DEPARTMENT OF MATHEMATICS
SUB: NUMERICAL METHODS
UNIT I
1) Write the Descartes rule of signs
Sol:
1) An equation ) (x f = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial ) (x f .
2)An equation ) (x f = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial ) (x f .
2) What is the order of convergence of Newton Raphson method if the multiplicity of the
root is one.
Sol: Order of convergence of N.R method is 2.
3) Newton Raphson method is also known as the method of ..
Sol: Iteration ( Newtons iteration method)
Derive newtons algorithm to derive
th
p root of a number N.
Sol: If
p
N x
1
= then 0 = N x
p
is the equation to be solved.
Let
1
) ( , ) (
= =
p p
px x f N x x f
By NR rule ,if
r
x is the
th
r iterate
) (
) (
1
r
r
r r
x f
x f
x x
=
+
1 1
) 1 (
+
=
=
p
r
p
r
p
r
p
r
r
px
N x p
px
N x
x
4) When would we not use NR method .
Sol: If
1
x is the exact root and
0
x is its approximate value of the equation
) (x f = 0.we know that
1
x =
0
x 
) (
) (
0
0
x f
x f
If ) (
0
x f is small,the error
) (
) (
0
0
x f
x f
7) State the order of convergence and convergence condition for NR method?
Sol: The order of convergence is 2
Condition of convergence is
2
) ( ) ( ) ( x f x f x f <
8) 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 1 ) ( < x g for all x in I, the sequence of approximation
n
x x x ,...... ,
1 0
will
converge to the root r,provided that the initial approximation
0
x is chosen in r.
9) Write a sufficient condition for Guass siedel method to converge .(or)
State a sufficient condition for Guass Jacobi method to converge.
Sol: The process of iteration by Guass siedel 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.
10) Give two indirect method to solve a system of linear equations?
Sol: (i) Guass Jacobi method (ii) Guass Siedel method
11) State True or False : Guass siedel iteration converges only if the coefficient matrix is
diagonally dominant
Sol: True.
12) Compare Guass Siedel and Guass elimination method?
Sol:
Guass Jacobi method Guass siedel method.
1.
2.
3.
Convergence method is slow
Direct method
Condition for convergence is the
coefficient matrix diagonally
dominant
The rate of convergence of Guass
Siedel method is roughly twice
that of Guass Jacobi.
Indirect method
Condition for convergence is the
coefficient matrix diagonally
dominant
13) 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.
14) State the principle used in Gauss Jordan method?
Sol: Coefficient matrix is transformed into diagonal matrix.
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15) For solving a linear system, compare Gauss elimination method and Gauss Jordan
method.
Sol:
Gauss elimination method Gauss Jordan method.
1.
2.
3.
Coefficient matrix is
transformed into upper triangular
matrix
Direct method
We obtain the solution by back
substitution method
Coefficient matrix is transformed
into diagonal matrix
Direct method
No need for substitution method
16) The numerical methods of solving linear equations are of two types : one is direct and the
other is .
Sol: iterative.
17) Define round off error?
Sol: 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.
18) Explain the term pivoting.
Sol: In the elimination process if any one of the pivot elements
nn
a a a ,........ ,
22 11
vanishes
are become very small compared to other elements in that column ,then we attempt to
rearrange the remaining rows so as to obtain a non vanishing pivot or to avoid the
multiplication by a large number.this strategy is called pivoting.
The pivoting is of two types
1) Partial pivoting
2) Complete pivoting.
19) Why Guass siedel method is better than Jacobis iterative method?
Sol: since the current values of the unknowns at each stage of iteration are used in
proceeding to the next stage of iteration,the convergence in Guass siedel method will be
more rapid than in Guass Jacobi method.
20) Say true or false.
Newtons method is useful in cases where the graph of the function when it crosses the x
axis is nearly vertical.
Sol:True
21) In the case of fixed point iteration method ,the convergence is ..
Sol: Linear.
22) If the eigen values of A are 1,3,4 then the dominant eigen value of A is
Sol:4
23) If the eigen values of A are 1,3,4 then the dominant eigen value of A is
Sol:4
24) If the eigen values of A are 1,3,3 then the dominant eigen value of A is
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Sol:No Dominant eigen value.
25) The power method will work satisfactory only if A has a ..
Sol:Dominant eigen value.
26) Say true or false:
The convergence in the Gauss Siedel method is thrice as fast as in jacobis method.
Sol: False.The rate of convergence of Guass siedel methodb is roughly twicw that of the
Jacobis method.
27) Distinguish between direct and iterative method of solving simultaneous equation.
Sol:
Direct method Iterative method.
1.
2.
We get exact solution
Simple take less time
Approximjate solution
Time consuming laborious
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SELVAM COLLEGE OF TECHNOLOGY, NAMAKKAL3
MA1251NUMERICAL METHODS
UNITIV
INTERPOLATION AND NUMERICAL INTEGRATION AND DIFFERENTIATION
Two Marks Q&A
1. State Lagranges interpolation formula.
Let 0 ) ( = x f be a function which takes the values
n
y y y y y ..., ,......... , , ,
3 2 1 0
corresponding to
. ..., ,......... , , ,
3 2 1 0 n
x x x x x x =
Thus Lagranges interpolation formula is
( )( )
( ) ( )
( )( )
( ) ( )
( )( )
( ) ( )
.
......... ) (
) ....( ..........
.... .......... ..........
.. ..........
......... ) (
) ....( ..........
......... ) (
) ....( ..........
) (
1 1 0
1 1 0
1
1 2 1 0 1
2 0
0
0 2 0 1 0
2 1
n
n n n n
n
n
n
n
n
y
x x x x x x
x x x x x x
y
x x x x x x
x x x x x x
y
x x x x x x
x x x x x x
x f y
+
+
+
= =
2. What is the Lagranges formula to find y, if three sets of values
( ) ( ) ( )
2 2 1 1 0 0
, & , , , y x y x y x are given.
The Lagranges interpolation formula is
( )( )
( )
( )( )
( )
( )( )
( )
.
) ( ) ( ) (
) (
2
1 2 0 2
1 0
1
2 1 0 1
2 0
0
2 0 1 0
2 1
y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
x f y
+
+
= =
3. Using Lagranges interpolation, find the polynomial through (0,0),(1,1) and (2,2).
The polynomial through the given points is given by
( )( )
( )
( )( )
( )
( )( )
( )
.
) ( ) ( ) (
) (
2
1 2 0 2
1 0
1
2 1 0 1
2 0
0
2 0 1 0
2 1
y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
x f y
+
+
= =
( )( )
( )( )
( )( )
( )( )
( )( )
( )( )
( ) x x x x x
x x x x x x
= + =
+
+
=
2 2
) 2 (
) 2 (
1 2 0 2
1 0
) 1 (
2 1 0 1
2 0
) 0 (
2 0 1 0
2 1
4. When do we apply Lagranges interpolation?
Lagranges interpolation formula can be used when the values of x are equally spaced or
not. It is mainly used when the values are unevenly spaced.
