0 Up votes0 Down votes

2 views18 pagesApr 19, 2019

© © All Rights Reserved

PDF, TXT or read online from Scribd

© All Rights Reserved

2 views

© All Rights Reserved

- SET 1
- Placement Exam
- Sample 3179
- School of Mathematics and Statistics Http://Www.maths.usyd.Edu.au/u/UG/JM
- MATLAB (1)
- Distributing the Kalman Filter for Large-Scale Systems.pdf
- Numerical Analysis Syllabus_YZhang2017S
- ErrataNM
- Handling of computational in vitro/in vivo correlation problems by Microsoft Excel: IV. Generalized matrix analysis of linear compartment systems
- Andrew Rosenberg- Lecture 2.1: Vector Calculus CSC 84020 - Machine Learning
- daskom
- ISMA
- Kenneth e. Dudeck - Solving Complex Systems...
- 15math_e
- 18mpd11
- Numerical Matrix Analysis. Linear Systems and Least Squares 2009 Book
- Theorist's Toolkit Lecture 6: Eigenvalues and Expanders
- 0266-5611_26_7_074004
- All LectureNotes
- Matricial Model

You are on page 1of 18

Tutorial Sheets

MA 214, Spring Semester 2018-19

Department of Mathematics

Indian Institute of Technology Bombay

Powai, Mumbai 400 076.

0

General Information

Syllabus

Up to Midsem

and Intermediate Value Theorem; Mean Value Theorems for Diﬀerentiation and Inte-

gration; Taylor’s Theorem; Order of Convergence. (10 Marks)

Propagation of Error. (15 Marks)

tion; Matrix Norms, Condition Number of a Matrix; Solution by Iteration: Methods

of Jacobi, Gauss-Seidel, and Residual Corrector Method; Eigenvalue problems: Power

Method, Gershgorin’s Theorem. (30 Marks)

After Midsem

• Nonlinear Equations: Bisection Method; Secant Method; Newton-Raphson Method;

Fixed-point Iteration Method; Rates of Convergence. (15 Marks)

Diﬀerences; Error in Polynomial Interpolation; Runge Phenomena; Piecewise Polyno-

mial and Cubic Spline Interpolations. (15 Marks)

Simpson’s rule; Composite Rules; Gaussian Rules; Diﬀerence Formulae. (15 Marks)

Methods; Runge-Kutta Methods. (10 Marks)

Texts:

Text to be followed: S. Baskar and S. Sivaji Ganesh, Introduction to Numerical Anal-

ysis, Lecture notes. (a soft copy will be provided).

Other References:

(1) K. Atkinson and W. Han, Elementary Numerical Analysis (3rd edition), Wiley-India,

2004.

(2) S. D. Conte and C. de Boor, Elementary Numerical Analysis - An Algorithmic Ap-

proach (3rd edition), McGraw-Hill, 1981.

(3) R. L. Burden and J. D. Faires, Numerical Analysis: Theory and Applications, Ceneage

Learning India Pvt. Ltd., 2010.

1

Lectures and Tutorials

We will have two lectures of one and a half hours each, and one tutorial session of at

least one hour duration, every week. Since the class size is quite large, it may be diﬃcult

for us to give you the kind of personal attention that is ideal. Therefore, the onus is on you

to be attentive in the class and make the best use of the lectures. It may not be possible

for you to take down the class notes; in fact it is not necessary as the lecture notes will

be uploaded on the moodle site for the course. These notes are intended to serve as a

supplement to the lectures of MA 214, spring semester 2018-19. From the examination

point of view, it is enough for a student to study only these lecture notes. However, these

lecture notes are by no means a substitute for a text book. You are strongly encouraged

to read the text books for a better understanding of the subject.

The tutorials are meant for you to practise problem solving. You are expected to try the

problems from the relevant tutorial sheet before coming to the class. You should also make

use of the tutorial hour to clear your doubts with the course associate. More problems are

given as exercises at the end of each chapter in the lecture notes. These exercise problems

may not be discussed in the tutorial classes, but may have weightage in the quizzes and

the examinations.

