CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

More Challenging Problems on Numerical Analysis dn  1  n!

n
n    ( 1) .
dx  x  a  ( x  a ) n 1
a. Errors
(ii) Given that y = tan-1x, show that
1(i) Show that the equation e x = a-bx, where a and b are constants, dy i  1 1 
a>1 and b>0, has just one real root, a, and that a>0. [2]
   .
dx 2  x  i x  i 
(ii) The values of a and b are not exact but can have an absolute error
Deduce that, in this case, [4]
of up to e. Show that the maximum absolute error in a is n
approximately d y i  1 1 
n
 ( 1) n 1 (n  1)!  n
 .
(1  )  dx 2  ( x  i) ( x  i) n 
.
e  b By writing x + i = r (cos q + i sin q) and using de Movire’s
[4] theorem, show that [4]
n
Show that 1 + a < ea and deduce that the approximate maximum d y ( n  1)!
 ( 1) n 1 sin(n cot 1 x ).
absolute error in a is less than e. [3] dx n 1
n
(iii) Find, correct to 3 decimal places, the root of the equation e x = (1  x 2 ) 2
4.31 - 3.27x, given that the numbers in the equation are exact. Hence or otherwise, obtain the Taylor series expansion of tan -
[5] 1
(1+a) up to and including the term in a5. [3]
Estimate the maximum absolute error in your value for the root (N89)
assuming that the numbers in the equation have been correct to 2
decimal places. [2] 2. It is given that
(N93 - Combined with Location of Roots)
sin 1 x
y( x )  .
2(i) For any given value of x, the value of a is calculated from the (1  x 2 )
relation a = e-x ln x. Show that if x is given correct to n decimal Using mathematical induction, or otherwise, prove that
places, and has an approximate value of 1.75, then the maximum
(1  x 2 ) y ( n 1) ( x )  ( 2n  1) xy ( n ) ( x )  n 2 y ( n 1) ( x )  0, (n  1),
absolute error in a is approximately 10-n-3. [5]
(ii) Using a sketch, or otherwise, show that, whatever the value of a, where y(r)(x) denotes the rth derivative of y(x) with respect to x.
the equation a = ex ln x has at most two real roots in x. [3] [7]
Show that the largest value of a for which a real root exists Deduce that [5]
correspond to the value of x satisfying the equation x ln x = 1.[2] 2 3 24 5 246 7
y( x )  x  x  x  x .....
Find this value of x, correct to 3 decimal places, and hence obtain 3 35 3 5 7
the value of a. [4] In the case 0 < x < 1, the sum of the first three terms of this series
State to how many decimal places this value of a should be is used as an approximation to y(x). The coefficient of x2n+1 in the
accurate. 2  4  6....(2n)
(N96) [2] expression is . Show that the sum of
3  5  7 ... (2n  1)
246 7
b. Power Series
the omitted terms is less than
3 5 7

x  x 9  x 11 ...... , 
1(i). Prove by induction, or otherwise, that [5] and deduce that the error, e, in the approximation is such that [4]

1
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

16 x 7 (J88) [9]
    0.
35(1  x 2 ) 3. The iteration xn+1 = F(xn) may or may not converge to a root a of
(N90 - Combined with Errors) the equation F(x) - x = 0. Sketch “staircase” or “cobweb”
diagrams illustrating this iteration in the cases
(i) 0 < F’(x) < 1,
c. Location of Roots (ii) F’(x) > 1,
where x is in the neighbourhood of a. State in each case whether
1(i) The equation x = F(x) has a root a. Repeated use of the iteration or not the iteration converges to a. [3]
xn+1=F(xn), starting with an approximation x0 to the value of a, The equation f(x)=0 has a root a which is to be found by an
yields a sequence x1, x2, .... that converges to a. The errors ei are iteration xn+1 = F(xn), where F(x) = x - lf(x), l being a positive
defined by ei = xi - a, (i = 0,1,2,...). Prove that, if the constant. In the interval [x1, x2], where x1 < a < x2, the least value
convergence is first order, then en+1 » ei F’(a). of f’(x) is m, and the greatest value of f’(x) is M, (0 < m < M ).
Prove a corresponding result for second order convergence. [5] Show that, in [x1, x2],
(ii) Prove that the Newton-Raphson method gives second order 1 - lM £ F’(x) £ 1-lm.
convergence to a root of the equation f(x) = 0. [2] 2
(iii) Obtain, from the equation x2 - N = 0 (where N > 0), an iteration Show further that if l is taken to be then [6]
xn+1=F(xn) giving second order convergence to ÖN, and give the M m
relation between en+1 and en. [3] M m M m
1   F' ( x )   1, for xÎ[x1, x2].
Obtain a different second order iteration xn+1 = G(xn) by M m M m
N
considering the equation  1  0 , and give the relation The equation tan x = ex is known to have a root a in the interval
x2
[1.25, 1.35]. Taking f(x) to be tan x-ex, and assuming that f’(x)
between en+1 and en.
has its greatest and least values at the ends of the interval, show
Deduce, or show otherwise, that the iteration
2
3 1 that  0.085 , to three decimal places.
x n 1  F( x n )  G ( x n ) M m
4 4
[3]
converges to ÖN and that its order of convergence is greater than
Find a to four decimal places. [4]
2
(N89)
(J87) [6]
4. The iterative procedure xn+1 = F(xn) is constructed to converge to
2. The cubic equation x3 + px2 + qx + r = 0, where p, q, r are real
constants, has a root of the form u+iv, where u and v are real and the root a of the equation x = F(x). Show that
r¹ 0. Show that u satisfies the equation [7]
8u3 + 8pu2 + 2(p2+q)u + pq - r = 0. F" (  ) 2 F" ' ( 
e n 1  F' (  ) e n  en 
The equation x3 - 3x2 - 9x - 9 = 0 is known to have a complex 2! 3!
root of the form u + iv, where u and v are real and v ¹ 0. Solve
the equation completely, giving all numerical answers to 4 places where xn = a + en. [3]
of decimals.