5. Give the inverse of Lagranges interpolation formula.
The inverse Lagranges interpolation formula is
( )( )
( ) ( )
( )( )
( ) ( )
( )( )
( ) ( )
.
......... ) (
) ....( ..........
.... .......... ..........
.. ..........
......... ) (
) ....( ..........
......... ) (
) ....( ..........
1 1 0
1 1 0
1
1 2 1 0 1
2 0
0
0 2 0 1 0
2 1
n
n n n n
n
n
n
n
n
x
y y y y y y
y y y y y y
x
y y y y y y
y y y y y y
x
y y y y y y
y y y y y y
x
+
+
+
=
6. What do you understand by inverse interpolation?
The process of finding a value of x for the corresponding value of y is called inverse interpolation. The
Lagranges inverse interpolation formula can be obtained by interchanging x and y in Lagranges interpolation
formula.
7. Define divided difference.
Let the function ) (x f y = take the values ) ( ....... ),........ ( ), ( ), (
2 1 0 n
x f x f x f x f corresponding to the
values
n
x x x x .... ,......... , ,
2 1 0
of the argument x where
1 1 2 0 1
... ,......... ,
n n
x x x x x x need not
necessarily be equal.
The first divided difference of ) (x f for the arguments
1 0
, x x is
0 1
0 1
1 0
) ( ) (
) , (
x x
x f x f
x x f
=
.
similarly,
1 2
1 2
2 1
) ( ) (
) , (
x x
x f x f
x x f
=
etc.
The second divided difference of f(x) for three arguments
2 1 0
, , x x x is defined as
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1 3
2 1 3 2
3 2 1
0 2
1 0 2 1
2 1 0
) , ( ) , (
) , , ( ,
) , ( ) , (
) , , (
x x
x x f x x f
x x x f
x x
x x f x x f
x x x f
=
etc.
8. Show that the divided difference operator is linear. Sol:
[ ]
[ ] [ ]
( ) ( ) ) ( ) (
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
) ( ) (
0 1
0 1
0 1
0 1
0 1
0 0 1 1
x g x f
x x
x g x g
x x
x f x f
x x
x g x f x g x f
x g x f =
=
9. Evaluate ( )( )( ) ( ) x x x x 10 1 ... .......... 3 1 2 1 1
10
,by taking h =1.
Sol: ( )( )( ) ( ) ( )
2 10
! 10 ) ! 10 )( 10 . 9 . 8 . 7 . 6 . 5 . 4 . 3 . 2 . 1 ( 10 1 ... .......... 3 1 2 1 1 = = x x x x
10. Obtain a divided difference table for the following data:
X: 5 7 11 13 17
Y: 150 392 1452 2366 5202.
Sol:
x y
f(x)
) (
2
x f ) (
3
x f
5 150
121
2
242
5 7
150 392
= =
245
4
1060
7 11
392 1452
= =
457
2
914
11 13
1452 2366
= =
709
4
2836
13 17
2366 5202
= =
67 . 20
6
124
5 11
121 245
= =
33 . 35
6
212
7 13
245 457
= =
42
6
252
11 17
457 709
= =
83 . 1
8
66 . 14
5 13
67 . 20 33 . 35
= =
667 . 0
10
67 . 6
7 17
33 . 35 42
= =
7 392
11 1452
13 2366
17 5202
11. Write the Newtons divided difference interpolation formula for unequal intervals.
( ) ( )( ) .. .......... ) , , ( ) , ( ) ( ) (
2 1 0 1 0 1 0 0 0
+ + + = x x x f x x x x x x f x x x f x f
( ) ) ,..... , ( ) ).......( (
1 0 1 1 0 n n
x x x f x x x x x x
+ .
12. Write the Newtons forward difference interpolation formula.
Let ) (x f y = be a function which takes the values
n
y y y y y ..., ,......... , , ,
3 2 1 0
corresponding to the values
n
x x x x x ..., ,......... , , ,
3 2 1 0
where the values of x are equally spaced.
Then the Newtons forward difference interpolation formula is given by
( ) ( )
.......... .......... ..........
! 3
) 2 ( 1
! 2
1
! 1
0
3
0
2
0 0
+
+
+ + = y
u u u
y
u u
y
u
y y
n
Where
h
x x
u
0
=
13. If
2
1
) (
x
x f = ,find ) , , ( & ) , ( c b a f b a f by using divided differences.
Sol: Given,
2
1
) (
x
x f = .
( )
.
) (
1 1
) ( ) (
) , (
2 2 2 2
2 2
2 2
b a
a b
a b b a
b a
a b
a b
a b
a f b f
b a f
+
=
=
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( ) a c c b a
c b b a a b c b
a c
b a
a b
b c
b c
a c
b a f c b f
c b a f
+ +
=
+
+
+
=
2 2 2
2 2 2 2
2 2 2 2
) ( ) (
) (
) , ( ) , (
) , , (
( )
2 2 2 2 2 2
) ( ) )( (
c b a
ca bc ab
a c c b a
a c ca bc ab + +
=
+ +
=
14. What is the nature of
th
n divided differences of a polynomial of
th
n degree?
Sol: Let = ) (x f a polynomial of degree n.
= ) (x f
n
n
th
divided difference = constant.
15. Find the second divided differences with arguments a,b,c if
x
x f
1
) ( = .
Sol:Given,
x
x f
1
) ( =
ab a b
a b
a b
a f b f
b a f
1
1 1
) ( ) (
) , (
=
=
.
1
1 1
) , ( ) , (
) , , (
abc a c
ab bc
a c
b a f c b f
c b a f =
+
=
=
16. Obtain a divided difference table for the following data:
X: 1 0 2 3
f(x): 8 3 1 12.
x y
f(x)
) (
2
x f ) (
3
x f
1 8
11
1 0
8 3
=
+
+
1
0 2
3 1
=
11
2 3
1 12
=
4
1 2
11 1
=
+
4
0 3
1 11
=
+
2
1 3
4 4
=
+
+
0 3
2 1
3 12
17. Find the polynomial which takes the following values:
X: 0 1 2
Y: 1 2 1
Sol: The Lagranges interpolation formula is
( )( )
( )
( )( )
( )
( )( )
( )
.
) ( ) ( ) (
) (
2
1 2 0 2
1 0
1
2 1 0 1
2 0
0
2 0 1 0
2 1
y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
x f y
+
+
= =
( )( )
( )
( )( )
( )
( )( )
( )
). 1 (
1 2 ) 0 2 (
1 0
) 2 (
2 1 ) 0 1 (
2 0
) 1 (
2 0 ) 1 0 (
2 1
) (
+
+
= =
x x x x x x
x f y
2 4 2
2 ) 1 (
) 2 ( 2
2
2 3
2
2 2 2
+ + =
+
+
= x x
x x x x x x
18. Obtain a divided difference table for the following data:
X: 2 3 5
f(x): 0 14 102.
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Sol:
x y
f(x)
) (
2
x f
2 0
14
2 3
0 14
=
44
3 5
14 102
=
10
2 5
14 44
=
3 14
5 102
19. Write the Newtons backward difference interpolation formula.
Let ) (x f y = be a function which takes the values
n
y y y y y ..., ,......... , , ,
3 2 1 0
corresponding to the values
n
x x x x x ..., ,......... , , ,
3 2 1 0
where the values of x are equally spaced.
