ME 303 - Advanced Engineering Mathematics

Midterm Examination
14 Feb 2008

• Aids allowed: scientific calculator and one double-sided letter-size formula sheet.
Please put all other material, backpacks, etc. on the floor.

• Exam time is 2 hours long (4:30-6:30pm). Budget your time to allow a reason-
able attempt at each of the five questions. If the exam is too long, remember
that your performance will be evaluated relative to your classmates.

• Clear, legible, systematic solutions are expected. Marks may be lost if a marker
is unable to follow or to read your work.

• Note that the marks assigned to each question differ; total marks available =
100

Useful Formulas:
• Taylor series expansion

df (∆x)2 d2 f (∆x)3 d3 f
f (x + ∆x) = f (x) + ∆x + + + ···
dx x 2! dx2 x 3! dx3 x

• You may need this integral

Z
dx
= arctan(x)
1 + x2

dy
• To solve dx
= F (x, y)
Explicit Euler:
yi+1 = yi + ∆xF (xi , yi )

Second order Runge-Kutta:

∆x ∗
yi+1 = yi + (Fi + Fi+1 )
2
1
ME 303 - Midterm Exam 2

where:

Fi = F (xi , yi )
∗ ∗ ∗
Fi+1 = F (xi+1 , yi+1 ); xi+1 = xi + ∆x; yi+1 = yi + ∆xFi

Fourth order Runge-Kutta:

∆x
yi+1 = yi + (Fi + 2Fc∗ + 2Fc∗∗ + Fi+1
∗
)
6
where:

Fi = F (xi , yi )
∆x ∆x
Fc∗ = F (xc , yc∗ ); xc = xi + ; yc∗ = yi + Fi
2 2
∆x ∆x ∗
Fc∗∗ = F (xc , yc∗∗ ); xc = xi + ; yc∗∗ = yi + F
2 2 c
∗ ∗ ∗
Fi+1 = F (xi+1 , yi+1 ); xi+1 = xi + ∆x; yi+1 = yi + ∆xFc∗∗

• Second order central approximation to second derivative of function f

d2 f fi+1 − 2fi + fi−1

=
dx2 xi (∆x)2

Question 1: (20 marks)

Consider the equation x = 2 − e−x . In all the below calculations keep 4 decimal
places.

(a) Use the graphic method to determine the number of real roots in the interval
−3 ≤ x ≤ 3 and their approximate values. Show that one root is near x = 2.

(b) Using the bisection method, solve for the root near x = 2. Use xlow = 1 and
xhigh = 3 as the initial guess and demonstrate the procedure by completing
three iterations. Copy the following table into your exam booklet and fill in the
numerical values indicated.

iteration xlow xhigh root f (xlow ) f (xhigh ) f (root)

1 1 3
2
3
4
ME 303 - Midterm Exam 3

(c) Newton-Raphson method could also be applied to solve the equation. Write
down the equation that would be used to find x. Demonstrate the process
by completing three iterations starting with the initial guess, x = 2. Copy the
following table into your exam booklet and fill in the numerical values indicated.

iteration xold f (xold ) f ′ (xold ) xnew

1 2
2
3

Question 2:(15 marks)

Note: The Taylor series is given on the first page of the exam.
Four unequally spaced data points are measured in an experiment, as shown below.
f
f2 b

f0 b

f3 b

f1 b

∆x 2∆x ∆x

x0 x1 = 0 x2 x3 x

We want to estimate the second derivative at x = 0 by developing a finite difference

formula of the highest possible accuracy (i.e. smallest possible truncation error), given
that we have these four data points.
2
(a) Derive the finite difference formula of the highest possible accuracy for ddxf2
x=0
for this situation by writing appropriate Taylor series expansions. Keep suf-
ficient terms in the expansion to also derive an expression for the truncation
error term.

(b) What order of accuracy is the derivative approximation of part (a)?

Question 3: (25 marks)

Note: Euler and Runge-Kutta formulas are given on the first page of the exam.
Consider the following first order initial value problem.
dy
= (x + y − 2)2 with: y(0) = 1
dx
ME 303 - Midterm Exam 4

(a) Apply the methods of calculus to find the exact solution, y(x), for 0 ≤ x. (One
approach: assume z = x + y)

(b) Apply the explicit Euler method with ∆x = 0.2 to estimate y(0.6) numerically.
Show all calculations step by step. Summarize results in your exam booklet in
the following tabular form, which follows the notation in the lectures.

i xi yi Fi
0 0 1
1 0.2
2 0.4
3 0.6

(c) Apply the fourth-order Runge-Kutta scheme with ∆x = 0.6 to estimate y(0.6)
numerically. Show all calculations step by step. Summarize results in your
exam booklet in the following tabular form, which follows the notation in the
lectures.

i xi yi Fi yc∗ Fc∗ yc∗∗ Fc∗∗ ∗

yi+1 ∗
Fi+1
0 0 1
1 0.6

Question 4: (25 marks)

Note: Euler and Runge-Kutta formulas are given on the first page of the exam.
Consider the following second order initial value problem.

d2 y
2
= x + y3 with: y(0) = 1, y ′ (0) = 0
dx
(a) Reduce the ODE above to a set of two first order ODEs of the form,
dy
=F
dx
dv
=G
dx
and determine the initial conditions for y and v. What are the functions F and
G here?

(b) Apply the explicit Euler method with ∆x = 0.5. Carry out two steps of the
process and find y(1.0). Show all calculations step by step. Summarize results
in your exam booklet in the following tabular form, which follows the notation
in the lectures.
ME 303 - Midterm Exam 5

i xi yi vi Fi Gi
0 0
1 0.5
2 1.0

(c) Apply the second order Runge-Kutta method with ∆x = 0.5. Carry out two
steps of the process and find y(1.0). Show all calculations step by step. Sum-
marize results in your exam booklet in the following tabular form, which follows
the notation in the lectures.

∗ ∗ ∗
i xi yi vi Fi Gi yi+1 vi+1 Fi+1 G∗i+1
0 0
1 0.5
2 1.0

Question 5: (15 marks)

Note: Finite difference formulas are given on the first page of the exam.
Consider the second order ODE from Question 4 with two boundary conditions.

d2 y
= x + y3 with: y(0) = 1, y(1) = 1
dx2
(a) We want to solve this boundary value problem using finite difference method.
Demonstrate how this method works by carrying out the following with ∆x =
0.25.

• Consider the ODE at the point xi .

• Substitute the second order central difference approximation into the ODE
and find the finite difference form of the ODE.
• Apply the finite difference formula at x1 = 0.25, x2 = 0.5, and x3 = 0.75
and form a system of equations. Do not solve this system.

(b) Can you write the system of equations, obtained in Part (a), in the following
form? Briefly explain your answer.
    
y1
   y2  =  
y3
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