You are on page 1of 32

CHENNAI INSTITUTE OF TECHNOLOGY

Sarathy Nagar, Kundrathur, Pudupedu, Chennai– 600 069.

Department of Mathematics

Subject Name: Numerical Methods Subject Code: MA1251


Unit I
1) Write the Descartes rule of signs
Sol:
1) An equation f ( x) = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial f ( x) .
2)An equation f ( x) = 0 cannot have more number of positive roots than there are
changes of sign in the terms of the polynomial f ( x) .

2) What is the order of convergence of Newton Raphson method if the multiplicity of the
root is one.
Sol: Order of convergence of N.R method is 2.

3) Newton Raphson method is also known as the method of ………..


Sol: Iteration ( Newton’s iteration method)
Derive newtons algorithm to derive p th root of a number N.
1

Sol: If x = N then x p − N = 0 is the equation to be solved.


p

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

4) When would we not use N-R method .


Sol: If x1 is the exact root and x0 is its approximate value of the equation
f ( x0 )
f ′ ( x0 )
f ( x) = 0.we know that x1 = x0 -

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.

5) What is the convergence in NR method?


f ( xn )
Sol: x n +1 = x n -
f ′( x n )

7) State the order of convergence and convergence condition for NR method?


Sol: The order of convergence is 2
2
Condition of convergence is f ( x ) f ′′( x ) < f ′( x )

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.

9) Write a sufficient condition for Guass siedel method to converge .(or)


State a sufficient condition for Guass Jacobi method to converge.
Sol: The process of iteration by Guass siedel method will converge if in each equation of
the system the absolute value of the largest coefficient is greater than the sum of the
absolute values of the remaining coefficients.

10) Give two indirect method to solve a system of linear equations?


Sol: (i) Guass Jacobi method (ii) Guass Siedel method

11) State True or False : “Guass siedel iteration converges only if the coefficient matrix is
diagonally dominant”
Sol: True.

12) Compare Guass Siedel and Guass elimination method?


Sol:
Guass Jacobi method Guass siedel method.
1. Convergence method is slow The rate of convergence of Guass
Siedel method is roughly twice
that of Guass Jacobi.

2. Direct method Indirect method

3. Condition for convergence is the Condition for convergence is the


coefficient matrix diagonally coefficient matrix diagonally
dominant dominant

13) Is the iteration method a self correcting method always?


Sol: In general iteration is a self correcting method since the round off error is smaller.

14) State the principle used in Gauss Jordan method?


Sol: Coefficient matrix is transformed into diagonal matrix.
15) For solving a linear system, compare Gauss elimination method and Gauss Jordan
method.
Sol:
Gauss elimination method Gauss Jordan method.
1. Coefficient matrix is Coefficient matrix is transformed
transformed into upper triangular into diagonal matrix
matrix

2. Direct method Direct method

3. We obtain the solution by back No need for substitution method


substitution method

16) The numerical methods of solving linear equations are of two types : one is direct and the
other is ………….
Sol: iterative.

17) Define round off error?


Sol: The round off error is the quantity R which must be added to the finite representation
of a computed number in order to make it the true representation of that number.

18) Explain the term pivoting.


Sol: In the elimination process if any one of the pivot elements a11 , a 22 ,........a nn vanishes
are become very small compared to other elements in that column ,then we attempt to
rearrange the remaining rows so as to obtain a non vanishing pivot or to avoid the
multiplication by a large number.this strategy is called pivoting.
The pivoting is of two types
1) Partial pivoting
2) Complete pivoting.

19) Why Guass siedel method is better than 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.

20) Say true or false.


Newton’s method is useful in cases where the graph of the function when it crosses the x
axis is nearly vertical.
Sol:True

21) In the case of fixed point iteration method ,the convergence is ………..
Sol: Linear.

22) If the eigen values of A are 1,3,4 then the dominant eigen value of A is ……
Sol:4
23) If the eigen values of A are 1,3,-4 then the dominant eigen value of A is ……
Sol:-4
24) If the eigen values of A are 1,3,-3 then the dominant eigen value of A is ……
Sol:No Dominant eigen value.
25) The power method will work satisfactory only if A has a ……..
Sol:Dominant eigen value.

26) Say true or false:


The convergence in the Gauss –Siedel method is thrice as fast as in jacobi’s method.
Sol: False.The rate of convergence of Guass siedel methodb is roughly twicw that of the
Jacobi’s method.

