Numerical Analysis II Muzammil Tanveer

NUMERICAL
ANALYSIS II
MUZAMMIL TANVEER
mtanveer8689@gmail.com
0316-7017457
Dedicated to
My honorable Teacher
&
My Parents
1
Collected by: Muhammad Saleem Composed by: Muzammil Tanveer
Lecture # 1
Operator:
E Shift Operator
Capital delta ∆ Forward Difference Operator
Nabla ∇ Backward Difference Operator
Small delta Central Difference Operator
Mu Average Operator
Relationship of Operators:
∆= −1
∇=1−
/ /
= −
/ /
+
=
2
Role of Shift Operator:
Ef(x) = f(x+h)
f(x) = E(E(f(x)) = Ef(x+h)
= f(x+h+h) = f(x+2h)
f(x) = f(x+3h)
. .
. .
. .
f(x) = f(x+nh)
And f(x) = f(x−nh)
2
Now ∆f(x) = f(x+h) −f(x)
= Ef(x) −f(x)
∆f(x) = (E−1)f(x)
∆ = (E−1)
∇f(x) = f(x) −f(x−h)
= f(x) − f(x)
= (1− )f(x)
∇ = 1−
f(x) = + − −
= ( )− ( )
f(x) = ( − )f(x)
= −
f(x) =
( ) ( )
=
f(x) = ( )
= ( )
E =
∆ = −
∇ = −
= −
3
=
Difference Equation:
An equation consists of an independent variable k, dependent variable and
one or several difference of the dependent variable as
∆ , ∆ , ∆ ,…. ∆ is called the difference equation.
f(∆) = F(k)
Example:
1. ∆ + 3∆ − ∆ + = 3k+2
2. ∆ + 3∆ −7 = 0
4
Lecture # 02
Definition:
The order of difference equation written in form free from ∆ s is difference
between the highest and lowest subscript of y’s. For example
(i) −3 + 2 = 2 +3 is a difference equation of order 2

(ii) −3 +3 − = 0 is a homogeneous linear difference
equation of order 3.
Definition:
The degree of a difference equation written in a form free ∆ s is the highest
power of y’s. For example
− − = k is a non-homogeneous and non-linear

difference equation of order 2 and degree 3.
Difference equation are classified into following two types
(i) Homogeneous Linear difference equation

(ii) Non-Homogeneous Linear difference equation
Definition:
If in the difference equation the function of independent variable is zero (i.e.
F(k) = 0 in equation f(∆) = F(k) then the equation is called Homogeneous
Linear difference equation.
Definition:
If in the difference equation the function of independent variable is not zero (i.e.
F(k)  0 in equation f(∆) = F(k) then the equation is called Non-
Homogeneous Linear difference equation.
Solution of Homogeneous Linear Difference Equation:

Question: Solve the difference equation
+6 + 11 +6 =0
Solution: The given difference equation can be written as
5
+6 + 11 +6 = 0
( + 6 + 11 + 6) = 0
The Auxiliary equation is
+ 6 + 11 + 6 = 0
By Synthetic division
1 6 11 6
1 1 5 6
1 5 6 0
 m = 1 and +5 +6=0
±√ ±√
m= =
±
=  ,
 m = 1, 2, 3
Thus = (−1) + (−2) + (−3) is the required solution.
Example: Solve the difference equation

−4 +4 =0
−4 +4 = 0
( − 4 + 4) = 0
−4 +4=0
m(m−2) −2(m−2) = 0
(m−2) (m−2) = 0
m = 2 and m = 2
m=2,2
Thus =( + )(2) is the required solution.
6
+ =0
+ =0
( + 1) = 0
+1=0
= −1 =
m=±i
m=0±i
r=| |= (0) + (1) = 1
 = tan = tan =
Thus = [ + ]
= (1) +
= + is the required solution.

+4 =0
+4 =0
( + 4) = 0
+4=0
+4 +4− 4 =0
( + 2) − (2 ) = 0
7
( + 2 + 2 )( +2−2 )=0
( +2+2 )=0 , ( +2−2 )=0

±√ ±√
m= , m=
±√ ±√
= , =
± ±
= , =
m = −1 ± , m=1±
=| |= (1) + (1) = √2 , =| |= (1) + (1) = √2
 = tan = − ,  = tan =
Thus = ( ) [  +  ]+ ( ) [  +  ]
= √2 − + − + √2 +
= √2 − + √2 +
= √2 − + + is the required solution.

2 −5 +2 =0
2 −5 +2 = 0
(2 − 5 + 2) = 0
±√ ±√
2 −5 +2=0  m= =
±
= = ,  m=2,
Thus = (2) + is the required solution.
8
−6 + 14 − 14 +5 =0
−6 + 14 − 14 +5 = 0
( − 6 + 14 − 14 + 5) = 0
−6 + 14 − 14 + 5 = 0
By Synthetic Division
1 1 6 14 14 5
1 5 9 5
1 1 5 9 5 0
1 4 5
1 4 5 0
m=1,1 and −4 +5=0

±√ ±√
m= 
±
= =2±i
r=| |= (2) + (1) = √5
 = tan = tan
Thus = ( + )(1) + (√5) tan + tan
=( + ) + (√5) tan + tan is the required

solution.

2cosβ + =0

9
−2 + =0
( −2 +1) =0
−2 +1=0
± ± ( )
m=  =
± ±
m=  =
m = cosβ ± i sinβ
r=| |= ( ) +( ) =1
 = tan = tan ( )=
Thus = [ + ]
= (1) [ + ]
= + is the required solution.
10
Lecture # 03
Non-Homogenous Linear Difference Equation:

The difference equation of the form
f()y = F(k) …..(1)
Where f     a0  n  a1 n 1  a2  n 2  a3  n 3  ....  an1  an
and  is a forward difference operator.
The solution of equation (1) consist of two parts
(i) Complementary Solution (Y)

(ii) Particular Solution ( ∗ )
The general solution of equation (1) is

∗
=Y+
To find complementary solution of equation (1) we shall find the solution of

f() y = 0
To find particular solution of equation (1) we shall discuss the following type
When the R.H.S of given difference equation is constant (i.e. F(k) = constant).
Then in order to find ∗ (particular solution) we shall substitute a trial function
= c in the given non-homogeneous difference equation and evaluate the
value of c. If the trial function or any term of trial function is present in Y
(complementary solution) then the trail function will be multiplied by a suitable
.

y k  3  3 yk  2  2 yk  5
E 3 yk  3 E 2 y k  2 yk  5
E 3
 3 E 2  2  yk  5 ...(1)
For Complementary solution

11
E 3
 3 E 2  2  yk  0
The auxiliary equation
m3  3m 2  2  0
1 3 0 2
1 1 2 2
1 2 2 0
 m = 1 and m 2  2m  2  0
2  4  8 2  12
m 
2 2
2  2 3

2
m  1  3
 m   1,  1  3 ,  1  3
Thus Y  c1 (1) k  c2 (1  3) k  c3 (1  3) k
For Particular solution
Let = c put in (1)
E 3
 3E 2  2  c  5 ...(1)
E 3c  3E 2c  2c  5
c  3c  2c  5
5
2c  5  c 
2
5 5
yk   Y* 
2 2
*
 Yk  Y  Y
5
Hence Yk  c1 (1)k  c2 (1  3)k  c3 (1  3)k  is the required general
2
solution.
12
yk  2  2 yk 1  6 yk  7
E 2 yk  2 Eyk  6 yk  7
E 2
 2 E  6  yk  7 ...(1)
E 2
 2 E  6  yk  0
m 2  2m  6  0
2  4  24 2  20 2  2 5i
m   
2 2 2
m  1  5i & r  m  1  5  6
 5
  tan 1  1
  tan ( 5)
 1 
k
Thus Y    c cos k  c sin k 
6 1 2
Let = c put in (1)
E 2
 2E  6 c  7
E 2 c  2 Ec  6c  7
c  2c  6c  7
7 7 7
5c  7  c   yk   Y* 
5 5 5
 Yk  Y  Y *
  c cos k  c sin k   75
k
Hence Yk  6 1 2 is the requied general solution.
13
yk  2  3 yk 1  4 yk  2
E 2 yk  3Eyk  4 yk  2
E 2
 3 E  4  yk  2 ...(1)
E 2
 3 E  4  yk  0
m 2  3m  4  0
3  9  16 3  25 35
m   
2 2 2
35 35
m ,
2 2
m  4 , 1
Thus Y  c1 (1)k  c2 (4)k
Let = c put in (1)
E 2
 3E  4  c  2
E 2 c  3Ec  4c  2
c  3c  4c  2
1
 6c  2  c 
3
1 1
 yk   Y* 
3 3
*
 Yk  Y  Y
1
Hence Yk  c1 (1) k  c2 (4) k  is the requied general solution.
3
14
yk 3  3 yk  2  3 yk 1  yk  9
E 3 yk  3E 2 yk  3Eyk  yk  9
E 3
 3E 2  3E  1 yk  9 ...(1)
For Complementary solution  E 3  3E 2  3E  1 yk  0

If we take = c so it is already in
The auxiliary equation complementary solution.
m3  3m 2  3m  1 0 If we take = ck it is also present

in complementary solution.
1 3 3 1
If we take = c it is also present
1 1 2 1 in complementary solution.
1 2 1 0 So, we take = c which is not in
m  1 , m 2  2m  1 0 complementary solution.
(m  1)2  0 m  1,1  m  1,1,1

Thus Y   c1  c2 k  c3 k 2  (1)k  c1  c2 k  c3 k 2
For Particular solution put =c put in (1)
E 3
 3E 2  3E  1 ck 3  9
E 3ck 3  3 E 2ck 3  3Eck 3  ck 3  9
3 3 3
c  k  3  3c  k  2   3c  k  1  ck 3  9
c  k 3  9k 2  27 k  27   3c  k 3  6k 2  12k  8  3c  k 3  3k 2  3k  1  ck 3  9
k 3c  9ck 2  27ck  27c  3ck 3  18ck 2  36ck  24c  3ck 3  9ck 2  9ck  3c  ck 3  9
3 3 3
6c  9  c  , yk  k 3  Y *  k 3
2 2 2
 Yk  Y  Y *
3
Hence Yk  c1  c2 k  c3 k 2  k 3 is the requied general solution.
2
15
yk  4  6 yk 3  14 yk  2  14 yk 1  5 yk 1
E 4 yk  6 E 3 yk  14 E 2 yk  14 Eyk  5 yk 1
E 4
 6 E 3  14 E 2  14 E  5  yk 1 ...(1)
E 4
 6 E 3  14 E 2  14 E  5   0
m 4  6m3  14m 2  14m  5  0

1 6 14 14 5
1 1 5 9 5
1 5 9 5 0
1 1 4 5
1 4 5 0
m  1,1 , m 2  4m  5  0
4  16  20 4  4 4  2i
m  
2 2 2
m 2  i
1
r  m  4  1 5    tan 1  
2  
k
Thus Y   c1  c2 k  (1) k   5  c cos k  c sin  k 
3 4
k
Thus Y  c1  c2 k   5  c cos k  c sin  k 
3 4
16
For Particular solution Let =c put in (1)
E 4
 6 E 3  14 E 2  14 E  5 ck 2 1
E 4ck 2  6 E 3ck 2  14 E 2ck 2  14 Eck 2  5ck 2  1
2 2 2 2
c  k  4   6c  k  3  14c  k  2   14c  k  1  5ck 2  1
c  k 2  8k  18   6c  k 2  6k  9   14c  k 2  4k  4   14c  k 2  2k  1  5ck 2  1
k 2 c  8ck  16c  6ck 2  36ck  54c  14ck 2  56ck  56c  14ck 2  28ck  14c  5ck 2  1
1
4c  1  c 
4
1
yk  k 2
4
1
Y*  k2
4
 Yk  Y  Y *
 5  c cos k  c sin k   14 k
k
2
Hence Yk  c1  c2 k  3 4
1
where   tan 1  
2
is the required general solution.
17
Lecture # 04
Non-Homogenous Difference Equation:

