Engineering Mathematics 2014

SUBJECT NAME : Numerical Methods

SUBJECT CODE : MA 2262
MATERIAL NAME : Formula Material
MATERIAL CODE : JM08AM1015

(Scan the above Q.R code for the direct download of this material)

Name of the Student: Branch:

UNIT – 1
af (b )  bf (a )
1. Regula Falsi method: x1 
f ( b )  f (a )
2. Newton’s method (0r) Newton-Raphson method: x f ( xn )
n 1  xn 
f / ( xn )
3. Fixed point iteration (or) Iterative formula (or) Simple iteration method
x  g ( x ) , where x  g ( x )
n 1 n
4. The rate of convergence in N-R method is of order 2.
5. Condition for convergence of N-R method is f ( x ) f // ( x )  f / ( x ) 2

6. Condition for the convergence of iteration method is g / ( x )  1

7. Gauss elimination & Gauss-Jordon are direct methods and Gauss-Seidal and
Gauss-Jacobi are iterative methods.
8. Power method, To find numerically largest eigen value Yn 1  AX n

UNIT – 2
1. Lagrange’s interpolation formula is
( x  x1)( x  x2 )...( x  xn ) ( x  x0 )( x  x2 )...( x  xn ) ( x  x0 )( x  x1)...( x  xn1)
y  f (x)  y0  y1  ...  yn
( x0  x1)( x0  x2 )...( x0  xn ) ( x1  x0 )( x1  x2 )...( x1  xn ) ( xn  x0 )( xn  x1)...( xn  xn1)

2. Inverse of Lagrange’s interpolation formula is

( y  y1)( y  y 2 )...( y  y n ) ( y  y 0 )( y  y 2 )...( y  y n ) ( y  y 0 )( y  y1)...( y  y n1)
x  f (y )  x0  x1  ...  xn
( y 0  y1)( y 0  y 2 )...( y 0  y n ) ( y1  y 0 )( y1  y 2 )...( y1  y n ) ( y n  y 0 )( y n  y1)...( y n  y n1)

3. Newton’s divided difference interpolation formula is

2
f ( x )  f ( x 0 )  ( x  x 0 ) f ( x 0 )  ( x  x 0 )( x  x1 )  f ( x 0 )  ...
4. Newton’s forward difference formula is
u u (u  1) 2 u (u  1)(u  2) 3
y(x)  y0  y 0   y0   y 0  ...
1! 2! 3!

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 1

Engineering Mathematics 2014
x  x0
where u
h
5. Newton’s backward difference formula is
v v (v  1) 2 v (v  1)(v  2) 3
y ( x )  y n  y n   yn   y n  ...
1! 2! 3!
where v  x  xn
h

6. Interpolation with a cubic spline

6
Mi 1  4Mi  Mi 1  2  y i 1  2y i  y i 1 
h
1 1  h2 
S( x )  ( x i  x )3 M i 1  ( x  x i 1 )3 M i   ( x i  x )  y i 1  M i 1 
6h h  6 

1  h2 
 ( x  x i 1 )  y i  Mi 
h  6 
for i 1,2,...( n 1) and xi-1 x  xi
UNIT – 3
1. Newton’s forward formula to find the derivatives
dy 1 2u  1 2 3u 2  6u  2 3 
  y 0   y0   y 0  ...
dx h 2 6 
d 2y 1  2 6u 2  18u  11 4 
2
 2   y 0  (u  1) 3
y 0   y 0  ...
dx h  12 
d 3y 1  3 12u  18 4  x  x0
3
 3  y 0   y 0  ... where u 
dx h  12  h
2. Newton’s forward formula to find the derivatives at x  x0
 dy  1 2y 0 3 y 0 
   
 0y    ...
 dx  X  X0 h 2 3 
 d 2y  1  2 11 4 
 2  2   y 0   y 0  12  y 0  ...
3

 dx  X  X0 h  
 d 3y  1  3 
 3 
 3   3 y 0   4 y 0  ...
 dx  X  X0 h  2 

3. Newton’s backward formula to find the derivatives

dy 1 2v  1 2 3v 2  6v  2 3 
 y n   yn   y n  ...
dx h 2 6 
d 2y 1  6v 2  18v  11 4 
2
 2  2 y n  (v  1) 3 y n   y n  ...
dx h  12 

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 2

Engineering Mathematics 2014

d 3y 1  3 12v  18 4  x  xn
3
 3  y n   y n  ... where v 
dx h  12  h
4. Newton’s backward formula to find the derivatives at x  xn
 dy  1  2 y n 3 y n 
     y n    ...
 dx  X  X n h 2 3 
 d 2y  1  2 11 4 
 2  2  y n   y n  12  y n  ...
3

 dx  X  X n h  
 d 3y  1  3 
 3 
 3  3 y n   4 y n  ...
 dx  X  X n h  2 
5. Trapezoidal Rule
x0  nh
h
x f ( x )dx  2  y 0  y n   2  y1  y 2  y 3  ...
0
6. Simpson’s 1/3rd Rule
x0  nh
h
x f ( x )dx  3  y 0  y n   4  y1  y 3  y 5  ...  2  y 2  y 4  y 6  ...
0
7. Simpson’s 3/8th Rule
x0  nh
3h
x f ( x )dx  8  y 0  y n   3  y1  y 2  y 4  y 5  y 7  ...  2  y 3  y 6  y 9  ...
0

8. Romberg’s formula for is    2    2  1 

1 &  2
 3 
2
9. Error is the Trapezoidal formula is of the order h and in the Simpson formula is
4
of the order h .

