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Department of Mathematics
2) What is the order of convergence of Newton Raphson method if the multiplicity of the
root is one.
Sol: Order of convergence of N.R method is 2.
Let f ( x) = x p − N , f ′ ( x) = px p − 1
By NR rule ,if xr is the rth iterate
x r +1 = x r −
f ( xr )
f ′ (rx )
xr p − N ( p − 1) xr p + N
=xr− p− 1
= p−1
pxr pxr
If f ′ ( x0 ) is small,the
f ( x0 )
′ ( x0
will be large and the computation of the root by
f
error
)
this,method will be a slow process or may even be impossible.
Hence the method should not be used in cases where the graph of the function when it
crosses the x axis is nearly horizontal.
8) If g(x) is continuous in [a , b] then under what condition the iterative method x = g(x) has
a unique solution in [a , b].
Sol: Let x = r be a root of x = g(x) .Let I = [a , b] be the given interval combining the
point x = r.if g ′( x) < 1 for all x in I, the sequence of approximation x0 , x1 ,......x n will
converge to the root r,provided that the initial approximation x 0 is chosen in r.
11) State True or False : “Guass siedel iteration converges only if the coefficient matrix is
diagonally dominant”
Sol: True.
16) The numerical methods of solving linear equations are of two types : one is direct and the
other is ………….
Sol: iterative.
19) Why Guass siedel method is better than Jacobi’s iterative method?
Sol: since the current values of the unknowns at each stage of iteration are used in
proceeding to the next stage of iteration,the convergence in Guass siedel method will be
more rapid than in Guass Jacobi method.
21) In the case of fixed point iteration method ,the convergence is ………..
Sol: Linear.
22) If the eigen values of A are 1,3,4 then the dominant eigen value of A is ……
Sol:4
23) If the eigen values of A are 1,3,-4 then the dominant eigen value of A is ……
Sol:-4
24) If the eigen values of A are 1,3,-3 then the dominant eigen value of A is ……
Sol:No Dominant eigen value.
25) The power method will work satisfactory only if A has a ……..
Sol:Dominant eigen value.
27) Distinguish between direct and iterative method of solving simultaneous equation.
Sol:
Direct method Iterative method.
1. We get exact solution Approximjate solution
11. Write the Newton’s divided difference interpolation formula for unequal intervals.
f ( x) = f ( x0 ) + (x − x0 ) f ( x0 , x1 ) + ( x − x0 )(x − x1 ) f ( x0 , x1 , x 2 ) + ............
x y ∆ f(x) ∆2 f ( x) ∆3 f ( x)
-1 -8
3+8
0 3 = 11 − 1 − 11
0 +1 = −4
1− 3 2 +1
2 1
= −1 4+4
2−0 11 + 1 =2
=4 3 +1
3 12 12 − 1 3−0
= 11
3− 2
y = f ( x) =
(x − 1)(x − 2) (1) + (x − 0)(x − 2) (2) + (x − 0)(x − 1) (1).
(0 − 1)(0 − 2) (1 − 0)(1 − 2) (2 − 0)(2 − 1)
x 2 − 3 x + 2 2( x 2 − 2 x ) x 2 − x
= + + = −2 x 2 + 4 x + 2
2 ( −1) 2
x f(x) = y ∇y ∇2 y ∇3 y
0 -3
2-(-3)=5
1 2 7-5= 2
9-2 = 7 3
2-2 = 0( ∇ y 0 )
2 9 2
9-7 =2( ∇ y 0 )
18-9 = 9( ∇y 0 )
3 18( y 0 )
x − x0 x − 3
x0 = 3, h = 1, y 0 = 18, v = = = x−3
h 1
The Newton’s backward interpolation formula is
v v (v + 1) 2 v (v + 1)(v + 2) 3
y n = y 0 + ∇y 0 + ∇ y0 + ∇ y 0 + ..............................
1! 2! 3!