Then the Newtons backward difference interpolation formula is given by
( ) ( )
.......... .......... ..........
! 3
) 2 ( 1
! 2
1
! 1
0
3
0
2
0 0
+
+ +
+
+
+ + = y
v v v
y
v v
y
v
y y
n
Where
h
x x
v
0
= .
20. Find the polynomial for the following data by Newtons backward difference formula.
X: 0 1 2 3
f(x): 3 2 9 18.
x f(x) = y
y
y
2
y
3
0 3
2(3)=5
92 = 7
189 = 9(
0
y )
75= 2
97 =2(
0
2
y )
22 = 0(
0
3
y )
1 2
2 9
3
18(
0
y )
3
1
3
, 18 , 1 , 3
0
0 0
=
= = = = x
x
h
x x
v y h x
The Newtons backward interpolation formula is
( ) ( )
.......... .......... ..........
! 3
) 2 ( 1
! 2
1
! 1
0
3
0
2
0 0
+
+ +
+
+
+ + = y
v v v
y
v v
y
v
y y
n
) 0 ( ) 2 (
2
) 1 3 )( 3 (
) 9 )( 3 ( 18 +
+
+ + =
x x
x
3 4 6 5 27 9 18
2 2
+ = + + + = x x x x x
21. Evaluate ) (
b ax n
e
+
.
Sol: let
b ax
e x f
+
= ) (
we know that ) ( ) ( ) ( x f h x f x f + =
( ) ( ) 1
) (
= =
+ + + + + ah b ax b ax b h x a b ax
e e e e e
( ) ( ) ( ) ( ) ( )
2
) ( 2
1 ) ( 1 = = =
+ + + + + + ah b ax b ax b h x a ah b ax b ax
e e e e e e e
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In general, ( ) ( ) . 1
n
ah b ax b ax n
e e e =
+ +
22. What are the advantages of Lagranges formula over Newtons formula?
The forward and backward interpolation formulae of Newton can be used only when the values of the
independent variable x are equally spaced and can also be used when the differences of the dependent variable y
become smaller ultimately. But Lagranges 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.
23. Find the second degree polynomial fitting the following data:
X: 1 2 4
f(x): 4 5 13.
x Y
f(x)
) (
2
x f
1 4
1
1 2
4 5
=
4
2 4
5 13
=
1
1 4
1 4
=
2 5
4 13
( ) ( )( ) . .......... ) , , ( ) , ( ) ( ) (
2 1 0 1 0 1 0 0 0
+ + + = x x x f x x x x x x f x x x f x f
5 2 2 3 1 4 ) 1 )( 2 )( 1 ( ) 1 )( 1 ( 4
2 2
+ = + + + = + + = x x x x x x x x .
24. What are the disadvantages in practice in applying Lagranges interpolation formula?
1. It takes time.
2. It is laborious.
25. State the properties of divided differences.
1. Divided differences are symmetrical in all their arguments.
2. Divided differences operator is linear. ( ) ( ) ( ) ) ( ) ( ) ( ) ( x g x f x g x f =
3. ( ) ( ) ) ( ) ( x f c x cf = .
4. The
th
n divided differences of a polynomial of the
th
n degree are constant.
26. When Newtons backward interpolation formula is used.
The formula is used mainly to interpolate the values of y near the end of a set of tabular values.
27. When Newtons forward interpolation formula is used.
The formula is used mainly to interpolate the values of y near the beginnig of a set of tabular values.
28. When do we use Newtons divided differences formula?
This is used when the data are unequally spaced.
29. Newtons forward interpolation formula used only foe equidistant (or) equal interval.
30. Say true or false:
Newtons interpolation formulae are not suited to estimate the value of a function near the middle of a table.
Sol:TRUE
31. Say true or false:
Newtons forward and Newtons backward interpolation formulae are applicable for
interpolation near the beginning and the end respectively of tabulated values.
Sol:TRUE.
32. Given f(0) = 2,f(1) = 2 and f(2) = 8 Find the root of Newtons interpolating polynomial
equation f(x) = 0.
Sol:
X f(x)
f(x)
2
f(x)
0
2
2(2)=4
82 = 6
64 =2 1
2
2
8
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x
x
h
x x
u h y =
= = =
1
) 0 (
, 1 , 2
0
0
Newtons forward interpolation formula is
( ) ( )
.......... .......... ..........
! 3
) 2 ( 1
! 2
1
! 1
0
3
0
2
0 0
+
+
+ + = y
u u u
y
u u
y
u
y y
) 2 (
! 2
) 1 )( (
) 4 )( ( 2
+ + =
x x
x
. 2 3 4 2
2 2
+ = + + = x x x x x
Now,
2
17 3
2
8 9 3
0 2 3 ) (
2
=
+
= = + = x x x x f .)
33.Forward difference operator.
Let ) (x f y = be a function of x and let ,..... , ,
2 1 0
y y y of the values of . y corresponding to
,.... 2 , ,
0 0 0
h x h x x + + 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
n n n
y y y
y y y
y y y
=
=
=
+1
1 2 1
0 1 0
.. .......... ..........
These are called first differences.
34.Forward difference table.
0
x
1
x
2
x
3
x
4
x
0
y
1
y
2
y
3
y
4
y
0
y
1
y
0
2
y
1
2
y
2
2
y
0
3
y
1
3
y
0
4
y
35. Backward difference operator.
The backward difference operator is defined as
1
=
n n n
y y y
For ... 2 , 1 , 0 = n
and so on.
3 2 1 1
2 2 3
2 1
2
3 3
2
+ = =
+ =
n n n n n n n
n n n n
y y y y y y y
y y y y
The image part with
relationship ID rId315 was
not found in the file.
The image part with
relationship ID rId316 was
not found in the file.
1 2 2
0 1 1
1 0 0
y y y
y y y
y y y
=
=
=
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36 Backward difference table.
x
y
2
y
3
y
4
4
x
3
x
2
x
1
x
0
x
4
y
3
y
2
y
1
y
0
y
3
y
2
y
1
y
0
y
2
2
y
1
2
y
0
2
y
1
3
y
0
3
y
0
4
y
Newtons backward interpolation formula is
( ) ( )
.......... .......... ..........
! 3
) 2 ( 1
! 2
1
! 1
0
3
0
2
0 0
+
+ +
+
+
+ + = y
v v v
y
v v
y
v
y y
n
37. { } { } { } ) ( ) ( ) ( ) ( x g x f x g x f =
(ie)The divided difference (of any order) of the sum (or) difference of two functions is equal to the
sum(or)difference of the corresponding separate divided differences.
Proof:
If ) ( ), ( x g x f are two functions and
1 0
, x x be two arguments,
{ }
[ ] [ ]
( )
) , (
) ( ) ( ) ( ) (
) ( ) (
1 0
0 1
0 0 1 1
x x
x x
x g x f x g x f
x g x f
=
=
[ ] [ ]
( )
0 1
0 1 0 1
) ( ) ( ) ( ) (
x x
x g x g x f x f
{ } { }
) , (
) ( ) (
1 0
x x
x g x f =
Similarly the result is true for any higher order difference.
