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MA2264 /MA1251 - NUMERICAL METHODS

UNIT-I
SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS
1. If a function f(x) = 0 is continuous in the interval (a, b) and if f (a) and f (b) are of
opposite signs. Then one of the root lies between a and b.
2. Example of Algebraic equation: (i) x3 – 2x + 5 = 0; (ii) 2x3 – 3x – 6 = 0.
3. Example of Transcendental equation: (i) x – cosx = 0; (ii) xex -2 = 0;
(iii) x log 10 x  12  0 .
af (b)  bf (a )
f (b)  f (a )
(First iteration of Regula Falsi Method).

4. Regula Falsi Method: x 

5. Iterative Method: x n 1   ( x n ) .
6. Convergence condition of iterative method is  ( x)  1 .
7. Order of convergence of iterative method is linear (i.e.) 1.
8. Newton Raphson’s Method (Method of Tangents): xn 1 = x n 

f ( xn )
.
f ( x n )

2

9. Convergence condition of N-R method is f ( x) f ( x)  f ( x) .
10. Order of convergence of Newton’s method is quadratic (i.e.) 2.
11. Direct Method: (i) Gauss Elimination Method, (ii) Gauss Jordan Method.
12. Indirect Method (or) Iteration Method: (i) Gauss-Jacobi Method,
(ii) Gauss-Seidel Method.
13. Gauss Elimination Method: To reduce the augmented matrix [A, B] to upper triangular
matrix. Then, using Back Substitution method we’ve to find the unknowns.
14. Gauss Jordan Method: To reduce the augmented matrix [A, B] to diagonal matrix.
Finally this system of equation each has only one unknown and then we’ve to find the
unknowns directly.

15. Diagonally Dominant: An n  n matrix A is said to be diagonally dominant if the
absolute value of each leading diagonal element is greater than or equal to the sum of the
absolute values of the remaining elements in that row.
Given system of equations is a1 x  b1 y  c1 z  d1 ; a 2 x  b2 y  c 2 z  d 2 ;
a3 x  b3 y  c3 z  d 3 is a diagonal system is if a1  b1  c1

b2  a 2  c 2
c3  a3  b3
16. Gauss Jacobi Method: If the given system of equation is diagonally dominant then
1
x ( n 1)  d1  b1 y n   c1 z n  
a1
1
y ( n 1)  d 2  a 2 x n   c 2 z n  
b2
1
z ( n 1)  d 3  a3 x n   b3 y n  
c3
17. Gauss Seidel Method: If the given system of equation is diagonally dominant then
1
x ( n 1)  d1  b1 y n   c1 z n  
a1
1
y ( n 1)  d 2  a 2 x n 1  c 2 z n  
b2
1
z ( n 1)  d 3  a3 x n 1  b3 y n 1 
c3
18. Sufficient condition for iterative methods (Gauss Seidel Method & Gauss Jacobi Method)
to convergence is the coefficient matrix should be diagonally dominant.
19. The iteration method is a self correcting method since the round off error is smaller.
20. Why Gauss Seidel iteration is a method of successive corrections?
Ans: Because we replace approximations by corresponding new ones as soon the latter
have been computed.

21. Compare Gauss Elimination Method and Gauss Jordan Method
Gauss Elimination Method

Gauss Jordan Method

Indirect Method 2. 1. 22. 3. Compare Gauss Elimination Method and Gauss Seidel Method. 23. We start with augmented matrix of A with identity matrix I of the same order and convert A into the required form (i. 3. Coefficient matrix is transformed into diagonal matrix. 3. Direct Method 2. We obtain the solution by back substitution method. Approximate value which is self correct method.1. Direct Method 2.) identity then the inverse is formed. Convergence rate is slow.e. Since finally this system of equation each has only one unknown. Compare Gauss Jacobi and Gauss Seidel Methods. Gauss Jacobi Method 1. Coefficient matrix is transformed into upper triangular matrix. [A / I ]  [I / A-1]. Condition for convergence is diagonally dominant. It converges only for diagonally dominant. . 24. The rate of convergence of this method is roughly twice that of Jacobi.) X = I A-1. Indirect Method 2. It has the advantage that it is finite and works in theory for any nonsingular set of equation. Condition for convergence is diagonally dominant. If X is the inverse of the matrix A then AX = I (i.e. No need of back substitution method. 3. Indirect Method 2. Gauss Seidel Method 1. We obtain exact value. 3. Inverse of a Matrix: Let A be an n  n nonsingular matrix. 3. Gauss Seidel Method 1. Gauss Elimination Method 1. Direct Method 2.

