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STATISTICS AND NUMERICAL METHODS
UNIT- I
Population:
A population consists of collection of individual units, which may be person’s or experimental

outcomes, whose characteristics are to be studied.
t
Sample:
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A sample is proportion of the population that is studied to learn about the characteristics of the
population.
Random sample:
ww
.
A random sample is one in which each item of a population has an equal chance of being
pz
selected.
Sampling: w.E
asy
The process of drawing a sample from a population is called sampling.
ee
Sample size:
n
E ngi
The number of items selected in a sample is called the sample size and it is denoted by ‘n’. If
30, the sample is called large sample and if n 30, it is called small sample
Sampling distribution: nee

ad
rin
Consider all possible samples of size’ n’ drawn from a given population at random. We calculate
mean values of these samples.
g.n
If we group these different means according to their frequencies, the frequency distribution so
et
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formed is called sampling distribution.
The statistic is itself a random variate. Its probability distribution is often called sampling
distribution.
w
All possible samples of given size are taken from the population and for each sample, the statistic
is calculated. The values of the statistic form its sampling distribution.
w
Standard error:
The standard deviation of the sampling distribution is called the standard error.
w
Notation:
Pop. mean = ; Pop. S.D = ; P - Pop. proportion
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sample mean = x; sample S.D = s; P' = sample Proportion
Note
Statistic S.E (Standard Error)
x
n
t
Difference of sample 1 1
p1' p2 ' pq
ne
proportions n1 n2
2 2
Difference of sample 1 2
x1 x2
means n1 n2
ww pq
.
p' (Sample proportion)
n
pz
Null Hypothesis ( H 0 )
w.E
asy
The hypothesis tested for possible rejection under the assumption that it is true is usually called
ee
usually denoted by H 0
E
null hypothesis. The null hypothesis is a hypothesis which reflects no change or no difference. It is
ngi
nee
Alternative Hypothesis ( H1 )
ad
The Alternative hypothesis is the statement which reflects the situation anticipated to be correct if
the null hypothesis is wrong. It is usually denoted by H1 .
rin
For example:
g.n
et
.p
If H0 : 1 = 2 (There is no diff' bet' the means) then the formulated alternative hypothesis is
H1 : 1 2
w
ie., either H1 : 1 2 (or) 1 2

w
Level of significance
It is the probability level below which the null hypothesis is rejected. Generally, 5% and 1% level
of significance are used.
w
Critical Region (or) Region of Rejection

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The critical region of a test of statistical hypothesis is that region of the normal curve which
corresponds to the rejection of null hypothesis.
The shaded portion in the following figure is the critical region which corresponds to 5% LOS
t
ne
ww
.
pz
w.E
Critical values (or) significant values
asy
The sample values of the statistic beyond which the null hypothesis will be rejected are called
ee
critical values or significant values
Types of test 1%
E
Level of significance
5% 10% ngi
nee
ad
Two tailed test 2.58 1.96 1.645
One tailed test 2.33 1.645 1.28

rin
Two tailed test and one-tailed tests:
g.n
et
.p
When two tails of the sampling distribution of the normal curve are used, the relevant test is
called two tailed test.
The alternative hypothesis H1 : 1 2 is taken in two tailed test for H 0 : 1 = 2

w
When only one tail of the sampling distribution of the normal curve is used, the test is described
as one tail test H1 : 1 2 (or) 1 2
w
H0 1 2
two tailed test
H1 1 2
w
Type I and type II Error
Type I Error : Rejection of null hypothesis when it is correct

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Type II Error : Acceptance of null hypothesis when it is wrong
Procedure for testing Hypothesis:
1. Formulate H 0 and H1
2. Choose the level of significance
3. Compute the test statistic Z, using the data available in the problem
t
4. Pick out the critical value at % level say Z
ne
5. Draw conclusion: If |Z| < Z , accept H0 at % level. Otherwise reject H0 at % level
Test of Hypothesis (Large Sample Tests)
Large sample tests (Test based in Normal distribution.)
ww
.
Type - I: (Test of significance of single mean)
pz
S.D
w.E
Let {x1, x 2 ,. . . .xn } be a sample of size (n 30) taken from a population with mean
. Let x be the sample mean. Assume that the population is Normal.
and
asy
To test whether the difference between Population mean
ee and sample mean x is significant or
H0 : = a specified value
E
not and this sample comes from the normal population whose mean is
ngi
or not.
H1 : a specified value
nee
ad
we choose = 0.05(5%) (or) 0.01(1%) as the Level of significance

rin
the test statistic is
g.n
et
.p
x x
Z= N(0.1) for large n.
S .E ( x)
n
w
Note:
s
1. If is not known, for large n, S.E x = where 's' is the sample S.D
n
w
Problems:
w
1. A sample of 900 members is found to have a mean 3.5cm. Can it reasonably regarded as a simple
sample from a large population whose mean is 3.38 and a standard deviation 2.4cm?
Solution:

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We formulate the null hypothesis that the sample is drawn from population whose mean is
3.38cm.
i.e., H 0 : = 3.38
H1 : 3.38
t
ne
Hence it is a two-tailed test
Level of significance = 0.05
ww Test statistic Z =
.
n
pz
w.E
Given x 3.5, =3.38, n = 900, =2.4
Z=
3.5 3.32
2.4
ee1.5
asy
Critical value:
900
E ngi
At 5% level, the tabulated value of Z is 1.96
nee
ad
Conclusion:
Since |Z| = 1.5 < 1.96, H 0 is accepted at 5% level of significance rin

i.e., the sample comes from a population with mean 3.38cm g.n
et
.p
2. A manufacturer claims that his synthetic fishing line has a mean breaking strength of 8kg and S.D
0.5kg. Can we accept his claim if a random sample of 50 lines yield a mean breaking of 7.8kg. Use 1%
w
level of significance.
Solution:
w
We formulate H 0 : =8
H1 : 8
w
L.O.S = 0.01

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x
Test statistic Z =
Given x 7.8, = 8, n = 50, = 0.5
t
7.8 8
Z= 2.828
ne
0.5
50
|Z| = 2.828
ww
.
Critical value:
pz
w.E
At 1% level of significance the table of Z = 2.58
Conclusion:
asy
Since |Z| > 2.58, H 0 is rejected at 1% level
ee
E
i.e., the manufacturer’s claim is not accepted
ngi
3. A random sample of 200 Employee’s at a large corporation showed their average age to be 42.8 years,
with a S.D of 6.8 years. Test the hypothesis H 0 :
nee
= 40 versus H1 : > 40 at = 0.01 level of
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significance.
Solution:
rin
We set up H 0 : = 40
g.n
et
.p
H1 : 40
It is one tailed test.

w
L.O.S = 0.01
w
x
Test statistic Z =
n
w
Given x 42.8, = 40, n = 200, = 6.89

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42.8 40
Z= 5.747
6.89
200
Critical value:
For one-tail test, the table value of Z at 1% level = 2.33
t
Conclusion:
ne
Since |Z| =5.747> 2.33, H 0 is rejected at 1% level.
i.e., The hypothesis = 40 is accepted at this level.
ww
.
Type - II:
pz
w.E
Test of significance of difference of two means
Consider two samples of sizes n1 and n2 taken from two different populations with population
means 1 and 1 and S.D's
ee asy
1 and 2
E
Let x1 and x2 be the sample means and S1 and S2 be the S.D's of the samples
The formulated null and alternative hypothesis is, ngi

H0 : =
nee
ad
1 2
H1 : 1 2
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The test statistic 'Z' is defined by
g.n
et
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x1 x2
Z=
S .E ( x1 x2 )
w
x1 x2
ie., Z = N(0,1)
2 2
1 2
n1 n2
w
We use the los is 0.05 (or ) 0.01

w
If |Z| < Z , H0 is accepted at %Los
otherwise, H0 is rejected at %Los

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Note:
In many situations, we do not know the S.D’s of the populations (or) population from which the
samples are drawn.
In such cases, we can subs the S.D’s are of samples S1 and S2 in place of 1 and 2
t
x1 x2
The test statistic Z =
s12 s2 2
ne
n1 n2
Problems
ww
.
The mean of two sample large samples of 1000 and 200 members are 67.5 inches and 68 inches
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respectively. Can the samples be regard as drawn from the population of standard deviation of 2.5 inches?
Test at 5% Los
w.E
Solution ee asy
we set up H0 : 1 2
E ngi
ie., the samples are drawn from the sample population
H1: nee
ad
1 2
x1 x2 rin
1 1
n1 n2 g.n
et
.p
Given x1 67.5; n1 = 1000

w
x2 68; n2 = 2000; =2.5
67.5 68
w
Z= 5.164
1 1
2.5
1000 2000
w
|Z| = 5.164
We choose the Los =0.05

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Critical value:
The table values of Z at 5% Los is Z = 1.96
Conclusion:
Since |Z| > 1.96, H 0 is rejected at 5% Los.
t
The sample cannot be regards as drawn from the same population.
ne
2. Samples of students were drawn from two universities and from the weights is kilogram. The
means and S.D’s are calculated. Test the significance of the difference between the means of two
samples
ww
.
Mean S.D Sample Size
pz
University A 55 10 400
Solution:
w.E
University B 57 15 100
we set up H0 :
ee asy
1 2
E ngi
ie., there is no significant difference between the sample means
H1: 1 2 ; = 0.05
nee
ad

x1 x2
` rin
s12
n1
s2 2
n2 g.n
et
.p
Given x1 55; s1 = 10; n1 400

w
x2 57; s2 = 15; n2 =100
55 57
Z= 1.265
w
102 152
400 100
w
|Z| = 1.265
Critical value:

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The table values of Z at 5% Los is Z = 1.96
Conclusion:
Since |Z| < 1.96, H 0 is accepted at 5% Los. We conclude that the difference between the means is
not significant.
t
3. The average hourly wage of a sample of 150 workers is plant A was Rs. 2.56 with a S.D of
ne
Rs.1.08. The average wage of a sample of 200 workers in plant B was Rs. 2.87 with a S.D of Rs.
1.28. Can an applicant safety assume that the hourly wages paid by plant B are greater than those
paid by plant A?
ww
.
Solution:
pz
w.E
Let x1 and x2 denote the hourly wages paid to workers in plant A and plant B respectively.
We set up H0 : ee 1
asy
2 (Plant Bnot greater than Plant A)
H1 :
= 0.05
1 2
E
(one tailed test)
ngi
x1 x2 nee
ad
Z =
rin
2 2
s 1 s2
n1 n2
g.n
et
Given x1 2.56; s1 = 1.08; n1 150
.p
x2 2.87; s2 =1.28; n2 = 200

w
2.56 2.87
Z= 2.453
(1.08)2 (1.28) 2
150 200
w
|Z| = 2.453
w
Critical value:
The table values of Z at 5% in case of one-tailed test is Z = 1.645

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Conclusion:
Since |Z| > 1.643, H 0 is rejected at 5% Los.
The hourly wage paid by Plant B are greater than those paid by Plant A
4. A sample of size 30 from a normal population yielded 80 and variance 150. A sample of
t
size 40 from a second normal population yielded the sample mean 71 and variance 200.
ne
Test H 0 : 1 2 2. Versus H1 : 1 2 2
Solution:
ww H0 : 1 2 2.
.
pz
ie., the diff 'bet the means of two population is 2
Versus H1 : w.E 1 2 2 (one tailed)

ee asy
x1 x2
E
1 2
Test Statistic Z =
s12
n1
s2 2
n2
ngi
(80 71) 2 nee
ad
Z= 2.215
150 200
30 40 rin
Critical value: g.n
et
.p
For one tail test, at 5% Los the table value of z = 1.645
Conclusion:
w
Since |Z| > 1.645, H 0 is rejected.
The formulated null hypothesis H0 : 1 2 2 is wrong

w
5. A buyer of electric bulbs purchases 400 bulbs; 200 bulbs of each brand. Upon testing these
bulbs be found that brand A has an average of 1225 hrs with a S.D of 42 hrs. where as brand B
w
had a mean life of 1265 hrs with a S.D of 60 hrs. Can the buyer be certain that brand B is
Superior than brand A in quality?

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Solution:
H0 : 1 2 ;
ie., the two brands of bulbs do not differ in quality
ie., they have the same mean life
t
ne
H1: 1 < 2 (one tailed)
L.o.s : = 0.05
ww
.
x1 x2 x1 x2
Test Statistic Z =
pz
w.E S .E x1 x2 s12
n1
s2 2
n2
Here, x1 1225;
ee asy s1 = 42; n1 200
x2 1265; s2 =60; E n2 = 200

ngi
Z=
1225 1265 40
7.72
nee
ad
(42) 2 (60) 2 5.18
200 200
rin
| Z | = 7.72
g.n
et
.p
Critical value:
The critical value of Z at 5% Los Z = 1.645.

w
Conclusion:
Since |z| < 1.645 H 0 is rejected.

w
The brand B is superior to brand A in equality.
Type - III:
w
Test of significance of single proportion:
If ‘x’ is the number of times possessing a certain attribute in a sample of n items,

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x
The sample proportion p '
n
p' :sample porportion;
p: population proportion.
t
The hypothesis H0 : p = p'
ne
ie., p has a specified value
Alternative hyp: H1 : p p'
ww p'
.
p
Test statistic Z =
pz
pq
w.E
Since the sample is large Z
n
N(0,1)
Problems
ee asy
E ngi
1. A coin is tossed 400 times and it turns up head 216 times. Discuss whether the coin may be
regarded as unbiased one.
Solution
nee
ad
we set up H0 : coin is unbiased

rin
ie., p =
1
2
q = 1- p =
1
2 g.n
et
.p
H1 : coin is biased
= 0.05
w
p' p
Test statistic Z =
pq
w
216
Here p' ;n 400
400
w

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0.54 0.5
Z= 1.6
1
600
Table value of Z = 1.96
Conclusion:
t
Since z < 1.96, H0 is accepted at 5% Los
ne
Hence the coin may be regarded as unbiased
2. In a city of sample of 500 people, 280 are tea drinkers and the rest are coffee drinkers.
Can we assume that both coffee and tea are equally popular in this city at 5% Los.
ww
.
Solution:
pz
w.E
we set up H0 : p =
1
2
asy
ie., the coffee and tea are equally popular
ee
H1 : p
1
2 E ngi
Test statistic Z =
p '
p
nee
ad
pq
n
rin
Here p ' 280
500
0.56; n 500; p=0.5
g.n
et
.p
q = 1-p = 0.5
0.56 0.5
Z= 2.68
w
0.5 0.5
500
w
Conclusion:
Since z > 1.96, H0 is rejected at 5% level

Both type of drinkers are not popular at 5% Los.
w
3. A manfacturing company claims that atleast 95% of its products supplied confirm to the
specifications out of a sample of 200 prodcuts, 18 are defective. Test the claim at 5% Los.

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Solution
we set up H0 : The proportion of the products confirming to specification is 95%
ie., p = 0.95
H1 : p < 0.95 (one tailed test)
p' p
Z=
pq
t
n
ne
200 18
Here p' 0.91; n 200
200
p = 0.95 q = 1- p = 0.05
0.91 0.95
Z= 2.595 | Z | 2.595
ww 0.95 0.05
.
200
pz
Critical value : at 5%Los Z 1.645
Conclusion:
w.E
z =2.595 > 1.645, H0 is rejected at 5% Los(Level of significance)
asy
4. A manfacturer claims that only 4% of his products supplied by him are defective.
Sample of 600 products contained 36 defectives. Test the claim of the manufactrer.
ee
Solution:
we set up H0 : p = 0.04
H1 : p > 0.04 (one tailed test)
E ngi
Test Statistic Z =
p' p
nee
ad
pq
Here p =0.04
n
q = 1-p = 0.96 rin
p'
36
0.06; n 500 g.n
600
et
.p
0.06 0.04
Z= 2.5
0.04 0.96
600
w
Critical value :
The table value of Z =1.645 at 5%L.o.s
Conclusion:
w
Z = 2.5 > 1.645, H0 is rejected

Manufacturer's claim is not acceptable
Type - IV: Test of significance for Difference of proportion of success in two samples:
w
To test the significance of the difference between the sample proportions p1' and p2' .
We formulate the null hypothesis H0 : p1 = p2

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ie., the population proportions are equal
The alternative hypothesis is H1: p1 p2
1 1
The standard error of p1' p2' pq
n1 n2
t
x x n1 p1' n2 p2 '
ne
Where p= 1 2
n1 n2 n1 n2
p1' p2'
The test statistic is Z = N (0,1)
ww pq
1 1
.
n1 n2
pz
Problems:
w.E
1. If a sample of 300 units of a manufactured product 65 units were found to be defective and in
asy
another sample of 200 units, there were 35 defectives. Is there significant difference in the
ee
E
proportion of defectives in the samples at 5% Los.
Solution: ngi
nee
ad
H0: p1 = p2 (ie., There is no significant difference in the proportion defectives in the samples)
The alternative hypothesis H1: p1 p2

rin
Los: = 0.05 g.n
et
.p
p1' p2'
The test statistic is Z =
1 1
pq
n1 n2
w
65
p1' 0.22; p 2 ' =0.175
300
w
100 1 4
p= q
500 5 5
w
1 1 4 1 1
pq 0.0365
n1 n2 25 300 200

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0.22 0.175
Z= 1.233
0.0365
Critical value :
The table value of Z at 5% Level =1.96
Conclusion:
t
ne
Z < 1.96, H0 is accepted at 5% Los.
The difference in the porportion of defectives in the samples is not significant
ww
2. A machine puts out 16 imperfect articles in a sample of 500. After the machine is over-hauled
.
pz
in puts out 3 imperfect articles in a batch of 100. Has the machine improved?
Solution: w.E
asy
H0: Machine has not been improved
ee
ie., H0 : p1 = p2
The alternative hypothesis H1: p1

E ngi
p2 (one-tailed)
Los: = 0.05 nee

ad

p1' p2'
rin
pq
1
n1
1
n2 g.n
et
.p
16
Here p1' 0.032; p 2' =0.03
500
w
n1 = 500; n 2 =100
19 581
p= and q
w
600 600
0.032 0.03
Z= 0.104
19 581 1 1
w
600 600 500 100
| Z | = 0.104

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Critical value :
The table value of Z for one tailed test Z = 1.645 at 5 Los
Conclusion:
Z < 1.645, H 0 is accepted at 5% Los.
t
The Machine has not improved due to overhaulding.
ne
3. Before an increase in excise duty on tea, 800 perons out of a sample of 1000 persons were
found to be tea drinkers. After an increse is excise duty. 800 people were tea drinkers in a
ww
sample of 1200 people. Test whether there is a significant decrease in the consumption of
.
tea after the increase in excise duty at 5% Los
pz
Solution: w.E
asy
H0: the proportion of tea drinkers before and after the increase in excise duty are equal
ee
ie., p1 = p 2
H1: p1 p2
E ngi
Los: = 0.05
nee
ad

p1' p2'
rin
pq
1
n1
1
n2 g.n
et
.p
Here x1 =800; x2 =800; n1 = 1000;
800 800
n 2 =1200; p1' 0.8; p2' = 0.67
w
1000 1200
x1 x2 1600 8 3
p= = = q
w
n1 n2 2200 11 11
1 1 24
pq 0.001 0.0008 0.0189
w
n1 n2 121

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0.13
Z= 6.88 |Z| 6.88
0.0189
Critical value: At 5% Los 1.645
Conclusion:
t
Z > 1.645, H0 is rejected.
ne
There is a significance decrease in the consumption of tea due to increase in excise duty.
Type - V: (Test of significance for the difference of S.D’s of two large samples)
ww
.
Let S1 and S2 be the S.D's of two indepedent samples of sizes n1 and n2 respectively
pz
w.E
The null hypothesis H0 : 1 2 ;
asy
ie., the sample S.D's do not differ significantly.
ee
The Alternative Hypothesis H1:
the test statistic is Z =

ES1 S2
1 2
ngi
N (0,1) for large 'n'
S.E (S1 S2 )
nee
ad
ie., If and are known,
1 2
rin
g.n
S1 S2
Z= N (0,1)
2 2
1 2
et
.p
2n1 2n2
(or)If 1 and 2 are not known,

w
S1 S2
Z=
S12 S2 2
2n1 2n2
w
If |Z| > Z , H0 is rejected at % level, otherwise H0 is accepted

w
Problems:
1. The sample of sizes 1000 and 800 gave the following results

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Mean S.D
Sample I 17.5 2.5
Sample II 18 2.7
Assuming that the samples are indepedent, test whether the two samples may be
regarded as drawn from the universe with same S.D's at 1% Level.
t
ne
Solution:
We set up H0 : 1 2 ;
ie., two samples maybe regarded as drawn from the universe with same S.D’s
ww
.
H1 :
pz
1 2
w.E
Test statistic Z =
S1 S2
S12 S2 2
ee asy
2n1 2n2
Here n1 = 1000; n2 =800; S1
2.5 2.7
E 2.5; S2 = 2.7
0.2ngi
Z =
(2.5)2 (2.7) 2
=
0.3125 0.455625
nee
ad
2000 1600
| Z | =2.282 rin
Critical value : g.n
et
.p
At 1% Los, the tabulated value is 2.58

Conclusion:
Since Z < 2.58, H 0 is accepted at 1% Los.
w
The two samples may be regarded as drawn from the universe with the same S.D's
2. In a survey of incomes of two classes of workers, two random samples gave the following
w
results. Examine whether the differences between (i) the means and (ii) the S.D's are
significant.
w
Sample Size Mean annualincome (Rs) S.D in Rs
I 100 582 24

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II 100 546 28
Examine also whether the samples have been drawn from a population with same S.D
Solution:
(i) We set up H0 : 1 2 ;
t
ie., the difference is not significant
ne
H1 : 1 2
Here it is two tailed test
ww
.
x1 x 2 582 546
Test statistic Z =
pz
w.E
2 2
S1 S2 (24)2 (28)2
n1 n2 100 100
ee Z =
asy 360
(24) 2 (28) 2
=9.76
E
| Z | = 9.76
ngi
Critical value :
nee
ad
At 5% Los, the table value of Z is 1.96
Conclusion: rin
Since Z > 1.96, H0 is rejected at 5% Los. g.n
et
.p
There is a significant difference in the means in the two samples.
(ii) H 0 : 1 2
w
H1 : 1 2
Here it is two tailed test

Los: = 0.05
w
S1 S2 24 28
Test statistic Z =
S12 S2 2 (24)2 (28)2
w
2n1 2n2 200 200

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40
Z = = 1.53
288 392
| Z | = 1.53
Critical value :
t
ne
Conclusion:
Since Z < 1.96, H0 is accepted at 5% Los.
ww
The difference between the sample S.D's is not significant.
.
pz
Hence we conclude that the two samples have been drawn from population with the same S.D's
w.E
3. Two machines A and B produced 200 and 250 items on the average per day with a S.D of
asy
20 and 25 items reply on the basis of records of 50 day's production. Can you regard both
ee
machine's equally efficient at 1% Los.
Solution:
E ngi
(i) H 0 : 1 2
nee
; ie., the two machines aer equally efficient
ad
H1 :
Los: = 0.05
1 2
rin
S1 S2 g.n
Test statistic Z =
et
.p
S12 S2 2
n1 n2
w
n1 =200 50; S2 = 25
n2 =250 50; S1 20
w
(20 25) 50 5 50
Z = = 23.57
400 625 1 1.25
w
400 500
| Z | = 23.57

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Critical value :
Conclusion:
Since Z > 2.58, H 0 is rejected at 1% Los.
We conclude that the both machines are not equally efficient at 1% Los
t
ne
Small sample Tests (t - Test):
Definition:
Consider a random sample {x1 ,x 2 ,.....x n }of size 'n' drawn from a Normal population with
ww
2
mean and variance .
.
n
xi
pz
w.E Sample mean x
n
The unbiased estimate of the pop.variance
i 1
2
is denoted as s 2 .
ee n
asy
( xi x) 2
s2
E
i 1
n 1
The student's t-statistic is defined as t =

|x
ngi
|
n , Where n = sample size
nee
s
The degree of freedon of this statistic
ad
V=n 1
Type I: rin
To test the significance of a single mean (For small samples) g.n
et
.p
x x
Test Statistic t =
S .D S
n 1 n
w
s = sample S.D and
ns 2
w
1
S2 ( x x)2 (or) S=
n 1 n 1
If the computed value of t is greater than the critical value t ,Ho is rejected
w
(or) if |t| < t , the null hypothesis Ho is accepted at level.

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1. A machinist is making engine parts with axle diameter of 0.700 inch. A random sample of
10 parts shows a mean diamter of 0.742 inch with a S.D of 0.40. Test whether the work is
meeting the specification at 5% Los
Solution:
t
Given that n =10; x 0.742 inches
ne
ns 2 10 (0.40)2
= 0.700 inches S= = 0.4216
n 1 9
ww s = 0.40 inches S = 0.42
.
pz
w.E
Null hypothesis H0 : the product is confirming to specification ie., there is no significant
difference between x and
H0 : 0.700inches
ee asy
H1 : 0.700inches
E ngi
Test Statistic t =
|x
s
|
n =0.316
nee
ad
degrees of freedom = n-1 = 9

rin
Table value of t at 5% level = 2.26
g.n
et
.p
the product is meeting the specification.
2. Ten individuals are chosen at random from a population and their heights are found to be
w
in inches 63, 63, 66, 67, 68, 69, 70, 70, 71, 71. In the light of this data, discuss the suggestion
that the mean height in the universe is 66 inches.

w
Solution:
x : 63 63 66 67 68 69 70 70 71 71
w
(x- x)2 : 23.04 23.04 3.24 0.64 0.04 1.44 4.84 4.84 10.24 10.24
x 678 and (x - x)2 81.6

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x 678
x 67.8
n 10
(x - x) 2 81.6
S= 3.011
9 9
Let H 0 : = 66 the mean and height if the universe is 66 inches
t
and H1 : 66
ne
Los = 0.05
|x | 67.8 66
Test Statistic t = n 10 1.89
s 3.011
ww
.
Table value of t for 9 d.f at 5% Los is t 0 2.2
pz
w.E
Since |t| < t 0 , H0 is accepted at 5% level.
ee asy
The mean height of universe of 66 is accepted.
Type II: (Test of significance of difference of mean)
Test Statistic t =
x1 x2
1 1
E ngi
S
n1 n2
nee
ad
Where S2
ns
1 1
2
n2 s2
n1 n2 2
2
(or)
rin
( x1 x1 ) 2 ( x2 x 2 )2 g.n
et
.p
2
S
n1 n2 2
The number of degrees of freedom = V = n1 n2 2

w
The calculated value of t is less than the table value of t for d.f = n1 n2 2, H0 is accepted
w
Otherwise H0 is rejected at the selected Los
1. Two independent samples from normal pop's with equal variances gave the following
w
results
Sample Size Mean S.D

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1 16 23.4 2.5
2 12 24.9 2.8
Test for the equations of means.
Solution:
t
(i) We set up H0 : 1 2 ; ie., there is no significant difference between their means
ne
H1 : 1 2
Los: = 0.05
ww
.
x1 x2 n1s12 n2 s2 2
Test Statistic t = Where S2
pz
n1 n2 2
w.E
1 1
S
n1 n2
Given x1
ee asy
23.4; n1 16; s1 2.5
S2
x2 24.9; n 2 12; s 2
n1s12 n2 s2 2
=
E 2.8
16(2.5) 2 12(2.8) 2 ngi

n1 n2 2 16 12 2
nee
ad
=
100 94.08
26
=7.465
rin
S = 2.732
g.n
et
.p
23.4 24.9
t= = -1.438
1 1
2.732
16 12
w
| t | = 1.438
Number of degrees of freedom = n1 n2 2 26

w
Critical value :
The table value of t for 26 d.f at 5% Los is

w
t 0.05 2.056

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Conclusion:
Since the calculated value of t is less than table value of t,
H0 is accepted at 5% Los.
There is no significant difference between their means
t
2. Two independent samples of 8 and 7 items respectively had the following values
ne
Sample I : 9 13 11 11 15 9 12 14
Sample II : 10 12 10 14 9 8 10
ww
.
Is the difference between the means of the samples significant?
pz
Solution:
w.E
We set up H0 :
asy
1 2
H1 : 1
ee 2
Hence it is a two tailed testE ngi

nee
Los: = 0.05
ad
x1 x2
Test Statistic t =
S
1 1
rin
n1 n2
g.n
( x1 x1 ) 2 ( x2 x 2 )2
et
.p
2
Where S
n1 n2 2
w
w
w
Computation of t:

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d1 ( x1 x1 ) d2 ( x2 x2 )
x1 d1 x1 11.75 d1 2
( x1 x1 ) 2 x2 d2 x2 10.43 d 22 ( x2 x2 ) 2
9 -2.75 7.5625
10 -0.43
0.1849
t
13 1.25 1.5625
12 1.57
2.4649
ne
11 -0.75 0.5625
10 -0.43
0.1849
11 -0.75 0.5625
14 3.57
12.7449
15 3.25 10.5625
ww 9 -1.43
2.0449
.
9 -2.75 7.5625
8 -2.43
pz
5.9049
12
14
w.E 0.25
2.25
0.0625
5.0625
10 -0.43
0.1849
ee d1 3.5 asy d12 33.5 d2 0.01 d22 23.7143
6
E ngi
x1 11
8
11.75
nee
ad
3
x2 10 10.43
7
rin
( x1 x1 )2 d12
d1
n1
2
38
36
8
33.5 g.n
et
.p
2
2 2
d2 9
( x2 x2 ) d2 25 33.5
n2 7
w
33.5 23.71
S2 S = 2.097
8 7 2
w
x1 x2
t=
1 1
S
w
n1 n2

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11.75 10.43
=
1 1
2.097
8 7
t = 1.218
d.f = 8 + 7 - 2 = 13
t
Critical value:
ne
The table value of t for 13 d.f at 5% level is 2.16
Conclusion:
ww
.
Since | t | < 2.16, H0 is accepted
pz
w.E
There is no significant difference between the means of the two samples.
Type III:
asy
Testing of significance of the difference in means paired data.
ee
E
When the two samples are of the same sizes and the data are paired
the test statistic is t =

d
ngi
nee
S
n
ad
Where d mean of differences
rin
and S =
(d d ) 2
n 1 g.n
et
.p
Degrees of freedom = n-1
1. Elevan school boys were given a test in painting. They were given a month's further tution
and a second test of equal difficulty was held at the end of the month. Do the marks give
w
evidance that the students have beneifit by extra coaching?

w
w

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Boys: 1 2 3 4 5 6 7 8 9 10 11
First Test (marks) 25 23 19 22 21 19 22 21 25 18 20
t
Second test (marks) 26 22 22 19 23 21 24 24 25 22 18
ne
Solution:
H0 : the student have not been benefited by extra coaching.
ww
ie., The mean of the difference between the marks of the two tests is zero
.
pz
ie., H0 : d
H1: d
w.E 0
0
Los: = 0.05 (or) 5%

ee asy
d
S
E ngi
n
nee
ad
S. No
d=x-y
1
-1
2
1
3
-3
4
3
5
-2
6
-2
7
-2
8
-3
rin 9
0
10
-4
11
2
d-d
d-d
2
0
0
2
4
-2
4 16
4 -1
1
-1
1
-1
1
-2
4
1
1 g.n
-3
9
3
9
et
.p
d 11
d 11; d 1
w
n 11
2
d-d 50
w
(d d ) 2 50
S= 5 2.236
n 1 10
w

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d 1
t=
S 2.236
n 11
1
|t|= 1.48
0.625
t
No. of d.f = 11-1 = 10
ne
Critical value:
At 5% Los, the table value of t at 10 degree freedom is 1.812
ww
Conclusion:
.
| t | < 1.812, H0 is accepted at 5% Los.
pz
w.E
The students have not been benefited by extra-coaching.
Prior : 84 48 asy
2. The scores of 10 candidates prior and after training are given below,
ee 36 37 54 69 83 96 90 65
After : 90
Is the training effective?
58 56
E49 62 81 84
ngi
86 84 75
Solution:
nee
ad
We set up H0 : the training is not effective

rin
ie., H0 : d 0
g.n
et
.p
H1: d 0
d
S
w
S. No 1 2 3 4 5 6 7 8 9 10
w
d=x-y -6 -10 -20 -12 -8 -12 -1 10 6 -10

d-d 0.3 -3.7 -13.7 -5.7 -1.7 -5.7 5.3 16.3 12.3 -3.7
2 0.09 13.69 187.69 32.49 2.89 32.49 28.09 265.69 151.29 13.69
w
d-d

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d 63
d 63; d 6.3
n 10
2
d-d 728.1
t
(d d ) 2 728.1
ne
S= 80.9 8.994
n 1 9
S 8.994
ww 6.3 6.3
.
t 2.21
8.994 2.844
pz
w.E
| t | = 2.21
10
asy
Degrees of freedom V= n-1 = 10-1 = 9
ee
Critical value:
E ngi
At 5% Los, the table value of t at 9 degree freedom is 2.262
Conclusion:
nee
ad
| t | < 2.262, H0 is accepted at 5% Los.

rin
There is no effective in the training.
g.n
et
.p
Variance Ratio Test (or) F-test for equality of variances
This test is used to test the significance of two or more sample estimates of population variance
The F-statistic is defined as a ratio of unbiased estimate of population variance

w
2
S2 x1 x1
F = 12 ; Where S12
S2 n1 1
w
2
x2 x2
S2 2
w
n2 1

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S12
The distribution of F = 2 S12 S2 2 is given by the following p.d.f
S2
If S12 and S22 are the variances of two sample of sizes n1 and n 2 respectively, the estimate
of the population variances based on these samples are respectively
t
n1s12 n 2s 2 2
S12 S2 2
ne
;
n1 1 n2 1
d.f V1 = n1 1 &V2 = n2 1
ww
While defining the statistic F, the large oftwo variances is always placed in the numerator and
.
pz
smaller in the denominator
w.E
Test of significance for equality of population variances
ee
The hypothesis to be tested is asy
Consider two independent R, samples x1 ,x 2 ,.......x n1 & y1 ,y 2 ,.......y n 2 from normal populations
"The population variances are same". E ngi

nee
2 2
we set up: H0 : 1 = 2
ad
rin
2 2
& H1: 1 2
The test statistic

S12
F= 2
S2
S
1
2
S2 2
g.n
et
.p
n n
1 2 1 2
S12 xi x and S12 yj y
n1 1 i 1 n1 1 j 1
w
F distribution with d.f V1 = n1 1 &V2 = n2 1
Problems:
w
1. It is known that the mean diameters o rivets produced by two firms A and B are practically the
same but the standard deviations may differ.
For 22 rivets produced by A, the S.D is 2.9 m, while for 16 rivets manufactured by B, the S.D is
w
3.8 m. Test whether the products of A have the same variability as those of B
Solution:
2 2
H0 : 1 = 2

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ie., variability for the two types of products are same.