Type II:
When the R.H.S of the given non-homogenous difference equation is of the
form
f  k    a k where ‘’ and ‘a’ are constant, then in order to find particular
solution Y * we shall substitute yk  Aa k (trial function) in the given difference
equation and find the value of A. If the trial function is present in
complementary solution Y then the trial function will be multiplied by a suitable
kn .
yk  2  6 yk 1  7 yk  3k
E 2 yk  6 Eyk  7 yk  3k
( E 2  6 E  7) yk  3k _____(1)
For complementary solution
( E 2  6 E  7) yk  0
m 2  6m  7  0
6  36  28 6  8 6  2 2
m  
2 2 2
m  3 2
Y  c1 (3  2) k  c2 (3  2) k
18
For particular solution
Let yk  A 3k put in (1)
( E 2  6 E  7) A3k  3k
E 2 A3k  6 E A3k  7 A3k  3k
A3k  2  6 A3k 1  7 A3k  3k
9A3k  18A3k  7 A3k  3k
9 A  18A  7 A  1
2A  1
1
A
2
1 k
 Y*  3
2
Thus Yk  Y  Y *
1
Yk  c1 (3  2) k  c2 (3  2) k  3k is the required general solution.
2
yk  2  4 yk 1  4 yk  2k
E 2 yk  4 Eyk  4 yk  2k
( E 2  4 E  4) yk  2k _____(1)
( E 2  4 E  4) yk  0
19
m 2  4m  4  0
m 2  2m  2m  4  0
m(m  2)  2(m  2)  0
( m  2)(m  2)  0
( m  2)  0 & (m  2)  0
m  2,2
Y  (c1  c2k )(2) k
Let yk  A 2k k 2 put in (1)
( E 2  4 E  4) Ak 2 2k  2k
E 2 Ak 2 2k 2  4 E Ak 2 2k 1  4Ak 2 2k  2k
A(k  2) 2 2k  2  4 A(k  1) 2 2k 1  4 Ak 2 2k  2k
4 A(k 2  4k  4)2k  8A(k 2  2k  1)2 k  4Ak 2 2 k  2k
4 Ak 2  16 Ak  16 A  8Ak 2  16 Ak  8 A  4 Ak 2  1
8A  1
1
A
8
1
 Y *  k 2 2k
8
1
Yk  (c1  c2 k )(2) k  k 2 2 k is the required general solution.
8
20
yk 2  4 yk 1  4 yk  2k  2
Solution: The given equation
yk  2  4 yk 1  4 yk  4.2k
The given difference equation can be written as
E 2 yk  4 Eyk  4 yk  4.2k
( E 2  4 E  4) yk  4.2k _____(1)
( E 2  4 E  4) yk  0
m 2  4m  4  0
m 2  2m  2m  4  0
m(m  2)  2(m  2)  0
( m  2)(m  2)  0
( m  2)  0 & (m  2)  0
m  2,2
Y  (c1  c2k )(2) k
Let yk  A 2k k 2 put in (1)
( E 2  4 E  4) Ak 2 2k  4.2k
E 2 Ak 2 2k  2  4 E Ak 2 2k 1  4Ak 2 2k  4.2k
A(k  2) 2 2k 2  4A(k  1) 2 2k 1  4Ak 2 2k  4.2k
21
4 A(k 2  4k  4)2k  8A(k 2  2k  1)2 k  4Ak 2 2 k  4.2 k
4 Ak 2  16 Ak  16 A  8Ak 2  16 Ak  8 A  4 Ak 2  4
8A  4
1
A
2
1 2 k
 Y*  k 2
2
1
Yk  (c1  c2 k )(2) k  k 2 2k is the required general solution.
2
yk  2  4 yk 1  3 yk  3k 1
E 2 yk  4 Eyk  3 yk  3k 1
( E 2  4 E  3) yk  3k 1 _____(1)
( E 2  4 E  3) yk  0
m 2  4m  3  0
4  16  12 4 4 42
m  
2 2 2
6 2
m ,
2 2
m  1,3
22
Y  c1 (1) k  c2 (3) k
( E 2  4 E  3) yk  3k ________(2)
( E 2  4 E  3) yk 1 ________(3)
For equation (2)
Let yk  A 3k k put in (2)
( E 2  4 E  3) Ak 3k  3k
E 2 Ak 3k  4 E Ak 3k  3A3k  3k
A(k  2)3k  2  4 A(k  1)3k 1  3A3k  3k
9A(k  2)3k  12 A(k  1)3k  3A3k  3k
9 A(k  2)  12A(k  1)  3A k  1
9Ak  18A  12Ak  12 A  3Ak  1
6A 1
1
A
6
1 k
 Y1*  k3
6
For equation (3)
Let yk  Bk put in (3)
( E 2  4 E  3) Bk 1
E 2 Bk  4 EBk  3Bk 1
B(k  2)  4 B( k  1)  3Bk 1
Bk  2 B  4 Bk  4 B  3Bk 1
23
2B  1
1
B
2
1
Y2*  k
2
 Y *  Y1*  Y2*
1 k 1
Y*  k3  k
6 2
1 1
Yk  c1 (1) k  c2 (3) k  k 3k  k is the required general solution.
6 2
yk  2  4 yk 1  4 yk  3.2k  5.4k
E 2 yk  4 Eyk  4 yk  3.2k  5.4k
( E 2  4 E  4) yk  3.2k  5.4k
( E 2  4 E  4) yk  0
m 2  4m  4  0
m 2  2m  2m  4  0
m(m  2)  2(m  2)  0
( m  2)(m  2)  0
( m  2)  0 & (m  2)  0
24
m  2,2
Y  (c1  c2k )(2) k
( E 2  4 E  4) y k  3.2k ______(i)
( E 2  4 E  4) y k  5.4k ______(ii)
For equation (i)
Let yk  A 2k k 2 put in (i)
( E 2  4 E  4) Ak 2 2k  3.2k
E 2 Ak 2 2k  2  4 E Ak 2 2k 1  4 Ak 2 2 k  3.2k
A(k  2) 2 2k 2  4A(k  1) 2 2k 1  4Ak 2 2k  3.2k
4 A(k 2  4k  4)2k  8A(k 2  2k  1)2k  4 Ak 2 2k  3.2k
4 Ak 2  16 Ak  16 A  8Ak 2  16 Ak  8 A  4Ak 2  3
8A  3
3
A
8
3
 Y1*  k 2 2k
8
For equation (ii)
Let yk  B 4k put in (3)
( E 2  4 E  4) B 4k  5.4k
E 2 B 4k  4 EB 4k  4 B 4k  5.4k
B 4k 2  4 B 4k 1  4 B 4k  5.4k
14 B 4k  16 B 4k  4 B 4k  5.4k
25
4 B 4k  5.4k
5
B
4
5 k
Y2*  4
4
 Y *  Y1*  Y2*
3 2 k 5 k
Y*  k 2  4
8 4
3 5
Yk  (c1  c2 k )(2) k  k 2 2 k  4k is the required general solution.
8 4
yk  2  4 yk 1  4 yk  3.2k  5.4k  7
E 2 yk  4 Eyk  4 yk  3.2k  5.4k  7
( E 2  4 E  4) yk  3.2k  5.4k  7
( E 2  4 E  4) yk  0
m 2  4m  4  0
m 2  2m  2m  4  0
m(m  2)  2(m  2)  0
( m  2)(m  2)  0
( m  2)  0 & (m  2)  0
26
m  2,2
Y  (c1  c2k )(2) k
( E 2  4 E  4) y k  3.2k ______(i)
( E 2  4 E  4) y k  5.4k ______(ii)
( E 2  4 E  4) y k  7 ______(iii)
For equation (i)
Let yk  A 2k k 2 put in (i)
( E 2  4 E  4) Ak 2 2k  3.2k
E 2 Ak 2 2k  2  4 E Ak 2 2k 1  4 Ak 2 2 k  3.2k
A(k  2) 2 2k 2  4A(k  1) 2 2k 1  4Ak 2 2k  3.2k
4 A(k 2  4k  4)2k  8A(k 2  2k  1)2k  4 Ak 2 2k  3.2k
4 Ak 2  16 Ak  16 A  8Ak 2  16 Ak  8 A  4Ak 2  3
8A  3
3
A
8
3
 Y1*  k 2 2k
8
For equation (ii)
Let yk  B 4k put in (3)
( E 2  4 E  4) B 4k  5.4k
E 2 B 4k  4 EB 4k  4 B 4k  5.4k
B 4k 2  4 B 4k 1  4 B 4k  5.4k
27
14 B 4k  16 B 4k  4 B 4k  5.4k
4 B 4k  5.4k
5
B
4
5 k
Y2*  4
4
For equation (iii)
Let yk  C put in (iii)
( E 2  4 E  4)C  7
E 2C  4 EC  4C  7
C  4C  4C  7
C=7
Y3*  7
 Y *  Y1*  Y2*  Y3*
3 5
Y *  k 2 2k  4 k  7
8 4
3 5
Yk  (c1  c2 k )(2) k  k 2 2 k  4k  7 is the required general solution.
8 4
28
Lecture # 05

Type III:
When the R.H.S of the given difference equation is a polynomial of ‘k’ then in
order to find particular solution (Y*) we shall consider a trial function in the
form of polynomial of ‘k’ (with the same degree of the given polynomial on the
R.H.S of difference equation). And substitute the trial function in the given
difference equation and evaluate the values of constants. But if the trial function
or any term of trial function is present in complementary solution (Y) then we
shall multiply the trial function with a suitable k n

yk  2  yk 1  yk  k 2  k  1
E 2 yk  Eyk  yk  k 2  k  1
( E 2  E  1) yk  k 2  k  1 _____(1)
( E 2  E  1) yk  0
m2  m  1  0
1  1  4 1  3i 1 3i
m   
2 2 2 2
2 2
 1  3 1 3 1 3
m          1
 2  2  4 4 4
 3 
  tan  2   tan 1  3
1
 
 1 2 
 
29
k
Y  1  c1 cos k  c2 sin  k 
Y  c1 cos  k  c2 sin  k
Let yk  Ak 2  Bk  C put in (1)
( E 2  E  1)  Ak 2  Bk  C   k 2  k  1
E 2  Ak 2  Bk  C   E  Ak 2  Bk  C    Ak 2  Bk  C   k 2  k  1
2 2
A  k  2   B( k  2)  C A  k  1  B (k  1)  C Ak 2  Bk  C  k 2  k  1
A  k 2  4k  4   B (k  2)  C  A  k 2  2k  1  B ( k  1)  C  Ak 2  Bk  C  k 2  k  1
By comparing coefficients
A A A  1
3A  1
1
A
3
4 A  B 2 A  B  B  1
6A  3B  1
1
6    3B  1
3
1
B
3
4 A  2 B C  A  B  C  C  1
5A  3B 3C  1
 1   1 
5    3    3C  1
3  3 
1
C
9
30
1  1  1
 Y*  k2   k 
3  3  9
1 1 1
Yk  c1 cos  k  c2 sin  k  k 2  k  is the required general solution.
3 3 9

yk  2  4 yk  9 k 2
E 2 yk  4 y k  9 k 2
( E 2  4) yk  9k 2 _____(1)
( E 2  4) yk  0
m2  4  0
m2  4
m  2
Y  c1 (2) k  c2 (2) k
Let yk  Ak 2  Bk  C put in (1)
( E 2  4)  Ak 2  Bk  C   9k 2
E 2  Ak 2  Bk  C   4  Ak 2  Bk  C   9k 2
2
A  k  2   B(k  2)  C 4Ak 2  4 Bk  4C  9k 2
31
A  k 2  4k  4   B (k  2)  4A k 2  4 Bk  3C  9 k 2
A 4 A  9
3A  9
A  3
4 A  B 4 B  0
4 A  3B  0
4  3  3B  0
B  4
4 A  2B 3C  0
4  3  2  4   3C
3
C
20
20
 Y *   3k 2  4k 
3
20
Yk  c1 (2) k  c2 (2) k  3k 2  4k  is the required general solution.
3

 2 yk  2yk  yk  3k  2
Solution: As we know   E  1
2
 E  1 yk  2  E  1 yk  yk  3k  2
E 2
 2 E  1 yk  2  E  1 yk  yk  3k  2
32
E 2 yk  2 Eyk  yk  2 Eyk  2 yk  yk  3k  2
E 2 yk  3k  2 _____(1)
E 2 yk  0
m2  0
m  0,0
k
Y   c1  c2 k  0   0
Let yk  Ak  B put in (1)
E 2  Ak  B   3k  2
A(k  2)  B  3k  2
Ak  2 A  B  3k  2
A3
2 A B  2
2(3)  B  2
B 4
 Y *  3k  4
 Yk  0  3k  4  3k  4 is the required general solution.
33
yk  2  3 yk 1  2 yk  k 2
E 2 yk  3Eyk  2 yk  k 2
( E 2  3E  2) yk  k 2 _____(1)
( E 2  3E  2) yk  0
m 2  3m  2  0
3  9  8 3 1 3 1 3 1
m   ,
2 2 2 2
m  1,2
k
Y  c1 1  c2 (2) k
Y  c1  c2 (2) k
Let yk  Ak 3  Bk 2  Ck put in (1)
( E 2  3E  2)  Ak 3  Bk 2  Ck   k 2
E 2  Ak 3  Bk 2  Ck   3E  Ak 3  Bk 2  Ck   2  Ak 3  Bk 2  Ck   k 2
3 3
A k  2  B(k  2)2  C k  2  3A k 1  3B(k 1)2  3C(k1)  2Ak3  2Bk 2  2Ck  k 2
A k3 12k2 12k 8 B k2 4k 4 Ck
( 2)3A k3 3k2 3k 1 B k2 2k1 Ck
( 1)2Ak3 2Bk2 2Ck k2
A  3A  2 A  0
12 A  B 9 A  3B 2 B  1
34
3A  1
1
A
3
12 A  4B C 9 A  6 B 3C  2C  0
3A  2 B  0
1
3   2B
3
1
B
2
8A  4 B 2C  3A  3B  3C  0
5A  B C  0
1 1
5      C
3  2
13
C
6
1 1 13
 Y *  k3  k2  k
3 2 6
1 1 13
Yk  c1  c2 (2) k  k 3  k 2  k is the required general solution.
3 2 6

2 yk 2  5 yk 1  2 yk  2k  k 2
2 E 2 yk  5Eyk  2 yk  2k  k 2
(2 E 2  5E  2) yk  2k  k 2 _____(1)
35
(2 E 2  5E  2) yk  0
2m 2  5m  2  0
5  25  16 5  9 5  3 5  3
m   ,
4 4 4 4
1
m , 2
2
k
 1 
Y  c1    c2 ( 2) k
 2 
(2 E 2  5E  2) yk  2k ______(i)
(2 E 2  5E  2) yk  k 2 ______(ii)
For equation (i)
Let yk  A 2k put in (i)
(2 E 2  5E  2) A 2k  2k
2 E 2 A 2k  5 EA 2k  2 A 2k  2k
2 A 2k 2  5 A 2k 1  2 A 2k  2k
8 A 2k  10 A 2k  2 A 2k  2 k
8 A  10 A  2 A  1
20 A  1
1
A
20
36
1 k
 Y1*  2
20
For equation (ii)
Let yk  Bk 2  Ck  D put in (ii)
(2 E 2  5 E  2)  Bk 2  Ck  D   k 2
2 E 2  Bk 2  Ck  D   5 E  Bk 2  Ck  D   2  Bk 2  Ck  D   k 2
2 2
2  B  k  2   C  k  2   D   5  B  k  1  C  k  1  D   2  Bk 2  Ck  D   k 2
   
2 B k 2  4k  4  C  k  2  D  5B k 2  2k 1  C  k  1  D  2Bk 2  2Ck  2D  k 2
By comparing coefficient
2B  5B  2B  1
1
B
9
8B  2C  10 B  5C  2C  0
18B  9C  0
1
18    9C  0
9
2
C
9
8B  4C  2 D  5B  5C  5D  2 D  0
13B  9C  9 D  0
 1   2  5
9 D   13    9    D
9  9  81
1 2 2 5
Y2*  k  k
9 9 81
Y *  Y1*  Y2*
37
1 k 1 2 2 5
Y*  2  k  k
20 9 9 81
k
 1  1 1 2 5
Yk  c1    c2 (2) k  2k  k 2  k  is the required general solution.
 2  20 9 9 81

yk  4  2 yk 3  2 yk  2  2 yk 1  yk  k 2
E 4 yk  2 E 3 yk  2 E 2 yk  2 Eyk  yk  k 2
E 4
 2 E 3  2 E 2  2 E  1 yk  k 2 _____(1)
(E 4  2 E 3  2 E 2  2 E  1) yk  0
m 4  2m 3  2m 2  2m  1  0
By synthetic division
1 2 2 2 1
1 1 1 1 1
1 1 1 1 0
1 1 0 1
1 0 1 0
m  1,1 and m 2  1 0
m2   1
38
m  i
m  0i
2 2
m 0  1  1
1 
  tan 1    tan 1  
0
  2
Y   c1  c2 k  (1) k  (1) k  c3 cos k  c4 sin  k 
Y   c1  c2 k    c3 cos k  c4 sin  k 
Let yk  Ak 4  Bk 3  Ck 2 put in (1)
(E 4  2 E 3  2 E 2  2 E  1)  Ak 4  Bk 3  Ck 2   k 2
E 4  Ak 4  Bk 3  Ck 2   2 E 3  Ak 4  Bk 3  Ck 2   2 E 2  Ak 4  Bk 3  Ck 2 
2E  Ak 4  Bk 3  Ck 2    Ak 4  Bk 3  Ck 2   k 2
4 3 2 4 3 2
A  k  4   B  k  4   C  k  4   2  A  k  3  B  k  3  C  k  3 
 
4 3 2 4 3 2
2  A  k  2   B  k  2   C  k  2    2  A  k  1  B  k  1  C  k  1 
   
  Ak 4  Bk 3  Ck 2   k 2
4
  a  b   a 4  b 4  4a 3b  4ab3  6a 2b 2
A  k 4  256  16k 3  256k  96k 2   B  k 3  12k 2  48k  64   C  k 2  16  8k 
 2  A  k 4  81  12k 3  108k  54k 2   B  k 3  9k 2  27k  27   C  k 2  9  6k  
 2  A  k 4  16  8k 3  32k  24k 2   B  k 3  6k 2  12k  8   C  k 2  4  4k  
 2  A  k 4  1  4k 3  4k  6k 2   B  k 3  3k 2  3k  1  C  k 2  1  2k  
39
  Ak 4  Bk 3  Ck 2   k 2
96 A  12 B  C  108 A  18B  2C  48 A  12 B  2C  12 A  6 B  2C  C  1
1
A
24
256A  48B 8C 216 A  54 B 12C  64 A  24 B  8C  8 A  6 B  4C  0
96A  12 B  0
 1 
69    12B  0
 24 
1
B
3
256 A  64 B 16C  162 A  54 B  18C  32 A  16 B  8C  2 A  2 B  2C  0
124 A  24 B 4C  0
124 24
  4C  0
24 3
17
C
24
1 4 1 3 17 2
 Y* k  k  k
24 3 24
    1 4 1 3 17 2
Yk   c1  c2 k    c3 cos k  c4 sin k   k  k  k is the required
 2 2  24 3 24
general solution.
40
Lecture # 06