2
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

Give conditions for the procedure to have second order (iv) Use the values obtained in the procedure in (iii) to illustrate
convergence. [1] the result of (i).
Find the values of A and B (which may involve the given positive [3]
B (N91)
number a) for the procedure x n 1  Ax n  to have second
x n3 6. The iterative procedure xn+1 = F(xn) and xn+1 = G(xn) are given by
order convergence to a1/4. [4]
1 a  1 x4 
F( x )   2 x  2  and G( x)   4 x  .
Obtain, in terms of a, the approximate relation between en+1 and en 3 x  3 a 
when A and B have these values. [1] Show that xn+1 = F(xn) has second order convergence to a1/3 and
1
Illustrate the procedure, in this case, on a sketch graph for that  n 1   2n , where en = xn - a1/3. [5]
positive values of xn, and hence show that it converges for any x0 a 1/ 3
> 0. [3] Given that xn+1 = G(xn) also has second order convergence to a1/3,
find the corresponding error relation. [2]
Obtain another procedure using the Newton-Raphson formula A third procedure for iterating a1/3 is given by
1
with f ( x) 
1 1
 4 . Which of these two procedures should x n 1 
3

2F( x n )  G ( x n ) . 
a x
yield a value of a1/4 to a desired degree of accuracy with fewer 4
Show that for this procedure,  n 1   2/3
 3n . [4]
iterations from the same value of x0 when e0 is small enough? 3a
[4] (J91) Taking x0=2, apply the third procedure once to obtain a rational
approximation to 3Ö9. Hence estimate e0 and, using the relation
5. An iterative procedure xn+1 = F(xn) is constructed to converge to between e0 and e1, estimate the error in the approximation,
the root a of the equation f(x)=0. correct to 1 significant figure.
(i) It has been suggested that a suitable test for the absolute error [5]
in xn to be less than the small positive quantity e is that | (J92)
f(xn)| < e. With the help of sketch graphs, show that this
should be satisfactory if |f’(xn)| > 1 but not if |f’(xn)| < 1. 7. The function f is continuous and the equation f(x)=0 has a real
[4] root a. The real numbers b, which is close to a, is such that
(ii) If xm+1 = xm correct to k decimal places, state a condition on b=mx10-N, where m and N are integers, N > 0. Show that, with
F’(a) sufficient to ensure that xm = a to the same degree the help of a diagram, that if f(b-5x10-N-1)f(b+5x10-N-1)< 0 then
of accuracy. a=b correct to N decimal places.
[2] [3] Show that the equation x4 - 4x2 + 4 = 0 has a
(iii) Show that the equation x3 - sin x - 2 = 0 has just one real root x = Ö2 and that, although Ö2 = 1.414 correct to 3 decimal
root, and use an iterative procedure to find its value places, the above inequality does not hold with b=1.414. Explain
correct to 3 decimal places. why. [4]
[7] By noting that x4 - 4x2+4= (x2-2)2, prove that the Newton-
Raphson formula with f(x) = x4 - 4x2 + 4 yields a first order