38. { } { } ) ( ) ( x f c x cf = (ie) the divided difference of the product of a constant and a function is equal to the
product of the constant and the divided difference of the function.
Proof:
{ } { } ) (
) ( ) ( ) ( ) (
) (
0 1
0 1
0 1
0 1
x f c
x x
x f x f
c
x x
x cf x cf
x cf =
)
`
=
{ } { } ) ( ) ( x f c x cf =
Similarly the result is true for any higher order difference.
39.The divided differences are symmetrical in all their arguments.
0 1
1
1 0
0
0 1
1 0
1 0
0 1
0 1
1 0
) ( ) (
) , (
) ( ) ( ) ( ) (
) , (
x x
x f
x x
x f
x x f
x x
x f x f
x x
x f x f
x x f
= =
=
Now,
0 2
1 0 2 1
2 1 0
) , ( ) , (
) , , (
x x
x x f x x f
x x x f
= =
0 2
1 0
0 2
2 1
) , ( ) , (
x x
x x f
x x
x x f
=
( )( ) ( )( )
0 1 0 2
0 1
1 2 0 2
1 2
) ( ) ( ) ( ) (
x x x x
x f x f
x x x x
x f x f
=
( )( ) ( )( ) ( )( ) ( )( )
0 1 0 2
0
0 1 0 2
1
1 2 0 2
1
1 2 0 2
2
) ( ) ( ) ( ) (
x x x x
x f
x x x x
x f
x x x x
x f
x x x x
x f
+
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=
( )( ) ( ) ( )( ) ( )( )
0 1 0 2
0
0 1 1 2
1 2 0 1
0 2
1
1 2 0 2
2
) ( ) ( ) (
x x x x
x f
x x x x
x x x x
x x
x f
x x x x
x f
+
)
`
=
( )( ) ( ) ( )( ) ( )( )
0 1 0 2
0
0 1 1 2
0 2
0 2
1
1 2 0 2
2
) ( ) ( ) (
x x x x
x f
x x x x
x x
x x
x f
x x x x
x f
+
)
`
) , , (
2 1 0
x x x f =
( )( ) ( )( ) ( )( )
2 1 0 1
2
0 1 2 1
1
2 0 1 0
0
) ( ) ( ) (
x x x x
x f
x x x x
x f
x x x x
x f
+
Similarly ,we can prove the result for higher differences
Hence the divided differences are symmetrical in their arguments.
40. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the interior points, using forward difference.
Sol:
( ) ( ) ( )
)
`
+
+
+
+
+
+ = = ........ ..........
! 4
6 22 18 4
! 3
2 6 3
! 2
1 2 1
) (
0
4
2 3
0
3
2
0
2
0
y
u u u
y
u u
y
u
y
h dx
dy
x f
( )
)
`
+
+
+ + = = ........ ..........
12
11 18 6
) 1 (
1
) (
0
4
2
0
3
0
2
2 2
2
y
u u
y u y
h dx
y d
x f
( )
)
`
+ = = ........ ..........
2
3 2 1
) (
0
4
0
3
3 3
3
y
u
y
h dx
y d
x f
.
41. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the point
0
x x = , using forward difference.
Sol: At
0
x x = ,
)
`
+ + = = ........ ..........
4
1
3
1
2
1 1
) (
0
4
0
3
0
2
0
y y y y
h dx
dy
x f
)
`
+ + = = ........ ..........
12
11 1
) (
0
4
0
3
0
2
2 2
2
y y y
h dx
y d
x f
)
`
+ = = ........ ..........
2
3 1
) (
0
4
0
3
3 3
3
y y
h dx
y d
x f
42. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the interior points, using backward difference.
Sol:
( ) ( ) ( )
)
`
+
+ + +
+
+ +
+
+
+ = = ........ ..........
! 4
6 22 18 4
! 3
2 6 3
! 2
1 2 1
) (
4
2 3
3
2
2
n n n n
y
v v v
y
v v
y
v
y
h dx
dy
x f
( )
)
`
+
+ +
+ + + = = ........ ..........
12
11 18 6
) 1 (
1
) (
4
2
3 2
2 2
2
n n n
y
v v
y v y
h dx
y d
x f
( )
)
`
+
+
+ = = ........ ..........
2
3 2 1
) (
4 3
3 3
3
n n
y
v
y
h dx
y d
x f
.
43. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the point
n
x x = , using backward difference.
Sol: At
n
x x = ,
)
`
+ + + + = = ........ ..........
4
1
3
1
2
1 1
) (
4
0
3 2
n n n
y y y y
h dx
dy
x f
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)
`
+ + + = = ........ ..........
12
11 1
) (
4 3 2
2 2
2
n n n
y y y
h dx
y d
x f
)
`
+ + = = ........ ..........
2
3 1
) (
4 3
3 3
3
n n
y y
h dx
y d
x f
44. Find
dx
dy
at x = 1 from the following table:
Sol:
Here, h = 1& 1
0
= x
The Newtons forward difference formula for
dx
dy
at 1
0
= = x x is
)
`
+ + = ........ ..........
4
1
3
1
2
1 1
0
4
0
3
0
2
0
y y y y
h dx
dy
( ) 3 6
3
1
) 12 (
2
1
7 =
)
`
+ =
45.what is cubic Spline?
A cubic polynomial which has continuous slope and curvature is called a cubic spline
46.What is a natural cubic spline?
A cubic spline fitted to the given data such that the end cubies approach linearity at their entremities is
called natural cubic spline
47.Define a cubic spline S(x) which is commonly used for interpolation.
We define a cubic, S(x) as follows:
i)S(x) is a polynomial of degree one for X <X
0
and X>X
n
ii)S(x) is at most a cubic polynomial in each interval (x
i1,
x
i
) ,i=1,2,3,.,n
iii)S(x),S
(x) and S
+
+
+
+
+
+ = = ........ ..........
! 4
6 22 18 4
! 3
2 6 3
! 2
1 2 1
) (
0
4
2 3
0
3
2
0
2
0
y
u u u
y
u u
y
u
y
h dx
dy
x f
( )
)
`
+
+
+ + = = ........ ..........
12
11 18 6
) 1 (
1
) (
0
4
2
0
3
0
2
2 2
2
y
u u
y u y
h dx
y d
x f
( )
)
`
+ = = ........ ..........
2
3 2 1
) (
0
4
0
3
3 3
3
y
u
y
h dx
y d
x f
.
2. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the point
0
x x = , using forward
difference.
Sol: At
0
x x = ,
)
`
+ + = = ........ ..........
4
1
3
1
2
1 1
) (
0
4
0
3
0
2
0
y y y y
h dx
dy
x f
)
`
+ + = = ........ ..........
12
11 1
) (
0
4
0
3
0
2
2 2
2
y y y
h dx
y d
x f
)
`
+ = = ........ ..........
2
3 1
) (
0
4
0
3
3 3
3
y y
h dx
y d
x f
3. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the interior points, using
backward difference.