Extrapolation: If x  x0 or x  x n then the process is called extrapolation. the convergence in Gauss Seidel method will be more rapid than in Gauss Jacobi method.( p  ( n  1)) n .. UNIT-II INTERPOLATION AND APPROXIMATION 26...( u  ( n  1)) n .. 27.... u u ( u  1) 2 u ( u  1)( u  2 ) 3 Ans : y(x 0  uh )  y ( x )  y 0   y 0   y0   y 0  ...   yn where p  n! h  ph )  y ( x )  y n  30... 1! 2! 3! x  xn p ( p  1)( p  2 ). Ans: Interpolation: It is the process of finding the intermediate values of a function from a set of its values specific points given in a tabulated form... i  0.25...(u  n) n 1 Ans :  f ( ) (n  1)! where x0    x n ..1. State Newton’s Forward interpolation formula.2. 28. Ans: Interpolation is the process of computing the values of a function for any value of the independent variable within an interval for which some values are given. Error in Newton’s forward: u (u  1)(u  2). Definition of Interpolation and extrapolation.. Explain briefly Interpolation.   y0 where u  n! h 29.n  1 is interpolation. 1! 2! 3! x  x0 u ( u  1)( u  2 ). The process of computing y corresponding to x xi  x  xi 1 . State Newton’s Backward interpolation formula... Why Gauss Seidel method is better method than Jacobi’s method? Ans: Since the current value of the unknowns at each stage of iteration are used in proceeding to the next stage of iteration. Ans : y(x n p p ( p  1) 2 p ( p  1)( p  2 ) 3 yn   yn   y n  ..

. x 2 )  .. f ( x1 )  f ( x0 ) f ( x0 )  f ( x1 ) Ans : f ( x0 . x 2 ... x 2 ) x3  x1  f ( x1 .. x3 ) 36. x 2 ) x3  x 0  f ( x 0 . x0 ) x1  x0 x0  x1 34.. x1 . x1 )  ( x  x0 )( x  x1 ) f ( x0 .[f(x 0 )  g(x 0 )] Ans: [f(x)  g(x)] = x1  x0 [f(x1 )  f(x 0 )] [g(x1 ) . x 2 ) f ( x3 )  f ( x 2 ) x3  x 2  f ( x 2 . x 2 . Ans : f ( x)  f ( x0 )  ( x  x0 ) f ( x0 . 3 Y f ( x1 ... Write Lagrangian’s polynomial formula. x1 .x n ) 33. x 2 ) f ( x 2 .  ( x  x0 )( x  x1 )( x  x 2 ). x1 )    f ( x1 .( p  n) n 1 Ans :  f ( ) (n  1)! where x0    x n 32. Divided difference table: X Y X0 Y0 X1 Y1 X2 Y2 X3 Y3 Y f ( x1 )  f ( x0 ) x1  x0  f ( x0 .( x  x n 1 ) f ( x0 . x1 ) f ( x 2 )  f ( x1 ) x 2  x1  f ( x1 ...g(x 0 )] = =  x1  x0 x1  x0 f(x)  g(x). x1 .. State Newton’s divided difference formula. Show that the divided differences are symmetrical in their arguments. Show that divided difference operator is linear.. x1 ) x 2  x0  f ( x0 . 35. x3 )  f ( x1 . x3 ) .31. x 2 . x1 . x3 )  f ( x 0 .. x 2 . Error in Newton’s Backward: p ( p  1)( p  2). x 2 )  f ( x0 ... [f(x1 )  g(x1 )] . x3 ) 2 Y f ( x1 .. x1 .