10. Two points Gaussian Quadrature formula

 1   1 
1

 f ( x )dx  f 
1 3
f 
 3

11. Three points Gaussian Quadrature formula
5  3  3  8
1

 f ( x )dx   f
9  
  
5 
 f     f (0)
1  5   9
12. If the range is not  1 ,1 then the idea to solve the Gaussian Quadrature

problem is x   b  a  z   b  a 
 2   2 

UNIT – 4

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 3

Engineering Mathematics 2014

1. Taylor Series method

h / h2 // h3 ///
y 1  y ( x0  h )  y 0  y 0  y0  y 0  ...
1! 2! 3!
and
h / h2 // h3 ///
y 2  y ( x1  h)  y1  y1  y1  y1  ...
1! 2! 3!
2. Euler’s method
If dy  f ( x, y ); y ( x )  y
0 0
dx
then y ( x0  h )  y 0  hf ( x0 , y 0 )
and y ( x1  h )  y1  hf ( x1, y1 )
3. Modified Euler’s method
If dy  f ( x, y ); y ( x )  y
0 0
dx
 h h 
then y ( x0  h )  y 0  h f  x0  , y 0  f ( x0 ,y 0 )
 2 2 
 h h 
And y ( x1  h )  y1  h f  x1 , y1 f ( x1,y1)
 2 2 
4. Runge-kutta method of fourth order

First formula:
 h k 
k1  hf ( x0 , y 0 ) k3  hf  x0  , y 0  2 
 2 2
 h k 
k2  hf  x0  , y 0  1  k4  hf  x0  h, y 0  k3 
 2 2
1
and y   k1  2k 2  2k3  k 4  & y ( x0  h )  y 0  y
6
For the second formula, replace 0 by 1 in the above formula.
4h
5. Milne’s Predictor formula: y n 1  y n 3  2y n/ 2  y n/ 1  2y n/ 
3
h
6. Milne’s Corrector formula: y n 1  y n 1   y n/ 1  4 y n/  y n/ 1 
3
7. Adams-Bashforth method:
h
Adam’s Predictor formula: y n 1  y n 55y n/  59y n/ 1  37y n/ 2  9y n/ 3 
24
h
Adam’s Corrector formula: y n 1  y n  9y n/ 1  19y n/  5y n/ 1  y n/ 2 
24
UNIT – 5

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 4

Engineering Mathematics 2014

1. Solving ordinary diff. Eqn. by finite diff. method

The given eqn. y // ( x )  f ( x )y / ( x )  g ( x )y ( x )   ( x )

y i 1  2y i  y i 1 y  y i 1
y i// ( x )  2
& y i ( x )  i 1
/

h 2h
2. Solving one dimensional heat eqn. by Bender –Schmidt’s method [Explicit
method]
 2u u
The given equation a
x 2
t
k
then ui , j 1  ui 1, j  (1  2 )ui , j  ui 1, j , where 
ah 2
1
for  the above equation becomes,
2
1 a
ui , j 1  ui 1, j  ui 1, j  , where k  h 2
2 2
3. Solving one dimensional heat eqn. by Crank-Nicolson’s method [Implicit
method]
 2u u
The given equation  a
x 2 t
then   ui 1, j 1  ui 1, j 1   2(  1)ui , j 1  2(  1)ui , j   (ui 1, j  ui 1, j )
k
where 
ah 2
for   1 the above equation becomes,
1
ui , j 1  ui 1, j 1  ui 1, j 1  ui 1, j  ui 1, j  , where k  ah
2

4
4. Solving one dimensional wave eqn.
 2u 2  u
2
The given equation a
t 2 x 2
 
then ui , j 1  2 1   a ui , j   a (ui 1, j  ui 1, j )  ui , j 1 ,
2 2 2 2

k
where 
h
for  a  1, the above equation becomes,
2 2

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 5

Engineering Mathematics 2014

h
ui , j 1  ui 1, j  ui 1, j  ui , j 1 , where k 
a

5. Solving two dimensional Laplace equation

 2u  2u
The given eqn.  2  0 (or) 2u  0
x 2
y

The Standard five point formula: [SFPF]

1
ui , j  ui 1, j  ui 1, j  ui , j 1  ui , j 1 
4
Diagonal five point formula: [DFPF]
1
ui , j  ui 1, j 1  ui 1, j 1  ui 1, j 1  ui 1, j 1 
4
Liebamann’s iteration process:
1 ( n 1)
ui(,nj 1)  ui 1, j  ui(n1,) j  ui(,nj ) 1  ui(,nj 11) 
4
6. Solving two dimensional Poisson equation

 2u  2u
The given eqn.  2  f ( x, y ) (or) 2u  f ( x, y )
x 2
y

To solve the above equation, we use the following formula

ui 1, j  ui 1, j  ui , j 1  ui , j 1  4ui , j  h2f (ih, jh)

---- All the Best ----

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 6