3
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

procedure for iterating to Ö2. F " ( ) 2 F" ' (

[4] e n 1  F ' (  ) e n  en 
2! 3!
Find the value of k for the procedure
Prove that the Newton-Raphson procedure given by
kg ( x n ) f ( xn )
x n 1  xn  x n 1  x n 
g' ( x n ) f ' ( xn )
to have second order convergence to a when g(x) = (x-a)2h(x), and
has at least second order convergence, in general. [3]
h(a)¹0. [5]
The equation x4 - 12x2 + 20 = 0 has a root x = Ö2. Starting with x0
(N92)
= 0.5, apply the Newton-Raphson procedure to this equation to
obtain values of x1, x2 and x3, each to 5 decimal places. [4]
8. The iterative procedure xn+1 = F(xn) has first order convergence to
Sketch the graph of y = x4 - 12x2 + 20, paying particular attention
a root, a, of the equation x = F(x). It may be assumed that en+1
to the shape at x = Ö2. Comment on the behaviour of the
»ken, where en = xn - a and k is a constant. Show that [4] sequence x0, x1, x2,..... in relation to the root and give a reason for
( x n  2  x n 1 ) 2 the behaviour. [5]
  x n2  . (A) Using a calculator value of Ö2, show that e3 » - ½ e23. [2]
x n  2  2 x n 1  x n
Suppose the values of xn were calculated on a computer working
The equation 2 - x = e2x has a real root a in the interval 0 £x £ 1. to a high degree of accuracy. Assuming that e4 » - ½ e33, estimate
Show that the procedure the number of significant figures to which x4 would be correct as
4 1 an approximation to Ö2. [2]
x n 1  xn  ln(2  x n ) (B)
5 10 (N95)
has first order convergence to a. [3]
Use procedure B, starting with x0 = 0.25, to calculate x1 and x2,
giving your answers correct to 5 decimal places. [2] d. Ordinary Differential Equations
Use procedure A, with the 5 decimal places for x1 and x2, to
calculate a further approximation a’ to a. [2] 1(i) Given that y = f(x), and denoting the value of f(rh), where h is a
The value of a correct to 5 decimal places is 0.27315. For positive constant, by yr, show that
y  2 y
e1
1 0
y 0 "  2
h
procedure B, evaluate and hence estimate how many
e0 d2y
where y0” denotes the value of when x=0. [2]
iterations procedure B would require before giving a closer dx 2
approximation than a’. (ii) The graph of the fourth degree polynomial y, where
[5] y = p + qx + rx2 + sx3 + tx4 (p, q, r, s are constants),
(J93) passes through the points (-h, y-1), (0, y0), (h, y1). Show that
1
9. It is given that, for an iterative procedure xn+1 = F(xn) which y 1  2 y 0  y1  h 2 ( y 1 "10 y 0 " y1 " ),
12
converges to the root a of the equation f(x)=0, the error in xn+1
given by en+1 = xn+1 - a is related to en by d2y
where yr” denotes the value of when x = rh. [7]
dx 2

4
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

(iii) A numerical solution is required for the differential equation 3(i) Given that y(x) is a quadratic function of x, show that
2 h
d y
dx 2
=y2, where y = 1.0000 when x=1 and y=0.8547 when  y( x )dx may be expressed in the form
0
x=1.2. Using an equation obtained from (i) as predictor, and one
2 1 
obtained from (ii) as corrector, obtain a value for y when x=1.4, h y 0  y1   h 2 y 0 ' , where yn denotes y(nh), and a is a
giving your result to four significant figures. 3 3 
[7] constant whose value is to be found. [4]
(J86) (ii) Show that Taylor’s theorem may be written in the form E = e hD,
where h is the interval of differencing.
2. A numerical method of solving the differential equation 1 2 1 3
dy Deduce that hyo’ = (      ... ) y 0 .
 ax  by  c , given that y = y0 when x = x0, is as follows. 2 3
dx Hence, using the result of (i) above, show that, when third and
To find the value of y corresponding to x, where x = x0+h, higher differences may be ignored, then [6]
calculate in succession k1, k2 and k3, where h
1
k1  h(ax 0  by 0  c),  y( x )dx  12 h(5 y 0  8 y1  y 2 ).
0
1 1
k2  h[a ( x 0  h)  b( y 0  k 1 )  c], dy sin x
3 3 (iii) The differential equation  , with y=1 when x=0, is
2 2 dx x 1
k3  h[a ( x 0  h)  b( y 0  k 2 )  c], to be solved numerically. Use a method based upon the final
3 3 result of (ii) to obtain a value for y(0.1).
1 3 [5]
Then y= y0 + k1  k 3 . State whether you would expect this value to be a better or worse
4 4
approximation to the true value of y(0.1) than would be given by
dy
Show that k1 = hy0’ , where y0’ denotes the value of when one application of the Euler formula, giving a brief reason for
dx your answer.
x=x0, and express k2, k3 in terms of a, b, h and y0’. [7] [1]
Hence or otherwise verify that the value of y given by this method (N88 - Combined with Finite Difference Calculus)
is identical to that obtained by using the Taylor series with terms
up to and including h3. [5] dy
dy 4(i) It is given that  f ( x , y ) . Denoting x0+nh by xn, where h
Given that  x  y  1 and that y=1 when x=0, use the dx
dx is a positive constant, and denoting the value of y when x=xn by
above method with h=0.3 to obtain the value of y when x=0.3, yn, use Simpson’s rule to show that
tabulating the values of k1, k2, k3 and y obtained. [3]
[4] 1
(J87) y 2  y1  hf ( x 0 , y 0 )  4 f ( x1 , y1 )  f ( x 2 , y 2 ) .
3