27) Distinguish between direct and iterative method of solving simultaneous equation.
Sol:
Direct method Iterative method.
1. We get exact solution Approximjate solution

2. Simple take less time Time consuming laborious


f ( x1 , x 2 ) − f ( x 0 , x1 ) f ( x 2 , x3 ) − f ( x1 , x 2 ) etc.
f ( x 0 , x1 , x 2 ) = , f ( x1 , x 2 , x3 ) =
x 2 − x0 x3 − x1
8. Show that the divided difference operator ∆ is linear. Sol:
∆[ f ( x ) ± g ( x ) ] =
[ f ( x1 ) ± g ( x1 )] − [ f ( x0 ) ± g ( x 0 ) ] f ( x1 ) − f ( x 0 ) g ( x1 ) − g ( x 0 )
= ± = ∆ ( f ( x ) ) ± ∆ (g ( x) )
x1 − x0 x1 − x0 x1 − x0

9. Evaluate ∆10 (1 − x )(1 − 2 x )(1 − 3x ).............(1 − 10 x ) ,by taking h =1.


Sol: ∆ (1 − x )(1 − 2 x )(1 − 3 x ).......... ...(1 − 10 x ) = (1.2.3.4.5.6.7.8.9.10)(10!) = (10!)
10 2

10. Obtain a divided difference table for the following data:


X: 5 7 11 13 17
Y: 150 392 1452 2366 5202.
Sol:
x y ∆ f(x) ∆2 f ( x) ∆3 f ( x)
5 150
392 − 150 242
= = 121
7 392 7−5 2
245 − 121 124
= = 20.67
1452 − 392 1060 11 − 5 6
= = 245 35.33 − 20.67 14.66
11 1452 11 − 7 4 = = 1.83
457 − 245 212 13 − 5 8
= = 35.33
2366 − 1452 914 13 − 7 6
13 2366 = = 457 42 − 35.33 6.67
13 − 11 2 = = 0.667
709 − 457 252 17 − 7 10
= = 42
17 5202 5202 − 2366 2836 17 − 11 6
= = 709
17 − 13 4

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 − x0 )( x − x1 ).......( x − xn−1 ) f ( x0 , x1 ,.....xn ) .

12. Write the Newton’s forward difference interpolation formula.


Let y = f (x ) be a function which takes the values y 0 , y1 , y 2 , y 3 ,............, y n corresponding to the values
x0 , x1 , x 2 , x3 ,............, x n where the values of x are equally spaced.
Then the Newton’s forward difference interpolation formula is given by
u u(u − 1) 2 u(u − 1)(u − 2) 3
yn = y0 + ∆y 0 + ∆ y0 + ∆ y 0 + ..............................
1! 2! 3!
Where u = x − x0
h
1
13. If f ( x ) = ,find f (a, b) & f ( a, b, c) by using divided differences.
x2
1
Sol: Given, f ( x ) = 2 .
x
1 1

f (b) − f (a ) b 2 a 2 a2 − b2 (b + a)
f (a, b) = = = 2 2 =− 2 2 .
b−a b−a a b (b − a ) a b
c+b b+a
−( )+ 2 2 2 2 2 2
f (b, c) − f ( a, b) c 2b 2 a b = b c (b + a) − a b (b + c)
f (a, b, c) = =
c−a c−a a b c (c − a )
2 2 2

(ab + bc + ca)(c − a) (ab + bc + ca)


= =
a 2b 2 c 2 (c − a ) a 2b 2 c 2
th th
14. What is the nature of n divided differences of a polynomial of n degree?
Sol: Let f (x ) = a polynomial of degree “n”.
∆n f (x) = nth divided difference = constant.
1
15. Find the second divided differences with arguments a,b,c if f ( x ) = .
x
1
Sol:Given, f ( x ) =
x
1 1

f (b) − f ( a) b a − 1
f ( a, b ) = = =
b−a b − a ab
1 1
− +
f (b, c) − f (a, b) bc ab 1
f (a, b, c) = = = .
c−a c−a abc

16. Obtain a divided difference table for the following data:


X: -1 0 2 3
f(x): -8 3 1 12.

x y ∆ f(x) ∆2 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

17. Find the polynomial which takes the following values:


X: 0 1 2
Y: 1 2 1
Sol: The Lagrange’s interpolation formula is
y = f ( x) =
(x − x1 )(x − x2 ) y + (x − x0 )(x − x2 ) y + (x − x0 )(x − x1 ) y .
0 1 2
( x 0 − x1 )( x 0 − x 2 ) ( x1 − x 0 )( x1 − x 2 ) ( x 2 − x0 )(x 2 − x1 )