Sol:
( ) ( ) ( )
)
`
+
+ + +
+
+ +
+
+
+ = = ........ ..........
! 4
6 22 18 4
! 3
2 6 3
! 2
1 2 1
) (
4
2 3
3
2
2
n n n n
y
v v v
y
v v
y
v
y
h dx
dy
x f
( )
)
`
+
+ +
+ + + = = ........ ..........
12
11 18 6
) 1 (
1
) (
4
2
3 2
2 2
2
n n n
y
v v
y v y
h dx
y d
x f
( )
)
`
+
+
+ = = ........ ..........
2
3 2 1
) (
4 3
3 3
3
n n
y
v
y
h dx
y d
x f
.
4. State Newtons formula to find ) ( & ) ( ), ( x f x f x f at the point
n
x x = , using backward
difference.
Sol: At
n
x x = ,
)
`
+ + + + = = ........ ..........
4
1
3
1
2
1 1
) (
4
0
3 2
n n n
y y y y
h dx
dy
x f
)
`
+ + + = = ........ ..........
12
11 1
) (
4 3 2
2 2
2
n n n
y y y
h dx
y d
x f
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)
`
+ + = = ........ ..........
2
3 1
) (
4 3
3 3
3
n n
y y
h dx
y d
x f
5. Find
dx
dy
at x = 1 from the following table:
Sol:
Here, h = 1& 1
0
= x
The Newtons forward difference formula for
dx
dy
at 1
0
= = x x is
)
`
+ + = ........ ..........
4
1
3
1
2
1 1
0
4
0
3
0
2
0
y y y y
h dx
dy
( ) 3 6
3
1
) 12 (
2
1
7 =
)
`
+ =
6. In Numerical integration, what should be the number of intervals to apply Simpsons
onethird rule and Simpsons threeeight rule.
Sol: To apply Simpons 1/3
rd
rule, the number of subintervals must be EVEN.
To apply Simpons 1/8
th
rule, the number of subintervals must be a multiple of 3.
7. Compare Trapezoidal rule and Simpsons onethird rule for evaluating numerical
integration.
Sol:
8. State the formula of Trapezoidal rule.
Sol: The Trapezoidal rule is given by
( ) { }
n n
nh x
x
y y y y y y
h
dx x f + + + + + =
+
1 3 2 1 0
.......... 2
2
) (
0
0
9. State the formula of Simpsons onethird rule.
Sol: Simpsons onethird rule is given by
X: 1 2 3 4
Y: 1 8 27 64
X: Y:
2
3
1 1
7
19
37
12
18
6
2 8
3 27
4 64
Trapezoidal rule Simpsons onethird rule
Any number of
intervals
Number of intervals must
be even.
Least accuracy More accuracy
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( ) ( ) { }. ........ 2 .......... 4
3
) (
4 2 3 1 0
0
0
n
nh x
x
y y y y y y
h
dx x f + + + + + + + =
+
Provided when n is
even.
.
15. Write down the order of truncation error of trapezoidal rule and Simpsons 1/3
rd
rule.
Sol: The error in the trapezoidal formula is of the order
2
h .
The truncation error in the trapezoidal rule is ( )
1 2 1 0
3
.........
12
+ + +
=
n
y y y y
h
E
16. Compute
2 / 1
0
ydx using trapezoidal rule if y (0) = 1, y (1/4) = 1.01049, y (1/2) = 1.04291.
Sol: Given,
Here, h =
The Trapezoidal rule is
{ }
2 1 0
2 / 1
0
2
2
y y y
h
ydx + + =
( )
{ } 50798 . 0 04291 . 1 ) 01049 . 1 ( 2 1
2
4 / 1
= + + =
17. Write down the order of truncation error of Simpsons 1/3
rd
rule.
Sol: The error in the Simpsons 1/3
rd
rule formula is of the order
4
h .
The truncation error in the Simpsons 1/3
rd
l rule is ( ) .........
90
3 0
5
+ +
=
iv iv
y y
h
E .
20. A curve passes through (0,1),(0.25,0.9412),(0.5,0.8),(0.75,0.64),(1,0.5).
Find
1
0
) ( dx x f by trapezoidal rule.
Sol:
Here, h = 0.5
The Trapezoidal rule is
{ }
4 3 2 1 0
2 / 1
0
) ( 2
2
y y y y y
h
ydx + + + + =
= 53.8733
26. For what type of functions, Simpsons rule and direct integration will give exact result?
Sol: Simpsons rule will give exact result, if the entire curve ) (x f y = is itself a parabola.
27. Why is trapezoidal rule so called?
Sol: The trapezoidal rule is so called,because it approximates the integral by the sum of n
trapezoids.
28. How the accuracy can be increased in trapezoidal rule of evaluating a given definite
integral?
Sol: If the number of points of the base segment ba, (the range of integration) is increased,a
better approximation to the area given by the definite integral will be obtained.
29. Evaluate dx
x
1
2
1
1
by trapezoidal rule, dividing the range into 4 equal parts.
Sol: h = 1/8
x 4/8 5/8 6/8 7/8 8/8
) (x f
8/4 8/5 8/6 8/7 8/8
dx
x
1
2
1
1
= 0.6971.
30. In Numerical integration, what should be the number of intervals to apply Simpsons onethird rule and
Simpsons threeeight rule.
Sol: To apply Simpons 1/3
rd
rule, the number of subintervals must be EVEN.
To apply Simpons 1/8
th
rule, the number of subintervals must be a multiple of 3.
31.Compare Trapezoidal rule and Simpsons onethird rule for evaluating numerical integration.
Sol:
32. State the formula of Trapezoidal rule.
Sol: The Trapezoidal rule is given by
( ) { }
n n
nh x
x
y y y y y y
h
dx x f + + + + + =
+
1 3 2 1 0
.......... 2
2
) (
0
0
33. State the formula of Simpsons onethird rule.
Sol: Simpsons onethird rule is given by
( ) ( ) { }. ........ 2 .......... 4
3
) (
4 2 3 1 0
0
0
n
nh x
x
y y y y y y
h
dx x f + + + + + + + =
+
Provided when n is even.
.
Trapezoidal rule Simpsons onethird rule
Any number of
intervals
Number of intervals must be
even.
Least accuracy More accuracy
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34. Write down the order of truncation error of trapezoidal rule and Simpsons 1/3
rd
rule.
Sol: The error in the trapezoidal formula is of the order
2
h .
The truncation error in the trapezoidal rule is ( )
1 2 1 0
3
.........
12
+ + +
=
n
y y y y
h
E
35. Compute
2 / 1
0
ydx using trapezoidal rule if y (0) = 1, y (1/4) = 1.01049, y (1/2) = 1.04291.
Sol: Given,
Here, h =
The Trapezoidal rule is
{ }
2 1 0
2 / 1
0
2
2
y y y
h
ydx + + =
( )
{ } 50798 . 0 04291 . 1 ) 01049 . 1 ( 2 1
2
4 / 1
= + + =
36. Write down the order of truncation error of Simpsons 1/3
rd
rule.