5
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

dy 1 0.2, giving four decimal places in your answers.

(ii) Given that   xy , and that h=0.1, deduce that [4]
dx 2
(J90)
[4]
(30  x 0 ) y 0  4 x1 y1  3
y2  . dy
30  x 2 6. The differential equation  f ( x , y ) can be solved
dx
(iii) A numerical solution is required for the differential equation numerically using the formulae
dy 1 k1  hf ( x n , y n )
  xy , for which y=1 when x=0. Obtain the Taylor
dx 2 k2  hf ( x n 1 , y n  k 1 )
series expansion of y up to and including the term in x4. Show
that, to 5 decimal places, the value of y given by this series when
1
y n 1  y n  (k1  k 2 )
x=0.1 is 1.04485. 2
[5] where xr = x0 + rh and yr is the value of y when x = xr, for r =
(iv) Use the results of (ii) and (iii) to obtain values for y when x=0.2 0,1,2,... Show that the process is equivalent to using yn+1 = yn +
and x=0.3. hyn’ as a predictor and yn+1 = yn + ½ h (yn’ + yn+1’) as corrector,
[4] dy
(J89) where yr’ is the value of at the point (xr, yr). [2]
dx
The variables x and y are related by the differential equation
5. Given that y is a function of x, and with the usual notation,
express y1’ in terms of h and the derivatives of y evaluated at x = dy
 xy  x 2 ,
x0. dx
Hence, or otherwise, prove that [4] with initial conditions x0 = 0, y0 = 1.
1 1 3 ( 3) (i) Taking h=0.1, obtain values of y when x=0.1 and x=0.2. [5]
y1  y 0  h( y 0 '  y 1 ' )  h y 0 .... (ii) Find the Taylor series solution up to and including the term
2 12
in x4 and use it to assess the accuracy of the value of y2
dy found in (i).
The differential equation  2 x  y cos x is to be solved
dx [6]
numerically for values of x at intervals of 0.1. Show that [3] (iii) Using the values of y1 and y2 found in (i), find another value
1 ( 3) for y2 by iterating for y2 with the above corrector
y 0 (20  cos x 0 )  4 x 0  0.2  y0 formula, and comment on the accuracy of this new
y1  606 . value. [3]
20  cos( x 0  0.1) (J91)
Given that y=1 when x=0, and ignoring terms in y0(3), obtain
values of y to four decimal places for x = 0.1, x=0.2 and x=0.3. 7. Show that, with the usual notation,
[5] y n 1  2 y n  y n 1
Assuming that, to a sufficient degree of accuracy, y(3) is constant 2
 y n "
1 h
and equal to 3
3 y 0 , estimate y(3) from the values you have (A)
h
obtained, and calculate revised values for y when x=0.1 and x =

6
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

h4 d6y Apply the above scheme until you have estimated y4 when x4 =
where |T| £ L , the greatest value of 6 in the 0.5. [5]
360 dx
Give the value of y when x=0.5 as accurately as your working
interval [xn-1, xn+1] being denoted by L. allows.
[7] (N97) [1]
2
d y
The differential equation  x  3 y is to be solved e. Numerical Integration
dx 2
numerically at intervals of h using the first two terms on the
1. Show that for any polynomial y(x) of degree three,
right-hand side of the above equation (A). Show that x1
[3] 1 1
3 1  y ( x ) dx  h( y 0  y1 )  h 3 ( y 0 " y1 " ),
2 4 2 4
y n 1  ( 2  3h  h ) y n  y n 1  (h  h ) x n , n  1,2, ... x0 2 24
4 4
where h = x1 - x0 and yr = y (x0 + rh). [9]
Taking h=0.2, find the approximate values of y when x=1.2,
1.4 and 1.6, given that y=2 when x=1 and y=1 when x=1.8. Assuming that for 1.1 £x £ 1.9, Ö(sin x) may be treated as though
Give 5 decimal places in your answers. it were a polynomial of degree three, evaluate
1.9
[6]
(N93)  sin xdx ,
1.1