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

18. Obtain a divided difference table for the following data:


X: 2 3 5
f(x): 0 14 102.
Sol:
x y ∆ f(x) ∆2 f ( x)
2 0
14 − 0
3 14 = 14 44 − 14
3−2 = 10
5 102 102 − 14 5−2
= 44
5−3

19. Write the Newton’s backward difference interpolation formula.


Let y = f (x ) be a function which takes the values y 0 , y1 , y 2 , y 3 ,............, y n corresponding to the values
x0 , x1 , x 2 , x3 ,............, x n where the values of x are equally spaced.
Then the Newton’s backward difference interpolation formula is given by
v v (v + 1) 2 v (v + 1)(v + 2) 3
y n = y 0 + ∇y 0 + ∇ y0 + ∇ y 0 + ..............................
1! 2! 3!
x − x0
Where v = .
h
20. Find the polynomial for the following data by Newton’s backward difference formula.
X: 0 1 2 3
f(x): -3 2 9 18.

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.

34.Forward difference table.


x0 y0
∆y 0
x1 y1 ∆2 y 0
x2 y2 ∆y1 ∆3 y 0
The image part with
relationship ID rId315 was
not found in the file.

∆2 y1 ∆4 y 0
x3 y3 ∆3 y1
∆2 y 2
The image part with
relationship ID rId316 was
not found in the file.

x4 y4

35. Backward difference operator.


The backward difference operator ∇ is defined as
∇y n = y n − y n −1
For n = 0,1,2...
∇ y0 = y0 − y −1
∇ y1 = y1 − y 0
and so on.
∇ y 2 = y 2 − y1
∇ 2 y n = y n − 2 y n −1 + y n −2
∇ 3 y n = ∇ 2 y n − ∇ 2 y n−1 = y n − 3 y n −1 + 3 y n −2 − y n −3
36 Backward difference table.
x
The image The image part with
part with relationship ID rId344

∇2 y ∇3 y ∇4 y
relationship was not found in the
ID rId343 file.
was not
found in the
file.

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

Newton’s backward interpolation formula is


v v(v + 1) 2 v (v + 1)(v + 2) 3 The image part with relationship ID rId394 was not found in the file.

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.

We define a cubic, S(x) as follows:


i)S(x) is a polynomial of degree one for X <X0 and X>Xn
ii)S(x) is at most a cubic polynomial in each interval (xi-1, xi) ,i=1,2,3,…….,n
iii)S(x),S’(x) and S’’(x) are continuous at each point (xi,yi), i=0,1,2,…….n and
iv)S(xi) = yi i =0,1,2,3………n
48. If y(xi)= yi, i = 0,1,2,…….n write down the formula for the cubic spline polynomial y(x) , valid in
Xi-1 ≤X≤Xi
Solution:
Here h =1
Y(x) = 1/6 [(xi - x)3 Mi -1 + (x –xi-1)3 ]+ (xi - x)[yi-1 -1/6 Mi -1] +(x –xi-1) [yi -1/6 Mi]
49.Write the end conditions on Mi(x) in natural cubic splines
Solution: M0(x) = 0 , Mn(x) = 0
50. Write the relation between the second derivatives Mi(x) in cubic splines with equal mesh spacing.
Solution :
Mi-1 + 4 Mi +Mi+1 = 6/h2 [yi-1 – 2yi +yi+1], i = 1,2,3,…..n-1
d3y 1  3 3 
f ′′′( x ) = 3
= 3 ∇ y n + ∇ 4 y n + ..................
dx h  2 
dy
5. 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 

6. 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.
7. 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
intervals be even.
Least accuracy More accuracy
8. State the formula of Trapezoidal rule.
Sol: The Trapezoidal rule is given by
x0 + nh
h
∫x f ( x)dx = 2 {y0 + 2( y1 + y 2 + y3 + .......... yn−1 ) + y n }
0

9. State the formula of Simpson’s one-third rule.


Sol: Simpson’s one-third rule is given by
x0 + nh
h
∫ f ( x)dx = 3 {y
x0
0 + 4( y1 + y 3 + ..........) + 2( y 2 + y 4 + ........) + y n }. Provided when “n” is

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 + .........) .