Los: = 0.05 (or) 5%
S12
The test statistic F= 2 S12 S2 2
S2
Given, n1 = 22; n 2 = 16
S1 = 2.9; S2 = 3.8
t
n1s12 22(2.9) 2
ne
S12 8.81
n1 1 22 1
n 2s 2 2 16(3.8)2
S2 2 15.40
n2 1 16 1
ww S2 2
.
F = S2 2 S12
S12
pz
=
15.40
8.81 w.E
F = 1.748
asy
Number of degrees of freedom are V1 16 1 15
ee
Critical value: E
At 5% Los, the table value of F at d.f (15,21) is F = 2.18
V2
ngi
22 1 21
Conclusion:
nee
ad
F< 2.18, H0 is accepted at 5% Los.
Variability for two types of products may be same.
rin
2. Two random samples of sizes 8 and 11, drawn from two normal populations are characterized
as follows
g.n
et
.p
Size Sum of observations Sum of square of observations
Sample I 8 9.6 61.52

w
Sample II 11 16.5 73.26
You are to decide if the two populations can be taken to have the same variance.
w
Solution:
Let x and y be the observations of two samples

w
2 2
we set up: H0 : 1 = 2

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2 2
& H1: 1 2
For sample I
2
2
x2 x
s 1
n n
t
2
ne
61.52 9.6
=
8 8
= 7.69 (1.2)2 7.69 1.44
ww
.
s12 6.25
pz
For sample II
w.E y2
2
ees2 2
n
asy n
y
=
73.26
11
E 16.5
11
2
ngi
nee
ad
= 6.66 (1.5) 2
6.66 2.25
rin
s22 4.41
g.n
et
.p
2
ns 8(6.25)
S12 1 1
7.143
n1 1 7
w
n 2s 2 2 11(4.41)
S2 2 4.851
n2 1 10
w
S2 2
w
F = S2 2 S12
S12

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7.143
= 1.472
4.851
F = 1.472
Number of degrees of freedom are V1 n1 1 8 1 7

V2 n 2 1 11 1 10
t
Critical value:
ne
The table value of F for (7,10) d.f at 5% Los is 3.14
Conclusion:
Since | F |<3.14, H 0 is accepted at 5% level
ww
Variances of two populations may be same.
.
Variability for two types of products may be same.
pz
Chi-Square Test
Definition
w.E
asy
If Oi (i = 1, 2, . . . . . n) are set of observed (experimental) frequencies and Ei (i 1,2,....n)
ee
E ngi
are the corresponding set of expected frequncies, then the statistic
2
is defined as
nee
ad
2
n
Oi Ei
rin
2
i 1 Ei
The degree of freedom is v = n 1

g.n
et
.p
For fitting Binomial distribution v = n 1
For fitting Poisson distribution v = n 2

w
For fitting Normal distribution v=n 3
Chi-square Test of Goodness of fit

w
2
If the calculated value of is less than the table value at a specified Los.
The fit is considered to be good
w
otherwise the fit is considered to be poor.

2
Conditions for applying Test

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For the validity of chi-square test of "goodness of fit" between theory and experiment following
Conditions must be satisfied.
(i) The sample of observations should be independent

(ii) Constraints on the cell frequncies. If any, should be linear.
(iii) N, the total frequency should be reasonably large, say greater than 50.
t
(iv) N0 theoretical cell frequency should be less than 5, If any theoretical cell
ne
frequency less than 5, the for application 2 test
It is pooled with the preceeding or succeeding frequency so that the pooled
frequency is greater than 5 and finally adjust for the d.f lost in pooling.
ww
Problems
.
pz
1. The following table gives the number of aircraft accident that occured during the various days
w.E
of the week. Test whether the acidents are uniformly distributed over the week.
Days : Mon
No.of accidents : 14
ee Tue
asy 18
Wed
12
Thu
11
Fri
15
Sat
14
Total
84
Solution: E ngi
nee
We set up H0 : The accidents are uniformly distributed over the week
ad
Los α = 0.05
n
Oi Ei
2
rin
Test Statistic 2
i 1 Ei
g.n
et
.p
Under the nul hypothesis,
84
The expected frequency of the on each day = 14
w
Oi : 14 18 12 11 15 14
w
Ei : 14 14 14 14 14 14
2 2 2 2 2 2
2 14 14 18 14 12 14 11 14 15 14 14 14
w
14 14 14 14 14 14
= 1.143 + 0.286 + 0.643 + 0.071

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= 2.143
Number of degrees of freedom V = n 1=7 1=6
Critical value:
2
The tablulated value of at 5% for 6 d.f is 12.59
t
Conclusion:
ne
2
Since < 12.59, we accept the null hypothesis
We conclude that the accidents are uniformly distributed over the week.
ww
.
2. The theory predicts the population of beans in the four groups A, B , C and D should be
pz
w.E
9:3:3:1. In an experiment among 1600 beans, the number in the four groups were 882, 313,
287 and 118. Does the experimental result support the theory?
Solution:
ee asy
We set up the null hypothesis
E
H0 : The theory fits well into the experiment
ngi
ie., the experimental results supports the theory
nee
ad
Total Number of beans = 1600

rin
Divide these beans in the ratio 9:3:3:1
g.n
To calculate the expected frequencies
et
.p
9
E(882) = 1600 900
16
w
3
E(313) = 1600 300
16
w
3
E(287) = 1600 300
16
w
1
E(118) = 1600 100
16
Oi : 882 313 287 118

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Ei : 900 300 300 100
2
n
2 Oi Ei
Test Statistic
i 1 Ei
2 2 2 2
2 882 900 313 300 287 300 118 100
t
900 300 300 100
ne
= 0.36 + 0.563 + 0.563 + 3.24
2
= 4.726
ww
Critical Value:
.
pz
2
w.E
The table value of at 5% for 3 d.f is 7.815
Conclusion:
Since 2
asy
< 7.815, H0 is accepted at 5% Los.
ee
E
We conclude that there is a very good correspondent between theory and experiment
ngi
3. 4 coins were tossed 160 times and the following results were obtained.
No. of heads : 0 1 2 3 4
nee
ad
Frequency : 19 50 52 30 9 160
rin
0 50 104 90 36 280
g.n
et
.p
2
Test the goodness of fit with the help of on the assumption that the coins are unbiased
Solution:
w
We set up, the null hypothesis, the coins are unbiased:
1
The probability if getting the success of heads is p =
2
w
1
q = 1- p =
2
w
When 4 coins are tossed, the probability of getting 'r' heads is given by,

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P(x = r) = n Cr pr q n-r ; r = 0, 1, 2, 3, 4
r 4-r
1 1
= 4Cr
2 2
4
1
= 4Cr
t
2
ne
1
P(x = r) 4C r r = 0, 1, 2, 3, 4
16
ww
The expected frequencies of getting 0, 1, 2, 3, 4 heads are given by 1604Cr
16
.
pz
w.E
= 104Cr , r = 0, 1, 2, 3, 4
= 10, 40, 60, 40, 10
Oi : 19
ee 50 asy 52 30 9
Ei : 10 40
E
60 40 10
ngi
nee
26 48 43 26 12
ad
2
n
Oi Ei
rin
2
Test Statistic
i 1 Ei
2 19 10
2
50 40
2
52 60
2
30 40
2
9 10
2
g.n
et
.p
10 40 60 40 40
= 8.1 + 2.5 + 1.067 + 2.5+0.1

2
w
= 14.267
D.f V= n-1=5-1=4
w
Critical value:
2
The table value of for 4 d.f at 5% Los is 9.488
w
Conclusion:
2
Since > 9.488, H 0 is rejected at 5% Los

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The coins are biased
4. The follwoing table shows the distribution of goals in a football match
No. of goals : 0 1 2 3 4 5 6 7
No. of mistakes : 95 158 108 63 40 9 5 2
t
Fit a poisson distribution and test the goodness of fit.
ne
Solution:
Fitting of poisson distribution
ww x: 0 1 2 3 4 5 6 7
.
pz
f : 95
w.E 158 108 63
fx 812 and f 480

40 9 5 2
x
ee fx asy
812
1.7
f 480
E
The expected frequencies are computed by ngi
e 1.7
(1.7) r nee
ad
= 480 r = 0, 1, 2, 3, 4, 5, 6, 7
r!
rin
= 88, 150, 126, 72, 30, 10, 3, 1
We set up H0 : The fit is good g.n

et
.p
2
n
2 Oi Ei
Test Statistic
i 1 Ei
w
Oi : 95 158 108 63 40 9 5 2
16
w
Ei : 88 150 126 72 30 10 3 1
14
w
2 2 2 2 2 2 2
2 O E 95 88 158 150 108 126 40 30 16 14 63 72
=
E 88 150 126 30 14 72
= 0.56 + 0.43 + 2.57 + 3.33 + 1.12 +0.29

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2
= 8.30
Number of degrees of freedom V= n-2 = 6 - 2 =4
Critical value:
2
The table value of at 5% Los for 4 d.f is 9.483
t
Conclusion:
ne
2
Since < 9.483, H 0 is accepted at 5% Los.
The fit is good
ww
5. Apply the 2
test of goodness of fit to the follwoing data
.
pz
w.E
Oi : 1 5 20 28 42 22 15 5 2
Ei : 1 6 18 25 40 25 18 6 1
Solution:
ee asy
H0 : The fit is good
= 0.05 (or) 5%
E ngi
nee
ad
Oi : 1 5 20 28 42 22 15 5 2
rin
6 7
Ei : 1 6 18 25 40 25 18 6 1
7 7
g.n
et
.p
n=7
2
n
2 Oi Ei
Test Statistic
Ei
w
i 1
2 2 2 2 2 2 2
2 6 7 20 18 28 25 42 40 22 25 15 18 7 7
7 18 25 40 25 18 7
w
= 0.143 + 0.222 + 0.36 + 0.1 + 0.36 +0.5 +0

w
2
= 1.685
d.f V= n-1 = 7 - 1 = 6

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Critical value:
2
At 5% Los, the table value of for 6 d.f is 12.592
Conclusion:
2
Since <12.592, H0 is accepted at 5% Los.
t
The fit is good
ne
6. The follwoing table shows the number of electricity failures in a town for a period of 180 days
Failures : 0 1 2 3 4 5 6 7
No. of days : 12 39 47 40 20 17 3 2
ww
.
2
Use , examine whether the data are poisson distributed.
pz
Solution:
w.E
Fitting of poisson distribution
x: 0
ee 1 2 asy 3 4 5 6 7
f : 12 39 47 E 40 20
ngi
17 3 2
fx : 0 39 94 120 80 85 18
nee 14
ad
fx 450 and f 180
rin
g.n
fx 450
x 2.5
f 180
et
.p
The expected frequencies are computed by
2.5
e (2.5) r
= 180 r = 0, 1, 2, 3, 4, 5, 6, 7
w
r!
Ei = 15, 37, 46, 38, 24, 12, 5, 2

w
r = 0 1 2 3 4 5 6 7
We set up H0 : The fit is good

w
Oi : 12 39 47 40 20 17 3 2
5

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Ei : 15 37 46 38 24 12 5 2
7
2
Test Statistic
2 2 2 2 2 2 2
2 12 15 39 37 47 46 40 38 20 24 17 12 5 7
15 37 46 38 24 12 7
t
ne
= 0.6 + 0.108 + 0.022 + 0.105 + 0.667 +2.083+0.5+1
2
= 4.156
ww
d.f V = n-1 = 7 - 1 = 6
.
pz
Critical value:
w.E
At 5% Los, the table value of 2
for 6 d.f is 12.592
Conclusion:
ee asy
Since 2
The fit is good

E ngi
Test for Independence of Attributes
nee
ad
Attribute A
rin
A1 A2 ................A j .................. At Total
g.n
et
.p
Attribute B1 O11 O12 ................O1j.................. O1t (B1 )
B B2
w
.
w
Bi Oi1 Oi 2 ................Oij.................. Oit (Bi )
. .
w
. .

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Bs Os1 Os 2 ................Osj.................. Ost (Bs )
Total (A1 ) (A2 )................(Ai ).................(At ) N
Attribute A
A1 A 2 ................A j .................. A t Total
t
Attribute B1 O11 O12 ................O1j.................. O1t (B1 )
ne
B B2
.
.
.
ww
.
Bi O i1 Oi 2 ................O ij.................. Oit (Bi )
pz
. .
.
.
w.E .
.
Total
Bs O s1
ee
(A1 ) asy
O s 2 ................O sj.................. O st
(A 2 )................(A i ).................(A t )
(B s )
N
Such a table is called (s E

t) consistency table
ngi
Here, N Total Frequency
nee
ad
Oij Observed frequency of (i, j)th cell
rin
The expected frequency eij obtained by the rule
g.n
et
.p
row total Bi Column total A j

eij Where i = 1, 2, 3 ....... s
N
j = 1, 2 ........... t
w
Degrees of freedom associated with s t consistency table = (s - 1) (t - 1)
Chi-square table for 2 2 consistency table

w
a b 2
In a 2 2 consistency table where in the frequencies are , the value of is
c d
w
2 (a b c d )(ad bc)2
(a b)(a c)(c d )(b d )

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Problems :
1. An opinion poll was conducted to find the reaction to a proposed civic reform in 100 members
of each of the two political parties theinformation is tabulated below
Favorable Unfavorable Indifferent

Party A 40 30 30
t
Party B 42 28 30
ne
Test for Indepedence of reduction with the party affiliations.
Solution:
ww
.
We set up H0 : Reactions and party affiliations are independent
pz
w.E
The expected frequencies are calculated by
40
ee asy
30 30
Total
100
42 28 E 30
ngi
100
Total 82 58 60 200
nee
ad
Favorable Unfavorable Indifferent
82 100 58 100 60 100 rin

Party A
200
41
200
29
200
30
g.n
et
.p
82 100 58 100 60 100

Party B 41 29 30
200 200 200
w
2
Test Statistic
2
n
Oi Ei
w
i 1 Ei
Oi : 40 30 30 42 28 30
w
Ei : 41 29 30 41 29 30

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2 2 2 2 2 2
2 40 41 30 29 30 30 42 41 28 29 30 30
41 29 30 41 29 30
= 0.024 + 0.024 + 0.034 + 0.034

2
= 0.116
t
Number of degrees of freedom =(2-1)(3-1) = 2
ne
Critical value:
2
At 5% Los, the table value of for 2 d.f is 5.99
ww
Conclusion:
.
pz
w.E
2
Since < 5.99, H0 is accepted at 5% Los.
The independence of reactions with the party affiliations may be correct.
asy
2. In a locality 100 persons were randomly selected and asked about their educational
ee
E
achievements. The results are given below.
ngiEducation
Male
Middle
10
High School
15 nee College
25
ad
rin
Female 25 10 15
Can you say that education depends on sex?
3. The following table gives the classification of 100 workers according to sex and the nature
g.n
et
.p
of work. Test whether nature of work is independent of the sec of the worker.
Skilled Unskilled Total

w
Male 40 20 60
Sex Female 10 30 40
w
Total 50 50
Solution:
w
H0 : Nature of work is independent of the sex of the worker
Under H0 , the expected frequencies are

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60 50 60 50
E(40) = 30; E(20) = 30
100 100
40 50 40 50
E(10) = 20; E(30) = 20
100 100
2
Test Statistic
t
ne
2
n
2 Oi Ei
i 1 Ei
Oi : 40 20 10 30
ww
.
Ei : 30 30 20 20
pz
2
w.E 40 30
30
2
20 30
30
2
10 20
20
2
30 20
20
2
= 3.333 + 3.333 + 5 + 5
ee asy
2
= 16.67
Number of degrees of freedom =(2-1)(2-1) = 1

E ngi
nee
ad
Critical value:
The table value of 2

at 5% Los, for 1 d.f is 3.841
rin
Conclusion:
g.n
et
.p
2
Since > 3.841, H0 is rejected at 5% Los.
We conclude that the nature of work is dependent on sex of the worker.

w
4. From the following data, test whether there is any association between intelligency and
economics conditions
w
Intelligences
Excellent Good Medium Dull Total
Economic Good 48 200 150 80 478
w
Conditions Not Good 52 180 190 100 522

Total 100 380 340 180 1000

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Solution:
H0 : There is no association between intelligency and economic conditions.
Los : = 0.05 (or) 5%
Under H0 , the expected frequencies are obtained as follows
t
100 478 100 522
ne
E(48) = 47.8; E(52) = 52.2
1000 1000
380 478 380 522

E(200) = 181.64; E(180) = 198.36
1000 1000
ww
.
478 340 340 522
E(150) = 162.52; E(190) = 177.48
pz
E(80) =
w.E
1000
180 478
86.04;
1000
E(100) =
180 522
93.96
1000 ee asy 1000
Oi : 48 200 150 E80

ngi
52 180 190 100
Ei : 47.8 181.64 162.52 86.04 52.2 198.36

nee 177.48 93.96
ad
rin
2
Test Statistic
2
n
Oi Ei
Ei
2
g.n
et
i 1
.p
2 2 2 2 2
48 47.8 150 162.52 52 52.2 190 177.48 200 181.64
47.8 162.52 52.2 177.48 181.64
w
2 2 2
80 86.04 180 198.36 100 93.96
w
86.04 198.36 93.96
= 0.0008 + 0.9645 + 0.0008 + 0.8832+1.8558+0.4240+1.6994+0.3883

w
2
= 6.2168
Number of degrees of freedom = (s-1)(t-1) = (2-1)(4-1) = 3

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Critical value:
2
Conclusion:
2
t
We conclude that there is no association between intelligency and economic conditions
ne
5. From the following data, test the hypothesis that the flower color is independent of flatness
of leaf
ww
.
Flat leaves Curved leaves Total
White Flowers 99 36 135
pz
w.E Red Flowers
Total
20
119
5
41
25
160
Solution:
ee asy
E
We set up: H0 : flower color is independent of flatness of leaf. Los
The given probelm is a 2 x 2 consistency table ngi

=0.05 (or) 5%
nee
ad
2
we use the formula to find is
2 (a b c d )(ad bc)2 rin

(a b)(a c)(c d )(b d )
g.n
et
.p
Here, a = 99; b = 36; e = 20; d=5
2 160(495 720)2 160(50625)

(135)(119)(25)(41) 16, 466,625
w
2
= 0.4919
w
Number of degrees of freedom = (s-1)(t-1) = (2-1)(2-1) = 1
Critical value:
w
2

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Conclusion:
2
Flower colour is independent of flatness of leaf.
Test for single variance
t
Chi-square test for population variance
ne
2 2
In this method, we set up the null hypothesis H0 : 0 (with a specified variance)
2 ns 2
The test statistic
ww 2
.
pz
Where n = sample size
w.E
s = sample variance
= population variance
ee asy
Note:
E
If the sample size n is large (>30)
ngi
The test statistic z= 2 2
2n 1 ~ N (0,1)
nee
ad
We use the usual normal test.

rin
1. A random sample of size 9 from a normal population have the following values 72, 68, 74, 77,
g.n
et
.p
61, 63, 63, 73, 71. Test the hypothesis that the population variance is 36.
Solution:
w
2
Null hypothesis H0 : 36
2
Alternative hypothesis H1: 36
w
Los : 0.05 (or) 5%
ns 2
w
2
The test statistic 2
x : 72 68 74 77 61 63 63 73 71

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x 622
x 622; x 69.11
n 9
x x : 2.9 -1.1 4.9 7.9 -8.1 -6.1 -6.1 3.9 1.9
2
x x : 8.41 1.21 24.01 62.41 65.61 37.21 37.21 15.21 3.61
t
2
ne
x x 254.89
2 ns 2 254.89
2
7.08
36
ww
.
d. f n-1 = 9-1 = 8
pz
Critical value:
w.E
The table value of 2
for 8 d.f at 5% Los is 15.51
Conclusion:
ee asy
Since 2
E
ngi
We conclude that the hypothesis of population variance is 36 is accepted
nee
ad
2. Test the hypothesis that 10, given that s = 15 for a random sample of size 50 from a
normal population
rin
Solution: g.n
et
.p
Null hypothesis H0: 10
Alternative hypothesis H1: 36

w
We are given n = 50; s = 15
ns 2 50 225
w
2
2
= 112.5
100
2
Since 'n' is large (n > 30, the test statistic z = 2 2n 1
w
= 225 99 15 9.95

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z = 5.05
This statistic z follows N(0,1)
Critical value:
At 5% Los, the table value of z is 3
t
Conclusion:
ne
Since | z | > 3, H0 is rejected.
We conclude that 10
ww
3. The standard deviation of the distribution of times taken by 12 workers for performing a Job
.
pz
w.E
is 11 sec. Can it be taken 1 as a sample from a popualation whose S.D is 10 sec.
Solution:
Let H0: 10
ee asy
ie., the population standard deviation
H1: 10
E ngi
10
nee
ad
Los : 0.05 (or) 5% Los
Given n = 12; s = 11
rin
The test statistic is g.n
et
.p
2 ns 2
2
w
12 121
= 14.52
100
2
14.52
w
Degrees of freedom = n - 1 = 12 - 1 = 11
w
Critical value:
2
The table value of for 11 d.f at 5%Los is 19.675.

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Conclusion:
2
Since < 19.675, H0 is accepted at 5% level
The S.D of the time element is 10 sec is supported.
ie., the population standard deviation 10
t
ne
ww
.
pz
w.E ee asy
E ngi
nee
ad
rin
g.n
et
.p
w
w
w

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NUMERICAL METHODS
UNIT-III
Solution Of Equation And Eigen Value Problems Algebraic Equation.
If f(x) is a polynomial, then the equation f(x) = 0 is called an algebraic equation.
Ex: x3 4 x 3 0 ; x2 4 0
Transcendental equation:
t
ne
Equation which involves transcendental of functions like sin x,cos x, tan x,log x ,
e x etc., are called transcendental equation
Ex: ex 2 0, log x 4cos x 12
ww
.
Location of Roots:
pz
w.E
The following results helps us to locate the interval in which the roots of f ( x) 0
“If f ( x) is a continuous function in the interval (a, b) and if f (a) and f (b) have opposite
asy
signs, then the equation f ( x) 0 has at least one real root lying in the interval (a, b) ”.
ee
(i) Fixed point iteration X
E
The following methods are used for solving algebraic and transcendental equations.
ngi
g ( x) method (or) method of successive approximation
nee
ad
Newton’s Method (or Newton – Raphson methods)
Formula, xn xn
f ( xn )
, n 0,1, 2.... rin
1
f ' ( xn )
g.n
et
.p
If we choose the initial approximation x o close to the root then we get the root of the
equation very quickly.
If the initial approximation to the root is not given then we can find any two values of x
w
say a and b such that f (a) & f (b) are of opposite sign.
If f (a) f (b) then ‘ a ’ is taken as the first approximate to the root.

w
Newton’s method is also referred to as the method of tangents

2
Condition for convergent is f ( x). f "( x) f '( x)
w

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4
1. From
Downloaded Find: the +ve root of x x
www.EasyEngineering.net 10 correct to three decimal places using Newton Raphson
Method.
Solution:
Let f x = x 4 - x -10
f ' (x) = 4x3 -1
f (1) =1-1-10 = -ve
t
f (2) = 24 -2-10=16-2-10= 4(+ve)
ne
A root lies between 1 and 2
Take x0 2
ww f ( xn )
.
Formula xn 1 xn
f '( xn )
pz
w.E
x1 x0
f ( x0 )
f '( x0 )
2
ee f (2) asy
2
f '(2)
24 2 10
E ngi
4(2)3 1
nee
ad
2
24 2 10
4(2)3 1
rin
2
4 g.n
et
.p
31
1.8709
x1 1.871(Correct to3decimal places)

w
f ( x1 )
x2 x1
f '( x1 )
w
f (1.871)
1.871
f '(1.871)
w
(1.871) 4 1.871 10
1.871
4(1.871)3 1

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Downloaded From :1.871 0.3835

www.EasyEngineering.net
25.199
x2 1.856
f ( x2 )
x3 x2
f '( x2 )
f (1.856)
1.856
f '(1.856)
t
ne
(1.856)4 1.856 10
1.856
4(1.856)3 1
0.010
1.856
ww 24.574
.
pz
x3 1.856
w.E
The better approximate root is 1.856
ee asy
2. Find the real +ve root of 3x cos x 1 0 by Newton’s method to 6 decimal place
Solution: E ngi
Let f x =3x -cos x -1
nee
ad
f (x) = 0 1 1 2 ( ve)
f (1) = 3-cos1-1 = 2 cos1 rin

=1.459698 (+ve) g.n
et
.p
The root lies between 0 and 1
f (0) f (1)
w
Hence the root is nearer to 1
x0 0.6
w
f ( xn )
xn 1 xn
f '( xn )
w
f ( x0 )
x1 x0
f '( x0 )
f (0.6)
0.6
f '(0.6)

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3(0.6) cos(0.6) 1
0.6
3 sin (0.6)
0.6 ( 0.607101)
x1 0.607108
f ( x1 )
x2 x1
f '( x1 )
t
3( 0.607108) cos ( 0.607108) 1
ne
0.607108
3 sin 0.607108
0.607108 (0.000006)
ww x2 0.607102
.
pz
f ( x2 )
x3 x2
w.E
f '( x2 )
x3 0.607102 ee asy
f (0.607102)
f '(0.607102)
0.607102 E
3( 0.607102) cos ( 0.607102) 1
3 sin 0.607102
ngi
0.607102 (0.0000004)
nee
ad
x3 0.607102
rin
Here x2 x3 0.607102
g.n
et
The root is 0.607102 correct to six decimal.
.p
3. Solve by Newton’s method, a root of ex 4x 0

w
Solution:
Let f x = e x - 4x
w
f ' (x) = e x - 4
w
f (0) = e0 -4(0) = 1( ve)
f (1) = e1 - 4(0)=-1.2817(-ve)
One root lies between 0 and 1

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f (0) f (1)
Hence the root is nearer to 0
Let x0 0.3
f ( xn )
xn 1 xn
f '( xn )
f ( x0 )
x1 x0
t
f '( x0 )
ne
f (0.3)
0.3
f '(0.3)
e0.3 4(0.3)
ww 0.3
.
e0.3 4
pz
0.3
w.E
0.1499
2.650
x1 0.3566
ee asy
x2 x1
f ( x1 )
f '( x1 ) E ngi
0.3566
f (0.3566)
nee
ad
f '(0.3566)
0.3566
e0.3566 4(0.3566)
rin
e0.3566 4
g.n
et
.p
x2 0.3574
f ( x2 )
x3 x2
f '( x2 )
w
f (0.3574)
0.3574
f '(0.3574)
w
e0.3574 4(0.3574)
0.3574
e0.3574 4
w
x3 0.3574
Here, x2 x3 0.3574
Hence the root is 0.3574

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4. From
Downloaded Find: awww.EasyEngineering.net
root of x log10 x 1.2 0 by N.R method correct to three or four decimal places
Solution:
Let f ( x) x log10 x 1.2
log10 log10 x
f ( x) log10 e log10 x
f (1) log10 1 1.2 1.2 ve
t
ne
f (2) 2log10 2 1.2 0.598 ve
f (3) 3log10 3 1.2 0.231 ve
ww f (2) f (3)
.
a root lies between 2 and 3 and all it is nearer to 3.
pz
w.E
xn 1 xn
f ( xn )
f '( xn )
x1 x0
ee asy
f ( x0 )
2.7
f '( x0 )
f (2.7)
E ngi
f '(2.7)
nee
ad
2.7 log10 2.7 1.2
2.7
log10 e log10 2.7
rin
2.7
0.035
g.n
0.867
et
.p
0.035
2.7
0.867
w
x1 2.740
f ( x1 )
x2 x1
w
f '( x1 )
(2.74) log10 2.74 1.2

2.740
w
log10 e log10 2.74
0.0006
2.74
0.872

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x2 2.740
The revised root is 2.740
1. Find an iterative formula to find the reciprocal of a given number N and hence find the
1
value
19
Solution:
t
ne
1 1 1 1
Let x = N= x- =0 N=
N x N x
1
f(x) = -N
x
ww
.
-1
f '(x) =
pz
w.E
xn xn
x2
f ( xn )
asy
1
ee f '( xn )
xn
xn
E
xn 2
1
N
ngi
nee
ad
1
xn xn 2
xn
N
rin
xn 1 2 xn Nxn 2
g.n
et
.p
1
xn+1 = xn (2-Nxn ) is the iterative formula to find ,take N=19 further
19
1
0.05 take x 0 = 0.05 .
20
w
x1 0.0525
w
x2 0.0526
x3 0.0526
w
The reciprocal of 19. Correct to 4 decimal place is 0.0526.
1 N
2. Show that the iteration formula for finding the square root of N is xn 1 xn and
2 xn
hence find the value of 15

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Solution:
Let x N
x2 N x2 N 0
f ( x) x2 N
f '( x) 2x
f ( xn )
t
Newton's fomula is x n 1 xn -
f '( xn )
ne
( xn 2 N )
xn 1 xn -
2 xn
ww 2 xn 2 xn 2 N
.
2 xn
pz
w.E xn 2 N
1
eeN
2 xn
asy
xn 1
2
Tofind 15 :
xn
xn
E
; n 0,1, 2,...
ngi
nee
ad
The initial approximation is x0 3.5
Taking N = 15, the successive approximations are

rin
x1
1
3.5
15
x1 3.893 g.n
2 3.5
et
.p
1 15
x2 3.893 x 2 3.873
2 3.893
w
1 15
x3 3.873 x 3 3.873
2 3.873
w
The square root of 15, correct to 3 decimal places is 3.873

w
Solution Of Linear Algebraic Equation:

There are two types of methods to solve simultaneous linear algebraic equations.