Sol: The error in the Simpsons 1/3
rd
rule formula is of the order
4
h .
The truncation error in the Simpsons 1/3
rd
l rule is ( ) .........
90
3 0
5
+ +
=
iv iv
y y
h
E .
37. A curve passes through (0,1),(0.25,0.9412),(0.5,0.8),(0.75,0.64),(1,0.5).
Find
1
0
) ( dx x f by trapezoidal rule.
Sol:
Here, h = 0.5
The Trapezoidal rule is
{ }
4 3 2 1 0
2 / 1
0
) ( 2
2
y y y y y
h
ydx + + + + =
= 53.8733
41. For what type of functions, Simpsons rule and direct integration will give exact result?
Sol: Simpsons rule will give exact result, if the entire curve ) (x f y = is itself a parabola.
42. Why is trapezoidal rule so called?
Sol: The trapezoidal rule is so called,because it approximates the integral by the sum of n trapezoids.
43. How the accuracy can be increased in trapezoidal rule of evaluating a given definite integral?
X: 0 0.25 0.5 0.75 1
F(x) 1
( )
0
y
0.9412
( )
1
y
0.8
( )
2
y
0.64
( )
3
y
0.5
( )
4
y
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Sol: If the number of points of the base segment ba, (the range of integration) is increased,a better approximation
to the area given by the definite integral will be obtained.
44. Evaluate dx
x
1
2
1
1
by trapezoidal rule, dividing the range into 4 equal parts.
Sol: h = 1/8
x 4/8 5/8 6/8 7/8 8/8
) (x f 8/4 8/5 8/6 8/7 8/8
dx
x
1
2
1
1
= 0.6971.
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SELVAM COLLEGE OF TECHNOLOGY, NAMAKKAL3
NUMERICAL METHODS
UNIT IV INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS
Two Marks Q&A
1. Write down Euler algorithm to the differential equation ) , ( y x f
dx
dy
=
Solution:
) , ( 1
n n n n
y x hf y y + = + When ,... 2 , 1 , 0 = n This is Eulers algorithm. It can also be
written as ) , ( ) ( ) ( y x hf x y h x y + = +
2. State true or false.
In Eulers method, if h is small, the method is too slow and if h is large, it
gives inaccurate value.
Solution: The statement is true.
3. State Modified Euler algorithm to solve
0 0
) ( ), , ( y x y y x f y = = at h x x + =
0
.
Solution:
(
+ + + =
(
+ + + =
+
) , (
2
,
2
) , (
2
,
2
0 0 0 0 0 1
1
y x f
h
y
h
x hf y y
y x f
h
y
h
x hf y y
n n n n n n
4. The Modified Euler method is based on the average of points.
Solution: The statement is true.
5. State the disadvantage of Taylor series method.
Solution:
In the differential equation ), , ( y x f
dx
dy
= the function ), , ( y x f may have a
complicated algebraical structure. Then the evaluation of higher order derivatives may
become tedious. This is the demerit of this method.
6. Write down the fourth order Taylor Algorithm.
Solution:
iv
m m m m m m
y
h
y
h
y
h
hy y y
4 3 2
4 3 2
1
+ =
+
Here
n
m
y denotes the
th
r derivative with respect to x at the point ( )
m m
y x ,
7. Write the merits and demerits of the Taylor method of solution.
Solution:
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
successive derivatives easily. If ) . ( y x f involves some complicated algebraic structures
then the calculation of higher derivatives becomes tedious and the method fails.This is
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, Milnes method etc.
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8. Which is better Taylors method or R. K. Method?
Solution:
R.K Methods do not require prior calculation of higher derivatives of ) (x y ,as the
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 ) , ( y x f at various positions, instead
of derivatives and this function occurs in the given equation.
9. Taylor series method will be very useful to give somefor powerful
numerical methods such as Rungekutta method,Milnes method etc.
Solution: Initial starting values.
10. State Taylor series algorithm for the first order differential equation.
Solution:
To find the numerical solution of ) , ( y x f
dx
dy
= with the condition
0 0
) ( y x y = .We
expand ) (x y at a general point
m
x in a Taylor series, getting
....
2 1
2
1
+
+ =
+ m m m m
y
h
y
h
y y
Here
r
m
y denotes the r th derivatives of y w .r .to x at the point ( )
m m
y x , .
11. Write the RungeKutta method algorithm of second order for solving
. ) ( ), , (
0 0
y x y y x f y = =
Solution:
Let h denote the interval between equidistant values of . x If the initial values
are ), , (
0 0
y x the first increment in y is computed from the formulas.
2
1
0 0 2
0 0 1
2
,
2
) , (
k y and
k
y
h
x hf k
y x hf k
= 
\

+ + =
=
Then y y y h x x + = + =
0 1 0 1
,
The increment is y in the second interval is computed in a similar manner using the
same three formulas,using the values
1 1
, y x in the place of
0 0
, y x respectively.
12. State the third order R.K method algorithm to find the numerical solution of the
first order differential equation.
Solution:
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To solve the differential equation ) , ( y x f y = by the third order R.K method, we use
the following algorithm.
) 4 (
6
1
) 2 , (
2
,
2
) , (
3 2 1
1 2 3
1
2
1
k k k y and
k k y h x hf k
k
y
h
x hf k
y x hf k
+ + =
+ + =

\

+ + =
=
13. Write down the RungeKutta formula of fourth order to solve
. 0 0
) ( ) , ( y x withy y x f
dx
dy
= =
Solution:
Let hdenote the interval between equidistant values of . x If the initial values are
) , (
0 0
y x ,the first increment in is computed from the formulas.
y y y h x thenx
k k k k y and
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
+ = + =
+ + + =
+ + =
+ + =

\

+ + =
=
0 1 0 1
4 3 2 1
3 0 0 4
2
0 0 3
1
0 0 2
0 0 1
,
) 2 2 (
6
1
) , (
)
2
,
2
(
2
,
2
) , (
The increment in y in the second interval is computed in a similar manner using the
same four formulas,using the values
1 1
, y x in the place of
0 0
, y x respectively.
14. State the special advantage of RungeKutta method over taylor series method.
Solution:
RungeKutta methods do not require prior calculation of higher derivatives of
), ( x y as the Taylor method does.since the differential equations using in applications
are often complicated,the calculation of derivatives may be difficult.
Also the RungeKutta formulas involve the computation of ) , ( y x f at various
positions,instead of derivatives and this function occurs in the given equation.
15. Say true or false.
Modified Eulers method is the RungeKutta method of second order.
Solution: the statement is true.
16. Is Eulers method formula, a particular case of second order RungeKutta
method?
Solution:
Yes, Eulers modified formula is a particular case of second order RungeKutta
method.
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part with
relationship
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found in the
file.
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17. State which is better. Taylors method or RK method? why?
(or) What are the advantages of R.K method over Taylors method.
(or) State the special advantage of R.K method over Taylor method.
(or) Why is RungeKutta method preferred to Taylor series method.
(or) Compare Taylors series and R.K method.
Solution:
RK methods do not require prior calculation of higher derivatives of ) (x y as the taylor
method does.
