III SEM ME-CH 31 Unit - I

Engineering Mathematics - III [ME/CH 31]
The main objectives of the course are :

1 The students will learn to solve algebraic, transcendental and ordinary
differential equations by using numerical methods.
2 The students will learn to fit least squares curves and find correlation, regression
for a statistical data.
3 The students will learn the concepts of consistency and solve linear system of
equations and system of ordinary differential equations by using matrix method.
4 The students will understand the concepts of calculus of functions of complex
variables.
5 The students will learn to representing a periodic function in terms of sine and
cosine functions.
Syllabus of the course :
Unit - I :
Numerical solution of Algebraic and Transcendental equations:
Method of false position, Newton - Raphson method.
Numerical solution of Ordinary differential equations: Taylor’s series
method, Euler’s and modified Euler’s method, fourth order Runge - Kutta method.
Dr. Vijaya Kumar, MSRIT, Bengaluru Engineering Mathematics - III (ME/CH 31) August 11, 2021 1 / 132
Statistics: Curve fitting by the method of least squares, fitting linear, quadratic and
geometric curves. Correlation and Regression. Applications to Engineering problems.
Unit - II :
Linear Algebra: Elementary transformations on a matrix, Echelon form of a
matrix, rank of a matrix, Consistency of system of linear equations, Gauss
elimination and Gauss - Seidel method to solve system of linear equations,
Eigenvalues and Eigenvectors of a matrix, Rayleigh power method to determine the
dominant Eigenvalue and corresponding Eigenvector of a matrix, Denationalization
of a square matrix, Solution of system of ODEs using matrix method. Applications
to Engineering problems.
Unit - III :
Complex Variables - I:
Functions of complex variables, Analytic function, Cauchy-Riemann equations in
Cartesian and polar coordinates, Consequences of Cauchy-Riemann equations,
Construction of analytic functions.
Transformations: Conformal transformation, Discussion of the transformations -
2
w = z 2 , w = ez and w = z + az , (z 6= 0), Bilinear transformation.
Unit - IV :
Complex Variables - II :
Complex integration, Cauchy theorem, Cauchy integral formula, Taylor and Laurent
series (statements only), Singularities, Poles and residues, CauchyAugust
Dr. Vijaya Kumar, MSRIT, Bengaluru Engineering Mathematics - III (ME/CH 31)
residue theorem2 / 132
11, 2021
Unit - V:
Fourier series:
Convergence and divergence of infinite series of positive terms, Periodic function,
Dirichlet’s conditions, Fourier series of periodic functions of period 2π and arbitrary
period. Half range Fourier series. Applications to Engineering problems: Fourier
series for periodic square wave, Half wave rectifier, Full wave rectifier, Saw-tooth
wave with graphical representation, Practical harmonic analysis.
At the end of the course, students will be able to:
1 Apply numerical techniques to solve Engineering problems and fit a least squares
curve to the given data.
2 Test the system of linear equations for consistency and solve system of ODE?s
using matrix method.
3 Examine and construct the analytic functions.
4 Classify singularities of complex functions and evaluate complex integrals.
5 Construct the Fourier series expansion of a function/tabulated data.
Evaluation process of both CIE and SEE in the semester

CIE - Continued Internal Evaluation
SEE - Semester End Examination
Evaluation of the CIE:
1 Conducting Two internal tests T1 and T2 each carries 30 marks and taking the
average of the two tests T1 and T2 . It is for 30 marks.
2 Assignment test for 10 marks.
3 Quiz test for 10 marks.
4 Total CIE marks is 50.
Evaluation of the SEE:
1 SEE conducting for 100 marks and scaling it to 50 marks.
2 There will be five units in the course. Answer any FIVE questions by choosing
ONE question from each units.
Note: Equal weight age for both CIE and SEE.
Unit - I : Numerical Analysis and Statistics
Introduction:- In the present chapter, we discuss an elementary treatment of some

basic topics in the subject of numerical analysis. This subject is very much essential
subject of study for every student of science and engineering. In this chapter we
consider the topics of numerical solution of algebraic and transcendental equations
using various numerical methods, Numerical solution of first order and first degree
Ordinary differential equations by applying different numerical methods and
statistics.
Numerical solution of Algebraic and Transcendental equations:-
Consider a given an equation of the form f (x) = 0, it is not possible to find the roots
x such that f (x) is completely becomes zero. Sometimes it is difficult to find an
exact roots of the given equations by applying analytical or theoretical methods, we
can make use the various numerical methods to finding an approximate roots of the
given equations. In the present topic we can study the various numerical methods to
finding an approximate roots of the given equation.
Equation: A polynomial function f (x) in x is said to be an equation if it equating
to zero, i. e. f (x) = 0.
Algebraic Equations: An equations which involving the algebraic terms like
x, x2 , x3 , ... is called an algebraic equations.
Examples:
(i) x3 − 4x − 9 = 0, (ii) x4 + x3 − 80 = 0.
Continued Unit - I on Numerical Solution of Algebraic and
Transcendental equations ...
Transcendental Equations: An equations which involving the non algebraic terms
like log x, ex , sin(x), cos(x), tan(x), .... is called a transcendental equations.
Examples:
(i) x log(x) − 12.56 = 0, (ii) xe−x + 3x − 8 = 0, (iii) xsin(x) = 3.
Solutions: Consider an equation f (x) = 0, then x is said to be a solutions of an
equation f (x) = 0 if it satisfies at all the values of x. The solutions of an equation is
also called a roots of an equation (OR) a zeros of an equation.
Intermediate Value Property:-
Statement: let f (x) = 0, is a real valued continuous function of the real variable x,
then we have the following fundamental property. If there exists two real values a
and b (i.e. a < b) such that f (x) has opposite signs, f (a) < 0, f (b) > 0 (OR)
f (a) > 0, f (b) < 0 then there exists at least one real root in the interval (a, b).
Geometrical Meaning of the intermediate value property:
Geometrically the property states that the graph of the curve y = f (x) intersects the
x- axis at least at one point x0 that lies between a and b which is a real root of the
equation y = 0 or f (x) = 0.
Consider a curve y = f (x) in the xy−plane which intersect the x−axis at x = x0
between the interval (a, b). let A = [a, f (a)] and B = [b, f (b)] are any two points on
the curve y = f (f ). Let us assume that f (a) < 0 and f (b) > 0 and it is shown in the
following figure.
Intermediate Value Property figure
Figure 1: The graph of the intermediate value property
Continued Unit - I on examples on intermediate value property ...
Examples on intermediate value property:

(i) x3 − 4x − 9 = 0,
Solution: Let f (x) = x3 − 4x − 9, substitute x = 0, 1, 2, 3, we get,
f (0) = (0)3 − 4(0) − 9 = −9, → f (0) = −9 < 0
f (1) = (1)3 − 4(1) − 9 = −12, → f (1) = −12 < 0
f (2) = (2)3 − 4(2) − 9 = −9, → f (2) = −9 < 0
f (3) = (3)3 − 4(3) − 9 = 6, → f (3) = 6 > 0
Therefore, f (2) = −9 < 0 and f (3) = 6 > 0, then the real root lies in the interval
(2, 3) and the root is nearer to 3.
(ii) x3 − 2x − 5 = 0,
Solution: Let f (x) = x3 − 2x − 5, substitute x = 0, 1, 2, 3, we get,
f (0) = (0)3 − 2(0) − 5 = −5, → f (0) = −5 < 0
f (1) = (1)3 − 2(1) − 5 = −6, → f (1) = −6 < 0
f (2) = (2)3 − 2(2) − 5 = −1, → f (2) = −1 < 0
f (3) = (3)3 − 2(3) − 9 = 16, → f (3) = 16 > 0
Continued Unit - I on examples on intermediate value property ...
(iii) x log10 (x) − 102 = 0,

Solution: Let f (x) = x log10 (x) − 102, substitute x = 1, 2, 3, we get,
f (1) = (1) log10 (1) − 102 = −102, → f (1) = −102 < 0
f (2) = (2) log10 (2) − 102 = −101, → f (2) = −101 < 0
f (3) = (3) log10 (3) − 102 = −100.57, → f (3) = −100.57 < 0
We can observe the functional values are slowly decreasing that’s why we have to
take larger values of x like 55, 56, ..
f (55) = (55) log10 (55) − 102 = −6.28, → f (55) = −6.28 < 0
f (56) = (56) log10 (56) − 102 = −4.1, → f (56) = −4.1 < 0
f (57) = (57) log10 (57) − 102 = −1.91, → f (57) = −1.91 < 0
f (58) = (58) log10 (58) − 102 = 0.28, → f (58) = 0.28 > 0
Therefore, f (57) = −1.91 < 0 and f (58) = 0.28 > 0, then the real root lies in the
interval (57, 58) and the root is nearer to 58.
We have to study the following three numerical methods to find an approximate real
root of the given equations
(i) Bisection Method. (which is not in your syllabus)
(ii) Regula - falsi Method (or) Falsi - Position Method.
(iii) Newton - Raphson Method.
Continued Unit - I on REGULA - FALSI METHOD ...
Figure 2: The graph of the Regula - Falsi Method
Continued Unit - I on REGULA - FALSI METHOD ...
I : REGULA - FALSI METHOD:-This is a numerical method to obtaining an
approximate real root of the given equation. Let us consider the given equation is of
the form f (x) = 0 has at least one real root in the interval (a, b) and let f (a) < 0,
f (b) > 0. The graph of the curve y = f (x) in the interval (a, b) intersects the x - axis
at least one point P as shown in the above figure. Solving the equation f (x) = 0 is
same as, finding x such that y = 0, because y = f (x) that is to obtain the point
where the graph of y = f (x) intersects the x - axis which is nothing but obtaining the
distance OP .
Let A = [a, f (a)] and B = [b, f (b)] be any two points on the curve y = f (x). We
know that the equation of the straight line joining two points A = (x1 , y1 ) and
B = (x2 , y2 ) is
y − y1 y2 − y1
=
x − x1 x2 − x1
Therefore, the equation of the chord AB as in the above figure is
y − f (a) f (b) − f (a)
= (1)
x−a b−a
0
We have, at the point P where chord AB intersect the x - axis we must have y = 0,
then the equation (1) becomes by substituting y = 0
Continued Unit - I on Regula - Falsi method ...
0 − f (a) f (b) − f (a)

=
x−a b−a
−f (a)(b − a) = (x − a)[f (b) − f (a)]
−bf (a) + af (a) = x[f (b) − f (a)] − af (b) + af (a)
x[f (b) − f (a)] = af (b) − bf (a)
Therefore, to obtain a real root x of the given equation f (x) = 0, using Regula - Falsi
method is given by
af (b) − bf (a)
x=
f (b) − f (a)
Working procedure to find a real root of the given equations using Regula
- Falsi method
Step - 01: If the interval of the given equation is not given find the interval (a, b)
using intermediate value property.
Step - 02: Suppose the functional values f (a) < 0 and f (b) > 0, then find the first
approximation x1 (or first iteration) using the Regula - Falsi method formula
af (b) − bf (a)
x1 =
f (b) − f (a)
Step - 03: If f (x1 ) > 0, then the real root lies interval (a, x1 ) and the second
approximation is given by replacing b by x1 in the above formula
af (x1 ) − x1 f (a)
x2 =
f (x1 ) − f (a)
(OR)
Step - 04: If f (x1 ) < 0, then the real root lies interval (x1 , b) and the second
approximation is given by replacing a by x1 in the above formula
x1 f (b) − bf (x1 )
x2 =
f (b) − f (x1 )
Step - 05: Continue this process until the root is converging to zero and find the
approximate real root of the given equation by continuing two consecutive iterations,
x2 u x3 .
Note:
1 If the given equation f (x) = 0, containing trigonometric functions then your
calculator mode must be in radian mode.
2 If the given equation f (x) = 0, containing logarithmic function with base e then
in calculator use ln button.
3 If the given equation f (x) = 0, containing logarithmic function with base 10
then in calculator use log button.
4 If the length (h = b − a) of the interval (a, b) is very small then an approximate
real root will get in two or three iterations.
Continued Unit - I Problems on Regula - Falsi method ...
Problems:
Problem - 01: Find a real root of the equation x3 − 2x − 5 = 0, using Regula - Falsi
method. Carry out three iterations.
Solution: Let f (x) = x3 − 2x − 5, by intermediate value property
f (0) = (0)3 − 2(0) − 5 = −5, → f (0) = −5 < 0
f (1) = (1)3 − 2(1) − 5 = −6, → f (1) = −6 < 0
f (2) = (2)3 − 2(2) − 5 = −1, → f (2) = −1 < 0
f (3) = (3)3 − 2(3) − 9 = 16, → f (3) = 16 > 0
We have, by using the Regula - Falsi method formula
af (b) − bf (a)
x=
f (b) − f (a)
I iteration:
Here, a = 2, f (a) = f (2) = −1 and b = 3, f (b) = f (3) = 16, substituting in the above
formula, we get x1
(2)(16) − (3)(−1) 35
x1 = = = 2.0588
16 − (−1) 17
f (2.0588) = (2.0588)3 − (2X2.0588) − 5 = −0.39105 < 0
Therefore, f (x1 ) = f (2.0588) = −0.39105 < 0 and f (3) = 16 > 0, the real root is lies
in (2.0588, 3)
II iteration:
Here, a = 2.0588, f (a) = f (2.0588) = −0.39075 and b = 3, f (b) = f (3) = 16,
substituting in the above formula, we get x2
(2.0588)(16) − (3)(−0.39075) 34.11305
x2 = = = 2.08123
16 − (−0.39075) 16.39075
Therefore, f (x2 ) = f (2.08123) = −0.14757 < 0 and f (3) = 16 > 0, the real root is
lies in (2.08123, 3)
III iteration:
(2.08123)(16) − (3)(−0.14757)
x3 = = 2.08962
16 − (−0.14757)
Therefore, f (x3 ) = f (2.08962) = −0.05488 < 0 and f (3) = 16 > 0, the real root is
lies in (2.08962, 3)
IV iteration:
(2.08962)(16) − (3)(−0.05488)
x4 = = 2.0927
16 − (−0.05488)
Hence, the real root of the given equation is 2.0927
Problem - 02: Compute the real root of the equation x log10 x − 1.2 = 0, using
Regula - Falsi method. Carry out three iterations.
Solution: Let f (x) = x log10 x − 1.2, by intermediate value property
f (1) = (1) log 1 − 1.2 = −1.2, → f (1) = −1.2 < 0