UNIT – III .( y1  y n ) . Ans : x  ( y  y1 )( y  y 2 )( y  y 3 ).. (OR) A smooth polynomial curve is known as cubic spline.( x1  x n ) .xn is a polynomial of degree three in each interval (x i-1. ( y 0  y1 )( y 0  y 2 )( y 0  y 3 ).( y  y n 1 ) xn ( y n  y 0 )( y n  y1 )( y n  y 2 )( y n  y 3 )..( y 0  y n ) ( y1  y 0 )( y1  y 2 )( y1  y 3 ).2.( x n  x n 1 ) 35. Define Cubic Spline Ans: Let  xi .( x  x n ) ( x  x0 )( x  x 2 )( x  x3 )....( y  y n ) x0  x1  ...( x  x n ) y0  y1  .. Write Lagrangian inverse interpolation formula.. i = 0.. What is the assumption we make when Lagrange’s formula is used? Ans: It can be used whether the values of x.....( y n  y n 1 ) 37.( n  1) h where M = y  (OR)  f  f i f i  f i 1  hi ai 1  2(hi  hi 1 )ai  hi 1 ai 1  6  i 1   where hi  xi  xi 1 and hi   hi 1  f i  y i .... . xi 1  x  xi h 6   6 and M i 1  4 M i  M i 1  2  y i 1  2 y i  y i 1  for i  1.... Write down the formula of Cubic Spline.( x  x n 1 ) yn ( x n  x0 )( x n  x1 )( x n  x 2 )( x n  x3 ).t.. xi) i = 1.3.( y  y n ) ( y  y 0 )( y  y 2 )( y  y 3 )... 2.  ( x  x0 )( x  x1 )( x  x 2 )( x  x3 )... 2   1 xi  x 3 M i 1  ( x  xi 1 ) 3 M i  1 ( xi  x)  yi 1  h M i 1  Ans : y ( x)  6h h 6       1 h2 ( x  xi 1 )  y i  Mi  ...r.. A cubic spline function f(x) w.( x0  x n ) ( x1  x0 )( x1  x 2 )( x1  x3 ).. The third order curves employed to connect each pair of data points are called cubic splines. x1.n such that f (x) .Ans : y  ( x  x1 )( x  x 2 )( x  x3 ).. . the independent variable are equally spaced or not whether the difference of y become smaller or not... f ( x i )  .. 38.. 1. the points x0..3. ( x0  x1 )( x0  x 2 )( x0  x3 ). n be the given (n +1) pairs of a data.  ( y  y 0 )( y  y1 )( y  y 2 )( y  y 3 )....2. 36. i = 1..... 2. f (x) and f (x) are continuous......

NUMERICAL DIFFERENTIATION AND INTEGRATION 39. Derivatives of Y based on Newton’s forward interpolation formula: 1 1 1   y 0  2u  12 y 0  3u 2  6u  2 3 y 0  4u 3  18u 2  22u  6 4 y 0   dy 1 2! 3! 4!    dx h  1 4 3 2 5   5u  40u  105u  100u  24  y 0  ..  5!        1 1  2  3 6u 2  18u  11 4 y0   2u 3  12u 2  21u  10 5 y0  ......  dy   2 3 4 5     dx  x  x0 h    11 4 5 5  2  3 d2y 1  y0   y0   y0   y0  .... d 2 y 1  y0  (u  1) y0   12 12  dx 2 h 2       1 1  3  4 2 5 x  x0 d 3 y 1  y 0  2u  3 y 0   2u  8u  7  y 0  .. where u   2 4 3  h h3  dx     If x  x0 then u = 0 1 2 1 3 1 4 1 5   1 y 0   y 0   y 0   y 0   y 0  ...........  3   3 2 4   dx  x  x0 h    40......... Derivatives of Y based on Newton’s backward interpolation formula:  ..........  2   2 12 6   dx  x x0 h    3 4 7 5  3  d3y 1  y 0   y 0   y 0  ...

