NUMERICAL-METHODS
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Sahil GuleriaNUMERICAL-METHODS
Uploaded by
Sahil Guleria3 Solution of Equations and Eigenvalue Problems
Solution of algebraic and transcendental equations - Fixed point iteration method - Newton Raphson
method- Solution of linear system of equations - Gauss elimination method - Pivoting - Gauss Jordan
method - Iterative methods of Gauss Jacobi and Gauss Seidel - Matrix Inversion by Gauss Jordan
method - Eigen values of a matrix by Power method.
3.1 Introduction
Solution of equation:
A value satisfies given equation is called solution of that equation.
Y=f(x)
x1
-X x2 x3 O x4 x5 X
-Y
Here the curve f (x) with
f (x = x2 ) = f (x = x3 ) = f (x = x4 ) = 0
⇒ x2 , x3 and x4 are solutions of f (x).
and f (x) > 0 for x2 < x < x3 and x4 < x < x5
f (x) < 0 for x1 < x < x2 and x3 < x < x4 .
3.2 Solution of algebraic and transcendental equations
This chapter deals with finding solutions of algebraic and transcendental equations of either of the
forms
f (x) = 0 or f (x) = g(x) (1)
6 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
where we want to solve for the unknown x. An algebraic equation is an equation constructed using
the operations of +, −, ×, ÷, and possibly root taking (radicals). Rational functions and polynomials are
examples of algebraic functions. Transcendental equations in comparison are not algebraic. That is,
they contain non-algebraic functions and possibly their inverses functions. Equations which contain
either trigonometric functions, inverse trigonometric functions, exponential functions, and logarithmic
functions are examples of non-algebraic functions which are called transcendental functions.
Example 1 : (Root of algebraic equation)
132 2 28 147
Estimate the solutions of the algebraic equation f (x) = x3 −
x + x+ = 0.
32 32 32
Solution: We use a computer or calculator and plot a graph of the function y = f (x) and obtain the
figure as follows:
132 2 28 147
f (x) = x3 − x + x+ =0
32 32 32
One can now estimate the solutions of the given equation by determining where the curve crosses the
x−axis because these are the points where y = 0. Examining the graph in above figure we can place
bounds on our estimates x0 , x1 , x2 of the solutions. One such estimate is given by
−1.0 < x0 < −0.8
1.4 < x1 < 1.6
3.4 < x2 < 3.6
To achieve a better estimate for the roots one can plot three versions of the above graph which have
some appropriate scaling in the neighborhood of the roots.
Finding values for x where f (x) = g(x) can also be approached using graphics. One can plot graphs
of the curves y = f (x) and y = g(x) on the same set of axes and then try to estimate where these curves
intersect.
Example 2 : (Root of transcendental equation)
132 2 28 147
Estimate the solutions of the transcendental equation x3 − x + x+ = 5 sin x.
32 32 32
Solution: We again employ a computer or calculator and plot graphs of the functions
132 2 28 147
y = f (x) = x3 − x + x+ and y = g(x) = 5 sin x
32 32 32
to obtain the following figure
Unit III - Solution of Equations and Eigenvalue Problems 7
Graph of y = f (x) and y = g(x)
One can estimate the points where the curve y = f (x) intersects the curve y = g(x). If the curves are
plotted to scale on the same set of axes, then one can place bounds on the estimates of the solution.
One such set of bounds is given by
−1.5 < x3 < −1.0
0.5 < x4 < 1.0
3.0 < x5 < 3.5
By plotting these graphs over a ner scale one can obtain better estimates for the solutions.
Soln. of 1 equation Soln. of n equations Matrix Inversion Eigen Val. & Vec.
Fixed point (IM) Gauss elimination DM(RO) Gauss Jordan(RO) Power method IM(MM)
Newton Raphson (IM) Gauss Jordan DM(RO)
Gauss Jacobi IM(SVS)
Gauss Seidel IM(LVS)
Calculator Usage : Casio fx-991ms
Polynomial: Simultaneous Equations Matrix Entry A: Matrix Entry A&B:
EQN→Deg?(2 or 3) EQN→Unknowns?(2 or 3) Press[MODE] Press[MODE]
Trigonometry: [6:Matrix] [6:Matrix]
Deg.,Rad.,Grads 1:MatA 1:MatA & 2:MatB
−1
Exponential: A : A ∗ B:
Shift ln Shift 4 Shift 4
Logarithmic: MATRIX 3 MATRIX 3
log (def. base 10) MATA x−1 MATA * MATB
where IM:Iterative method, DM: Direct method, RO: Row operations, MM: Matrix multiplication.