We strongly recommend students to attend the classes regularly and study systemati-

cally from day one. You are, of course, welcome to approach the course instructor or your

course associate for any guidance or assistance regarding the course.

Policy on Attendance

not meet 80% attendance requirement will be given an DX grade. In case you

miss lectures for valid (medical) reasons, get a medical certificate (issued only by the IIT

hospital) and keep it with you. You have to submit it if you fall short of attendance.

Note: If you are falling short of attendance (i.e. your attendance is less than 80%), then

you have to submit medical certificates for all the classes (tutorials) that you missed.

Evaluation Plan

(1) There will be three quizzes common to both the sections. These quizzes will be

of one hour duration and they will carry 15 marks each. Dates and timings for the

quizzes will be announced in the class.

(2) The Mid-semester examination, scheduled to be held between 22nd and 28th

February 2019, will be for 25 marks. The End-Semester examination, scheduled

to be held between 22nd April and 5th May 2019, will be for 40 marks. Dates and

timings for these examinations will be announced in the class.

(3) Make-up examination will be conducted after the last day of instructions for those

who produce the medical certificate issued by the institute hospital or with valid rea-

2

sons as per the institute rules. Syllabus for make-up examination will be the full

syllabus of the course. This examination will be for 40 marks, which will be suitably

scaled.

Grading Scheme

(1) AP will be awarded if the total marks is greater than or equal to 100.

(2) Let M = 40% of the highest mark that is less than 100. DD will be awarded if the

total marks lie in the interval [M, M + 5]. FR will be awarded if the total marks is

strictly less than M .

(3) Other grades are decided relatively.

See the institute timetable.

3

4

Tutorial Sheet 1

Mathematical Preliminaries

(1) Let L be a real number and let {an } be a sequence of real numbers. If there exists a

positive integer N such that

for all n ≥ N and for some fixed µ ∈ (0, 1), then show that an → L as n → ∞.

(2) Show that the equation sin x + x2 = 1 has at least one root in the interval [0, 1].

(3) Let f be continuous on [a, b], let x1 , · · · , xn be points in [a, b], and let g1 , · · · , gn be

real numbers having same sign. Show that

n

! n

!

f (xi )gi = f (ξ) gi , for some ξ ∈ [a, b].

i=1 i=1

(4) Let f : [0, 1] → [0, 1] be a continuous function. Prove that the equation f (x) = x has

at least one root lying in the interval [0, 1] (Note: A root of this equation is called a

fixed point of the function f ).

(5) Let g be a continuously diﬀerentiable function (C 1 function) such that the equation

g(x) = 0 has at least n distinct real roots. Show that the equation g ′ (x) = 0 has at

least n − 1 distinct real roots.

(6) Prove the second mean value theorem for integrals. Does the theorem hold if the hy-

pothesis g(x) ≥ 0 for all x ∈ R is replaced by g(x) ≤ 0 for all x ∈ R.

(7) In the second mean-value theorem for integrals, let f (x) = ex , g(x) = x, x ∈ [0, 1].

Find a point c specified by the theorem and verify that this point lies in the interval

(0, 1).

(8) Obtain the Taylor polynomials T1 and T5 for the function f (x) = sin(x) about the

point a = 0. Give the remainder term in both the cases and obtain their remainder

estimates when x ∈ [0, 1].

" # " #

n+1 1 1 1

(i) 2

=O as n → ∞ (ii) =o as n → ∞

n n ln n n

(10) Assume that f (h) = p(h) + O(hn ) and g(h) = q(h) + O(hm ), for some positive integers

n and m, and as h → 0. Find a positive integer r such that

5

Tutorial Sheet 2

Error Analysis

computing device. Let x be a suﬃciently small number which results in underflow

of memory on the same computing device. Then give the output of the following

operations: (i) X × x (ii) X/X (iii) x/x (iv) 3 × X (v) 3 × x (vi) x/X

If the device uses n-digit rounding binary floating-point arithmetic, then show that

δ = 2−n is the machine epsilon when n ≤ |m| + 1.