( x − 3)( x − 3 + 1)
= 18 + ( x − 3)(9) + ( 2) + ( 0)
2
= 18 + 9 x − 27 + x 2 − 5 x + 6 = x 2 + 4 x − 3
n ax + b
21. Evaluate ∆ (e ).
Sol: letf ( x) = e ax +b
we know that ∆f ( x ) = f ( x + h) − f ( x)
∴ ∆(e ax +b ) = e a ( x + h )+b − e ax +b = e ax +b (e ah − 1)
∴ ∆2 (e ax +b ) = ∆ (∆ (e ax +b )) = (e ah − 1)(e a ( x + h ) +b − e ax +b ) = e ax +b (e ah − 1)
2
In general, ∴ ∆
n
(e ) = e (e
ax + b ax +b ah
− 1) .
n
22. What are the advantages of Lagrange’s formula over Newton’s formula?
The forward and backward interpolation formulae of Newton can be used only when the values of the
independent variable x are equally spaced and can also be used when the differences of the dependent variable y
become smaller ultimately. But Lagrange’s interpolation formula can be used whether the values of x, the
independent variable are equally spaced or not and whether the difference of y become smaller or not.
23. Find the second degree polynomial fitting the following data:
X: 1 2 4
f(x): 4 5 13.
x Y ∆ f(x) ∆2 f ( x)
1 4
5−4
2 5 =1 4 −1
2 −1 =1
4 13 13 − 5 4 −1
=4
4−2
f ( x) = f ( x0 ) + ( x − x0 ) f ( x0 , x1 ) + ( x − x 0 )( x − x1 ) f ( x0 , x1 , x 2 ) + ...........
= 4 + ( x − 1)(1) + ( x − 1)( x − 2)(1) = 4 + x − 1 + x 2 − 3x + 2 = x 2 − 2 x + 5 .
24. What are the disadvantages in practice in applying Lagrange’s interpolation formula?
1. It takes time.
2. It is laborious.
25. State the properties of divided differences.
1. Divided differences are symmetrical in all their arguments.
( ) (
2. Divided differences operator is linear. ∆ f ( x) ± g ( x) = ∆ f ( x) ± ∆ g ( x) ) ( )
3. ∆ (cf ( x)) = c∆( f ( x) ) .
th th
4. The n divided differences of a polynomial of the n degree are constant.
26. When Newton’s backward interpolation formula is used.
The formula is used mainly to interpolate the values of ‘y’ near the end of a set of tabular values.
27. When Newton’s forward interpolation formula is used.
The formula is used mainly to interpolate the values of ‘y’ near the beginnig of a set of tabular values.
28. When do we use Newton’s divided differences formula?
This is used when the data are unequally spaced.
29. Newton’s forward interpolation formula used only foe equidistant (or) equal interval.
30. Say true or false:
Newton’s interpolation formulae are not suited to estimate the value of a function near the middle of a table.
Sol:TRUE
31. Say true or false:
Newton’s forward and Newton’s backward interpolation formulae are applicable for
interpolation near the beginning and the end respectively of tabulated values.
Sol:TRUE.
32. Given f(0) = -2,f(1) = 2 and f(2) = 8 Find the root of Newton’s interpolating polynomial
equation f(x) = 0.
Sol:
X f(x) ∆ f(x) ∆2 f(x)
0 -2
2-(-2)=4
1 2 6-4 =2
8-2 = 6
2 8
x − x 0 x − (0)
y 0 = −2, h = 1, u = = =x
h 1
Newton’s forward interpolation formula is
u u (u − 1) 2 u (u − 1)(u − 2) 3
y = y0 + ∆y 0 + ∆ y0 + ∆ y 0 + ..............................
1! 2! 3!
( x )( x − 1)
= −2 + ( x )(4) + ( 2)
2!
= −2 + 4 x + x 2 − x = x 2 + 3 x − 2.
