 3.5

∴ f(x0) = f(3.5) = (3.5)2-10 = 2.25

∴ f(3).f(3.5)<0

∴ f(x) =0 has a root lies between 3 and 3.5

Second Approximation
3+3.5
X1 = 2
= 3.25

∴ f(x1) = f(3.25) = (3.25)2-10 = 0.5625>0

∴ f(3).f(3.25)<0

∴ f(x) =0 has a root lies between 3 and 3.25

Third Approximation
3+3.25
X2 = 2
= 3.125

∴ f(x2) = f(3.125) = (3.125)2-10 = -0.2344

∴ √10 = 3.125 after third iteration

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Numerical and Statistical Methods

Regula Falsi Method or False Position Method

Steps:

𝒂 ∗ 𝒇(𝒃) − 𝒃∗ 𝒇(𝒂)
3 ) False – position Method: c =
𝒇(𝒃) − 𝒇(𝒂)

4) Calculate f(c).

5) If f(a) and f(c) have opposite signs, then f(x) =0 has a root between a and c and if f(b) and f(c) have
opposite sign, then f(x) =0 has a root between c and b i.e. interval is (c,b).

6) Repeat this procedure upto the desired accuracy.

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Numerical and Statistical Methods

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Numerical and Statistical Methods

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Numerical and Statistical Methods

Newton Raphson Method

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Numerical and Statistical Methods

Example 2:

By using Newton Raphson method find approximate root of the equation x3-3x-5=0 upto two
approximations.

Solution:

Given equation f(x) = x3 – 3x – 5………………..(i)

Differentiate with respect to x, we get f ‘(x) = 3x2 – 3……………..(ii)

Now, first find the range, where the real roots lie in i.e. f(2) = –3 and f(3) = 13

Since f(2) is a negative value and f(3) is a positive value. Therefore, our one real root of the equation lies
between x = 2 and 3.

Now, by Newton-Raphson formula

Now, substitute the value of f(x) and f'(x) in this formula

Choose the initial approximate value of the root x0 = 2 and putting n = 0, we have the first approximate
value

Now, for the second approximation, replacing n = 1 in equation (1) we get

∴ Approximation root = 2.28

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Numerical and Statistical Methods

Secant Method

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Numerical and Statistical Methods

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Numerical and Statistical Methods

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Numerical and Statistical Methods

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Numerical and Statistical Methods

Example 2:

Find a real root of the equation x3 -5x +1 = 0 lies in the interval (0,1). Perform four iterations of the
secant method.

Solution: we have

f(x) = x3 -5x +1………………. (i)

x0 = 0, x1 = 1, f(x0) = 1, f(x1) = -3.

∴ By Secant method

First iteration is
𝒙 −𝒙
x2 = x1 – [𝒇(𝒙 𝟏)−𝒇(𝒙
𝟎
)
] * f(x1) = 0.25
𝟏 𝟎

Put x2 = 0.25 eq no (i)

∴ f(x2) = -0.234375

Second Iteration is
𝑥 −𝑥
X3= x2 – [𝑓(𝑥 2)−𝑓(𝑥
1
)
] * f(x2) = 0.186441
2 1

∴ f(x3) = 0.074276

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Numerical and Statistical Methods

Third Iteration is
𝑥 −𝑥
x4= x3 – [𝑓(𝑥 3)−𝑓(𝑥
2
)
] * f(x3) = 0.201736
3 2

f(x4) =- 0.000470

Fourth Iteration is
𝑥 −𝑥
X5= x4 – [𝑓(𝑥 4)−𝑓(𝑥
3
)
] * f(x4) = 0.201640
4 3

∴ Approximation root = 0.201640

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Numerical and Statistical Methods

Interpolation

What is an Interpolation?

Direct method of Interpolation

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Numerical and Statistical Methods

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Numerical and Statistical Methods

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Numerical and Statistical Methods

Langrangian Interpolation

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Numerical and Statistical Methods

Shifting Operator (E)

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Numerical and Statistical Methods

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Numerical and Statistical Methods

Finite Differences

Example (I):

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Numerical and Statistical Methods

(II)

(III)

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Numerical and Statistical Methods

(IV)

(V)

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Numerical and Statistical Methods

(VI)

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Numerical and Statistical Methods

Forward Difference

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Numerical and Statistical Methods

Examples

(I)

(II)

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Numerical and Statistical Methods

(III)

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Numerical and Statistical Methods

Graphical and Algebraic method of Interpolation: Solved Example Problems

Examples

(I)

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Numerical and Statistical Methods

(II)

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Numerical and Statistical Methods

(III) Grouped data

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Numerical and Statistical Methods

(IV) Grouped data

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Numerical and Statistical Methods

(V)

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Numerical and Statistical Methods

Newton’s Backward difference Interpolation Formula

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Numerical and Statistical Methods

Examples

(I)

(II)

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Numerical and Statistical Methods

(II)

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Numerical and Statistical Methods

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Numerical and Statistical Methods

(III)

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Numerical and Statistical Methods

(IV) Grouped data

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Numerical and Statistical Methods

Lagrange’s interpolation

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Numerical and Statistical Methods

Examples

(I)

(II)

Y= 6.0388 ≅ 6.04

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Numerical and Statistical Methods

(III)

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Numerical and Statistical Methods

(IV)

References:

• https://www.slideshare.net/raiuniversity/engineering-mathematics-iv-unitiii
• https://mat.iitm.ac.in/home/sryedida/public_html/caimna/transcendental/iteration%20method
s/secant/secant.html
• https://slideplayer.com/slide/7917659/
• https://www.geeksforgeeks.org/newton-forward-backward-interpolation/
• http://www.brainkart.com/article/Exercise-5-2--Interpolation_38964/
• https://www.lkouniv.ac.in/site/writereaddata/siteContent/202004032250571912siddharth_bha
tt_engg_Interpolation.pdf

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