f (2) = (2) log 2 − 1.2 = −0.59794, → f (2) = −0.59794 < 0
f (3) = (3) log 3 − 1.2 = 0.23136, → f (3) = 0.23136 > 0
af (b) − bf (a)
x=
f (b) − f (a)
I iteration:
Here, a = 2, f (a) = f (2) = −0.59794 and b = 3, f (b) = f (3) = 0.23136, substituting
in the above formula, we get x1
(2)(0.23136) − (3)(−0.59794) 2.25654
x1 = = = 2.72101
0.23136 − (−0.59794) 0.8293
f (2.72101) = (2.72101) log 2.72101 − 1.2 = −0.01709 < 0
Therefore, f (x1 ) = f (2.72101) = −0.01709 < 0 and f (3) = 0.23136 > 0, the real root
is lies in (2.72101, 3)
II iteration:
Here, a = 2.72101, f (a) = f (2.72101) = −0.01709 and b = 3, f (b) = f (3) = 0.23136,
(2.72101)(0.23136) − (3)(−0.01709) 0.680802
x2 = = = 2.74019
0.23136 − (−0.01709) 0.24845
Therefore, f (x2 ) = f (2.74019) = −0.0003977 < 0 and f (3) = 0.23136 > 0, the real
root is lies in (2.74019, 3)
III iteration:
Here, a = 2.74019, f (a) = f (2.74019) = −0.0003977 and b = 3,
f (b) = f (3) = 0.23136, substituting in the above formula, we get x3
(2.74019)(0.23136) − (3)(−0.0003977) 0.63516
x3 = = = 2.7407
0.23136 − (−0.0003977) 0.23175
Problem - 03: Obtain the fourth root of 12, using Regula - Falsi method. Carry
out three iterations.
1
Solution: Let x be the fourth root of 12 → x = (12) 4 , x4 = 12,
4 4
x − 12 = 0 and let f (x) = x − 12 by intermediate value property
f (0) = (0)4 − 12 = −12, → f (0) = −12 < 0
f (1) = (1)4 − 12 = −11, → f (1) = −11 < 0
f (2) = (2)4 − 12 = 4, → f (2) = 4 > 0
Therefore, f (1) = −11 < 0 and f (2) = 4 > 0, then the fourth root lies in the interval
af (b) − bf (a)
x=
f (b) − f (a)
I iteration:
Here, a = 1, f (a) = f (1) = −11 and b = 2, f (b) = f (2) = 4, substituting in the above
formula, we get x1
(1)(4) − (2)(−11) 26
x1 = = = 1.7333
4 − (−11) 15
f (1.7333) = (1.7333)4 − 12 = −2.9733 < 0
Therefore, f (x1 ) = f (1.7333) = −2.9733 < 0 and f (2) = 4 > 0, the fourth root is lies
in (1.7333, 2)
II iteration:
(1.7333)(4) − (2)(−2.973) 12.8792
x2 = = = 1.847009
4 − (−2.973) 6.973
Therefore, f (x2 ) = f (1.847009) = −0.53546 < 0 and f (2) = 4 > 0, the fourth root is
lies in (1.84009, 2)
III iteration:
(1.84009)(4) − (2)(−0.53546) 8.43128
x3 = = = 1.8589
4 − (−0.53546) 4.53546
Hence, the fourth root of 12 is 1.8589
Problem - 04: Obtain the real root of the equation cos(x) − 3x + 1 = 0, using
Solution:Let f (x) = cos(x) − 3x + 1, by intermediate value property
f (0) = cos(0) − 3(0) + 1 = 2, → f (0) = 2 > 0
f (1) = cos(1) − 3(1) + 1 = −1.4596, → f (1) = −1.4596 < 0
Therefore, f (0) = 2 > 0 and f (1) = −1.4596 > 0, then the real root lies in the
af (b) − bf (a)
x=
f (b) − f (a)
I iteration:
Here, a = 0, f (a) = f (0) = 2 and b = 1, f (b) = f (1) = −1.4596, substituting in the
above formula, we get x1
(0)(−1.4596) − (1)(2) −2
x1 = = = 0.578101
−1.4596 − (2) −3.4596
f (0.578101) = cos(0.578101) − (3X0.578101) + 1 = 0.10319 > 0
Therefore, f (x1 ) = f (0.578101) = 0.10319 > 0 and f (1) = −1.4596 < 0, the real root
is lies in (0.578101, 1)
II iteration:
Here, a = 0.578101, f (a) = f (0.578101) = 0.10319 and b = 1, f (b) = f (1) = −1.4596,
(0.578101)(−1.4596) − (1)(0.10319) −0.94698
x2 = = = 0.60595
−1.4596 − (0.10319) −1.56279
Therefore, f (x2 ) = f (0.60595) = 0.0004111 > 0 and f (1) = −1.4596 > 0, the real
root is lies in (0.60595, 1)
III iteration:
Here, a = 0.60595, f (a) = f (0.60595) = 0.0004111 and b = 1, f (b) = f (1) = −1.4596,
(0.60595)(−1.4596) − (1)(0.0004111) −0.88485

x3 = = = 0.60605
−1.4596 − (0.0004111) −1.4600111
Problem - 05: Obtain a negative root of the equation xex − sin(x) = 0, using
Solution:Let f (x) = xex − sin(x)
by intermediate value property
f (−1) = (−1)e−1 − sin(−1) = 0.47359, → f (−1) = 0.47359 > 0
f (−2) = (−2)e−2 − sin(−2) = 0.63862, → f (−2) = 0.63862 > 0
f (−3) = (−3)e−3 − sin(−3) = −0.008241, → f (−3) = −0.008241 < 0
Therefore, f (−2) = 0.63862 > 0 and f (−3) = −0.008241 > 0, then the real root lies
in the interval (−3, −2) and the real root is nearer to −3.
af (b) − bf (a)
x=
f (b) − f (a)
I iteration:
Here, a = −3, f (a) = f (−3) = −0.008241 and b = −2, f (b) = f (−2) = 0.63862,
(−3)(0.63862) − (−2)(−0.008241) −1.932342

x1 = = = −2.9872
0.63862 − (−0.008241) 0.646861
−2.9872
f (−2.9872) = (−2.9872)e − sin(−2.9872) = 0.00314 > 0
Therefore, f (x1 ) = f (−2.9872) = 0.00314 > 0 and f (−3) = −0.008241 < 0, the real
root is lies in (−3, −29872)
II iteration:
Here, a = −3, f (a) = f (−3) = −0.008241 and b = −2.9872,
f (b) = f (−2.9872) = 0.00314, substituting in the above formula, we get x2
(−3)(−0.00314) − (−2.9872)(−0.008241) −0.01519
x2 = = = −2.9778
−0.00314 − (−0.008241) 0.005101
Therefore, f (x2 ) = f (−2.9778) = 0.01147 > 0 and f (−3) = −0.008241 < 0, the real
root is lies in (−3, −2.9778)
III iteration:
Here, a = −3, f (a) = f (−3) = −0.008241 and b = −2.9778,
f (b) = f (−2.9778) = 0.01147, substituting in the above formula, we get x3
(−3)(0.01147) − (−2.9778)(−0.008241) −0.05895
x3 = = = −2.99071
0.01147 − (−0.008241) 0.019711
Hence, a negative root of the given equation is −2.99071
Problems: Obtain the real root of the following equations using Regula - Falsi
method. Carry out three iterations in each problems.
(i) 2x − log10 x = 7, (ii) x3 − 4x − 9 = 0,
(iii) xex − cos(x) = 0, (iv) x loge x = 12,
1
(v) Find an approximate value of (22) 3 .
(vi) Show that the real root of the equation x3 − 3x − 5 lies in the interval (−3, −2)
and (2, 3) and hence find the real root in the specified intervals by using Regula -
Falsi method. Carry out three iterations in each intervals.
Continued Unit - I on NEWTON - RAPHSON METHOD
II : NEWTON - RAPHSON METHOD:-
Let us consider a given equation is of the form f (x) = 0 and x0 be an approximate
real root (an initial approximation) of the equation. if x1 = x0 + h be an exact real
root of the equation, where h be the length of the interval and it is very small
quantity. We need to determine h such that
f (x1 ) = 0
→
f (x0 + h) = 0
Now, expanding f (x0 + h) using Taylor’s series expansions
h2 00 h3 000
f (x0 ) + hf 0 (x0 ) + f (x0 ) + f (x0 ) + .... = 0
2! 3!
since h is very small quantity and h2 , h3 , .. are still smaller compare to h and can be
neglecting we get
f (x0 ) + hf 0 (x0 ) = 0
f (x0 )
h=− 0
f (x0 )
Substituting the value of h in x1 which is the first approximation for the real root of
the given equation f (x) = 0,
Continued Unit - I on Newton - Raphson Method ...
f (x0 ) 0
x1 = x0 − , f (x0 ) 6= 0
f 0 (x0 )
Now, replacing x0 by x1 , we get the second approximation x2
f (x1 ) 0
x2 = x1 − , f (x1 ) 6= 0
f 0 (x1 )
Again, replacing x1 by x2 , we get the third approximation x3
f (x2 ) 0
x3 = x2 − , f (x2 ) 6= 0
f 0 (x2 )
continue like this we can obtain the general Newton - Raphson iterative formula for
finding an approximate real root of the given equation.
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
Geometrical Interpretation of Newton - Raphson Method:
Figure 3: The graph of the Newton - Raphson Geometrical Interpretation
Geometrical Interpretation of Newton - Raphson Method:

Let x = α be the real root and x = x0 be a point near to the root x = α of the given
equation f (x) = 0. We know that the equation of the tangent with slope m to the
curve at a point [x1 , y1 ] is given by
y − y1 = m(x − x1 )
Then the equation of the tangent with slope m = f 0 (x0 ) to the curve at a point
A0 = [x0 , f (x0 )] is
y − f (x0 ) = f 0 (x0 )(x − x0 )
but, the tangent is intersects the x - axis at x = x1 and y = 0, therefore the above
equation becomes
0 − f (x0 ) = f 0 (x0 )(x1 − x0 )
f (x0 )
x1 = x0 −
f 0 (x0 )
Hence, this is the first approximation to the root x = α. If A1 , is the point

corresponding to the point x = x1 on the curve, then the tangent at a point A1 will
be second approximation to the root x = α and it is given by
f (x1 )
x2 = x1 −
f 0 (x1 )
Continue this process, we approach the root x = α. Therefore, the method consists
in replacing the part of the curve between the point A0 and the x - axis by means of
the tangent to the curve at A0 .
Working procedure to find a real root of the given equations using