− 3 ± 9 + 8 − 3 ± 17
Now, f ( x ) = x + 3 x − 2 = 0 ⇒ x =
2
= .)
2 2
33.Forward difference operator.
Let y = f (x ) be a function of x and let y 0 , y1 , y 2 ,..... of the values of y. corresponding to
x0 , x0 + h, x0 + 2h,.... of the values of x. Here,the independent variable (or argument), x proceeds at equally
spaced intervals and h (constant),the difference between two consecutive values of x is called the interval of
differencing.
Now the forward difference operator is defined as
∆y 0 = y1 − y 0
∆y1 = y 2 − y1
......................
∆y n = y n+1 − y n
These are called first differences.
∆2 y1 ∆4 y 0
x3 y3 ∆3 y1
∆2 y 2
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x−4 y−4
x−3 y −3 ∇y −3
∇y − 2 ∇ 2 y −2
x−2 y −2 ∇ 3 y −1
∇y −1 ∇ 2 y −1 ∇ 4 y0
x −1 y −1 ∇ 3 y0
∇y 0 ∇ 2 y0
x0 y0
y n = y 0 + ∇y 0 + ∇ y0 + ∇ y 0 + ..............................
1! 2! 3!
37. ∆{ f ( x) ± g ( x)} = ∆{ f ( x)} ± ∆{g ( x)}
(ie)The divided difference (of any order) of the sum (or) difference of two functions is equal to the
sum(or)difference of the corresponding separate divided differences.
Proof:
If f ( x ), g ( x ) are two functions and x0 , x1 be two arguments,
∆{ f ( x) ± g ( x)} =
[ f ( x1 ) ± g ( x1 )] − [ f ( x0 ) ± g ( x0 )]
(x1 − x0 )
( x0 , x1 )
=
[ f ( x1 ) − f ( x0 )] ± [g ( x1 ) − g ( x0 )]
(x1 − x0 )
= ∆{ f ( x)} ± ∆{g ( x)}
( x0 , x1 )
Similarly the result is true for any higher order difference.
{ } { }
38. ∆ cf ( x) = c∆ f ( x) (ie) the divided difference of the product of a constant and a function is equal to the
product of the constant and the divided difference of the function.
Proof:
cf ( x1 ) − cf ( x0 ) f ( x1 ) − f ( x0 )
∆{cf ( x)} = = c = c∆{ f ( x)}
x1 − x0 x1 − x 0
∴ ∆{cf ( x)} = c∆{ f ( x)}
Similarly the result is true for any higher order difference.
39.The divided differences are symmetrical in all their arguments.
f ( x1 ) − f ( x0 ) f ( x0 ) − f ( x1 ) f ( x0 ) f ( x1 )
f ( x0 , x1 ) = = = f ( x1 , x0 ) = +
x1 − x 0 x 0 − x1 x0 − x1 x1 − x 0
f ( x1 , x 2 ) − f ( x0 , x1 ) f ( x1 , x 2 ) f ( x0 , x1 )
Now, f ( x0 , x1 , x 2 ) = = −
x 2 − x0 x 2 − x0 x 2 − x0
f ( x2 ) − f ( x1 ) f ( x1 ) − f ( x0 )
= −
(x2 − x0 )(x2 − x1 ) (x2 − x0 )(x1 − x0 )
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
= − − +
(x2 − x0 )(x2 − x1 ) (x2 − x0 )(x2 − x1 ) (x2 − x0 )(x1 − x0 ) (x2 − x0 )(x1 − x0 )
f ( x2 ) f ( x1 ) x1 − x0 + x2 − x1 f ( x0 )
= − +
(x2 − x0 )(x2 − x1 ) (x2 − x0 ) (x2 − x1 )(x1 − x0 ) (x2 − x0 )(x1 − x0 )
f ( x2 ) f ( x1 ) x 2 − x0 f ( x0 )
= − +
(x2 − x0 )(x 2 − x1 ) (x 2 − x0 ) (x2 − x1 )(x1 − x0 ) (x 2 − x0 )(x1 − x0 )
f ( x0 ) f ( x1 ) f ( x2 )
f ( x0 , x1 , x 2 ) = − +
(x0 − x1 )(x0 − x2 ) (x1 − x2 )(x1 − x0 ) (x1 − x0 )(x1 − x2 )
Similarly ,we can prove the result for higher differences
Hence the divided differences are symmetrical in their arguments.