Type IV:
When the R.H.S of the given non-homogenous difference is of the form
f (k )  a k (k )
Where (k) is a polynomial in k, then in order to find particular solution Y* we

shall substitute a trial function.
yk  a k  A0  A1k  A2 k 2  ...
in the given difference equation and then evaluate the values of  A0 , A1 , A2 ,... .
If the trial function or any term of trial function is present in complementary
solution (Y) then the trial function will be multiplied by a suitable k n
yk  2  4 yk 1  4 yk  3k  k 2  1
( E 2  4 E  4) yk  3k  k 2  1 ______(i)
( E 2  4 E  4) yk  0
m 2  4m  4  0
m 2  2m  2m  4  0
m(m  2)  2(m  2)  0
( m  2)(m  2)  0
( m  2)  0 & (m  2)  0
41
m  2,2
Y  (c1  c2k )(2) k
Let yk  3k  Ak 2  Bk  C  put in (i)
( E 2  4 E  4)3k  Ak 2  Bk  C   3k  k 2  1
E 2 .3k  Ak 2  Bk  C   4 E.3k  Ak 2  Bk  C   4.3k  Ak 2  Bk  C   3k  k 2  1

3k 2  A(k  2)2  B(k  2)  C   43k 1  A(k  1)2  B(k  1)  C   4.3k  Ak 2  Bk  C   3k  k 2  1
9.3k A(k2  4k  4)  B(k  2)  C 12.3k  A(k2  2k 1)  B(k 1)  C  4.3k  Ak2  Bk  C 3k  k2 1
9 A(k2  4k  4)  B(k  2)  C 12 A(k2  2k 1)  B(k 1)  C  4 Ak2  Bk  C  k2 1
 9A 12A  4A k2   36A  9B  24A 12B  4B k  36A 18B  9C 12A 12B 12C  C  k2 1
On comparing coefficients
A=1
12A+B = 0
12(1) + B = 0
B = 12
24A+6B+C = 1
24(1) + 6(12)+C = 1
C = 49
 Y *  3k  k 2  12k  49 
Yk  (c1  c2 k )(2) k  3k  k 2  12k  49  is the required general solution.
42
yk 3  5 yk  2  8 yk 1  4 yk  2k. k
E 3 yk  5E 2 yk  8 Eyk  4 yk  2k. k
E 3
 5 E 2  8 E  4  yk  2k .k _____(i)
( E 3  5 E 2  8E  4) yk  0
m3  5m 2  8m  4  0
By synthetic division
1 5 8 4
1 1 4 4
1 4 4 0
m  1 and m 2  4m  4  0
(m  2) 2  0
 m  2, 2
Y  c1 (1) k   c2  c3 k  2 k
Let yk  2 k  Ak 3  Bk 2  put in (i)
E 3
 5 E 2  8 E  4  2k  Ak 3  Bk 2   2k. k
 E 2  Ak
3 k 3

 Bk 2   5E 2 2k  Ak 3  Bk 2   8E 2k  Ak 3  Bk 2   4.2k  Ak 3  Bk 2   2k. k
43
2k 3  A(k  3)3  B(k  3)2   5.2k  2  A(k  2)3  B(k  2)2   8.2k  A(k  1)3  B(k  1)2 
4.2k  Ak 3  Bk 2   2k . k
8.2k  A(k 3  9k 2  27k  27)  B(k 2  6k  9)  20.2k  A(k 3  6k 2  12k  8)  B(k 2  4k  4)
16.2k  A(k 3  3k 2  3k  1)  B(k 2  2k  1)  4.2k  Ak 3  Bk 2    2k. k
8  A(k 3  9k 2  27k  27)  B(k 2  6k  9)  20  A(k 3  6k 2  12k  8)  B(k 2  4k  4)
16  A(k 3  3k 2  3k  1)  B(k 2  2k  1)  4  Ak 3  Bk 2    k
8A  20A  16A  4A k3   72A  8B 120A  20B  48A  16B  4B k 2
 216A  48B  240A  80B  48A  32B k   216A  72B 160A  80B 16A 16B  k
On comparing
24Ak+(72A+8B) = k
24A = 1
1
A
24
72A+8B = 0
 1 
72    8B  0
 24 
3
B
8
 1 3 
Y *  2k  k 3  k 2 
 24 8 
 1 3 
Yk  c1 (1) k   c2  c3 k  2k  2k  k 3  k 2  is the required general solution.
 24 8 
44
yk  2  7 yk 1  8 yk  2 k  k 2  k 
E 2 yk  7 Eyk  8 yk  2k  k 2  k 
( E 2  7 E  8) yk  2k  k 2  k  _____(1)
( E 2  7 E  8) yk  0
m2  7m  8  0
7  49  32 7  81 7  9
m  
2 2 2
m   1, 8
Y  c1 (1) k  c2 (8) k
Let yk  2 k  Ak 2  Bk  C  put in (i)
( E 2  7 E  8) 2k  Ak 2  Bk  C   2k  k 2  k 
E 2 .2k  Ak 2  Bk  C   7 E.2k  Ak 2  Bk  C   8.2 k  Ak 2  Bk  C   2k  k 2  k 

2 2
2k2  A k  2  B k  2  C  7.2k1  A k 1  B k 1  C 8.2k  Ak2  Bk  C 2k  k2  k 
   
4.2 A k  4k  4  B k  2 C 14.2 A k  2k 1  B k 1 C 8.2k Ak2  Bk C2k  k2 k
k 2 k 2
4A k2  4k  4  B k  2  C 14A k2  2k 1  B k 1  C 8Ak2  Bk  C   k2  k 
 4A14A8A k2  16A 4B  28A14B 8B k  16A 8B  4C 14A14B 14C 8C   k2  k 

18Ak2   12A 18B k   2A 6B 18C   k2  k 
45
On comparing coefficients
18 A  1
1
A
18
 1 
12 A  18 B   1  18B  12    1
 18 
5
B
54
 1   5 
2 A  6 B  18C  0  18C  2    6  
 18   54 
1
C
27
 1 5 1 
 Y *  2k  k 2  k  
 18 54 27 
 1 5 1 
Yk  c1 ( 1) k  c2 (8) k  2k  k 2  k   is the required general solution.
 18 54 27 
46
Lecture # 07

Type V:
When the R.H.S of the given non-homogeneous difference equation is of the
form f(k) = sinAk or cosAk
Where A is constant, then in order to find particular solution Y* we shall

substitute yk  c1 sinAk  c 2 cos Ak in the given difference equation and then
evaluate the values of c1 and c 2 . If the trial function or any term of trial function
is present in complementary solution Y then the trial function will be multiplied
by suitable k n .

yk  2  7 yk 1  12 yk  sin 3k
E 2 yk  7 Eyk  12 yk  sin 3k
( E 2  7 E  12) yk  sin 3k _____(1)
( E 2  7 E  12) yk  0
m 2  7m  12  0
7  49  48 7 1
m 
2 2
m  4,3
Y  c1 (3) k  c2 (4) k
47
Let yk  A sin 3k  B cos3k Put in (1)
( E 2  7 E  12)  A sin 3k  B cos 3k   sin 3k
E 2  A sin 3k  B cos3k   7 E  A sin 3k  B cos3k   12  A sin 3k  B cos3k   sin 3k

 Asin3(k  2)  B cos3(k  2)  7 Asin3(k 1)  Bcos3(k 1) 12 Asin3k  B cos3k  sin3k
 Asin(3k  6)  B cos(3k  6)  7 Asin(3k  3)  Bcos(3k  3) 12 Asin3k  B cos3k  sin3k
Asin(3k  6)  B cos(3k  6)  7 Asin(3k  3)  7B cos(3k  3)  12 Asin3k  12B cos3k  sin3k
Asin 3k cos 6  cos3k sin 6  B  cos3k cos 6  sin 3k sin 6  7 Asin 3k cos3  sin 3cos3k 
7 B  co s3k cos 3  sin 3k sin 3  12 A sin 3k  12 B cos 3k  sin 3k
Asin 3k cos 6  sin 6 cos 3k  7 sin 3k cos 3  7 sin 3cos 3k  12sin 3k 
 B  cos 3k cos 6  sin 3k sin 6  7 cos 3k cos3  7 sin 3k sin 3  12 cos 3k   sin 3k
A sin 3k  cos 6  7 cos 3  12   cos 3k  sin 6  7 sin 3  
 B cos3k  cos 6  7 cos3  12   sin 3k  sin 6  7sin 3   sin 3k
Say M  cos 6  7 cos 3  12 & N  sin 6  7 sin 3
A  M sin 3k  N cos3k   B  M cos3k  N sin 3k   sin 3k
 AM  BN  sin 3k   AN  BM  cos 3k  sin 3k

By comparing coefficients of sin3k and cos3k
AM BN = 1
AN + BM = 0
Now by cross multiplication
AM BN 1 = 0
AN + BM + 0 = 0
48
M N 1 M N 1
N M 0 N M 0
A B 1
  2
0  M  N  0 M  N 2
M N
A , B
M 2  N2 M 2  N2
Y *  A sin 3k  B cos 3k
Yk  Y  Y *
Yk  c1 (3) k  c2 (4) k  A sin 3k  B cos 3k is the required general solution.

yk  2  3 yk 1  yk  sin k
E 2 yk  3Eyk  yk  sin k
( E 2  3E  1) yk  sin k _____(1)
( E 2  3E  1) yk  0
m 2  3m  1  0
3  9  4 3  5
m 
2 2
3  5 3  5
m ,
2 2
k k
 3  5   3  5 
Y  c1    c2  
 2   2 
49
Let yk  A sin k  B cos k Put in (1)
( E 2  3E  1)  A sin k  B cos k   sin k
E 2  A sin k  B cos k   3E  A sin k  B cos k    A sin k  B cos k   sin k

 Asin(k  2)  Bcos(k  2)  3 Asin(k 1)  Bcos(k 1)   Asin k  Bcos k  sin k
A sin k cos 2  sin 2cos k   B  cos k cos 2  sin k sin 2  3 A sin k cos1  sin1cos k 
3B  co s k cos1  sin k sin1  A sin k  B cos k  sin k
Asin k cos 2  sin 2 cos k  3sin k cos1  3sin1cos k  sin k 
 B  cos k cos 2  sink sin 2  3cos k cos1  3sin k sin1  cos k   sin k
A sin k  cos 2  3cos1  1  cos k  sin 2  3sin1 
 B cos k  cos 2  3cos1  2   sin k  sin 2  3sin1   sin k
Say M  cos 2  3cos1  1 & N  sin 2  3sin1
A  M sin k  N cos k   B  M cos k  N sin k   sin k
 AM  BN  sin k   AN  BM  cos k  sin k

By comparing coefficients of sink and cosk
AM BN = 1
AN + BM = 0
AM BN 1 = 0
AN + BM + 0 =
M N 1 M N 1
N M 0 N M 0
50
A B 1
  2
0  M 0  N M  N 2
M N
A , B
M  N2
2
M  N2
2
Y *  A sin k  B cos k
Yk  Y  Y *
k k
 3  5   3  5 
Yk  c1    c2    A sin k  B cos k is the required general
 2   2 
solution.

yk  2  7 yk 1  12 yk  cos k
E 2 yk  7 Eyk  12 yk  cos k
( E 2  7 E  12) yk  cos k _____(1)
( E 2  7 E  12) yk  0
m 2  7m  12  0
7  49  48 7 1
m 
2 2
m  4,3
Y  c1 (3) k  c2 (4) k
51
( E 2  7 E  12)  A sin k  B cos k   cos k
E 2  A sin k  B cos k   7 E  A sin k  B cos k   12  A sin k  B cos k   cos k

 Asin(k  2)  B cos(k  2)  7 Asin(k 1)  Bcos(k 1) 12 Asin k  Bcos k  cos k
A sin k cos 2  sin 2cos k   B  cos k cos 2  sin k sin 2  7 A sin k cos1  sin1cos k 
7 B  co s k cos1  sin k sin1  12 A sin k  12 B cos k  cos k
Asin k cos 2  sin 2cos k  7 sin k cos1  7 sin1cos k  12sin k 
 B  cos k cos 2  sin k sin 2  7 cos k cos1  7 sin k sin1  12 cos k   cos k
A sin k  cos 2  7 cos1  12   cos k  sin 2  7 sin1 
 B cos k  cos 2  7 cos1  12   sin k  sin 2  7sin1   cos k
Say M  cos 2  7 cos1  12 & N  sin 2  7 sin1
A  M sin k  N cos k   B  M cos k  N sin k   cos k
 AM  BN  sin k   AN  BM  cos k  cos k

AM BN = 1
AN + BM = 0
AM BN 1 = 0
AN + BM 1 = 0
A B 1
  2
N  0 M  0 M  N 2
N M
A , B
M  N2
2
M  N22
52
Yk  Y  Y *
Yk  c1 (3) k  c2 (4) k  A sin k  B cos k is the required general solution.
Question:  2 yk  yk  cos k
Solution:  2
   yk  cos k
 E  1 2

 E  1 yk  cos k
E 2
 2 E  1  E  1 yk  cos k
E 2
 E  yk  cos k _______(1)
E 2
 E  yk  0
The auxiliary equation is
m2  m  0
m  m  1  0
m  0,1
k k
Y  c1  0   c2 1
Y  c2
E 2
 E   A sin k  B cos k   0
E 2  A sin k  B cos k   E  A sin k  B cos k   cos k
 A sin  k  2   B cos  k  2   Asin  k  1  B cos  k  1  cos k

A sin k cos 2  sin 2 cos k   B  coskcos 2  sinksin 2  A sin k cos1  sin1cos k 
53
 B  cos k cos1  sin k sin1  cos k
A sin k cos 2  sin 2 cos k  sin k cos1  sin1cos k 
 B  cos k cos 2  sinksin 2  cos k cos1  sinksin1  cosk
Asin k  cos2  cos1  cos k  sin2  sin1   B cos k  cos2  cos1  sin k  sin2  sin1   cos k
Say M  cos 2  cos1 & N  sin 2  sin1
A  M sin k  N cos k   B  M cos k  N sin k   cos k
 AM  BN  sin k   AN  BM  cos k  cos k

AM BN = 0
AN + BM = 1
By cross multiplication
A B 1
  2
N  0 M  0 M  N 2
N M
A , B
M 2  N2 M 2  N2
Yk  Y  Y *
Yk  c2  A sin k  B cos k is the required general solution.

yk  2  7 yk 1  12 yk  sin 3k  2  2k
E 2 yk  7 Eyk  12 yk  sin 3k  2  2k
( E 2  7 E  12) yk  sin 3k  2  2k
54
( E 2  7 E  12) yk  0
m 2  7m  12  0
7  49  48 7 1
m 
2 2
m  4,3
Y  c1 (3) k  c2 (4) k
( E 2  7 E  12) yk  sin 3k ___(i)
( E 2  7 E  12) yk  2 ___(ii)
( E 2  7 E  12) yk  2k ___(iii)
Let yk  A sin 3k  B cos 3k Put in (i )
( E 2  7 E  12)  A sin 3k  B cos 3k   sin 3k
E 2  A sin 3k  B cos3k   7 E  A sin 3k  B cos3k   12  A sin 3k  B cos3k   sin 3k