Newton - Raphson method
Step - 01: If the interval of the given equation is not given find the interval (a, b)
using intermediate value property.
Step - 02: Find an initial approximation x0 by verifying the functional values f (a)
and f (b) are nearer to zero (OR) the average of the interval (a, b) i.e. x0 = a+b
2
.
Step - 03: Find an first approximation (first iteration) x1 by using the Newton -
Raphson method formula
f (x0 ) 0
x1 = x0 − , f (x0 ) 6= 0
f 0 (x0 )
Step - 04: Similar, we can find second, third, .. approximations to obtain an
approximate real root of the given equation.
Problems:
Problem - 01: Find a real root of the equation x3 − 4x − 9 = 0, using Newton -
Raphson method. Carry out four iterations.
Solution:Let f (x) = x3 − 4x − 9, by intermediate value property
f (0) = (0)3 − 4(0) − 9 = −9, → f (0) = −9 < 0
Continued Unit - I Problems on Newton - Raphson Method ...
f (1) = (1)3 − 4(1) − 9 = −12, → f (1) = −12 < 0
f (2) = (2)3 − 4(2) − 9 = −9, → f (2) = −9 < 0
f (3) = (3)3 − 4(3) − 9 = 6, → f (3) = 6 > 0
(2, 3) and the root is nearer to 3. Let x0 = 3 be an initial approximation
We have, by Newton - Raphsom formula
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
therefore, f 0 (x) = 3x2 − 4
I - iteration: Put n = 0, in general formula we get first iteration x1
f (x0 )
x1 = x0 −
f 0 (x0 )
f (3) 6
x1 = 3 − 0 =3− = 2.73913
f (3) 23
II - iteration: Put n = 1,in general formula we get second iteration x2
f (x1 )
x2 = x1 −
f 0 (x1 )
f (2.73913) 0.59471
x2 = 2.73913 − = 2.73913 − = 2.70699
f 0 (2.73913) 18.50849
III - iteration: Put n = 2,in general formula we get third iteration x3
f (x2 )
x3 = x2 −
f 0 (x2 )
f (2.70699) 0.008307
x3 = 2.70699 − = 2.70699 − = 2.70652
f 0 (2.70699) 17.98338
IV - iteration: Put n = 3,in general formula we get fourth iteration x4
f (x3 )
x4 = x3 −
f 0 (x3 )
f (2.70652) −0.0001429
x4 = 2.70652 − = 2.70652 − = 2.70652
f 0 (2.70652) 17.97575
Problem - 02: Compute the real root of the equation x log10 x − 1.2 = 0, using
Newton - Raphson method. Carry out three iterations.
Solution: Let f (x) = x log10 x − 1.2, by intermediate value property

f (1) = (1) log 1 − 1.2 = −1.2, → f (1) = −1.2 < 0
f (2) = (2) log 2 − 1.2 = −0.59794, → f (2) = −0.59794 < 0
f (3) = (3) log 3 − 1.2 = 0.23136, → f (3) = 0.23136 > 0
interval (2, 3) and the root is nearer to 3. Let x0 = 3 be an initial approximation
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
log x
Therefore, f (x) = x log10 x − 1.2 = x log 10
− 1.2, but ( log110 = 0.43429)
0
→ f (x) = 0.4342x log x − 1.2 → f (x) = 0.43429(1 + log x)
f (x0 )
x1 = x0 −
f 0 (x0 )
f (3) 0.23136
x1 = 3 − =3− = 2.74614
f 0 (3) 0.9114
f (x1 )
x2 = x1 −
f 0 (x1 )
f (2.74614) 0.004793
x2 = 2.74614 − = 2.73913 − = 2.74065
f 0 (2.74619) 0.873008
f (x2 )
x3 = x2 −
f 0 (x2 )
f (2.7465) 0.0000034
x3 = 2.7465 − = 2.7465 − = 2.74064
f 0 (2.7465) 0.87213
Problem - 03: Show that a real root of the equation x3 + 5x − 11 = 0 lies in the
interval (1, 2). Compute the real root of the equation using Newton - Raphson
method. Carry out three iterations.
Solution: Let f (x) = x3 + 5x − 11, by intermediate value property
f (1) = (1)3 + 5(1) − 11 = −5, → f (1) = −5 < 0
f (2) = (2)3 + 5(2) − 11 = 7, → f (2) = 7 > 0
(1, 2) and the root is nearer to 1. Let x0 = 1 be an initial approximation.
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
Therefore, f 0 (x) = 3x2 + 5

f (x0 )
x1 = x0 −
f 0 (x0 )
f (1) −5
x1 = 1 − =1− = 1.625
f 0 (1) 8
f (x1 )
x2 = x1 −
f 0 (x1 )
f (1.625) 1.41601
x2 = 1.625 − = 1.625 − = 1.5154
f 0 (1.625) 12.921875
f (x2 )
x3 = x2 −
f 0 (x2 )
f (1.5154)
x3 = 1.5154 − = 1.5106
f 0 (1.5154)
Hence, the real root of the given equation is 1.5106 √
Problem - 04: Compute an approximate value of 3 37, using Newton - Raphson
method. Correct to three decimal places.
√ √ 1
Solution: Let an approximate value of 3 37 be x, → x = 3 37, x = (37) 3 , x3 = 37,
3
x − 37 = 0
Let f (x) = x3 − 37, by intermediate value property
f (0) = (0)3 − 37 = −37, → f (0) = −37 < 0
f (1) = (1)3 − 37 = −36, → f (1) = −36 < 0
f (2) = (2)3 − 37 = −29, → f (2) = −29 < 0
f (3) = (3)3 − 37 = −10, → f (3) = −10 < 0
f (4) = (4)3 − 37 = 27, → f (4) = 27 > 0
(3, 4) and the root is nearer to 3. Let x0 = 3 be an initial approximation.

f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
∴ f 0 (x) = 3x2
f (x0 )
x1 = x0 −
f 0 (x0 )
f (3) −10
x1 = 3 − =1− = 3.37037
f 0 (3) 27
f (x1 )
x2 = x1 −
f 0 (x1 )
f (3.3704)
x2 = 3.3704 − = 3.3327
f 0 (3.3704)
f (x2 )
x3 = x2 −
f 0 (x2 )
f (3.3327)
x3 = 3.3327 − = 3.3322
f 0 (3.3327)
1
Hence, an approximate value of (37) 3 is 3.3322
Problem - 05: Obtain Newton - Raphson iterative formula to find√ square root of
the positive real number and hence find an approximate value of 12.√
Solution: Let us assume that the positive real number be N → x = N ,
x2 = N ,x2 − N = 0
→ f (x) = x2 − N , f 0 (x) = 2x
Therefore, f (xn ) = x2n − N and f 0 (xn = 2xn
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
(x2n − N )
xn+1 = xn −
(2xn )
−x2n + N
xn+1 = xn +
(2xn )
2x2n − x2n + N
xn+1 =
(2xn )
x2n + N
xn+1 = (2)
2xn
Therefore, this is the required Newton - Raphson iterative formula to find an
approximate value of square root of a √positive real number.
To find an approximate
√ value of √ 12:- let
√ N = 12 and the initial√approximation
be x0 = 9, because 12 lies between 9 and 16, which is nearer to 9. Now
substituting n = 0 in equation (2), we get,
x20 + N 1 12 1 12
x1 = = [x0 + ] = [3 + ] = 3.5
2x0 2 x0 2 3
Next, substituting n = 1 in equation (2), we get,
x21 + N 1 12 1 12
x2 = = [x1 + ] = [3.5 + ] = 3.4643
2x1 2 x1 2 3.5
Again, substituting n = 2 in equation (2), we get,
x22 + N 1 12 1 12
x3 = = [x2 + ] = [3.3.4641 + ] = 3.4641
2x2 2 x2 2 3.4641
√
Hence, an approximate value of 12 is 3.4641
Problem - 06: Compute a negative root of the equation x2 + 4sin(x) = 0 using
Newton - Raphson iterative formula correct to three decimal places.
Solution: Let f (x) = x2 + 4sin(x), by intermediate value property
f (−1) = (−1)2 + 4sin(−1) = −2.36588, → f (−1) = −2.36588 < 0
f (−2) = (−2)2 + 4sin(−2) = 0.36281, → f (−2) = 0.36281 > 0
∴ f (−1) = −2.36588 < 0 and f (−2) = 0.36281 > 0, then the real root lies in the
interval (−2, −1) and the root is nearer to −2. Let x0 = −2 be an initial
approximation.
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
∴ f 0 (x) = 2x + 4cos(x).
f (x0 )
x1 = x0 −
f 0 (x0 )
f (−2) 0.36281
x1 = −2 − = −2 − = −1.91784
f 0 (−2) −4.41614
f (x1 )
x2 = x1 −
f 0 (x1 )
f (−1.91784) −0.08341
x2 = −1.91784 − = −1.91784 − = −1.9338
f 0 (−1.91784) −5.19615
f (x2 )
x3 = x2 −
f 0 (x2 )
f (−1.9338) 0.0002444
x3 = −1.9338 − = −1.9338 − = −1.9337
f 0 (−1.9338) −6.84027
Hence, a negative root of the given equation is −1.9337
Problem - 07: Derive Newton - Raphson iterative formula for finding the kth root
of a positive number and hence find fourth root of 22.
√ 1
Solution: Let x = k N → x = N k ∴ xk = N → xk − N = 0 Take f (x) = xk − N
and f 0 (x) = kxk−1 We have, Newton - Raphson method formula
f (xn ) 0
xn+1 = xn − , f (xn ) 6= 0
f 0 (xn )
Substituting f (xn ) = xkn − N and f 0 (xn ) = kxk−1

n , we get
xkn − N
xn+1 = xn −
kxk−1
n
kxkn − xkn + N
xn+1 =
kxk−1
n
(k − 1)xkn + N
xn+1 =
kxk−1
n
Hence, this is the Newton - Raphson iterative formula for finding kth root of a
positive number N .
√
To finding an approximate value of 4 22 :
Substitute N = 22 and k = 4 in the above formula
(4 − 1)x4n + 22
xn+1 =
4x4−1
n
3x4n + 22
xn+1 =
4x3n
√ √
We can observe that 4 16 = 2 and 4 81 = 3. The fourth root of 22 lies between 2 and
3 and it is close to 2. Let x0 = 2 be the initial approximation to find fourth root of
22 and put n = 0 in the above equation to get first approximation
3x40 + 22
x1 =
4x30
3(2)4 + 22
x1 = = 2.1875
4(2)3
put n = 1 in the above equation to get second approximation
3x41 + 22
x2 =
4x31
3(2.1875)4 + 22
x2 = = 2.1661
4(2.1875)3
put n = 2 in the above equation to get third approximation
3x42 + 22
x3 =
4x32
3(2.1661)4 + 22
x3 = = 2.1657
4(2.1661)3
put n = 3 in the above equation to get fourth approximation
3x43 + 22
x4 =
4x33
3(2.1657)4 + 22
x4 = = 2.1657
4(2.1657)3
Hence, the fourth root of 22 is 2.1657.
Obtain the real root of the following equations using Newton - Raphson method.
Carry out four iterations in each problems.
(i) x − log10 x = 7
(ii) x3 − 4x − 9 = 0,
(iii) xex − cos(x) = 0
(iv) x loge x = 12,
(v) xsin(x) + cos(x) = 0, nearer to x = π
1
(vi) Find an approximate value of (22) 3 .
(vii) Show that the real root of the equation x3 − 3x − 5 lies in the interval (2, 3) and
hence find the real root in the specified intervals by using Newton - Raphson method.
Carry out three iterations in each intervals.
Continued Unit - I on Numerical Solutions of first order and first degree
ODE’s ...
Introduction: Mathematics is very much important in engineering and science

because all physical concepts are converted to mathematical formulations
(Mathematical equations or differential equations) is called a mathematical modeling.
The mathematical equations are solved by using various mathematical methods.
Sometimes the mathematical equations are more difficult to solve by using analytical
methods then we will depending on numerical methods. All the numerical methods
gives only an approximate solutions for the given equations. To solving a first order
and first degree ordinary differential equations numerically is nothing but to find an
approximate value of dependent variable y for a given value of independent variable
x with step length h. The following numerical methods are using to solve the first
order first degree ordinary differential equations.
1 Taylor’s series method.
2 Euler’s method.
3 Modified Euler’s method.
4 Runge - Kutta method of fourth order
Continued Unit - I on Method: I - TAYLOR’S SERIES METHOD ...
I - Taylor’s Series Method:
dy
Consider an initial value problem is of the form dx = f (x, y) with initial condition
y(x0 ) = y0 . To solve the given first order and first degree differential equations
numerical means to find an approximate value of y for any given value of
x = x1 , x2 , x3 , ....
We know that, by Taylor’s series expansion for a single variable
(x − x0 ) 0 (x − x0 )2 00 (x − x0 )3 000
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ....
1! 2! 3!
Finding all derivatives from the given problem at the given initial condition.
Substituting all the derivatives in Taylor’s series and simplify, we get a Taylor’s series
for the given problem. Obtain an approximate value of the dependent variable y for a
given value of independent variable x in the Taylor’s series then the given problem is
solved numerically.
Problems:
dy
Problem - 01: Solve the initial value problem dx = 1 − 2xy, y(0) = 0, using
Taylor’s series method at x = 0.2, 0.4 and 0.6, by considering the terms up to fourth
degree terms.
Solution: By data,
dy
= 1 − 2xy, y(0) = 0
dx
Continued Unit - I Problems on Taylor’s Series Method ...
Here, x0 = 0 and y0 = 0, we need to find an approximate value of y at x = 0.2, 0.4

and 0.6 We have, by Taylor’s series expansion
(x − x0 ) 0 (x − x0 )2 00 (x − x0 )3 000
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ....
1! 2! 3!
(x − 0) 0 (x − 0)2 00 (x − 0)3 000 (x − 0)4 iv
y(x) = y(0) + y (0) + y (0) + y (0) + y (0) + ....
1! 2! 3! 4!
(x) 0 x2 00 x3 000 x4 iv
y(x) = 0 + y (0) + y (0) + y (0) + y (0) + ....
1! 2! 3! 4!
(x) 0 x2 00 x3 000 x4 iv
y(x) = y (0) + y (0) + y (0) + y (0) + .... (3)
1! 2! 3! 4!
∴ dxdy
= 1 − 2xy → y 0 = 1 − 2xy
→ y = −2(xy 0 + y), y 000 = −2(xy 00 + y 0 + y 0 ) = −2(xy 00 + 2y 0 ),
00
y iv = −2(xy 000 + y 00 + 2y 00 ) = −2(xy 000 + 3y 00 ).