...  3   2 4   dx  x  xn h3    41...  2   2 12 6   dx  x  xn h    3 4 7 5  3  d3y 1  y n   y n   y n  .............1 1 1   y n  2 p  1 2 y n  3 p 2  6 p  2  3 y n  4 p 3  18 p 2  22 p  6  4 y n   dy 1 2! 3! 4!    dx h  1 4 3 2 5   5 p  40 p  105 p  100 p  24  y n  .  dy   2 3 4 5     dx  x  xn h    11 4 5 5  2  3 d2y 1  y n   y n   y n   y n  . where p   2 4 3  h h3  dx     If x  x n then p = 0 1 2 1 3 1 4 1 5   1 y n   y n   y n   y n   y n  ...  5!        1 1  2  3 6 p 2  18 p  11  4 y n   2 p 3  12u 2  21u  10  5 y n  ..........  ..... (ii) Rounding error (To produce exact result is rounded to the number of digits)..... What are the two types of errors involving in the numerical computation of derivatives? Ans: (i) Truncation error.. d 2 y 1  y n  ( p  1) y n   12 12  dx 2 h 2       1 1  3  4 2 5 x  xn d 3 y 1  y n  2 p  3 y n   2 p  8 p  7  y n  ...

.. 2 12 24 2 3  5  4!   45. y1'' . 43.... dx 2 dx 2 d2y If at x is +ve y has minimum at that point x. Trapezoidal rule: xn h  f ( x)dx  2  y x0 = 0  y n   2 y1  y 2  .. The quantity E(r) = f(r)(x) – P( r )n(x) is called the error of approximate in the r th order derivative.. To find Maxima and Minima of a tabulated function: Let y = f(x)     dy and equate to zero. Define the error of approximation. dx d2y d2y Find . And solving for x. dx Find 44. Newton-Cote’s Quadrature formula: I x0  nh  x0    n 4 3n 3 11n 2  4 y 0 n n(2n  3) 2 n ( n  2) 2 3 f ( x)dx  nh  y 0  y 0   y0   y 0      3n   . dx 2 We’ve to use Newton’s forward or backward interpolation formulae for equal intervals or use Newton’s divided difference interpolation formula for unequal dy intervals then we get .. Ans: The approximation may further deteriorate as the order of derivative increases.. y n'' 1 n   . Error in Trapezoidal rule: (b  a )h 2 E  M 12 ba where h  & M  max y 0'' .  y n 1  h {sum of the 1st and last ordinates+2(sum of the 2 remaining ordinates)} 46. Where f(x) is the given equation and P(x) is approximate values of f(x). If at x is –ve y has maximum at that point x.42.

When is Trapezoidal rule applicable? Ans: For any intervals.   4  y 3  y 6  y 9  .47. When does Simpson’s rule give exact result? Ans: Polynomials of degree  2 . The error in the Trapezoidal rule is of order h 2 ... Error in Simpson’s one-third rule: (b  a )h 4 E  M 180 where h  51. When is Simpson’s   ba & M  max y 0''' . 54.... 1  48.  8 50... 1 rule applicable? 3 Ans: When there even no. 52. The error in Simpson’s One third rule is of order h 4 . Simpson’s three eighth rule:  rule  8  xn  f ( x ) dx  x0 3h  y 0  y n   3  y 1  y 2  y 4  y 6  . Simpson’s one-third rule:  rule  3  xn  f ( x ) dx  x0  h  y 0  y n   2  y 2  y 4  .   4  y 1  y 3  ... y 2''' ...  3  h  Sum of the 1 st and last ordinates  3   4  Sum of even ordinates    2  Sum of remaining odd ordinates 3  49... n    . of intervals. 53...