SVS:Step value substitution, LVS:Latest value substitution
π
Deg.:Degree Mode, Rad.:Radian Mode, def.:default 90◦ degrees = radians = 100Grads
2
For example:
sin 90◦ ( in degree mode ) = sin (π ÷ 2) ( in radian mode ) = sin (100) ( in Grads mode ) = 1
*** sin (π ÷ 2) , sin π ÷ 2 [∵ sin (π ÷ 2) = 1 & sin π ÷ 2 = 0 ÷ 2 = 0]
Definition of natural logarithm : When ey = x. Then base e logarithm of x is : ln(x) = loge (x) = y
Default base of log is 10 and ln is e. [The e constant or Euler’s number is: e ≈ 2.71828183]
8 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.3 Fixed point iteration method
Write the given equation as f (x) = 0.
Find x1 , x2 with opposite signs of f (x). Find an relation as x = g(x) such that
g ′ (x1 ) < 1
g ′ (x2 ) < 1
x1 , | f (x1 )| < | f (x2 )| ⇒ f (x1 ) is nearer to zero.
X0 =
x2 , | f (x1 )| > | f (x2 )| ⇒ f (x2 ) is nearer to zero.
X1 = g (X0 )
X2 = g (X1 )
..
.
Xn = g (Xn−1 )
Xn+1 = g (Xn )
Note: Stop method if the consecutive values of Xn &Xn+1 are equal upto required place of decimal. i.e.,
Xn = Xn + 1.
3.3.1 Part A
1. If g(x) is continuous in [a, b] then under what condition the iterative method x = g(x) has unique
solution in [a, b]. (MJ2010)
′
Solution: |g (x)| < 1 in [a, b] with order of convergence is one.
2. What are the advantages of iterative methods over direct methods for solving a system of linear
equations. (ND2012)
Solution:
1. Iterative methods are suitable for solving linear equations when the number of equations in
a system is very large(more than 100).
2. Iterative methods are very effective concerning computer storage and time requirements.
3. One of the advantages of using iterative methods is that they require fewer multiplications
for large systems.
4. Iterative methods automatically adjust to errors during study. They can be implemented in
smaller programmes than direct methods.
5. They are fast and simple to use when coefficient matrix is sparse(more zeros).
6. Advantageously they have fewer rounds off errors as compared to other direct methods.
7. The direct methods, aim to calculate an exact solution in a finite number of operations.
Whereas iterative methods begins with an initial approximation and reproduce usually
improved approximations in an infinite sequence whose limit is the exact solution.
Unit III - Solution of Equations and Eigenvalue Problems 9
8. Error is controlled by the number of itertaions and there is no round of error.
9. Iterative methods are self-correcting.
*. Direct methods : Gaussian Elimination, Gauss Jordan Method
Iteration Methods : Fixed-point Iteration, Gauss-Seidel Iteration Method
3. What do you mean by the order of convergence of an iterative method for finding the root of the
equation f (x) = 0? (ND2013)
Solution: For Fixed point iteration method, g ′ (x) < 1 in [a, b] , with order of convergence is one.
where f (x) = 0 ⇒ x = g(x)
For Newton-Raphson iteration method, | f (x) f ′′ (x)| < | f ′ (x)|2 , with order of convergence is two.
✎ ☞
Worked Examples
✍ ✌
3.3.2 Part B
Example 3.1. Solve the equation x3 + x2 − 100 = 0 by iteration method.
Solution: Let f (x) = x3 + x2 − 100 = 0
′
f (x = 0) = (0)3 + (0)2 − 100 = −100 < 0 −′ ve
f (x = 1) = (1)3 + (1)2 − 100 = −98 < 0 ′ −′ ve
f (x = 2) = (2)3 + (2)2 − 100 = −88 < 0 ′ −′ ve
f (x = 3) = (3)3 + (3)2 − 100 = −64 < 0 ′ −′ ve
f (x = 4) = (4)3 + (4)2 − 100 = −20 < 0 (′ −′ ve)
f (x = 5) = (5)3 + (5)2 − 100 = 50 > 0 (′ +′ ve)
∴ f (x) has a root between 4 and 5.
i.e, f (x) has a positive root.