now, substitute x = x0 = 0, we get
→ y 0 (0) = 1, y 00 (0) = −2((0)(1) + 0) = 0, y 000 (0) = −2((0)(0) + 2(1)) = −4,
y iv (0) = −2((0)(−4) + 3(0)) = 0, substituting these value in equation (3), we get
(x) x2 x3 x4
y(x) = (1) + (0) + (−4) + (0) + ....
1! 2! 3! 4!
3
2x
y(x) = x − + ....
3
substitute x = 0.2
2(0.2)3
y(0.2) = (0.2) − = 0.1946667
3
substitute x = 0.4
2(0.4)3
y(0.4) = (0.4) − = 0.382
3
substitute x = 0.6
2(0.6)3
y(0.6) = (0.6) − = 0.456
3
dy
Problem - 02: Solve the initial value problem dx = x3 + y, y(1) = 1, using Taylor’s
series method at x = 1.1, 1.2 and 1.3, by considering the terms up to fourth degree
terms. Compare the result with analytical solution
Solution: Numerical solution: By data,
dy
= x3 + y, y(1) = 1
dx
Here, x0 = 1 and y0 = 1, we need to find an approximate value of y at x = 1.1, 1.2
and 1.3 We have, by Taylor’s series expansion
(x − x0 ) 0 (x − x0 )2 00 (x − x0 )3 000
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ....
1! 2! 3!
(x − 1) 0 (x − 1)2 00 (x − 1)3 000 (x − 1)4 iv
y(x) = y(1) + y (1) + y (1) + y (1) + y (1) + ....
1! 2! 3! 4!
(x − 1) 0 (x − 1)2 00 (x − 1)3 000 (x − 1)4 iv
y(x) = 1 + y (1) + y (1) + y (1) + y (1) + .... (4)
1 2 6 24
dy
∴ dx = x3 + y → y 0 = x3 + y
→ y = 3x2 + y 0 , y 000 = 6x + y 00 , y iv = 6 + y 000 .
00
now, substitute x = x0 = 1, we get

→ y 0 (1) = 2, y 00 (1) = 5, y 000 (1) = 11, y iv (1) = 17, substituting these value in equation
(4), we get
(x − 1) (x − 1)2 (x − 1)3 (x − 1)4

y(x) = 1 + (2) + (5) + (11) + (17) + .... (5)
1 2 6 24
2(x − 1) 5(x − 1)2 11(x − 1)3 17(x − 1)4
y(x) = 1 + + + + + .... (6)
1 2 6 24
substitute x = 1.1
2(0.1) 5(0.1)2 11(0.1)3 17(0.1)4
y(1.1) = 1 + + + + = 1.2269
1 2 6 24
substitute x = 1.2
2(0.2) 5(0.2)2 11(0.2)3 17(0.2)4
y(1.2) = 1 + + + + = 1.5158
1 2 6 24
substitute x = 1.3
2(0.3) 5(0.3)2 11(0.3)3 17(0.3)4
y(1.3) = 1 + + + + = 1.88023
1 2 6 24
Analytical solution: consider the given problem
dy
= x3 + y, y(1) = 1
dx
To find the particular solution of the given problem y at x = 1.1, 1.2, and x = 1.3.
dy
− y = x3 ,
dx
We know that, a standard linear differential equation of first order and first degree is
dy
+ P (x)y = Q(x)
dx
Find the integrating factor (I.F)
R
P (x)dx
I.F. = e
The general solution is Z
y(I.F.) = (I.F.)Q(x)dx + c
Here, P (x) = −1 and Q(x) = x3

R R
I.F. = e P (x)dx
=e (−1)dx
= e−x
y(I.F.) = (I.F.)Q(x)dx + c
Z
y(e−x ) = (e−x )(x3 )dx + c
Integrating by parts, we get,
y(e−x ) = (x3 )(−e−x ) − (3x2 )(e−x ) + (6x)(−e−x ) − (6)(e−x ) + c
y(e−x ) = e−x [−x3 − 3x2 − 6x − 6] + c

y(x) = [−x3 − 3x2 − 6x − 6] + cex
now substitute the given initial condition y(1) = 1, find the value of c, when x = 1,
y = 1, we get
y(1) = [−(1)3 − 3(1)2 − 6(1) − 6] + ce1
1 = [−1 − 3 − 6 − 6] + ce1
→ 17 = ce1 , c = 17e−1 = 6.25395 Substituting the value of c, we get the particular
solution
y(x) = [−x3 − 3x2 − 6x − 6] + 6.25395ex
substitute x = 1.1
y(1.1) = [−(1.1)3 − 3(1.1)2 − 6(1.1) − 6] + 6.25395e1.1 = 1.2269
substitute x = 1.2
y(1.2) = [−(1.2)3 − 3(1.2)2 − 6(1.2) − 6] + 6.25395e1.2 = 1.51584
substitute x = 1.3
y(1.3) = [−(1.3)3 − 3(1.3)2 − 6(1.3) − 6] + 6.25395e1.3 = 1.88059
Comparing these analytical results with the numerical results and verify the errors.
Problem - 03: Obtain the particular Solution of the initial value problem
dy
dx
= x − y, y(0) = 1, using Taylor’s series method at x = 0.1, 0.2 and 0.3, by
considering the terms up to fourth degree terms. Compare the numerical solutions
with analytical solutions
Solution: Numerical solution: Given,
dy
= x − y, y(0) = 1
dx
to solve numerically means to find an approximate value of y at x = 0.1, 0.2 and
dy
x = 0.3, here, x0 = 0, y0 = 1 and dx = x − y → y0 = x − y
we have, by Taylor’s series expansion
(x − x0 ) 0 (x − x0 )2 00 (x − x0 )3 000
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ....
1! 2! 3!
(x − 0) 0 (x − 0)2 00 (x − 0)3 000 (x − 0)4 iv
y(x) = y(0) + y (0) + y (0) + y (0) + y (0) + ....
1! 2! 3! 4!
2 3 4
x 00 x 000 x iv
y(x) = 1 + xy 0 (0) + y (0) + y (0) + y (0) + ....
2 6 24
→ y 0 = x − y, y 00 = 1 − y 0 , y 000 = −y 00 and y iv = −y 000
Substituting x = x0 = 0, we get
→ y 0 (0) = −y(0) = −1, y 00 (0) = 1 − y 0 (0) = 2, y 000 (0) = −y 00 (0) = −2 and
y iv (0) = −y 000 (0) = 2
Now, substituting all the derivative values in the formula
x2 x3 x4
y(x) = 1 + x(−1) + (2) + (−2) + (2) + ....
2 6 24
x3 x4
y(x) = 1 − x + x2 − + − ....
3 12
Substituting x = 0.1
(0.1)3 (0.1)4
y(0.1) = 1 − (0.1) + (0.1)2 − + = 0.909675
3 12
(0.2)3 (0.2)4
y(0.2) = 1 − (0.2) + (0.2)2 − + = 0.837466
3 12
(0.3)3 (0.3)4
y(0.3) = 1 − (0.3) + (0.3)2 − + = 0.781675
3 12
Analytical solution: By data,
dy
= x − y, y(0) = 1
dx
dy
+y =x
R
dx R
Here, P (x) = 1, Q(x) = x, I.F. = e P (x)dx = e (1)dx = ex
y(I.F.) = (I.F.)Q(x)dx + c
Z
y(ex ) = (ex )(x)dx + c
Integrating by parts, we get,
y(ex ) = (x)(ex ) − (1)(ex ) + c
y(x) = (x − 1) + ce−x
By data, y(0) = 1, → when x = 0, y = 1
y(0) = (0 − 1) + ce0
→ 1 = −1 + c, c = 2
Substituting the value of c in the general solution, we get particular solution
y(x) = (x − 1) + 2e−x
Put, x = 0.1
y(0.1) = 0.1 − 1) + 2e−0.1 = 0.90967
Put, x = 0.2
y(0.2) = 0.2 − 1) + 2e−0.2 = 0.83746
Put, x = 0.3
y(0.3) = 0.3 − 1) + 2e−0.3 = 0.781636
Now, comparing these analytical solutions with the numerical solutions and verify
the errors.
Problems:
Solve the following initial value problem by applying Taylor’s series method by
considering up to fourth degree terms.
(i) y 0 = x + y, y(1) = 0, at x = 1.1, 1.2 and x = 1.3.
dy
(ii) dx = xy − 1, y(1) = 2, at x = 1.02, 1.04 and x = 1.06.
(iii) y 0 = x2 y − 1, y(0) = 1, at x = 0.1, 0.2 and x = 0.3.
Continued Unit - I on Method: II - EULER’S METHOD (OR)
EULER’S FORMULA
II - Euler’s Method (OR) Euler’S Formula:
Let us consider a first order and first degree ordinary differential equation of the form
dy
dx
= f (x, y) with initial condition y(x0 ) = y0 . We need to find an exact solution
y = y(x) at the given values of x = x1 , x2 , x3 , ... with step length h.
We know that, by first Mean value theorem
y(x + h) = y(x) + hy 0 (x)
Now, we have to find the first approximation y1 = y(x1 ), by substituting x = x0 in
the above first mean value theorem.
y(x0 + h) = y(x0 ) + hy 0 (x0 )
But, x1 = x0 + h, dx dy
= f (x, y), y 0 = f (x, y)
→ y 0 (x0 ) = f (x0 , y0 ) Therefore,
y(x1 ) = y(x0 ) + hy 0 (x0 )
y1 = y0 + hf (x0 , y0 )
This is the first approximation value for y, similar substituting x = x1 , in the first
mean value theorem, we get second approximation
y2 = y1 + hf (x1 , y1 )
Continued Unit - I Problems on Euler’s Method ...
Similarly,
y3 = y2 + hf (x2 , y2 )
y4 = y3 + hf (x3 , y3 )
In general the Euler’s formula is given by
yn+1 = yn + hf (xn , yn ), n = 0, 1, 2, 3, ...
problems:
dy
problem - 01: Obtain the approximate solution of dx − 2y = 3ex , y(0) = 0 at
x = 0.4 using Euler’s method by taking step length h = 0.1
Solution: By data,
dy
− 2y = 3ex , y(0) = 0
dx
We need to find an approximate solution of y at x = 0.4 with step length h = 0.1
dy
= 3ex + 2y
dx
Here, f (x, y) = 3ex + 2y, x0 = 0 and y0 = 0
→ x0 = 0, x1 = x0 + h = 0 + 0.1 = 0.1, x2 = x1 + h = 0.2, x3 = x2 + h = 0.3,
x4 = x3 + h = 0.4
We know that, by Euler’s method the first approximation y1
y1 = y0 + hf (x0 , y0 )
y1 = 0 + (0.1)f (0, 0) = (0.1)[3e0 + 2(0)] = 0.3

The second approximation y2
y2 = y1 + hf (x1 , y1 )
y2 = 0.3 + (0.1)f (0.1, 0.3) = 0.3 + (0.1)[3e0.1 + 2(0.3)] = 0.58103