40. State Newton’s formula to find f ′( x ), f ′′( x ) & f ′′′( x ) at the interior points, using forward difference.
Sol:
dy 1
= ∆y 0 +
(2u − 1) ∆2 y + (3u 2 − 6u + 2) ∆3 y + (4u 3 − 18u 2 + 22u − 6) ∆4 y + ..................
f ′( x) = 0 0 0
dx h 2! 3! 4!
d2y 1 2 3 (
6u 2 − 18u + 11 4 )
f ′′( x) = = ∆ y 0 + ( u − 1) ∆ y 0 + ∆ y 0 + ..................
dx 2 h 2
12
3
d y 1
f ′′′( x ) = 3 = 3 ∆3 y 0 +
(2u − 3) ∆4 y + .................. .
0
dx h 2
41. State Newton’s formula to find f ′( x ), f ′′( x ) & f ′′′( x ) at the point x = x0 , using forward difference.
Sol: At x = x0 ,
dy 1 1 1 1
f ′( x ) = = ∆y 0 − ∆2 y 0 + ∆3 y 0 − ∆4 y 0 + ..................
dx h 2 3 4
2
d y 1 11
f ′′( x ) = 2 = 2 ∆2 y 0 − ∆3 y 0 + ∆4 y 0 + ..................
dx h 12
3
d y 1 3
f ′′′( x ) = 3 = 3 ∆3 y 0 − ∆4 y 0 + ..................
dx h 2
42. State Newton’s formula to find f ′( x ), f ′′( x ) & f ′′′( x ) at the interior points, using backward difference.
Sol:
dy 1
= ∇y n +
(2v + 1) ∇ 2 y + (3v 2 + 6v + 2) ∇ 3 y + (4v 3 + 18v 2 + 22v + 6) ∇ 4 y + ..................
f ′( x) = n n n
dx h 2! 3! 4!
2
d2y 1 3 (
6v 2 + 18v + 11 4 )
f ′′( x ) =
=∇ y n + ( v + 1) ∇ y n + ∇ y n + ..................
dx 2 h 2
12
3
d y 1
f ′′′( x) = 3 = 3 ∇ 3 y n +
(2v + 3) ∇ 4 y + .................. .
n
dx h 2
43. State Newton’s formula to find f ′( x ), f ′′( x ) & f ′′′( x ) at the point x = x n , using backward difference.
Sol: At x = xn ,
dy 1 1 1 1
f ′( x) = = ∇y n + ∇ 2 y n + ∆3 y 0 + ∇ 4 y n + ..................
dx h 2 3 4
d2y 1 2 3 11 4
f ′′( x ) = = ∇ y n + ∇ y n + ∇ y n + ..................
dx 2 h 2 12
d3y 1 3 3 4
f ′′′( x ) = 3 = 3 ∇ y n + ∇ y n + ..................
dx h 2
dy
44. Find at x = 1 from the following table:
dx
X: 1 2 3 4
Y: 1 8 27 64
Sol:
X: Y: ∆ ∆2 ∆3
1 1
7
2 8 12
19 6
3 27 18
37
4 64
Here, h = 1& x 0 =1
dy
The Newton’s forward difference formula for at x = x0 = 1 is
dx
dy 1 1 1 1
= ∆y 0 − ∆2 y 0 + ∆3 y 0 − ∆4 y 0 + ..................
dx h 2 3 4
1 1
= 7 − (12) + (6 ) = 3
2 3
45.what is cubic Spline?