 Asin3(k  2)  B cos3(k  2)  7 Asin3(k 1)  Bcos3(k 1) 12 Asin3k  B cos3k  sin3k
 Asin(3k  6)  B cos(3k  6)  7 Asin(3k  3)  Bcos(3k  3) 12 Asin3k  B cos3k  sin3k
Asin(3k  6)  B cos(3k  6)  7 Asin(3k  3)  7B cos(3k  3)  12 Asin3k  12B cos3k  sin3k
Asin 3k cos6  sin 6cos3k   B  cos3k cos 6  sin 3k sin 6  7 Asin 3k cos3  sin 3cos3k 
7 B  co s3k cos 3  sin 3k sin 3  12 A sin 3k  12 B cos 3k  sin 3k
Asin 3k cos 6  sin 6 cos 3k  7 sin 3k cos 3  7 sin 3cos 3k  12sin 3k 
 B  cos 3k cos 6  sin 3k sin 6  7 cos 3k cos3  7 sin 3k sin 3  12 cos 3k   sin 3k
A sin 3k  cos 6  7 cos 3  12   cos 3k  sin 6  7 sin 3  
55
 B cos3k  cos 6  7 cos3  12   sin 3k  sin 6  7sin 3   sin 3k
Say M  cos 6  7 cos 3  12 & N  sin 6  7 sin 3
A  M sin 3k  N cos3k   B  M cos3k  N sin 3k   sin 3k

AM BN = 1
AN + BM = 0
AM BN 1 = 0
AN + BM + 0 = 0
A B 1
  2
0  M 0  N M  N 2
M N
A , B
M  N2
2
M  N2
2
Y1*  A sin 3k  B cos 3k
For equation (ii)
Let yk  C Put in (ii )
( E 2  7 E  12)C  2
( E 2C  7 EC  12C )  2
C  7C  12C  2
1
6C  2  C
3
1
Y2* 
3
56
Let yk  D 2k Put in (iii )
( E 2  7 E  12) D 2k  2k
( E 2 D 2k  7 E D 2k  12 D 2k )  2k
D 2k  2  7 D 2k 1  12 D 2k  2k
4 D 14 D 12 D 1
2 D 1
1
D
2
1
Y3*  2k
2
Y *  Y1*  Y2*  Y3*
1 1
Y *  A sin 3k  B cos 3k   2k
3 2
Yk  Y  Y *
1 1
Yk  c1 (3) k  c2 (4) k  A sin 3k  B cos 3k   2 k is the required general
3 2
solution.

yk  2  4 yk 1  yk  cos 2 k
E 2 yk  4 Eyk  yk  cos 2 k
( E 2  4 E  1) yk  cos 2 k _____(i)
( E 2  4 E  1) yk  0
57
m 2  4m  1  0
4  16  4 4  12
m 
2 2
m  2 3
m  2 3 , 2 3
Y  c1 (2  3) k  c2 (2  3) k
1  cos 2k 1 1
( E 2  4 E  1) y k  cos 2 k    cos 2 k
2 2 2
1
( E 2  4 E  1) y k  ____(i)
2
1
( E 2  4 E  1) y k  cos 2 k ____(ii)
2
For equation (i)
Let y k  A put in (i)
1
( E 2  4 E  1) A 
2
1
( E 2 A  4 EA  A) 
2
1
A  4A  A 
2
1
2 A 
2
1
A
4
58
1
Y1* 
4
For equation (ii)
Let yk  B sin 2k  C cos 2k Put in (ii )
1
( E 2  4 E  1)  B sin 2k  C cos 2k  cos 2 k ____(ii)
2
1
E 2  Bsin 2k  C cos 2k   4 E  Bsin 2k  C cos 2k    Bsin 2k  C cos 2k   cos 2k
2
1
 Bsin2(k  2)  C cos2(k  2)  4 Bsin2(k 1)  C cos2(k 1)   Bsin2k  C cos2k   cos2k
2
1
Bsin(2k  4)  C cos(2k  4)  4Bsin(2k  2)  4C cos(2k  2)  Bsin2k  C cos2k  cos2k
2
B sin 2k cos 4  sin 4 cos 2k   C  cos 2k cos 4  sin 2k sin 4  4 B sin 2k cos sin 2 cos 2k 
1
4C  cos 2k cos 2  sin 2k sin 2  B sin 2k  C cos 2k  cos 2k
2
B sin 2k cos 4  sin 4cos 2k  4sin 2k cos 2  4sin 2 cos 2k  sin 2k 
1
C  cos 2k cos 4  sin 2k sin 4  4cos 2k cos 2  4sin 2k sin 2  cos 2k   cos 2k
2
B sin 2k  cos 4  4 cos 2  1  cos 2 k  sin 4  4sin 2  
1
C cos 2k  cos 4  4cos 2  1  sin 2k  sin 4  4sin 2    cos 2k
2
Say M  cos 4  4 cos 2  1 & N  sin 4  4sin 2
1
B  M sin 2k  N cos 2k   C  M cos 2k  N sin 2k   cos 2k
2
1
 BM  CN  sin 2k   BN  BM  cos 2k  cos 2k
2
BM CN = 0
59
1
BN + CM =
2
 2 BN  2CM  1
BM CN  = 0
2BN + 2CM 1 = 0
B C 1
 
N  0  M  0 2M 2  2 N 2
N M
B , C
2M  N 
2
2
2M 2  N 2 
Y2*  B sin 2k  C cos 2k
Y *  Y1*  Y2*
1
Y*   B sin 2k  C cos 2k
4
 Yk  Y  Y *
1
Yk  c1 (2  3) k  c2 (2  3)k   B sin 2k  C cos 2k is the required general
4
solution.

yk  2  2 yk 1  yk  sin 5k  cos 5k  6
E 2 yk  2 Eyk  yk  sin 5k  cos 5k  6
( E 2  2 E  1) yk  sin 5k  cos 5k  6
( E 2  2 E  1) yk  0
60
m 2  2m  1  0
2
 m  1 0
m  1,1
Y   c1  c2 k  (1) k
Y   c1  c2 k 
( E 2  2 E  1) yk  sin 5k  cos5k ____(i)
( E 2  2 E  1) yk  6 ____(ii)
For equation (i)
Let yk  A sin 5k  B cos 5k Put in (i )
( E 2  2 E  1)  A sin 5k  B cos5k   sin 5k  cos 5k
E 2  A sin 5k  B cos5k   2 E  A sin 5k  B cos5k    A sin 5k  B cos5k   sin 5k  cos5k

Asin(5k 10)  Bcos(5k 10)  2Asin(5k  5)  2Bcos(5k  5)  Asin5k  Bcos5k sin5k  cos5k
Asin5k cos10  sin10cos5k   B cos5k cos10  sin5k sin10  2 Asin5k cos5  sin5cos5k 
2 B  co s 5k cos 5  sin 5k sin 5  A sin 5k  B cos 5k  sin 5k  cos 5k
Asin 5k cos10  sin10 cos 5k  2sin 5k cos 5  2sin 5cos 5k  sin 5k 
 B  cos 5k cos10  sin 5k sin10  2 cos5k cos 5  2sin 5k sin 5  cos5k   sin 5k  cos 5k
A sin 5k  cos10  2 cos 5  1  cos 5k  sin10  2sin 5  
 B cos5k  cos10  2cos5  1  sin 5k  sin10  2sin 5   sin 5k  cos5k
Say M  cos10  2 cos 5  1 & N  sin10  2sin 5
A  M sin 5k  N cos 5k   B  M cos 5k  N sin 5k   sin 5k  cos5k
61
 AM  BN  sin 5k   AN  BM  cos 5k  sin 5k  cos 5k
AM BN = 1
AN + BM = 1
AM BN 1 = 0
AN + BM 1 = 0
A B 1
  2
N  M M  N M  N 2
N M M N
 A , B
M 2  N2 M 2  N2
Y1*  A sin 5k  B cos 5k
Now for equation (ii)
Let yk  Ck 2 put in (ii )
( E 2  2 E  1)Ck 2  6
2 2
C  k  2   2C  k  1  Ck 2  6
C  k 2  4k  4   2C  k 2  2k  1  Ck 2  6
Ck 2  4Ck  4C  2Ck 2  4Ck  2C  Ck 2  6
2C  6
 C3
 Y2*  3k 2
Y *  Y1*  Y2*
Y *  A sin 5k  B cos 5k  3k 2
62
Yk  Y  Y *
 Yk   c1  c2 k   A sin 5k  B cos5k  3k 2 is the required general solution.

Type VI:
When the R.H.S of the given non-homogeneous difference equation is of the
form f(k)  a k sinA k or a k cosA k
Where a and A is constant, then in order to find particular solution Y* we shall

substitute yk  a k  c1 sinAk  c 2 cos Ak  in the given difference equation and
then evaluate the values of c1 and c 2 . If the trial function or any term of trial
function is present in complementary solution Y then the trial function will be
multiplied by suitable k n .

yk  2  13 yk 1  3 yk  3k cos 4k
E 2 yk  13Eyk  3 yk  3k cos 4k
( E 2  13E  3) yk  3k cos 4k _____(i)
( E 2  13E  3) yk  0
m 2  13m  3  0
13  169  12 13  157

m 
2 2
13  157 13  157

m ,
2 2
63
k k
 13  157   13  157 
Y  c1    c2  
 2   2 
Let yk  3k  A sin 4k  B cos 4 k  Put in (i )
( E 2  13E  3)3k  A sin 4k  B cos 4 k   3k cos 4k
E2 .3k  Asin4k  B cos4k   13E.3k  Asin 4k  B cos4k   3.3k  Asin 4k  B cos4k   3k cos4k
3k2  Asin(4k 8)  Bcos(4k 8) 13.3k1  Asin(4k  4)  Bcos(4k  4) 3.3k  Asin4k  Bcos4k 3k cos4k
9 Asin(4k 8)  Bcos(4k 8) 39 Asin(4k  4)  Bcos(4k  4) 3 Asin4k  Bcos4k cos4k
9  A  sin 4k cos8  sin 8cos 4k   B  cos 4k cos8  sin 4k sin 8  
39  A  sin 4k cos 4  sin 4cos 4k   B  cos 4k cos 4  sin 4k sin 4  
3 A sin 4k  3B cos 4k  cos 4k
A9sin 4k cos8  9sin 8cos 4k  39sin 4k cos 4  39sin 4 cos 4 k  3sin 4 k 
 B 9cos 4k cos8  9sin 4k sin 8  39co s 4k cos 4  39sin 4k sin 4  3co s 4  cos 4k
A sin 4k  9cos8  39cos 4  3   cos 4 k  9sin 8  39sin 4  
 B cos 4k  9cos8  39cos 4  3  sin 4k  9sin 8  39sin 4    cos 4k
Say M  9 cos8  39 cos 4  3 & N  9sin 8  39sin 4
A  M sin 4k  N cos 4k   B  M cos 4k  N sin 4k   cos 4k
 AM  BN  sin 4k   AN  BM  cos 4k  cos 4k

AM BN = 0
AN + BM = 1
AM BN  = 0
64
AN + BM 1 = 0
M N  M N 
N M 1 N M 1
A B 1
  2
N  0 M  0 M  N 2
N M
A , B
M  N2
2
M  N2
2
Y *  3k  A sin 4k  B cos 4k 
Yk  Y  Y *
k k
 13  157   13  157  k
Yk  c1    c2    3  A sin 4k  B cos 4k  is the
 2   2 
required general solution.

yk  2  yk 1  yk  2k sink cos 3k
E 2 yk  Eyk  yk  2k sink cos3k
( E 2  E  1) yk  2k sink cos3k
( E 2  E  1) yk  0
m2  m  1  0
1  1  4 1  3i
m 
2 2
65
1 3i
m 
2 2
2 2
 1   3  1 3
m        1
 2   2  4 4
 3 
  tan  2   tan 1  3
1
 
 1 2 
 
k
Y  1  c1 cos  k  c2 sin  k 
Y   c1 cos  k  c2 sin  k 
2k
( E 2  E  1) yk   2sink cos3k 
2
2k
( E  E  1) yk   sin 1  3 k  sin 1  3 k 
2
2k
( E 2  E  1) yk  sin 4k  sin 2k 
2
1 1
( E 2  E  1) yk  2k sin 4k  2k sin 2k
2 2
1
( E 2  E  1) yk  2k sin 4k ____(i)
2
1
( E 2  E  1) yk   2k sin 2k ____(ii )
2
For equation (i)
Let yk  2 k  A sin 4k  B cos 4k  Put in (i )
1
( E 2  E  1)2k  A sin 4k  B cos 4k   2k sin 4k
2
66
1
E2 .2k  Asin4k  B cos4k   E.2k  Asin4k  B cos4k   2k  Asin4k  B cos4k   2k sin4k
2
1
2k2 Asin 4k 8  Bcos 4k 8  2k1 Asin 4k  4  Bcos 4k  4  2k  Asin4k  Bcos4k  2k sin4k
2
4 Asin 4k cos8  sin8cos4k   4B cos4k cos8  sin 4ksin8  2 Asin 4k cos4  sin 4cos4k 
1
2B cos4k cos4  sin 4ksin 4  Asin4k  B cos4k  sin 4k
2
A 4sin 4k cos8  4sin 8cos 4k  2sin 4k cos 4  2sin 4 cos 4k  sin 4k 
1
 B  4cos 4k cos8  4sin 4k sin 8  2cos 4k cos 4  2sin 4k sin 4  cos 4k   sin 4k
2
A sin 4k  4cos8  2cos 4  1  cos 4k  4sin 8  2sin 4  
1
 B cos 4k  4cos8  2cos 4  1  sin 4k  4sin8  2sin 4    sin 4k
2
Say M  4cos8  2cos 4  1 & N  4sin8  2sin 4
1
A M sin 4k  N cos 4k   B  M cos 4k  N sin 4k   sin 4k
2
1
2
1
AM BN =
2
2AM BN = 1
AN + BM = 0
2AM BN 1 = 0
AN + BM + 0 = 0
67
A B 1
 
0  M 0  N 2M  2 N 2
2
M N
A , B
2M  N 2 
2
2M 2  N 2 
Y1*  2 k  A sin 4k  B cos 4k 
Now for equation (ii)
Let yk  2k  Csin 2k  D cos 2k  Put in (ii )
1
( E 2  E  1)2k  Csin 2k  D cos 2k    2k sin 2k
2
1 k
E2.2k  Csin2k  Dcos2k   E.2k  Csin2k  Dcos2k   2k  Dsin2k  C cos2k   2 sin2k
2
1
2k2 Csin 2k 4 Dcos 2k 4 2k1 Csin 2k 2 Dcos 2k 2 2k  Csin2k Dcos2k  2k sin2k
2
4C sin 2k cos4  sin 4cos4k   4D cos2k cos4  sin 2ksin 4  2C sin 2k cos2  sin 2cos2k 
1
2D cos2k cos2  sin2ksin2  C sin 2k  D cos2k   sin 2k
2
C  4sin 2k cos 4  4sin 4 cos 2k  2sin 2k cos 2  2sin 2cos 2k  sin 2k 
1
 D  4cos 2k cos 4  4sin 2k sin 4  2cos 2k cos 2  2sin 2k sin 2  cos 2k    sin 2k
2
C sin 2k  4cos 4  2cos 2  1  cos 2k  4sin 4  2sin 2  
1
 D cos 2k  4cos 4  2cos 2  1  sin 2k  4sin 2  2sin 2     sin 2k
2
Say M  4cos 4  2cos 2  1 & N  4sin 4  2sin 2
1
C  M sin 2k  N cos 2k   D  M cos 2k  N sin 2k    sin 2k
2
1
 CM  DN  sin 2k   CN  DM  cos 2k   sin 2k
2
68
1
CM DN =   2CM2DN = 1
2
CN + DM = 0
2CM DN  = 0
CN + DM 0 = 0
C D 1
 