The third approximation y3
y3 = y2 + hf (x2 , y2 )
y3 = 0.58103 + (0.1)f (0.2, 0.58103) = 0.58103 + (0.1)[3e0.2 + 2(0.58103)] = 1.06365
The fourth approximation y4
y4 = y3 + hf (x3 , y3 )
y3 = 1.06365 + (0.1)f (0.3, 1.06365) = 1.06365 + (0.1)[3e0.3 + 2(1.06365)] = 1.6813
dy
problem - 02: Compute an approximate solution of dx = x − y 2 , y(0) = 4 at
Solution: By data,
dy
= x − y 2 , y(0) = 4
dx
Here, f (x, y) = x − y 2 , x0 = 0 and y0 = 4
→ x0 = 0, x1 = x0 + h = 0 + 0.2 = 0.2, x2 = x1 + h = 0.4, x3 = x2 + h = 0.6
y1 = y0 + hf (x0 , y0 )
y1 = 4 + (0.2)f (0, 4) = 4 + (0.2)[0 − (4)2 ] = 0.8
y2 = y1 + hf (x1 , y1 )
y2 = 0.8 + (0.2)f (0.2, 0.8) = 0.8 + (0.2)[0.2 − (0.8)2 ] = 0.712
y3 = y2 + hf (x2 , y2 )
y3 = 0.712 + (0.2)f (0.4, 0.712) = 0.712 + (0.2)[0.4 − (0.712)2 ] = 0.69061
dy
problem - 03: Solve the initial value problem dx = x log(y) − y log(x), y(1) = 1 at
Solution: By data,
dy
= x log(y) − y log(x), y(1) = 1
dx
Here, f (x, y) = x log(y) − y log(x), x0 = 1 and y0 = 1
→ x0 = 1, x1 = x0 + h = 1 + 0.1 = 1.1, x2 = x1 + h = 1.2, x3 = x2 + h = 1.3,
x4 = x3 + h = 1.4
y1 = y0 + hf (x0 , y0 )
y1 = 1 + (0.1)f (1, 1) = 1 + (0.1)[(1) log(1) − (1) log(1)] = 1
y2 = y1 + hf (x1 , y1 )
y2 = 1 + (0.1)f (1.1, 1) = 1 + (0.1)[(1.1) log(1) − (1) log(1.1)] = 0.99046
y3 = y2 + hf (x2 , y2 )
y3 = 0.99046 + (0.1)f (1.2, 0.99046)

y3 = 0.99046 + (0.1)[(1.2) log(0.99046) − (0.99046) log(1.2)] = 0.97125
problems: Obtain an approximate solution of the followings using Euler’s method.
dy
(i) dx = x2 + y 2 , y(0) = 1 at x = 0.4 with step length h = 0.1.
dy
(ii) dx = xy − 1, y(1) = 2 at x = 1.04 by taking step length h = 0.01.
dy
(iii) dx = x21+y , y(4) = 4 at x = 4.4 with step length h = 0.1.
dy
(iv) dx
= x2 + y, y(0) = 10 in the range 0 ≤ x ≤ 0.4 by taking step length h = 0.1.
Continued Unit - I on Method III - MODIFIED EULER’S METHOD
(OR) MODIFIED EULER’S FORMULA
III - Modified Euler’s Method (OR) Modified Euler’S Formula:
consider a first order and first degree ordinary differential equation of the form
dy
dx
= f (x, y) with initial condition y(x0 ) = y0 . We need to find an approximate
solution y = y(x) at the given values of x = x1 , x2 , x3 , ... with step length h. Modified
Euler’s method gives more accurate approximation solution compare to Euler’s
method and it is multi step method.
Step - I: Find a first approximate value of y = y1 at x = x1
By applying the Euler’s formula (Euler’s predictor formula ) , find the initial
approximate value of y is y10
(0)
y1 = y0 + hf (x0 , y0 )
By applying the Modified Euler’s formula (Euler’s corrector formula ), find the first
(1)
approximate value of y1
(1) h (0)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
(2)
The second approximate value of y is y1
(2) h (1)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
Continued Unit - I on Modified Euler’s Method (OR) Modified Euler’s
Formula ...
(3)
The third approximate value of y is y1
(3) h (2)
y1 = y0 +
[f (x0 , y0 ) + f (x1 , y1 )]
2
Step - II: Find a second approximate value of y is y2 at x = x2
By applying the Euler’s formula, find the initial approximate value of y is y20
(0)
y2 = y1 + hf (x1 , y1 )
(1)
By applying the Modified Euler’s formula, find the first approximate value of y is y2
(1) h (0)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(2)
Find the second approximate value of y is y2
(2) h (1)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(3)
Find the third approximate value of y is y2
(3) h (2)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
Continued Unit - I Problems on Modified Euler’s Method ...
dy
problem - 01: Obtain the approximate solution of dx = 2yx
+ x3 , y(1) = 0.5 at
x = 1.4 using Modified Euler’s method by taking step length h = 0.2. Carryout three
iterations in each stage.
Solution: By data,
dy 2y
= + x3 , y(1) = 0.5
dx x
We need to find an approximate solution of y at x = 1.4 with step length h = 0.2, in
two stages that is y1 = y(1.2), at x = x1 = 1.2 and y2 = y(1.4), at x = x2 = 1.4
→ f (x, y) = 2yx
+ x3 , x0 = 1 and y0 = 0.5, f (1, 0.5) = 2(0.5)
1
+ (1)3 = 2
Step - I: Find a first approximate value of y is y1 = y(1.2) at x = x1 = 1.2
(0)
y1 = y0 + hf (x0 , y0 ) = 0.5 + (0.2)f (1, 0.5)
(0) 2(0.5)
y1 + (1)3 ] = 0.9
= 0.5 + (0.2)[
1
(1)
(1) h (0)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
(1) 0.2
y1 = 0.5 + [2 + f (1.2, 0.9)] = 1.0228
2
(2)
(2) h (2)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
(2) 0.2
y1 = 0.5 +
[2 + f (1.2, 0.92946)] = 1.0466
2
(3)
(3) h (2)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
(3) 0.2
y1 = 0.5 +
[2 + f (1.2, 1.02771)] = 1.0466
2
∴ the first approximate value of y is y1 = 1.04408
Step - II: Find a second approximate value of y is y2 at x = x2 = 1.4
∴ f (1.2, 1.0466) = 1.7443 By applying the Euler’s formula, find the initial
approximate value of y is y20
(0)
y2 = y1 + hf (x1 , y1 ) = 1.04408 + (0.2)f (1.2, 1.0466) = 1.7410
(1)
(1) h (0)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(1) 0.2
y2 = 1.04408 + [3.46813 + f (1.4, 1.7377)] = 1.9169
2
(2)
(2) h (1)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(2) 0.2
y2 = 1.04408 + [3.46813 + f (1.4, 1.56672)] = 1.942
2
(3)
(3) h (2)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(3) 0.2
y2 [3.46813 + f (1.4, 1.8891)] = 1.94
= 1.04408 +
2
∴ the second approximate value of y is y2 = 1.942. Hence an approximate value of y
is 1.942 at x = 1.4.
dy
problem - 02: Solve the initial value problem dx = x + y 2 , y(0) = 1 at x = 0.2
using Modified Euler’s method by taking step length h = 0.1. Carryout two
iterations in each stage.
Solution: By data,
dy
= x + y 2 , y(0) = 1
dx
→ f (x, y) = x + y 2 , x0 = 0 and y0 = 1, f (0, 1) = (0) + (1)2 = 1
Step - I: Find a first approximate value of y is y1 = y(0.1) at x = x1 = 0.1
(0)
y1 = y0 + hf (x0 , y0 ) = 1 + (0.1)f (0, 1) = 1.1
(1)
(1) h (0)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
(1) 0.1
y1 =1+ [1 + f (0.1, 1.1)] = 1.1155
2
(2)
(2) h (2)
y1 = y0 + [f (x0 , y0 ) + f (x1 , y1 )]
2
0.1
(2)
y1 =1+
[1 + f (0.1, 1.1155)] = 1.1172
2
Step - II: Find a second approximate value of y is y2 at x = x2 = 0.2
∴ f (0.1, 1.11721) = 1.34815
(0)
y2 = y1 + hf (x1 , y1 ) = 1.11721 + (0.1)f (0.2, 1.11721) = 1.25202
(1)
(1) h (0)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(1) 0.1
y2 [1.34815 + f (0.2, 1.25202)] = 1.27299
= 1.11721 +
2
(2)
(2) h (1)
y2 = y1 + [f (x1 , y1 ) + f (x2 , y2 )]
2
(2) 0.1
2y
Dr. Vijaya Kumar, MSRIT, = 1.11721 + [1.34815 + f (0.2, 1.27299)] = 1.27564
Bengaluru Engineering Mathematics - III (ME/CH 31) August 11, 2021 72 / 132
Problems: Solve the following initial value problems using Modified Euler’s Method
at the given value of x. Carryout two iterations in each stage.
dy
(i) dx = log10 ( xy ), y(20) = 5 at x = 20.4 by taking step length h = 0.2.
dy
(ii) dx = 3x + 22 ), y(0) = 1 at x = 0.2 by taking step length h = 0.1.
dy
(iii) dx = x − y 2 , y(0) = 1 at x = 0.2 by taking step length h = 0.1.
dy √
(iv) dx = x + y, y(0) = 1 at x = 0.4 by taking step length h = 0.2.
Continued Unit - I on Method: IV - RUNGE - KUTTA METHOD OF
FOURTH ORDER ...
IV - Runge - Kutta Method of Fourth Order:-
consider a first order and first degree ordinary differential equation of the form
dy
dx
= f (x, y) with initial condition y(x0 ) = y0 . We need to find an approximate
solution y = y(x) at the given values of x = x1 , x2 , x3 , ... with step length h. By using
Runge - Kutta method of fourth order, I Stage : Find a first approximate value of
y = y1 at x = x1 is
By Runge - Kutta method of fourth order first find the values of k1 , k2 , k3 and k4
using the formulas
k1 = hf (x0 , y0 )
h k1
k2 = hf (x0 + , y0 + )
2 2
h k2
k3 = hf (x0 + , y0 + )
2 2
k4 = hf (x0 + h, y0 + k3 )
Substituting the values of k1 , k2 , k3 and k4 in y1
1
y1 = y(x0 + h) = y0 + [k1 + 2k2 + 2k3 + k4 ]
6
Similarly, we can find the value of y2
Continued Unit - I on Runge - Kutta Method of Fourth Order ...
II Stage : Find a second approximate value of y = y2 at x = x2 is
k1 = hf (x1 , y1 )
h k1
k2 = hf (x1 + , y1 + )
2 2
h k2
k3 = hf (x1 + , y1 + )
2 2
k4 = hf (x1 + h, y1 + k3 )
1
y2 = y(x1 + h) = y1 + [k1 + 2k2 + 2k3 + k4 ]
6
dy
problem - 01: Obtain the approximate solution of dx = y − x2 , y(0.6) = 1.7379 at
x = 0.8 using Runge - Kutta method of fourth order by taking step length h = 0.1.
Solution: By data,
dy
= y − x2 , y(0.6) = 1.7379
dx
Continued Unit - I Problems on Runge - Kutta Method of Fourth Order
...
I Stage : Find a first approximate value of y = y1 at x = x1 is
using the formulas
k1 = hf (x0 , y0 ) = (0.1)f (0.6, 1.7379) = 0.13779
h k1
k2 = hf (x0 + , y0 + )
2 2
k2 = (0.1)f (0.65, 1.8067) = 0.13842
h k2
k3 = hf (x0 + , y0 + )
2 2
k3 = (0.1)f (0.65, 1.80711) = 0.138461
k4 = hf (x0 + h, y0 + k3 ) = (0.1)f (0.7, 1.8071) = 0.13171
1
y1 = y(x0 + h) = y0 + [k1 + 2k2 + 2k3 + k4 ]
6
1
y1 = y(0.7) = 1.7379 + [(0.13779) + 2(0.13842) + 2(0.138461) + (0.13171)] = 1.87622
6
Continued Unit - I Problems on Runge - Kutta Method of Fourth
Order...
II Stage : Find a second approximate value of y = y2 at x = x2 is
using the formulas
k1 = hf (x1 , y1 ) = (0.1)f (0.1, 1.882709) = 0.18727
h k1
k2 = hf (x1 + , y1 + )
2 2
k2 = (0.1)f (0.75, 1.97634) = 0.14138
h k2
k3 = hf (x1 + , y1 + )
2 2
k3 = (0.1)f (0.75, 1.95339) = 0.13908
k4 = hf (x1 + h, y1 + k3 ) = (0.1)f (0.8, 2.02178) = 0.13817
1
y2 = y(x1 + h) = y1 + [k1 + 2k2 + 2k3 + k4 ]
6
1
y2 = y(0.8) = 1.882709 + [(0.18727) + 2(0.14138) + 2(0.13908) + (0.13817)] = 2.02135
6
Order ...
∴ the second approximate value of y is y2 = 2.02135. Hence an approximate value of
y is 2.02135 at x = 0.2.
dy
problem - 02: Solve the initial value problem dx = y−x
y+x
, y(0) = 1 at x = 0.2 using
Runge - Kutta method of fourth order by taking step length h = 0.2.
Solution: By data,
dy y−x
= , y(0) = 1
dx y+x
one stage that is y1 = y(0.2), at x = x1 = 0.2 and f (x, y) = y−x
y+x
.
Stage - I: Find an approximate value of y = y1 at x = x1 is
using the formulas
(1 − 0)
k1 = hf (x0 , y0 ) = (0.2)f (0, 1) = (0.2)[ ] = 0.2
(1 + 0)
h k1
k2 = hf (x0 + , y0 + )
2 2
1.1 − 0.1
k2 = (0.2)f (0.1, 1.1) = (0.2)[ ] = 0.16666
1.1 + 0.1
h k2
k3 = hf (x0 + , y0 + )
Dr. 2 - III (ME/CH
Vijaya Kumar, MSRIT, Bengaluru Engineering Mathematics 2 31) August 11, 2021 78 / 132
Order ...
1.16619 − 0.2
k4 = hf (x0 + h, y0 + k3 ) = (0.2)f (0.2, 1.16619) = (0.2)[ ] = 0.14144
1.16619 + 0.2
1
y1 = y(x0 + h) = y0 + [k1 + 2k2 + 2k3 + k4 ]
6
1
y1 = y(0.2) = 1 + [(0.2) + 2(0.16666) + 2(0.16619) + (0.14144)] = 1.167856
6
Order ...
Problems: Solve the following initial value problems using Runge - Kutta Method
of fourth order at the given value of x.
dy
(i) dx = 3x + y2 , y(0) = 1 at x = 0.2 by taking step length h = 0.1.
2 2
dy
(ii) dx = x 10
+y
, y(0) = 1 at x = 0.2 by taking step length h = 0.1.
dy
(iii) dx = x + y 2 , y(0) = 1 at x = 0.2 by taking step length h = 0.2.
dy
(iv) dx = xy, y(1) = 2 at x = 1.2 by taking step length h = 0.2.
Continued Unit - I on Statistics ...
Introduction: Statistics is a branch of mathematics and it is a study of the
collection of a data, Organization of the data, Presentation of the data, analysis of
the data and interpretation of the data. The statistics is very much useful in
government organizations for the analysis of the data and also private organizations.
In the present section we have to discuss the some topics in the statistics like curve
fitting of a given set of data, correlation and regressions of the given data.
Some Basic Formulas:
Let x0 , x1 , x2 , ....xn are the set of n values of the x and y0 , y1 , y2 , ..., ym are the set of
m values of the y, then
The mean value or average of x is x̄ and is given by
Pn P
i=0 xi x
x̄ = =
n n
The variance of the x is σx2 and is given by
Pn 2
i=0 (xi − x̄) (x − x̄)2
P
σx2 = =
n n
The alternative formula for variance is
P 2
x
σx2 = − (x̄)2
n
Continued Unit - I on Statistics ...
The standard deviation of x is σx is positive square root of the variance of x and is