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1. Direct Method
i) Gauss Elimination Method
ii) Gauss Jordon Method

2. Indirect Method (Or) Iterative Method
i) Gauss Seidel Method
ii) Gauss Jacobi Method
t
Solution Of Linear System By Direct Method:
ne
Type – I
Gauss Elimination Method:

Gauss Elimination Method is a direct method which consists of transforming the given
ww
.
system of simultaneous equations to an equivalent upper triangular system. From this system the
pz
w.E
required solution can be obtained by the method of each substitution.
Working Rules:
ee asy
Consider the system of eqns. AX B
E
a11 x1 a12 x2 a13 x3 b1
a21 x1 a22 x2 a23 x3 b2 ngi

a31 x1 a32 x2 a33 x3 b3
nee
ad
Step: 1
rin
From the augmented matrix
g.n
a11 a12 a13 b1
et
.p
a21 a22 a23 b2

a31 a32 a33 b3
w
Step 2:
Reduce to upper triangular matrix
w
a11 a12 a13 b1

ie., 0 a22 a23 b2
w
0 0 a33 b3
Here, a11, a22 , a33 0 . This element is also called pivot element
Step 3:

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By using back substitutions we get the values of x, y, & z
Note:
1. The first equation is called the pivotal equation.
2. The leading coefficient a11 is called the first pivot element or key element.
Problems based on gauss elimination method

1. Solve the following system 2 x y 3,7 x 3 y 4 by G.E Method
t
Solution:
ne
Given, 2 x y 3
7x 3y 4
ww
This equation is of the form AX B
.
pz
The augmented matrix is
A, B
2 w.E
13
7 3 4 ee asy
~
2
0
1
13 13
3
R2 2 R2
E7 R1
ngi
2x y 3
nee
ad
13 y 13
By back substitution, from From 2 13 y 13 y rin

y 1 g.n
et
.p
subs. y = 1 in (1) we get
2x +1= 3
w
2x = 2
x =1
w
Hence the solution is

x =1
w
y =1
2. Solve by Gauss-Elimination method the equation

2x y 4z 12

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8x 3y 2z 20
4x 11y z 33
Solution:
Given system is equivalent to,
2 1 4 x 12
8 3 2 y 20
t
4 11 1 z 33
ne
2 1 4 12
(A,B) 8 3 2 20
ww 4 11 1 33
.
pz
w.E
2
~ 0
1
7
4 12
14 28 R2 R2 4 R1 , R3 R3 2 R1
0 ee 9
asy
9 9
2 1
~ 0 1
0 1
4 12
2 4
11
E R2
R2
7
ngi
, R3
R3
9
,
nee
ad
2 1 4 12
~ 0 1
0 0
2 4
3 3
R3 R3 R2
rin
By Back Substitution method g.n
et
.p
3z 3
z 1
w
y 2z 4
y 2 4
w
y 2
2x y 4z 12
w
2x 2 4 12
x 3
Hence the solution


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x=3 ; y=2
; z =1
2. Using gauss – Elimination method, solve the system

3.15x - 1.96y + 3.85z = 12.95
2.13x + 5.12y - 2.89z = -8.61
5.92x + 3.05 + 2.15z = 6.88
Solution:
t
Given system is equivalent is
ne
3.15 1.96 3.65 x 12.95
2.13 5.12 2.89 y 8.61
5.92 3.05 2.15 z 6.88
ww
.
AX B
pz
w.E
3.15 1.96 3.85 12.95

(A , B) 2.13
5.92
ee 5.12
3.05
asy
2.89 8.61
2.15 6.88
3.15 1.96 E
3.85
ngi
12.95
~ 0
0
20.3028
21.2107
17.304 54.705 R2
16.0195 54.992
nee
3.15 R2 2, R3 3.15 R3 5.92
ad
3.15 1.96 3.85 12.95

rin
~ 0 20.3028
0 0
17.304 54.705
41.7892 43.8398
R3 20.302 R3 21.21071
g.n
et
.p
by back substitution method
41.7892 z 43.8398
w
z 1.049
20.3028 y 17.304 z 54.705

w
20.3028y 17.304(1.049) 54.705
y 1.800
w
3.15x 1.96( 1.8) 3.85 (1.049) 12.95
x 1.709
Hence thesolution is

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x 1.709
y 1.800
z 1.049
Homework
1.4 x 3 y 11,3x 2 y 4( x 2, y 1)
2. x y z 1, 3x 2 y 3z 6, 2 x 5 y 4 z 5( x 2, y z 6)
t
3.10 x 2 y 3z 23, 2 x 10 y 5z 33,3x 4 y 10 z 41 ( x 1, y 2, z 3)
ne
TYPE-II
Gauss Jordon Method
ww This method is a modification of the gauss elimination method. In this method we reduce
.
the augmented matrix into a diagonal matrix (or) unit matrix.
pz
Working Rule: w.E
Consider the system of eqns. AX
ee asy B
E
a11 x1 a12 x2 a13 x3 b1
a21 x1 a22 x2 a23 x3 b2

ngi
a31 x1 a32 x2 a33 x3 b3
nee
ad
1) Solve the following system by G.E Method

rin
5x1
x1
x2
7 x2
x3
x3
x4
x4 12
4
g.n
et
.p
x1 x2 6x3 x4 5
x1 x2 x3 4x4 6
w
Solution:
The given system is of the form is
w
AX B
The augment matrix of the given system is

w

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1 1 1 4
Downloaded From : www.EasyEngineering.net 6
1 7 1 1 12
( A / B)
1 1 6 1 5
5 1 1 1 4
1 1 1 4 6
0 6 0 3 13 1 1 5
~ R2 R2 R1 , R3 R3 R1 , R4 R4 R1
0 0 5 3 1 1 1 1
t
0 4 4 19 34
ne
1 1 1 4 6
0 6 0 3 18 4
~ R4 R4 R2
0 0 5 3 1 6
ww 0 0 4 21 46
.
1 1 1 4 6
pz
w.E
0
~ 0
6
0
0
5 3
3 18
1 R4 R4
5
4
R3
0
ee 0 0
asy 117
5
234
5
By back substitution method
x1 x2 x3
E4x4 6 ngi
nee
ad
6 x2 0x3 3x4 18
5x3 3x4 1
rin
117 x4 234
g.n
et
.p
5 5
x4 2
5 x3 6 1
w
5x3 5 x3 1
w
6 x2 6 18
6x2 12 x2 2
w
x1 2 1 8 6
x1 6 9 2
x1 1

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TheSolution is
x1 1
x2 2
x3 1
x4 2
t
Gauss Jordon Method
ne
1. Solve by gauss Jordan method
3x 4 y 5z 18; 2 x y 8 z 13;5 x 2 y 7 z 20
Solution:
ww
.
The given is of the form is AX B
pz
w.E
The augmented matrix of the given system is
3 4 5 18
( A / B)
ee 2
5 asy
1 8 13
2 7 20
1 5 E 3 5
ngi
nee
~ 2 1 8 13 R1 R1 R2
5 2 7 20
ad
1 5 3 5
2 5 rin
~ 0
5
11 14 3 R2
27 22 5
R2
1
R1 , R3 R3
1
R1
g.n
et
.p
1 5 3 5
14 3 R2
~ 0 1 R2
11 11 11
w
5 27 22 5
37 70
w
1 0
11 11
14 3 5R2 27 R2
~ 0 1 R1 R1 , R3 R3 ,
11 11 1 1
w
136 136
0 0
11 11

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37 70
1 0
11 11
14 3 R3
~ 0 1 R3
11 11 136
0 0 1 1 11
1 0 13
37 R3 14 R3
~ 0 1 01 R1 R1 , R2 R2 ,
t
11 11
0 0 11
ne
TheSolution is x 3, y 1, z 1
ww2. Solve by gauss Jordan method
.
pz
2x1 7 x2 4x3 9; x1 9x2 6x3 1 ; 3x1 8x2 5x3 6
Solution: w.E ee asy

The given is of the form is AX B
2 7 4 9 E
The augmented matrix of the given system is
ngi
nee
( A / B) 1 9 61
3 8 5 6
ad
1 9 61
rin
~ 2
3 8
7 4 9
5 6
R1 R2
g.n
et
.p
1 9 6 1
2 3
~ 0 25 16 7 R2 R2 R1 , R3 R3 R1
1 1
w
0 35 13 9
6 88
1 0
w
25 25
9 35
~ 0 25 16 7 R1 R1 R2 , R3 R3 R2
25 25
47 94
0 0
w
5 5

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100
1 0 0 25
6 5 5
~ 0 25 0 25 R1 R1 R3 , R2 R2 16 R3
25 47 47
47 94
0 0
5 5
1 0 04
R2 R3
~ 0 1 0 1 R2 , R3
25 47
0 0 12
t
5
ne
The solution is
x 4 ; y 1; z 2.
or
ww
.
x1 3 ; x2 1 ; x3 2.
pz
w.E
Gauss Jacobi Method ee asy
If x 0 , y 0 , z 0 are the initial values of x, y, z respectively, then the first iteration
value are
x1
1
(d1 b1 y 0
E
c1 z 0 )
ngi
a1
nee
ad
y1
1
b2
(d2 a2 x 0 c2 z 0 )
rin
z1
1
(d3 a3 x 0 b3 y 0 ) g.n
et
.p
c3
Again using first Iteration value following System the Second Iteration Value are
w
1
x2 d1 b1 y 1 c1 z 1
a1
w
1
y2 d2 a2 x 1 c2 z 1
b2
1
w
z2 d3 a3 x 1 b3 y 1
c3
Proceeding in the same way if the r th iterates are x(r),y(r),z(r) then the iteration for this method is

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1
x r 1: www.EasyEngineering.net
Downloaded From d byr czr
1 1 1
a1
1 1
yr d2 a2 x r c2 z r
b1
1 1
xr d3 a3 x r b3 y r
a1
t
The iteration is stopped when the values x, y, z respectively with the desired degree of
accuracy .
ne
1. Solve the Following System by Gauss-Jacobi Method
10x-5y-2z=3; 4x-10y+3z=-3; x+6y+10z=-3
ww Solution:
.
pz
10 5 2
A
w.E
4
1
10
6
3
10
is Diagonally dominant
Since
ee asy
|10|>|-5|+|-2|;
|-10|>|4|+|3|;
E ngi
|10|>|1|+|6| nee
ad
By Gauss Jacobi Iteration Process is

rin
x=
1
10
3+5y+2z
g.n
et
.p
1
y= 3+4x+3z
10
w
-1
z= 3+x+6y
10
Initial Values of [ x 0 , y 0 , z 0 ] (0,0,0) the Successive iteration value are

w
Iteration 1 1 1
x (3 5 y 2 z ) y (3 4 x 3z ) z (3 x 6 y )
10 10 10
w
1 0.3 0.3 -0.3
2 0.39 0.33 -0.57

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3 0.363
0.303 -0.537
4 0.3441 0.2841 -0.5181
5 0.3384 0.2822 -0.5048
6 0.3401 0.2839 -0.5032
7 0.3413 0.2851 -0.5044
8 0.3416 0.2852 -0.5052
t
ne
9 0.3416 0.2851 -0.5052
The Solution is x = 0.342; y = 0.285; z = - 0.505
ww
.
2. Solve By Gauss Jacobi method the following System
pz
28x 4 y z
Solution: w.E 32; x 3 y 10 z 24; 2 x 17 y 4 z 35
asy
Rearranging the Given System as
ee
28 x 4 y z
x 3 y 10 z E
32
24
ngi
2 x 17 y 4 z 35
nee
ad
The Coefficient matrix is A= 2

28 4
17 4
1
rin
is diagonally dominant
1 3 10
g.n
et
.p
Solve for x , y, z we have
1
x [32 4 y z ]
28
w
1
y 35 2 x 4 z
17
w
1
z 24 x 3 y
10
w
Initial Iteration Values Of (x, y, z) = (0, 0, 0)

The Successive iteration Values are

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Iteration 1
Downloaded From : www.EasyEngineering.net 1 1
x (32 4 y z) y (35 2 y 4 z ) z (24 x 3 y)
28 17 10
1 1.143 2.059 2.400
2 0.934 1.360 1.668
3 1.008 1.556 1.899
4 0.988 1.493 1.852
t
5 0.995 1.512 1.853
ne
6 0.993 1.506 1.847
7 0.994 1.507 1.849
ww 8 0.994 1.507 1.849
.
pz
w.E
The Solution is x = 0.994 ; y = 1.507; z = 1.849;
3. Solve the following Equation using Jacobi’s Iteration Method

20 x y 2 z 17;3x 20 y z
ee asy 18; 2 x 3 y 20 z 25
Solution:
The Coefficient matrix is E ngi
20 1 2
nee
ad
A= 3 20 1 is Diagonally Dominant
2 3 20
rin
Solve for x, y, z we have
g.n
et
.p
1
x = [17-y+2z]
20
1
y= [-18-3x+z]
w
20
1
z= 25-2x+3y
20
w
Initial Iteration Values are (x, y, z) = (0, 0, 0)

The successive values are
w

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Iteration 1
x [17 y 2 z ] y [ 18 3x z ] z [25 2 x 3 y ]
20 20 20
1 0.850 -0.900 1.250
2 1.020 -0.965 1.030
3 1.00125 -1.0015 1.00325
4 1.000425 -1.00025 0.99965
t
5 0.9999 -1.00008 0.9999
ne
6 0.9999 -0.9999 0.9999
7 1.000 -1.000 1.000
ww
.
pz
w.E
The Solution is X=1 ; Y= -1 ; Z=1
Indirect method (or) Iteration Method
Gauss Seidel method

ee asy
E
Consider the System of Equation
a1x b1 y c1z d1
ngi
a2 x b2 y c2 z d2 (1)
nee
ad
a3 x b3 y c3 z d3
rin
Let us assume that,
g.n
et
.p
a1 b1 c1
b2 a2 c2
w
c3 a3 b3
then iteration method can be used for the system solve the values of x ,y ,z in terms of
w
the other variables
1
x (d1 b1 y c1 z )
w
a1
1
y (d2 a2 x c2 z )
b2

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1
z (d a x b y )
3 3 3
c3
If the initial value y 0 , z 0 for y and z and x get x 1 ,
1
x1 (d1 b1 y 0 c1 z 0 )
a1
t
Again substitute x 1 , z 0 for x and z we get
ne
1
y1 (d2 a2 x 1 c2 z 0 )
b2
ww
Again Substitute x 1 , y 1 for x and y we get
.
pz
w.E
z1
1
c3
(d3 a3 x (1 b3 y 1 ) And so on.
NOTE:
ee asy
E
1. The Sufficient Condition for the Convergence of Gauss Seidel Method
ngi
The methods of iteration will convergence if in each equation of the given System, the
Absolute value of the largest coefficient is greater than the sum of the absolute value of all the
remaining coefficient.
nee
ad
rin
2. Gauss Seidel method equations only if the coefficient matrix is diagonally dominant .
Problems based on gauss Seidal method
1. Solve the following System by gauss Seidal method g.n

et
.p
10 x 5 y 2 z 3; 4 x 10 y 3z 3; x 6 y 10 z 3
Solution:
w
Given, 10 x 5 y 2 z 3 ------ (1)
4 x 10 y 3z 3 ----- (2)
w
x 6 y 10 z 3 ------- (3)
Take, 10 5 2 10 5 2
w
10 4 3 10 4 3
10 1 6 10 1 6

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the
Downloaded given
From equation is diagonally dominant
: www.EasyEngineering.net
From (1) 10 x 5 y 2 z 3
10 x 3 5 y 2 z
1
x (3 5 y 2 z )
10
From (2) 4 x 10 y 3z 3
t
10 y 3 4 x 3z
ne
1
y (3 4 x 3 z)
10
ww From (3) x 6 y 10 z 3
.
pz
w.E
10 z 3 x 6y
1
z ( 3 x 6 y)
ee asy
Let y = 0, z = 0 be the initial value
10
Iteration X Y E Z
ngi
1 0.3 0.42 -0.582
nee
ad
2 0.3936 0.28284 -0.509064
3 0.3396 0.2831 -0.5038 rin

4 0.3408 0.2852 -0.5052
g.n
et
.p
5 0.3416 0.2851 -0.5052
6 0.3415 0.2850 -0.5052

w
7 0.3415 0.2850 -0.5052

w
Here 6th and 7th iteration value of x, y, z is same
x = 0.3415; y = 0.2850; z = -0.5052

w
2. Solve the following equations by gauss seidal method
4 x 2 y z 14; x 5 y z 10; x y 8z 20

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Solution:
Given:
4 x 2 y z 14 1
x 5 y z 10 2
x y 8z 20 3
t
Take,
ne
|4| > |3|+|1|
|5|>|1|+|-1|
|8|>|1|+|1|
ww
.
the given equation are diagonally dominant
pz
From (1)
w.E 4 x 2 y z 14
ee 4 x 14 2 y z
1 asy
From (2)
x
4
x 5 y z 10
E
(14 2 y z )
ngi
5 y 10 x z nee
ad
y
1
(10 x z) rin
From (3) x y 8z
5
20 g.n
et
.p
1
z (20 x y)
8
w
1
x= (14 2 y z )
w
1
y= (10 x z )
5
w
1
z= (20 x y )
8

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Iteration
x Y z
1 3.5 1.3 1.9
2 2.375 1.905 1.965
3 2.056 1.982 1.995
4 2.010 1.997 1.997
5 2.002 1.999 2
t
ne
6 2.001 2 2
7 2 2 2
8 2 2 2
ww
.
Here the 7th and 8th iteration Value is
pz
w.E
Hence, x = 2, y = 2, z = 2
asy
3. Solve the following system of the equation by gauss seidal method
27 x 6 y z 85; x y 54 z 110;6 x 15 y 2 z 72
ee
Solution:
Given,
E ngi
nee
ad
27 x 6 y z 85 1
x y 54 z 110 2
rin
6 x 15 y 2 z 72 3 g.n
et
.p
Take |27| >|6|+|-1|
|1|>|1|+|54|
w
|2|>|6|+|15|
The given equations are not diagonally dominant now we interacting equation 2 &
w
equation 3
27 x 6 y z 85 4
w
6 x 15 y 2 z 72 5
x y 54 z 110 6
Take |27| >|6|+|-1|

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|15|>|6|+|2|
|54|>|1|+|1|
the given equation are diagonally dominant
From (4) 27 x 85 6 y z
1
x (85 6 y z )
27
t
ne
From (5) 15 y 72 6x 2z
1
y (72 6 x 2 z )
ww 15
.
From (6) 54 z 110 x y
pz
w.E
z
1
54
(110 x y)
asy
ee
Iteration
E ngi
x=
1
(85 6 y z ) y=
1
nee
(72 6 x 2 z ) z=
1
(110 x y )
ad
27 15 54
rin
1 3.1481 3.5408 1.9132
g.n
et
.p
2 2.4322 3.5720 1.9258
3 2.4257 3.5729 1.9260

w
4 2.4255 3.5730 1.9260
5 2.4255 3.5730 1.9260

w
Here 4th and 5th iteration values are equal
x = 2.4255
w
y = 3.5730
z = 1.9260

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Home Work:
1) 8x-3y+2z = 20, 4x+11y-z = 33, 6x+3y+12z = 35 (x = 3.0168; y = 1.9859; z = 0.9118)
2.) 28x+4y-z = 32, 2x+17y+4z = 35, x+3y+10z = 24(x = 0.9936; y = 1.5069, z = 1.8486)
3) 20x+y-2z = 17,3x+20y-z = -18; 2x-3y+20z = 25(x = 1; y = -1, z = 1)
Inverse of Matrix By Gauss Jordan method
t
Let A be a square non-singular matrix of order 3
ne
Consider the inverse of a matrix
a1 b1 c1
ww A a2 b2 c2
.
pz
a3 b3 c3
We know that, w.E

The unit matrix of order 3 is
ee asy
I
1
0
0
0
1
0
0
0
0
E ngi
nee
ad
the augmented matrix,
a1 b1 c1 1 0 0 rin
[ A, I ] a2
a3
b2
b3
c2 0 1 0
c3 0 0 1 g.n
et
.p
By using Gauss Jordan method gives
1 0 0 a1 b1 c1
w
1
[I , A ] 0 1 0 a2 b2 c2
0 0 1 a3 b3 c3
w
Hence [A.I] ~[I, A 1 ]
1 1 1
w
1. Find the Inverse Of A = 1 3 3 by using gauss Jordan method

2 4 4
Solution:

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1 1
Given A = 1 3 3
2 4 4
1 1 3 1 0 0
Let [ A, I ] 1 3 30 1 0
2 4 40 0 1
t
ne
1 1 3 1 0 0
~ 0 2 6 1 0 0 R2 R2 R1 , R3 R3 R2
0 2 2 2 0 1
ww 2 0 12 3 1 0
.
~ 0 2 6 1 1 0 R1 2 R1 R2 , R3 R3 R2
pz
w.E 0 0 4 1 1 1
ee~ 0
2
asy 0
8
0 6 2 3
0 10 2 6 R1 R1 3R3 ' R2 6 R3 4 R2
0
E
0 4 1 1 1
ngi
3
1 0 0
3 1
2
nee
ad
5 1 3 R1 R2 R3
~ 0 1 0 R1 , R2 , R3
0 0 1
4
1
4
1
4
1
2 8
rin 4
4 4 4
g.n
et
.p
1
~ [I , A ]
3
3 1
2
w
1 5 1 3
A
4 4 4
1 1 1
w
4 4 4
12 4 3
w
1 1
Hence, A 5 1 3
4
1 1 1

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4
2. Find the Inverse of A = 2 3 1 using Gauss Jordan method
1 2 2
Solution:
4 1 2
Given A = 2 3 1
1 2 2
t
ne
4 1 2 1 0 0
Let [ A, I ] 2 3 10 1 0
1 2 2 0 0 1
ww
.
4 1 2 1 0 0
pz
w.E
~ 0 5 4 1 2 0 R2 2 R2 R1 , R3 4 R3 R1
0 9 6 1 0 4
20 0 14 6
ee
~ 0 5 4 1 asy 2
2 0
0 R1 5 R1 R2 , R3 5 R3 9 R2
0 0
E
6 14 18 20
ngi
120 0
~ 0 30
0
0
160 240 280
50 60 80 R1
nee
6 R1 14 R3 R2 6 R2 4 R3
ad
0 0 6 14 18 20
rin
1 0 0 3
4
2
7
3 g.n
et
.p
5 8 R1 R2 R3
~ 0 1 0 2 R1 , R2 , R3
3 3 120 30 6
0 0 1
7 10
3
3 3
w
~ [I , A 1 ]
w
4 7
2
3 3
1 5 8
w
Hence A 2
3 3
7 10
3
3 3

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0
3. Find the Inverse of A = 1 2 0 Using Gauss Jordan method
3 1 4
Solution:
0 1 1
Given: A = 1 2 0
3 1 4
t
ne
0 1 1 0 1 0
Let [ A, I ] 1 2 0 1 0 0
3 1 40 0 1
ww
.
Inter Changing R1 and R2 i.e R1 R2
pz
w.E
[ A, I ]
1
0
2
1
0 1 0 0
1 0 1 0
ee3 1
asy 40 0 1
1
~ 0
0
2
1
7
0 0
1 1
40
E 1 0
0 0 R3
3 1 ngi
R3 3R1
nee
ad
1 0 2 2 1 0
~ 0 1 1 1 0 0 R1 R1 R2 , R3 R3 7 R2
rin
0 0 3 7 3 1
g.n
et
.p
3 0 0 8 3 2
~ 0 3 0 4 3 1 R1 3R1 2 R2 , R2 3R2 R3
0 0 3 7 3 1
w
8 2
1
1 0 0 3 3
w
4 1 R1 R2 R3
~ 0 1 0 1 R1 , R2 , R3
3 3 3 3 3
0 0 1
7 1
1
w
3 3
~ [I , A 1 ]

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8
1
3 3
1 4 1
Hence A 1
3 3
7 1
1
3 3
t
ne
Home Work
3 1 1 2 0 1
1
15 6 5 A 5 1 0
1. A=
ww 5 2 2 0 1 3
.
pz
2
2. A = 2
w.E 2
1 1
3
A 1
2
9
1
7
1
4 AA 1
I
1 3
ee 5
asy 5 4 2
Eigen value of a matrix by power method

E ngi
Power method is used to determine numerical largest Eigen value and corresponding
eigenvector of a matrix A.
nee
ad
Let A be an n n matrix and let λ1, λ 2 ......λ n be the distinct Eigenvalue of A, so that
|λ1|>|λ2 |>||λ3|>......|λn |
rin
Let x1, x 2 ............x n be the corresponding eigenvector. g.n
et
.p
ie, Axi =λi xi
Note
w
1. λ 1 is dominant |λ1|>|λ2 |>||λ3|>......|λn |
2. Sum of the Eigen values of a matrix is equal to the sum of the main diagonal elements of
w
the matrix.
3. To find the numerically smallest eigenvalue of A, obtain the dominant eigenvalue λ 1 of

w
A and then find B=A-λ1I and find the dominant eigenvalue of B.
Then the smallest eigenvalue of A is equal to the dominant eigenvalue of B+λ1

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ie, to
Downloaded From find B=A-λ1I
: www.EasyEngineering.net
to find A=B+λ1
1
4. The smallest eigenvalue of A= and the corresponding eigenvector is X.
λ
Problems based on power method
12
t
1. Find the eigenvalue of A = by power method and hence find the other eigenvalue
34
ne
also
1
Let X1 = be an arbitrary initial eigenvector
0
ww
.
12 1 1 0.3333
AX1 = = =3 =3X 2
pz
w.E
34 0 3 1
12 0.3333 2.3333 0.3182

AX 2 = = = =7.3333
34
ee 1
asy 7.3333 1
AX3 =
12 0.3182
=
E
2.3182
= 7.3333 X 3
=4.9546 ngi
0.4679
34 1 4.9546 1
nee
ad
=4.9546X4
rin
AX 4 =
12
34
0.4679
1
=
2.4679
5.4037
=5.4037
0.4567
1 g.n
et
.p
= 5.4037 X 5
12 0.4567 2.4567 0.4575

w
AX5 = = =5.3701
34 1 5.3701 1
= 5.3701X 6
w
1 2 0.4575 2.4575 0.4574

AX 6 = = =5.3725
34 1 5.3725 1
w
=5.3725X 7

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From= : 1
DownloadedAX 2 0.4574 2.4574
www.EasyEngineering.net
= = 5.3722
0.4574
7
34 1 5.3722 1
= 5.3722X8
12 0.4574 2.4574 0.4574

AX8 = = =5.3722
34 1 5.3722 1
=5.3722X9
t
0.4574
The dominant eigenvalue λ1 =5.3722 and corresponding eigenvalue is
1
ne
To find λ 2 :
Sum of the eigenvalue = sum of the main diagonal element of A
ww
.
λ1 +λ2 =1+4
pz
w.E
5.3722 +λ 2 =5
λ 2 = 5-5.3722
ee asy
λ 2 = -0.3722
Hence the Eigen values are

E ngi
λ1 =5.3722, λ2 =-0.3722
nee
ad
25 1 2
rin
2. Find the numerically Largest eigenvalue of A
2 0 -4 g.n
1 3 0 and the corresponding
et
.p
eigenvector
Solution:
25 1 2
w
Given A 1 3 0
2 0 -4
w
1
Let X1 = 0 be an arbitrary initial eigenvector
w

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25 1 2 1 25
1
AX1 = 1 3 0 0 = 1 =25 0.0400 =25X 2
2 0 -4 0 2 0.0800
25 1 2 1 25.2000 25.2000 1
AX 2 = 1 3 0 0.0400 = 1.1200 = 1.1200 =25.2 0.0444
2 0 -4 0.0800 1.6800 1.6800 0.0667
=25.2X 3
t
ne
25 1 2 1 25.1778 1
AX 3 = 1 3 0 0.0444 = 1.1332 =25.1778 0.0450
2 0 -4 0.0667 1.7332 0.0688
=25.1778X 4
ww
.
25 1 2 1 25.1820 1
pz
w.E
AX 4 = 1
2
3
0
0
-4
0.0450 = 1.1350
0.0688 1.7248
=25.1826 0.0451
0.0685
ee asy =25.1826x 5
AX 5 = 1
2
25 1 2
3 0
0 -4
1
E 25.1821
0.0451 = 1.1353
0.0685 1.7260 ngi
1
=25.1821 0.0451
0.0685
=25.1821X 6
nee
ad
AX 6 = 1
25 1 2
3 0
1 25.1821
0.0451 = 1.1353 =25.1821 0.0451
1
rin
2 0 -4 0.0685 1.7260 0.0685
g.n
=25.1821X 7
et
.p
1
The dominant eigenvalue λ 1 = 25.1821 and the eigenvalue is 0.0451
w
0.0685
w
161
3. Find the dominant eigenvalue and corresponding eigenvector of A 12 0 .
w
0 0 3
Find also the least taken root and hence the third eigenvalue

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Solution:
161
Given A 12 0
0 0 3
1
Let X1 = 0 be the initial eigenvector
0
t
ne
161 1 1 1
AX1 = 1 2 0 . 0 = 1 =1 1 =1X 2
003 0 0 0
ww
.
161 1 7 1
pz
AX 2 = 1 2 0 . 0 = 3 =7 0.4286 =7X 3
w.E 003 0 0 0
161
AX 3 = 1 2 0
1
0.4286
ee asy 3.5716 1
1.8572 =3.5716 0.5200
003 0
E 0
ngi
=3.5716X 4
0
161 1 4.1200 1
nee
ad
AX 4 = 1 2 0 0.5200 = 2.0400 = 4.1200 0.4951
003 0 0 0
rin
= 4.1200X 5
g.n
et
.p
161 1 3.9706 1
AX 5 = 1 2 0 0.4951 = 1.9902 = 3.9706 0.5012
003 0 0 0
w
=3.9706X 6
161 1 4.0072 1
w
AX 6 = 1 2 0 0.5012 = 2.0024 = 4.0072 0.4997

003 0 0 0
= 4.0072X 7
w

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161 1 3.9982
AX 7 = 1 2 0 0.4997 = 1.9994 = 3.9982 0.500
003 0 0 0
= 3.9982X8
161 1 4.0006 1
AX8 = 1 2 0 0.5001 = 2.0002 = 4.0006 0.5000
003 0 0 0
t
=4.0006X9
ne
161 1 4.0006 1
AX9 = 1 2 0 0.5000 = 2.0002 =4 0.5000 = 4X10
003 0 0 0
ww
.
161 1 4 1
pz
w.E
AX10 = 1 2 0 0.5000 = 2 =4 0.5000 =4X11
003 0 0 0
ee asy
The dominant eigenvalue λ 1 = 4 and corresponding eigenvector i s
1
E ngi
0.5
0
To find the least latent root (or) smallest root smallest eigenvalue of A = λ 1 and eigenvalue of B
where eigenvalue of B=A-λ1I nee
ad
16 1 10 0
rin
B= 1 2 0 - 4 0 1 0
00 3 0 01 g.n
et
.p
-3 6 1
B= 1 -2 0
w
0 0 -1
1
w
Let Y1 = 0 be an arbitrary initial Eigen vector

0
w
-3 6 1 1 -3 1
BY1 = 1 -2 0 0 = 1 =-3 -0.3333
0 0 -1 0 0 0

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=-3Y2
-3 6 1 1 -4.9998
BY2 = 1 -2 0 -0.3333 = 1.6666
0 0 -1 0 0
1
= -4.9998 -0.3333
0
t
ne
= -4.9998Y3
-3 6 1 1 -4.9998 1
ww
.
BY3 = 1 -2 0 -0.3333 = 1.6666 = -4.9998 -0.3333
0 0 -1 0 0 0
pz
w.E =-4.9998Y4
asy
The dominant eigenvalue B = -4.998 and the corresponding eigenvector is
ee 1
-0.3333
E ngi
Smallest eigenvector of A = λ 1 + Eigen value of B
0
= 4 - 4.49998 (or) 5 nee

ad
= -0.9998 (or) 1
rin
λ 2 = -1
g.n
et
.p
1. Use the power method to find the dominant eigenvalue and the corresponding
918
Eigenvector of the matrix A= 7 4 1
w
1 79
Solution:
w
T
Let X 0 = 1,1,1 then
918 1 18 1
w
AX 0 = 7 4 1 1 = 12 =18 0.67 =λ1X1

17 9 1 17 0.94

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918 1
Downloaded From : www.EasyEngineering.net 17.19 1
AX1 = 7 4 1 0.67 = 10.62 =17.19 0.62 =λ 2 X 2
1 7 9 0.94 14.15 0.82
918 1 16.18 1
AX 2 = 7 4 1 0.62 = 10.30 =16.18 0.64 =λ3X3
17 9 0.82 12.72 0.79
t
918 1 15.96 1
AX3 = 7 4 1 0.64 = 10.35 =15.96 0.65 =λ 4 X 4
ne
1 7 9 0.79 12.59 0.79
ww
.
918 1 15.96 1
AX 4 = 7 4 1 0.65 = 10.39 =15.96 0.65 =λ5 X5
pz
w.E 1 7 9 0.79 12.66 0.79
1,0.65,0.79
T
ee asy
Hence the dominant eigenvalue is 15.97 and the corresponding Eigen vector is
E ngi
2. Use the power method to find the dominant eigenvalue and the corresponding
eigenvector of
5 0 1
nee
ad
rin
Matrix A = 0 -2 0
1 0 5
Solution: g.n
et
.p
T
Let X 0 = 1,1,1 be an arbitraryinitial eigenvector
5 0 1 1 6 1
w
AX 0 = 0 -2 0 1 = -2 =6 -0.33 =λ1X1
1 0 5 1 6 1
w
5 0 1 1 6 1
AX1 = 0 -2 0 -0.33 = +0.66 =6 0.11 =λ 2 X 2
w
1 0 5 1 6 1

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5 0 1 1
AX 2 = 0 -2 0 -0.11 = -0.22 =6 -0.04 =λ3X3
1 0 5 1 6 1
5 0 1 1 6 1
AX3 = 0 -2 0 -0.04 = 0.08 =6 0.01 =λ 4 X 4
1 0 5 1 6 1
t
5 0 1 1 6 1
ne
AX 4 = 0 -2 0 0.01 = -0.02 =6 -0.003 =λ5 X5
1 0 5 1 6 1
5 0 1 1 6 1
-2 0 -0.003 = 0.006 =6 0.001 =λ 6 X 6
ww
AX5 = 0
.
1 0 5 1 6 1
pz
5
AX 6 = 0w.E 0 1 1 6 1
-2 0 0.001 = -0.002 = 0 =λ 7 X 7
1
ee0 5 1
asy
6 1
5
AX 7 = 0
1
0 1 1 6 1
-2 0 0 = 0 =6 0
0 5 1 6 1
E ngi
nee
ad
T
Hence the dominant eigenvalue is 6 and the corresponding eigenvector is 1,0,1
rin
g.n
2 -1 0
3. Find the smallest eigenvalue and the corresponding eigenvector of A = -1 2 -1 by
et
.p
0 -1 2
Power method
Solution:
w
2 -1 0
Given A = -1 2 -1
w
0 -1 2
A =4
w
To find the inverse of A

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0.75 0.5 0.25
A -1 = B = 0.5 1 0.5
0.25 0.5 0.75
To find the largest eigenvalue and the corresponding eigenvector of B by power method
T
Let X 0 = 1,1,1 be an arbitrary eigenvector
0.75 0.5 0.25 1 1.5 0.75
t
BX 0 = 0.5 1 0.5 1 = 2 =2 1 =λ1X1
ne
0.25 0.5 0.75 1 1.85 0.75
0.75 0.5 0.25 0.75 1.25 0.714

BX1 = 0.5 1 0.5 1 = 1.75 =1.75 1 =λ 2 X 2
ww
.
0.25 0.5 0.75 0.75 1.25 0.714
pz
w.E
BX 2 =
0.75 0.5 0.25
0.5 1 0.5
0.714
1
1.214 0.708
= 1.714 =1.714 1 =λ 3X3
ee asy
0.25 0.5 0.75 0.714 1.214 0.708
BX 3 =
0.75 0.5 0.25
0.5 1 0.5
0.25 0.5 0.75
E 0.708
1
0.708
1.208
ngi
0.707
= 1.708 =1.708 1
1.208 0.707
=λ 4 X 4
nee
ad
1.207 0.707
BX 4 = 1.707 = 1.707 1
1.207 0.707
= λ 5 X5
rin
g.n
et
1.207 0.707
.p
BX5 = 1.707 =1.707 1 =λ 6 X 6

1.207 0.707
w
The largest eigenvalue of B is 1.707 and the corresponding eigenvector is

T
0.707,1,0.707
w
1 1
The smallest eigenvalue of A is = = 0.586 and the corresponding eigenvector is
λ 1.707
T
0.707,1,0.707
w

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4. Find the dominant eigenvalue and the corresponding eigenvector of A = 1 2 0 .Find
0 0 3
also the other two Eigen values.
Solution:
16 1
Given, A = 1 2 0
t
0 0 3
ne
T
Let X 0 = 1,1,1 be an initial arbitrary eigenvector then
16 1 1 8 1
ww AX0 = 1 2 0 1 = 3 =8 0.375 =λ1X1
.
0 0 3 1 3 0.375
pz
w.E
3.625 1
1.123
ee 0.310 asy
AX1 = 1.750 =3.625 0.483 =λ 2 X 2
4.208 1 E
AX 2 = 1.966 =4.208 0.467 =λ 3X3 ngi
0.930 0.221
nee
ad
4.023 1
AX3 = 1.934 =4.023 0.481 =λ 4 X 4 rin
0.663 0.165
g.n
et
.p
4.051 1
AX 4 = 1.962 =4.051 0.484 =λ 5 X5
0.495 0.122
w
4.026 1
AX5 = 1.968 =4.026 0.489 =λ 6 X 6
w
0.366 0.091
4.025 1
w
AX 6 = 1.978 =4.025 0.491 =λ 7 X 7

0.273 0.068

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4.014 1
AX 7 = 1.982 =4.014 0.494 =λ8 X8
0.204 0.051
4.015 1
AX8 = 1.988 =4.015 0.495 =λ 9 X9
0.153 0.038
t
4.008 1
AX9 = 1.990 =4.008 0.497 =λ10 X10
ne
0.114 0.028
4.010 1
ww AX10 = 1.994 =4.010 0.497 =λ11X11
.
0.084 0.021
pz
w.E
4.003 1
AX11 = 1.994 =4.003 0.498 =λ12 X12
0.063
ee asy
0.016
4.004
E 1
AX12 = 1.996 =4.004 0.499 =λ13X13
ngi
0.048 0.012
nee
ad
4.006 1
AX13 = 1.998 =4.006 0.499 =λ14 X14
rin
0.036 0.009
g.n
et
.p
4.003 1
AX14 = 1.998 =4.003 0.499 =λ15 X15
0.027 0.007
w
4.001 1
AX15 = 1.998 =4.001 0.499 =λ16 X16
w
0.021 0.005
3.999 1
w
AX16 = 1.998 =3.999 0.5 =λ17 X17