0  M 0  N 2M  2 N 2
2
M N
C , D
2M 2  N 2  2M 2  N 2 
Y2*  2k  Csin 2k  D cos 2k 
Y *  Y1*  Y2*
Y *  2k  A sin 4k  B cos 4k   2k  Csin 2k  D cos 2k 
Yk  Y  Y *  Yk  c1 cos k  c2 sin k   2k  Asin4k  Bcos4k   2k  Csin2k  Dcos2k 

is the required general solution.
69
Lecture # 08
Type VII
Simultaneous Difference Equation:
Question: Solve 2x + 4y = 7 , x  8y = 9
Solution: 2x + 4y = 7 _____(i)
x  8y = 9 _____(ii)
Multiplying (i) by 2 and add with (ii)
4x + 8y = 14
x  8y = 9
5x = 23
23
x
5
23
Put in (ii)   8y  9
5
23 23  45
 8y  9 
5 5
22
 8y 
5
22 11
 y 
5  8 20
 23 11 
S.S   , 
 5 20 
70
Question: Solve the following system of D.E
un 1  un  3vn  7
3vn 1  vn  2un  6
Solution:
The given system can be written as
Eun  un  3vn  7
3Evn  vn  2un  6
 E  1 un  3vn  7 ____(i)
 3E  1 vn  2un  6 ____(ii )
From (i) 3vn  7   E  1 un
7 1
vn    E  1 un ______(iii )
3 3
7 1
Put in (ii)   3E  1    E  1 un

  2un  6
3 3 
7 1
 3E  1   E  1 3E  1 un  2un  6
3 3
7 7 1
3E      3E 2  2 E  1 un  2un  6
3 3 3
7 7 1
3      3E 2  2 E  1 un  2un  6
3 3 3
Multiplying by 3  21  7   3E 2  2 E  1 un  6un  18
28   3E 2  2 E  1  6  un  18
 3E 2
 2 E  7  un  10 ____(iv)
71
For complementary solution we have
 3E 2
 2 E  7  un  0
3m 2  2m  7  0
2  4  84 2  88
m 
6 6
2  2 22 1  22
m 
6 3
1 22
m 
3 3
n n
1 22  1 22 
u  c1     c2   
3 3  3 3 
For particular solution we have
Let un  A put in (iv)
 3E 2
 2 E  7  A  10
3E 2 A  2 EA  7 A  10
3 A  2 A  7 A  10
5
A
3
5
 u* 
3
Thus, un  u  u *
n n
1 22  1 22  5
un  c1     c2     ____(v)
 3 3   3 3  3
72
n n
7 1  1 22  1 22  5 
Put in (iii)  vn    E  1 c1     c2     
3 3  3 3   3 3  3 

n n n n
7 1 1 22  1 22  5 1 22  1 22  5 
vn   c1E     c2 E     E  c1     c2     
3 3 3 3   3 3  3  3 3   3 3  3 
 
n1 n1 n n
7 1 1 22  1 22  1 22  1 22  
vn   c1     c2     c1     c2     _(iv)
3 3 3 3   3 3   3 3   3 3  

From (v) and (vi)
S . S  un , vn  is the required general solution.

un 1  un  3vn  2 n
3vn 1  vn  4un  n 2
Solution:
 E  1 un  3vn  2n ____(i)
 3E  1 vn  4un  n 2 ____(ii )
From (i) 3vn   E  1 un  2n
1 1
vn   E  1 un  2n ______(iii )
3 3
1 1 n 
Put in (ii)   3E  1   E  1 un  2   4un  n 2
3 3 
1 1
 3E  1 E  1 un   3E  1 2n  4un  n 2
3 3
73
1 1
3
 3E 2  2 E  1 un   3.E 2n  2n   4un  n 2
3
 3E 2
 2 E  1 un   3.2n 1  2n   12un  3n 2
 3E 2
 2 E  1  12  un  3n 2  3.2n 1  2n
 3E 2
 2 E  11 un  3n 2  6.2n  2 n
 3E 2
 2 E  11 un  3n 2  5.2 n ___(iv)
 3E 2
 2 E  11 un  0
3m 2  2m  11  0
2  4  132 2  128
m 
6 6
2  4 8i
m
6
1 2 8
m  i
3 3
2
 1   2 8  1 32
m      
 3   3  9 9
1  32 33 11
m   
9 9 3
2 8 
 
  tan 1  3 
  tan 1 2 8 
 1 
 3 
 
74
n
 11 
Thus u    c1 cos  n  c2 sin  n 
 3 
 3E 2
 2 E  11 un  3n 2 ____(v)
 3E 2
 2 E  11 un  5.2 n ____(vi)
Let un  An2  Bn  C put in (v)
 3E 2
 2 E  11 An 2  Bn  C   3n 2
3E 2  An 2  Bn  C   2 E  An 2  Bn  C   11 An 2  Bn  C   3n 2
2 2
3  A  n  2   B  n  2   C   2  A  n  1  B  n  1  C   11 An 2  Bn  C   3n2
   
3  A n2  4n  4  B  n  2  C   2  A n2  2n  1  B  n  1  C   11 An2  Bn  C   3n2

3 A  2 A  11A  3
3
A
16
12 A  3B  4 A  2 B  11B  0
16 A  16 B  0
3
16 B  16 A  16 B  16  
 16 
3
B
16
12 A  6 B  3C  4 A  2 B  2C  11C  0
16 A  8B  16C  0
16C  16 A  8 B
75
 3   3 
16C  16    8  
 16   16 
3 6  3
16C  3   16C 
2 2
3
C
32
3 2 3 3
 u1*  n  n
16 16 32
For equation (vi) Let un  D 2n put in (vi)
 3E 2
 2 E  11 D 2n  5.2n
3E 2 D 2n  2 ED 2n  11D 2n  5.2n
3D 2n  2  2 D 2n 1  11D 2n  5.2n
12 D  4 D  11D  5
27 D  5
5
D
27
5 n
 u 2*  2
27
3 2 3 3 5 n
 u*  u1*  u2*  u*  n  n  2
16 16 32 27
n
 11  3 2 3 3 5 n
un     c1 cos  n  c2 sin  n   n  n   2 ____(vii)
 3  16 16 32 27
Put in (iii)
1  11 n 3 2 3 3 5 n 1 n
vn   E  1   1 c cos  n  c2 sin  n   n  n   2  2
3  3  16 16 32 27  3
 
76
n 1
1  11  3 2 3 3 5 n1 
vn  
3  3 
 c1 cos  n  1  c2 sin  n  1  16  n  1  16  n  1  32  27 2 

 
n
1  11  3 2 3 3 5 n 1 n
   c1 cos n  c2 sin n  n  n   2   2 _____(viii)
3  3  16 16 32 27  3
 
From (vii) and (viii)

un 1  vn  un  2n
3vn 1  2vn  un  7
Solution:
 E  1 un  vn  2n ____(i)
 3E  2  vn  un  7 ____(ii )
From (i) vn  2n   E  1 un ____(iii)
Put in (ii)   3E  2   2n   E  1 un   un  7
 3E  2  2n   3E  2  E  1 un  un  7
3.2n 1  2.2n   3E 2  E  2  un  un  7
 6  2  2 n   3E 2  E  3  un  7
 3E 2
 E  3 un  8.2n  7 _____(iv)
 3E 2
 E  3  un  0
77
3m 2  m  3  0
1  1  36 1  37
m 
6 6
1 37
m 
6 6
n n
1 37  1 37 
u  c1     c2   
6 6  6 6 
 3E 2
 E  3 un  8.2n ____(v)
 3E 2
 E  3  un  7 ____(vi)
For equation (v) Let un  A2n put in (v)
 3E 2
 E  3 A2 n  8.2n
3E 2 A2n  EA2n  3 A2n  8.2n
3 A2n  2  A2n 1  3 A2n  8.2n
12 A  2 A  3 A  8
7A  8
8
 A
7
8 n
 u1*  2
7
For equation (vi) Let un  B put in (vi)
 3E 2
 E  3  B  7
3B  B  3B  7
78
 B  7
B7
 u 2*  7
8 n
 u *  u1*  u2*  u *  2 7
7
n n
1 37  1 37  8 n
un  c1     c2     2  7 ____(vii)
6 6  6 6  7
Put in (iii)
n n
 1 37  1 37  8 n 
n
vn  2   E  1 c1  
   c2     2  7
  6 6   6 6  7 
 
  1 37 n1  1 37 n1 8  1 37 
n
 1 37 
n
8 n 
vn  2n  c1     c2    2n1
 7  c1  
 2 c    2 7
 6 6   6 6  7  6 6   6 6  7 
 
n1 n1 n n
 1 37   1 37   16 8   1 37   1 37  
vn  2n  c1     c2       2n
 c1  
 2 c  
 6 6   6 6   7 7   6 6   6 6  

  1 37 n1  1 37 n1 8  1 37 
n n
 1 37  
n n
vn  2  c1     c2     2  c1     c2    _(viii)
 6 6   6 6  7  6 6   6 6  

From (vii) and (viii)
Formation of Difference Equation:

Question: Determine the corresponding difference equation
1
yk  c1 2k  c2 3k  ____(i)
2
Solution:
79
From equation (i) it is clear that
1
yk 1  c1 2k 1  c2 3k 1 
2
1
yk 1  2c1 2k  3c2 3k  _____(ii)
2
1
yk  2  4c1 2k  9c2 3k  _____(iii)
2
From eq (ii) and (iii) we have
4c1 2k  6c2 3k  1  2 yk 1   0
8c1 2k  18c2 3k  1  2 yk  2   0
c1 2k c2 3k 1
 
6 1  2 yk  2   18 1  2 yk 1  4 1  2 yk  2   8 1  2 yk 1  72  48
1
c1 2k  6 1  2 yk  2   18 1  2 yk 1  
24 
1
c2 3k  8 1  2 yk  2   4 1  2 yk 1  
24 
Putting these values in eq (i) we have
1 1 1
yk  6 1  2 yk  2   18 1  2 yk 1    8 1  2 yk  2   4 1  2 yk 1   
24 24 2
24 yk  6 1  2 yk  2   18 1  2 yk 1   8 1  2 yk  2   4 1  2 yk 1    12
24 yk   6  4  1  2 yk  2    18  8 1  2 yk 1   12
24 yk  2 1  2 yk  2   10 1  2 yk 1   12
24 yk  2 1  2 yk  2  5  10 yk 1  6
12 yk  2 yk  2  10 yk 1  2
80
6 yk   yk  2  5 yk 1  1
yk  2  5 yk 1  6 yk  1 is the required difference solution.

yk  2  4 yk 1  4 yk  sin k  2k with condition Y0  0  Y1
E 2
 4 E  4  yk  sin k  2 k
E 2
 4 E  4  yk  0
m 2  4m  4  0
2
 m  2 0
m  2,2
 Y   c1  c2 k  2k
E 2
 4 E  4  yk  sin k ____(i)
E 2
 4 E  4  yk  2 k ____(ii)
For equation (i)
Let yk   A sin k  B cosk  Put in (i )
( E 2  4 E  4)  A sin k  B cosk   sin k
E 2  A sin k  B cosk   4 E  A sin k  B cosk   4  A sin k  B cosk   sin k
A sin  k  2   B cos  k  2   4  A sin  k  1  B cos  k  1   4 A sin k  4 B cos k  sin k
81
 A  sin k cos 2  sin 2cos k   B  cos k cos 2  sin k sin 2  
4  A  sin k cos1  sin1cos k   B  cos k cos1  sin k sin1 
4 A sin k  4 B cos k  sin k
Asin k cos 2  sin 2 cos k  4sin k cos1  4sin1cosk  4sink 
 B  cos k cos 2  sin k sin 2  4co s k cos1  4sin k sin1  4co sk   sin k
A sin k  cos 2  4 cos1  4   cos k  sin 2  4sin1 
 B  cos k  cos 2  4cos1  4   sin k  sin 2  4sin1   sin k
Say M  cos 2  4 cos1  4 & N  sin 2  4sin1
A  M sin k  N cos k   B  M cos k  N sin k   sin k
 AM  BN  sin k   AN  BM  cos k  sin k

AM BN = 1
AN + BM = 0
AM BN  = 0
AN + BM 0 = 0
A B 1
  2
0  M 0  N M  N2
M N
A , B
M 2  N2 M 2  N2
Y1*  A sin k  B cos k
For equation (ii)
Let yk  C 2k k 2 Put in (ii )
82
( E 2  4 E  4)C 2k k 2  2k
E 2C 2k k 2  4 EC 2k k 2  4C 2k k 2  2k
2 2
C 2k  2  k  2   4C 2k 1  k  1  4C 2k k 2  2 k
4C  k 2  4k  4   8C  k 2  2k  1  4Ck 2  1
4Ck 2  16Ck  16C  8Ck 2  16Ck  8C  4Ck 2  1
8C  1
1
 C
8
1
Y2*  k 2 2 k
8
1
Y *  Y1*  Y2*  Y *  A sin k  B cos k  k 2 2k
8
1
Yk  Y  Y *  Yk   c1  c2 k  2k  A sin k  B cos k  k 2 2k
8
Y0  c1  B
c1  B  0  Y0  0
N
c1   B  c1 
M  N2
2
1 2
Yk'   c1  c2 k  2k  c2 2k  A cos k  B sin k  k 2 2k  k 2k
8 8
Y0'  c1  c2  A
0  c1  c2  A  Y0'  0
c2   c1  A
N M M  N  M N 
c2  2 2
 2 2
 2 2
  2 2 
M N M N M N M N 
83
By putting values
 N  M N   k M N 1
Yk   2 2
 2 k 2  2
2   2
sin k  2 2
cos k  k 2 2k
M N M N   M N M N 8

yk  c1k 2  c2 k  c3 ____(i)
Solution:
From equation (i) it is clear that

2
yk 1  c1  k  1  c2  k  1  c3 _____(ii)
2
yk  2  c1  k  2   c2  k  2   c3 _____(iii)
2
yk 3  c1  k  3  c2  k  3  c3 _____(iv)
Subtracting (ii) from (iii)
 2
yk  2  yk 1  c1  k  2    k  1
2
  c  k  2   k  1
2
 
yk  2  yk 1  c1  k 2  4k  4    k 2  2k  1  c2 k  2  k  1
yk  2  yk 1  c1 k 2  4k  4  k 2  2k  1  c2 1
yk  2  yk 1  c1  2k  3  c2 ___(v)
Subtracting (iii) from (iv)
 2
yk 3  yk  2  c1  k  3   k  2 
2
  c  k  3   k  2
2
 
yk  3  yk  2  c1  k 2  6k  9    k 2  4k  4   c2 k  3  k  2
yk  3  yk  2  c1 k 2  6k  9  k 2  4k  4  c2 1
yk  3  yk  2  c1  2k  5   c2 ___(vi)
Subtracting (v) from (vi)