given by √ p
σx = V ariance = V (x)
Similarly, for the y The mean value or average of y is ȳ and is given by
Pm P
i=0 yi y
ȳ = =
m m
The variance of the y is σy2 and is given by
Pm 2
i=0 (yi − ȳ) (y − ȳ)2
P
2
σy = =
m m
The alternative formula for variance is
y2
P
σy2 = − (ȳ)2
m
The standard deviation of y is σy is positive square root of the variance of y and is
given by √ p
σy = V ariance = V (y)
Continued Unit - I on Curve fitting ...
Curve Fitting:- The process of obtaining an approximate relation between two
variables x and y from the given values of x and y is called a curve fitting. We discuss
the curve fitting like, curve fitting of the straight line, curve fitting of the parabola,
curve fitting of a exponential curves and curve fitting of a geometric curves. The
curve fitting of the given data is obtained by using The Method of Least Squares.
Estimated Errors (OR) Residuals:-
The difference between the observed values of x i.e. (Y ) and estimated values of x i.
e. (y) is called as a Estimated errors (OR) Residuals. The estimated errors is
denoted by Ri or R and is defined as
R = (yi − Yi ) = (y − Y )
Method of Least Squares:
Statement: The method of least squares states that the sum of the squares of the
estimated errors is minimum.
The method of least squares is denoted by S and mathematically define as
Xn n
X
S= Ri2 = (yi − Yi )2
i=0 i=0
(OR) X X
S= R2 = (y − Y )2
Continued Unit - I on Curve Fitting of a Straight Line ...
Curve Fitting of a Straight Line (OR) Curve Fitting of a Linear Curves:
Obtain the normal equations to fit a straight line of the form y = ax + b.
Consider a straight line of the form y = ax + b, where a and b are two parameters.
To find an approximate values of the parameters a and b using the given set of values
of x and y. Substituting the values of a and b in the straight line y = ax + b, we can
get an approximate equation of the straight line for the given data.
We have by the method of least squares
X 2 X
S= R = (y − Y )2
X
S= [y − (ax + b)]2 (7)
From this we can observed that S is a function of two parameters a and b. The
necessary condition for S to be minimum(least) if ∂S ∂a
= 0 and ∂S
∂b
= 0.
Now, differentiate equation (7) partially w.r.t. a and equating to zero, we get
∂S
=0
∂a
→ X
2 [y − (ax + b)](−x) = 0
Dividing through out by 2 and rearrange
X
[−xy + ax2 + bx] = 0
X X 2 X
− xy + a x +b x=0
X 2 X X
a x +b x= xy (8)
Again differentiate equation (7) partially w.r.t. b and equating to zero, we get
∂S
=0
∂b
→ X
2 [y − (ax + b)](−1) = 0
X
[−xy + ax + b] = 0
X X X
− y+a x+ b=0
P P
But, b means sum b, n times that is b = nb
X X
− y+a x + nb = 0
X X
a x + nb = y (9)
Therefore, equations (8) and (9) are called as normal equations for the curve fitting
of the straight line of the form y = ax + b.
Similarly, we can find an approximate straight line of the form y = a + bx and the
corresponding normal equations are
X X
na + b x= y
X X X
a x+b x2 = xy
Note: If the given curve is not in standard form the straight line by rewriting it to
standard form by using some basic simplifications.
Working process to solve the problems:
Step - 01: Write the relevant normal equations for the straight line.
Step - 02: Construct the relevant table according to the normal equations from the
given data.
Step - 03: Substituting all table values in the normal equations, we get two
simultaneous equations in two variables a and b, by solving these equations by using
elimination method find the values of a and b.
Step - 04: Substituting the values of a and b in the relevant straight line.
Continued Unit - I Problems on Curve Fitting of a Straight Line ...
Note: Suppose the equation of the straight line is not given then we can assume any
one of the form y = a + bx (OR) y = ax + b.
Problems:
Problem - 01: Fit an approximate straight line, by using the method of least -
squares from the following data. Hence find the approximate value of y at x = 1.5
x 1 2 3 4 5
y 14 13 9 5 2
Solution: Let us consider a straight line of the form.
y = a + bx (10)
We know that, the normal equations for straight line are

X X
na + b x= y (11)
X X X
a x+b x2 = xy (12)
Here, number of observation are given n = 5 and construct the table according to the
normal equations
x y x2 xy
1 14 1 14
2 13 4 26
3 9 9 27
4 5 16 20
5 2 25 10
P P P 2 P
x = 15 y = 43 x = 55 xy = 97
P P P 2 P
Substituting the values of n = 5, x = 15, y = 43, x = 55 and xy = 97 in
the equations (11) and (12)
5a + 15b = 43 (13)
15a + 55b = 97 (14)
By solving the equations (13) and (14) by using elimination method, we get a = 18.2
and b = −3.2. Substituting the values of a = 18.2 and b = −3.2 in equation (10).
Hence the required equation of the straight for the given data is
y = 18.2 − 3.2x
∴ the value of y at x = 1.5 → y = 13.4.

Continued Unit - I Problems on Curve Fitting of a Straight Line...
Problem - 02: Determine the best - fitting straight line for the following data,
using the method of least - squares.
x 1 3 4 6 8 9 11 14
y 1 2 4 4 5 7 8 9
Solution: Let us consider a straight line of the form.
y = a + bx (15)
We know that, the normal equations for the straight line are
X X
na + b x= y (16)
X X X
a x+b x2 = xy (17)
Here, the number of observation are given n = 8 and construct the table according to
the normal equations
x y x2 xy
1 1 1 1
3 2 9 6
4 4 16 16
6 4 36 24
8 5 64 40
9 7 81 63
11 8 121 88
14 9 196 126
P P P 2 P
x = 56 y = 40 x = 524 xy = 364
P P P 2 P
Substituting the values of n = 8, x = 56, y = 40, x = 524 and xy = 364
in the equations (16) and (17)
8a + 56b = 40 (18)
56a + 524b = 364 (19)
By solving the equations (18) and (19) using elimination method, we get
18 21
a = 33 = 0.545454 and b = 33 = 0.363636. Substituting the values of a and b in
equation (15). Hence the required equation of the straight for the given data is
y = 0.545454 + 0.363636x
Problem - 03: Find a law of the form V = a + Ab for the following data using the
method of least - squares. Hence find an approximate value of V at A = 12
A 2 3 4 6 10
V 50 47 46 45 44
Solution: By data, we need to find a a straight line of the form.
b
V =a+
A
1
But it is not in standard form converting to standard form by taking X = A
V = a + bX
We know that, the normal equations for straight line are

X X
na + b X= y (20)
X X X
a X +b X2 = Xy (21)
Here, number of observation are given n = 5 and construct the table according to the
normal equations
A V X= A 1
X2 XV
2 50 0.5 0.25 25
3 47 0.3334 0.1112 16.6667
4 46 0.25 0.0625 11.5
6 45 0.16667 0.027778 7.5
10 44 0.1 0.01 4.4
P P P 2 P
V = 232 X = 1.35007 X = 0.461478 XV = 65.0667
Problem - 03: Using the method of least - squares, Fit a linear relation of the form
P = a + bW to the following data, where P is the pull required to fit a weight W .
Hence estimate an approximate value of P when W = 150kg.
W (Kg.wt.) 50 70 100 120
P (Kg.wt) 12 15 21 25
Solution: By data, we need to find a a straight line of the form
P = a + bW
Continued Unit - I on curve Fitting of a Exponential Curves ...
Curve Fitting of a Exponential Curves:
Consider a exponential curve of the form y = aebx , where a and b are two parameters.
To find an approximate values of the parameters a and b using the given set of values
of x and y. Substituting the values of a and b in the exponential curve y = aebx , we
can get an approximate equation of the exponential curve for the given data.
y = aebx
Applying logarithms on both sides and make use the properties of logarithms, we get
log y = log(aebx )
log y = log a + log ebx
log y = log a + bx log e

but, log e = loge e = 1
log y = log a + bx
Let Y = log y and A = log a → a = eA
Y = A + bx
Continued Unit - I on Curve Fitting of a Exponential Curves ...
Therefore, this is of the form straight line and can be solve by using concept of curve
fitting of a straight line, find the values of A,b and a = eA . Substituting the values of
a and b in y = aebx , we get an exponential curve for the given data.
Note: The exponential curves are converted to straight line form by taking
logarithm on both the sides and find the exponential curve for the given data by
using the procedure of fitting a straight line.
Problems:
Problem - 01: Fit a curve of the form y = aebx for the given below.
x 0 2 4
y 8.12 10 31.82
Solution: Given an exponential curve
y = aebx (22)
Applying the logarithm on both sides and make use the properties of logarithms,
log(y) = log(aebx )
log(y) = log(a) + log(ebx )
log(y) = log(a) + (bx) log e
but log e = 1, let Y = log(y) and A = log(a)
Y = A + bx
Continued Unit - I Problems on Curve Fitting of a Exponential Curves
...
This is of the straight line form and the normal equations are
X X
nA + b x= Y
X X X
A x+b x2 = xY
Here, the number of observations are n = 3 and the relevant table is
x y Y = loge (y) x2 xY
0 8.12 2.09433 0 0
2 10 2.30258 4 4.60
4 31.82 3.46009 16 13.84
P P P 2 P
x=6 y = 7.85 x = 20 xY = 18.44
Substituting all the values in the normal equations
3A + 6b = 7.85
6A + 20b = 18.24
Solving these equations by using elimination method we get, b = 0.3425 and
A = 1.932 → a = eA = e1.932 = 6.903.
Continued Unit - I Problems on curve Fitting of a Exponential Curves ...
Substituting the values of a and b in y = aebx and the required exponential curve is
y = 6.903e0.3425x .
Problem - 02: Find the equation of the best fitting curve in the form y = aebx for
the data.
x 5 6 7 8 9 10
y 133 55 23 7 2 2
Solution: Given an exponential curve
y = aebx (23)
Applying the logarithm on both sides and make use the properties of logarithms,
log(y) = log(aebx )
log(y) = log(a) + log(ebx )

log(y) = log(a) + (bx) log e
but log e = 1, let Y = log(y) and A = log(a)
Y = A + bx
Continued Unit - I on curve Fitting of a Geometric Curves ...
Curve Fitting of a Geometric Curves:
Consider a geometric curve of the form y = axb (OR) y = abx , where a and b are two
parameters. To find an approximate values of the parameters a and b using the given
set of values of x and y. Substituting the values of a and b in the geometric curve
y = axb , we can get an approximate equation of the geometric curve for the given
data.
y = axb
log y = log(axb )
log y = log a + log xb
log y = log a + b log x
Take, Y = log y, A = log a and X = log x, we get
Y = A + bX
Therefore, this is nothing but the straight line and can be solve by using the concept
of curve fitting of a straight line for the given data. Find the values of A, a = eA and
b, substituting the values of a and b in y = axb , we get geometric curve for the given
data.
Continued Unit - I Problems on Curve Fitting of a Geometric Curves ...
Problems:
Problem - 01: Fit a curve of the form y = abx for the following data, using the
method of least - squares.
x 1 2 3 4 5 6 7 8
y 1.0 1.2 1.8 2.5 3.6 4.7 6.6 9.1
Solution: By data, we need to find curve of the form .
y = abx (24)
log y = log(abx )
log y = log a + log bx
log y = log a + x log b
Take, Y = log y, A = log a and B = log b, we get
Y = A + Bx
This is like a straight line and can be solve by using the procedure of the curve
fitting of a straight line
We know that, the normal equations are

X X
nA + B x= Y
X X X
A x+B x2 = xY
Here, the number of observation are n = 8 and the table is
x y Y = log y x2 xY
1 1.0 0 1 0
2 1.2 0.1823 4 0.3646
3 1.8 0.5878 9 1.7634
4 2.5 0.9163 16 3.6652
5 3.6 1.2809 25 6.4045
6 4.7 1.5476 36 9.2856
7 6.6 1.8871 49 13.20097
8 9.1 2.2083 64 17.6664
P P P P 2 P
x = 36 y = 30.5 Y = 8.6103 x = 204 xY = 52.3594
Substituting all these values in the normal equations, we get
8A + 36B = 8.6103
36A + 204B = 52.3694