2 2 . 55. State Romberg’s method integration formula to find the value of I   f ( x)dx a using h and h . State Three Point Gaussian Quadrature formula: Ans: I 1 5  3 8 5   f 0    5 9 9  f ( x)dx  9 f  1  3  f   5   60. ba Put x  dx  dt . In Gaussian’s Quadrature: If the limit is from a to b then we shall apply a suitable change of variable to bring the integration from -1 to 1 b  a t  b  a  . When is Simpson’s b 56.3 rule applicable? 8 Ans: When the intervals are in multiples of three. 2  I h  Ih   h  Ans : I  h. State Two Point Gaussian Quadrature formula: Ans: I  1  f ( x)dx  1  1  f     3  1  f    3 59.   I h   2 3   2 2    1  4I h  I h   3  2  58. Romberg’s Method: I   f ( x)dx a I  I  I  I2   2 1   3  b 57.

Why is Trapezoidal rule so called? Ans: Because it approximates the integral by the sum of the areas of n trapezoids. y dxdy c a       Sum of values of f at the four corners      2Sum of the values of f at the odd positions on the boundary   hk   I  4Sum of the values of f at the even positions on the boundary   9   4Sum of the values of f at the odd positions     on the odd row of the matrix    8Sum of the values of f at the even positions      8Sum of the values of f at the odd positions      16Sum of the values of f at the even positions  on the even row of the matrix      63. State Simpson’s rule for Double Integrals: d b I    f  x. . y dxdy c a Sum of values of f at the four corners   hk   I  2Sum of the values of f at the remaining nodes on the boundary  4    4Sum of the values of f at the int erior nodes   62. State Trapezodial formula for Double Integrals: d b I    f  x.61.

A solution of this type is called pointwise solution. where h  x  x0 1! 2! 3! 4! .. 2. Ans: Trapezoidal rule 1. If all the n conditions are specified at the initial point only then it is called an initial value problem.. In each step we use the data of just one preceding step. of intervals should be even. In order to compute the numerical solution of such an equation we need n conditions.64. No. If the conditions are specified at two or more points then it is called a Boundary value problem.. Define Single Step Method & Multistep Method. UNIT-IV INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS 65. Compare Trapezoidal rule and Simpson’s one-third rule.. 67.. Hence these methods are called Single step methods or Pointwise methods. No. State Taylor series formula : y ( x)  y1  h ' h 2 '' h 3 ''' h 4 v ' y0  y0  y0  y 0  . Error: O(h2) 1. Degree of y(x) is two. 66.. Ans: A series for y in terms of powers x from which the value of f can be obtained by direct substitution. Initial Value Problem: Ans: The general solution of a differential equation of the nth order has n arbitrary constants. Degree of y(x) is one 3. of intervals any Simpson’s one-third rule 2. A method that uses values from more than one preceding step is called multistep method. Error: O(h4) 3.

1.2.. State Modified Euler’s Method formula: h h   y n 1  y n  hf  x n  ..1. 2 2   n  0. State Euler’s Method formula: y n 1  y n  hf  x n . State Fourth Order Runge-Kutta Method formula:(for First order differential equations) y n 1  y n  y 1 Where y  k1  2k 2  2k 3  k 4  and 6 k1  hf  x n .. What are the merits and demerits of Taylor’s method? Ans. y n  k  h  k 2  hf  x n  .2. 70.. y n .. n  0.. y n  2  2 2  k 4  hf  x n  h. y n  f  x n .68. y n ... y n  1  2 2  k  h  k 3  hf  x n  ... 69. y n  k 3  . 71. Demerits: (i)The derivative may be complicated (ii) At the given point the derivative may be infinity.. Merits: It is a powerful single step method if we are able to find the successive derivatives easily..