84
 yk 3  yk  2    yk  2  yk 1   c1  2k  5   2k  3
yk  3  yk  2  yk  2  yk 1  c1  2k  5  2k  3
yk  3  2 yk  2  yk 1  2c1
1
c1   yk 3  2 yk  2  yk 1 
2
Put the value of c1 in (vi)
1
yk  3  yk  2   yk 3  2 yk  2  yk 1   2k  5  c2
2
2 yk  3  2 yk  2   yk 3  2 yk  2  yk 1   2k  5   2c2
2c2  2 yk  3  2 yk  2   2k  5  yk  3  2  2k  5 yk  2   2k  5  yk 1
2c2   2  2k  5  yk 3   2  4k  10  yk  2   2k  5  yk 1
2c2   2k  3 yk 3   4k  8 yk  2   2k  5 yk 1
2c2    2k  3 yk 3   4k  8  yk  2   2k  5  yk 1
1
c2     2k  3 yk  3   4k  8  yk  2   2k  5  yk 1 
2
Put the value of c1 and c2 in (ii)
1 2 1
yk 1   yk 3  2yk 2  yk 1  k 1   2k  3 yk 3   4k  8 yk 2   2k  5 yk 1   k 1  c3
2 2
2 2 2
2yk1  k 1 yk3 2 k 1 yk2  k 1 yk1  k 1 2k 3 yk3  k 1 4k 8 yk2  k 1 2k 5 yk1 2c3
2 c3   k 2  2 k  1  y k  3   2 k 2  5 k  3  y k  3  2  k 2  2 k  1  y k  2
  4k 2  12k  8  yk  2   k 2  2k  1 yk 1   2k 2  7 k  5  yk 1  2 yk 1
2c3   2k 2  5k  3  k 2  2k 1 yk 3   2k 2  4k  2  4k 2 12k  8 yk 2
  k 2  2k  1  2k 2  7k  5  2 yk 1
85
2c3   k 2  3k  2 yk 3   2k 2  8k  6 yk 2   k 2  5k  6 yk 1
1
c3   k 2  3k  2 yk 3   2k 2  8k  6 yk 2   k 2  5k  6 yk 1 
2
Put the value of c1 , c2 and c3 in (i)
1 1
yk  k 2 .  yk 3  2 yk  2  yk 1   k.   2k  3 yk 3   4k  8 yk  2   2k  5 yk 1 
2 2
1
  k 2  3k  2  yk 3   2k 2  8k  6  yk  2   k 2  5k  6  yk 1 
2
2 yk  k 2  yk 3  2 yk  2  yk 1   k   2k  3 yk 3   4k  8  yk  2   2k  5 yk 1 
  k 2  3k  2  yk 3   2k 2  8k  6  yk  2   k 2  5k  6  yk 1 
2 yk   k 2  2k 2  3k  k 2  3k  2  yk 3   2k 2  4k 2  8k  2k 2  8k  6  yk  2
  k 2  2k 2  5k  k 2  5k  6  yk 1
2 yk 1  2 yk 3  6 yk  2  6 yk 1
yk  yk 3  3 yk  2  3 yk 1
yk 3  3 yk  2  3 yk 1  yk  0 is the required difference equation.

yk   c1  c2 k  3k ____(i)
Solution:
From equation (i) It is clear that
yk 1   c1  c2  k  1  3k 1
yk 1  3  c1  c2  k  1  3k ______(ii)
yk  2  9  c1  c2  k  2   3k ______(iii)
From equation (ii) and (iii)

86
3c1 3k  3c2  k  1 3k  yk 1  0
9c1 3k  9c2  k  2  3k  yk  2  0
c1 3k c2 3k 1
 
3  k  1 yk  2  9  k  2  yk 1 3 yk  2  9 yk 1 27  k  2   27  k  1
3  k  1 yk  2  9  k  2  yk 1
c1 3k 
27
1
c1   k  1 yk  2  3  k  2  yk 1 
9.3k 
3 yk  2  9 yk 1
c2 3k 
27
1
c2    yk  2  3 yk 1 
9.3k
Put the value of c1 and c2 in (i)
 1 1 
yk   k  k  1 yk  2  3  k  2  yk 1   k   yk  2  3 yk 1  k  3k
 9.3 9.3 
3k
yk   k  1 yk  2  3  k  2  yk 1  kyk  2  3kyk 1 
9.3k 
1
yk   k  1  k  yk  2   3k  6  3k  yk 1 
9
1
yk   yk  2  6 yk 1 
9
9 yk  yk  2  6 yk 1
yk  2  6 yk 1  9 yk  0 is the required difference equation.

yk  c1k 2  c2 k  9 ____(i)
87
Solution:
From equation (i) It is clear that

2
yk 1  c1  k  1  c2  k  1  9 ______(ii)
2
yk  2  c1  k  2   c2  k  2   9 ______(iii)
From equation (ii) and (iii)

2
c1  k  1  c2  k  1   9  yk 1   0
2
c1  k  2   c2  k  2    9  yk  2   0
c1 c2 1
 
 k 1 9 yk2   k  2 9 yk1  k 1 9 yk2   k  2 9 yk1  k 1  k 2  k  22  k 1
2 2 2
 k  1  9  yk  2    k  2   9  yk 1 
c1  2 2
 k  1  k  2    k  2   k  1
9k  9   k  1 yk  2  9k  18   k  2  yk 1
c1 
 k  2  k  1k  1  k  2
  k  1 yk  2   k  2  yk 1  9
c1 
  k  2  k  1
 k  1 yk  2   k  2  yk 1  9
c1 
 k  2  k  1
  k  12  9  yk  2    k  2 2  9  yk 1  
c2    
  k  1 k  2 k  1  k  2 
 9  k 2  2k  1   k  12 yk  2  9  k 2  4k  4    k  2 2 yk 1 
c2    
   k  1 k  2  
 
88
2 2
9k 2  18k  9   k  1 yk  2  9k 2  36k  36   k  2  yk 1
c2 
 k  1 k  2 
2 2
  k  1 yk  2   k  2  yk 1  18k  27
c2 
 k  1 k  2 
Put the value of c1 and c2 in (i)
2 2
  k  1 yk  2   k  2  yk 1  9  2    k  1 yk  2   k  2  yk 1  18k  27 
yk   k   k 9
  k  2  k  1     k  1 k  2  
k2  k 1 yk2 k2  k 2 yk1 9k2 k k2 2k 1 yk2 k k2 4k 4 yk1 18k2 27k 9 k2 3k 2 
yk   
  k2 3k 2 
 k3  k2  k3  2k2  k yk2  k3  2k2  k3  4k2  4k yk1 9k2 18k2  27k 9k2  27k 18
yk   
  k2 3k 2 
  k 2  k  yk  2   2k 2  4k  yk 1  18 
yk   
  k 2  3k  2 
k 2
 3k  2  yk   k 2  k  yk  2   2k 2  4k  yk 1  18
k 2
 3k  2  yk    k 2  k  yk 2   2k 2  4k  yk 1  18
k 2
 k  yk 2   2k 2  4k  yk 1   k 2  3k  2  yk  18 is the required difference
equation.
89
Lecture # 09
Numerical Integration:
b
 f  x  dx  Area
a
1 f(a) f(b)
Area of Trapezium   Dis tan ce between / / side Sumof / / side
2
1
Area of Trapezium  b  a   f  a   f b a b
2
b
Consider a definite integral I   f  x  dx _____(i)
a
Let us divide the interval [a,b] into n equal parts such that
x0  0
x1  x0  h
x2  x1  h  x0  2h
x3  x2  h  x0  3h
. .
. .
. .
xn  x0  nh
And y = f(x) take the values of y0 , y1 , y2 ,...., yn for x0 , x1 , x2 ,...., xn
Then from eq (i) we have

xn
I  f  x  dx _____(ii)
x0
Now using the Newton’s forward difference interpolating formula
P  P  1 P  P  1 P  2 
P  x   y0  Py0   2 y0   3 y0  ....  f  x  ____(iii)
2! 3!
90
x  x0
Where P   x  x0  Ph  dx  hdP
h
From (ii) and (iii) we have
when x  x0  P  0
xn  x0
when x  xn  P   n xn  x0  nh
h
n P  P  1 2 P  P  1 P  2  3 
I    y0  Py0   y0   y0  ....h dP
0
 2! 3! 
n 1 1 
I  h   y0  Py0   P 2  P   2 y0   P 3  3P 2  2 P   3 y0  .... dP
0
 2 6 
n
 P2 1  P3 P2  2 1  P4  
I  h  Py0  y0      y0    P 3  P 2   3 y0  ....
 2 2 3 2  6 4  0
 n2 1  n3 n2  1  n4  1  n5 3n4 11n3 
I  h ny0  y0     2 y0    n3  n2  3 y0      3n2  4 y0
 2 2 3 2  6 4  24  5 2 3 
1  n6 5 35n4 50n3 2 5 1  n7 15n6 5 225n4 273n3 

   2n    12n 
 0 y    17n    60n2  6 y0  ...
120  6 4 3  720  7 6 4 3 
This is called Newton Cotes quadrature formula for equi-spaced data. This is
also called general quadrature formula.
91
Lecture # 10
As we know this relation
xn  n2 1 n3 n2  2 1 n4 3 2  3 1 n5 3n4 11n3 

 f  x dx  hny0  y0     y0    n  n  y0     3n2  4 y0
x0
 2 2 3 2  6 4  24  5 2 3 
1  n6 5 35n4 50n3 2 5 1  n7 15n6 5 225n4 273n3 

   2n    12n 
 0 y    17n    60n2  6 y0  ...
120  6 4 3  720  7 6 4 3 
______(A)
1-Trapezoidal Rule:
Put n = 1 in equation (A) and by neglecting 2nd order and higher order
differences we have
xn  1 
 f  x  dx  h  y0  y0 
x0
 2 
xn h
 f  x  dx   2 y0  y0 
x0 2
xn h
 f  x  dx   2 y0  y1  y0   y0  y1  y0
x0 2
xn h
 f  x  dx   y0  y1 
x0 2
Similarly,
x2  1 
 f  x  dx  h  y1  y2 
x1
 2 
h
  2 y1  y2 
2
h
  2 y1  y2  y1   y2  y2  y1
2
x2 h
 f  x  dx   y1  y2 
x1 2
92
x3 h
Also  f  x  dx   y2  y3 
x2 2
. .
. .
. .
xn h
 f  x  dx   yn 1  yn 
xn 1 2
By adding above integrals, we have
xn h
 f  x  dx   y0  yn   2  y1  y2  y3  ....  yn 1  
x0 2
This is called Trapezoidal rule for evaluating definite integrals. This formula is
suitable if n is multiple of 1.
2- Simpson’s 1/3 Rule:

Put n = 2 in equation (A) and by neglecting third order and higher order
differences, we get
x2  4 18 4 
 f  x  dx  h  2 y0  y0      2 y0 
x0
 2 23 2 
 1 
 h  2 y0  2y0   2 y0 
 3 
 1 
 h  2 y0  2  y1  y0    y2  2 y1  y0 
 3 
h
 6 y0  6 y1  6 y0  y2  2 y1  y0 
3
h
  y0  4 y1  y2 
3
x4  1 
Similarly,  f  x  dx  h  2 y2  2y2   2 y2 
x2
 3 
93
 1 
 h  2 y2  2  y3  y2    y4  2 y3  y2  
 3 
h
 6 y2  6 y3  6 y2  y4  2 y3  y2 
3
h
  y2  4 y3  y4 
3
x6
h
Also  f  x  dx   y4  4 y5  y6 
x4 3
. .
. .
. .
xn
h
 f  x  dx  3  y
xn 2
n2  4 yn 1  yn 

xn h
  y0  yn   2  y2  y4  y6  ....  yn  2   4  y1  y3  y5  ....  yn 1  
f  x  dx 
x0 3
This is called Simpson’s 1/3 rule for evaluating definite integral. This formula is
3-Simpson’s 3/8 rule:

Put n = 3 in equation (A) and by neglecting fourth order and higher order
differences, we get
x3  9 1  27 9  2 1  81  
 f  x  dx  h 3 y0  y0      y0    27  9   3 y0 
x0
 2 2 3 2 6 4  
 9 9 3 
 h 3 y0  y0   2 y0   3 y0 
 2 4 8 
94
x3  9 9 3 
 f  x  dx  h 3 y0   y1  y0    y2  2 y1  y0    y3  3 y2  3 y1  y0  
x0
 2 4 8 
3h
 8 y0  12 y1  12 y0  6 y2  12 y1  6 y0  y3  3 y2  3 y1  y0 
8
3h
  y0  3 y1  3 y2  y3 
8
x6  9 9 3 
Similarly,  f  x  dx  h 3 y3  y3   2 y3   3 y3 
x3
 2 4 8 
x3  9 9 3 
 f  x  dx  h 3 y3   y4  y3    y5  2 y4  y3    y6  3 y5  3 y4  y3 
x0
 2 4 8 
3h
 8 y3  12 y4  12 y3  6 y5  12 y4  6 y3  y6  3 y5  3 y4  y3 
8
3h
  y3  3 y4  3 y5  y6 
8
x9
3h
Also  f  x  dx  8  y
x6
6  3 y7  3 y8  y9 
. .
. .
. .
xn
3h
 f  x  dx  8  y
xn 3
n 3  3 yn  2  3 yn 1  yn 

xn 3h
 f  x dx  8  y  y   2 y  y  y  ....  y   3 y  y  y
x0 0 n 3 6 9 n3 1 2 4  y5  ....  yn2  yn1 
This is called Simpson’s 3/8 rule for evaluating definite integral. This formula is
95
4-Bool’s Rule: Put n = 4 in equation (A) and by neglecting fifth order and
higher order differences, we get
x4  16 1  64 16  1  256 
 f  x  dx  h  4 y0  y0      2 y0    64  16   3 y0
x0
 2 2 3 2 6 4 
1  1024 768 704  

     48   4 y0 
24  5 2 3  
 20 8 28 
 h  4 y0  8y0   2 y0  3 y0   4 y0 
 3 3 90 
 20 8 14 
 h4y0 8 y1  y0    y2  2y1  y0    y3 3y2  3y1  y0    y4  4y3  6y2  4y1  y0 
 3 3 45 
2h
 90y0 180 y1  y0  150 y2  2y1  y0   60 y3  3y2  3y1  y0   7 y4  4y3  6y2  4y1  y0 
45
2h
 90 y0  180 y1  180 y0  150 y2  300 y1  150 y0  60 y3  180 y2  180 y1  60 y0
45
7 y4  28 y3  42 y2  28 y1  7 y0 
x4 2h
 f  x  dx  7 y0  32 y1  12 y2  32 y3  7 y4 
x0 45
x8  20 8 28 
Similarly,  f  x  dx  h  4 y4  8y4   2 y4  3 y4   4 y4 
x4
 3 3 90 
x8 2h
 f  x  dx  7 y4  32 y5  12 y6  32 y7  7 y8 
x4 45
Also
x12 2h
 f  x  dx  7 y8  32 y9  12 y10  32 y11  7 y12 
x8 45
. .
. .
. .
xn 2h
 f  x  dx  7 yn  4  32 yn 3  12 yn  2  32 yn 1  7 yn 
xn  4 45
96
xn 2h
x0 f  x dx  7 y0  yn  12 y2  y6  y10 ....  yn2  14 y4  y8  y12  y16 ....  yn4  32 y1  y3 ...  yn1
45
This is called Bool’s rule for evaluating definite integral. This formula is
y0   E  1 y0  y1  y0
2
 2 y0   E  1 y0   E 2  2 E  1 y0  y2  2 y1  y0
3
 3 y0   E  1 y0   E 3  3E 2  3E  1 y0  y3  3 y2  3 y1  y0
4
 4 y0   E  1 y0   E 4  4 E 3  6 E 2  4 E  1 y0  y4  4 y3  6 y2  4 y1  y0
97
Lecture # 11
As we know this relation
xn  n2 1 n3 n2  2 1 n4 3 2  3 1 n5 3n4 11n3 

 f  x dx  hny0  y0     y0    n  n  y0     3n2  4 y0
x0
 2 2 3 2  6 4  24  5 2 3 
1  n6 5 35n4 50n3 2 5 1  n7 15n6 5 225n4 273n3 