Solving theses equations by elimination method and find the values of A = −0.3822
and B = 0.3241
→ a = eA = e−0.3822 = 0.6824 and
b = eB = e0.3241 = 1.3828
Substituting the values of a and b in y = abx and hence the required curve for the
given data is y = (0.6824)(1.3828)x .
Problem - 01: Fit a curve of the form y = abx for the following data, using the
method of least - squares.
x 0 2 4 5 7 10
y 100 120 256 390 710 1600
Solution: By data, we need to find curve of the form .
y = abx (25)
Continued Unit - I on curve Fitting of a second degree Parabola ...
Curve Fitting of a second degree Parabola (OR) Curve Fitting of a
Quadratic Curves:
Consider a second degree parabola of the form y = ax2 + bx + c, where a, b and c are
three parameters. To find an approximate values of the parameters a, b and c using
the given set of values of x and y. Substituting the values of a, b and c in the second
degree parabola y = ax2 + bx + c, we can get an approximate equation of the second
degree parabola for the given data.
We have by the method of least squares
X 2 X
S= R = (y − Y )2
X
S= [y − (ax2 + bx + c)]2 (26)
From this we can observed that S is a function of three parameters a, b and c. The
necessary condition for S to be minimum(least) if ∂S ∂a
= 0, ∂S
∂b
= 0 and ∂S
∂c
= 0.
Now, differentiate equation (10) partially w.r.t. a, b and c equating to zero, we get
∂S
=0
∂a
→ X
2 [y − (ax2 + bx + c)](−x2 ) = 0
X
[−x2 y +Mathematics
Dr. Vijaya Kumar, MSRIT, Bengaluru Engineering ax4 + bx3- III cx2 ] = 31)
+ (ME/CH 0 August 11, 2021 101 / 132
Continued Unit - I on Curve Fitting of a second degree Parabola ...
X X 4 X 3 X 2
− x2 y + a x +b x +c x =0
X 4 X 3 X 2 X 2
a x +b x +c x = x y (27)
∂S
=0
∂b
→ X
2 [y − (ax2 + bx + c)](−x) = 0
X
[−xy + ax3 + bx2 + cx] = 0
X X 3 X 2 X
− xy + a x +b x +c x=0
X X X X
a x3 + b x2 + c x= xy (28)
∂S
=0
∂c
→ X
2 [y − (ax2 + bx + c)](−1) = 0
Continued Unit - I on Curve Fitting of a second degree Parabola ...
X
[−y + ax2 + bx + c] = 0
X X 2 X X
− y+a x +b x+ c=0
P
but, c = nc X 2 X X
a x +b x + nc = y (29)
Therefore, the equations (11), (12) and (13) are called as the normal equations of the
curve fitting of a second degree parabola for the given data.
Note: If the given curve is not in standard form the second degree parabola by
rewriting it to standard.
Working process to solve the problems:
Step - 01: Write the relevant normal equations for the second degree parabola.
Step - 02: Construct the relevant table according to the normal equations from the
given data.
Step - 03: Substituting all table values in the normal equations, we get three
simultaneous equations in three variables a, b and c, by solving these equations find
the values of a, b and c.
Step - 04: Substituting the values of a, b and c in the relevant second degree
parabola.
Continued Unit - I Problems on Curve Fitting of a second degree
Parabola ...
Problems:
Problem - 01: Fit a parabola y = a + bx + cx2 by the method of least - squares to
the following data.
x 1 2 3 4 5 6 7
y 2.3 5.2 9.7 16.5 29.4 35.5 54.4
Solution: By data, we need to find the second degree parabola of the form
y = a + bx + cx2 (30)
We know that, the normal equations for the given parabola are
X X 2 X
na + b x+c x = y (31)
X X 2 X 3 X
a x+b x +c x = xy (32)
X 2 X 3 X 4 X 2
a x +b x +c x = x y (33)
Here, the number of observations are n = 7 and relevant table is
Parabola ...
x y x2 x3 x4 xy
1 2.3 1 1 1 2.3
2 5.2 4 8 16 10.4
3 9.7 9 27 81 29.1
4 16.5 16 64 256 66.0
5 29.4 25 125 625 147.0
6 35.5 36 216 1296 213.0
7 54.4 49 343 2401 380.8
P P P 2 P 3 P 4 P
x = 28 y = 153 x = 140 x = 784 x = 4676 xy = 848.6
Substituting all the values in the normal equations, we get the following equations
7a + 28b + 140c = 153 (34)
28a + 140b + 784c = 848.6 (35)
140a + 784b + 4676c = 5053 (36)
By solving the equations (30), (31) and (32) using elimination method, we get
a = 2.3731, b = −1.094 and c = 1.193. Substituting the values of a, b and c in
equation (26). Hence the required equation of the parabola for the given data is
y = 2.3731 − 1.094x + 1.193x2
Parabola ...
Problem - 02: Find a law of the form y = a + bx2 by the method of least - squares
to the following data.
x 10 20 30 40 50
y 8 10 15 21 30
Solution: By data, we need to find the second degree parabola of the form
y = a + bx2 (37)
We know that, the normal equations for the given parabola are
X 2 X
na + b x = y (38)
X 2 X 4 X 2
a x +b x = x y (39)
Here, the number of observations are n = 5 and relevant table is
x y x2 x4 x2 y
10 8
20 10
30 15
40 21
50 30
P P P 2 P 4 P 2
Dr.
x = y= x = x =
Vijaya Kumar, MSRIT, Bengaluru Engineering Mathematics - III (ME/CH 31)
x August
y 11, 2021 106 / 132
Continued Unit - I on Correlation ...
Correlation: Consider any two independent magnitudes x and y, then the co -

variations between two independent magnitudes is known as Correlation. The
relation between two variables x and y are decreases (or) increases in one of them
corresponding to decreases (or) increases in the other then variables are called
positively correlated. The relation between two variables x and y are decreases (or)
increases in one of them corresponding to increases (or) decreases in the other then
variables are called negatively correlated.
Correlation Coefficient (OR) Co - efficient of Correlation: The numerical
measure of correlation between two variables x and y is called as coefficient of
correlation. The coefficient of correlation is denoted by r and is given by
P
(x − x̄)(y − ȳ)
r=
nσx σy
Where, x̄ is the mean value of x, ȳ is the mean value of y, σx is the standard
deviation of x and σy is the standard deviation of y.
Let X = x − x̄ and Y = y − ȳ, then the standard deviations of x and y are given by
r r
X (x − x̄)2 X X2
σx = =
n n
r r
X (y − ȳ)2 X Y2
σy = =
n n
Substituting all these in the above formula and simplify we get, an alternative
formula for the coefficient of correlation
P
XY
r = pP pP
( X 2 )( Y 2)
Theorem: Prove that the co - efficient of correlation r is lies between −1 and +1 (i.
e., −1 ≤ r ≤ +1).
Proof: We know that, by Cauchy - Schwarz inequality states that, if A and B are
two set of values then X X 2 X 2
( AB)2 ≤ ( A )( B )
Therefore,
( AB)2
P
P 2 P 2 ≤1 (40)
( A )( B )
We have, the co - efficient of correlation r is
P
XY
r = pP pP
( X 2 )( Y 2)
squaring on both sides, we get
( XY )2
P
r2 = P 2 P 2 (41)
( X )( Y )
Now, comparing the equations (40) and (41) we get
r2 ≤ 1
√
→ r ≤ ± 1, r ≤ ±1
−1 ≤ r ≤ +1
Hence, the co - efficient of correlation r is lies between −1 and +1.
Theorem: If z = ax + by and r is the co - efficient of correlation between x and y,
then prove that
σz2 = a2 σx2 + b2 σy2 + 2abrσx σy .
Hence show that
σx2 + σy2 − σx−y
2
r= .
2σx σy
Proof: Given
z = ax + by
Taking summation on both sides and dividing by n, we get
P P
z (ax + by)
=
n n
P P P
z x y)
= a( ) + b( )
n n n
z̄ = ax̄ + bȳ
Now, consider
(z − z̄)2 = [(ax + by) − (ax̄ + bȳ)]2
(z − z̄)2 = [a(x − x̄) + b(y − ȳ)]2
Expanding RHS by using (a + b)2 expansion
(z − z̄)2 = a2 (x − x̄)2 + b2 (y − ȳ)2 + 2ab(x − x̄)(y − ȳ)
Taking the summation and dividing by n on both sides
(z − z̄)2 (x − x̄)2 (y − ȳ)2

P P P P
(x − x̄)(y − ȳ)
= a2 + b2 + 2ab (42)
n n n n
P 2 P 2 P 2
(x−x̄) (y−ȳ) (z−z̄)
We know that, σx2 = n
, σy2 = n
, σz2 = n
and the co - efficient of
correlation r P
(x − x̄)(y − ȳ)
r=
nσx σy
From this we have, P
(x − x̄)(y − ȳ)
= rσx σy
n
Substituting all these in equation(42), we get
σz2 = a2 σx2 + b2 σy2 + 2abrσx σy
Hence it is proved the first part and to deduce the alternative formula for co - efficient
of correlation r, substitute a = 1 and b = −1 → z = x − y in above equation, we get
2
σx−y = (1)2 σx2 + (−1)2 σy2 + 2(1)(−1)rσx σy
2
σx−y = σx2 + σy2 − 2rσx σy
Therefore,
2
r=
2σx σy
Working procedure to find the correlation co - efficient

Step - 01: Write the formula for correlation co - efficient r
Formula - 1: P
(x − x̄)(y − ȳ)
r=
nσx σy
Formula - 2: P
XY
r = pP pP
( 2
X )( Y 2)
Here, X = x − x̄ and Y = y − ȳ
Formula - 3:
2
r=
2σx σy
Step - 02: Construct the table from the given data according to the formula.
Step - 03: Substituting all the values in formula and simplify, we get the co -
efficient of correlation for the given data.
Continued Unit - I Problems on Correlation ...
Problems:
Problem - 01: Find the correlation co - efficient for the following data.
x 1 2 3 4 5
y 2 5 3 8 7
Solution: We have, correlation co - efficient r is
P
XY
r = pP pP
( X 2 )( Y 2)
P
Mean of x = x̄ = Pnx = 1+2+3+4+5
5
=3
Mean of y = ȳ = ny = 2+5+3+8+7
5
= 5
Now construct the table
Continued Unit - I Problems on Correlation ...
x y X = x − x̄ Y = y − ȳ X2 Y2 XY
1 2 −2 −3 4 9 6
2 5 −1 0 1 0 0
3 3 0 −2 0 4 0
4 8 1 3 1 9 3
5 7 2 2 4 4 4
P 2 P 2 P
X = 10 Y = 26 XY = 13
Substitute all the table values in above formula
13 13
r= √ √ = = 0.806
( 10)( 26) 16.1245
Problem - 02: Find the correlation co - efficient for the following data.
x 10 14 18 22 26 30
y 18 12 24 6 30 36
Problem - 03: Find the correlation co - efficient for the data given below.
x 23 27 28 29 30 31 33 35 36 39
y 18 22 23 24 25 26 28 29 30 32
Continued Unit - I Regression ...
Regression: Suppose (x1 , y1 ), (x2 , y2 ), (x3 , y3 ), ..., (xn , yn ), are the given n pairs of
values of two variables x and y, then the process of estimating one variable y in
terms of other variable x is known as regression. If finding a relation like y = f (x)
(i.e.y is dependent variable) in terms of x (i.e.x is independent variable) is called the
equation of regression line of y on x. There are two types of regressions.
(i) Equation of regression line of y on x.
(ii) Equation of regression line of x on y.
Obtain the equation of regression line of y on x:
Solution: Consider a set of n value of two variables x and y are
(x1 , y1 ), (x2 , y2 ), (x3 , y3 ), ..., (xn , yn ),. Let y = ax + b be the equation of the
regression line of y on x for a given set values of x and y. We know that, the normal
equations to the above straight line are
X 2 X X
a x +b x= xy
X X
a x + nb = y
Dividing the second equation by n, we get
P P
x b y
a +n =
n n n
Continued Unit - I on Regression ...
Therefore,
ax̄ + b = ȳ
From this we can observed that the equation of regression line is passes through
(x̄, ȳ) the mean values of x and y.
Also, we know that the equation of the straight line passing through the point
(x1 , y1 ) with slope m is given by Therefore,
(y − y1 ) = m(x − x1 )
Now, replace x1 by x̄ and y1 by ȳ, we get
(y − ȳ) = m(x − x̄) (43)
Y = mX
where Y = (y − ȳ) and X = (x − x̄) The normal equation to find the parameter m is
X X 2
XY = m X
Hence, the parameter m is P