(3) Let x, y, and z be real numbers whose floating point approximations in a computing

device coincide with x, y, and z, respectively. Show that the relative error in computing

x(y + z) equals ϵ1 + ϵ2 − ϵ1 ϵ2 , where ϵ1 = Er (fl(y + z)) and ϵ2 = Er (fl(x × fl(y + z))).

(4) Let ϵ = Er (fl(x)). Show that |ϵ| ≤ 10−n+1 if the computing device uses n-digit (deci-

mal) chopping. Can the equality hold in the above inequality?

(5) Let xA = 3.14 and yA = 2.651 be obtained from the numbers xT and yT , respectively,

using 4-digit rounding. For any such values of xT and yT , find the smallest interval

that contains

(i) xT + yT (ii) xT /yT .

(6) Let x < 0 < y be such that the approximate numbers xA and yA has seven and nine

significant digits with x and y respectively. Show that zA := xA − yA has at least six

significant digits when compared to z := x − y.

(7) Let xT be a real number. Let xA = 2.5 be an approximate value of xT with an absolute

error at most 0.01. The function f (x) = x3 is evaluated at x = xA instead of x = xT .

Estimate the resulting absolute error.

sin2 x

h(x) =

1 − cos2 x

for values of x very close to 0.

Run the following statement in Matlab and see the output:

x=10^(-7.97); h=sin(x)^2/(1-cos(x)^2)

Also, try with some non-negative number less than x, for instance, x = 10−8 . Note

that for any x ∈ R, h(x) = 1.

6

Tutorial Sheet 3

Numerical Linear Algebra

(Direct Methods)

(1) Solve the following system of linear equations using modified Gaussian elimination

method with partial pivoting using infinite precision arithmetic:

x1 − x2 + 3x3 = 2,

3x1 − 3x2 + x3 = −1,

x1 + x2 = 3.

(2) Count the number of operations involved in finding a solution using naive Gaussian

elimination method to the following special class of linear systems having the form

a11 x1 + · · · +a1n xn = b1 ,

···

···

an1 x1 + · · · +ann xn = bn ,

where aij = 0 whenever i − j ≥ 2. In this exercise, we assume that the naive Gaussian

elimination method has been implemented successfully. You must take into account

the special nature of the given system.

(3) Use Thomas method to solve the tri-diagonal system of equations

2x1 + 3x2 = 1, x1 + 2x2 + 3x3 = 4,

x2 + 2x3 + 3x4 = 5, x3 + 2x4 = 2.

(i) An invertible matrix has at most one Doolittle factorization.

(ii) If a singular matrix has a Doolittle factorization, then the matrix has at least two

Doolittle factorizations.

(5) Prove that if an invertible matrix A has a LU -factorization, then all principal minors

of A are non-zero. Show that the matrix

⎛ ⎞

2 2 1

⎝1 1 1⎠

3 2 1

is invertible but has no LU factorization. Do a suitable interchange of rows to get an

invertible matrix, which has an LU factorization.

x1 − 2x2 + 2x3 = 4,

−2x1 + 5x2 − 3x3 = −7,

2x1 − 3x2 + 6x3 = 10.

7

Tutorial Sheet 4

Numerical Linear Algebra

(Matrix Theory and Iterative Methods)

(1) Show that the norm defined on the set of all n × n matrices by

1≤i≤n

1≤j≤n

(2) Let A be an invertible matrix. Show that its condition number κ(A) satisfies κ(A) ≥ 1.

(3) Let A be an n × n matrix with real entries. Let κ2 (A) and κ∞ (A) denote the condition

numbers of the matrix A that are computed using the matrix norms ∥A∥2 and ∥A∥∞ ,

respectively. Answer the following questions.

(i) Determine all the diagonal matrices such that κ∞ (A) = 1.

(ii) Let Q be a matrix such that QT Q = I (such matrices are called orthogonal matri-

ces). Show that κ2 (Q) = 1.

" #

1 2

A= ,

1 2.01

estimate the relative error in the solution vector x in terms of the relative error in b.

Test your estimate in the case when b = (4, 4)T and b̃ = (3, 5)T . Use the maximum

norm for vectors in R2 .