Since the differential equations are using in applications often complicated, the
calculation of derivatives may be difficult.
Also the RK formulas involve the computation of ) , ( y x f at various positions, instead
of derivatives and this function occurs in the given equation.
18. The fourth order RungeKutta methods are used widely into differential
equations.
Solution: Getting numerical solutions.
19. How many prior values are required to predict the next value in Milnes method?
Solution:
Four prior values.
20. Pick out the correct answer:
The error term in Milnes Predictor formula is
(a)
0
4
45
14
y
h
(b)
0
4
45
14
y
h
(c)
0
4
720
19
y
h
(d)
0
4
90
y
h
Solution: The error term is
0
4
45
14
y
h
.Correct answer is (a).
21. What is the error term in Milnes corrector formula?
Solution:The error term is
0
4
90
y
h
22. Say True or False.
Milnes method is a self starting method.
Solution:The statement is false.
23. Say True or False.
PredictorCorrector methods are single step methods.
Solution:The statement is false.
24. Predictor corrector methods arestarting methods.
Solution: Not self starting methods.
25. How many prior values are required to predict the next value in Adams method?
Solution:Four prior values.
26. Say True or False.
Adams Bash forth method is a self starting method.
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Solution:The statement is false.
27. What will you do,if there is a considerable difference between predicted value and
corrected value,in predictor corrector methods?
Solution:
If there is a considerable difference between predicted value and corrected
value,we take the corrected value as the predicted value and find out the new corrected
value.This process is repeated till there is no great difference between two consecutive
corrected values.
28.Compare RungeKutta methods and predictor corrector methods for solution of
initial value problem.
Solution:RungeKutta methods
1.Rungemethods are self starting,since they do not use information from previously
calculated points.
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 ), , ( y x f 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.
29. Say True or False.
PredictorCollector methods are single step methods.
Solution:The statement is false
30.What is a Predictorcollector method of solving a differential equation?
Solution:
Predictorcollector methods are methods which require the values of y at
,.... , ,
2 1 n n n
x x x for computing the value of y at .
1 + n
x We first use a formula to find the
value of y at .
1 + n
x 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.
31. Write Milnes Predictor formula.
Solution:
Milnes Predictor formula is
(
+ =
3 2 1 0 , 4
2 2
3
4
y y y
h
y y
p
Where ) , (
1 1 4
y x f y =
32. Write Milnes corrector formula.
Solution:
Milnes corrector formula is
(
+ =
4 3 2 2 , 4
4
3
y y y
h
y y
c
Where ) , (
, 4 4 4 p
y x f y =
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33. Write down Adamsbashforth Predictor formula.
Solution:
Adamsbashforth Predictor formula is
(
+ =
0 1 2 3 3 , 4
9 37 59 55
24
y y y y
h
y y
p
34. Write down Adamsbashforth Corrector formula.
Solution:
Adamsbashforth Corrector formula is
(
+ =
1 2 3 4 3 , 4
5 19 9
24
y y y y
h
y y
c
Where ) , (
, 4 4 4 p
y x f y =
35. Using Eulers method find ) 2 . 0 ( y from 1 ) 0 ( , = + = y y x
dx
dy
with h=0.2.
Solution:
By Eulers method
) , (
0 0 0 1
y x hf y y + =
= ) 1 , 0 ( ) 2 . 0 ( 1 f +
= ) 1 0 )( 2 . 0 ( 1 + +
= ) 2 . 0 ( 1+
=1.2
2 . 1 ) 2 . 0 (
1
= = y y
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SELVAM COLLEGE OF TECHNOLOGY, NAMAKKAL3
NUMERICAL METHODS
UNIT V BOUNDARY VALUE PROBLEMS IN ORDINARY
AND PARTIAL DIFFERENTIAL EQUATIONS
Two Marks Q&A
1. The number of conditions required to solve the Laplace equation is
Solution: Four
2. What is the purpose of Liebmanns process?
Solution:
The purpose of Liebmanns process is to find the solution of the Laplace equation
0 = +
yy xx
U U by iteration.
3. If u satisfies Laplace equation and u=100 on the boundary of a square what will be the
value of u at an interior grid point.
Solution:
Since u satisfies the laplace equation and u=100 on the boundary of a square
( ) 100 100 100 100
4
1
,
+ + + =
j i
u
100 =
4. For the following mesh in solving 0
2
= u find one set of rough values of u at interior
mesh points.
Solution:
By symmetry,
3 2
u u =
Assume . 3
2
= u (
2
u Q is at
3
1
distance from 2 = u )
Therefore the rough values are
2 ) 2 1 1 (
4
1
2 1
= + + = u u
3
2
= u
3 ) 4 2 (
4
1
4 ) 2 5 5 (
4
1
4 1 4
2 3
= + + + =
= + + =
u u u
u u
5. Write the Laplace equations 0 = +
yy xx
U U in difference quotients.
Solution:
0
2 2
2
1 , , 1 ,
2
, 1 , , 1
=
+
+
+
+ +
k
u u u
h
u u u
j i j i j i j i j i j i
6. Write down the standard five point formula to solve Laplace equation . 0
2
2
2
2
=
y
u
x
u
Solution:
[ ]
1 , 1 , , 1 , 1 ,
4
1
+ +
+ + + =
j i j i j i j i j i
u u u u u
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7. Define a difference quotient.
Solution:
A difference quotient is the quotient obtained by dividing the difference between
two values of a function by the difference between two corresponding values of the
independent variable.
8. State Liebmanns iteration process formulae.
Solution:
[ ]
) 1 (
1 ,
) (
1 ,
) (
, 1
) 1 (
, 1
1
,
4
1
+
+ +
+
+
+ + + =
n
j i
n
j i
n
j i
n
j i
n
j i
u u u u u
9. Write the diagonal fivepoint formula to solve the Laplace equation 0 = +
yy xx
U U
Solution:
[ ]
1 , 1 1 , 1 1 , 1 1 , 1 ,
4
1
+ + + +
+ + + =
j i j i j i j i j i
u u u u u
10. Write the difference scheme for solving the Laplace equation.
Solution:
The five point difference for 0
2
= is
[ ]
1 , 1 , , 1 , 1 ,
4
1
+ +
+ + + =
j i j i j i j i j i
u u u u u
11. Write down the finite difference form of the equation. ) , (
2
y x f u =
Solution:
) , ( 4
2
, 1 , 1 , , 1 , 1
jh ih f h u u u u u
j i j i j i j i j i
= + + +
+ +
12. Write the difference scheme for ). , (
2
y x f u =
Solution:
Consider a square mesh with interval of differencing as h.
Taking jh y ih x = = , the difference equation reduces to
) , ( 4 ) . (
) , (
2 2
2
, 1 , , 1 , 1
2
1 , , 1 ,
2
, 1 , , 1
jh ih f h u u u u e i
ih ih f
h
u u u
h
u u u
j i j i j i j i
j i j i j i j i j i j i
= + +
=
+
+
+
+ =
+ +
13. State the five point formula to solve the Poisson equation . 100 = +
yy xx
u u
Solution:
100 ) , ( 4
2
, 1 , 1 , , 1 , 1
= = + + +
+ +
jh ih f h u u u u u
j i j i j i j i j i
(Since h=1)
14. State the general form of Poissons equation in partial derivatives.
Solution:
). , (
2
2
2
2
y x f
y
u
x
u
=
15. Write a note on the stability and convergence of the solution of the difference
equation corresponding to the hyperbolic equation .