   2n    12n 
 0 y    17n    60n2  6 y0  ...
120  6 4 3  720  7 6 4 3 
______(A)
Weddle’s Rule:
Put n = 6 in equation (A) and by neglecting 7th order and higher order
differences we have
x6  36 1 216 36 11296 2  1 7776 3888 2376

3  4
 f  x dx h6y  2 y  2 3  2  y  6 4 21636 y 24 5  2  3 108 y
x0
0 0 0 0 0
1 46656 45360 10800  1 299936 699840 291600 59187 

  15552  4325y0    132912  21606 y0
120 6 4 3  720 7 6 4 3 
x6  123 4 33 41 6 
 f  x  dx  h 6 y0  18y0  27 2 y0  243 y0   y0  5 y0   y0 
x0
 10 10 140 
x6 3h  41 6 
 f  x  dx  10 20 y 0  60y0  902 y0  803 y0  414 y0  115 y0   y0 
x0 42 
x6 3h
 f  x  dx  20 y0  60y0  902 y0  803 y0  414 y0  115 y0  6 y0 
x0 10
41
  1 (Main Step)
42
x6 3h
 f  x  dx  10 20 y 0  60  y1  y0   90  y2  2 y1  y0   80  y3  3 y2  3 y1  y0 
x0
41 y4  4 y3  6 y2  4 y1  y0   11 y5  5 y4  10 y3  10 y2  5 y1  y0 
  y6  6 y5  15 y4  20 y3  15 y2  6 y1  y0  
98
x6 3h
 f  x  dx  10  y
x0
0  5 y1  y2  6 y3  y4  5 y5  y6 
x12 3h
Similarly,  f  x  dx   y6  5 y7  y8  6 y9  y10  5 y11  y12 
x6 10
x18 3h
 f  x  dx   y12  5 y13  y14  6 y15  y16  5 y17  y18 
x12 10
. .
. .
. .
xn 3h
 f  x  dx   yn6  5 yn5  yn4  6 yn3  yn2  5 yn1  yn 
xn6 10
By adding above integrals

xn 3h
  y0  y2  y4  y8  ...  yn4  yn2  yn   2  y6  y12  y18  ...  yn6 
f  x  dx 
x0 10 
6  y3  y9  y15  ...  yn3   5 y1  y5  y7  y11  ...  yn5  yn1 
This is called Weddle’s Rule for evaluating definite integrals. This formula is
Question: Using Trapezoidal, Simpson’s 1/3, Simpsons 3/8 and Weddle’s rule
7
to evaluate the definite integral  f  x dx by using the following data
1
x 1 2 3 4 5 6 7
f(x) 2.105 2.808 3.614 4.604 5.857 7.451 9.467
Solution: From the given data it is clear that n = 6 and h = 1

Using Trapezoidal rule
h
I  y0  y6   2  y1  y2  y3  y4  y5  
2
1
I  2.105  9.467   2  2.808  3.614  4.604  5.857  7.451   30.1165
2
99
Using Simpson’s 1/3 rule for n = 6 we have
h
I  y0  y6   2  y2  y4   4  y1  y3  y5 
3
1
I   2.105  9.467   2  3.614  5.857   4  2.808  4.604  7.451   29.9886
3
3h
I  y0  y6   2  y3   3  y1  y2  y4  y5  
8 
3
I   2.105  9.467   2  4.604   3  2.808  3.614  5.857  7.451   29.9887
8
Using Weddle’s rule for n = 6 we have
3h
I  y0  y2  y4   2 y6  6 y3  5  y1  y5  
10 
3
I  2.105  3.614  5.857   2  9.467   6  4.604   5  2.808  7.451   29.751
10 
200 dx
Question: Evaluate the integral  . Taking n = 4 using Trapezoidal rule,
100 ln x
Simpson’s 1/3 rule and Bool’s rule.
Solution: Given that a = 100 , b = 200 and n = 4.

b  a 200  100
Thus h   25
n 4
We make the table
x 100 125 150 175 200

1
f  x  0.2171 0.2071 0.1996 0.1936 0.1887
ln x
Using Trapezoidal rule for n = 4 we have
h
I  y0  y4   2  y1  y2  y3  
2
100
25
I  0.2171  0.1887   2  0.2071  0.1996  0.1936    20.08
2 
h
I  y0  y4   2  y2   4  y1  y3  
3
25
I  0.2171  0.1887   2  0.1996   4  0.2071  0.1936    20.065
3 
Using Bool’s rule for n = 4 we have
2h
I  7  y0  y4   12  y2   32  y1  y3  
45 
2  25
I 7  0.2171  0.1887   12  0.1996   32  0.2071  0.1936    20.06
45 
Question: Apply Simpson’s 3/8 rule to evaluate the definite integral


 8
esinx dx .
0

Solution: Given that a = 0 , b = and n = 3.
8

0
ba 8 
Thus h  
n 3 24
We arrange the table
  
x 0
24 12 8
sinx
f  x  e 1 1.00228 1.00458 1.00688
3h
I  y0  y3   3  y1  y2  
8 
101

3.
I 24 1  1.00688   3 1.00228  1.00458      8.02746   0.39405
8   64
Question: Using the combination of Simpson’s 1/3 and Simpson’ 3/8 rule.
8
Evaluate the integral  f  x  dx By the given table
1
x 1 2
3 4 5 6 7 8
f(x) 1 4
9 16 25 36 49 64
b  a 8 1 7
Solution: Here n = 7 , h    1
n 7 7
We arrange the table for both Simpson’s 1/3 and Simpson’s 3/8 rule
For Simpson’s 3/8 For Simpson’s 1/3
x0 x1 x2 x3
n
x0 x1 x2 x3 x4
x 1 2 3 4 5 6 7 8
f(x) 1 4 9 16 25 36 49 64
I  I3  I1
8 3
3h h
I  y0  y3   3  y1  y2     y0  y4   2 y2  4  y1  y3  
8 3
3 1
I  1  16   3  4  9    16  64   2  36   4  25  49    21  149.33  170.33
8 3
Question: Using the combination of Simpson’s 1/3 and Simpson’ 3/8 rule.

Evaluate the integral  8
esin x dx
0
Solution: Here n = 5
[Least value of Simpson’s 1/3 is 2 and Simpson’s 3/8 is 3 i.e 2+3 = 5]

0
ba 8 
h  
n 5 40
We arrange the table for both Simpson’s 1/3 and Simpson’s 3/8 rule
102
For Simpson’s 3/8 For Simpson’s 1/3
x0 x1 x2x3
n
x0 x1 x2
x 0   3  
40 20 40 10 8
f(x) 1 1.0014 1.0027 1.0041 1.0055 1.0069
I  I3  I1
8 3
3h h
I  y0  y3   3  y1  y2     y0  y2   4  y1  
8 3
 
3.
I 40 1  1.0041  3 1.0014  1.0027    40 1.0041  1.0069   4 1.0055  
8   3  
I  0.2361  0.1579
I  0.39404
103
Lecture # 12
Numerical solution of ODE’s (ordinary differential equations) or

Initial value problem:
(i) Picard’s Method:
Consider an initial value problem
dy
 F  x, y  ; y0  y  x0  ____  i 
dx
Eq (i) can be written as
dy  F  x, y  dx
x x
 dy   F  x, y  dx
x0 x0
x x
 y x 0
  F  x, y  dx
x0
x
y  x   y  x0    F  x, y  dx
x0
x
y  y0   F  x, yn  dx  y  x   y , y  x0   y0
x0
This formulation enables us to propose the following iterative scheme.

x
yn 1  y0   F  x, yn  dx ; n  0,1,2,.....
x0
This is called Picard’s method for solving the problem (i).
Question: Use Picard’s method to approximate the value of y when

x = 0.1 , 0.2, 0.3, 0.4, 0.5. Given that y = 1 at x = 0 and y ' 1  xy correct to
three decimal places.
Solution: Given that F  x, y   y ' 1  xy ; y  0   1
Using Picard’s method, we have
104
x
yn  1  y0   F  x, yn  dx
x0
x
yn 1  y0   1  xyn  dx
x0
x
yn 1  1   1  xyn  dx  y0  1 , x0  0 ; n  0,1,2,...
0
1st Approximation: (n = 0)
x
y1  1   1  xy0  dx
0
x
y1  1   1  x  dx  y0  1
0
x
 x2 
y1  1   x  
 2 0
x2
y1  1  x 
2
2nd Approximation: (n = 1)
x
y2  1   1  xy1  dx
0
 x
2 x3 
y2  1    1  x  x   dx
0
 2 
x
 x 2 x3 x 4 
y2  1   x    
 2 3 8 0
x 2 x3 x 4
y2  1  x   
2 3 8
3rd Approximation: (n = 2)
x
y3  1   1  xy2  dx
0
105
x x3 x 4 x5 
y3  1   1  x  x 2     dx
0
 2 3 8 
x
 x 2 x3 x 4 x5 x 6 
y3  1   x      
 2 3 8 15 48  0
x 2 x3 x 4 x5 x 6
y3  1  x     
2 3 8 15 48
4th Approximation: (n = 3)
x
y4  1   1  xy3  dx
0
x x3 x4 x5 x6 x7 
y4  1   1  x  x 2       dx
0
 2 3 8 15 48 
x
 x 2 x3 x 4 x5 x 6 x 7 x8 
y4  1   x       
 2 3 8 15 48 105 384  0
x 2 x3 x 4 x5 x 6 x 7 x8
y4  1  x       
2 3 8 15 48 105 384
Comparison Table:
x 0.1 0.2 0.3 0.4 0.5
y1 1.105 1.220 1.345 1.480 1.625
y2 1.105 1.223 1.355 1.505 1.674
y3 1.105 1.223 1.355 1.505 1.677
y4 1.105 1.223 1.355 1.505 1.677
'
Question: Using Picard’s method find y(0.2). Given that y  x  y ; y  0   1
Solution: Given that F  x, y   y '  x  y

x
yn1  y0   F  x, yn  dx
x0
x
yn1  y0  
x0
 x  yn  dx
106
x
yn1  1    x  yn  dx  x0  0 , y0  1 ; n  0,1,2,3,4
x0
x
y1  1    x  y0  dx
0
x
y1  1    x  1 dx
0
x
 x2 
y1  1    x 
2 0
x2
y1  1  x
2
At x  0.2 y1  0.82  y1  0.2   0.82
x
y2  1    x  y1  dx
0
x
y2  1    x  0.82  dx
0
x
 x2 
y2  1    0.82 x 
2 0
x2
y2  1   0.82 x
2
At x  0.2 y2  0.856  y2  0.2   0.856
x
y3  1    x  y2  dx
0
x
y3  1    x  0.856  dx
0
107
x
 x2 
y3  1    0.856 x 
2 0
x2
y3  1   0.856 x
2
At x  0.2 y3  0.848  y3  0.2   0.848
x
y4  1    x  y3  dx
0
x
y4  1    x  0.848  dx
0
x
 x2 
y4  1    0.848 x 
2 0
x2
y4  1   0.848 x
2
At x  0.2 y4  0.850  y4  0.2   0.850
x
y5  1    x  y4  dx
0
x
y5  1    x  0.850  dx
0
x
 x2 
y5  1    0.850 x 
2 0
x2
y5  1   0.850 x
2
At x  0.2 y5  0.850  y5  0.2   0.850
108
Question: Using Picard’s method, obtained a solution up to 5th Approximation
to the equation y '  y  x such that y(0) = 1. Check your answer by finding the
exact solution. Also find y(0.01) and y(0.2).
Solution: Given that F  x, y   y '  y  x

x
yn1  y0   F  x, yn  dx
x0
x
yn1  y0  
x0
 yn  x  dx
x
yn1  1    yn  x  dx  x0  0 , y0  1 ; n  0,1,2,3, 4
x0
x
y1  1    y0  x  dx
0
x
y1  1   1  x  dx  y0  1
0
x
 x2  x2
y1  1   x    1  x 
 2 0 2
At x  0.1 y1  1.105
At x  0.2 y1  1.22
x
y2  1    y1  x  dx
0
x x
y2  1   1.105  x  dx , y2  1   1.22  x  dx
0 0
x x
 x2  x2  x2  x2
y2  1  1.105 x    1  1.105 x  , y2  1  1.22 x    1  1.22 x 
 2 0 2  2 0 2
At x  0.1 y2  1.1155 , At x  0.2 y2  1.264

109
x
y3  1    y2  x  dx
0
x x
y3  1   1.1155  x  dx , y3  1   1.264  x  dx
0 0
x x
 x2  x2  x2  x2
y3  1  1.1155x    1  1.1155x  , y3  1  1.264x    1  1.264x 
 2 0 2  2 0 2
At x  0.1 y3  1.1166 , At x  0.2 y3  1.269
x
y4  1    y3  x  dx
0
x x
y4  1   1.1166  x  dx , y4  1   1.269  x  dx
0 0
x x
 x2  x2  x2  x2
y4  1  1.1166x    1  1.1166x  , y4  1  1.269x    1  1.269x 
 2 0 2  2 0 2
At x  0.1 y4  1.1167 , At x  0.2 y4  1.274
x
y5  1    y4  x  dx
0
x x
y5  1   1.1167  x  dx , y5  1   1.274  x  dx
0 0
x x
 x2  x2  x2  x2
y5  1  1.1167x    1  1.1167 x  , y5  1  1.274x    1  1.274x 
 2 0 2  2 0 2
At x  0.1 y5  1.1167 , At x  0.2 y5  1.274
 y(0.1) = 1.1167
 y(0.2) = 1.274
110
Exact Values:
dy
y'   yx
dx
Which is linear equation
dy
yx ____  i 
dx
I .F  e   e  x
 1dx
Multiplying (i) by I.F
dy
e x  e x y  e x x
dx
d  ye x   xe x
On integration
 d  ye    xe
x x
x e x e x
ye  x  dx
1  1
ye x   xe x   e x dx
e x
ye x   xe x  c
1
ye  x   xe  x  e  x  c
Multiplying by e x
y   x  1 ce x
Initial condition y(0) = 1
1 = 01+c e0
1+1 = c  c=2
111
y   x  1  2e x
For check x = 0
y  0  1 2e0  1  2  1
 y(0) = 1
For x = 0.1 y  0.1  1 2e0.1  y  1.1103
For x = 0.2 y  0.2  1 2e 0.2  y  1.2428
Euler’s Method:
dy
 F  x, y  ; y0  y  x0  ____  i 
dx
Using the definition of derivative, we have
dy y  x  h  y  x
 Lim
dx h0 h
If h > 0 is very small, then
dy y  x  h   y  x 
 ____  ii 
dx h
From (i) and (ii) we have
y  x  h  y  x
 F  x, y 
h
y  x  h   y  x   hF  x, y 
y  x  h   y  x   hF  x, y 
Algorithm I: yn1  yn  hF  xn , yn  ____  iii  ; n  0,1,2,....
This is called Euler’s method for solving the problem (i).
112
Question: With h = 0.1 Find the numerical solution on 0 < x < 1 by using
Euler’s method for y '  y 2  2 x  x 4 ; y  0   0 Also compare your results with
the exact solution y  x 2
Solution: Given that F  x, y   y '  y 2  2 x  x 4 ; y  0   0
And h = 0.1 on the interval [0,1]
ba b  a 1 0
h  n   10
n h 0.1
 x0  0 , x1  x0  h  0  0.1 0.1 , x2  0.2 , x3  0.3, x4  0.4, x5  0.5, x6  0.6
 x7  0.7 , x8  0.8 , x9  0.9, x10  1
Using Euler’s method, we have
yn1  yn  hF  xn , yn 
yn1  yn  0.1 yn2  2 xn  xn4 
y1  y0  0.1 y02  2 x0  x04 
y1  0  0.1 0  0  0   0
y2  y1  0.1 y12  2 x1  x14 
 4
y2  0  0.1 0  2  0.1   0.1  0.0019 
y3  y2  0.1 y22  2 x2  x24 
 2 4