(5) Let A and Ã be non-singular square matrices, and b ̸= 0. If x and x̃ are the solutions

of the systems Ax = b and Ãx̃ = b, respectively, then show that

∥x̃ − x∥ ∥A − Ã∥

≤ κ(A) .

∥x̃∥ ∥A∥

(6) Find the n × n matrix B and the n-dimensional vector c such that the Gauss-Seidal

method can be written in the form

x(k+1) = Bx(k) + c, k = 0, 1, 2, · · · .

(7) Spectral radius of a square matrix A is defined as ρ(A) := max |λj |, where λj ’s are

j=1,··· ,n

the eigenvalues of A.

(i) For any subordinate matrix norm ∥ · ∥, show that ρ(A) ≤ ∥A∥.

(ii) If A is invertible and if an iterative method of the form x(k+1) = Bx(k) +c converges

to the solution of Ax = b for any initial guess x(0) and any vector b, then show

that ρ(B) < 1.

8

(8) Write the formula for the Jacobi iterative sequence of the system

7x1 − x2 − 5x3 = −3,

7x1 + 5x2 + x3 = 1.

Without performing the iterations, show that the sequence does not converge to the

exact solution of this system. Can you make a suitable interchange of rows so that the

resulting system is diagonally dominants?

(9) Let x(7) be the 7th term of the Gauss-Seidel iterative sequence for the system

3x1 + 2x2 = 1

4x1 + 12x2 + 3x3 = −2

x1 + 3x2 − 5x3 = 3

with x(0) = (0, 0, 0)T . If x denotes the exact solution of the given system, then show

that

∥e(7) ∥∞ ≤ 0.058527664∥x∥∞ .

9

Tutorial Sheet 5

Numerical Linear Algebra

(Power Method)

⎛ ⎞

2 0 0

A = ⎝2 1 0 ⎠

3 0 1

be taken as v1 = (1, 2, 3)T , v2 = (0, 2, 3)T , and v3 = (0, 3, 2)T . Perform 2 iterations

to find the eigenvalue and the corresponding eigen vector to which the power method

converges when we start the iteration with the initial guess x(0) = (0, 0.5, 0.75)T . With-

out performing the iteration, find the eigenvalue and the corresponding eigenvector to

which the power method converges when we start the iteration with the initial guess

x(0) = (0.001, 0.5, 0.75)T . Justify your answer.

4/3 1/3 1/3

A = ⎝−4/3 −1/3 11/3⎠

2 2 −2

has eigenvalues λ1 = −4, λ2 = 2, and λ3 = 1 with corresponding eigenvectors

v1 = (0, −1, 1)T , v2 = (1, 1, 1)T , and v3 = (−1, 1, 0)T . To which eigenvalue and the

corresponding eigenvector does the power method converge if we start with the initial

guess x(0) = (3, −1, 1)? Justify your answer without performing the iterations.

(3) Use Gerschgorin circle theorem to determine the intervals in which the eigenvalues of

the matrix ⎛ ⎞

0.5 0 0.2

A=⎝ 0 3.15 −1 ⎠ .

0.57 0 −7.43

lie, given that all eigenvalues of A are real. Show that the power method can be

applied for this matrix to find the dominant eigenvalue without computing eigenvalues

explicitly.

(4) Use the Gerschgorin circle theorem to find the lower and the upper bounds for the

absolute values of the eigenvalues of the following matrices:

⎛ ⎞ ⎛ ⎞

6 2 1 7 −1 4

(i) ⎝ 1 −5 0 ⎠ (ii) ⎝ 3 −6 −1 ⎠

2 1 4 −1 1 5

Also, find the optimum bounds in each case.

10

Tutorial Sheet 6

Nonlinear Equations

(Bisection, Regula-Falsi, and Secant Methods)

(1) Let the bisection method be used to solve the nonlinear equation

2x6 − 5x4 + 2 = 0

starting with the initial interval [0, 1]. In order to approximate a solution of the non-

linear equation with an absolute error less than or equal to 10−3 , what is the number

of iterations required as per the error estimate of the bisection method? Perform three

iterations.