This equation f (x) = x3 + x2 − 100 = 0 can be written as
x3 + x2 − 100 = 0
i.e., x2 (x + 1) = 100
10
i.e., x = √
= g (x) , say
x+1
−1
10
∴ g (x) = √ = 10 + 1) 2
(x
x+1
10 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
d
Therefore, g ′ (x) =
g (x)
dx
−1 ! −1 −3
d −1 −5
−1
= 10 (x + 1) 2 = 10 (x + 1) 2 = −5 (x + 1) 2 =
dx 2 3
(x + 1) 2
−5 5
∴ g ′ (x) = =
3 3
(x + 1) 2 (x + 1) 2
5 5 5 1 1
At x = 4, g ′ (x = 4) = = = √ = √ = = 0.57735 < 1
(4 + 1)3/2 (5)3/2 5 5 5 2.23606
5 5
At x = 5, g ′ (x = 5) = = = 0.34020 < 1
(5 + 1)3/2 (6)3/2
|g ′ (x)| < 1 in (4, 5)
So the fixed point iteration method can be applied. Let x0 = 4
| f (x = 4)| < | f (x = 5)|
Use xn+1 = g (xn )
10 10 10
x1 = g (x0 ) = √ = √ = √ = 4.47214 (round off at 5th decimal)
x0 + 1 4+1 5
10
x2 = g (x1 ) = √ = 4.27486
4.47214 + 1
10
x3 = g (x2 ) = √ = 4.35406
4.27486 + 1
10
x4 = g (x3 ) = √ = 4.32174
4.35406 + 1
10
x5 = g (x4 ) = √ = 4.33484
4.32174 + 1
10
x6 = g (x5 ) = √ = 4.32952
4.33484 + 1
10
x7 = g (x6 ) = √ = 4.33168
4.32952 + 1
10
x8 = g (x7 ) = √ = 4.33080
4.33168 + 1
10
x9 = g (x8 ) = √ = 4.33116
4.33080 + 1
10
x10 = g (x9 ) = √ = 4.33101
4.33116 + 1
10
x11 = g (x10 ) = √ = 4.33107
4.33101 + 1
10
x12 = g (x11 ) = √ = 4.33105
4.33107 + 1
10
x13 = g (x12 ) = √ = 4.33105
4.33105 + 1
These values are same at fifth decimal, i.e., x12 = x13 . So stop the method.
∴ The root of the given equation x3 + x2 − 100 = 0 is 4.33105
Unit III - Solution of Equations and Eigenvalue Problems 11
Note: In above problem, the root is 4.33105(at 5th decimal) or 4.3311(at 4th decimal) or 4.331(at 3rd
decimal).
Example 3.2. Solve the equation x3 + 2x2 + 10x = 20 by fixed point iteration method.
Solution: [x13 = x14 = 1.36880]
Example 3.3. Solve the equation x3 + x + 1 = 0 by fixed point iteration method.
h i
Solution: g (x) = (−1 − x)1/3 ; x23 = x24 = −0.682
Example 3.4. Solve the equation 3x − cos x − 2 = 0 by fixed point iteration method correct to
3 decimal places.
Solution: Let f (x) = 3x − cos x − 2 = 0
f (x = 0) = 3 (0) − cos (0) − 2 = 0 − 1 − 2 = −3 < 0 (′ −′ ve)
f (x = 1) = 3 (1) − cos (1) − 2 = 0.459697 > 0 (′ +′ ve)
∴ f (x) has a root between 0 and 1.
i.e, f (x) has a positive root.
This equation f (x) = 3x − cos x − 2 = 0 can be written as
3x − cos x − 2 = 0
i.e., 3x = 2 + cos x
2 + cos x
i.e., x = = g (x) , say
3
2 + cos x
∴ g (x) =
3
d
Therefore, g ′ (x) =
g (x)
dx " # ! !
d 2 + cos x 1 d 1 − sin x
= = [2 + cos x] = [0 − sin x] =
dx 3 3 dx 3 3
− sin x sin x
∴ g ′ (x) = =
3 3
sin (0)
At x = 0, g ′ (x = 0) = =0 < 1
3
sin (1)
At x = 1, g ′ (x = 1) = = 0.2804 < 1
3
|g ′ (x)| < 1 in (0, 1)
So the fixed point iteration method can be applied. Let x0 = 0
| f (x = 1)| < | f (x = 0)|
12 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Use xn+1 = g (xn ) Now, put n = 0 in xn+1 = g (xn ), we get
2 + cos (x0 ) 2 + cos (0) 2 + 1
x1 = g (x0 ) = = = =1
3 3 3
2 + cos (x1 ) 2 + cos (1)
x2 = g (x1 ) = = = 0.84677
3 3
2 + cos (x2 ) 2 + cos (0.84677)
x3 = g (x2 ) = = = 0.88747
3 3
2 + cos (x3 ) 2 + cos (0.84747)
x4 = g (x3 ) = = = 0.87713
3 3
2 + cos (x4 ) 2 + cos (0.87713)
x5 = g (x4 ) = = = 0.87979
3 3
2 + cos (x5 ) 2 + cos (0.87979)
x6 = g (x5 ) = = = 0.87910
3 3
These values are same at third decimal, i.e., x5 = x6 . So stop the method.