y n  k  h  k 2  hf 1  x n  . y n  2  2 2  k 4  hf 1  x n  h. State Fourth Order Runge-Kutta Method formula:(for First order Simultaneous differential equations) Let dy dz  f 1  x. z  and  f 2  x. y n  z n 1  z n  z 1 Where z  l1  2l 2  2l 3  l 4  6 l1  hf 2  x n . y n  1  2 2  k  h  l3  hf 2  x n  .72. y. y. y n  1  2 2  k  h  l3  hf 2  x n  . y n  k 3  1 l1  2l 2  2l3  l 4  6 l1  hf 2  x n . z   z and   f 2  x. y n  k 3  73. y . y n  2  2 2  l 4  hf 2  x n  h. y n  Where z  k  h  l 2  hf 2  x n  . y . y n  2  2 2  l 4  hf 2  x n  h. y n  k  h  k 2  hf 1  x n  . z  dx dx y n 1  y n  y & 1 Where y  k1  2k 2  2k 3  k 4  and 6 k1  hf 1  x n . y n  2  2 2  k 4  hf 1  x n  h. y n  1  2 2  k  h  k 3  hf 1  x n  . y n  k 3  k  h  l 2  hf 2  x n  . State Fourth Order Runge-Kutta Method formula:(for second order differential equations) Let dy d 2 y dz  f 1  x. z  dx dx 2 dx y n 1  y n  y 1 Where y  k1  2k 2  2k 3  k 4  and 6 k1  hf 1  x n . y n  1  2 2  k  h  k 3  hf 1  x n  . y n  k 3  .

State which is better. p  y n  y n 1.Since it do not require prior calculation of higher derivatives of y(x) as the Taylor’s method does. Taylor’s method or R-K method? Ans: R-K method . 77. Milne’s predictor and corrector methods: Formula: 4h 2 y ' n2  y ' n1 2 y ' n  y n 1. Modified Euler’s method: The order of the local truncation error is o(h 3 ) Error  h3 M3 3 76.c  y n 1   y ' n 1 4 y ' n  y ' n 1  3 78. Euler’s algorithm: h2 " Error  y ( ) 2 h2  M2 2 xi    xi 1 M 2  max y "   The order of the local truncation error is o h 2 75.74. p  y n 3  3 h y n 1.c . Adam’s Bashforth predictor and corrector methods: h 55 y ' n 59 y ' n1 37 y ' n2 9 y ' n3  24 h  y n  9 y ' n 1 19 y ' n 5 y ' n 1  y ' n  2  24 y n 1.

What is a Predictor-Corrector Method of solving a differential equation? Ans: We first use a formula to find the value of y at x n 1 and this is known as a predictor formula. 81. y ) given y ( x 0 )  y 0 . 85. y ) with y ( x 0 )  y 0 . method. 82. Ans: Problems for finding solutions of differential equation in which all the initial conditions are specified at the initial point only are called initial value problems. Compare R-K method with Predictor-corrector methods Ans: R-K method Self-starting Not possible to get truncation error Predictor-corrector method It is not self-starting. Runge-Kutta Method. What is meant by initial value problem and give an example it. 84. . Ans: Milne’s Predictor-Corrector Method and Adam’s Bashforth Predictor-Corrector Method.79. Why Runge-Kutta formula is called fourth order? Ans: The fourth order Runge-Kutta method agree with Taylor series solution up to the terms of h4. dx 83. Write the name of any two self-starting methods to solve Ans: Euler’s Method. Example: y '  f ( x . How many prior values required to predict the next value in Adam’s and Milne’s method? Ans: Four prior values. dy  f ( x. The value of y so got is improved or corrector by another formula known as corrector formula.K. It requires prior values Easy to get truncation error 80. Mention the multistep methods available for solving ordinary differential equation. Hence it is called fourth order R.