0.015 0.004

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4.004 1
AX17 = 2.000 =4.004 0.5 =λ18 X18
0.012 0.003
4.003 1
AX18 = 2.000 =4.003 0.5 =λ19 X19
0.009 0.002
Sum of the eigenvalue = sum of the main diagonal of A
t
ne
λ1 +λ2 +λ3 =1+2+3
4-1+λ 3 =6
ww λ 3 =6-4+1
.
λ 3 =3
pz
w.E
Hence the Eigen values are 4,3,-1
ee asy
Home Work:
E
1) Find the numerically largest eigenvalue of ngi
41
and the corresponding eigenvector.
1 3
nee
ad
rin
5 0 1
2) Find the dominant eigenvalue and the corresponding eigenvector of A = 0 -2 0 .Find also
the least Latent root and hence the third eigenvalue. g.n
1 0 5
et
.p
Eigen value of a matrix by Jacobi Method for Symmetric Matrix

w
Rotation Matrix:
If P x,y is any point in the XY plane and if OP is rotated in the clockwise direction
w
through an angle θ , then the new position of P x ' ,y ' is given by

w

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t
ne
x' = xcosθ-ysinθ
y' = xsinθ+ycosθ
ww
.
x' cosθ -sinθ x x
ie., = =P
pz
y'
w.E sinθ cosθ
cosθ -sinθ
y y
Where P =
sinθ cosθ
ee asy
PPT = 1. E
Hence P is called a rotation Matrix in the x y Plane. Here P is also an orthogonal matrix since
ngi
Eigen Values of 2 2 matrix by Jacobi Method:
nee
ad
a11 a12
Let A=
a 21 a 22
rin
be a symmetric matrix of order 2. Where a12 =a 21 .
Step 1:
g.n
et
.p
cosθ -sinθ
Assume the most general orthogonal Rotation Matrix of order 2 is P =
sinθ cosθ
w
Step 2:
1 2a12
To find the θ value using θ= tan -1 if a11 a 22
2 a11 -a 22
w
Step 3:
w
cosθ -sinθ
Write down P = using the value of θ
sinθ cosθ

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Step 4:
Get D=PT AP
The diagonal of D are the Eigen values the columns of p are the corresponding Eigen
vectors.
41
1. Using Jacobi method, find the Eigen values and eigenvector of A=
1 4
t
Solution:
ne
41
Given, A=
1 4
ww Here, a11 =a 22 =4,a12 =a 21 =1>0
.
cosθ -sinθ
pz
w.E
The rotation matrix is P =
sinθ cosθ
Here,
ee 1
2 asy
tan 1 2a12
a11 a22
1
2
tan 1 2(1)
4 4
E 1
2
tan 1 2
0 ngi
1 nee
ad
1
tan
2
rin
1
.
2 2
g.n
et
.p
1 1
w
cos sin
4 4 2 2
Rotation matrix p =
1 1
sin c os
w
4 4 2 2
1 1 1 1
2 2 4 1 2 2
w
D = PT AP =
1 1 1 4 1 1
2 2 2 2

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4 1 1
Downloaded From : www.EasyEngineering.net 4 1 1
2 2 2 2 2 2
=
4 1 1 4 1 1
2 2 2 2 2 2
5 5 1 1
2 2 2 2
3 3 1 1
2 2 2 2
t
ne
5 5 5 5
2 2 2 2
3 3 3 3
2 2 2 2
ww
.
5 0
D = P T AP =
pz
w.E 0 5
1 1
ee asy
The Eigen values are 5 , 3 and eigenvectors column of the P matrix
1
,
1
E ngi
2. Using Jacobi method, find the Eigen values and eigenvectors of A =
5
0
0
2
1
0
nee
1 0 5
ad
Solution:
5 0 1
rin
Given A = 0
1
2
0
0
5 g.n
et
.p
Here, a13 a31 1, a11 a33 5, a12 0
1 2a13
w
1
Here, tan
2 a11 a33
1 2 2
w
1
tan
2 5 5
1 1 4
w
tan
2 0
1 1
tan
2

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1
22
cos sin
The rotational matrix is P =
sin c os
t
cos 0 sin
cos 0 sin 4 4
ne
P 0 1 0 0 1 0
sin 0 cos
sin 0 cos
4 4
ww 1 1
.
0
2 2
pz
P 0
w.E
1
0
1 0
1
asy
2 ee 2
1 1
pT 0
2
0
1 E 0
2
ngi
1
2
0
1
2
nee
ad
To Find D=PT AP
rin
1
0
1 1
0 g.n 1
2 2 5 0 1 2
et 2
.p
D 0 1 0 0 2 0 0 1 0
1 1 1 0 5 1 1
0 0
2 2 2 2
w
6 0 0
D 0 2 0
w
0 0 4
Hence the eigenvalue of the given matrix are 6,-2, 4

w
1 6, 2 2, 3 4 and the Corresponding eigenvector are the columns of P are

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1
2 0 2
X1 0 ; X2 1 ; X3 0
1 0 1
2 2
1 2 2
3. Find the Eigen Values and Eigen Vector Of the Matrix A = 2 3 2
t
2 2 1
ne
Solution:
1 2 2
ww Given A = 2 3 2
.
pz
2 2 1
w.E Here the Largest off-Diagonal element is

eea13 =a31
asy 2 and a11 =a33 =1
Take θ =
1
2 E
tan -1
2a13
a11 -a 33
ngi
1
= tan -1
2 2
nee
ad
2 1-1
1π rin
g.n
1
= tan -1 =
2 22
et
.p
cos θ 0 -sinθ
w
The Rotation Matrix P= 0 1 0

sinθ 0 cosθ
w
π π 1
0
1
cos 0 -sin
4 4 2 2
w
P= 0 1 0 = 0 1 0
π π 1 1
sin 0 cos 0
4 4 2 2

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1
0
2 2
T
P = 0 1 0
1 1
0
2 2
To Find D=PT AP
1 1 1 1
t
0 1 2 2 0
2 2 2 2
ne
D= 0 1 0 2 3 2 0 1 0
1 1 2 2 1 1 1
0 0
2 2 2 2
ww 3 3
.
2 1 1
0
2 2
pz
2 2
w.E 2
1
3
0
2
1
0
1
1
0
0
1
ee 2
asy 2 2 2
D
3
2
0
2
3
0
0
0
1
E ngi
nee
ad
Again reduce the largest off-diagonal element a12 =a 21 =2 in D into zero
Consider the rotation matrix: rin

cosθ -sinθ 0 g.n
et
.p
P1 = sinθ cosθ 0 here a11 = a 22 = 3

0 0 1
w
1 2a12 1 2 2
θ= tan -1 = tan -1
2 a11 -a 22 2 3-3
π
w
θ=
4
w

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π π
0
cos -sin 0
4 4 2 2
π π 1 1
P1 = sin cos 0 = 0
4 4 2 2
0 0 1 0 0 1
1 1
0
t
2 2
ne
1 1
P1T = 0
2 2
0 0 1
ww
.
1 1 1 1
0
pz
0
1
T
D1 =P DP1 =w.E 2
1
2
1
0
3 2 0
2 3 0
1
2
1
2
0
0
ee 2
asy 0
2
1
0 0 -1
0
2 2
0 1
5 5
0
1
E 1
ngi
0
2
1
2
1 1
2
1
2
nee
ad
0 0
0
2 2
0 -1 0
2
0
2
1 rin
g.n
et
.p
5 0 0
D1 = 0 1 0
0 0 -1
w
After two rotations, A is reduced to diagonal matrix D1 .Hence the Eigen values of A are 5, 1,-1.
1 1
w
1 1 0
0 2 2
2 2
1 1
Now P2 = PP1 = 0 1 0 0
w
2 2
1 1
0 0 0 1
2 2

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1 1 1
2 2 2
1 1
P2 = 0
2 2
1 1 1
2 2 2
Hence the corresponding eigenvectors are
t
1 -1 -1
ne
x1 = 2 ; x 2 = 2 ; x 3 = 0
1 -1 1
H.W :
ww
.
2 0 -1
pz
1. 0 2 0
-1 0 2 w.E
2.
2 1
ee asy
E
1 2
ngi
nee
ad
rin
g.n
et
.p
w
w
w

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UNIT-II
DESIGN OF EXPERIMENTS
Analysis of variance:
The technique of analysis of variance is referred to as ANOVA. A table showing the source of
variance, the sum of squares, degrees of freedom, mean squares(variance)and the formula for the “F ratio
t
is known as ANOVA table”
ne
The technique of analysis if variance can be classified as
(i) One way classification(CRD)

(ii) Two way classification(RBD)
ww(iii) Three way classification(LSD)
.
One way classification:
pz
w.E
In one way classification the data are classified on the basic of one criterion
(i) The null hypothesis is

ee asy
The following steps are involved in one criterion of classification
Ho : 1  2  ......  k
H1 : 1  2  .......  k
E ngi
nee
ad
(ii) Calculation of total variation
Total sum of squares V  

G2
j xij  N
2
rin
Where G   
i
xij (Grand total) g.n

et
.p
i j
G2
=correction formula
N
w
(iii) Sum of squares between the variates
T 2  G2
V1    i  
w
With k-1 degree of freedom

i  ni  N
(iv) Sum of squares within samples
w
V2  V  V1

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V1
then the ratio K  1 follows F-distribution with degrees of freedom. Choosing the ratio which is
V2
N K
greater than one, we employ the F-test
If we calculated F < table value F0.05 , the null hypothesis is accepted.
t
ne
ANOVA Table for one way classification
Source of Sum of Degrees of Mean square Variance ratio

variation square freedom
Between V1 K-1 V1 V1
ww classes K 1 K  1 (or)
.
V2
pz
N K
Within w.E V2 N K
V2
N K
V2
N K
classes ee asy N 1
V1
K 1
V
E ngi
1. To test the significance of the variation of the retail prices of a certain commodity in the four
nee
principal plates A,B,C &D, seven shops were chosen at random in each city and the prices
observed were as follows (prices in paise)
ad
A
B
82
84
79
82
73
80
69
79
69
76
63
68 rin 61
62
C
D
88
79
84
77
80
76
68
74
68
72
66
68
66
64 g.n
et
.p
Do the data indicate that the prices in the four cities are significantly different?
Solution:
H0 : 1  2  3  4
w
H1 : 1  2  3  4
w
i.e., the prices of commodity in the four cities are same.
we take the origin at x  80 and the calculation are done as follows.

w

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Calculation of ANOVA (use new values)
Cities
K=4 1 2
Shop(n = 7)
3 4 5 6 7
Ti Ti 2 x 2
n
A 2 -1 -7 -11 -11 -17 -19 -64 585.14 946
B 4 2 0 -1 -4 -12 -18 -29 120.14 505
C 8 4 0 -12 -12 -14 -14 -40 228.57 760
t
D -1 -3 -4 -6 -8 -12 -16 -50 357.14 526
G  183 T  x
ne
G2 2 2
 2737
 1196.03 i
 1290.9 i j
ij
N n
2
G
Total sum of squares V=  x ij
2

N
ww
i j
.
=2737-1196.03
pz
w.E
Sum of squares between cities
V=1540.97
V1  
ee asy
Ti 2 G 2

n
EN
= 1290.9 – 1196.03
ngi
V1  94.87
nee
ad
Sum of squares within cities

rin
V2  V-V1  1540.97  94.87
V2  1446.1
g.n
et
.p
ANOVA Table:
Source of Sum of square Degrees of f Mean square F

w
variation of deviation
V1  94.87 K-1=4-1=3 V1

94.87
Between cities K 1 3
w
60.25
 31.62 
V2  1446.1 N-K=28-4=24 V2 1446.1 31.62
Within cities   1.90
N K 24
w
 60.25
Total V=1540.97 N-1=27

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Number of degrees of freedom = (N - K, K - 1) = (24,3)
Critical value:
The table value of F for (24, 3) degree of freedom at 5% Los is 8.64
Conclusion:
t
Since F< 8.64, H o is accepted at 5% Los
ne
 The prices of commodity in the four cities are same
2. Fill up the following Analysis of variance table
ww Source of
variation
Degrees of
freedom
Sum of squares Mean squares F ratio
.
Treatments - - 117
pz
Error
Total w.E -
16
704
938
-
-
Solution:
ee asy
V2  704;V=938 E
From the given table we have,
ngi
degree of freedom (total) N - 1 = 16 => N = 17
nee
ad
mean squares
V1
K 1
 117
rin
We Know that V2  V-V1 g.n
et
.p
=> V1  V-V2
= 938 – 704
w
V1  234
V1
w
 117
K-1
234 234
  117 =>  K-1
w
K-1 K-1
K–1=2

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degree of freedom (K-1) = 2
=>K=3
Next, N-K = 17-3 = 4
V2 938
  50.29
N-K 14
t
ne
Source of Degrees of Sum of Mean squares F ratio
variation freedom squares
Treatments K-1=3-1=2 V1  234 V1 117
 117
K-1 50.29
ww
Error
N-K=17-3=14 V2  704 V2
 50.29  2.327
.
N-K
pz
Total
w.E 16 V = 938
3.
asy
The following are the number of mistakes made in 5 successive days of 4 technicians working in
ee
a photographic laboratory
Technicians I
6
E
Technicians II
14
ngi Technicians III
10
Technicians IV
9
14
10
9
12
12
7
nee 12
8
ad
8 10 15 10
11 14 11
rin 11
g.n
Test at the 1% Los whether the difference among the 4 samples means can be attributed to chance
et
.p
Solution:
H0 : 1  2  3  4
w
ie., There is no differences among the 4 samples mean
H1 : 1  2  3  4
w
We take the origin at 12 and the calculation are done as follows

w

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Calculation of ANOVA (NEW Values)
Days(5)
Technicians
K=4
Ti Ti 2 x 2
n
1 2 3 4 5
I -6 2 -2 -4 -1 -11 24.2 61
t
II 2 -3 0 -2 2 -1 0.2 21
III -2 0 -5 3 -1 -5 5 39
ne
IV -3 0 -4 -2 -1 -10 20 30
Total G 2 (27) 2 G=-27 49.4 151
=  36.45
N 20
ww
.
Total sum of squares:
pz
w.EV= xij2 
i j
G2
N
 151  36.45
ee asy
V=114.55
Sum of squares b/w cities:

E ngi
V1  
Ti 2 G 2 nee
ad

n
 49.4  36.45
N
rin
V1  12.95 g.n
et
.p
Sum of squares within cities:
V2  V-V1  114.55 12.95

w
V2  101.6
w
w

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Source of Sum of squares Degrees of Mean squares F ratio

variation of deviation freedom
B/W V1  12.95 K-1=4-1=3 V1 12.95
Technicians   4.31
K-1 3
6.35

V2  101.6 N-K=20-4=16 4.31
t
Within
V2 101.6
Technicians   6.35
ne
N-K 16
Total V=114.55 N-1=19  1.473
ww
.
Degrees of freedom ( (N - K, K - 1) = (16,3)
pz
Critical value:
w.E
The table value of ‘F’ for (16,3) degree of freedom at 1% Los is 5.29
Conclusion:
ee asy
E
Since F < 5.29, H 0 accepted at 1% level
ngi
 There is no difference among the four sample means.
4.
nee
The following table shows the lives in hours of four batches of electric lamps.
ad
1
Batches
1610 1610 1650
Lives in hours
1680 1700
rin
1720 1800
2
3
4
1580
1460
1510
1640
1550
1520
1640
1600
1530
1700
1620
1570
1750
1640
1600
1660
1680
1740
g.n 1820
et
.p
Perform an analysis of the variance on these data and show that a significant test does not reject
their homogeneity
w
Solution:
H0 : 1  2  3  4
w
I.e., the means of the lives of the four brands are homogeneous.
H1 : 1  2  3  4
w

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oldxij  1700
We take the origin xij 
10
Calculation of ANOVA
Brand
K=4 1 2 3 4
Lives
5 6 7 8
Ti Ti 2 x
ij
ij
2
t
1 -9 -9 -5 -2 0 2 10 - -13 24.143 295
ne
2 -12 -6 -6 0 5 - - - -19 72.2 241
3 -24 -15 -10 -8 -6 -4 4 12 -51 325.125 1177
4 -19 -18 -17 -13 -10 -2 - - -79 1040.167 1247
Total G 2 (162) 2
  1009.38 G=-162 =1461.635 2960
ww N 26
.
pz
w.E
N=n1  n2  n3  n4  7  5  8  6  26
asy
G2
ee
V= ( xij )2 
i j
 2960 1009.38
N
E ngi
V=1950.62
nee
ad
Total sum of squares b/w brands:

rin
V1  
Ti 2 G 2
n

N g.n
et
.p
 1461.635 1009.38
V1  452.255
w
Sum of squares within brands:
V2  V-V1
w
 1950.62  452.255
V2  1498.365
w

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ANOVA Table:

variation freedom
t
B/W V1  452.255 K-1=4-1=3 V1

452.255
 150.75
Brands
ne
K-1 3
150.75

68.11
Within N-K=26-4=22
V2  1498.365 V2 1498.365  2.21
Brands   68.11
N-K 22
ww
.
Total 1950.62  V N-1=25
pz
w.E
Degrees of freedom (3, 22) =3.05
Critical value:
ee asy
The table value of ‘F’ for (3,22) d.f at 5% Los is 3.05
Conclusion: E ngi
Since F<3.05, H 0 is accepted at 5% level
nee
ad
 The means of the lives of the four brands are homogeneous.
ie., the lives of the four brands of lamps do not differ significantly. rin
Two way classification: g.n
et
.p
In two way classification the data are classified on the basis of two criterions
The following steps are involved in two criterion of classification

w
(i) The null hypothesis
H 01 and H 02 framed
w
We compute the estimates of variance as follows
(ii) G=  xij  Grand total of K  n Observations

w
i j
G2
S : Total sum of squares  xij 
2
(iii)
N

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1 n G2
(iv) S1 :Sum of squares b/w rows (class-B)   R j 
2
K j=1 N
1 K 2 G2
(v) S 2 :Sum of squares b/w (classes A)   Ci  N
n i=1
S 3 : Sum of squares due to error (or) Residual sum of squares
t
(vi) Errors (or) Residual S 3 = S - S1 - S 2
ne
(vii) The degrees of freedoms of
S1  n-1 ;S2  k-1 ;S3  (n-1)(k-1)
S=nk-1
ww
ANOVA Table for two way classification
.
pz
w.E
Source of Sum of Degrees of Mean squares F ratio
variation squares freedom
B/W ‘B’ S1 n-1 S1 QB
classes(rows)  QB F1 
ee asy n-1 Q AB
d . f  [(n-1)(k-1)(n-1)]
B/W ‘A’
classes(column)
S2
E k-1
ngi
S2
k-1
 QA F2  A
Q
QAB
Residual (or)
error
S3 (n-1)(k-1) S3
nee
 Q AB
d . f  [(k-1),(k-1)(n-1)]
ad
(n-1)(k-1)
Total S nk-1 -
rin -
Advantages of R.B.D:
g.n
et
.p
The chief advantages of R.B.D are as follows
(i) This design is more efficient or more accurate than CRD. This is because of
reduction of experimental error.
w
(ii) The analysis of the design is simple and even with missing observations, it is not
much complicated
(iii) It is Quite flexible, any number of treatments and any number of replication may be
w
used
(iv) It is easily adaptable as in agricultural experiment it can be accommodated well in a
rectangular, squares(or)in a field of any shape
(v) It provides a method of eliminating or reducing the long term effects.
w
(vi) This is the most popular design with experiments in view of its simplicity, flexibility
and validity. No other has been used so frequently as the R.B.D

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Disadvantages:
(i) The number of treatments is very large, than the side of the blocks will increase and
this may introduce heterogeneity within blocks.
(ii) If the interactions are large, the experiments may yield misleading results.
1. The following data represent the number of units of production per day turned out by four
randomly chosen operators using three milling machines
t
Machines.
ne
M1 M2 M3
1 150 151 156

2 147 159 155
Operators
ww 3 141 146 153
.
4 154 152 159
Perform analysis of variance and test the hypothesis
pz
(i)
(ii) w.E
That the machines are not significantly different
That the operators are not significantly different at 5% level
Solution: ee asy
H 01 : There is no significantly difference bet machine and
E ngi
H 02 : There is no significantly a difference b/w operator
We take the origin 155 and the calculations are done as follows.
nee
ad
Calculation of ANOVA (using new values)
rin
Operators Machines Row total
Rj
x
j
ij
2
g.n
et
.p
M1 M2 M3
1 -5 -4 1 -8 42
2 -8 4 0 -4 80
3 -14 -9 -2 -25 281
w
4 -1 -3 4 0 26
Column -28 -12 3 429
total -37
Ci
w
xi
ij
2 286 122 21 429
Here N=12 ; G=-37

w
G 2 (37) 2
Correction factor   114.08
N 12

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G2
S=  xij2 
i j N
 429 114.08
 314.92
t
ne
Sum of squares between operators:
R j2 G2
S1   
j nj N
ww
.
1
 [(8)2  (4)2  (25) 2 ]  114.08
pz
3
w.E
 235 114.08
 120.92
ee asy
Sum of squares between machines:
 C 2  G2
S2    i  
E ngi
i  ni  N
nee
ad
1
 (28) 2  (12) 2  (3) 2   114.08
4
rin
 234.25 114.08
g.n
et
.p
S2  120.17
Residual sum of squares:

w
S3  S-S1  S2
 314.92 120.92 120.17

w
 73.83
w

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AVOVA Table for two way classification
Source of Sum of Degrees of Mean sum squares F ratio

B/W 120.92 n-1=4-1=3 S1
operators QB   40.31
n 1
t
B/W 120.17 k-1=3-1=2 S 40.31
QA  2  1.49
ne
machines
k-1 12.305
 60.09 (3, 6)
Residual 73.83 (n-1)(k-1)=6 S3 60.09
Q AB   4.88
(k-1)(n-1) 12.305
ww
.
 12.305 (2, 6)
Total 314.92 nk-1=11
pz
w.E
Degrees of freedom V1  2; V2  6 (machines)
Degrees of freedom V1  3;V2  6 (operators)
Critical value:
ee asy
(i) Machines E ngi
The table value of ‘F’ for (2,6) d.f at 5% Los is 5.14
(ii) Operators
nee
The table value of ‘F’ for (3,6) d,f at 5% Los is 4.76
ad
Conclusion:
rin
(i) Operators
Since F< 4.76 , H 02 is accepted at 5% level g.n
et
.p
 The operators are not significantly different

(ii) For Machines
Since F< 5.14, H 01 is accepted at 5% level
 The machines are not significantly different
w
2. An experiment was designed to study then performance of four different detergents, the following
“whiteness” readings were obtained with specially designed equipment for 12 loads of washing
w
distributed over three different models of washing machines.

w

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Machines 1 2 3 Total
Detergents
A 45 43 51 139
B 47 46 52 145
C 48 50 55 153
D 42 37 49 128
t
Total 182 176 207 565
ne
Looking on the detergents as treatment and the machines as blocks, obtain the appropriate analysis of
variance table and test at 0.01 level of Significance whether there are differences in the detergents (or) in
the washing machines
ww
.
Solution:
pz
w.E H 01 : There is no significant different b/w detergent
H 02 : There is no significant different b/w washing machine
ee
Calculation of ANOVA (using new values)
asy
We take the origin is 50 and the calculation are done as follows.
Detergents E ngi
Washing machines
Row total
Rj
x
j
ij
2
M1 M2 M3
nee
ad
A -5 -7 1 -11 75
B
C
-3
-2
-4
0
2
5
-5
3
rin 29
29
g.n
D -8 -13 -1 -22 234
Column total -18 -24 7 367
Ci -35
et
.p
x ij
2 102 234 31 367
w
Here N=12; G=-35

w
G 2 (35) 2
Correction factor   102.08
N 12
w
G2
Total sum of squares: S=  xij2 
i j N

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 367  102.08
S=264.92
R j2 G2
Sum of squares b/w detergents: S1   j hj

N
t
 (11) 2  (5) 2  (3) 2  (22) 2   102.08
3
ne
 213 102.08
S1  110.92
ww
.
Sum of squares between machines
pz
w.E  C 2  G2
S2    i  
i  ni  N

1
4

ee asy
(18)2  (24)2  (7)2   102.08
 237.25 102.08
S2  135.17
E ngi
nee
ad
Residual sum of squares S3  S-S1  S2
 264.92 110.92 135.17 rin

S3  18.83 g.n
et
.p
w
w
w

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ANOVA table for two way classification:
Source of Sum of Degrees of Mean squares F ratio

B/W S1  110.92 n-1=4-1=3 S1 110.92
detergents QB   QB 36.97
n-1 3 
t
 36.97 QAB 3.14
ne
B/W S2  135.17 k-1=3-1=2 S
QA  2 
135.17  11.77
machines
k-1 2
 67.59
Residual S3  18.83 (n-1)(k-1)=6 QA 67.59

ww (or)
QAB 
S3

18.83 QAB 3.14
.
Error
(n-1)(k-1) 6  21.52
pz
Total
w.E S=264.92 nk-1=11
 3.14
asy
Degrees of freedom V1  2;V2  6 (machines)
ee
E
Degrees of freedom V1  3;V2  6 (detergents)
ngi
Critical value:
nee
ad
(i) Detergents:
The table value of F for (3,6) degree of freedom at 1% Los is 9.78

rin
(ii)Machines
g.n
et
.p
The table value of F for (2,6) degree of freedom at 1% Los is 10.92
Conclusion:
(i) For detergents

w
Since F>9.78, H 01 is rejected at 5% level

w
 The detergents are significantly different
(ii) For machines

w
Since F>10.92, H 02 is rejected at 5% level
 The machines are significantly different

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3. To study the performance of three detergents and three different water temperatures the following
whiteness readings were obtained with specially designed equipment.
Water temp Detergents A Detergents B Detergents C

Cold Water 57 55 67
Worm Water 49 52 68
Hot Water 54 46 58
t
ne
Solution:
We set the null hypothesis
ww
H 01 : There is no significant different in the three varieties of detergents
.
pz
w.E
H 02 : There is no significant different in the water temperatures
We choose the origin at x=50
Water temp
ee asy Row total
x
E
Detergents 2
Rj ij
ngi
j
A B C
Cold Water 7 5 17 29 363
Worm Water -1 2 18 19
nee
329
ad
Hot Water 4 -4 8 8 96
Column total
Ci 10 3 43 56 788
rin
x
66 45 677 788
g.n
et
2
.p
ij
i

w
G2
S=  xij  2
j i N
w
(56) 2
 788   788  348.44
9
w
S=439.56

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Sum of squares between detergents:
Ci 2 G 2
S1   
i ni N
1
 (10)2  (3)2  (43)2   348.44
3
t
 652.67  348.44
ne
S1  304.23
Sum of squares b/w temperatures:
ww R j2
.
G2
S2   
pz
nj N
w.E
j
1
 1266  348.44
3
 422  348.44
ee asy
S2  73.56 E ngi
Error sum of squares:
nee
ad
S3  S-S1  S2
 439.56  304.23  73.56 rin

S3  61.77 g.n
et
.p
ANOVA Table:

w
variation freedom
B/W detergents 2 304.23
304.23 152.11
2
15.445
 152.11
w
 9.848
73.56 (2, 4)
B/W
temperatures 2 2 36.78
w
73.55  36.78 15.445

 2.381
Error 61.79 4 15.445
Total 439.56 8

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Degrees of freedom (2,4) and (2,4)
Critical value:
The table value of F for (2,4) d.f at 5% Los is 6.94
Conclusion:
(i) For detergents:
t
ne
Since F > 9.85, H 01 is rejected at 5% Los
 There is a significant different between the three varieties detergents,

(iii) For water temperature
ww Since F<6.94, H 02 is accepted at 5% Level
.
 There is no significant different in the water temperatures.
pz
w.E
4. Four experiments determine the moisture content of samples of a powder, each man taking a
sample from each of six consignments. These assignments are
1
Observer
ee Consignment
1
9
2
asy
10
3
9
4
10
5
11
6
11
2
3
4
12
11
12
11
10
13
E 9
10
11
11
ngi
12
14
10
11
12
10
10
10
nee
Perform an analysis if variance on these data and discuss whether there is any significant different b/w
consignments (or) b/w observers.
ad
Solution:
We formulate the hypothesis
H 02 : There is no significant different b/w observer rin
H 02 : There is no significant different b/w consignment g.n
et
.p
We take origin at x=11 and the calculations are done are as follows
Calculation ANOVA:
x
w
Observer consignments Rowtotal 2

ij
1 2 3 4 5 6 Rj j
1 -2 -1 -2 -1 0 0 -6 10
w
2 1 0 -2 0 -1 -1 -3 7
3 0 -1 -1 1 0 -1 -2 4
4 1 2 0 3 1 -1 6 16
0 0 -5 3 0 -3 37
w
Column total C i
-5
xj
ij
2 6 6 9 11 2 3 37

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G2
Total sum of squares   xij  2
j i N
( 5) 2
S=37-  35.96
24
(R j ) 2 G2
t
Sum of squares b/w observers   
nj N
ne
1 25
S1  (6) 2  (3) 2  (2) 2  (6) 2  
6 24
ww S1  13.13
.
pz
w.E
Sum of squares b/w consignments   
 Ci 2  G 2

 ni  N
ee asy
S2 
1
4
(0  0  25  9  9) 
25
24
E
S2  9.71
ngi
Error sum of squares S3 = S  S1  S2
nee
ad
= 35.96 - 13.13 - 9.71
S3 = 13.12 rin
Source of Sum of Degrees of Mean ‘F’ ratio g.n
et
.p
variation squares freedom squares

B/W S1  9.71 n-1=5 9.71 1.94
Consignments 5 0.87
 1.94  2.23
w
(5,15)
B/W observers S2  13.13 k-1=3 13.13 4.38
3 0.87
w
 4.38  5.03
Error S3  13.12 (n-1)(k-1)=15 13.12 (3,15)
15
w
 0.87
Total S  35.96 nk-1=23

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Critical value:
(i) For consignments ,

The table value of ‘F’ for (5, 15) d.f at 5% Los is 2.90
(ii) For observers:
The table value of F for (3, 15) d,f at Los 3.29
Conclusion:
t
ne
(i) For observers
Since F>3.29, H 01 is rejected
Hence these is a difference between observers is significant
(ii) For consignment:
ww Since F<2.33, H 02 is accepted
.
 There is no significant different b/w the consignments
pz
w.E
LATIN SQUARES DESIGN:
A Latin squares is a squares arrangement of m-rows and m-columns such that each symbol
asy
appearly once and only once in each row and column.
ee
E
In randomized block design the randomization is done within blocks the units in each block
being relatively similar in L.S.D there are two restrictions
(i) The number of rows and columns are equal ngi

(ii)
nee
Each treatment occurs once and only once in each row and column.
ad
This design is a three way classification model analysis of variance
The following steps are involved in Latin square design rin

Correction factor 
G2 g.n
et
; G -> Grand total
.p
N
m
Si 2
S.S b/w rows=Sa    C.F (S.S means Sum of Squares)
i=1 m
w
m S j2 G2
S.S b/w Columns=Sb    |C.F
m N
w
j=1
m
Vi 2
S.S b/w Varieties=Sc    C.F
i=1 m
w
Total sum of 
 S   xij  C.F
2
squares  j i

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and Sd  S-Sa  Sb  Sc
Here Si =sum of i th row
Sj =sum of jth column
Vi =sum of i th variety
t
ne
ANOVA Table:
Sum of
Source of Degrees of Mean squares ‘F’ ratio
squares
variation freedom
ww
.
R
pz
w.E
B/W Rows Sa m-1
Sa
m-1
R E
(m-1),(m-1)(m-2)
B/W
Columns
ee asy
Sb m-1
Sb
m-1
C
C
E
(m-1),(m-1)(m-2)
B/W varieties Sc
E m-1 ngi Sc
V
V
E
m-1
(m-1),(m-1)(m-2)
nee
ad
Error Sd
Sd (m-1)(m-2) E
Total
m2 1
(m-1)(m-2)
rin
Comparison of LSD and RBD
S
g.n
et
.p
(i) In LSD, the number of rows and number of columns are equal and hence the number of
replication is equal to the number of treatments there is no such restriction in RBD
(ii) L.S.D is suitable for the case when the number of treatments is b/w 5 and 12 where as R.B.D
can be used for any number of treatments and replications
w
(iii) The main advantage of L.S.D is that it removes the variations b/w rows and columns from
that within the rows resulting in the reduction of experiment error to a large extent
(iv) The RBD can be performed equally on rectangular of square plots but for LSD, a mose (or)
w
less a squares field is required due to (iii) LSD is preferred over RBD
Note: A 2  2 Latin Square Design is not possible. The degree of freedom for error in a m  m
Latin squares design is (m-1)(m-2)
w
For m=2 the degree of freedom is ‘o’ and hence comparisons are not possible.
Hence a 2  2 LSD is not possible.