20. A curve passes through (0,1),(0.25,0.9412),(0.5,0.8),(0.75,0.64),(1,0.5).


1

Find ∫ f ( x)dx by trapezoidal rule.


0
Sol:
X: 0 0.25 0.5 0.75 1
F(x) 1 0.9412 0.8 0.64 0.5
( y0 ) ( y1 ) ( y2 ) ( y3 ) ( y4 )

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

Sol: Here h = 1 and only 6 ordinates are given


We use trapezoidal rule
2
h
Area = ∫ ydx = [( y 0 + y 4 ) + 2 y 2 + 4( y1 + y 2 )] = 53.8733
0
2
26. 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.
27. Why is trapezoidal rule so called?
Sol: The trapezoidal rule is so called,because it approximates the integral by the sum of n
trapezoids.
28. How the accuracy can be increased in trapezoidal rule of evaluating a given definite
integral?
Sol: If the number of points of the base segment b-a, (the range of integration) is increased,a
better approximation to the area given by the definite integral will be obtained.
1
1
29. Evaluate ∫ dx by trapezoidal rule, dividing the range into 4 equal parts.
1 x
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

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 }

33. State the formula of Simpson’s one-third rule.


Sol: Simpson’s one-third rule is given by
x0 + nh
h
∫ f ( x)dx = 3 {y
x0
0 + 4( y1 + y 3 + ..........) + 2( y 2 + y 4 + ........) + y n }. Provided when “n” is even.

.
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 + .........) .

37. A curve passes through (0,1),(0.25,0.9412),(0.5,0.8),(0.75,0.64),(1,0.5).


1
Find ∫ f ( x)dx by trapezoidal rule.
0
Sol:
X: 0 0.25 0.5 0.75 1
F(x) 1 0.9412 0.8 0.64 0.5
( y 0 ) ( y1 ) ( y 2 ) ( y3 ) ( y 4 )

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

Sol: Here h = 1 and only 6 ordinates are given


We use trapezoidal rule
2
h
Area = ∫ ydx = 2 [( y
0
0 + y 4 ) + 2 y 2 + 4( y1 + y 2 )] = 53.8733

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.

9. Taylor series method will be very useful to give some…………for powerful


numerical methods such as Runge-kutta method,Milne’s method etc.
Solution: Initial starting values.

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.
The image
part with
relationship
ID rId675
was not
found in the
file.

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.

15. Say true or false.


Modified Euler’s method is the Runge-Kutta method of second order.
Solution: the statement is true.

16. Is Euler’s method formula, a particular case of second order Runge-Kutta


method?
Solution:
Yes, Euler’s modified formula is a particular case of second order Runge-Kutta
method.
17. State which is better. Taylor’s method or R-K method? why?
(or) What are the advantages of R.K method over Taylor’s method.
(or) State the special advantage of R.K method over Taylor method.
(or) Why is Runge-Kutta method preferred to Taylor series method.
(or) Compare Taylor’s series and 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 are using in applications 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.

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.

20. Pick out the correct answer:


The error term in Milne’s Predictor formula is
14h 4 ′ 14h 4 19h 4 h 4 ′
(a) ∆ y 0 (b) ∆ y 0 (c) − ∆ y 0 (d) ∆ y0
45 45 720 90
14h 4 ′
Solution: The error term is ∆ y0 .Correct answer is (a).
45

21. What is the error term in Milne’s corrector formula?


h ′
Solution:The error term is − ∆4 y 0
90
22. Say ‘True or False’.
Milne’s method is a self starting method.
Solution:The statement is false.

23. Say True or False.


Predictor-Corrector methods are single –step methods.
Solution:The statement is false.

24. Predictor corrector methods are………starting methods.


Solution: Not self starting methods.
25. How many prior values are required to predict the next value in Adam’s method?
Solution:Four prior values.

26. Say True or False.


Adams Bash forth method is a self starting method.
Solution:The statement is false.

27. What will you do,if there is a considerable difference between predicted value and
corrected value,in predictor corrector methods?
Solution:
If there is a considerable difference between predicted value and corrected
value,we take the corrected value as the predicted value and find out the new corrected
value.This process is repeated till there is no great difference between two consecutive
corrected values.

28.Compare Runge-Kutta methods and predictor – corrector methods for solution of


initial value problem.
Solution:Runge-Kutta methods
1.Runge-methods are self starting,since they do not use information from previously
calculated points.
2.As mesne are self starting,an easy change in the step size can be made at any stage.
3.Since these methods require several evaluations of the function f ( x, y ), they are time
consuming.
4.In these methods,it is not possible to get any information about truncation error.