8. The following scheme provides an approximate solution of the giving your results to three significant figures. [7]
dy
differential equation  f ( x , y ) at the point (xn. yn), where
dx 2. The mathematician Gauss used the approximate integration
xn = x0+nh, for the given (x0, y0). formula
1 1
y iP1  yi  h[3 f ( x i , y i )  f ( x i 1 , y i 1 )]
2  f ( x )dx  pf (  k )  qf (0)  pf ( k ) ,
1 1
y iC1  y i  h[ f ( x i 1, y iP1 )  f ( x i , y i )]. where p, q and k are appropriately chosen numbers. Given that f
2 is a polynomial of degree four, and that Gauss’ formula gives the
exact value of this integral, show that
Explain why the terms yi+1 appears in two forms with labels P and 3 5 8
C respectively. [2] k ,p and q  . Show that the formula is exact
Given that f(x, y) = y2 - 3x, with (x0, y0) = (0,1), derive the 5 9 9
Maclaurin expansion of y up to the term in x5. [4] also when f is a polynomial of degree five.
Use your expansion to obtain an estimate of y1 when x1 = 0.25, [6]
and taking h = 0.25, apply the above scheme, using each formula By means of a linear substitution express the integral I, where
1
once, to approximate y2 when x2 = 0.5. 
[4] 2 cos x
Repeat the procedure with h = 0.125, finding an approximate I  1  x dx ,
0
value for y1 when x1 = 0.125 from your Maclaurin expansion.

7
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

1 Show that this approximation is more accurate than that given by

in the form  g ( y )dy. the use of Simpson’s rule with three ordinates. [3]
1 (J88)
Obtain numerical values for I using
(i) Simpson’s rule with three ordinates, b
(ii) Gauss’ formula. 4(i). Given that f(x) = px2 + qx + r, and that I =  f ( x )dx , prove
Given that I = 0.67362 to five places of decimals, show that a
the absolute error resulting from this use of Simpson’s rule is  a  b
more than 25 times that resulting from the use of Gauss’ that I  (b  a )f   , and that the error e1 in this
 2 
fomula. [16]
(D87) approximation (the mid-point rule) is given by e1 =
1
 p(b  a ) 3 . [4]
3. Given that y(x) takes the values of y0, y1, y2 when x=x0, x1, x2 12
respectively, write down the Lagrangian interpolating polynomial (ii) The interval [a, b] is divided into n equal sub-intervals, each of
in the form
b  a
( x  x1 )( x  x 2 ) length   . A value In for I is found by applying the mid-
L( x )  y 0  y 1  y 2 ,  n 
( x 0  x1 )( x 0  x 2 ) ordinate rule to each sub-interval and summing the results.
where a and b are to be expressed in terms of x, x0, x1 and x2.[3] Deduce that the error en in this process is given by
It is also known that x2 - x1 = x1 - x0 = h. By using the p(b  a ) 3
substitution x = x1 + ht, express L(x) in terms of y0, y1, y2, h and t. n   ,
[2] 12n 2
Hence and state a relationship between ekn and en, where k is an integer.
x2 [3]
0.9
(i) express  L( x )dx in terms of h, y0, y1 and y2; sin x
dx is to be found
x0 (iii) The value of J, where J =  x
0
[3]
numerically. Using notation corresponding that to (ii), apply the
1 1 mid-ordinate rule to obtain an approximation J1, giving your
(ii) prove that hL ' ( x )  ( t  ) y 0  2ty1  (t  ) y 2 . [3]
2 2 results to six decimal places.
Deduce that [2] [2]
x2 (iv) Calculate J3, and, assuming that for this integral the relationship
1 1  1
 L( x)dx  h 2 y 0  y1  2 y 2   12 h 2  L' ( x 0 )  L' ( x1 ). between the errors e3 and e1 is approximately that obtained in (ii),
x0 obtain an estimate for J to six decimal places. [5]
Assume that L(x) and its derivatives may be closely approximated (v) Given also that J9 = 0.860 586, and making an appropriate
by y(x) and its derivatives, use this result to obtain an assumption concerning the relationship between e9 and e3, obtain
2 a better estimate for J. [2]
4 (N88)
approximation to  x dx.
0
5. Find the values of a, x1 and x2 in order that the integration formula