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1. The following is the LSD layout of a design when 4 varieties of seeds are being tested set up the
analysis of variance table and state four conclusion
A B C D
105 95 125 115
C D A B
115 125 105 105
D C B A
t
115 95 105 115
ne
B A D C
95 135 95 115
Solution:
H: There is no significant difference
ww
.
xij  100
we take the origin as u ij 
pz
and the calculations are done as follows
Varieties
w.E Values
5
Vi
A
B
1
-1
ee asy
1
1
3
-1
7
-1
12
0
C
D
5
3
3
5
E -1
3
3
-1
10
10
ngi
Columns /
Rows
C1 C2 C3 C4
nee Row total
x ij
2
ad
Rj i
R1
R2
1
3
-1
5
5
1
3
1
8
10 rin 36
36
R3 3 -1 1 3 6 20
g.n
et
.p
R4 -1 7 -1 3 8 60
Columns 6 10 6 10 G=32 152
total C i
x 2 20 76 28 28 152
w
ij
j
 x
w
G=32 N=16; ij
2
 152
j i
G 2 (32) 2
w
C.F=   64
N 16

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G2
Total sum of squares   xij  2
j i N
(32) 2
 152 
16
 152  64
t
ne
S=88
1 2
Sum of squares b/w rows  8  102  62  82   64
4
ww  66  64
.
pz
w.E Sa =2
Sum of squares b/w columns 

1 2
6  102  62  102   64
ee asy
4
Sb  68  64
Sb  4
E ngi
Sum of squares b/w Varieties 
1
122  02  102  102   64 nee
ad
4
 86  64 rin
Sc  22 g.n
et
.p
Error sum of squares Sd = S  Sa  Sb  Sc
= 88  2  4  22
w
Sd  60
w
w

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ANOVA Table:
Sum of
Source of Degrees of ‘F’ ratio
squares Mean sum of squares
variation freedom
Sa 2 0.67
B/W rows Sa  2 m-1=4-1=3   0.67  0.067
m-1 3 10
t
Sb 4 1.33
Sb  4   1.33  0.133
ne
B/W columns m-1=4-1=3
m-1 3 10
Sc 22 7.33
B/W varieties Sc  22 m-1=3   7.33  0.733
m-1 3 10
(m-1)(m-2) Sd
Sd  60  10
ww Error
=3  2=6 (m-1)(m-2)
-
.
Total S  88 m 2  1  15 - -
pz
w.E
Number of degrees of freedom V1  3 ; V2  6
Critical value:
ee asy
Conclusion:
E
The table value of F for (3, 6) d.f at 5% Los is 4.76
ngi
Since F<4.76, for all the case.
nee
ad
 There is no significant difference for the varieties

rin
g.n
2. Analyse the variance in the following Latin squares of fields (in keys) of paddy where A,B,C,D
denote the difference methods of calculation
et
.p
D122 A121 C123 B122

B124 C123 A122 D125
A120 B119 D120 C121
C122 D123 B121 A122
w
Examine whether the different methods of cultivation have given significantly different fields.
Solution:
Re arrange the table in order

w
A121 A122 A120 A122

B122 B124 B119 B121
C123 C123 C121 C122
w
D122 D125 D120 D123

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We take the origin 122 and the table is
Letter Values Vi
total
A -1 0 -2 0 -3
B 0 2 -3 -1 -2
C 1 1 -1 0 1
t
D 0 3 -2 1 2
ne
Calculation of LSD:
Columns
/ Rows
1 2 3 4 Row total
x ij
2
ww
j
1 0 -1 1 0 0 2
.
2 2 1 0 3 6 14
pz
3
4
Columns w.E -2
0
0
-3
1
-2
-2
-1
-2
-1
0
2
-8
0
18
2
36
total
x 2
ee 8 asy 12 6 10 36
-2
i
ij
E ngi
nee
Here N=16; G=-2
ad
G2 4
  0.25
Correction factor =
N 16
rin
Total sum of squares S=  xij2 
G2
N g.n
et
i j
.p
 36  0.25
S=35.75
w
m
Si 2 G 2
Sum of squares b/w rows Sa  
i=1 m

N
w
1
 (6)2  (8) 2   0.25
4
w
 25  0.25
Sa  24.75

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m S j2 G2
Sum of squares b/w columns Sb  m
j=1

N
1
 (0)2  (2)2  (2)2  (2)2   0.25

4
Sb  2.75
t
ne
m
Vi 2 G 2
Sum of squares b/w varieties Sc  
i=1 m

N
1
 (3)2  (2) 2  (1)2  (2) 2   0.25
ww 4
.
 4.5  0.25
pz
w.E Sc  4.25
asy
Error (or) Residual Sd  S-Sa  Sb  Sc
ee
Sd  4
E
 35.75  24.75  2.75  4.25
ngi
nee
ad
LSD Table:
Source of
variation
Sum of
squares
Degrees of
freedom
Mean sum of
squares rin‘F’ ratio
Sa

24.75 g.n
8.25
et
.p
B/W rows Sa  24.75 m-1=3 m-1 3  12.31

0.67
 8.25
Sb 2.75 0.92
Sb  2.75   1.37
w
B/W columns 3
m-1 3 0.67
 0.92
Sc 4.25
 1.42
w
B/W varieties Sc  4.25 3 m-1 3  2.12

0.67
 1.42
Sd
Error (or)
w
Sd  4.0 6=(m-1)(m-2) (m-1)(m-2)

Residual
 0.67
Total S  35.75 m 1  8
2

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Critical value:
The value of ‘F’ for (3,6) d.f at 5% Los is 4.76
Conclusion:
Since F<4.76, we accept the null hypothesis
 The difference between the methods of cultivation is not significant.
t
ne
3. The following data resulted from an experiment to compare three burners A,B, and C,A Latin
squares design was used as the tests were made on 3 engines and were spread over 3 days.
Engine 1 Engine 2 Engine 3

Day 1 A 16 B 17 C 20
ww Day 2 B16 C 21 A 15
.
Day 3 C15 A 12 B 13
pz
w.E
Test the hypothesis that there is no diff between the burners
Solution:
ee
Re arrangement of given table is asy
We take the origin x=15 and the calculation are done as follows
A
16
A
E B
17
B ngi C
20
C
15 16 21
nee
ad
A B C
12 13 15
rin
Varieties Values Vi
g.n
et
A 1 0 -3 -2
.p
B 2 1 -2 1
C 5 6 0 11
Calculation of LSD
w
Columns/
Rows
C1 C2 C3 Row
total
x
j
ij
2
R1 1 2 5 8 30
w
R2 1 6 0 7 37
R3 0 -3 -2 -5 13
w
Column 2 5 3 10 80
total
x
i
ij
2 2 49 29 80

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Here N=9; G=10
G 2 (10) 2
Correction Factor    11.11
N 9
Total sum of squares S=  xij2  C.F

j i
t
 80 11.11
ne
S=68.89
m
Si 2
Sum of squares b/w Rows Sa    C.F
ww i=1 m
.
pz
1
w.E  [82  7 2  (5)2 ]  11.11

3
 46 11.11
eeSa =34.89 asy
Sum of squares b/w columns Sb 
Em S j2
 m  C.F ngi
nee
j=1
ad
1
 [(2) 2  (5) 2  (3) 2 ]  11.11
3
rin
 1.56
m
Vi 2
g.n

et
.p
Sum of squares b/w varieties Sc   C.F

i=1 m
1
 [(2)2  12  112 ]  11.11
w
Sc  30.89
w
Error (or) Residual Sd  S-Sa  Sb  Sc
 68.89  34.89 1.56  30.89

w
Sd  1.55

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Source of Sum of Degrees of Mean sum of ‘F’ ratio

variation squares freedom squares
Sa 34.89
 17.445
B/W rows Sa  34.89 m-1=2 m-1 2  22.5
0.775
 17.445
t
Sb 1.56

ne
0.78
B/W columns Sb  1.56 m-1=2 m-1 2  1.01
0.775
 0.78
Sc 30.89
 15.445
B/W varieties Sc  30.89 m-1=2 m-1 2  19.93
ww  15.445
0.775
.
Sd (m-1)(m-2)
pz
Residualw.E
Error (or)
Sd  1.55 (m-1)(m-2) =
1.55
2
 0.775
Total
ee asy
S  68.89 m2  1  8
Critical value: E
The value of ‘F’ for (2,8) d.f at 5% Los is 4.46 ngi
nee
ad
Conclusion:
Since F> the table value for the burners

rin
 There is a significant difference between the burners
g.n
and also F> tabulated F for columns the difference b/w the engines is not significant.
et
.p
Homework:
1. Analyse the variance in the following LS:

w
B C D A
20 17 25 34
A D C B
w
23 21 15 24
D A B C
24 26 21 19
C B A D
w
26 23 27 22

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2. Analyse the variance in the following LS:

A C B
8 18 9
C B A
9 18 16
B A C
11 10 20
t
ne
Factorial Experiments
Definition 1:
A factorial experiment in which each of m factors at ‘S’ is called a symmetrical factorial
ww
experiment and is often known as Sm factorial design
.
Definition 2:
pz
w.E
2m - Factorial experiments means a symmetrical factorial experiments where each of the m-factors
is at two levels
asy
2 2 -a factorial experiment means a symmetrical experiment where each of the factors is at two levels
ee
Note:
E ngi
If the numbers of level of the different factors are equal the experiments is called as a symmetrical
factorial experiment.
nee
ad
Uses advantages of factorial experiments:
(i)
rin
Factorial designs are widely used in experiments involving several factors where it is
(ii)
necessary
g.n
F.D allow effects of a factor to be estimated at several levels of the others, giving
et
.p
conclusions that are valid over a range of experimental conditions

(iii) The F.D are more efficient than one factor at a time experiments.
(iv) In F.D individual factorial effect is estimated with precision, as whole of the experiment is
devoted to it.
w
(v) Factorial designs from the basis of other designs of considerable practical value.
(vi) F.D are widely used in research work. These design are used to apply the results over a wide
range of conditions
w
2 2 -Factorial experiment:
A factorial design with two factors, each at two levels is called a 2 2 factorial design
w

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Yates’s notation:
The two factors are denoted by the letters A and B the letters ‘a’ and ‘b’ denote one of the
two levels of each of the corresponding factors and this will be called the second level.
The first level of A and B is generally expressed by the absence of the corresponding letter in
the treatment combinations. The four treatment combinations can be enumerated as follows.
t
Symbols used:
ne
a 0b0 (or)1:Factors A and B both at first level
a1a 0 (or)a:A at second level and B at first level
ww a0a1 (or) b :A at first level and B at second level
.
pz
w.E
a1a1 (or) ab : A and B both second levels.
Yates’s method of computing factorial effect totals
asy
For the calculation of various factorial effect total for 2 2 -factorial experiments the following table
ee
is need
Treatment
combination
Total yield
from all
E (3)
ngi (4) Effect Totals
'1'
replicates
[1] [1]+[a] nee
[1]+[a]+[b]+[ab] Grand total
ad
a
b
[a]
[b]
[b]+[ab]
[a]-[1]
[ab]-[b]+[a]-[1]
[ab]+[b]-[a]-[1] rin
[A]
[B]
ab [ab] [ab]-[b] [ab]-[b]-[a]+[1] [AB]
g.n
et
.p
2 2 -factorial experiment conducted in a CRD
Let xij  j observation of i th treatment combinations i=1, 2, 3, 4; j=1,2….(say)

th
w
i.e., x1  [1]; x2  [a]; x3  [b]; x4  [ab]

w
Where
xi =total of i th treatment combination .

w
G=  xij grand total

i f

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n=4r=Total number of observations
G2
TSS=  xij2 -
j i 4r
1. The follwoing table gives the plan and yields of a 22  factorial experiment conducted in CRD
t
Analyse the design and give your comments
ne
(1) a a b
20 28 24 10
ab b ab (1)
23 11 22 17
ww a b ab (1)
.
24 15 21 19
pz
Solution:
w.E
Arrange the observation as in one-way classification, we proceed as follows
Treatment
Combination
ee asy Total
(1)
a
b
ab
20
28
10
23
E 17
24
11
22
19
ngi
24
15
21
56
76
36
66
Total G= 234
nee
ad
G2 2342
Correction Formula =   4563
22  r 4  3
rin
 x
j i
ij
2
g.n
 202  17 2  192  282  242  242  102  112  152  232  222  212
et
.p
 x
j i
ij
2
 4886
G2
 xij2 
w
TSS   4886  4563  323

j i 4r
w
w

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The values of SSA, SSB and SSAB are obtained by yate’s method
Treatment Total (3) (4) Divisor Sum of squares

combination (2) (5) (6)
1 [1] [1]+[a] [1]+[a]+[b]+[ab]=[M] - -
a [a] [b]+[ab] [ab]-[b]+[a]-[1]=[A] 4r [A]2 /4r=SSA
b [b] [a]-[1] [ab]+[b]-[a]-[1]=[B] 4r [B]2 /4r=SSB
t
ab [ab] [ab]-[b] [ab]-[b]-[a]+[1]=[AB] 4r [AB]2 /4r=SSAB
ne
SSE = TSS-(SSA+SSB+SSAB)
The analysis of variance table for 2 2 factorial design conducted in CRD
ww
.
Source of d.f S.S M.S.S F
pz
variation
A
w.E 1 SSA MSSA MSSA
MSSE
B
AB
ee 1
1
asy SSB
SSAB
MSSB
MSSAB
MSSB
MSSE
E
MSSAB
Error
Total
3(r-1)
4r-1
SSE
TSS ngi MSSE
-
MSSE
-
-
nee
ad
To obtain the sum of squares SSA, SSB, SSAB use yate’s method:
Treatment/ Total (3) (4) rin

Divisor S.S
combination
(1)
response
56 56+76=132 132+102=234
(5)
4r=12
(6)
g.n
Grand total
et
.p
a 76 36+66=102 20+30=50 12 502

 208.33
12
b 36 76-56=20 102-132=-30 12 (30) 2

w
 75
12
ab 66 66-36=30 30-20=10 12 (10) 2
 8.33
12
w
Total 291.66
w

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SSE=TSS-(SSA+SSB+SSAB)
=323-291.66
SSE=31.34
Analysis of variance table:
Source of d.f S.S M.S.S F F0.01 (1, 6)
t
variation
A 1 208.33 208.33 53.15 13.75
ne
B 1 75 75 19.13
AB 1 8.33 8.33 2.09
Error 3(r-1)=6 31.34 3.92
Total 4r-1=11 323
ww
Critical value:
.
The table value of for (1,6) d.f at 1% Los is 13.75
pz
Conclusion:
w.E
Since F> tabulated value of ‘F’ for the main effect A and B, we conclude that the main effects A
asy
and B both are significantly different at 1% Los
ee
E ngi
nee
ad
rin
g.n
et
.p
w
w
w

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UNIT –IV
Interpolation, Numerical Differentiation And Numerical Integration
Interpolation with unequal intervals:
Lagrangian polynomials
Lagrange’s interpolation formula:
t
ne
Let y=f(x) be a function which takes the values y0 ,y1,......,yn corresponding to x x0 , x1,...., xn .
Then, Lagrange’s interpolation formula is
ww y f ( x)
( x x1 )( x x2 ).......( x xn )
y0
.
( x0 x1 )( x0 x2 ).......( x0 xn )
pz
w.E ( x x0 )( x x2 ).......( x xn )
( x1 x0 )( x1 x2 ).......( x1 xn )
y1
ee asy
E ngi
nee
( x x0 )( x x1 ).......( x xn )
yn
ad
( xn x0 )( xn x1 ).......( xn xn 1 )
This called the Lagrange’s formula for interpolation rin

1. Using Lagrange’s formula fit a polynomial to the data:
g.n
x 0 1 2
et
.p
y 7 5 15
Solution:
w
Let y f ( x)
W.k.t Lagrange’s interpolation formula is
w
( x x1 )( x x2 ) ( x x0 )( x x2 ) ( x x0 )( x x1 )
y f ( x) y0 y1 y2
( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x2 x0 )( x2 x1 )
Let
w
x0 0; x1 1; x2 2;
y0 7; y1 5; y2 15;

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( x 1)( x 2) ( x 1)( x 2) (x 1)( x 1)

y (7) (5) (15)
( 1 1)( 1 2) (1 1)(1 2) (2 1)(2 1)
7 2 5 2
x 3x 2 x x 2 5 x2 1
6 2
7 2 7 7 5 2 5 5
x 3x 2 x x ( 2 ) 5x 2
6 6 63 2 2 2
t
7 5 7 5 7
5 x2 x
ne
6 2 2 2 5
22 2 7
x x
6 3
1
ww y
3
11x 2 3x 7
.
2. Find the polynomial y f ( x) by using Lagrange’s formula and hence find f(3) for,
pz
w.E x
f(x)
0
2
1
3
2
12
5
147
Solution:
ee asy
y f ( x)
E
( x x1 )( x x2 )( x x3 )
y0 ngi ( x x0 )( x x2 )( x x3 )
y1
( x0 x1 )( x0 x2 )( x0 x3 )
nee
( x1 x0 )( x1 x2 )( x1 x3 )
ad
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
( x2 x0 )( x2 x1 )( x2 x3 )
y2
rin
( x3 x0 )( x3 x1 )( x3 x2 )
y2
( x 1)( x 2)( x 5)
(0 1)(0 2)(0 5)
(2)
( x 0)( x 2)( x 5)
(1 0)(1 2)(1 5)
(3) g.n
et
.p
( x 0)( x 1)( x 5) ( x 0)( x 1)( x 2)

(12) (147)
(2 0)(2 1)(2 5) (5 0)(5 1)(5 2)
w
( x 1)( x 2)( x 5) ( x 0)( x 2)( x 5)

(2) (3)
( 10) (4)
w
( x 0)( x 1)( x 5) ( x 0)( x 1)( x 2)

(12) (147)
6 60
w

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y f (3)
(3 1)(3 2)(3 5) (3 0)(3 2)(3 5) (3 0)(3 1)(3 5) (3 0)(3 1)(3 2)
(2) (3) (12) (147)
( 10) (4) 6 60
2(1)( 2) 3(1)( 2) 3(2)( 2) 3(2)(1)

(2) (3) (12) (147)
10 4 ( 6) 60
t
ne
8 18 147
24
10 4 10
y = 35
ww
3. Using Lagrange’s interpolation, calculate the profit in the year 2000 from the following data
.
pz
year 1997 1999 2001 2002
w.E
Profits in
Lakhs of Rs
43 65 159 248
Solution:
ee asy
y f ( x)
E
ngi
( x 1999)( x 2001)( x 2002)
(43)
(1997 1999)(1997 2001)(1997 2002)
nee
ad
( x 1997)( x 2001)( x 2002)
(1999 1997)(1999 2001)(1999 2002)
(65)
rin
( x 1997)( x 1999)( x 2001)
(248) g.n
(2002 1997)(2002 1999)(2002 2001)
et
.p
(2000 1999)(2000 2001)(2000 2002)

y f (2000) (43)
( 2)( 4)( 5)
w
(2000 1997)(2000 2001)(2000 2002)

(65)
(2)( 2)( 3)
w
(2000 1997)(2000 1999)(2000 2002)

(159)
(4)(2)( 1)
w
(2000 1997)(2000 1999)(2000 2001)

(248)
(5)(3)(1)

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(1)( 1)( 2) (3)( 1)( 2) (3)(1)( 2) (3)(1)( 1)

(43) (65) (159) (248)
( 2)( 4)( 5) (2)( 2)( 3) (4)(2)( 1) (5)(3)(1)
43 65 477 248
20 2 4 5
y 100
t
ne
4.Using Lagrange’s interpolation formula find y(10) given that y(5) = 12,y(6)=13,y(9)=14,y(11)=16
Solution:
ww
Given
.
pz
w.E
x 5 6 9 11
y f ( x) 12 13 14 16
asy
W.K.T Lagrange’s interpolation formula is
ee
y f ( x)
( x x1 )( x x2 )( x x3 )
E
( x0 x1 )( x0 x2 )( x0 x3 )
y0
( x x0 )( x x2 )( x x3 )
ngi
( x1 x0 )( x1 x2 )( x1 x3 )
y1
( x x0 )( x x1 )( x x3 )
( x2 x0 )( x2 x1 )( x2 x3 )
y2
nee
( x x0 )( x x1 )( x x2 )
( x3 x0 )( x3 x1 )( x3 x2 )
y3
ad
Let
rin
x0 5; x1 6; x2 9; x3 11
g.n
et
.p
y0 12; y1 13; y2 14; y3 16
( x 6)( x 9)( x 11) ( x 5)( x 9)( x 11)

y f ( x) (12) (13)
(5 6)(5 9)(5 11) (6 5)(6 9)(6 11)
w
( x 5)( x 6)( x 11) ( x 5)( x 6)( x 9)

(14) (16) \
(9 5)(9 6)(9 11) (11 5)(11 6)(11 9)
w
put x = 10,
w
(4)(1)( 1) (5)(1)( 1)
y (10) f (10) (12) (13)
( 1)( 4)( 6) (1)( 3)( 5)

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(5)(4)( 1) (5)(4)(1)
(14) (16)
(4)(3)( 2) (6)(5)(2)
y = 14.667
5. Find the missing term in the following table using Lagrange’s interpolation
x 0 1 2 3 4
t
y 1 3 9 - 81
ne
W.K.T Lagrange’s interpolation formula is
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y
ww f ( x)
( x0 x1 )( x0 x2 )( x0 x3 )
y0
( x1 x0 )( x1 x2 )( x1 x3 )
y1
.
pz
w.E
( x x0 )( x x1 )( x x3 )
( x2 x0 )( x2 x1 )( x2 x3 )
y2
( x x0 )( x x1 )( x x2 )
( x3 x0 )( x3 x1 )( x3 x2 )
y3
Let ee asy
E
x0 0; x1 1; x2 2; x3 4
y0 1; y1 3; y2 9; y3 81
ngi
y f (3)
( x 1)( x 2)( x 4)
(1)
( x 0)( x 2)( x 4)
(3)
nee
ad
(0 1)(0 2)(0 4) (1 0)(1 2)(1 4)
( x 0)( x 1)( x 4) ( x 0)( x 1)( x 2) rin

(2 0)(2 1)(2 4)
(9)
(4 0)(4 1)(4 2)
(81)
g.n
et
.p
Let x 3,
(3 1)(3 2)(3 4) (3 0)(3 2)(3 4)

y = f(3) (1) (3)
( 1)( 2)( 4) (1)( 1)( 3)
w
(3 0)(3 1)(3 4) (3 0)(3 1)(3 2)

(9) (81)
(2)(1)( 2) (4)(3)(2)
w
2(1)( 1) 3(1)( 1) 3(2)( 1) (3)(2)(1)

(1) (3) (9) (81)
( 1)( 2)( 4) (1)( 1)(3) (2)(1)( 2) (4)(3)(2)
w
2 27 81
3
8 2 4

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1 27 81
3
4 2 4
y 31
1. Apply Lagrange’s formula to find f(5),given that f(1) = 2,f(2) = 4,f(3) = 8 and f(7) = 128
Solution:
t
ne
Given the data
x0 1; x1 2; x2 3; x3 7
y0 2; y1 4; y2 8; y3 128
ww
.
By Lagrange’s interpolation formula
pz
y f ( x) w.E
( x x1 )( x x2 )( x x3 )
( x0 x1 )( x0 x2 )( x0 x3 )
y0
( x x0 )( x x2 )( x x3 )
( x1 x0 )( x1 x2 )( x1 x3 )
y1
ee asy
( x x0 )( x x1 )( x x3 )
y2
( x x0 )( x x1 )( x x2 )
y3
( x2 x0 )( x2 x1 )( x2 x3 )
Substituting x=5 and the given data

E ( x3 x0 )( x3 x1 )( x3 x2 )
ngi
y f (5)
3(2)( 2)
(2)
4(2)( 2)
(4)
4(3)( 2)
(8)
4(3)(2)
(128)
nee
ad
( 1)( 2)( 6) 1( 1)( 5) (2)(1)( 4) 6(5)(4)
2 ( 12.800) 24 25.6 rin

51.6 12.800 g.n
et
.p
f (5) 38.800
2. Find a polynomial of degrees 3 fitting the following data

x -1 0 2 3
w
y -2 -1 1 4
Soln:
w
Given data:
x0 1; x1 0; x2 2; x3 3
y0 2; y1 1; y2 1; y3 4
w

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( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )
Substituting the given data,
t
ne
x( x 2)( x 3) ( x 1)( x 2)( x 3)
y f ( x) ( 2) ( 1)
( 1)( 3)( 12) 1 ( 2)( 3)
( x 1) x( x 3) ( x 1) x( x 2)
(1) (4)
ww 3 2 ( 1) 4 3 1
.
1 3 1 3 1 3 1 3
pz
x 5x2 6 x x 4 x2 x 2 x 2 3x x2 2x
w.E
= x 6 x
6 6 6 3
1 3
=
6
xee asy
5 x 2 6 x x3 4 x 2 x 6 x3 2 x 2 3x 2 x3 2 x x 4 x
1
y = x3
6
x2
E 4x 6
ngi
3.Given u0 6; u1 9; u3 33; u7 15. Find u2
nee
ad
Solution:
Given the data

rin
x0 0; x1 1; x2 3; x3 7
g.n
et
.p
yo 6; y1 9; y2 33; y3 15
Where y = u(x)
w
To find y when x = 2

w
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )
w
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

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( x 1)( x 3)( x 7) ( x)( x 3)( x 7) ( x)( x 1)( x 7) x( x 1)( x 3)

6 9 33 ( 15)
( 1)( 3)( 7) (1)( 2)( 6) (3)(2)( 4) (7)(6)(4)
put x = 2
(1)( 1)( 5) 2( 1)( 5) 2(1)( 5) 2(1)( 1)
y = u(x) = 6 9 33 ( 15)
21 12 24 168
t
= 7. 5 -1.429+13.750+0.179
ne
y = y(x) = 2;
u2 20
ww
.
Inverse Lagrangian:
pz
w.E
1. Apply lagrange’s formula inversely to obtain the root of the equation f(x) = 0 given that
f(0) = -4;f(1) = 1;f(3)=29;f(4)=52.
Solution:
ee asy
Given that
x0 0; x1 1; x2 3;
Ex3 4 ngi
yo 4; y1 1; y2 29; y3 52
nee
ad
To find x such that f(x) = 0

rin
Applying lagrange’s interpolation formula inversely we get
g.n
( y y1 )( y y2 )( y y3 ) ( y y0 )( y y2 )( y y3 )
et
.p
x x0 x1
( y0 y1 )( y0 y2 )( y0 y3 ) ( y1 y0 )( y1 y2 )( y1 y3 )
( y y0 )( y y1 )( y y3 ) ( y y0 )( y y1 )( y y2 )
x2 x3
w
( y2 y0 )( y2 y1 )( y2 y3 ) ( y3 y0 )( y3 y1 )( y3 y2 )
Using the given data and subs y = 0 we’ve

w
( 1)( 29)( 52) 4( 29)( 52) 4( 1)( 52) 4( 1)( 29)

x (0) (1) (1) (4)
( 5)( 23)( 56) 5 ( 28)( 51) 33(28)( 51) (56)(51)(23)
w
0.845 0.029 0.007
x 0.823

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Homework:
1. By LF Given y0 12; y1 0; y3 6; y4 12.Find y2

Ans: 4
2. Fit a polynomial of minimum order to the data
x 0 1 3 4
t
y -4 1 29 52
ne
Inverse Lagrange’s Interpolation;
The process of finding a value of x for the corresponding value of y is called inverse
interpolation
ww
.
The inverse of Lagrange’s interpolation formula is
pz
x w.E
( y y1 )( y y2 )......( y yn )
( y0 y1 )( y0 y2 )......( y0 yn )
x0
( y y0 )( y y2 )......( y yn )
( y1 y0 )( y1 y2 )......( y1 yn )
x1
....................
ee asy
( y y0 )( y y1 )......( y yn 1 )
xn
1. E
( yn y0 )( yn y1 )......( yn yn 1 )
ngi
Find the age corresponding to the annuity value 13.6 given the table:
Age(x)
Annuity value (y)
30
15.9
35
14.9
40
14.1
45
13.3
50
nee
12.5
ad
Solution: rin
W.K.T the inverse Lagrange’s interpolation formula is
g.n
et
.p
( y y1 )( y y2 )( y y3 )( y y4 ) ( y y0 )( y y2 )( y y3 )( y y4 )
x x0 x1
( y0 y1 )( y0 y2 )( y0 y3 )( y0 y4 ) ( y1 y0 )( y1 y2 )( y1 y3 )( y1 y4 )
( y y0 )( y y1 )( y y3 )( y y4 ) ( y y0 )( y y1 )( y y2 )( y y4 )
w
x2 x3
( y2 y0 )( y2 y1 )( y2 y3 )( y2 y4 ) ( y3 y0 )( y3 y1 )( y3 y2 )( y3 y4 )
( y y0 )( y y1 )( y y2 )( y y3 )
w
x4 ..........
( y4 y0 )( y4 y1 )( y4 y2 )( y4 y4 )
(13.6 14.9)(13.6 14.1)(13.6 13.3)(13.6 12.5)

w
Let y = 13.6 x (30)

(15.9 14.9)(15.9 14.1)(15.9 13.3)(15.9 12.5)

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(13.6 15.9)(13.6 14.1)(13.6 13.3)(13.6 12.5)

(35)
(14.9 15.9)(14.9 14.1)(14.9 13.3)(14.9 12.5)
(13.6 15.9)(13.6 14.9)(13.6 13.3)(13.6 12.5)

(40)
(14.1 15.9)(14.1 14.9)(14.1 13.3)(14.1 12.5)
(13.6 15.9)(13.6 14.9)(13.6 14.1)(13.6 13.3)
t
(50)
(12.5 15.9)(12.5 14.9)(12.5 14.1)(12.5 13.3)
ne
x = 43
2. Find the value of given f ( ) 0.3887 where
ww f( )
d
Using the table
.
0 1 2
1 sin
pz
w.E
θ
2
21 23 25
f (θ)
ee0.3706
asy 0.4068 0.4433
Solution: E ngi
Given: f ( ) =0.3887
nee
ad
(0.3887 0.4068)(0.3887 0.4433)
(0.3706 0.4068)(0.3706 0.4433)
(21)
rin
(0.3887 0.3706)(0.3887 0.4433)
(0.4068 0.3706)(0.4068 0.4433)
(23)
g.n
et
.p
(0.3887 0.3706)(0.3887 0.4068)

(25)
(0.4433 0.3706)(0.4433 0.4068)
w
= 7.8858+ 17.2027 – 3.0865
22.0020
w
The value of such that f ( ) =0.3887 is 22.0020 .
Homework:
w
1. Using Lagrange’s interpolation find y (2) from the following data;

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x 0 1 3 4 5
y 0 1 81 256 625
(Ans:16)
2. Using Lagrange’s interpolation find f(4) given that f(0) = 2,f(1) = 3,f(2) = 12,f(15) = 3587
x
2 x2
3. The following table gives the value of the problem integral f ( x) e dx
t
0
ne
corresponding to certain values of x. For what value of x is this integration equal to 0.5
x 0.46 0.47 0.48 0.49

y 0.4846555 0.4937452 0.5027498 0.5116683
ww
.
Divided differences (unequal intervals)
pz
value w.E
Let the function y f ( x) take the values f ( x0 ), f ( x1 ), f ( x2 )..... f ( xn ) corresponding to the
x0 , x1 , x2 ,....., xn of the argument x where x1 x0 , x2 x1,......., xn xn 1 , need not necessarily
be equal
ee asy
f ( x0 , x1 )
E
The first divided difference of f(x) for the arguments x0 , x1 , is
f ( x1 ) f ( x0 )
ngi
x1 x0
nee
ad
f ( x2 ) f ( x1 )
"' ly, f ( x1 , x2 )
x2 x1
and so on
rin
The second divided difference of f(x) for the three arguments x0 , x1 , x3 is defined as
g.n
et
.p
f ( x1 , x2 ) f ( x0 , x1 )
f ( x0 , x1 , x2 )
x2 x0
f ( x2 , x3 ) f ( x1 , x2 )
w
f ( x0 , x1 , x2 ) and so on
x3 x1
Divided Difference Table:

w
w

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Argument X Entry First D.D Second D.D Third D.D

f(x) f ( x) 2
f ( x) 3
f ( x)
1 1 1
x0 f ( x0 )
x1 f ( x1 ) f ( x0 , x1 ) f ( x0 , x1 , x2 )
f ( x1 , x2 ) f ( x0 , x1 , x2 , x4 )
x2 f ( x2 ) f ( x1 , x2 , x3 )
f ( x2 , x3 ) f ( x1 , x2 , x3 , x4 )
x3 f ( x3 ) f ( x2 , x3 , x4 )
t
x4 f ( x4 ) f ( x3 , x4 )
ne
Properties of divided differences:
1. The divided difference are symmetrical in all their arguments ie., the value of any difference is
ww independent of the order of the arguments
.
2. The operator ' ' is linear
pz
w.E
3. The nth divided differences of a polynomial of the nth degree are constant.
4. The divided difference of the product of a constant and a function is equal to the product of the
constant and the divided difference of the function.
Problems based on Divided Differences:

ee asy
1. If f ( x)
Solution:
1
x E ngi
. find the divided difference of f(a,b,c,d) (or) show that
bcd
3 1
a
1
abcd
Given nee
ad
f ( x)
1
rin
f (a)
x
1
; f (b)
1
g.n
a b
et
.p
1 1
f (b) f (a) b a
f ( a, b)
b a b a
w
a b
ab
( a b)
w
( a b) 1
ab (a b)
1
f ( a, b)
w
ab
f (b, c) f (a, b)
f (a, b, c)
c a

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1 1 1 1
bc ab bc ab
c a (c a )
( a c) 1 1
abc (c a ) abc
1
t
f (a, b, c)
abc
ne
f (b, c, d ) f (a, b, c)
f (a, b, c, d )
d a
1 1
bcd abc (a d ) x 1
ww
.
d a abcd (a d )
1
pz
w.E f (a, b, c, d )
ie.,Δ3
1
abcd
1
2. If f ( x)
1
bcd
ee a
asy
abcd
find the divided difference f(a, b) and f(a, b, c)(or) prove that
f (a, b, c)
x2
ac bc ca
a 2b 2 c 2
E ngi
Solution:
nee
ad
1
Given: f ( x)
1
x2
1 rin
g.n
f (a) ; f (b)
a2 b2
1 1
et
.p
f (b) f (a) b2 a 2 a 2 b2 1
f ( a, b)
b a b a a 2b 2 (a b)
w
( a b) ( a b)
( a 2 b 2 ) ( a b)
( a b)
f ( a, b)
w
a 2b 2
f (b, c) f (a, b)
f ( a , b, c )
(c a )
w
(b c) a b
b2c 2 a 2b 2
(c a )