Predictor Corrector methods:


1.These methods require information about prior points and so they are not self starting.
2.In these methods it is not possible to get easily a good estimate of the truncation error.

29. Say True or False.


Predictor-Collector methods are single –step methods.
Solution:The statement is false
30.What is a Predictor-collector method of solving a differential equation?
Solution:
Predictor-collector methods are methods which require the values of y at
x n , x n−1 , x n − 2 ,.... for computing the value of y at x n +1 . We first use a formula to find the
value of y at x n +1 . and this is known as a predictor formula.The value of y so got is
improved or corrected by another formula known as corrector formula.
31. Write Milne’s Predictor formula.
Solution:
Milne’s Predictor formula is
4h  ′
2 y1 − y 2 + 2 y 3 
′ ′
y 4, p = y 0 +
3  

Where y 4 = f ( x1 , y1 )
32. Write Milne’s corrector formula.
Solution:
Milne’s corrector formula is
h
y 4 ,c = y 2 +  y 2 + 4 y 3 + y 4 
′ ′ ′
3 

Where y 4 = f ( x 4 , y 4, p )
33. Write down Adams-bashforth Predictor formula.
Solution:
Adams-bashforth Predictor formula is
h 
55 y 3 − 59 y 2 + 37 y1 − 9 y 0 
′ ′ ′ ′
y 4, p = y3 +

24  
34. Write down Adams-bashforth Corrector formula.
Solution:
Adams-bashforth Corrector formula is
h  ′
9 y 4 + 19 y 3 − 5 y 2 + y1 
′ ′ ′
y 4 ,c = y 3 +
24  

Where y 4 = f ( x 4 , y 4, p )
dy
35. Using Euler’s method find y (0.2) from = x + y, y (0) = 1 with h =0.2.
dx
Solution:
By Euler’s method
y1 = y 0 + hf ( x0 , y 0 )
= 1 + (0.2) f (0,1)
= 1 + (0.2)(0 + 1)
= 1+ (0.2)
=1.2
y1 = y (0.2) = 1.2
7. Define a difference quotient.
Solution:
A difference quotient is the quotient obtained by dividing the difference between
two values of a function by the difference between two corresponding values of the
independent variable.

8. State Liebmann’s iteration process formulae.


Solution:
1
n +1
u i , j = u i −1, j
4
[( n +1) (n) ( n)
+ u i +1, j + u i , j −1 + u i , j +1
( n +1)
]
9. Write the diagonal five-point formula to solve the Laplace equation U xx + U yy = 0
Solution:
1
[ ]
u i , j = u i −1, j −1 + u i −1, j +1 + u i +1, j −1 + u i +1, j +1
4
10. Write the difference scheme for solving the Laplace equation.
Solution:
The five point difference for ∇ 2φ = 0 is
1
[ ]
u i , j = u i −1, j + u i +1, j + u i , j −1 + u i , j +1
4

11. Write down the finite difference form of the equation. ∇ 2 u = f ( x, y )


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)

12. Write the difference scheme for ∇ 2 u = f ( x, y ).


Solution:
Consider a square mesh with interval of differencing as h.
Taking x = ih, y = jh the difference equation reduces to
u i −1, j − 2u i , j + u i +1, j u i , j −1 − 2u i , j + u i , j +1
+ = f (ih, ih)
h2 h2
(i.e)u i −1, j + u i =1, j + u i , j +1 − 4u i , j = h 2 f (ih, jh)

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)

14. State the general form of Poisson’s equation in partial derivatives.


Solution:
∂ 2u ∂ 2u
+ = f ( x, y ).
∂x 2 ∂y 2
15. Write a note on the stability and convergence of the solution of the difference
equation corresponding to the hyperbolic equation u tt = a 2 u xx .
Solution:
1
For λ =, the solution of the difference equation is stable and coincides with the
a
1
solution of the differential equation. For λ > ,the solution is unstable.
a
1
For λ < ,the solution is stable but not convergent.
a
16. State the explicit scheme formula for the solution of the wave equation.
Solution:
The formula to solve numerically the wave equation a 2 u xx − u tt = 0 is
u i , j = 2(1 − λ2 a 2 )u i , j + λ2 a 2 (u i +1, j + u i −1, j ) − u i , j −1

The schematic representation is shown below.