8
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

1 1

 x 2 f ( x )dx  a{ f ( x1 )  f ( x 2 )} 7. The approximate integration formula

0 1 1
 1 2 
is exact when f(x) = 1, when f(x) = x and when f(x) = x . Explain 2
 x f ( x )dx  af (0)  b  f ( 3 )  f ( 3 )   cf (1)
2
why it is then exact when f(x) is any quadratic polynomial in x. 0  
[6] where a, b and c are constants, is exact when f(x) is a quadratic
Assuming that the error in the formula when applied to any f(x) is polynomial. Show that b = 9/35, c = 1/7 and find the value of a.
equal to kf”’(x), for some xÎ(0,1), find the value of k by applying [7]
the formula to a suitable f(x). [2] Given that the error is of the form k f”’(z), where k is a constant
By making a change of variable, use the formula to estimate and zÎ(0,1), find the value of k. [3]
1 1 1/ 2
1/ 2
x 2 e x dx and obtain bounds for the error in the result. [7] Using a substitution, transform the integral x e  x dx so
0 0
Explain how the formula could be used to estimate that the above integration formula can be used, and hence
0.2 1 calculate an approximation to the integral.
x [4]
 x 2 e dx. [1]
0.1 Estimate bounds to the absolute error in the approximation. [2]
(N91) (N96)

6. Show that 3
f ( a  h)  f ( a  h ) 1 8. A student needs a close approximation to I   f ( x )dx ,
 f ' (a )  h 2 f "'
( a ) .... , 0
2h 6 where f(x)=(x3+9)1/2. She finds p(x), the Lagrange interpolating
and obtain the next term of the series on the right. [3] cubic polynomial that agrees with f(x) when x = 0,1,2 and 3, and
Hence obtain the approximate formula [4] integrates it.
a h
3 1 (i) Show that she can write the interpolating polynomial in the
 g ( x ) dx  2hg (a )  3 h g" ( a ). form
a h
1 10
1
x p( x )  ( x 3  7 x  6)  ( x 3  5x 2  6 x ) 
Use the above formula to calculate  e dx , working to 6 2 2
[3]
0 17 3 2
decimal places, and use the third term of the series to estimate the ( x  4 x  3x ).
2
error. Compare this with the exact error. 3
[5] (ii) Evaluate L 
1  p( x )dx correct to 3 decimal places. [3]
x 0
Obtain another estimate for the integral  e dx by splitting She knows that the lower bound for the error in taking L as an
0
3
the range of integration into two equal parts and applying the approximation to I is  M , where M is the greatest value
formula to each. 80
(J92) [4] of |f(4)(x)| in 0 £x £3. She suspects that this will be too large an

9
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

error for her purpose, and makes another approximation S to I by y p  (1  p) y 0  py1   ( p) 2 y 1  ( p) 2 y 0 ,

using Simpson’s rule with 6 strips. Find this second
approximation S, correct to 3 decimal places. where a(p) and b(p) are cubic polynomials in p, and yp = y
[4] (x0+ph), where h is the interval of differencing. Given that this
The students knows that L and S are each smaller than I, and formula is exact (for all y) when p=-1, p=0, p=1 and p=2, show
wishes to estimate I, without having to find M, by assuming that that a(-1)=1 and that a(0), a(1) and a(2) are each zero. Hence
the errors in L and S are proportional to their bounds. Taking the find an explicit expression for a(p), which may be left as a
1 product of factors. Find a corresponding expression for b(p) and
lower bound of the error S to be  M , find the best 1 1
960 confirm that  ( )  ( ) .
estimate she could make using the above values of L and S, 2 2
making it clear how many significant figures she can give if her [12]
assumption is true. [6] (ii) For a certain function, it is known that y0=0.46374, y1=0.87973, D2y-1
(N97) =0.13474 and D2y0 = 0.14893.
y1
Use the formula in (i) to estimate . Given that the correct
2
f. Finite Difference Calculus y1
value of is 0.65404, to five decimal places, show that the
2
1. Using the standard operator notation, show that Taylor’s theorem is estimate is correct to four decimal places.
expressible in the form E = e hD, where h is the interval of [4]
differencing. [3] (N86)
1 2 1 3
Deduce that E (hD) =      ....... [4]
2 6 3.
m m
In this question fj denotes f(x0 + jh), and D j denotes  f j .
Interpreting E(hD)y0 as hy1’, and neglecting fourth and higher
(i) By writing fp as Epf0 or otherwise, show that
order differences, show that
[2]
[5]
1 p( p  1) 2 p( p  1)( p  2) 3
y1 '  ( 2 y 0  3 y1  6 y 2  y 3 ). f p  f 0  p 0  0   0 ...
6h 2! 3!
2 2 3 3
dy (ii) Prove that  j   j 1   j 1 , express  j in terms
Use this result to obtain a value for when x=8.5 for the 3 4 5
dx of  j 1 ,  j 2 and  j 2 .
function defined by the following table. [3]
x 7.5 8.0 8.5 9.0 9.5 (iii) Deduce that
y -0.684 0.296 1.383 2.602 3.984 p( p  1) 2 k
[You may assume that fourth and higher order differences are f p  f 0  p 0   1  31 .... ,
2! 3!
negligible.] [4] where k is to be expressed in terms of p. [3]
(J86) (iv) Prove that
2(a) The interpolation formula of Everett states that
df p 1 1 2 1 2 1 3 
   0  ( p  )  1  ( p  )  1 ... ,
dx h 2 2 6 