A cubic polynomial which has continuous slope and curvature is called a cubic spline
46.What is a natural cubic spline?
A cubic spline fitted to the given data such that the end cubies approach linearity at their entremities is
called natural cubic spline
47.Define a cubic spline S(x) which is commonly used for interpolation.
1 1
7
2 8 12
19 6
3 27 18
37
4 64
Here, h = 1& x 0 = 1
dy
The Newton’s forward difference formula for at x = x0 = 1 is
dx
dy 1 1 1 1
= ∆y 0 − ∆2 y 0 + ∆3 y 0 − ∆4 y 0 + ..................
dx h 2 3 4
1 1
= 7 − (12) + (6 ) = 3
2 3
even.
.
15. Write down the order of truncation error of trapezoidal rule and Simpson’s 1/3rd rule.
Sol: The error in the trapezoidal formula is of the order h 2 .
− h3
The truncation error in the trapezoidal rule is E = ( y 0′′ + y1′′ + y ′2′ + ......... y n′′−1 )
12
1/ 2
16. Compute ∫ ydx using trapezoidal rule if y (0) = 1, y (1/4) = 1.01049, y (1/2) = 1.04291.
0
Sol: Given,
Here, h = ¼
The Trapezoidal rule is
1/ 2
h (1 / 4)
∫0 ydx = 2 {y0 + 2 y1 + y 2 } = 2 {1 + 2(1.01049) + 1.04291} = 0.50798
17. Write down the order of truncation error of Simpson’s 1/3rd rule.
Sol: The error in the Simpson’s 1/3rd rule formula is of the order h 4 .
− h 5 iv
The truncation error in the Simpson’s 1/3rd l rule is E =
90
( y 0 + y iv 3 + .........) .
Here, h = 0.5
The Trapezoidal rule is
1/ 2
h 0 .5
∫0 ydx = 2 {y0 + 2( y1 + y 2 + y3 ) + y4 } = 2 {0.399 + 2(0.352 + 0.242 + 0.129) + 0.054} = 0.4748
22. When does Simpson’s rule give exact result?
Sol: Simpson’s rule will give exact result, if the entire curve y = f (x ) is itself a parabola.
23. State true or false.
Whenever Trapezoidal rule is applicable Simpson’s rule can be applied.
Sol: False
24. From the following table find the area bounded by the curve and the x axis from x = 2
to x = 7
x 2 3 4 5 6 7
f (x ) 8 27 64 125 216 343
1
1
∫ xdx = 0.6971.
1
2
30. In Numerical integration, what should be the number of intervals to apply Simpson’s one-third rule and
Simpson’s three-eight rule.
Sol: To apply Simpon’s 1/3rd rule, the number of subintervals must be EVEN.
To apply Simpon’s 1/8th rule, the number of subintervals must be a multiple of 3.
31.Compare Trapezoidal rule and Simpson’s one-third rule for evaluating numerical integration.
Sol:
Trapezoidal rule Simpson’s one-third rule
Any number of Number of intervals must be
intervals even.
Least accuracy More accuracy
32. State the formula of Trapezoidal rule.
Sol: The Trapezoidal rule is given by
x0 + nh
h
∫ f ( x)dx = 2 {y
x0
0 + 2( y1 + y 2 + y 3 + .......... y n −1 ) + y n }
.
34. Write down the order of truncation error of trapezoidal rule and Simpson’s 1/3rd rule.
2
Sol: The error in the trapezoidal formula is of the order h .
− h3
The truncation error in the trapezoidal rule is E= ( y 0′′ + y1′′ + y ′2′ + ......... y n′′−1 )
12
1/ 2
35. Compute ∫ ydx using trapezoidal rule if y (0) = 1, y (1/4) = 1.01049, y (1/2) = 1.04291.
0
Sol: Given,
Here, h = ¼
The Trapezoidal rule is
1/ 2
h (1 / 4) {1 + 2(1.01049) + 1.04291} = 0.50798
∫ ydx = 2 {y
0
0 + 2 y1 + y 2 } =
2
36. Write down the order of truncation error of Simpson’s 1/3rd rule.
4
Sol: The error in the Simpson’s 1/3rd rule formula is of the order h .