The solution value at any point (i,j+1) on the ( j + 1) th level is expressed in terms of solution
values on the previous j and (j-1) levels (and not interms of values on the same level).Hence this
is an explicit difference formula.
17. Write down the general and simplest forms of the difference equation corresponding to
the hyperbolic equation u tt = a 2 u xx .
Solution:
the general form of the difference equation to solve the equation
utt = a 2u xx . is
u i , j +1 = 2(1 − λ2 a 2 )u i , j + λ2 a 2 (u i +1, j + u i −1, j ) − u i , j −1 ........(1)
If λ2 a 2 = 1, coefficient of u i , j in (1) is =0
The recurrence equation (1) takes the simplified form
u i , j +1 = u i +1, j + u i −1, j − u i , j −1

18. State the conditions for the equation.


Au xx + Bu xy + Cu yy + Du x + Eu y + Fu = G where A,B,C,D,E,F,G are function of x and y to
be (i)elliptic,(ii)parabolic(iii)hyperbolic.
Solution:
The given equation is said to be
(i)elliptic at a point ( x, y ) in the plane if B 2 − 4 AC < 0
(ii)Parabolic if B 2 − 4 AC = 0
(iii)hyperbolicif B 2 − 4 AC > 0

19. State the condition for the equation Au xx + 2 Bu xy + Cu yy = f (u x , u y , x, y ) to be


(i) elliptic,(ii)parabolic(iii)hyperbolic when A,B,C are functions of x and y
Solution:
The equation is elliptic if (2 B 2 ) − 4 AC < 0
(i.e) B 2 − AC < 0. It is parabolic if B 2 − AC = 0 and hyperbolic if B 2 − 4 AC > 0
20. Fill up the blank.
The equation yu xx + u yy = 0 is hyperbolic in the region……
Solution:
Here A=y,B=0,C=1
2
B − 4 AC = 0 − 4 y = −4 y
The equation is hyperbolic in the region (x,y) where B 2 − 4 AC > 0
i.e., − 4 y > 0 or y < 0
It is hyperbolic in the region y < 0

21. What is the classification of f x − f yy = 0 ?


Solution:
Here A=0,B=0,C=-1
B 2 − 4 AC = 0 − 4 × 0 × −1 = 0
So the equation is parabolic.

22. Give an example of a parabolic equation.


Solution:
∂u ∂ 2u
The one dimensional heat equation = α 2 2 is parabolic.
∂t ∂x

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.

28. Write down the Crank-Nicholson formula to solve u t = u xx


Solution:
1 1
λu i +1, j +1 + λu i −1, j +1 − (λ + 1)u i , j +1
2 2
1 1
= λu i +1, j − λu i −1, j − (λ − 1)u i , j
2 2
λ (λu i +1, j +1 + u i −1, j +1 ) − 2(λ + 1)u i , j +1
(Or)

= 2(λ − 1)u i , j − λ (u i +1, j + u i −1, j )


29. Write down the implicit formula to solve one dimensional heat flow equation.
1
u xx = 2 u t
c
Solution:
Same as before question.

30. Why is Crank Nicholson’s scheme called an implicit scheme?


Solution:
The Schematic representation of crank Nicholson method is shown below.
The solution value at any point (i,j+1) on the ( j + 1)th level is dependent on the solution values at
the neighboring points on the same level and on three values on the j th level. Hence it is an
implicit method.
31. Fill up the blanks.
kα 2
In the parabolic equation. u t = α 2 u xx if λ = 2
h
Where k = ∆t and h = ∆x, then
(a) explicit method is stable only if λ = .......
(b) implicit method is convergent when λ = ......
Solution:
1
(a)Explicit method is stable only if λ <
2
1
(b)Implicit method is convergent when λ =
2
32. What type of equations can be solved by using Crank-Nicholson’s difference formula?
Solution:
Crank-Nicholson’s difference formula is used to solve parabolic equations of the form.
u xx = aut
33. Write the crank Nicholson difference scheme to solve u xx = aut with
u (0, t ) = T0 , u (l , t ) = T1 and the initial condition as u ( x,0) = f ( x )
Solution:
The scheme is

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

34. For what purpose Bender-Schmidt recurrence relation is used?


Solution:
To solve one dimensional heat equation.
35. What are the methods to solve second order boundary-value problems?
Solution:
(i)Finite difference method
(ii)Shooting method.

You might also like