10
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

where h is the interval in x.  1 2 2 1 3 2 3 

1  p  2 ( p  p)   6 ( p  3 p  2 p)   
[3] yp    y0
(v) For the function tabulated below, obtain values of f(3.5)  1 ( p 4  6 p 3  11 p 2  6 p) 4 . . . . . . . . . . . . . . . . . . . 

 24 

and f’(3.5). [5]
x f(x) D D2 D3 dy dy p dp
0 0.5000 (ii) Use the equation  to show that the value S of
1736
dx dp dh
1 0.6736 -52 dy
1684 -52 at x0 + ½h is given by
2 0.8420 -104 dx
1580 -48
1 1 3 1 4 
3 1.0000 -152 S   y 0   y  y 0 ....
1428 -44 h 24 24 
4 1.1428 -196
1232
3 3 4
By expressing D y0 in terms of D y-1 and D y-1, and using a similar
5 1.2660 expression for D4y0, or otherwise, show that
(N87) 1 1 3 
S   y 0   y 1  ,
4. A sequence of numbers u0, u1, u2, .... has differences Du0, Du1, h 24 
Du2, ... The series S is defined by where fifth and higher order differences are ignored.
S = u0 - u1 + u2 - u3 + ..... + (-1)n un + .... 1
Hence express S in the form [ ( y 1  y 2 )  ( y 0  y1 )],
Using operator methods and assuming convergence, show that h
[8] where a and b are to be found, and state the highest degree of
1 1 1 1 1  polynomial for which this result is exact.
S   u 0  u 0  2 u 0  3 u 0 ... n
n u 0 ... [7]
2 2 4 8 ( 2) 
(iii) Using (i) show that
Calculate a difference table for ui, (i = 0,1,2,...,6) where x0  3h / 2
1 3 9 3 
ui  , working to 5 decimal places.  ydx  h 2  8   128 3 .... y 0 .
5i x0
Use these differences to obtain a value for Deduce that, in the case where y is a quadratic function of x, the
1 1 1 1 ( 1) n 1 3
   .... ...... integral is given exactly by h( y 0  3 y1 ).
5 6 7 8 n 8
Hence obtain a value for ln 2 given that [8] [6]
n 1 (J90)
1 1 ( 1)
ln 2 = 1   .... .......
2 3 n
(J89)
6. Given that Newton’s forward difference formula is
5(i). Given that y is a function of x, taking the value yp when x=x0+ph
(h being a positive constant), show that [3]
1 1
f ( x 0  ph)  f 0  pf 0  p( p  1) 2 f 0  p( p  1)( p  2) 3 f 0 ...
2! 3!

11
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

where f0 = f(x0), show that Use the formula given above to obtain the value of f(0.342).
x0  h Your answer should be given to a realistic number of significant
 1 1 1 
 f ( x )dx  hf  f 0  2 f 0  12 2 f 0  24 3 f 0 ... , figures. [5]
x0 It is required to find the value of x for which f(x) = 0.3250.
(i) Obtain a value for x, by linear interpolation, giving 4 decimal
and find the next term in the series for the integral. [5]
places in your answer.
The following table gives the values of f(x) each correct to 4
[2]
decimal places.
(ii) Denoting the required value for x by 0.3+0.1p, show that
x 0 0.1 0.2 0.3 0.4 0.5
[2]
f(x) 1.0000 1.1055 1.2247 1.3625 1.5262 1.7269
1  p( p  1) p( p  1)( p  2) 
p 0.0049   0.0025   0.0002.
(i) Use the first four terms of the series for the integral to 0.0321  2! 3! 
0.1
(iii) Use one application of an iterative procedure based on (ii),
evaluate  f ( x ) dx. with an initial approximation based on (i), to find an
0 improved value for x.
[3] [2]
(ii) Estimate the error caused by using only four terms of the (N94)
series and also the maximum error due to rounding of the
tabular values. Hence give your value for the integral to 8. Show, with the usual notation, that E = 1 + D. [2]
as many significant figures as you believe to be correct. Hence show that
[6] 1 1 1 1
(iii) Explain how the first four terms of the series for the integral (i) 1+ E + E 2  E 3 ... r E r ...  2(1    2 ...), [4]
0.3 2 4 8 2
could be used to evaluate  f ( x )dx from the same (ii)
0 1 1 1 ( 1) r r 2 1 1 1 3 
tabular values, and why it would not be possible to extend the 1 E  E 2  E 3 .. E ...   1    2   ...
2 4 8 2 r 3  3 9 27 
range of integration further.
[2] [2]
(N92) By taking fr to be a suitable function of r, show that
 n3
7. With the usual notation, show that E -1 = 1 - DE-1. [2]  n
 26
n 1 2
Hence, denoting f(xn+ph) by fn+p, establish the formula
and find the value of
[3]
 p  1 2  p  2 3
 n3
f n  p  f n  pf n 1     f n2     f n 3 .  ( 1) n .
 2   3  n 1 2n
Values of f(x) for a particular function f are given in the table (N94) [8]
below, each being correct to 4 decimal places.
x 0 0.1 0.2 0.3 0.4 g. Systems of Linear Equations
f(x) 0.2315 0.2584 0.2880 0.3201 0.3544