− h 5 iv
The truncation error in the Simpson’s 1/3rd l rule is E=
90
( y 0 + y iv 3 + .........) .
Here, h = 0.5
The Trapezoidal rule is
1/ 2
h 0 .5
∫ ydx = 2 {y
0
0 + 2( y1 + y 2 + y 3 ) + y 4 } =
2
{0.399 + 2(0.352 + 0.242 + 0.129) + 0.054} = 0.4748
38. When does Simpson’s rule give exact result?
Sol: Simpson’s rule will give exact result, if the entire curve y = f (x ) is itself a parabola.
39. State true or false.
Whenever Trapezoidal rule is applicable Simpson’s rule can be applied.
Sol: False
40. From the following table find the area bounded by the curve and the x axis from x = 2 to x = 7
x 2 3 4 5 6 7
f (x ) 8 27 64 125 216 343
41. For what type of functions, Simpson’s rule and direct integration will give exact result?
Sol: Simpson’s rule will give exact result, if the entire curve y = f (x ) is itself a parabola.
42. Why is trapezoidal rule so called?
Sol: The trapezoidal rule is so called,because it approximates the integral by the sum of n trapezoids.
43. How the accuracy can be increased in trapezoidal rule of evaluating a given definite integral?
Sol: If the number of points of the base segment b-a, (the range of integration) is increased,a better approximation
to the area given by the definite integral will be obtained.
1
1
44. Evaluate ∫ xdx by trapezoidal rule, dividing the range into 4 equal parts.
1
2
Sol: h = 1/8
x 4/8 5/8 6/8 7/8 8/8
f (x ) 8/4 8/5 8/6 8/7 8/8
1
1
∫ xdx = 0.6971.
1
2
8. Which is better Taylor’s method or R. K. Method?
Solution:
R.K Methods do not require prior calculation of higher derivatives of y (x ) ,as the
Taylor method does. Since the differential equations using in applications are often
complicated, the calculation of derivatives may be difficult.
Also the R.K formulas involve the computation of f ( x, y ) at various positions, instead
of derivatives and this function occurs in the given equation.
10. State Taylor series algorithm for the first order differential equation.
Solution:
dy
To find the numerical solution of = f ( x, y ) with the condition y ( x0 ) = y 0 .We
dx
expand y (x ) at a general point xm in a Taylor series, getting
h ′ h2 ″
y m +1 = y m + ym + y m + ....
Γ1 Γ2
r
Here y m denotes the r th derivatives of y w .r .to x at the point ( x m , y m ) .
11. Write the Runge-Kutta method algorithm of second order for solving
y ′ = f ( x, y ), y ( x0 ) = y 0 .
Solution:
Let h denote the interval between equidistant values of x. If the initial values
are ( x0 , y 0 ), the first increment in y is computed from the formulas.
k1 = hf ( x0 , y 0 )
h k
k 2 = hf x0 + , y 0 + 1 and∆y = k 2
2 2
Then x1 = x0 + h, y1 = y 0 + ∆y
The increment is y in the second interval is computed in a similar manner using the
same three formulas,using the values x1 , y1 in the place of x 0 , y 0 respectively.
12. State the third order R.K method algorithm to find the numerical solution of the
first order differential equation.
Solution:
To solve the differential equation y ′ = f ( x, y ) by the third order R.K method, we use
the following algorithm.
k1 = hf ( x, y )
h k
k 2 = hf x + , y + 1
2 2
k 3 = hf ( x + h, y + 2k 2 − k1 )
1
and∆y = (k1 + 4k 2 + k 3 )
6
13. Write down the Runge-Kutta formula of fourth order to solve
dy
= f ( x, y ) withy ( x0 ) = y 0.
dx
Solution:
Let h denote the interval between equidistant values of x. If the initial values are
( x0 , y 0 ) ,the first increment in is computed from the formulas.