XY
m= P 2
X
But we have the co - efficient of correlation r is
P
XY
r=
nσx σy
From this, X
XY = nrσx σy
Also, we have the variance of x is
(x − x̄)2
P P 2
X
σx2 = =
n n
(x − x̄)2
P
σx2 =
n
P 2
X
σx2 =
n
→ X 2
X = nσx2
X 2 in m
P P
Substituting XY and
nrσx σy
m=
nσx2
rσy
m=
σx
Again substitute m in equation (43) we get
rσy
(y − ȳ) = ( )(x − x̄)
σx
Hence this is the equation of regression line of y on x and the coefficient of x is called
the regression coefficient of y on x. The coefficient of regression of y on x is denoted
by byx and is given by
rσy
byx =
σx
Similarly, we can obtain the equation of regression line of x on y is
rσx
(x − x̄) = ( )(y − ȳ)
σy
The coefficient of y is called the coefficient of regression of x on y. The coefficient of
regression of x on y is denoted by bxy and is given by
rσx
bxy =
σy
Problem: Prove that the correlation coefficient r is the geometric mean of

regression coefficients.
Solution:
√ We know that, the geometric mean between two numbers a and b is given
by aXb.
We have, the coefficients of regression of y on x and x on y are
rσy
byx =
σx
and
rσx
bxy =
σy
Now, consider
rσx rσy
bxy Xbyx = ( )X( )
σy σx
bxy Xbyx = r2
p
r = ± bxy Xbyx
Hence, the coefficient of correlation r is a geometric mean between regression
coefficients.
Continued Unit - I Problems on Regression ...
Note:
(i) If both regression coefficients are positive then the correlation coefficient also
positive.
(ii) If both regression coefficients are negative then the correlation coefficient also
negative.
Working procedure for finding equation of regression lines:
Step - 01: Write the formulas for the equation of regression lines.
Step - 02: Construct the table according to the formulas from the given data.
Step - 03: Substituting all the values in the formula and simplify, we get the
equation for regression lines for the given data.
Step - 04: Suppose the equation of regression lines are given, solve the given
equations find the mean values of x and y, also find the co - efficient of correlation r.
Problems:
Problem -01: Calculate the coefficient of correlation and obtain the equations of
regression lines for the following data. Also estimate the value y when x = 6.2.
x 1 2 3 4 5 6 7 8 9
y 9 8 10 12 11 13 14 16 15
Solution: We know that, the coefficient of correlation r is
P
XY
r = pP pP
( X 2 )( Y 2)
P
Mean of x = x̄ = Pnx = 1+2+3+4+5+6+7+8+9
9
= 45
9
=5
y
Mean of y = ȳ = n = 9+8+10+12+11+13+14+16+15
9
= 108
9
= 12
Now construct the table
x X = x − x̄ X2 y Y = y − ȳ y2 XY
1 −4 16 9 −3 9 12
2 −3 9 8 −4 16 12
3 −2 4 10 −2 4 4
4 −1 1 12 0 0 0
5 0 0 11 −1 1 0
6 1 1 13 1 1 1
7 2 4 14 2 4 4
8 3 9 16 4 16 12
9 4 16 15 3 9 12
P 2 P 2 P
X = 60 Y = 60 XY = 57
Substituting all the values in the above formula and simplify
57 57
r= √ √ = = 0.95
( 60)( 60) 60
We have, the equation of regression line of y on x is
rσy
(y − ȳ) = ( )(x − x̄)
σx
an the equation of regression line of x on y is
rσx
(x − x̄) = ( )(y − ȳ)
σy
→ The variance of x is
X2
P
60
σx2 = = = 6.66667
n 9
and the standard deviation of x is
√ √
σx = V ariance = 6.66667 = 2.58198
The variance of y is
Y2
P
60
σy2 = = = 6.66667
n 9
also the standard deviation of y is
√ √
σy = V ariance = 6.66667 = 2.58198
Again substitute these values in above formulas, we get the equation of regression
line of y on x is
(0.95)(2.58198)
(y − 12) = ( )(x − 5)
(2.58198)
y − 12 = 0.95(x − 5)
y = 0.95x + 7.25
and the equation of regression line of x on y is
(0.95)(2.58198)
(x − 5) = ( )(y − 12)
(2.58198)
x − 5 = 0.95(y − 12)
x = 0.95y − 6.4
Hence, the value of y when x = 6.2 is
y = 0.95(6.2) + 7.25 = 13.14
Problem -02: Obtain the equations of regression lines and hence find the coefficient
of correlation for the following data.
x 1 3 4 2 5 8 9 10 13 15
y 8 6 10 12 16 16 10 32 32
Solution:
Problem -03: Find the coefficient of correlation and hence obtain the equations of
regression lines for the following data.
x 1 2 3 4 5
y 2 5 3 8 7
Solution:
-04: Given that x̄ = 5, ȳ = 11, n = 9, (x − x̄)2 = 60, (y − ȳ)2 = 70,
P P
Problem
P
(x − x̄)(y − ȳ) = 62, find r, byx and bxy in the usual notations. Also, estimate the
value of y when x = 10 and the value of x when y = 10.
Solution:
Problem -05: The equations of regression lines of two variables x and y are
y = 0.516x + 33.73, x = 0.512y + 32.52. Find the correlation coefficient and the mean
values of x and y.
Solution: Given that, the equations of regression lines are
y = 0.516x + 33.73
x = 0.512y + 32.52
We know that, the coefficient of correlation r is
p
r = ± bxy Xbyx
The coefficient of x in the first equation = byx = +0.516
The coefficient of y in the second equation = bxy = +0.512
Therefore, p
r = ± (+0.516)X(+0.512) = +0.51399
Also, we know that the equations of regression lines are pass through the point (x̄, ȳ),
replace x by x̄, y by ȳ the above are
ȳ = 0.516x̄ + 33.73
x̄ = 0.512ȳ + 32.52
Now, solving these equations by elimination method find x̄ and ȳ, we get The mean
value of x = x̄ = 67.6667
The mean value of y = ȳ = 68.64605
Problem -06: In a partially destroyed laboratory record of correlation data, the
following results only are available. The variance of x is 9 and the equations of
regression lines of two variables x and y are 4x − 5y + 33 = 0, 20x − 9y = 107. Find
(i) the mean values of x and y, (ii) standard deviation of y and (iii) the correlation
coefficient between x and y.
Solution: By data, the equations of regression lines are
4x − 5y + 33 = 0
4x − 5y = −33
20x − 9y = 107
Since the equations of regression lines are pass through the point (x̄, ȳ), replace x by
x̄, y by ȳ the above are
4x̄ − 5ȳ = −33
20x̄ − 9ȳ = 107
Now, solving these equations by elimination method find x̄ and ȳ, we get
The mean value of x = x̄ = 13
The mean value of y = ȳ = 17
We know that, the coefficient of correlation r is
p
r = ± bxy Xbyx
Rewrite the above equations
4x − 5y + 33 = 0
4x + 33 = 5y
5y = 4x + 33
dividing by 5 on both sides
4 33
y=
x+
5 5
∴ the coefficient of x in the above equation = byx = + 54
20x − 9y = 107
20x = 9y + 107
Dividing by 20
9 107
x= y+
20 20
9
∴ the coefficient of y in the above equation = bxy = + 20
Therefore, r
4 9 3
r = ± (+ )X(+ ) = + = +0.6
5 20 5
We have, to find√the standard deviation of y = σy , given that the variance of =
σx2 = 9 → σx = 9 = 3. We know that
rσy
byx =
σx
σx byx
σy =
r
(3)( 45 )
σy = =4
( 53 )
Problem -07: If θ is the angle between the equations of regression lines, then show
that
σx σy 1 − r2
tan(θ) = 2 ( ).
σx + σy2 r
Solution: We know that, the acute angle θ between two straight lines y = m1 x + c1
and y = m2 x + c2 then slope of the tangent is given by
m2 − m1
tan(θ) = (44)
1 + m1 m2
We have, the equation of regression line of y on x is
rσy
(y − ȳ) = ( )(x − x̄)
σx
rσy
The slope of the tangent = m1 = coefficient of x = σx
Also, the equation of regression line of x on y is
rσx
(x − x̄) = ( )(y − ȳ)
σy
rewrite the equation we get
σy
(y − ȳ) = ( )(x − x̄)
rσx
σy
The slope of the tangent = m2 = coefficient of x = rσx
Substituting m1 and m2 in equation (44) and simplify we get
σ rσy
( rσyx ) − ( σx
)
tan(θ) = rσ rσ
1+ ( σxy )( σxy )
Hence,
σx σy 1 − r2
tan(θ) = ( ).
σx2
+ σy2 r
Problem -08: In a bivarite distribution σx = σy and the angle between the
regression lines is tan−1 (3). Find the correlation coefficient.
Solution: By data σx = σy and tan−1 (3)
We know that, if θ is the angle between the equations of regression lines then
σx σy 1 − r2
tan(θ) = ( )
σx2+ σy2 r
→ θ = tan−1 (3), tan(θ) = 3, now substitute tan(θ) = 3 and σx = σy in above
equation, we get
σx σx 1 − r2
3= 2 ( )
σx + σx2 r
σ2 1 − r2
3 = x2 ( )
2σx r
1 1 − r2
3= ( )
2 r
1 − r2
6=
r
6r = 1 − r2
r2 + 6r − 1 = 0
This is quadratic equation in r and the roots are
√
−b ± b2 − 4ac
r=
2a
p
−6 ± (−6)2 − 4(1)(−1)
r=
2(1)
√
−6 ± 36 + 4
r=
2
√
−6 ± 40
r=
2
√
−6 ± 2 10 √
r= = −3 ± 10
2
∴ r = +0.1623 or r = −6.1623
Since, −1 ≤ r ≤ 1, ∴ r = 0.1623
EN D − OF − T HE − F IRST − U N IT − I

III SEM ME-CH 31 Unit - I

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III SEM ME-CH 31 Unit - I

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Engineering Mathematics - III [ME/CH 31]

The main objectives of the course are :

Evaluation process of both CIE and SEE in the semester

Introduction:- In the present chapter, we discuss an elementary treatment of some

Figure 1: The graph of the intermediate value property

Examples on intermediate value property:

(iii) x log10 (x) − 102 = 0,

Figure 2: The graph of the Regula - Falsi Method

0 − f (a) f (b) − f (a)

f (1) = (1) log 1 − 1.2 = −1.2, → f (1) = −1.2 < 0

(0.60595)(−1.4596) − (1)(0.0004111) −0.88485

(−3)(0.63862) − (−2)(−0.008241) −1.932342

Geometrical Interpretation of Newton - Raphson Method:

Figure 3: The graph of the Newton - Raphson Geometrical Interpretation

Geometrical Interpretation of Newton - Raphson Method:

Hence, this is the first approximation to the root x = α. If A1 , is the point

Working procedure to find a real root of the given equations using

Solution: Let f (x) = x log10 x − 1.2, by intermediate value property

II - iteration: Put n = 1,in general formula we get second iteration x2

Therefore, f 0 (x) = 3x2 + 5

III - iteration: Put n = 2,in general formula we get third iteration x3

We have, by Newton - Raphsom formula

Again, substituting n = 2 in equation (2), we get,

Substituting f (xn ) = xkn − N and f 0 (xn ) = kxk−1

Introduction: Mathematics is very much important in engineering and science

Here, x0 = 0 and y0 = 0, we need to find an approximate value of y at x = 0.2, 0.4

y iv = −2(xy 000 + y 00 + 2y 00 ) = −2(xy 000 + 3y 00 ).

now, substitute x = x0 = 1, we get

(x − 1) (x − 1)2 (x − 1)3 (x − 1)4

Here, P (x) = −1 and Q(x) = x3

y(e−x ) = e−x [−x3 − 3x2 − 6x − 6] + c

Substituting the value of c in the general solution, we get particular solution

yn+1 = yn + hf (xn , yn ), n = 0, 1, 2, 3, ...

We know that, by Euler’s method the first approximation y1

y1 = 0 + (0.1)f (0, 0) = (0.1)[3e0 + 2(0)] = 0.3

y2 = 0.3 + (0.1)f (0.1, 0.3) = 0.3 + (0.1)[3e0.1 + 2(0.3)] = 0.58103

y3 = 1.06365 + (0.1)f (0.3, 1.06365) = 1.06365 + (0.1)[3e0.3 + 2(1.06365)] = 1.6813

y3 = 0.99046 + (0.1)f (1.2, 0.99046)

The standard deviation of x is σx is positive square root of the variance of x and is

We know that, the normal equations for straight line are

∴ the value of y at x = 1.5 → y = 13.4.

We know that, the normal equations for straight line are

log y = log a + log ebx

log y = log a + bx log e

log(y) = log(a) + log(ebx )

We know that, the normal equations are

Substituting all these values in the normal equations, we get

36A + 204B = 52.3694

Correlation: Consider any two independent magnitudes x and y, then the co -

(z − z̄)2 = a2 (x − x̄)2 + b2 (y − ȳ)2 + 2ab(x − x̄)(y − ȳ)

Taking the summation and dividing by n on both sides

(z − z̄)2 (x − x̄)2 (y − ȳ)2

Working procedure to find the correlation co - efficient

Now, replace x1 by x̄ and y1 by ȳ, we get

(y − ȳ) = m(x − x̄) (43)

Hence, the parameter m is P

Problem: Prove that the correlation coefficient r is the geometric mean of

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