(2) Let bisection method be used to solve a nonlinear equation f (x) = 0 starting with the

initial interval [a0 , b0 ] where a0 > 0. Let xn be as in the bisection method, and r be

the solution of the nonlinear equation f (x) = 0 to which bisection method converges.

Let ϵ > 0. Show that the relative error of xn w.r.t. r is at most ϵ whenever n satisfies

log(b0 − a0 ) − log ϵ − log a0

n≥ .

log 2

What happens if a0 < 0 < b0 ?

(3) Let {xn } be the iterative sequence defined by the regula-falsi method for the equation

f (x) = 0. If f (xn ) < 0 for all n = 1, 2, · · · and xn → α, then show that f (α) = 0.

(4) Discuss some instances where the secant method fails. Note that failure of secant

method results from one of the following two situations: (i) the iterative sequence is

not well-defined, and (ii) the iterative sequence does not converge at all.

(5) Let {xn } be the iterative sequence generated by the secant method that converges to

a root r of the equation f (x) = 0. If f ′ (r) ̸= 0, then show that

r − xn = αn (xn+1 − xn ),

where αn → 1 as n → ∞.

(i) Taking x0 = 0 and x1 = 4.5, generate first 7 terms of the iterative sequence of the

secant method.

(ii) Take the initial interval as [a0 , b0 ] = [0, 4.5], generate the first 7 terms of the iterative

equations of the regula-falsi method.

Observe to which roots of the given equation does the above two sequences converge?

11

Tutorial Sheet 7

Nonlinear Equations

(Newton-Raphson and Fixed-point Methods)

sin x = 0. Let α ∈ (−π/2, π/2) and α ̸= 0 be such that if x0 = α, then the iteration

becomes a cycle i.e.,

α = x0 = x2 = · · · = x2k = x2k+2 = · · · , x1 = x2 = · · · = x2k+1 = x2k+3 = · · ·

Find a non-linear equation g(y) = 0 whose solution is α.

(2) Let {xn } be the iterative sequence defined by the Newton-Raphson method for the

equation f (x) = 0 and r be a root of this equation such that f ′ (r) ̸= 0. If x0 is chosen

such that xn → r as n → ∞, then show that for each n = 1, 2, · · · there exists a ξn

between xn and r such that

f ′′ (ξn )

r − xn+1 = − (r − xn )2 .

2f ′ (xn )

[Note: This shows that the Newton-Raphson method converges quadratically]

(3) Give an example of a function f : R → R such that the equation f (x) = 0 has an

isolated real root with the condition that the Newton-Raphson method converges but

does not have quadratic convergence.

(4) To solve the nonlinear equation e−x − cos x = 0 by fixed-point iteration method, the

following fixed-point formulations may be considered.

(i) x = − ln(cos x) (ii) x = cos−1 (e−x )

Discuss about convergence of the fixed-point iterative sequences generated by the two

formulations.

(5) Let α ∈ R and β ∈ R be the roots of x2 + ax + b = 0, and such that |α| > |β|.

Let g and h be two iterating functions satisfying the hypothesis of the theorem on

fixed-point method. Consider the iterative sequences {xn } and {yn } corresponding to

two the iterating functions g and h given by

axn + b b

xn+1 = − , and yn+1 = −

xn yn + a

respectively. Show that the iterative sequences {xn } and {yn } converge to α and β

respectively.

(6) Let {xn } ⊂ [a, b] be a sequence generated by a fixed point iteration method with a

continuously diﬀerentiable iteration function g(x). If this sequence converges to x∗ ,

then show that

λ

|xn+1 − x∗ | ≤ |xn+1 − xn |,

1−λ

where λ := max |g ′ (x)|. (This estimate helps us to decide when to stop iterating if we

x∈[a,b]

are using a stopping criterion based on the distance between successive iterates.)

12

Tutorial Sheet 8

Interpolation

(Lagrange and Newton Formulae and Errors)

(1) Using Lagrange form of interpolating polynomial for the function g(x) = 3x2 + x + 1,

express the following rational function as a sum of partial fractions:

3x2 + x + 1

f (x) = .