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1 a 2b a 2 c 2 c 2 a c 2b
(c a ) a 2b 2 c 2
1 ac(c a) b(c 2 a 2 )
(c a ) a 2b 2 c 2
(c a) ac b(c a) ac bc ab
t
(c a ) a 2b 2 c 2 a 2b 2 c 2
ne
ab bc ca
f (a, b, c)
a 2b 2 c 2
3. From the divided difference table for the following data:
ww x 5 15 22
.
y 7 36 160
pz
Solution:
w.E
The divided difference table is
ee asy
5
x
7
y f ( x)
36
1
E f ( x)
7
2
ngi
1 f ( x)
nee
2.9 17.71 2.9
15 5
15 36
22 5
ad
160 36
17.71
22 160
22 15 0.87
rin
g.n
4. Obtain the divided difference table for the following data
et
.p
x -1 0 2 3
y -8 3 1 12
Solution:
w
The divided difference table is,
x y f ( x) f ( x) 2
f ( x) 3
f ( x)
w
1 1 1
1 8 3 8
11
0 3 0 1 1 11
4 4 4
1 3 2 1 2
w
2 1 1 11 1 3 1
3 12 2 0 4
12 1 3 0
11
3 2

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5. Find the divided difference of f ( x) x3 x 2 for the arguments 1,3,6,11

Solution:
Given, f ( x) x3 x 2
When
x = 1, f(1) = 4
t
x = 3, f(3) = 82
x = 6, f(6) = 224
ne
x =11, f(11) = 1344

x y f ( x) f ( x) 2
f ( x) 3
f ( x)
ww
1 1 1
.
1 4 32 4
14 64 14
pz
3 32 3 1
w.E
10
6 224 224 32 6 1
64 20 10
6 3 224 64 1
11 1344 20 11 1
ee 1344 224
11 6 asy224
11 3
Homework: E ngi
1. Find the divided difference table for the following data
(i)
nee
ad
x 1 1 4 5
f(x) 8 11 78 123
rin
(Ans: 0.168)
(ii) g.n
et
.p
x 1 2 4 7 12
f(x) 22 30 82 106 206
(Ans: 0.19)
w
2. Find the 3rd divided difference with arguments 2, 4,9,10 of the function f ( x) x3 2x .
Ans:f(2,4,9,10)=1.
w
w

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Newton’s Divided difference formula (or) Newton’s interpolation formula for unequal intervals:
Let y f ( x) take values f ( x0 ), f ( x1 )..... f ( xn ) corresponding to the arguments

x0 , x1 ,....., xn then
f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1) ( x x0 )( x x1) f ( x0 , x1, x2 ) ..... ( x x0 )( x x1).....( x xn 1) f ( x0 , x1,..., xn )
t
Problems base on divided difference:
ne
1. Use Newton’s divided difference formula fit a polynomial to the data:
x -1 0 2 3
y -8 3 1 12
ww
And hence find y when x=1.
.
Solution:
pz
w.E
The divided difference table is,
x
1
y
8
f ( x) ee 3asy
f ( x)
8
11
2
f ( x) 3
f ( x)
0
2
3
3
1
0
1
2
E 1
3
0
1
1
2
11 1
11
1
ngi
4
4 4 4
3 1
2
nee
12 3 0
12 1
11
ad
3 2
The Newton’s divided difference formula is, rin

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 ) g.n
et
.p
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 x3 ) 1
Here x0 1, x1 0, x2 2, x3 3
w
f ( x0 ) 8; f ( x0 , x1 ) 11; f ( x0 , x1, x2 ) 4; f ( x0 , x1, x2 , x3 ) 2

w
1 f ( x) 8 ( x 1)11 ( x 1)( x 0)( 4) ( x 1)( x 0)( x 2)(2)
f ( x) 2x3 6x2 3x 3
w
When x 1, f (1) 2 6 3 3 2
Hence x 1, y 2

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2. Find the Newton’s divided difference formula find the missing value from the table
x 1 2 4 5 6
y 14 15 5 - 9
Solution:

x y f ( x) 1 f ( x) 2
f ( x) 3
f ( x)
1 1
t
1 14 15 14
1
ne
2 15 2 1 5 1
2
5 15 4 1
5 1.75 2
4 2 2 5 0.75
4 5 1.75 6 1
9 5 6 2
ww 6 9 2
6 4
.
pz
f ( x)
w.E
Newton’s divided difference formula is
f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )
ee asy
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 x3 ) 1
here x0 1, x1 E
2, x2
f ( x0 ) 14, f ( x0 , x1 ) 1, f ( x0 , x1, x2 )
4
ngi
2, f ( x0 , x1, x2 , x3 ) 0.75
Here x = 5
nee
ad
1 f (5) 14 (5 1)(1) (5 1)(5 2)( 2) (5 1)(5 2)(5 4)(0.75)
f (5) 3
rin
3. Find the polynomial equation y
g.n
f ( x) passing through (-1,3),(0,-6),(3,39),(6,822) and (7,1611)
by using divided difference formula,
et
.p
Solution:
w
Given
x -1 0 3 6 7
f(x) 3 -6 39 822 1611
w
The divided difference table is ,

x f ( x) 1 f ( x) 2
f ( x) 3
f ( x) 4
f ( x)
1 1 1
w

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1 3 6 3
9 15 9
0 1 6
3 1 41 6 13 5
0 6 39 6 5 1
15 261 15 6 1 7 1
3 0 41
6 0 132 41
822 39 13
3 39 261 7 0
6 0 789 261
132
7 3
t
1611 822
6 822 789
7 6
ne
7 161
Newton’s divided difference formula is,
ww
.
f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1 , x2 )
pz
w.E ( x x0 )( x x1 )( x x2 ) f ( x0 , x1 , x2 , x3 )
( x x0 )( x x1 )( x x2 )( x x3 ) f ( x0 , x1 , x2 , x3 , x4 ) 1
Here x0
ee asy
1, x1 0, x2 3, x3 6, x4 7
1
f ( x0 ) 3, f ( x0 , x1 )
E
9, f ( x0 , x1, x2 ) 6, f ( x0 , x1, x2 , x3 ) 5, f ( x0 , x1, x2 , x3 , x4 ) 1
ngi
f ( x) 3 ( x 1)( 9) ( x 1) x(6) ( x 1) x( x 3)5 ( x 1) x( x 3)( x 6)(1)
3 9x 9 6x2 6x 5x3 10x2 15x ( x2 2x 3)( x2 6x)
6 18x 4 x 2 5 x3 x 4 6 x3 2 x3 12 x 2 3x 2 18 x
nee
ad
f ( x) x4 3x3 5x2 6
rin
Interpolation with equal Intervals :
Newton’s forward Interpolation formula: g.n

et
.p
Let y f ( x) be a function which takes the values y0 , y1,....., yn corresponding to the values
x0 , x1 ,....., xn Where the values of x are equally spaced
w
Ie., xi x0 ih ; i 0,1,2,....., n
Suppose, to find the values of y when x x0 ph
where p is any real number
w
p( p 1) 2 p( p 1)( p 2) 3
yp y0 p y0 y0 y0 ....
2! 3!
w
x x0
Where p
h
This formula is called Newton’s Gregory interpolation forward interpolation formula.

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Note:
(1) If y x is a polynomial in x of degrees n then the formula becomes
p( p 1) 2 p( p 1)( p 2) 3 p( p 1)( p 2)......( p n 1) n
yp y0 p y0 y0 y0 .... y0
2! 3! n!
(2) This formula is used to interpolate the value y near x x0 (beginning of the given date) and
t
for extrapolation of the values of ‘y’ a short distance backward from y 0 .
ne
Newton’s backward interpolation formula:
This formula is used for interpolating a value of y for a given x near the end of a table of values.
ww
Let y0 , y1,....., yn be the values of y f ( x) for x x0 , x1,...., xn.
.
Where xi x0 ih i 0,1,2,3,......, n
pz
w.E
To find y when x
yp yn
xn
p yn
ph where p is any number (p is negative in this case)
p( p 1) 2
yn
p( p 1)( p 2) 3
yn .........
ee asy 2! 3!
E
x xn
where p
h
ngi
This formula is called Newton’s backward interpolation formula
Error in Newton’s Interpolation formula: nee

ad
(1) The error caused in using Newton’s forward formula for interpolation is given by,
Error =
p ( p 1)( p 2).....( p n) n 1
rin
y( c )
(n 1)!
x x0 g.n
where x0 c yn and p
et
.p
h
(2) The error in using Newton’s backward formula in the form
p ( p 1)( p 2).....( p n) n 1 n
w
1
Error= h y (c)
(n 1)!
w
where x0 c yn and x xn ph
Problems
w
1. Using Newton’s forward interpolation formula, five f(1.02) from the following data.
x 1.0 1.1 1.2 1.3 1.4

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f(x) 0.841 0.891 0.932 0.964 0.985
Solution:
Forward difference table
x y f ( x) y 2
y 3
y
t
1.0 0.841
ne
1.1 0.891 0.050
0.041 0.009 0
1.2 0.932
0.032 0.009 0.002
1.3 0.964
0.021 0.011
ww 1.4 0.985
.
2
y0 0.841; y0 0.050 ; y0 0.009
pz
p
h
w.E
Here, x0 1.0 Let x 1.2
x x0
p 0.2
asy
By Newton’s forward interpolation formula,
ee
y 1.2 y0 P y0 E
P P 1
2!
2
ngi
y0 .....
0.2 0.8
nee
ad
0.841 0.2 0.050 0.009
2
y 1.2 0.852
rin
g.n
et
.p
2. Using Newton’s forward interpolation formula find f(1.5) from the following data:
x 0 1 2 3 4
f(x) 858.3 869.6 880.9 892.3 903.6
w
w
Solution:
Difference table
w

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x y y 2
y 3
y 4
y
0 858.3
1 869.6 11.3
11.3 0 0.1
2 880.9 -0.3
11.4 0.1
t
3 892.3
11.3 0.1 0.2
ne
4 903.6
2 3
Here, x0 1; y0 869.6 ; y0 11.3 ; y0 0.1; y0 0.2
To find y for x=1.5
ww x x0 0.5
.
p p 0.5
h 1
pz
w.E
By Newton’s forward interpolation formula:
yp y0 p y0
p( p 1)
2!
ee asy
2
y0
p( p 1)( p 2)
3!
3
y0 ....
p( p 1)( p 2)......( p n 1)
n!
n
y0
E
y (1.5) 869.6 (0.5)(11.3)
ngi
(0.5)(0.5)(0.1)
2
(0.5)(0.5)(1.5)
6
(0.2)
y (1.5) 875.2
nee
ad
3. Using Newton’s backward interpolation formula find y when x=27 from the following data,
x 10 15 20
y 35.4 32.2 29.1 26.0 23.1
25 30
rin
Solution:
g.n
et
.p
Backward difference table

x y y 2
y 3
y 4
y
10 35.4
15 32.2 3.2
w
3.1 0.1 0.1

20 29.1 0.3
3.1 0
25 26.0
2.9 0.2 0.2
w
30 23.1
Here,
xn 30, yn 23.1, yn 2.9,

w
2 3 4
yn 0.2, yn 0.2 , yn 0.3
By Newton’s backward interpolation formula

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p( p 1) 2 p( p 1)( p 2) 3
y ( xn ph) yn p yn yn yn .....
2! 3!
x xn 27 30
Here x 27 ; p 0.6
h 5
( 0.6)(0.4)
y (27) 23.1 (2.9)(0.6) (0.2)
2
t
( 0.6)(0.4)(1.4) ( 0.6)(0.4)(1.4)(2.4)
(0.2) (0.2)
6 24
ne
24.7947
y(27) 24.8
ww
.
2. Using Newton’s backward formula, find from the following data
pz
e
x w.E
x
1.00
0.3679
1.25
0.2865
1.50
0.2231
1.75
0.1738
2.00
0.1353
ee asy
Solution:
Backward difference table

x y
E ngi
y
nee
2 3 4
y y y
1.00 0.3679
ad
0.0814
1.25
1.50
0.2865
0.2231
0.0634 0.0180
rin
0.0039
1.75
2.00
0.1735
0.1353
0.0493
0.0385
0.141
0.0108
0.0033
g.n 0.0006
et
.p
Here, xn 2 ; yn 0.1353 from the difference table ,
2 3 4
yn 0.0385 ; yn 0.0108 ; yn 0.0033 ; yn 0.0006.
w
x xn 1.9 2
Let x 1.9 ; p 0.4
h 0.25
By Newton’s backward interpolation formula

w
p( p 1) 2 p( p 1)( p 2) 3
2! 3!
(0.4)(0.6) ( 0.4)(0.6)(1.6)
w
y (1.9) 0.1353 ( 0.4)( 0.0385) (0.010) ( 0.0033)

2 6
e 1.9 0.1496

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3. Find tan(0.26) from the following values of tans for 0.10 x 0.30
x 0.10 0.15 0.20 0.25 0.30

tan x 0.1003 0.1511 0.2027 0.2553 0.3093
Solution:
Difference table
x y y 2 3 4
t
y y y
0.10 0.1003
ne
0.15 0.1511 0.0508
0.0516 0.0008
0.20 0.2027 0.0002
0.0526 0.0010
0.25 0.2553 0.0004 0.0002
0.0014
ww 0.30 0.3093
0.0540
.
Here xn 0.30 ; yn 0.3093
pz
w.E
From the difference table
yn 0.0540 ; 2 yn 0.0014 ; 3 yn 0.0004 ; 4
yn 0.0002 ;
Let x 0.26
eeP asy
x xn 0.26 0.30
0.8
tan(0.26)
h
E 0.05
By Newton’s backward difference formula
0.3093 (0.8)(0.0540) ngi

( 0.8)
( 0.0014)
( 0.8)(0.2)(1.2)
(0.0004)
2
nee 6
ad
( 0.8)(0.2)(1.2)
(0.0002 )
0.2662 rin
24
tan(0.26) 0.2662 g.n

et
.p
4. From the following table , find the number of student whose obtained less than 45 marks
Marks 30-40 40-50 50-60 60-70 70-80

No of students 30 42 51 35 31
w
Solution:
w
Difference table
w

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x y y 2
y 3
y 4
y
below 40 30
below 50 72 42
51 9
below 60 123 25
35 16
below 70 158 12 37
31 4
below 80 189
t
2 3 4
Here x0 40 ; y0 30 ; y0 41; y0 10 ; y0 25 ; y0 37
ne
x x0 45 40 5
Let x 45 ; p 0.5
h 10 10
By Newton’s forward difference formula,
ww p( p 1) 2
.
yp y0 p y0y0 ....
2!
pz
y(45) 30 (0.5)42
w.E
(0.5)( 0.5)
2
30 21.00 1.13 1.56 1.45
(9)
(0.5)( 0.5)( 1.5)
6
( 25)
(0.5)( 0.5)( 1.5)( 2.5)
24
37
y (45) 46.86
ee asy
E
Number of students with less than 45 marks
= 47 ngi
5. From the following table values of x and f(x),determine (i) f(0.23) and (ii) f(0.29)
nee
ad
rin
x 0.20 0.22 0.24 0.26 0.28 0.30
f(x) 1.6596 1.6698 1.6804 1.6912 1.7024 1.7139
Solution:
g.n
et
.p
The difference table is,
x y y 2
y 3
y 4
y
0.20 1.6596
w
0.22 1.6698 0.0106

0.0108 0.0002 0.0002
0.24 1.6804 0.0003
0.0112 0.0004
0.26 1.6912
w
0.0115 0.0003 0.0001

0.28 1.7024
0.30 1.7139
w
(i) To find f(0.23)

Take x 0.23 and x0 0.22

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From the difference table,
2 3 4
y0 1.6698; y0 0.0106; y0 0.0002; y0 0.0002; y0 0.0003
x x0 0.23 0.22
p 0.5
h 0.02
By Newton’s forward interpolation formula
t
ne
p( p 1)
p( p 1)( p 2) 3
2
yp y0 p y0 y0 y0 ....
2! 3!
0.5( 0.5)
f (0.23) 1.6698 (0.5)(0.0106) (0.0002)
ww 2
.
0.5( 0.5)( 1.5) 0.5( 0.5)( 1.5)( 2.5)
pz
(0.0002) ( 0.0003)
w.E 6
1.6698 0.01 0.00003 0.00001 0.000001

24
f (0.23) 1.6797
ee asy
E
(ii). To find f(0.29)
ngi
Take xn 0.30 and x 0.29
x xn
p 0.5
yn
h
1.7139; yn 0.0115; 2
yn 0.0003; nee 3
yn 0.0001
ad
p( p 1)
p( p 1)( p 2) 3
2 rin
g.n
2! 3!
( 0.5)(0.5)
y(0.29) 1.7139 ( 0.5)(0.0115) (0.0003)
et
.p
( 0.5)(0.5)(1.5) ( 0.5)(0.5)(1.5)(2.5)
( 0.0001) ( 0.0003)
6 24
w
1.7139 0.00575 0.000004 0.00001 0.00001

f (0.29) 1.7081
w
w

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Numerical Differentiation and integration:

Differentiation using interpolation formula:
Derivatives using divided difference:
The divided difference formula is
f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )
t
ne
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 , x3 ) ......
First fit a polynomial for the given data using Newton’s divided difference interpolation formula
and compute the derivative for a given x.
ww
.
Problems based on divided differences:
pz
w.E '
1. Find f (5)and f (5) using the following the data
x 0 2 3 4 7 9
F(x)
Solution:
4 26
ee asy
58 112 466 922
x f ( x)
E
Since the values of x are not equally spaced we shall use Newton’s divided difference formula:
y ngi 2
y 3
y 4
y
0 4
nee
ad
26 4
rin
11
2 0
2 26 32 11
58 26 7
3 58
3 2
112 58
32 3
54
0
32
11
11
4
7
0
1
1 g.n
1
et
.p
54 4 2 16 11 1
4 3 1 1 0
118 54 7 2
466 112 16 1 1
4 112 118 7 3 22 16 0
7 4 1 9 2
22 16 9 3
w
922 466 22
7 466 228 9 4
9 7
w
9 922
Let x0 0 ; x1 2; x2 3; x3 4; x4 7; x5 9
f ( x0 ) 4; f ( x0 , x1 ) 11; f ( x0 , x1, x2 ) 7; f ( x0 , x1, x2 , x3 ) 1

w
w.k.t the Newton’s divided diff formula is,

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f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 , x3 ) ......
4 ( x 0)11 ( x 0)( x 2)7 ( x 0)( x 2)( x 3)(1)
4 11x ( x2 2x)7 ( x3 5x2 6x)
4 11x 7 x 2 14 x x3 5 x 2 6 x
x3 2x2 3x 4
t
f ( x) (1)
Differentiate with respect to x
ne
f ' ( x) 3x2 4x 3 (2)
f ' (5) 3(5)2 4(5) 3 98
f '' ( x ) 6x 4
ww f '' (5) 6(5) 4 34
.
pz
f (5) 98; f ( x) 34
Homework: w.E
asy
1. Find the values of f (3) using divided difference Given the data:
ee
x
f ( x)
Newton’s forward difference Formula:

0
8
1
11
E 4
68
5
123
ngi
nee
ad
Let y=f(x) be a function taking the values y0 , y1 ,...., yn corresponding to x0 , x1 ,......, xn of the
independent variable x.
rin
Let the values of x be at equidistant intervals of size h
g.n
et
.p
Then, if x is non- tabular value
y0 (2u 1) 2 (3u 2 6u ) 2) 3
y0 y0
dy 1 1! 2! 3!
f ' ( x)
w
dx h (4u 3 18u 2 22u 6) 4

y0 ......
4!
w
x x0
where u
h
Similarly,
w
d2y 1 (6u 2 18u 11)

f '' ( x) 2
y0 (u 1) 3
y0 4
y0 ......
dx 2 h2 12

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d3y 1 12u 18
f ''' ( x) 3
y0 4
y0 ......
dx3 h3 12
For the tabular value at x x0
dy 1 1 1 1
f ' ( x0 ) y0 2
y0 3
y0 4
y0 .......
dx x x0 h 2 3 4
t
d2y 1 11
f '' ( x0 ) 2
y0 3
y0 4
y0 .......
dx 2 h2
ne
x x0
12
d3y 1 3
f ''' ( x0 ) 3
y0 4
y0 .......
dx3 x x0
h3 2
ww
.
Newton’s backward difference formula:
pz
w.E
Let y=f(x) be a function taking the values y0 , y1 ,...., yn corresponding to x0 , x1 ,......, xn of the
independent variable x. Let the values of x be at equidistant intervals of size h
Then
If x is non- tabular value:
ee asy
'
f ( x)
Edy 1 1! 2!ngi
y n 2v 1 2
yn
(3v 2 6v 2)
3!
3
yn
dx h 3 2
(4v 18v 22v 6) 4
yn .....
nee
ad
4!
where v
x xn
h rin
Similarly, g.n
et
.p
d2y 1 (6v 2 18v 11)

f '' ( x) 2
yn (v 1) 3
yn 4
yn ......
dx 2 h2 12
d3y 1 (12v 18)
w
f ''' ( x) 3
yn 4
yn ......
dx3 h3 12
For the Tabluar value at x xn
w
dy 1 1 1
f ' ( xn ) yn 2
yn 3
yn ......
dx x xn h 2 3
d2y 1 11
w
f '' ( xn ) 2
yn 3
yn 4
yn ......
dx 2 x xn
h2 12

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d3y 1 3
f ''' ( xn ) 3
yn 4
yn ......
dx3 x xn
h3 2
Note:
1. Numerical differentiation can be used only when the difference of some order are constant.
t
Problem based on Newton’s forward and backward
ne
1. Find f ' (3) and f '' (3) for the following data
x 3 3.2 3.4 3.6 3.8 4
ww f ( x) -14 -10.032 -5.296 -0.256 6.672 14
.
pz
Solution:
Difference Table
w.E
x y
ee asy y 2
y 3
y 4
y 5
y
3
3.2
3.4
14
10.032
5.296
3.968
4.736
E 0.768
ngi 0.464
3.6 0.256 5.04 0.304
1.888 1.584
nee 2.048 5.12
ad
3.8 6.672 6.928 3.072
1.488
4 14 7.328 0.4
rin
'
To find f (3) :
g.n
et
.p
Here h=0.2
By Newton’s forward difference Formula is :

dy 1 1 1 1 1
f ' ( x0 ) y0 2
y0 3
y0 4
y0 5
y0 ......
w
dx x x0 h 2 3 4 5
dy 1 1 1 1 1
w
f ' (3) 3.968 (0.768) ( 0.464) (2.048) ( 5.12)

dx x 3 0.2 2 3 4 5
1
(3.968 0.384 0.1547 0.512 1.024)
0.2
w
f ' (3) 9.4665

To find f (3) :

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We know that
'' d2y 1 2 3 11 4 5 5
f ( x0 ) y0 y0 y0 y0 ......
dx 2 x x0
h2 12 6
d2y 1 11 5
f '' (3) (0.768 ( 0.464) (2.048) ( 5.12))
dx 2 x 3
(0.2) 2
12 6
t
1
(0.768 0.464 1.8773 4.267)
0.04
ne
f (3) 184.4075
2. The following data gives the velocity of a particle for 20 seconds at an interval of 5 second Find
the initial acceleration using the entire data
ww Time(sec) 0 5 10 15 20
.
Velocity(m/sec) 0 3 14 69 228
pz
w.E
Solution:
Difference table is dependent on time t.ie.,
t v v 2
v 3
v 4
v
0
5
ee 0
3 asy 3 8
36
10
15
20
14
69
228
E 11
55
159 ngi
44
104 60 24
For initial acceleration ie.,

dv
at t=0 ; Here h=5 nee
ad
dt
We use forward formula
rin
'
f (t0 )
dv
dt
1
h
v0
1
2
2
v0
1
3
3
v0
1
4
4
v0 .....
g.n
et
t t0
.p
dv 1 1 1 1
f ' (0) 3 (8) (36) (24)
dt t 0 5 2 3 4
1
w
(3 4 12 6)
5
1
(5)
5
w
f ' (0) 1
w
3. Find f ' (4) and f '' (4), f ''' (4) for the following data
x 0 1 2 3 4
y 1 2.718 7.381 20.086 54.598

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Solution:
Difference table:
x y y 2
y 3
y 4
y
0 1
1 2.718 1.718
2.945
t
2 7.381 4.663
8.042 5.097 8.668
ne
3 20.086 12.705
21.807 13.765
4 54.598 34.512
ww
To Find f ' (4) :
.
pz
The Newton’s backward difference formula:
w.E
f ' ( xn )
dy
dx
1
h
yn
1
2
2
yn
1
3
3
yn
1
4
4
yn ......
asy
x xn
dy 1 1 1 1
f ' (4) (34.512) (21.807) (13.765) (8.668)
ee dx
34.512 10.9035 4.58 2.167
'
f (4) 52.1705
E
x 4 1
ngi
2 3 4
''
To find f (4) :
nee
ad
d2y 1 11 5
rin
'' 2 3 4 5
f ( xn ) yn yn yn yn ......
dx 2 x xn
h2 12 6
f '' (4)
d2y
dx 2
1
1
21.807 13.765
11
12
(8.668)
g.n
et
.p
x 4
21.807 13.765 7.9457

''
f (4) 43.5177
w
To find f ''' (4) :
d3y 1 3
w
f ''' ( xn ) 3
yn 4
yn ......
dx3 x xn
h3 2
d3y 1 3
f ''' (4) 13.765 (8.668)
w
dx 3 x 4
1 2
13.765 13.002
'''
f (4) 26.767

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4. Find the 1st and 2nd derivatives of f(x) at the point x=1.5 and x=4
x 1.5 2 2.5 3 3.5 4

y 3.375 7 13.625 24 38.875 59
Solution:
t
Difference table:
ne
x y f ( x) y 2
y 3
y 4
y
1.5 3.375
2 7 3.625
ww 6.625 3 0.750
.
2.5 13.625 0
10.375 3.750 0.750
pz
3 24
w.E 4.500 0.750 0

3.5 38.875 14.875
20.125 5.250
4 59
To find x = 1.5
ee asy
Here h = 0.5
E
By Newton’s forward difference Formula is :
ngi
f ' ( x0 )
dy 1
y0
1 2
y0
1 3
y0
nee 1 4
y0
1 5
y0 ......
ad
dx x x0 h 2 3 4 5
f ' (1.5)
dy 1 1 1 rin
dx x 1.5 0.5
3.625
2
(3)
3
(0.75)
f ' (1.5) 4.75 g.n

et
.p
d2y 1 11 5
f '' ( x0 ) 2
y0 3
y0 4
y0 5
y0 ......
dx 2 x x0
h2 12 6
w
d2y 1
f '' (1.5) (3 0.75)
dx 2 x 1.5
(0.5) 2
''
f (1.5) 9
w
To find x = 4
The Newton’s backward difference formula is,

w
dy 1 1 1 1
f ' ( xn ) yn 2
yn 3
yn 4
yn ......
dx x xn h 2 3 4

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dy 1 1 1
f ' (4) 20.125 (5.250) (0.75)
dx x 4 0.5 2 3
1
20.125 2.625 0.25
0.5
f ' (4) 46
d2y 1
t
f '' ( xn ) 2
yn 3
yn ......
dx 2 h2
ne
x xn
d2y 1
f '' (4) (5.250 0.75)
dx 2 x 4
(0.5) 2
f '' (4) 24
ww
.
pz
5. Find
dy
dx
x
d2y
50
w.E
and 2 at x=51 from the following data
dx
60 70 80 90
Solution:
y
asy
19.96 36.65 58.81 77.21 94.61
ee
Given: x=51
x0 50 E h 60 50 10
ngi
u
x x0 51 50
0.1 nee
ad
h 10
At x=51, u=0.1
rin
g.n
Difference table:
x y y 2
y 3
y 4
y
et
.p
50 19.96
60 36.65 16.69
22.16 5.47 9.23
70 58.81 11.99
3.76 2.76
w
80 77.21 18.40
17.40 1.00
90 94.61
w.k.t the Newton’s forward difference Formula is :
w
(2u 1) 2 (3u 2 6u 2) 3
y0 y0 y0
' dy dy 1 2! 3!
f ( x)
w
3 2
dx x = x0 dx u = 0.1 h (4u 18u 22u 6) 4
y0 .......
4!

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(0.2 1) 3(0.1) 2 6(0.1) 2) 2

16.69 (5.47) ( 9.23)
dy 1 2 6
f ' (51)
dx u 0.1 10 (4(0.02)3 18(0.1) 2 22(0.1) 6)
(11.99) ......
24
1
(16.69 2.188 2.1998 1.9863)
10
t
f ' (51) 1.0316
ne
'' d2y 1 2 3 (6u 2 18u 11) 4
f ( x) y0 (u 1) y0 y0 ......
dx 2 u 0.1
h2 12
1 6(0.1) 18(0.1) 11
f '' (51) 5.47 (0.1 1)( 9.23) (11)
ww 100 12
.
1
5.47 8.307 9.2523
pz
100
w.E
f " (51) 0.2303
f ' (51) 1.0316
f " (51) 0.2303
ee asy
E
Numerical differentiation (using Stirling’s formula) ngi
Derivatives at points near the middle of the data.
nee
ad
rin
If the derivatives of y=f x required at a point x=x 0 +ph near the middle of the data.
3p 2 -1 3 g.n
et
1
.p
Δy 0 +Δy y-1 +pΔ 2 y -1 + Δ y -1 +Δ 3 y -2 + 2p 3 -p Δ 4 y -1

dy 1 12 12
=
dx h 5p 4 -15p 2 +4
+ Δ 5 y -2 +Δ 5 y -3 .....
240
w
d2y 1 p 6p 2 -1 4
2
= 2 Δ 2 y -1 + Δ 3 y -1 +Δ 3 y -2 + Δ y -1 +...
dx h 2 12
w
x-x 0
Where p=
h
w
In particular at x=x 0 (at the center of the data)

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dy 1 1 1 3 1 5
= Δy0 +Δy-1 - Δ y-1 +Δ3 y-2 + Δ y -2 +Δ 5 y -3 +....
dx x=x 0 h 2 12 60
d2y 1 1
2
= 2 Δ 2 y -1 + Δ 4 y -2 +.....
dx h 12
We can also use other central difference formula such as Bessel’s Formula.
t
ne
1. Find the first and second derivatives of the Function tabulated below at x=0.6
x 0.4 0.5 0.6 0.7 0.8
y 1.5836 1.7974 2.0442 2.3275 2.6511
Solution:
ww Since x = 0.6 is in the middle of the data, we will use Stirling’s formula
.
pz
x y
w.E y 2 3 4
y y y
0.4 1.5836
0.2138
asy
0.5 1.7974
0.2468 0.0330 0.0035
0.6 2.0442 0.0003
0.0365 0.0038
ee 0.2833
0.7
0.8
h=0.1; y0 =0.6
2.3275
2.6511 E0.3236 0.0403
ngi
nee
ad
By stirlings Formula
dy
=
1 1
Δy0 +Δy-1 -
1 3
Δ y -1 +Δ 3 y -2 +... rin
dx x = x0 h 2 12
g.n
et
.p
1 1 1
= 0.2833+0.2468 - 0.0038+0.0035
0.1 2 12
=10 0.2651-0.0006 =10(0.2645)

w
dy
=2.645
dx
w
x = 0.6
d2 y 1 1
= Δ 2 y-1 - Δ 4 y-2 +.....
dx 2 h 2
12
w
x = x0
1 1
0.0365- 0.0003
0.01 12

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d2 y
=3.6475
dx 2 x = 0.6
2. Given the following table of values of x and
x 1.00 1.05 1.10 1.15 1.20 1.25 1.30

y 1.0000 1.0247 1.0486 1.0723 1.0954 1.1180 1.1401
t
ne
dy d2y
Find and 2 at x=1.15.
dx dx
Solution:
ww
.
Since x=1.15 is in the middle of the table we will use stirlings formula
pz
Difference table:
x w.E y y 2
y 3
y 4
y Δ5 y Δ6 y
1.00
1.05
ee 1.0000
1.0247 asy
0.0247
1.10
1.15
1.0488
1.0723
E
0.0241
0.0235
0.0231
0.0006
ngi
0.0006
0.0004
0
0.0002
0.0001
0.0002
0.0003 0.0005
0.0009
1.20 1.0954
0.0226 0.0005 0
nee 0.0001 0.0004
ad
1.25 1.1180
0.0005
rin
1.30 1.1401 0.0221
h=0.05; y 0 =1.15
g.n
et
.p
By stirlings Formula,
dy 1 1 1 3 1
= Δy0 +Δy-1 - Δ y -1 +Δ 3 y-2 + Δ 5 y -2 +Δ 5 y -3 +...
dx h 2 12 60
w
x = x0
1 1 1 1
= 0.0231+0.0235 - -0.0001+0.0002 + 0.0004+0.0005
0.05 2 12 60
w
=20(0.0233-0.00001-0)
w
=20(0.02329)
dy
0.46580
dx x 1.15

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d2 y 1 1
= Δ 2 y-1 + Δ 4 y-2 +....
dx 2 x = x0
h 2
12
1 1
= -0.0004+ -0.0003
0.0025 12
t
1 1
= -0.0004-0.00003 = -0.00043
0.0025 0.0025
ne
d2 y
= - 0.1720
dx 2 x = 1.15
ww
.
pz
Bessel’s formula:
w.E p p
1
p 1
y x0 ph
1
2
y0
eey1 p
asy 1
2
y0
p p 1
4
2
y 1
2
y0
2
6
3
y 1
p 1 p p 1 p 2
48
E 4
y
ngi
2
4
y 1 ...
Then
nee
ad
1
y'(x)= Δy0 +
2p-1 2
Δ y-1 +Δ 2 y0 +
3p 2
-3p+
1
2 Δ 3 y +.... rin
g.n
-1
h 4 6
et
.p
1. Obtain the value of f’(7.50) from the following table:
x 7.47 7.48 7.49 7.50 7.51 7.52 7.53

Y 0.193 0.195 0.198 0.201 0.203 0.206 0.208
w
Solution:
Since x=7.50 is in the middle of the table using Bessel’s interpolation formula
w
Difference table
w