2
xx tt
u a u =
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Solution:
For ,
1
a
= the solution of the difference equation is stable and coincides with the
solution of the differential equation. For
a
1
> ,the solution is unstable.
For
a
1
< ,the solution is stable but not convergent.
16. State the explicit scheme formula for the solution of the wave equation.
Solution:
The formula to solve numerically the wave equation 0
2
=
tt xx
u u a is
( )
1 , , 1 , 1
2 2
,
2 2
,
) 1 ( 2
+
+ + =
j i j i j i j i j i
u u u a u a u
The schematic representation is shown below.
The solution value at any point (i,j+1) on the
th
j ) 1 ( + level is expressed in terms of solution
values on the previous j and (j1) levels (and not interms of values on the same level).Hence this
is an explicit difference formula.
17. Write down the general and simplest forms of the difference equation corresponding to
the hyperbolic equation .
2
xx tt
u a u =
Solution:
the general form of the difference equation to solve the equation
.
2
xx tt
u a u = is
( ) ) 1 ........( ) 1 ( 2
1 , , 1 , 1
2 2
,
2 2
1 , + +
+ + =
j i j i j i j i j i
u u u a u a u
If , 1
2 2
= a coefficient of
j i
u
,
in (1) is =0
The recurrence equation (1) takes the simplified form
1 , , 1 , 1 1 , + +
+ =
j i j i j i j i
u u u u
18. State the conditions for the equation.
G Fu Eu Du Cu Bu Au
y x yy xy xx
= + + + + + where A,B,C,D,E,F,G are function of x and y to
be (i)elliptic,(ii)parabolic(iii)hyperbolic.
Solution:
The given equation is said to be
(i)elliptic at a point ) , ( y x in the plane if 0 4
2
< AC B
(ii)Parabolic if 0 4
2
= AC B
(iii)hyperbolicif 0 4
2
> AC B
19. State the condition for the equation ) , , , ( 2 y x u u f Cu Bu Au
y x yy xy xx
= + + to be
(i) elliptic,(ii)parabolic(iii)hyperbolic when A,B,C are functions of x and y
Solution:
The equation is elliptic if 0 4 ) 2 (
2
< AC B
(i.e) . 0
2
< AC B It is parabolic if 0
2
= AC B and hyperbolic if 0 4
2
> AC B
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20. Fill up the blank.
The equation 0 = +
yy xx
u yu is hyperbolic in the region
Solution:
Here A=y,B=0,C=1
y y AC B 4 4 0 4
2
= =
The equation is hyperbolic in the region (x,y) where 0 4
2
> AC B
i.e., 0 4 > y or 0 < y
It is hyperbolic in the region 0 < y
21. What is the classification of ? 0 =
yy x
f f
Solution:
Here A=0,B=0,C=1
0 1 0 4 0 4
2
= = AC B
So the equation is parabolic.
22. Give an example of a parabolic equation.
Solution:
The one dimensional heat equation
2
2
2
x
u
t
u
is parabolic.
23. State Schmidts explicit formula for solving heat flow equation.
Solution:
j i j i j i j i
u u u u
, 1 , , 1 1 ,
) 2 1 (
+ +
+ + =
If [ ]
j i j i j i
u u u
, 1 , 1 1 ,
2
1
,
2
1
+ +
+ = =
24. Fill up the blank.
BenderSchmidt recurrence scheme is useful to solveequation.
Solution:
One dimensional heat
25. Write an explicit formula to solve numerically the heat equation (parabolic equation)
0 =
t xx
au u
Solution:
j i j i j i j i
u u u u
, 1 , , 1 1 ,
) 2 1 (
+ +
+ + =
Where
a h
k
2
= (h is the space for the variable x and k is the space in the time direction).
The above formula is a relation between the function values at the two levels j+1 and j and is
called a two level formula. The solution value at any point (i,j+1) on the (j+1)th level is
expressed in terms of the solution values at the points (i1,j),(i,j) and (i+1,j) on the j th level.Such
a method is called explicit formula. the formula is geometrically represented below.
26. What is the value of k to solve
xx
u
t
u
2
1
=
2
Here
4
1
2
1
0
2
1
2
2
1
) 2 (
1 , 2
2
2
2
=
(
< = =
= = =
= =
k
k
k
k
h
k
h
Q
27. What is the classification of one dimensional heat flow equation.
Solution:
One dimensional heat flow equation is
t
u
x
u
2 2
2
1
Here A=1,B=0,C=0
0 4
2
= AC B
Hence the one dimensional heat flow equation is parabolic.
28. Write down the CrankNicholson formula to solve
xx t
u u =
Solution:
1 , 1 , 1 1 , 1
) 1 (
2
1
2
1
+ + + +
+ +
j i j i j i
u u u
j i j i j i
u u u
, , 1 , 1
) 1 (
2
1
2
1
=
+
(Or)
1 , 1 , 1 1 , 1
) 1 ( 2 ) (
+ + + +
+ +
j i j i j i
u u u
= ) ( ) 1 ( 2
, 1 , 1 , j i j i j i
u u u
+
+
29. Write down the implicit formula to solve one dimensional heat flow equation.
t xx
u
c
u
2
1
=
Solution:
Same as before question.
30. Why is Crank Nicholsons scheme called an implicit scheme?
Solution:
The Schematic representation of crank Nicholson method is shown below.
The solution value at any point (i,j+1) on the ( )
th
j 1 + level is dependent on the solution values at
the neighboring points on the same level and on three values on the
th
j level. Hence it is an
implicit method.
31. Fill up the blanks.
In the parabolic equation.
xx t
u u
2
= if
2
2
h
k
=
Where t k = and , x h = then
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(a) explicit method is stable only if ....... =
(b) implicit method is convergent when ...... =
Solution:
(a)Explicit method is stable only if
2
1
<
(b)Implicit method is convergent when
2
1
=
32. What type of equations can be solved by using CrankNicholsons difference formula?
Solution:
CrankNicholsons difference formula is used to solve parabolic equations of the form.
t xx
au u =
33. Write the crank Nicholson difference scheme to solve
t xx
au u = with
1 0
) , ( , ) , 0 ( T t l u T t u = = and the initial condition as ) ( ) 0 , ( x f x u =
Solution:
The scheme is
1 , 1 , 1 1 , 1
) 1 (
2
1
2
1
+ + + +
+ +
j i j i j i
u u u
j i j i j i
u u u
, , 1 , 1
) 1 (
2
1
2
1
=
+
34. For what purpose BenderSchmidt recurrence relation is used?
Solution:
To solve one dimensional heat equation.
35. What are the methods to solve second order boundaryvalue problems?
Solution:
(i)Finite difference method
(ii)Shooting method.
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