(x − 1)(x − 2)(x − 3)

(2) Find the Newton form of interpolating polynomial for the data

x -3 -1 0 3 5

.

y -30 -22 -12 330 3458

1

(3) Calculate the nth divided diﬀerence f [x0 , x1 , · · · , xn ] of f (x) = .

x

(4) Prove that if we take any set of 23 nodes in the interval [−1, 1] and interpolate the

function f (x) = cosh x with a polynomial p22 of degree less than or equal to 22, then

at each x ∈ [−1, 1] the relative error satisfies the bound

≤ 5 × 10−16 .

|f (x)|

(5) If f ∈ C n+1 [a, b] and if x0 , x1 , · · · , xn are distinct nodes in [a, b], then show that there

exists a point ξx ∈ (a, b) such that

f (n+1) (ξx )

f [x0 , x1 , · · · , xn , x] =

(n + 1) !

(6) Let N be a natural number. Let p1 (x) denote the linear interpolating polynomial on

the interval [N, N + 1] interpolating the function f (x) = x2 at the nodes N and N + 1.

Find an upper bound for the mathematical error ME1 using the infinity norm on the

interval [N, N + 1] (i.e., ∥ME1 ∥∞, [N,N +1] ).

(7) Let p3 (x) denote a polynomial of degree less than or equal to 3 that interpolates the

function f (x) = ln x at the nodes x0 = 1, x1 = 43 , x2 = 53 , x3 = 2. Find a lower bound

on the absolute value of mathematical error |ME3 (x)| at the point x = 32 , using the

formula for mathematical error in interpolation.

13

Tutorial Sheet 9

Interpolation

(Piecewise Linear and Spline)

(1) Let f be n times continuously diﬀerentiable function on the interval [a, b]. For any

x ∈ [a, b], show that the nth order divided diﬀerence f [ x, x, · · · , x ] is given by

( )* +

(n+1)−times

f (n) (x)

f [ x, x, · · · , x ] = .

( )* + n!

(n+1)−times

(2) For the function f (x) = sin(πx), find the value of f [1/2, 0, 1, 1/2].

(3) Let f ∈ C 2 [a, b] and let Fn denotes the piecewise linear interpolating function for

f with nodes x0 , x1 , · · · , xn ∈ [a, b]. If the nodes are chosen to be xj = a + kh, for

k = 0, 1, · · · , n, where h = (b − a)/n, then show that Fn (x) → f (x) for all x ∈ [a, b] as

n → ∞.

(4) Let f (x) = sin(x), x ∈ [0, 1] be approximated by the piecewise linear interpolating

function F2 (notation as above). Find the estimate (upper bound) for the mathemati-

cal error involved in the approximation (use infinite norm).

(5) Show that the natural cubic spline interpolation function for a given data is unique.

⎧

⎪

⎨1 − 2x x ∈ [−4, −3]

S(x) = a + bx + cx2 + dx3 x ∈ [−3, 4]

⎪

⎩

157 − 32x x ∈ [4, 5]

is a natural cubic spline interpolating function on the interval [−4, 5] for the data

x -4 -3 4 5

.

y 9 7 29 -3

(7) Obtain the natural cubic spline interpolating function for the data

x 0 1 2 3

.

y 1 2 33 244

14

Tutorial Sheet 10

Numerical Integration and Diﬀerentiation

(1) Let a = x0 < x1 < · · · < xn = b be equally spaced nodes (i.e., xk = x0 + kh for

k = 1, 2, · · · , n) in the interval [a, b]. Note that h = (b − a)/n. Let f be a twice

continuously diﬀerentiable function on [a, b].

(i) Show that the expression for the mathematical error in approximating the integral

0b

a

f (x) dx using the composite trapezoidal rule, denoted by ETn (f ), is given by

(b − a)h2 ′′

ETn (f ) = − f (ξ),

12

for some ξ ∈ (a, b).

(ii) Show that the mathematical error ETn (f ) tends to zero as n → ∞ (one uses the

terminology Composite trapezoidal rule is convergent in such a case).