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x y y 2
y 3
y 4
y Δ5 y Δ6 y
7.47 0.193
7.48 0.195 0.002
0.003 0.001 0.0010
7.49 0.198 0
0.003 0 0.001
7.50 0.201 0.003 0.003
0.002 0.001 0.001 -0.010
7.51 0.203 0.004 0.007
t
0.003 0.001 0.001
7.52 0.206
ne
0.002 0.001
7.53 0.208
Here h=0.01; y 0 =7.50
ww 1
.
p p p 1
1 1 p p 1 2
pz
2 2 3
w.E
y x0 ph y0 y1 p y0 y 1 y0 y 1
2 2 4 6
p 1 p p 1 p 2
ee 48
asy 4
y 2
4
y 1 ...
Then y'(x)=
1
h
Δy0 +
2p-1 2
4
E
Δ y-1 +Δ 2 y0 +
ngi
3p2 -3p+
6
1
2 Δ3 y + 1
-1
24
3
y 2
4
y 1 +....
nee
ad
For P = 0
dy 1 1 1 1 rin
dx x=7.50
=
0.01
0.002- 0.001-0.001 +
4 12
0.002 +
24
-0.001-0.004
g.n
et
.p
dy
=0.21646
dx x=7.50
w
2. Find the Value of Sec 31 from the following data
(deg) : 31 32 33 34
tan : 0.6008 0.6249 0.6494 0.6745
w
Solution:
w
Let x = 0; y= tan
Here x0 31

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d dy
(tan ) sec2 sec 2 x
d dx
dy
To find sec 2 31
dx x = x0
Difference table:
t
x y y 2
y 3
y
ne
31 0.6008
32 0.6249 0.0241
0.0245 0.0004
33 0.6494 0.0002
0.0251 0.0006
ww 34 0.6745
.
pz
Here h = 32-31=1
w.E
Newton’s forward difference table is
dy
ee asy 1 1 1
f ' ( x) sec2
E
2 3
( y0 y0 y0 ....)
dx h 2 3
ngi
x x0
radians i radians 0.0

180
1 1
nee
ad
f ' (31) sec2 31 (0.0241 (0.004) (0.0002)).
sec 2 31 1.3695
2 3
rin
sec 31 1.1703 g.n
et
.p
1 3
Numerical Integration by Trapezoidal Rule and Simpson’s and rules :
3 8
w
Numerical Integration:
xn
The process of computing the value of a definite Integral f(x)dx from a set of values
w
x0
x i, yi , i = 0,1,2.........,n then where x0 = a, x n = b of the function y = f(x) is called numerical

integration.
w

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Trapezoidal Rule:
b
The trapezoidal Rule to evaluate f x dx .Let DC be the curve y = f(x) and DA, CB be the terminal
a
ordinates.
Let OA= a and OB = b then
t
AB = OB - OA = b-a
ne
b-a
Divide AB into n equal parts AA1, AA2 ......An-1 , B so that each part = =h
n
ww y C
.
pz
w.E Y=f(x)
ee asy D yn yn
E
1
y1
ngi y2 An 1
0 A A1 A2
nee B
ad
Draw the ordinates through AA1, AA2 ......An-1 ,B and let then be called
then rin
y1, y2,.....yn, yn+1 respectively
xn b
h g.n
et
f(x)dx = f(x)dx = A+2B ----->1
.p
x0 a
2
Where A=y1 +y n+1 = sum of the first and last ordinates

w
B=y 2 +y 3 +......+y n = Sum of the remaining ordinates
Then equation (1) is called the Trapezoidal rule.

w
w

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Simpson’s rule or Simpson’s one-third Rule:
Let DC be the curve y = f(x) and DC, CB be the terminal ordinates. Let OA = a and OB = b. Divide AB
into even number of equal parts equal to h.
y C
t
ne
y f ( x)
y1 y2 y3 y2 n 1
ww
.
0 A A1 A 2 A2n 1 BX
pz
w.E
Let x1, x 2,......x 2n+1 be the points A,A1,...B and y1, y2,..... ,y2n+1 be the corresponding ordinates
then
xn
ee b
f x dx = f x dx =
asy h
A+4B+2C ------> 1
x0 a
E 3
Where A = y1 +y2n+1 = Sum of the first and last ordinates ngi

B = y 2 +y 4 +.....+y 2n =Sum of the even ordinate nee
ad
c = y3 +y5+..... +y2n-1 = Sum of the remaining ordinates.

rin
Then equation (1) is known as Simpson’s rule or Simpson’s one-third Rule
g.n
et
.p
Simpsons Three Eight Rule:
Let DC be the curve y = f(x) and DA, CB be the terminal ordinates. Let OA = a and OB = b.
b-a
w
Divide AB into a number ‘n’ of equal parts of size h. Then =h .Let ‘n’ be a multiple of 3
n
b
3h
y dx = y1 +y n+1 +3 y 2 +y5 +....y n +2 y 4 +y 7 +.....y n-2
w
Then
a
8
b
3h
w
ydx= A+3B+2c
a
8
This is known as Simpson’s Three Eight Rule

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Truncation error in Trapezoidal Rule:
nh 3
Error = E < M
12
Where M is the maximum value,
b-a h 2
t
b-a
E< M, where n =
12 h
ne
Error in the trapezoidal rule is of the order h 2 .
Truncation Error in Simpson’s Formula:
ww
.
5
Error= E < nh M
90
pz
w.E
Where M is the maximum value
E<
eeb-a h 4
180 asy
M where n=
b-a
2h
Formula:
E
Error in the Simpson’s formula is of the order h 4
ngi
Rule Degree of y(x) No of intervals n
nee
Error Order
ad
Trapezoidal rule One Any 2
E
rin
(b a)h
12
M h2
Simpson’s 1/3
Rule
Two Even(or)Add
E
(b a)h 4
180
M
g.n h4
et
.p
3 5
Simpson’s 3/8 Three Multiple of 3 E h
rule 8 h5
Note:
w
1. The trapezoidal rule y(x) is a linear function of the rule is the simplest one but it is least accurate.
2. In Simpson’s one- third Rule: y(x) is a polynomial of degree two. In this ‘n’ the number of
interval must be even ie., the number of ordinates must be odd.
w
3. Simpson’s one third rule approximates the area of two adjacent strips by the area under a
quadratic parabola.
4. In Simpson’s three eighth rule, y(x) is polynomial of degree 3.In this ‘n’ the number of intervals
w
is a multiple of 3.

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Problems:
3
1. Evaluate x 4 dx by using (i) Trapezoidal Rule (ii) Simpson’s Rule. Verify your results by
-3
actual integration
Solution:
t
Given
ne
3 b
4
x dx y ( x)dx
3 a
x4
ww
Here y( x)
.
Length of the interval b a 3 3 6.
pz
6
w.E
we divide '6'equalintervals h= =1
we form the below table:

6
ee x
asy -3 -2 -1 0 1 2 3
E
y f ( x) 81 16 1 0 1 16 81
(i) Trapezoidal Rule: ngi

b
nee
ad
h
f(x)dx= (A+2B)
a
2
rin
=
h (sum of first and last ordinates)
2 +2(sum of the remaining ordinates) g.n
et
.p
1
= (81+81)+2(16+1+0+1+16)
2
w
3
f(x)dx=115
-3
w
(ii)Bysimpson's one-third rule.
b
h
f(x)dx= (A+4B+2C)
w
a
3

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(sum of the first and last ordinates)

1
= +4(sum of the even ordinates)
3
+2(sum of the remaining ordinates)
1 1
= (81+81)+4(16+0+16)+2(1+1) = 162+128+2
3 3
t
3
ne
f(x)dx=98
-3
(iii) bysimpson's three-eighth rule:
ww since n=6(multipleof three)
.
pz
w.E
b
3h
f(x)dx= (y1 +y n+1 )+3(y 2 +y5 +.......y n )+2(y 4 +y 7 +.....+y n )
a
8
ee asy=
3
8
81+81 +3 16+1+1+16 +2 0
E 3
-3
f(x)dx=99
ngi
nee
ad
iv Byactualintegration :
3 3
x5
3
2 (3)5 rin
g.n
4 4
x dx 2 x dx 2
3 0
5 0
5
et
.p
2 243
97.2
5
3
w
x 4 dx 97.2
3
1
dx
w
2. Evaluate using Trapezoidal rule with h=0 Hence obtain an approximate value of .
0
1 x2
. Can you use other formula in this case.

w
Solution:

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1 b
dx
Given : y ( x) dx
0
1 x2 a
1
Let y(x) =
1 x2
length of theinterval b a 1 0 1
t
ne
Taking h 0.2
x 0 0.2 0.4 0.6 0.8 1.0

1
y 1 0.96154 0.86207 0.73529 0.60976 0.50000
1 x2
ww
.
(i) By trapezoidal rule :
pz
b
w.E
f ( x)dx
h
(A 2B)
asy
a
2 ee
0.2
2
1 0.5
0.1 1.5 6.33732

E 2 0.96154 0.86207 0.73529 0.60976
ngi
nee
ad
1
dx
0.783732
0
1 x2
rin
(ii) By Actualintegration:
g.n
et
.p
1
dx 1
tan 1 x Here 3.1416
1 x2 0 4
0
0.7854
w
5.2
3.Evalute theintegral I log e xdx using trapezoidal,simpson's rules :
w
Solution:
given:
w

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5.2 b
x
I= log e dx y ( x)dx
4 a
Let y( x) loge x
Here, b a 5.2 4 1.2
t
We divide theintervalinto 6equal parts
ne
1.2
h 0.2
6
ww
We form the table
.
x 4 4.2 4.4 4.6 4.8 5.0 5.2
pz
log e x
1.3862944 w.E 1.4350845 1.48160451 1.5260563 1.5686159 1.6094379 1.6486586
(i) By Trapezoidal Rule :

ee asy
b
a
f ( x)dx
h
2
A 2B E ngi
5.2
nee
1.4350845 1.48160451 1.5260563
ad
0.2
log e x dx 1.3862944 1.6486586 2
4
2
rin
1.5686159 1.6094379
1.82765512
g.n
et
.p
(ii) Bysimpson's rule:
b
h
f ( x)dx ( A 4 B 2C )
a
3
w
1.3862944 1.6486586
5.2
0.2
log x dx 4 1.4350845 1.5260563
w
4
3
2 1.4816045 1.5686159
1.82784724
w

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(iii)Bysimpson's three eighths rule:
b
3h
f ( x)dx A 3B 2C
a
8
3(0.2) 1.3862944 1.6486586 3 1.4350845 1.4816045
t
8 1.5686159 1.6094379 2 1.5260563
ne
5.2
log x dx 1.82784705
4
ww
6
1
4.Evaluate I dx using (i) Trapezoidal rule (ii) Simpson's rule
.
0
1 x
pz
w.E
Also find the acutal integration
Solution:
6
1
ee asy
Given : 1 x
0
1
dx
6 0
E ngi
let y
1 x
; h
6
1
nee
ad
x
y
1
0
1
1
1/2
2
1/3
3
1/4
4
1/5
5
1/6
6
1/7 rin
1 x
g.n
et
.p
(i) By Trapezoidal Rule:

b
h
f ( x)dx ( A 2 B)
a
2
w
6
1 1 1 1 1 1 1 1 1
dx 1 2
0
1 x 2 7 2 3 4 5 6 7
2.02142857
w
(ii) Bysimpson's one-third Rule:

b
h
f ( x)dx ( A 4 B 2C )
3
w
a
6
1 1 1 1 1 1 1 1
dx 1 4 2
0
1 x 3 7 2 4 6 3 5

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1 1 16 22
1
3 7 15 6
1.95873016
(iii) Bysimpson's three-eighths Rule:
b
3h
t
f ( x)dx A 3B 2C
8
ne
a
3 1 1 1 1 1 1
1 3 2
8 7 2 3 5 6 4
ww 6
1
.
dx 1.96607143
1 x
pz
w.E
0
(iv)By Actualintegration :
6
1
1 x
dx
ee log(1 x) asy
6
0
log(1 6) log(1 0)
E
0
loge 7
ngi
1.94591015
nee
ad
5.By dividing the range into ten equal parts, evaluate sin x dx.Trapezoidal
rin
g.n
0
and simpson's rule verify actualintegration:
et
.p
solution:
Given: sin x dx
w
Range b a 0
w
Hence h
10
w

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x 0 2 3 4 5 6 7 8 9
0 10 10 10 10 10 10 10 10
y sin x
0 0.3090 0.5878 0.8090 0.9511 1.0 0.9511 0.8090 0.5878 0.3090 0
(i) By Trapezoidal rule
b
h
f ( x)dx A 2B
t
a
2
ne
0.3090 0.5878 0.8090 0.9511 1.0
0 0 2
2 10 0.9511 0.8090 0.5878 0.3090
sin x dx 1.9843
ww 0
.
(ii) Bysimpson's rule :
pz
b
a w.E
f ( x)dx
h
3
A 4 B 2C
sin x dx
1
3
ee 10 asy
0 0 4 0.3090 0.8090 1 0.8090 0.3090
2 0.5878 0.9511 0.5878
E
0
ngi
2.00091
2
(iii)By Actualintegration :
nee
ad
sin x dx cos x 0
cos cos
rin
0
( 2)
g.n
et
.p
sin x dx 2
0
5
dx
6.Evaluate by simpson's one-third rule and hence find the value of log e5 (n 10)
w
0
4 x 5
Solution :
5
dx
Given :
w
0
4x 5
1
Here, y ( x)
4x 5
w
5 0 1
h
10 2

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x 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

y 0.2 0.1429 0.1111 0.0909 0.0769 0.0667 0.0588 0.0526 0.0476 0.0434 0.04
Bysimpson's one-third rule :
5
dx h
( y0 yn ) 2( y2 y4 y6 ....) 4( y1 y3 y5 ....)
t
0
4x 5 3
ne
1 (0.2 0.04) 2(0.111 0.0769 0.0588 0.0476)
2 3 4(0.1429 0.0909 0.0667 0.0526 0.0434)
ww
1
10.24 2(0.2944) 4(0.3964)
.
6
pz
1
6 w.E
(2.4148)
5
dx
4x 5
0.4025
ee 1
asy
E
0
by actualintegration:
ngi
5
dx log(4 x 5)
5
1
log 25 log 25
nee
ad
0
4x 5 4 0 4
1 rin
g.n
log 5 2
4
et
.p
From1&2
1
log 5 0.4025
4
w
log 5 1.61
Homework:
w
6
dx
1.Evaluate by (i)T .R (ii) S .R , also find the actualintegration
0
1 x2
w
T .R 1.41079950, S.R 1.36617433, S.R 1.35708188, A.I 1.40564765

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2
sin x
2.Evaluate dx taking 6intervals
1
x
2
3.Evaluate e x dx taking 6intervals
0
t
ne
ww
.
pz
w.E ee asy
E ngi
nee
ad
rin
g.n
et
.p
w
w
w

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UNIT-V
Numerical Solution of Ordinary DE
Taylor’s Series
Type :1
t
Solution of the first order ODE
ne
Formula:
dy
y' f ( x, y ) with initial condition y x0 y0
dx
ww h2 h3
.
h
yn 1 yn yn ' yn '' yn ''' ..........
1! 2! 3!
pz
Problems: w.E
1. Solve y' x y, y 0
ee asy1 by Taylor’s Series method . find the value of y at x 0.1; x 0.2
Solution:
Given, y' x y E ngi

y 0 1 x1 0.1& x2 0.2
nee
ad
y x0 y0
rin
x0 0; y0 1
g.n
et
.p
By Taylor’s Series ,
h ' h2 h3
yn 1 yn yn yn '' yn ''' ........
1! 2! 3!
w
Put n=0,
w
h h2 h3
y1 y0 y0 ' y0 '' y0 '' ............
1! 2! 3!
w
y' x y y0 ' y' 1 x0 , y0 y(x 0 ) = y 0 , y(x1 ) = y1 , y(x 2 ) = y 2
y'' 1 y' y0 '' 2 x1 = x0 + h, x 2 = x1 + h

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y''' y'' y0 ''' 2
2 3
0.1 0.1 0.1
y1 1 1 2 2 ..............
1! 2! 3!
y1 1.1103
t
Now, x1 0.1, y1 1.1103, h 0.1
ne
h h2 h3
y2 y1 y1 ' y1 '' y' ''' ..........
1! 2! 3!
ww y1 ' x y 1.2103
.
x1 , y1
pz
w.E y1 ''
y1 '''
1 y'
y ' x1 , y1
x1 , y1
2.2103
2.2103
ee asy 2 3
E
0.1 0.1 0.1
y2 1.1103 1.2103 2.2103 2.2103
y2 1.243
1!
ngi
2! 3!
nee
ad
Hence the solution is ,
y1 y 0.1 1.1103 rin

y2 y 0.2 1.243 g.n
et
.p
dy
2. Using Taylor’s series find y at x=0.1 given that x2 y, y 0 1, correct to 4 decimal
dx
points using Taylor’s series find y at x=0.1,y 0 1
w
Solution:
w
y' x2 y 1
y 0 1; x1 0.1
w
y x0 y0

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x0 0; y0 1
h2
yn 1 yn hyn ' yn '' ......... ------- (1)
2!
Here, h 0.1
t
and y' x2 y 1 y0 ' = y '( x0 , y0 ) = 1
ne
y '' x2 y ' 2 xy y0 " = y"( x0 , y0 ) = 0
y ''' x 2 y '' 2 xy ' 2 y 2 xy ' y0 "' = y"'( x0 , y0 ) = 2
ww
.
(1) becomes,
pz
w.E
y1 y 0.1
ee 1 0.1
asy1
0.1
2!
2
0
2 0.1
3!
3
y1 0.9003 E ngi
dy
dx
x 2
y
nee
ad
y' x2 y
rin
y 0 1, x1 0.1
g.n
et
.p
x0 0; y0 1
By Taylor’s series,
w
h 2 ''
y1 y0 hy0 ' y0 .....
2!
w
Here h = 0.1
y' x2 y y0 ' y ' x0 , y0 1

w
y'' 2x y' y'' 1

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y''' 2 y'' y''' 1
(1) becomes
y1 y 0.1
2 3
0.2 0.1
t
y1 1 0.1 1 1 1
2 3!
ne
y1 1 0.1 0.005 0.00016
0.0948
ww
.
dy
3. Find the Taylor’s series with three terms for the initial value problem x3 y; y 1 1
pz
w.E
dx
Solution:
Given y'=x3
ee asy
y and x0 1, y0 1
The Taylor’s formula for y1 is
h h2 h3
E ngi
nee
y1 y0 y0 ' y0 '' y0 ''' ......... 1
1! 2! 3!
ad
y' x3 y y0 ' 2
rin
y'' 3x2 y' y0 '' 3 2 5
g.n
y''' 6 x y ''
et
.p
y0 ''' 6 5 11
1
w
2
x x0 x x0 x x0
y1 1 2 5 11 ....................
1! 2! 3!
w
2
x x0 x x0 x x0
1 2 5 11 ....................
1 2 3
5 2 11 3
y1 1 2 x x0 ................ is the required Taylor series.
w
x x0 x x0
2 6

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Type-II
Simultaneous first order ODE
The simultaneous first order differential equations of the type
dy dz
f x, y , z ; g x, y, z with initial conditions y x0 y0 and z x0 z0 and can be
dx dx
t
solved by using taylor’s series method.
ne
dx dy
yt 1, xt ; x 0, y 1 at t 0
1. Solve dt dt
find x, y at t 0.2
ww
.
Solution:
pz
w.E
We use 2 Taylor’s series formula,
h2
x1 x0 hx0 '
ee 2!
asy
x0 '' ................ 1
y1 y0 hy0 '
h
2!
2
E
y0 '' ................ 2
ngi
Given,
nee
ad
x' yt 1 y' xt
x 0 0 y 0 1 rin
t0 0; x0 0 t0 0; x0 1 g.n
et
.p
x' yt 1 y' xt
w
x '' y 't y y '' x 't x
x ''' y '' t y' y' y ''' x '' t x ' x '

w
y '' t 2 y ' y ''' x '' t 2 x '
x0 ' x ' t0 , x0 , y0 1 y0 ' y ' t0 , x0 , y0 0

w
x0 '' x '' t0 , x0 , y0 1 y0 '' 0

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x0 ''' 0 y0 ''' 2
1 & 2 Becomes
2
0.2
x1 0.2 1 1 0.22
2!
t
3
0.2
ne
y1 1 0.2 0 2 0.9973.
3!
2. Solve the following simultaneous differential equations using taylor’s series method of the fourth
order for x=0.1 and 0.2
ww dy dz
.
xz 1; xy , y (0) 0 and z (0) 1
dx dx
pz
Solution: w.E
Given y' = xz+1 ;
ee asy z' = -xy
y 0
x0 0; y0
0
0
E
z 0
y0
1
0; z0 1; h 0.1
ngi
y ' xz 1 z' xy
nee
ad
y'' xz' z z'' xy' y

rin
y ''' xz '' z ' z ' z ''' xy '' y ' y '
g.n
et
.p
y''' xz '' 2z ' z ''' xy'' 2 y'
y 'v xz ''' z '' 2 z '' z 'v xy ''' y '' 2 y ''

w
xz ''' 3z '' xy ''' 3 y ''

w
y0 ' 1 z0 ' 0
y0 '' 1 z0 '' 0
w
y0 ''' 0 z0 ''' 2
y0 'v 0 z0 'v 3

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To find y 0.1 and z 0.1
h2 h3 h4
y1 y0 hy0 ' y0 '' y0 ''' y0 'v ..............
2! 3! 4!
h2 h3 h4 v
z1 z0 hz0 ' z0 '' z0 ''' z0 ' ..................
2! 3! 4!
t
ne
2
0.1
y1 0.1 1 0.105
2!
3 4
2 0.1 3 0.1
ww z1 1 z1 0.99966
.
6 24
pz
y 0.2
w.E 0.2
0.2
2
2
y 0.2 0.22
ee asy
z 0.2 1
2 0.2
6
3
E
3 0.2
4!
4
ngi
z 0.2 0.99714
nee
ad
Type-III
d2y rin
dx 2
p
dy
dx
qy f x 1
g.n
et
.p
Put y ' z 2
dy
z
w
dx
1 becomes
w
dz
pz qy f x
dx
w
z' f x pz qy
z' f x, y, z 3

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Thus weget 2 first order equation given by 2 & 3
y x0 y0 ; y ' x0 y0 ' ; z x0 z0.
d2y dy
1.Find the value of y 1.1 and y 1.2 from y2 x3
dx 2 dx
t
y(1) 1 y' (1) 1 by usi g taylor’s series ethod
ne
Solution:
d 2 y 2 dy 3
+y =x ----- (1) y(1) = 1; y '(1)=1
ww dx 2 dx
.
pz
Put y ' z ------ (2)
y '' z' w.E

(1) becomes
ee asy
z' y z
z ' x3
2
x 3
y 2 z -------- (3)
E ngi
Given initial conditions are, nee
ad
y 1 1; y '(1) = 1 z(1) = 1
rin
x0 = 1; y0 = 1; z0 = 1; h0 = 0.1
g.n
et
.p
By Taylor’s series
h ' h 2 ''
y1 y0 y0 y0 ..........(4)
w
1! 2!
h ' h 2 ''
z1 z0 z0 z0 ..........(5)
1! 2!
w
Now , y ' z y0 ' z0 1

w
y '' z ' y0 '' 1 1 1 0
y'' x3 y2 z

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y ''' z '' 3x2 y 2 z ' 2zyy ' y0 ''' 3 2 1
y 'v z ''' 6x y2 z '' 2z ' yy ' 2zy '2 2z ' yy ' 2zy
z ''' y0 'v 6 1 2 3
Now, z0 ' 0
t
ne
z0 '' 1
z0 ''' 3
ww 4 and 5 becomes
.
pz
w.E
3
0.1 0.1
y 1.1 y1 1 1 1 1.1002
1! 3!
z (1.1) z1 1
ee 0.1
1!
(0)
asy
(0.1) 2
2!
(1)
(0.1)3
3!
(3)
1.005
E ngi
To find y 1.2
nee
ad
h ' h2 " h3 "'
y2 y1
1!
y1
2!
y1
3!
y1 .........(6)
rin
Here h 0.1; y1 1.002; z1 1.005
g.n
et
.p
' '
Here z 1 ( z )1
( x3 y 2 z)1 x13 y12 z1

w
x1 1.1; y1 1.1002; z1 1.005
z1' (1.1)3 (1.1002)2 (1.005)

w
3x12 y12 z1' 2 z1 y1 y1'

w
3(1.1)2 (1.1002)2 (0.1145) 2(1.005)(1.1002)(1.005)
z1" 1.2676

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0.1 (0.1) 2 (0.1)3

y (1.2) y2 1.1002 (1.005) (0.1145) (1.2676)
1! 2! 3!
y(1.2) 1.2015
Euler Method
t
yn 1 yn hf ( xn , yn ); n 0,1,..........
ne
Where xi x0 ih; i 0,1,2..............
and h is a step size
ww Modified Euler Method
.
pz
h h
w.E
yn 1 yn h f xn
2
, yn
2
( f ( xn , yn )
Where yn ee 1
asy
y( xn h) and h is a step size.
E
Problems on Euler Method
1. Using Euler method compute ‘y’ in the range 0

ngi x 0.5 if y satisfies
dy
dx
3x y 2 , y(0) 1
Solution:
nee
ad
dy
Given, 3x y 2
dx
f ( x, y) 3x y2 rin
x0 0; y0 1
g.n
By Euler's method
et
.p
yn 1 yn h f ( xn , yn ), n 0,1, 2..........
Let h 0.1
y(0.1) y1 y0 (0.1) f ( x0 , y0 )
w
1 (0.1) f (0,1)
1 (0.1)(1)
w
y1 1.1
y(0.2) y2 y1 (0.1) f ( x1, y1 )
1.1 (0.1)(0.3 1.21)
w
y (0.2) 1.251
y(0.3) y3 y2 (0.1) f ( x2 , y2 )

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1.251 (0.5) f (0.2,1.251)

y3 1.4675
y(0.4) y4 y3 (0.1) f ( x3 , y3 )
1.4675 0.1 f (0.3,1.4675)
y4 1.7728
y(0.5) y5 y4 (0.1) f ( x4 , y4 )
t
1.7728 (0.1) f (0.4,1.7728)
ne
y5 2.2071
2.Using Euler method solve y' x y xy, y(0) 1compute y(1.0) with h=0.2
ww
.
Solution:
pz
Given,
f ( x, y)
w.E
y'
x
x y xy
y xy
h 0.2
ee asy
y(0) 1
Let xi x0 ih
x0 0; y0 1
E ngi
nee
ad
i 1, 2,3, 4,5
x1 0 0.2(1) rin
0.2 g.n
et
.p
x2 0.4; x3 0.6; x4 0.8; x5 1
yn 1 yn hf ( xn , yn )
w
y(0.2) y1 y0 hf ( x0 , y0 )
y1 1.2
w
y(0.4) y2 y1 h f ( x1, y1 )
w
1.2 (0.2) f (0.2,1.2)
y2 1.528

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y(0.6) y3 y2 h f ( x2 , y2 )
1.528 (0.2) f (0.4,1.528)
y3 2.0358
y(0.8) y3 h f ( x3 , y3 )
t
ne
2.0358 (0.2) f (0.6, 2.0358)
y4 2.8072
y(1.0) y5 y4 h f ( x4 , y4 )
ww
.
y5 3.9778
pz
Home work: w.E ee asy
1. Using Euler's method find y(0.2)&y(0.4) from
dy
dx
x y, y(0) 1 with h=0.2
2. Solve y ' y
2x
y
E ngi
, y (0) 1, find y(0.1)&y(0.2) by Euler's method
3. Solve y' 1 xy, y(2) 0,find y(2.2) with stepwise 0.1

nee
ad
4. Solve y' y sin x cos x, y(0) 0find y(0.2)

rin
1. Compute y at x = 0.25 by modified Euler method y
Solution:
'
2 xy y (0) 1
g.n
et
.p
Given, y ' 2 xy
y (0) 1; h 0.25
w
x0 0; y0 1
h h '
yn 1 yn h f xn , yn yn
2 2
w
Put n = 0
0.25 0.25
y1 y0 h f 0 ,1 2 x0 y0
2 2
w
1 0.25 f (0.125,1)
1 0.25(2(0.125)(1))

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y(0.25) 1.0625
dy
2. Solve the equation 1 y given y(0)=0 using modified Euler method find the values
dx
x=0.1,0.2,0.3
t
Solution:
ne
y' 1 y
x0 0; y0 0; h 0.1
ww Modified Euler method
.
pz
h h '
yn 1
w.E
yn h f xn
2
, yn
2
yn
y1 y0 h f x0
ee h
2 asy
, y0
h '
2
y0
0 0.1f 0
0.1
2
,0
0.1
2
E
(1 y0 )
ngi
0.1 f (0.05, 0.05(1))
nee
ad
0.1 f (0.05, 0.05)

rin
0.1(1 0.05)
g.n
y(0.1) 0.095
et
.p
Put n= 1,
h h '
w
y2 y1 hf x1 , y1 y1
2 2
0.1 0.1
w
0.095 0.1 f 0.1 ,0.095 (1 0.095)

2 2
0.095 0.1 f (0.150, 0.140)

w
0.095 0.1(1 0.1403)

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y2 y(0.2) 0.1810
Put n=2
h h '
y3 y2 hf x2 , y2 y3
2 2
t
0.1 0.1
0.1810 (0.1) f 0.2 ,0.1810 (1 0.1810)
ne
2 2
0.1810 (0.1) f (0.250,0.222)
0.1810 (0.1)(1 0.222)
ww
.
y3 0.259
pz
w.E
1.Using MEM find y 0.2 , y 0.1 given
dy
dx
x2 y 2 , y(0) 1
2.Given
dy
ee asy
x y 2 , y(0) 1 find an approximate value of y at x=0.5 by EME, h=0.1
dx
Am y(0.5)=2.2070 E ngi
1.Given that
dy
dx
log( x
nee
y) with y = 1 when x = 1 using MEM, find y for x = 0.2 and x = 0.5
ad
correct to four decimal places.

rin
Solution:
g.n
et
.p
Given f(x,y) = log(x+y), x0 0, y0 1 to find y(0.2)
Take h = 0.2 x 1 x0 h 0 0.2 0.2

w
By modified Euler method
h h '
yn yn hf xn , yn yn
w
1
2 2
h h '
y1 y0 hf x0 , y0 y0
w
2 2
0.2 0.1
1 (0.2) f 0 ,1 log( x0 y0 )
2 2

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1 (0.2) f (0.1, 0)
1 (0.2)( 1.000)
y1 0.8000
To find y 0.5
t
ne
x2 x1 h 0.2 h 0.5 0.2 0.3
x2 0.5
ww y2 y1 hf x1
h
, y1
h '
y1
.
2 2
pz
w.E
0.800 (0.3) f 0.2
0.3
2
,0.8
0.3
2
log( x1 y1 )
0.8 0.3 f (0.35, 0.8)

ee asy
0.8 0.3(0.0607)
0.8 0.01821
E ngi
nee
ad
y2 0.81821
dy
xy 2 , y(0) rin
g.n
2.Given 2. using Euler's modified method, find y(0.2) in two steps of 0.1 each
dx
et
.p
Solution:
Let x1 x0 h Here x0 0; y0 1
w
h 0.1
dy
y' xy 2
dx
w
By modified Euler method

w
h h '
yn 1 yn hf xn , yn yn
2 2

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h h '
y1 y0 hf x0 , y0 y0
2 2
0.1 0.1
2 (0.1) f 0 ,2 (0)
2 2
2 (0.1) f (0.05, 2)
t
ne
2 0.02
y1 1.98
ww To find y(0.2)
.
h h '
pz
y2
w.E
y1 hf x1
2
, y1
2
y1
1.98 (0.1) f (0.1 0.05,1.98 0.05( 0.392))
1.98 (0.1) f (0.15,1.9604)

ee asy
1.98 E ngi
y2 1.9224
nee
ad
rin
Fourth-order Runge - kutta method (RK method)
k1 hf ( xo , y0 )
g.n
h k1
et
.p
k2 hf x0 , y0
2 2
h k2
k3 hf x0 , y0
2 2
w
k4 hf ( x0 h, y0 k3 )
1
y k1 2k2 2k3 k 4
w
6
y1 y0 y
The second iteration we replace (x0 , y0 ) to ( x1, y1 ) and we proceed the second iteration.
w
Problems:
1.Apply the 4th order RKmethod find y(0.2) given that y' x y, y(0) 1.