Compare the Milne’s Predictor-Corrector and Adam-Bashforth Predictor-Corrector methods for solving ordinary differential equations. 3. O(h5) widely used than Milne’s . Round off error: When we are working with decimal numbers. But is about as efficient. Truncation error: The error caused by using approximate formula in computations is known as truncation error.86. It does not have the same 2. instability problems as the Milne method. A modification of 3. We require four starting values of y values of y 2. Error: Adam’s Predictor E 251 5 ( 5) h y   where x n 3    x n 1 720 Error: Adam’s Corrector E  19 5 ( 5) h y   where x n  2    x n 1 720 89. Error: [Milne’s Predictor] 14 5 (5) h y n 1 ( ) where x n 3    x n 1 45 [Milne’s Corrector] E E 1 5 (5) h y n 1 ( ) where x n 1    x n 1 90 87. The error due to these approximations is called round off error. We approximate the decimals to the required degree of accuracy. Ans: Adam’s Method Milne’s Method 1. We require four starting 1. 88. It is simple and has a Adam’s method is more good local error.

Finite Difference Methods: 1  yi 1  yi 1  2h 1 '' y i  2  y i 1  2 y i  y i 1  h y i'  93. Classification of Partial Differential Equations of the Second Order   2u  2u  2u u u  A 2 B  C 2  f  x.UNIT – V BOUNDARY VALUE PROBLEMS FOR ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS 90. u . Define Boundary value problem. Ans: When the differential equation is to be solved satisfying the conditions specified at the end points of an interval the problem is called boundary value problem. (iii) If B 2  4 AC  0 then the equation is Parabolic. .   0 xy x y  x y  (i) If B 2  4 AC  0 then the equation is Elliptic. 91. y. . Define Difference Quotients Ans: A difference quotient is the quotient obtained by dividing the difference between two values of a function by the difference between two corresponding 1  yi 1  yi 1  values of the independent variable. y i'  2h 92. (ii) If B 2  4 AC  0 then the equation is Hyperbolic.

j Where   k 1 and a  2 2 ah  Bender-Schmidt’s Difference Equation 1 1 then u i . j 1  u i 1. j ui. j  u i 1. Bender-Schmidt’s Difference Equation: (Explicit Method) u i . j  u i 1. j  u i 1. j 1 u i . j 1  2  1u i . j (OR) u i 1.u  2u 2 2 t x 94. j u i . j ui. j 1  u i 1. j 1  u i 1. j   u i 1. j u i 1. Crank-Nicholson’s Difference Equation: [Implicit Method] u  2u 2 2 t x  u i 1. j 1 u i 1. j u i 1. j  2 2 a This is valid only if k  h 2 2 If   95. j  Where   k 1 and a  2 2 ah  . j 1   2  1u i . j  (1  2 )u i .

What type of equations can be solved by Bender-Schmidt’s formula (explicit)? Ans: It is used to solve parabolic equation (one dimensional heat equation) of the u  2u form 2 2 . j 1   2  1u i . j 1  2 1  2 a 2 u i . j 1  2  1u i . j 1  u i 1. j  u i 1.) k  ah 2 the CrankNicholson’s difference equation becomes u i . Write down the implicit formula to solve one dimensional heat flow equation. j  u i 1. j 1  u i 1.Crank-Nicholson’s Difference Equation When   1 (i. j 1 When 2  1 k2 h  (i. j 1 u i 1.e) k  2 2 a a h . j 1 u i 1. j  2 a 2 u i 1. j   u i . Hence it is an implicit method.j+1) on the (j+1)th level is dependent on the solution values at the neighbouring points on the same level and on three values of the jth level.State the explicit scheme formula for the solution of the wave equation. j 1  ui 1. Ans: The formula to solve numerically the wave equation a 2 u xx  u tt is   u i . j  u i 1. Why is Crank Nicholson’s Scheme called an implicit scheme? Ans: The solution value at any point (i. j 1 u i . u  2u 2 2 t x  u i 1. j ui. j 4  u i 1. t x 100. 98.e. j 96. What type of equations can be solved by Crank Nicholson’s formula (implicit)? Ans: It is used to solve parabolic equation (one dimensional heat equation) of the 2 u 2  u form  . j 1  u i 1. j  1 u i 1. j   u i 1. t x 2 99. j  97.