(2) Determine the minimum number of subintervals and the corresponding step size h so

that the error0 for the composite trapezoidal rule is less than 5×10−9 for approximating

7

the integral 2 dx/x.

(3) Determine the coeﬃcients in the quadrature formula

12h

x−1/2 f (x) dx ≈ (2h)1/2 (w0 f (0) + w1 f (h) + w2 f (2h))

0

such that the formula is exact for all polynomials of degree as high as possible. What

is the degree of precision?

(4) Given the values of the function f (x) = ln x at x0 = 2.0, x1 = 2.2 and x2 = 2.6, find

the approximate value of f ′ (2.0) using the method based on quadratic interpolation.

Obtain an error bound.

(5) For the method

4f (x + h) − f (x + 2h) − 3f (x)

f ′ (x) ≈ ,

2h

obtain an expression for mathematical error, arithmetic error, and hence total error.

Find a bound on the absolute value of the total error as function of h. Determine the

optimal value of h for which the bound obtained is minimum.

(6) Let f (x) = ln(x) (here ln denotes the natural logarithm). Give the formula for approx-

imating f ′ (x) using central diﬀerence formula. When we use this formula to get an

approximate value of f ′ (1.5) with the assumption that the function values f (1.5 − h)

and f (1.5 + h) are rounded to 2 digits after decimal point, find the value of h such

that the total error is minimized.

(7) Show that the formula

f (x) − 2f (x − h) + f (x − 2h)

D(2) f (x) :=

h2

gives approximate value for f ′′ (x). Find the order of accuracy of this formula.

15

Tutorial Sheet 11

Numerical Ordinary Diﬀerential Equations

(i) Find an upper bound on the error in approximating the value of y(1) computed

using the Euler’s method (at x = 1) in terms of the step size h.

(ii) For each h, solve the diﬀerence equation which results from the Euler’s method,

and obtain an approximate value of y(1).

(iii) Find the error involved in the approximate value of y(1) obtained in (ii) above by

comparing with the exact solution.

(iv) Compare the error bound obtained in (i) with the actual error obtained in (iii) for

h = 0.1, and for h = 0.01.

(v) If we want the absolute value of the error obtained in (iii) to be at most 0.5 × 10−6 ,

then how small the step size h should be?

(2) Consider the initial value problem y ′ = xy, y(0) = 1. Estimate the error involved

in the approximate value of y(1) computed using the Euler’s method (with infinite

precision) with step size h = 0.01.

(3) Find an upper bound for the propagated error in Euler method (with infinite precision)

with h = 0.1 for solving the initial value problem y ′ = y, y(0) = 1, in the interval

(i) [0, 1] and

(ii) [0, 5].

(4) For each n ∈ N, write down the Euler’s method for the solution of the initial value

problem y ′ = y, y(0) = 1 on the interval [0, 1] with step size h = 1/n. Let the resulting

approximation to y(1) be denoted by αn . Show using limiting argument (without using

the error bound) that αn → y(1) as n → ∞.

(5) Show that the Euler’s and Runge-Kutta methods fail to determine an approximation

to the non-trivial solution of the initial value problem y ′ = y α , 0 < α < 1, y(0) = 0.

Note that the ODE is in separable form and hence a non-trivial solution to initial value

problem can be found analytically.

(6) Using the Gaussian rule determine a formula for solving the initial value problem

2

y ′ = e−x , y(x0 ) = y0 .

in the form 2 3

−(x − √h )2 −(x + √h )2

yj+1 = yj−1 + h e j 3 + e j 3

when the nodes are equally spaced with spacing h = xj+1 − xj , j ∈ Z. (h > 0). Let

x0 = 0, and y0 = 1. Using the method derived above, obtain approximate values of

y(−0.1) and y(0.1).