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Solution:
Given y' x y
y(0) 1, x0 0, y0 1
h 0.2
t
k1 hf ( x0 , y0 )
ne
0.2 f (0.1)
0.2(1 0) 0.2
ww
.
h k1
k2 hf x0 , y0
pz
w.E 2
0.2
2
0.24
asy
0.2 f 0 ,1
2 2
ee
k2 0.24
0.2(0.1,1.1)
E ngi
h k2
nee
ad
k3 hf x0 , y0
2 2
0.2 0.24 rin

(0.2) 0
2
,1
2
g.n
et
.p
0.2 f (0.1,1.12)
k3 0.244
w
k4 hf ( x0 h, y0 k3 )
0.2(0 0.2,1 0.244)

w
k4 0.2888
1
w
y (0.2 2(0.24) 2(0.244) 0.2888)

6
y 0.2428

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y1 y0 y 1 0.2428
y1 1.2428
dy
2. Compute y(0.2) Given that y xy 2 0, y(0) 1 by taking h=0.1 using RK method of
dx
t
th
4 order.
ne
Solution:
dy
y xy 2 ( y xy 2 )
ww dx
.
y(0) 1 x0 0 y0 1
pz
h 0.1
w.E
k1 hf ( x0 , y0 )
ee asy
0.1 f (0,1)
0.1( 1(1 0))

E ngi
0.1( 1) 0.1
nee
ad
k2 hf x0
h
2
, y0
k1
2 rin
0.1 ( 0.1) g.n
et
0.1 f 0 ,1
.p
2 2
0.1 f (0.05, 0.95)

w
0.1( (0.95 (0.5)(0.95)2 )
0.1( 0.9951)
w
h k2
k3 hf x0 , y0
2 2
w
0.1 ( 0.0995)
0.1 f 0 ,1
2 2

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0.0995
k4 hf ( x0 h, y0 k3 )
0.1 f (0 0.1,1 0.0995)
0.1 f (0.1, 0.9005)
t
k4 0.0982
ne
1
y ( 0.1 2(0.0995) 2(0.0995) 0.0982
6
ww 0.5962
.
6
pz
y 0.0994
w.E
y1 yn
Second iteration
y ee asy
1 0.0994 0.9006
k1 hf ( x1, y1 ) E ngi
dy
y yx 2 , = 0.1f(0.1, 0.9006)
nee
ad
dx
0.1( 0.9006 (0.9006)2 (0.1))

rin
k1 0.0982
g.n
et
.p
h k1
k2 hf x1 , y1
2 2
w
0.1 ( 0.0982)
0.1 f 0.1 ,0.9006
2 2
0.1 f (0.15,0.8515)
w
0.1( 0.8515 (0.8515)2 (0.15))

w
0.1( 0.9603)
0.0960

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h k2
k3 hf x1 , y1
2 2
0.1 0.0960
0.1 f 0.1 ,0.9006
2 2
0.1 f (0.15, 0.8526)
t
ne
0.1( 0.8526 (0.8526)2 (0.15))
0.1( 0.9616)
0.0962
ww
.
k4 hf ( x1 h, y1 k3 )
pz
w.E
0.1 f (0.1 0.1,0.9006 0.0962)
0.1 f (0.2, 0.8044)

ee asy
k4
0.1( 0.8044 (0.2)(0.8044)2 )
0.0934
E ngi
1
nee
ad
y (k1 2k2 2k3 k4 )
6
1 rin
6
( 0.0982 2( 0.0960) 2( 0.0962) 0.0934)
g.n
et
.p
y 0.0960
y2 y1 y
w
0.9006 0.0960
y2 0.8046
w
Home work:
dy y2 x2
1.Using RK method of 4th order Given y(0) = 1,x = 0.2 & x = 0.4
w
dx y2 x2
Ans:y1 1.1960;

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y2 1.3753
2.Using RKmethod of 4th order determine correct to 3 decimal place the value
dy
of y at x=0.1,0.2 of y satisfies the equation x 2 y x, y (0) 1
dx
t
Ans:y(0.1)=1.003
ne
y(0.2)=1.02
RK method for simultaneous first order differential equation
ww
To solve the simultaneous equations
dy
f1 ( x, y, z ) and
dz
f 2 ( x, y, z ) with the intial conditions
.
dx dx
pz
y(x0 )
w.E
y0 , z( x0 )
Then the first order RK method is

z0
k1 hf1 ( x0 , y0 , z0 )
ee asy
k2 hf1 x0
h
2
, y0
k1
2
, z0
l1
2
E ngi
k3 hf1 x0
h
, y0
k2
, z0
l2
nee
ad
2 2 2
k4 hf1 ( x0 h, y0 k3 , z0 l3 ) rin
1 g.n
and y= (k1 2k2 2k3 k4 )
et
.p
l1 hf2 ( x0 , y0 , z0 )
w
h k1 l1
l2 hf 2 x0 , y0 , z0
2 2 2
w
h k2 l2
l3 hf 2 x0 , y0 , z0
2 2 2
w
l4 hf 2 x0 h, y0 k3 , z0 l3

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1
and z= (l1 2l2 2l3 l4 )
6
Hence y1 y0 y and z1 z0 z
Where h=x1 x0 x1 x0 h
t
Problems based on R-K method for simultaneous first ODE.
ne
dy dz
1.Find y(0.1),z(0.1) from the system of equation x z, x y 2 given y(0) = 2, z(0) = 1
dx dx
using R-K Method of fourth order
ww
.
Solution:
pz
Given
dy
dx
x z
w.E dz
dx
x y2
y' x z ee asy z' x y2
and y(0)=2
f1 ( x, y, z) x z
E f 2 ( x, y, z)
ngi
z(0)=1
x y2
Here, x0 0; y0 2 Here, x0 0, z0 1
nee
ad
where h = 0.1
rin
First iteration:
g.n
Let x0 0, y0 2, z0 1 and h=0.1
et
.p
By R-K Method.
k1 hf1 ( x0 , y0 , z0 ) l1 hf2 ( x0 , y0 , z0 )
w
hf1 (0, 2,1) h( x0 y02 )

w
(0.1)( x0 z0 ) (0.1)(0 4)
(0.1)(0 1) (0.1)( 4)
w
k1 0.1 l2 0.4

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h k1 l1 h k1 l1
k2 hf1 x0 , y0 , z0 l2 hf 2 x0 , y0 , z0
2 2 2 2 2 2
0.1 0.1 0.4 0.1 0.1 0.8

hf1 0 ,2 ,1 hf 2 0 ,2 ,1
2 2 2 2 2 2
hf1 (0.05,2.05,0.8) hf2 (0.05,2.05,0.8)
t
ne
(0.1)(0.05 0.8) (0.1)(0.05 (2.05)2 )
k2 0.085 l2 0.4153
ww
.
h k2 l2 h k2 l2
pz
k3 hf1 x0
2
w.E
, y0
0.1
2
, z0
0.085
2
0.4153
l3 hf 2 x0
2
, y0
2
, z0
2
(0.1) f1 0
2
,2 ee2
,1
asy 2
(0.1) f 2 (0.05, 2.0425,0.7924)
k3
(0.1) f1 (0.05, 2.0425,0.7924)
(0.1)(0.05 0.7924)
E ngi l3 (0.1)(0.05 (2.0425)2 )
nee
ad
(0.1)(0.05 0.7924)
k3 0.0842 l3 0.14122
rin
g.n
et
.p
k4 hf1 ( x0 h, y0 k3 , z0 l3 ) l4 hf 2 ( x0 h, y0 k3 , z0 l3 )
(0.1) f1 (0 0.1, 2 0.0842,1 0.4122) (0.1) f (0.1, 2.0842,0.5878)

w
(0.1) f (0.1,2.0842,0.5878) (0.1)(0.1 (0.5878)2 )
k4 0.0688 l4 0.4244
w
1 1
y k1 2k2 2k3 k4 z l1 2l2 2l3 l4
6 6
w
1 1
(0.1 2(0.085) 2(0.0842) 0.0688) ( 0.4 2(0.4153) 2(0.4125) 0.4244)
6 6

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y 0.0845 z 0.4132
Hence, y1 y0 y z1 z0 z
y( x1 ) 2 0.0845 z( x1 ) 1 0.4132
y(0.1) 2.0845 z (0.1) 0.5868
t
Home work:
ne
dy dz
1.Using RK method tabulate the solution of the system x z, x y, y 0, z 1 when x=0
dx dx
at internal of h=0.1 from x=0.0 to x=0.2
ww
.
Runge-Kutta method for second order differential equations
pz
y x0
w.E
To solve the second order differential equation y'' = f x, y, y ' with the initial condition
y0 , y ' x0 y0 '
Let y' z and y ''

eez' asy
Hence the differential equation reduces to
dy
E ngi
dx
y' z f1 x, y, z
nee
ad
dz
z' y '' f 2 x, y , z
dx
rin
With the initial condition y x0 y0 , z x0 z0
g.n
et
.p
Problems
i. Given y '' xy ' y 0, y 0 1, y ' 0 0 find the value of y 0.1 and y ' 0.1 by using
th
R-K method of 4 order.
w
Solution:
Given,
w
y'' + xy' + y = 0
let y' = z and y'' = z'

w
The given equation can be written as,

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z' + xz + y = 0
y' = z and z'= xz y
f1 x, y, z z f 2 x, y, z xz y
The initial condition,
t
ne
y 0 1, y' 0 0 z 0 0
x0 0, y0 1 x0 0, z0 0
ww
By Runge – Kutta method.
.
k1 hf1 x0 , y0 , z0 l1 hf 2 x0 , y0 , z0
pz
w.E
hf1 0,1, 0 hf 2 0,1, 0
0.1 0
ee asy 0.1 0 1
k1 0 E ngi l1 0.1
k2 hf1 x0
h
, y0
k1
, z0
l1
l2
nee
hf1 x0
h
, y0
k1
, z0
l1
ad
2 2 2 2 2 2
hf1 0
0.1
,1
0
,0
0.1 rin
0.1 f 2 0.05,1, 0.05
2 2 2
g.n
et
.p
0.1 f1 0.05,1, 0.05 0.1 0.05 0.05 1
k2 0.0050 ; l2 0.0998
w
h k2 l1 h k2 l2
k3 hf1 x0 , y0 , z0 l3 hf 2 x0 , y0 , z0
2 2 2 2 2 2
w
0.1 0.0050 0.0998

hf1 0 ,1 ,0 hf 2 0.05,0.9975, 0.499
2 2 2
w
0.1 f 2 0.05, 0.9975, 0.0499 0.1 0.05 0.0499 0.9975
k3 0.0050 l3 0.0995

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k 4 =hf1 x 0 +h,y0 +k 3 ,z 0 +l3 l 4 =hf 2 x 0 +h,y 0 +k 3 ,z0 +l3
=hf1 0.051,1-0.0050,0-0.0995 =hf 2 0.05,0.9950,0.0995
=hf1 0.05,0.9950,-0.0995 = 0.1 - 0.05 -0.0995 -0.9950
t
=k 4 =-0.01 l4 =-0.099
ne
1 1
Δy= k1 +2k 2 +2k 3 +k 4 Δz= l1 +2l2 +2l3 +l4
6 6
ww = 0- 2×0.0050 -2 0.0050 -0.01 =

1
-0.1-2 0.0998 -2 0.099 -0.09920
.
6
pz
Δy=-0.005
w.E Δz=-0.099
Hence y1 =y0 +Δy ee asy z1 =z0 +Δz
y x1 =1-0.005
y 0.1 =0.995
E ngi
z x1 =0-0.099
z 0.1 =-0.099
nee
ad
y' 0.1 =-0.099
y 0.1 =0.995,y' 0.1 =-0.099 rin

g.n
et
.p
w
w
2.Find y 0.1 , y(0.2) given y '' x 2 y ' 2 xy 1 with ic y 0 1, y ' 0 0.
Solution:
w
y'' x 2 y ' 2 xy 1 1

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Let y ' z f1 x, y, z
1 z ' x 2 z 2 xy 1
z ' 1 x2 z 2xy
z' f 2 x, y, z 1 x 2 z 2 xy
t
ne
y 0 1, y ' 0 0; z 0 0
y0 1; x0 0; z0 0
ww
.
k1 hf1 x0 , y0 , z0 l1 hf 2 x0 , y0 , z0
pz
w.E
0.1 f1 0,1, 0 0.1 f 2 0,1, 0
k1 0 ee asy l1 0
k2 hf1 x0
h
2
, y0
k1
2
, z0
El1
2
ngi
l2 hf 2 x0
h
2
, y0
k1
2
, z0
l1
2
0.1 f1 0
0.1
2
,1
0
2
,0
0.1
2 nee
0.1 f 2 0
0.1
2
,1
0
2
,0
0.1
2
ad
0.1 f1 0.05,1, 0.05

rin
0.1 f 2 0.05,1, 0.05
k2 0.05 l2 0.1100 g.n

et
.p
h k2 l2 h k2 l2
k3 hf1 x0 , y0 , z0 l3 hf 2 x0 , y0 , z0
2 2 2 2 2 2
w
0.005 0.1100
0.1 f1 0.05,1 , 0.1 f 2 0.05,1.0025,0.0550
2 2
w
0.1 f1 0.05,1.0025,0.0550 (0.1)(1 0.0001 0.1003)
k3 0.0055 l3 0.1100
w
k4 hf1 x0 h, y0 k3 , z0 l3 l4 hf 2 x0 h, y0 k3 , z0 l3

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0.1 f1 0.1, 0.0055, 0.1100 0.1 1 0.0011 0.2011
0.0110 0.1202
1 1
y k1 2k2 2k3 k4 z k1 2k2 2k3 k4
6 6
t
1 1
ne
0 2 0.0050 2 0.0055 0.0110 0.6602
6 6
1
0.0320 0.0053 z 0.1100
6
ww
.
y = 0.0053 z1 z0 z
pz
y1 y0
w.E
y 0 0.1100
1 0.0053 ee asy z1 0.1100
Second Iteration
k1 hf1 x1 , y1, z1 E ngi l1 hf 2 x1, y1, z1
0.1 f1 0.1,1.0053, 0.1100

nee 0.1 f 2 0.1,1.0053, 0.110
ad
0.1(0.1100)
rin
(0.1))(1.202)
k1 0.01100 l1 0.1202 g.n

et
.p
h k1 l1 h k1 l1
k2 hf1 x1 , y1 , z1 l2 hf 2 x1 , y1 , z1
2 2 2 2 2 2
0.1 0.01100 0.1202
w
(0.1) f1 0.1 ,1.0053 ,0.1100 0.1 f 2 0.15,1.0107,0.1701

2 2 2
w
=(0.1)f1 0.15,1.0107, 0.1701 0.1 1.3070
k2 0.0170 l2 0.13070
w
h k2 l2 h k2 l2
k3 hf1 x1 , y1 , z1 l3 hf 2 x1 , y1 , z1
2 2 2 2 2 2

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0.1 f1 0.15,1.0138, 0.1754 0.1 f 2 0.15,1.0138, 0.1754
k3 0.1 0.1754 0.01751 l3 0.1308
k4 hf1 x1 h, y1 k3 , z1 l3 l4 hf 2 x1 h, y1 k3 , z1 l3
t
0.1 f1 0.2,1.0228, 0.2408 0.1 f 2 0.2,1.0228, 0.2408
ne
k4 0.0241 l4 0.1419
1 1
y= k1 2k2 2k3 k4 z = l1 2l2 2l3 l4
ww 6 6
.
pz
1
w.E
0.0174
6
0.1309
y(0.2) y2 y1
ee y
asy z2 z1 z 0.1100 0.1309
y 0.2 1.0227
Hence the solution is

E ngi
z2 0.2409
y1 y 0.1 1.0053
nee
ad
y2 y 0.2 1.0227
rin
z1 z(0.1) 0.1100
g.n
et
.p
z2 z(0.2) 0.2409
Homework:
w
1. Solve y" x( y ')2 y2 0 using RK method for x = 0.2 given y(0) = 1, y'(0)= 0 taking h = 0.2
Ans: 0.9801
w
Predictor Corrector Method

w
 Milne’s predictor- Corrector Method

 Adam’s Bash forth predictor – corrector method
These two methods are called multistep-method

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i. Milne’s predictor- Corrector Method:
Predictor:
4h
yn 1, p yn 3 2 yn' 2 yn' 1 2 yn'
3
Corrector Method:
t
ne
h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'
dy 1
1.Find y(2) if y(x) is the solution of (x y) given y(0) = 2, y(0.5) = 2.636,y(1) = 3.595,
ww
dx 2
.
& y(1.5) = 4.968
pz
Solution:
w.E
dy
dx
y'
1
2
(x
ee y)
asy
x0 0; x1 0.5; x2 1; x3 1.5
E
Given, y(0)=2, y(0.5)=2.636,y(1)=3.595, &y(1.5)=4.968
ngi
nee
ad
y0 2; y1 2.636 y2 3.595 y3 4.968
y'
1
(x y) rin
2
g.n
1 1
et
.p
y0' ( x0 y0 ) (0 2) 1
2 2
1 1
y1' ( x1 y1 ) (0.5 2.636)
w
2 2
1.5680
w
1
y2' (1.0 3.595) 2.298
2
1
w
y3' (1.5 4.968) 3.234

2
By Corrector formula,

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h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'
put n=3
0.5 '
y4,C y2 ( y2 4 y3' y4' )
3
t
y4,C 6.873
ne
By Predictor formula,
4h
ww yn 1, p yn 3
3
2 yn' 2 yn' 1 2 yn'
.
pz
Put n=3
yn
w.E
=y0
4(0.5)
(2 y1' y2' 2 y3' )
asy
1, P
3
ee4(0.5)
y4, P
2
6.871
3
E
(2(1.5680) (2.298) 2(3.234))
ngi
nee
ad
2. y (4.4) given 5xy' y 2 2 0 ,given y(4) 1, y(4.1) 1.0049, y(4.2) 1.0097, y(4.3) 1.0143
Solution:
rin
5xy' y2 2 0
g.n
et
.p
5xy' y2 2 2 y2
2 y2
y'
w
5x
x0 4; x1 4.1; x2 4.2 ; x3 4.3

w
y0 1; y1 1.0049 ; y2 1.0097 ; y3 1.0413
2 y12 2 (1.0049) 2
w
y '1
5 x1 5(4.1)
y1' 0.0483

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' 2 y2 2 2 (1.0097) 2
y2
5 x2 5(4.2)
y2' 0.0467
2 y32 2 (1.043)2
y3'
t
5 x3 5(4.3)
ne
y3' 0.0452
By Predictor formula,
ww 4h
.
yn 1, p yn 3 2 yn' 2 yn' 1 2 yn'
3
pz
when
w.E n 3, h 0.1
y4, P y0
4(0.1)
3
ee (2 y1'
asy y2' 2 y3' )
1
4(0.1)
3 E
(2(0.0483) (0.0467) 2(0.0452))
ngi
y4, P 1.0817
nee
ad
rin
2 2
2 y4 2 (1.0187)
y4 ' 0.0437
5 x4 5(4.4)
By corrector formula, g.n

et
.p
h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'
3
w
when n 3
(0.1) '
y4,c y2 y2 4 y3' y4'
3
w
0.1
(1.0049) (0.0467 4(0.0452) 0.0437)
3
w
y4,c 1.0187
Homework:

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2x
1.Find y(0.4) given y ' y ; y (0) 1, y (0.1) 1.095 ; y (0.2) 1.1841 , y (0.3) 1.2662
y
Using Milne’s M ethod
Ans: 1.3428
Adam’s Bash forth Method
t
Adam’s predictor formula,
ne
h
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24
ww Adam’s corrector formula,
.
pz
h
w.E
yn 1,c yn
24
(9 yn ' 1 19 yn ' 5 yn ' 1 yn ' 2 )
Problems:
asy
1. Using Adam’s method find y(0.4) given
ee
dy
dx
1
2 xy E
; y (0) 1, y (0.1) 1.01, y(0.2) 1.022, y(0.3) 1.023
ngi
Solution:
nee
ad
dy 1
Given
dx 2 xy
rin
x0 0; x1 0.1; x2 0.2; x3 0.3; x4 0.4
g.n
et
.p
y0 1; y1 1.01; y2 1.022; y3 1.023; y4 ?
1
y01 0
2 x0 y0
w
1
y11 0.0505
2 x1 y1
w
1
y21 0.1022
2 x2 y2
w
1
y31 0.1535
2 x3 y3

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Predictor formula,
h
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24
When n=3
0.1
t
y4, p y3 55 y3' 59 y2' 1 37 y1' 9 y0 '
24
ne
0.1
1.023 55(0.1535) 59(0.1022) 37(0.0505) 9(0)
24
ww y4 1.0408
.
1 1
pz
w.E
y '4
2 x4 y4 2(0.4)(1.0408)
Corrector formula,
y'4 0.2082
ee asy
yn 1,c yn
h
24
(9 yn ' 1
E19 yn ' 5 yn ' 1
ngi
yn ' 2 )
When n=3
nee
ad
y 4,c y3
0.1
24
(9 y4 ' 19 y3' 5 y2 ' y1' )
rin
1.023
0.1
9(0.2082) 19(0.1535) 5(0.1022) 0.050 g.n
et
.p
24
y4,c 1.0410
w
w
dy
2.Determine the value of y 0.4 using adam’s find y 0.1 , y 0.2 , y 0.3 from =xy+y 2
dx
w
using RK method y 0 1
Solution:

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dy
xy y2
dx
y (0) 1
x0 0; y0 1
t
f ( x, y) y' xy y 2
ne
k1 hf x0 , y0 (0.1) f (0,1) 0.1 f ( x0 y0 y0 2 )
k1 0.1
ww
.
h k1
k2 hf x1 , y1 (0.1) f (0.05,1.05)
pz
2 2
k2 w.E
0.1155
k3 hf x0
eeh
2
, y0 asy
k2
2
(0.1) f (0.05,1.0578) E ngi

k3 0.1172
nee
ad
k4 hf ( x0 h, y0 k3 )
rin
k4 0.1360
g.n
et
.p
1 1
y (k1 2k2 2k3 k4 ) (0.1014)
6 6
0.1169
w
y1 y(0.1) y0 y 1 0.1169 1.1169

w
Second iteration:
k1 hf ( x1, y1 )
w
(0.1) f (0.1,1.1169)

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k1 0.1359
h k1
k2 hf x1 , y1 (0.1) f (0.15,1.1849)
2 2
k2 0.1582
t
h k2
k3 hf x1 , y1
ne
2 2
0.1 0.1582
(0.1) f 0.1 ,1.1169
2 2
ww
.
k3 (0.1) f (0.15,1.196) 0.1610
pz
k4
w.E
hf ( x0 h, y0 k3 )
k4
0.1 f (0.2,1.2779)
0.1889
ee asy
y
1
6
(k1 2k2 2k3 k4 )
E ngi
nee
ad
1
(0.9630)
6
rin
y 0.1605
g.n
y(0.2)
et
.p
y2 y1 y
1.1169 0.1605
w
y2 1.2779
w
Third iteration:
w
k1 hf ( x2 , y2 )
(0.1) f (0.2,1.2774)

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k1 0.1887
h k1
k2 hf x1 , y1 (0.1) f (0.25,1.3718)
2 2
k2 0.2225
t
h k2
k3 hf x1 , y1
ne
2 2
(0.1) f (0.25,1.3887)
ww k3 0.2276
.
pz
k4 hf ( x1 h, y1 k3 )
w.E
0.1 f (0.3,1.505)
k4 0.2717
ee asy
y
1
6
(k1 2k2 2k3 k4 )
E ngi
1
6
(1.3606)
nee
ad
y 0.2268
rin
y3 y(0.3) y2 y
g.n
et
.p
y3 1.5042
x0 0; x1 0.1; x2 0.2; x3 0.3; x4 0.4

w
y0 1; y1 1.1169; y2 1.2774; y3 1.5042; y4 ?

w
y0' x0 y0 y02 y1' x1 y1 y12 y2' x2 y2 y22
(0)(1) (1)2 (0.1)(1.1169) (1.1169)2 (0.2)(1.2774) (1.2774)2

w
y0' 1 y1' 1.3592 y2' 1.8872

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y3' x3 y3 y32
(0.3)(1.5042) (1.5042)2
y3' 2.7139
Adam’s predictor formula,
t
ne
h
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24
When n=3
ww 0.1
55 y3' 59 y2' 37 y1' 9 y0 '
.
y4, p y3
24
pz
w.E
y4, p 1.8342
y4' ee x4 y4
asy
y42 (0.4)(1.8342) (1.8342)
y4'
Corrector formula,
4.0980
E ngi
yn yn
h
(9 yn ' 19 yn ' 5 yn'
nee
yn' 2 )
ad
1, c 1 1
24
When n=3
rin
y4,c y3
0.1
(9 y4 ' 19 y3' 5 y2 ' y1' ) g.n
et
24
.p
y4,c 1.8391
w
w
Homework:
dy
w
1.Given x 2 (1 y); y(1) 1; y(1.1) 1.233; y(1.2) 1.548; y(1.3) 1.979

dx
Evaluate by adam’s bash forth mtd.Ans : pre 2.5871, corr 2.5773

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2x
2.Find y (0.4) given y ' y , y (0) 1, y (0.1) 1.0959, y (0.2) 1.1841, y (0.3) 1.2662
y
using adam's method
Finite difference methods for solving second order equation:
t
The solution of a differential equation of second order of the form F ( x, y, y' , y'' ) 0 contains
ne
two arbitrary constants.
These constants are determined by means of two conditions. The conditions on y or y' or their
combination are prescribed at two different values of x are called boundary conditions.
ww The differential equation together with the boundary conditions is called a boundary value
.
problem
pz
w.E
Finite difference approximations to derivatives
First derivative approximations:
y ' ( x)
y ( x h) y ( x )
ee 0(h) asy
y ' ( x)
h
y ( x ) y ( x h)
0(h)
E ngi
nee
h
ad
y ( x h) y ( x h)
y ' ( x) 0(h) 2 (central diff )
2h
rin
Second Derivative Approximation:
y ( x h ) 2 y ( x ) y ( x h) g.n
et
.p
y '' ( x) 0(h 2 )
h2
Third Approximation:
w
1
y ''' ( x) yi 2 2 yi 1 2 yi 1 yi 2
2h 3
w
Fourth Derivative Approximation:

w
yi 4 yi 6 yi 4 yi yi
yiv ( x) 2 1 1 2
h4
Solution of ODE of second order:

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The second order ODE is given by
F(x,y,y' ,y'' )=0
with b.c, x=a and x=b
Divide the interval into 'n' equal parts
t
b a
ne
h=
n
xi x0 ih ; i 0,1,2,......, n where x0 a & xn b
ww
yi y( xi ) ; y ' ( xi ) yi ' ; y '' ( xi ) yi ''
.
pz
w.E
The finite difference approximations to the detrivatives are given by,
yi '
yi 1 yi 1
and
ee 2h
asy
E
'' yi 1 2 yi yi 1
yi i 1, 2,....n 1
y0 y(a) and yn
h2
y(b) ngi
nee
ad
1. Solve xy'' y 0, y(1); y(2) 2 with h 0.5 and h 0.25 by using finite difference method:
Solution: rin
Given
g.n
et
.p
xy'' y 0 ; y(1) 1; y(2) 2 ------ (1)
y0 1 and y2 2
w
w
(i) h 0.5
y0 y1 y2
w

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x0 1 x1 1.5 x2 2
Here , x0 1; x1 1.5 ; x2 2
By boundary conditions ; y0 1; y2 2
To find y1 for x1 1.5
t
ne
By finite difference approximation
yi 2 yi yi
yi '' 1 1
; i 1, 2,......., n 1
h2
ww xi yi ''
.
(1) yi 0
pz
w.E
xi
yi 1 2 yi
h2
yi 1
yi 0
xi
h2
( yi 1
ee 2 yi asy
yi 1 ) yi 0 2
put i 1; h 0.5 E ngi

x1
0.25
y0 2 y1 y2 y1 0
nee
ad
4 x1 y0 2 y1 y2 y1 0
rin
4(1.5) 1 2 y1 2 y1 0
g.n
et
.p
6 12 y1 12 y1 0
18 11y1 0
w
18 11y1
y1 1.6364
w
y (1.5) 1.6364
w
(ii) h 0.25
y0 y1 y2 y3 y4

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x0 1
x1 1.25 x2 1.5 x3 1.75 x4 2
y0 1; y4 2
x0 1; x1 1.25 ; x2 1.5 ; x3 1.75 ; x4 2
xi
t
(2) yi 1 2 yi yi 1 yi 0; i 1, 2,3,....n 1
h2
ne
i 1, 2,3
put h 0.25 & i 1, 2,3
ww
.
16 xi yi 1 2 yi yi 1 yi 0
pz
w.E
put i 1,
ee asy
16 x1 y0 2 y1
16(1.25)(1 2 y1 y2 ) y1 0
y1 y1 0
E
20 40 y1 20 y2 y1
ngi 0
39 y1 20 y2 20
nee
ad
39 y1 20 y2 20 (3)
rin
put i 2,
g.n
et
.p
16 x2 y1 2 y2 y3 y2 0
16(1.5)( y1 2 y2 y3 ) y2 0
w
24 y1 48 y2 24 y3 y2 0
24 y1 47 y2 24 y3 0 4
w
put i 3,
16 x3 y2 2 y3 y4 y3 0
w
16(1.75)( y2 2 y3 y4 ) y3 0

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28 y2 56 y3 56 y3 0
28 y2 55 y3 56 5
Solve equation (3),(4)&(5) by gauss elimination method
39 20 0 20
t
A,B 24 47 24 0
ne
0 28 55 56
1 0.513 0 0.513
R1 ' R2 ' R3
~ 1 1.958 1 0 R1' , R2 , R3
ww 39 24 28
.
0 1 1.964 2
pz
w.E 1
~ 0
0.513
1.445
0
1
0.513
0.513 R '2 R2 R1 , R 3' R3
ee 0
asy
1 1.964 2
1
~ 0
0
E
0.513
1.445
0
0
1
0.513
0.513
1.838 3.403 ngi R 3' 1.445 R3 R2
nee
ad
By back substitution method:
1.838y3 3.403 rin

y3 1.851 g.n
et
.p
1.445 y2 y3 0.513
y2 1.636
w
y1 0.513 y2 0.513
w
y1 1.352
y(1.25) 1.352 ; y(1.5) 1.636 ; y(1.75) 1.851

w
2. Determine the value of ‘y’at the pivotal points of the interval (0,1) if ‘y’ satisfies the boundary value
problem

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yiv 81y 81x2 , y(0) y(1) y' (0) y'' (1) 0 (take n 3)
Solution:
Given, yiv 81y 81x2 ,
(a, b) (0,1)
t
y' (0) y'' (1) 0
ne
y(0) y(1)
b a 1 0 1
h
n 3 3
ww y0 y1 y2 y3
.
pz
w.E x0 0 x1
1
3
x2
2
3
x3 1
ee asy x0 0; x1
1
3
; x2
2
3
; x3 1
E y0 0 ; y3
ngi 0 ; y0'' 0 ; y3'' 0
nee
To find y1 and y2
ad
By using central difference approximation, the differential equation becomes,
1
yi 4 yi 6 yi 4 yi yi 81yi 81xi 2 rin
h4
2 1 1 2
g.n
1
et
.p
put h
3
1
yi 2 4 yi 1 6 yi 4 yi 1 yi 2 81yi 81xi 2
w
(1/ 3) 4
81 yi 2 4 yi 1 6 yi 4 yi 1 yi 2 81yi 81xi 2
w
81 and put i 1 and i 2
1
x12
w
y3 4 y2 6 y1 4 y0 y 1 y1
9

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4
y4 4 y3 6 y2 4 y1 y0 y2
9
1
y3 4 y2 7 y1 4 y0 y 1
9
1
4 y2 7 y1 y 1
t
1
9
ne
4
y4 7 y2 4 y1 2
9
ww yi ''
h2
( yi 1 2 yi yi 1 )
.
pz
i
y0''
w.E
0,
9( y1 2 y0 yi 1 ) 3
y0 0, y0''
ee 0, y 1 asy y1
i 3, y3'' 9( y4 2 y3 E
y2 )
ngi
4
y3 0; y3'' 0; y4 y2
nee
ad
Using (3) and (4) in eqn (1) & (2)
1 rin
4 y2 6 y1
9
5
g.n
et
.p
4
6 y2 4 y1 6
9
6
(5) (6) 24 y2 36 y1
w
16
(6) (4) 24 y2 16 y1
w
22
20 y1
9
w
y1 0.1222

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1
5 4 y2 0.7332
9
4y2 0.6221
y2 0.1555
t
1 2
y 0.1222 ; y 0.1556
ne
3 3
3. Solve the boundary value problem ( x3 1) y'' ( x) x2 y' ( x) 4xy 2
ww
subject to y(0) 0, y(2) 4 taking n 4 and choosing h 0.5
.
Solution:
pz
w.E
Given, ( x3 1) y'' ( x) x2 y' ( x) 4xy 2 1
y(0) 0; y(2)
ee 4
asy
y0 0; y4 2 ; h 0.5 & n 4
y0
E y1 ngi y2 y3 y4
nee
ad
x0 0 x1 0.5 x2 1 x3 1.5
rin
x4 2
x0 0; x1 0.5; x2 1; x3 1.5; x4 2
g.n
et
.p
y0 0; y4 2
to find y1 , y2 , y3 :
w
The finite difference approximates,
yi 2 yi yi yi yi
yi '' ( x) 1 1
; y ' ( x) 1 1
w
h2 2h
1
put h
w
(1) 4( xi 3 1) yi 1 2 yi yi 1 xi 2 ( yi 1 yi 1 ) 4 xi yi 2 (2)

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put i 1, 2,3
(2) 4( x13 1)( y2 2 y1 y0 ) x12 ( y2 y0 ) 4 x1 y1 2
4(1.125)( y2 2 y1 ) 0.25 y2 2 y1 2
4.5 y2 9 y1 0.25 y2 2 y1 2
t
ne
4.75 y2 11y1 2 (3)
4(2)( y3 2 y2 y1 ) y3 y1 4 y2 2
ww 8 y3 16 y2 8 y1 y3 4 y2 y1 2
.
pz
7 y1 20 y2 9 y3 2 (4)
w.E
4(4375)( y4 2 y3 y2 ) 2.25 y4 6 y3 2.25 y2 2
ee asy
35 35 y3 17.5 y2 2.25 y4 6 y3 2.25 y2 2
15.25 y2 41y3
E
37.5 (5)
ngi
Solving the equations (3),(4) and (5) by gauss elimination method , we get
y(0.5) 0.25, y(1) 1 and y(1.75) 2.25 nee

ad
Homework:
rin
" '
1. Solve the BVP y +xy=1,y(0)=0,y (1)=1with n=2 taking h=
1
2 g.n
et
.p
2. Solve theBVP x2 y" (x)+xy' (x)+(x2 -3)y(x)=0given y(1)=0, y(2)=2and take h 0.25 and n 4
Ans : y1 0.6044; y2 1.1304; y3 1.5973

w
w
w

ww
w.E
a syE
ngi
nee
rin
g.n
et
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STATISTICS AND NUMERICAL METHODS

A population consists of collection of individual units, which may be person’s or experimental

Sampling distribution: nee

formed is called sampling distribution.

Pop. mean = ; Pop. S.D = ; P - Pop. proportion

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sample mean = x; sample S.D = s; P' = sample Proportion

ie., either H1 : 1 2 (or) 1 2

Critical Region (or) Region of Rejection

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One tailed test 2.33 1.645 1.28

The alternative hypothesis H1 : 1 2 is taken in two tailed test for H 0 : 1 = 2

Type I and type II Error

Type I Error : Rejection of null hypothesis when it is correct

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Type II Error : Acceptance of null hypothesis when it is wrong

Procedure for testing Hypothesis:

Test of Hypothesis (Large Sample Tests)

Large sample tests (Test based in Normal distribution.)

we choose = 0.05(5%) (or) 0.01(1%) as the Level of significance

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Level of significance = 0.05

Since |Z| = 1.5 < 1.96, H 0 is accepted at 5% level of significance rin

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Given x 7.8, = 8, n = 50, = 0.5

It is one tailed test.

Given x 42.8, = 40, n = 200, = 6.89

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For one-tail test, the table value of Z at 1% level = 2.33

i.e., The hypothesis = 40 is accepted at this level.

The formulated null and alternative hypothesis is, ngi

We use the los is 0.05 (or ) 0.01

If |Z| < Z , H0 is accepted at %Los

otherwise, H0 is rejected at %Los

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Given x1 67.5; n1 = 1000

x2 68; n2 = 2000; =2.5

We choose the Los =0.05

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The table values of Z at 5% Los is Z = 1.96

Since |Z| > 1.96, H 0 is rejected at 5% Los.

The test statistic Z =