y3  0.0019  0.1  0.0019   2  0.2    0.2   0.042
113
y4  y3  0.1 y32  2 x3  x34 
 2 4

y4  0.042  0.1  0.042   2  0.3   0.3  0.101
y5  y4  0.1 y42  2 x4  x44 
 2 4

y5  0.101  0.1  0.101  2  0.4    0.4   0.179
y6  y5  0.1 y52  2 x5  x54 
 2 4

y6  0.179  0.1  0.179   2  0.5    0.5  0.276
y7  y6  0.1 y62  2 x6  x64 
 2 4

y7  0.276  0.1  0.276   2  0.6    0.6   0.391
y8  y7  0.1 y72  2 x7  x74 
 2 4

y8  0.391  0.1  0.391  2  0.7    0.7   0.522
y9  y8  0.1 y82  2 x8  x84 
 2 4

y9  0.522  0.1  0.522   2  0.8    0.8  0.645
114
y10  y9  0.1 y92  2 x9  x94 
 2
y10  0.645  0.1  0.645   2  0.9    0.9   0.801
4

y11  y10  0.1 y102  2 x10  x104 
 2
y11  0.801  0.1  0.801  2 1  1  0.965
4

Comparison with exact solution:
x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
' 2 4
y  y  2x  x 0 0.0019 0.042 0.101 0.179 0.276 0.391 0.522 0.645 0.801 0.965
y  x2 0 0.01 0.04 0.09 0.16 0.25 0.36 0.49 0.64 0.81 1
Question: : With h = 0.1 Find the numerical solution on 0 < x < 2 by using
Euler’s method for y '  y3  8 x3  2 ; y  0   0 Also compare your results with
the exact solution y  2 x
Solution: Given that F  x, y   y '  y 3  8 x 3  2 ; y  0   0
And h = 0.1 on the interval [0,1]
ba ba 20

h  n   20
n h 0.1
 x0  0 , x1  x0  h  0  0.1 0.1 , x2  0.2 , x3  0.3,...... x20  2
Using Euler’s method, we have
yn1  yn  hF  xn , yn 
yn1  yn  0.1 yn3  8 xn3  2  ; n  0,1, 2,...,20
115
y1  y0  0.1 y03  8 x03  2 
y1  0  0.1 0  0  2   0.2
y2  y1  0.1 y13  8 x13  2 
 3 3

y2  0.2  0.1  0.2   8  0.1  2  0.4
y3  y2  0.1 y23  8 x23  2 
 3 3

y3  0.4  0.1  0.4   8  0.2   2  0.6
y4  y3  0.1 y33  8 x33  2 
 3 3

y4  0.6  0.1  0.6   8  0.3  2  0.8
y5  y4  0.1 y43  8 x43  2 
 3 3

y5  0.8  0.1  0.8   8  0.4   2  1
y6  y5  0.1 y53  8 x53  2 
 3 3

y6  1  0.1 1  8  0.5  2  1.2
116
y7  y6  0.1 y63  8 x63  2 
 3 3
y7  1.2  0.1 1.2   8  0.6   2  1.4 
y8  y7  0.1 y73  8 x73  2 
 3 3
y8  1.4  0.1 1.4   8  0.7   2  1.6 
y9  y8  0.1 y83  8 x83  2 
 3 3
y9  1.6  0.1 1.6   8  0.8   2  1.8 
y10  y9  0.1 y93  8 x93  2 
 3
y10  1.8  0.1 1.8   8  0.9   2  2
3

y11  y10  0.1 y103  8 x103  2 
 3
y11  2  0.1  2   8 1  2  2.2
3

y12  y11  0.1 y113  8 x113  2 
 3
y12  2.2  0.1  2.2   8 1.1  2  2.4
3

117
y13  y12  0.1 y123  8 x123  2 
 3 3

y13  2.4  0.1  2.4   8 1.2   2  2.6
y14  y13  0.1 y133  8 x133  2 
 3 3
y14  2.6  0.1  2.6   8 1.3  2  2.8
y15  y14  0.1 y143  8 x143  2 
 3 3
y15  2.8  0.1  2.8  8 1.4   2  3 
y16  y15  0.1 y153  8 x153  2 
 3 3
y16  3  0.1  3  8 1.5   2  3.2
y17  y16  0.1 y163  8 x163  2 
 3 3

y17  3.2  0.1  3.2   8 1.6   2  3.4
y18  y17  0.1 y173  8 x173  2 
 3 3

y18  3.4  0.1  3.4   8 1.7   2  3.6
118
y19  y18  0.1 y183  8 x183  2 
 3 3
y19  3.6  0.1  3.6   8 1.8   2  3.8 
y20  y19  0.1 y193  8 x193  2 
 3 3
y20  3.8  0.1  3.8   8 1.9   2  4 
y21  y20  0.1 y20

3 3
 8 x20 2
 3 3
y24  4  0.1  4   8  2   2  4.2
x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
' 2 3
y  y  8x  2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
y  2x 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
y '  y 2  8 x3  2 2.6 2.8 3 3.2 3.4 3.6 3.8 4
y  2x 2.6 2.8 3 3.2 3.4 3.6 3.8 4
119
Lecture # 13
y = F(x) is called explicit function
y = F(x,y) is called implicit function.
Euler method is also called implicit Euler function. i.e.
yn+1 = yn + h F(xn , yn)
Semi-Implicit Euler’s Method:

dy
 F  x, y  ; y0  y  x0  ____  i 
dx
dy y  x  h  y  x
 Lim
dx h0 h
dy y  x  h   y  x 
 ____  ii 
dx h
y  x  h  y  x
 F  x, y 
h
y  x  h   y  x   hF  x, y 
y  x  h   y  x   hF  x, y 
Algorithm II:
yn1  yn  hF  xn , yn1  ____  iii  ; n  0,1, 2,....
This is called semi-implicit Euler’s method for solving the problem (i)
120
To implement implicit scheme, we introduce two steps (predictor corrector
technique) for solving initial value problems. Thus, from the scheme (iii) we
shall introduce the following two step scheme.
Algorithm III: (Two step scheme of semi-implicit Euler’s method)

For given y0  y  x0  find yn1
I: un  yn  hF ( xn , yn )
II: yn 1  yn  h F ( xn , u n ) ; n  0,1, 2,....
Example: With h = 0.1 find the numerical solution on 0 < x < 1 by using
semi-implicit Euler’s method for y '  y 2  2 x  x 4 , y (0)  0 . Also compare your
results with the exact solution y  x 2
Solution: Given that F  x, y   y '  y 2  2 x  x 4 , y (0)  0
And h = 0.1 on the interval (0,1). Thus,
ba b  a 1 0
h  n   10
n h 0.1
 x0  0, x1  0.1, x2  0.2,..... x10  1
Using two step Semi-Euler method
II: yn 1  yn  h F ( xn , u n ) ; n  0,1, 2,....
From this we have
I: un  yn  0.1( yn2  2 xn  xn4 )
II: yn1  yn  0.1(u 2n  2 xn  xn4 )
1st Approximation: (n = 0, x0 = 0, y0 = 0)
I: u0  y0  0.1( y02  2 x0  x04 )  u0  0  0.1 02  2  0   04   0
II: y1  y0  0.1(u 02  2 x0  x04 )  y1  0  0.1 0 2  2  0   04   0

121
2nd Approximation: (n = 1, x1 = 0.1, y1 = 0)
I: u1  y1  0.1( y12  2 x1  x14 )

u1  0  0.1 02  2  0.1   0.1  0.01999
4

II: y2  y1  0.1(u12  2 x1  x14 )
 2
y2  0  0.1  0.01999   2  0.1   0.1  0.0200
4

3rd Approximation: (n = 2, x2 = 0.2, y2 = 0.0200)
I: u2  y2  0.1( y22  2 x2  x24 )
 2
u2  0.02  0.1  0.02   2  0.2    0.2   0.05988
4

II: y3  y2  0.1(u 22  2 x2  x24 )
 2
y3  0.02  0.1  0.05988   2  0.2    0.2   0.06019
4

4th Approximation: (n = 3, x3 = 0.3, y3 = 0.06019)
I: u3  y3  0.1( y32  2 x3  x34 )
 2
u3  0.06019  0.1  0.06019   2  0.3   0.3  0.1197
4

II: y4  y3  0.1(u 32  2 x3  x34 )
 2
y4  0.06019  0.1  0.1197   2  0.3   0.3  0.1208
4

I: u4  y4  0.1( y42  2 x4  x44 )
 2
u4  0.1208  0.1  0.1208  2  0.4    0.4   0.1997
4

II: y5  y4  0.1(u 42  2 x4  x44 )
122
 2 4
y5  0.1208  0.1  0.1997   2  0.4    0.4   0.2022 
I: u5  y5  0.1( y52  2 x5  x54 )
 2 4
u5  0.2022  0.1  0.2022   2  0.5    0.5   0.300
II: y6  y5  0.1(u 52  2 x5  x54 )
 2 4

y6  0.2022  0.1  0.3  2  0.5   0.5   0.3049

I: u6  y6  0.1( y62  2 x6  x64 )
 2 4

u6  0.3049  0.1  0.3049   2  0.6    0.6   0.4212
II: y7  y6  0.1(u 62  2 x6  x64 )
 2 4
y7  0.3049  0.1  0.4212   2  0.6    0.6   0.4296 
I: u7  y7  0.1( y72  2 x7  x74 )
 2 4

u7  0.4296  0.1  0.4296   2  0.7    0.7   0.5640
II: y8  y7  0.1(u 72  2 x7  x74 )
 2 4
y8  0.4296  0.1  0.5640   2  0.7    0.7   0.5774 
I: u8  y8  0.1( y82  2 x8  x84 )
 2 4

u8  0.5774  0.1  0.5774   2  0.8    0.8   0.7298
123
II: y9  y8  0.1(u 82  2 x8  x84 )
 2
y9  0.5774  0.1  0.7298   2  0.8    0.8   0.7497
4

I: u9  y9  0.1( y92  2 x9  x94 )
 2
u9  0.7497  0.1  0.7497   2  0.9    0.9   0.9203
4

II: y10  y9  0.1(u 92  2 x9  x94 )
 2
y10  0.7497  0.1  0.9202   2  0.9    0.9   0.9488
4

11th Approximation: (n = 10, x10 = 1 , y10 = 0.9488)
I: u10  y10  0.1( y102  2 x10  x104 )
 2
u10  0.9488  0.1  0.9488   2 1  1  1.1388
4

2
II: y11  y1  0.1(u10  2 x10  x104 )
 2
y11  0.9488  0.1 1.1388  2 1  1  1.1784
4

x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
' 2 4
y  y  2x  x 0 0.02 0.0602 0.1208 0.2022 0.3049 0.4296 0.5774 0.7497 0.9488 1.1784
y  x2 0 0.01 0.04 0.09 0.16 0.25 0.36 0.49 0.64 0.81 1
Implicit Euler’s Method:

dy
 F  x, y  ; y0  y  x0  ____  i 
dx
124
dy y  x  h  y  x
 Lim
dx h0 h
dy y  x  h   y  x 
 ____  ii 
dx h
y  x  h  y  x
 F  x, y 
h
y  x  h   y  x   hF  x, y 
y  x  h   y  x   hF  x, y 
Algorithm IV:
For given y0  y  x0  , Find yn 1
yn1  yn  h F  xn1 , yn1  ; n  0,1,2,.....
This is called Implicit Euler method for solving problem (i)
To implement Algorithm IV, we shall propose the following two step scheme.
Algorithm V: (Two step scheme of Implicit Euler’s method)

II: yn 1  yn  h F ( xn 1 , u n ) ; n  0,1, 2,....
125
Modified Euler’s method (Trapezoid method)
dy
 F  x, y  ; y0  y  x0  ____  i 
dx
Using Trapezoidal rule of n = 1 , we have

x xa
 f  x  dx   f  a   f  x  
a 2 
If ‘f’ is differentiable then

x xa '
 f '  x  dx   f  a   f '  x  
a 2
By using Fundamental theorem of calculus
xa '
f  x  f a   f  a   f '  x  
2
xa '
f  x  f a   f  a   f '  x  
2
Algorithm VI:
xn 1  xn '
f  xn 1   f  xn    f  xn   f '  xn 1  
2
h '
f  xn 1   f  xn    f  xn   f '  xn1  
2
h '
Or yn1  yn   yn  yn' 1 
2
h
Or yn1  yn   F  xn , yn   F  xn1 , yn1   ; n  0,1, 2,....
2
This is called Modified Euler’s method for solving problem (i).
Algorithm VI is also an implicit scheme. Therefore, to implement the algorithm

VI we shall propose the following two step algorithm.
126
Algorithm VII: (Two step scheme for Modified Euler’s method)
II: yn1  yn  h  F ( xn , y n )  F  xn1 , y n   ; n  0,1,2,....
127

Numerical Analysis II Muzammil Tanveer

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Numerical Analysis II Muzammil Tanveer

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NUMERICAL

Capital delta ∆ Forward Difference Operator

Nabla ∇ Backward Difference Operator

Small delta Central Difference Operator

f(x) = E(E(f(x)) = Ef(x+h)

And f(x) = f(x−nh)

∇f(x) = f(x) −f(x−h)

(i) −3 + 2 = 2 +3 is a difference equation of order 2

− − = k is a non-homogeneous and non-linear

Difference equation are classified into following two types

(i) Homogeneous Linear difference equation

Solution of Homogeneous Linear Difference Equation:

Solution: The given difference equation can be written as

Thus = (−1) + (−2) + (−3) is the required solution.

Example: Solve the difference equation

Solution: The given difference equation can be written as

Thus =( + )(2) is the required solution.

Solution: The given difference equation can be written as

r=| |= (0) + (1) = 1

= + is the required solution.

Example: Solve the difference equation

Solution: The given difference equation can be written as

( +2+2 )=0 , ( +2−2 )=0

=| |= (1) + (1) = √2 , =| |= (1) + (1) = √2

= √2 − + + is the required solution.

Question: Solve the difference equation

Solution: The given difference equation can be written as

Thus = (2) + is the required solution.

Solution: The given difference equation can be written as

m=1,1 and −4 +5=0

r=| |= (2) + (1) = √5

Thus = ( + )(1) + (√5) tan + tan

=( + ) + (√5) tan + tan is the required

Question: Solve the difference equation

Solution: The given difference equation can be written as

= + is the required solution.

Non-Homogenous Linear Difference Equation:

f()y = F(k) …..(1)

Where f     a0  n  a1 n 1  a2  n 2  a3  n 3  ....  an1  an

and  is a forward difference operator.

The solution of equation (1) consist of two parts

(i) Complementary Solution (Y)

The general solution of equation (1) is

To find complementary solution of equation (1) we shall find the solution of

Question: Solve the difference equation

Solution: The given difference equation can be written as

For Complementary solution

The auxiliary equation

For Particular solution

Let = c put in (1)

Solution: The given difference equation can be written as

For Complementary solution

The auxiliary equation

For Particular solution

Let = c put in (1)

Solution: The given difference equation can be written as

For Complementary solution

The auxiliary equation

For Particular solution

Let = c put in (1)

Solution: The given difference equation can be written as

For Complementary solution  E 3  3E 2  3E  1 yk  0

m3  3m 2  3m  1 0 If we take = ck it is also present

(m  1)2  0 m  1,1  m  1,1,1