16

- SET 1Uploaded byRossniePijie
- Placement ExamUploaded byJeremyWang
- Sample 3179Uploaded byRajveer Singh Pahadiya
- School of Mathematics and Statistics Http://Www.maths.usyd.Edu.au/u/UG/JMUploaded bylhwvista
- MATLAB (1)Uploaded byKartik Dutta
- Distributing the Kalman Filter for Large-Scale Systems.pdfUploaded byHesam Ahmadian
- Numerical Analysis Syllabus_YZhang2017SUploaded byFaheem Ershad
- ErrataNMUploaded byMike2322
- Handling of computational in vitro/in vivo correlation problems by Microsoft Excel: IV. Generalized matrix analysis of linear compartment systemsUploaded byErnesto Prendin Neto
- Andrew Rosenberg- Lecture 2.1: Vector Calculus CSC 84020 - Machine LearningUploaded byRoots999
- daskomUploaded byalifah
- ISMAUploaded byAlbertoSouto
- Kenneth e. Dudeck - Solving Complex Systems...Uploaded byOscar Fernando Chevarria Meza
- 15math_eUploaded byJuan Perez
- 18mpd11Uploaded byShaswathMurtugudde
- Numerical Matrix Analysis. Linear Systems and Least Squares 2009 BookUploaded byclimintzour
- Theorist's Toolkit Lecture 6: Eigenvalues and ExpandersUploaded byJeremyKun
- 0266-5611_26_7_074004Uploaded byvolume88
- All LectureNotesUploaded bySrinivas Nemani
- Matricial ModelUploaded bywerel
- FEM_Lecture_Notes_Liu_UC.pdfUploaded bysivarama1
- 807023Uploaded bysandia_docs
- 28-aljabarlinearUploaded byDilia Audi Gresenda
- Automated State Model Generation Algorithm for Power Circuits and SystemsUploaded byMichael Calizo Pacis
- MatrixVBUploaded byAntoine Geoffroy
- MathsUploaded byvishaljalan
- 9780387204291-c1 (1)Uploaded byDitmar Sayritupac Ventura
- Matrices CopyUploaded byKaranbir Randhawa
- IT1005 Reference SheetUploaded byEdmund Siau
- MatrixUploaded byDeny Doank

- Binding Number of Some Special Classes of TreesUploaded byMia Amalia
- Definite IntegralUploaded byRiddhima Mukherjee
- 4.Problems on Trignometric FunctionsUploaded byShubham
- Class XII - Part 1.pdfUploaded bySathish Nirmal
- Lab .................Electronics Workshop VivaUploaded byYosef Kiros
- Linear Algebra NotesUploaded byShahrukh Swati
- Question paper... Computer oriented numerical techniquesUploaded byLbb Srr
- FM11SB_7_crUploaded byprapti_27
- Longest Path in DagUploaded byFibo La
- analisisUploaded byMat Pérez
- Differ en Ti Able Parameterization of Catmull-Clark Subdivision SurfacesUploaded bysdfkjh234hksfnk
- Differential Equations in MATLABUploaded bynmz341
- Random Graphs and Complex NetworksUploaded bypasomaga
- An Introduction To Numerical Analysis_K. E. Atkinson.pdfUploaded bycamilo199308
- Teoria dei grafiUploaded byCesare Angeli
- Maths Paper - i _question PaperUploaded byPrajwal Solanki
- MatheUploaded byNicolas Diaz
- LECTURE 8Uploaded bydirgorambo
- Formula SheetUploaded byRed Orange
- aglectUploaded byFuzzylatex
- 12 Rao Fundamentals 2009 AppBUploaded bySana Khan
- 4013-l06Uploaded bySayantan
- copy of algebra 1 chapter 9 group quizUploaded byapi-342079779
- De Boor Applied Linear AlgebraUploaded byTara
- The Integration of Functions of a Single Variable - HardyUploaded byDirect55
- Graph Theory in Distribution and Transportation ProblemsUploaded bysandi nurmansyah
- CK_12_Calculus.pdfUploaded byPedro
- Application of Derivatives Theory_eUploaded bythinkiit
- Linear Algebra - QsUploaded byPamela Hancock
- 09 - Integral CalculusUploaded byMark

## Much more than documents.

Discover everything Scribd has to offer, including books and audiobooks from major publishers.

Cancel anytime.