Define the local truncation error. y 0 ) k h Truncation error is  u xx  . y 0 )  u ( x0 . j 1 u i . y 0 )  u ( x 0 . y 0  where x 0    x 0  h 2 104. j u i . 0 2 u i 1. y 0 )  u ( x0 . 0  u i 1. j 1 101. y 0 )  u ( x0 . j u i 1.0)  0  u i .The wave equation is u i . j ui . y 0 )  u ( x 0  h.1  u i 1. j  u i 1. y 0  k ) k h Truncation error is  u xx  . State finite difference approximation for and state the order of truncation error. Forward Finite difference formula: u x ( x 0. y 0 )  u ( x 0 . j  u i . dx 2  y  2 yi  yi 1  Ans: y i  i 1 and the order of truncation error is O(h2).   y  2 y i  y i 1    y  y i 1  Ans: E   i 1  y i  f i  i 1  yi  2 2h h     d2y 102. 2 h 103. j 1  u i 1. y 0  where x 0    x 0  h 2 . j 1 and u t ( x. y 0 ) h u y ( x0. y 0  k )  u ( x0 . y 0 ) h u y ( x0. Backward Finite difference formula: u x ( x 0. y 0 )  u ( x 0  h.

105. t) = 0  t  0 (iii) u(x. State diagonal five point formula for solving uxx + uyy = 0. h m Ans: u i .t) = 0 (ii) u(l. j 1  4u i . j 1  u i . j 1  u i 1. y 0  k   2u  x0 . 0<x<l (iv) ut(x. y 0   u  x0 . (i) Bender-Schmidt Method (ii) Crank-Nicholson Method. y 0  k  k2 h2 u xxxx  . j 1  u i 1. Ans: u i 1. Name at least two numerical methods that are used to solve one dimensional diffusion equation. j  u i . State standard five point formula for solving u xx + uyy = 0. y 0   2u  x 0 . y 0  where x0  h    x0  h 12 106. j  u i 1. j 108. y 0   u  x 0  h. Second order finite difference formulae: u ( x  h. j  u i . j  u i 1. 0<x<l 110. j 109. y 0 ) u  x 0  h. y 0  k )  u y ( x0 . y 0 ) Truncation error is  k  u  x0 . Ans. j 1  u i 1. y 0 )  u x ( x 0 . Write down one dimensional wave equation and its boundary conditions. y 0 )  u y ( x0 . j 1  4u i . State the explicit formula for the one dimensional wave equation with k T 1  2 a 2  0 where   and a 2  .  2u  2u Ans: 2   2 2 t x Boundary conditions are (i) u(0. Ans: u i 1. j 1 . y 0 )  x 0  h h2 u yy ( x0. 107. y 0  u xx ( x 0.0) = 0. j 1  u i 1.0) = f(x).

j  u i 1. j 1 Finite difference formula:  0 h2 k2 Standard five point formula: u i 1. Write down one dimensional heat flow equation and its boundary conditions.y) = 0. j  u i . u  2u Ans: 2 2 t t Boundary conditions are (i) u(0. j  h 2 f ih. j  u i 1.0) = f(x). t) = T1  t  0 (iii) u(x. 0<x<l 115. jh  112.  2u  2u Ans:  0 x 2 y 2 Boundary conditions are (i) u(0. y) = 0. Write down two dimensional heat flow equation and its boundary conditions. j  u i 1.t) = T0  t  0 (ii) u(l. j u i . j 1  u i . Write Laplace’s equation and its finite difference analogue and the standard five point formula. j  2u i . t x 114. for 0<x<a (iv) u(x. for 0<y<b (ii) u(a. j 1  4u i . Ans: Laplace equation is uxx + uyy = 0 u i 1. j 1  4u i . j  u i . for 0<x<a .0) = f(x). j 1  2u i . Write down the finite difference form of the equation  2 u  f ( x. j 1  u i . j . What type of equations can be solved by one dimensional wave equation?  2u  2u Ans: It is used to solve hyperbolic equation of the form 2   2 2 . y ) Ans: u i 1.b) = g(x). j  u i . for 0<y<b (iii) u(x. 113.111.