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k1 = hf ( x 0 , y 0 )
h k
k 2 = hf x0 + , y 0 + 1
2 2
h k
k 3 = hf ( x0 + , y 0 + 2 )
2 2
k 4 = hf ( x 0 + h, y 0 + k 3 )
1
and∆y = ( k1 + 2 k 2 + 2 k 3 + k 4 )
6
thenx1 = x0 + h, y1 = y 0 + ∆y
The increment in y in the second interval is computed in a similar manner using the
same four formulas,using the values x1 , y1 in the place of x0 , y0 respectively.
14. State the special advantage of Runge-Kutta method over taylor series method.
Solution:
Runge-Kutta methods do not require prior calculation of higher derivatives of
y ( x ), as the Taylor method does.since the differential equations using in applications
are often complicated,the calculation of derivatives may be difficult.
Also the Runge-Kutta formulas involve the computation of f ( x, y ) at various
positions,instead of derivatives and this function occurs in the given equation.
18. The fourth order Runge-Kutta methods are used widely in………to differential
equations.
Solution: Getting numerical solutions.
19. How many prior values are required to predict the next value in Milne’s method?
Solution:
Four prior values.
27. What will you do,if there is a considerable difference between predicted value and
corrected value,in predictor corrector methods?
Solution:
If there is a considerable difference between predicted value and corrected
value,we take the corrected value as the predicted value and find out the new corrected
value.This process is repeated till there is no great difference between two consecutive
corrected values.
13. State the five point formula to solve the Poisson equation u xx + u yy = 100 .
Solution:
u i −1, j + u i +1, j + u i , j −1 + u i , j +1 − 4u i , j = h 2 f (ih, jh) = 100 (Since h=1)
23. State Schmidt’s explicit formula for solving heat flow equation.
Solution:
u i , j +1 = λu i +1, j + (1 − 2λ )u i , j + λu i −1, j
1 1
If λ =
2
[ ]
, u i , j +1 = u i +1, j + u i −1, j
2
24. Fill up the blank.
Bender-Schmidt recurrence scheme is useful to solve………equation.
Solution:
One dimensional heat
25. Write an explicit formula to solve numerically the heat equation (parabolic equation)
u xx − au t = 0
Solution:
ui , j +1 = λui +1, j + (1 − 2λ )ui , j + λui −1, j
k
Where λ = (h is the space for the variable x and k is the space in the time direction).
h2a
The above formula is a relation between the function values at the two levels j+1 and j and is
called a two level formula. The solution value at any point (i,j+1) on the (j+1)th level is
expressed in terms of the solution values at the points (i-1,j),(i,j) and (i+1,j) on the j th level.Such
a method is called explicit formula. the formula is geometrically represented below.
∂u 1
26. What is the value of k to solve = u xx by Bender-schmidt method with h = 1 if h
∂t 2
and k are the increments of x and t respectively?
Solution:
∂u
Given : 2 = u xx
∂t
α 2 = 2, h = 1
kα 2 k (2)
λ= 2 = = 2k
h 1
Here 1 1
λ = 2k = Q 0 < λ ≤
2 2
1
k=
4
27. What is the classification of one dimensional heat flow equation.
Solution:
∂ 2u 1 ∂u
One dimensional heat flow equation is 2
= 2
∂x α ∂t
Here A=1,B=0,C=0
∴ B 2 − 4 AC = 0
Hence the one dimensional heat flow equation is parabolic.
1 1 1 1
λu i −1, j +1 + λu i +1, j +1 − (λ + 1)u i , j +1 = λu i −1, j − λu i +1, j − (λ − 1)u i , j
2 2 2 2