12
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

1(i). It is given that, if R is a 3 x 3 matrix such that all the elements of The elements of A are each increased by 0.0005. Obtain an
R2, and of higher powers of R, are negligible, then approximate value for the change in the first component of the
(I + R)-1 » I - R. solution x of the equation [3]
Given that A and E are 3 x 3 matrices, where A and A + E are  k
non-singular, show that  
Ax =  k  .
(A + E)-1 = (I + A-1E)-1A-1,  
 k
and deduce that, if the elements of (A-1E)2 and higher powers of
A-1E are negligible, then (N90)
(A + E)-1 » (I - A-1E) A-1.
[4] 2(a). Three simultaneous linear equations in three unknowns are
 5 2  8 represented by the matrix equation Ay = b. If b is changed by db
  show that the resulting change in y is A-1db. [2]
(ii) The matrix A, where A =  1 1  2 , has inverse A-1 of
(b) Show that, with the usual relation, the error in the approximation
 
 4  2 7  y n " 
y n 1  2 y
h
3 2 4 1 2 (4)
  is h yn approximately.
the form  * * * . Obtain A-1 and solve the equation 12
 
* * * [3]
[4] (c) The differential equation y” = 2xy with boundary conditions y=1
when x=0 and y=2 when x=0.8, is to be solved at x=0.2r, r=1,2,3,
 k
  using the approximation in (b) with h=0.2.
Ax =  k  . (i) Obtain the equations
 
 k 2.016 y1  y2  c
1 1 1  y1  2.032 y 2  y3  d
 
Given that E =  1 1 1 d, where d is sufficiently small,  y2  2.048 y 3  e
 
1 1 1 where yr is the value of y at x=0.2r, and give the
show that the solution of the equation numerical values of c, d and e.
 k [4]
  (ii) Given that the inverse of the coefficient matrix of the
(A + E)y =  k 
  equations in (i) is
 k
 0.7309 0.4735 0.2312
is approximately  
 0.4735 0.9545 0.4661
 q  
   0.2312 0.4661 0.7158
y = k (1-pd)  r  ,
  each value being correct to 4 decimal places, solve the
 s equations. [3]
where the numerical values of p, q, r and s are to be found. [5] (iii) Given that the approximate values of
(4) (4) (4)
y1 , y 2 and y 3 are 4.2, 5.6 and 8.3 respectively, find

13
CHALLENGING PROBLEMS ON NUMERICAL ANALYSIS TTL/1998

estimates for the errors in the calculated values of y1, y2 and y3.
[4]
(J93 - Combined with Ordinary Differential Equations)

3. Three linear equations in x1, x2 and x3 are represented by the

 x1   b1 
   
matrix equation Ax = b, where x =  x 2  and b =  b2  . The
   
 x3   b3 
elements A and b are changed by small amounts so that A and b
become A + dA and b + db respectively, and as a result, x
becomes x + dx. Show that x + dx » A-1 {b + db - (dA)x}.
[4]
 10 6 8
 
For the case A =  0 5 2 , find, in either order,
 
 0 0 4
(i) x1, x2, x3 in terms of b1, b2, b3,
(ii) A-1. [4]
 8 
 
Find x when A is as given above and b =   14 . [2]
 
 6
Using the approximation for x + dx given above, deduce the
approximate solution of Ax = b when
 10.10 6 8   8.02 
   
A=  0 4.95 2  and b =   14.10
   
 0 0 4.01   5.90 
giving answers correct to 3 decimal places. [4]
Find the exact solution, giving answers correct to 4 decimal
places.
(N94) [2]

14