∴ The root of the given equation 3x − cos x − 2 = 0 is 0.879
Example 3.5. Solve the equation cos x = 3x − 1 by iteration method upto 5 decimal.
(Or) Find a positive root of the equation cosx − 3x + 1 = 0 by using iteration method. (AM13)
Solution: [x = 0.60710]
Example 3.6. Solve the equation 2 sin x = x by fixed point iteration method.
Solution: [x = 1.89549]
′ ′
Hint: |g (x = 1)| > 1, so use |g (x = 1.5)| < 1& |g ′ (x = 2)| < 1
Example 3.7. Solve the equation e x − 3x = 0 by iteration method correct to 3 decimal.(MJ12)
Solution: Let f (x) = e x − 3x = 0
f (x = 0) = e0 − 3 (0) = 1 > 0 (′ +′ ve)
f (x = 1) = e1 − 3 (1) = −0.2817 < 0 (′ −′ ve)
∴ f (x) has a root between 0 and 1.
i.e, f (x) has a positive root.
This equation f (x) = e x − 3x = 0 can be written as
3x = e x
ex
i.e., x = = g (x) , say
3
ex
∴ g (x) =
3
d ex ex
" #
′ d
Therefore, g (x) =
g (x) = =
dx dx 3 3
x x
e e
∴ g ′ (x) = =
3 3
e0 1
At x = 0, g ′ (x = 0) = = = 0.333 < 1
3 3
e1
At x = 1, g ′ (x = 1) = = 0.906 < 1
3
Unit III - Solution of Equations and Eigenvalue Problems 13
|g ′ (x)| < 1 in (0, 1)
So the fixed point iteration method can be applied. Let x0 = 0 use xn+1 = g (xn )
Now, put n = 0 in xn+1 = g (xn ), we get
e x0 e0
x1 = g (x0 ) = = = 0.33333 e x7 e0.60727
3 3 x8 = = = 0.61180
3 3
e x1 e0.33333
x2 = = = 0.46520 e x8 e0.61180
3 3 x9 = = = 0.61458
3 3
e x2 e0.46520
x3 = = = 0.53078 e x9 e0.61458
3 3 x10 = = = 0.61629
x3 0.53078 3 3
e e
x4 = = = 0.56675 e x10 e0.61629
3 3 x11 = = = 0.61735
3 3
e x4 e0.56675
x5 = = = 0.58751 e x11 e0.61735
3 3 x12 = g (x11 ) = = = 0.61800
e x5 e0.58751 3 3
x6 = = = 0.59983
3 3 e x12 e0.61800
e x6 e0.59983 x13 = g (x12 ) = = = 0.61840
x7 = = = 0.60727 3 3
3 3
These values are same at third decimal, i.e., x12 = x13 . So stop the method.
∴ The root of the given equation e x − 3x = 0 is 0.618
Example 3.8. Solve the equation 2x − log x = 7 by iteration method correct to 5 decimal.
Solution: Let f (x) = 2x − log x = 7 = 0
f (x = 0) = 2 (0) − log10 (0) − 7 = Undefined
′
−′ ve
f (x = 1) = 2 (1) − log10 (1) − 7 = −5 < 0
′
−′ ve
f (x = 2) = 2 (2) − log10 (2) − 7 = −3 < 0
′
−′ ve
f (x = 3) = 2 (3) − log10 (3) − 7 = −1 < 0
′
+′ ve
f (x = 4) = 2 (4) − log10 (4) − 7 = 0.39 > 0
∴ f (x) has a root between 3 and 4.
i.e, f (x) has a positive root.
This equation f (x) = 2x − log x − 7 = 0 can be written as
2x = 7 + log x
7 + log x
i.e.,x = = g (x) , say
2
7 + log x
∴ g (x) =
2
" # 1
d d 7 + log x 1
Therefore, g ′ (x) = = x =
g (x) =
dx dx 2 2 2x
1 1
∴ g ′ (x) = =
2x 2x
1 1
At x = 3, g ′ (x = 3) = = = 0.166 < 1
2 (3) 6
1 1
At x = 4, g ′ (x = 4) = = = 0.125 < 1
2 (4) 8
14 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
|g ′ (x)| < 1 in (3, 4)
So the fixed point iteration method can be applied. Let x0 = 4, use xn+1 = g (xn )
Now, put n = 0 in xn+1 = g (xn ), we get
7 + log (x0 ) 7 + log (4)
x1 = g (x0 ) = = = 3.80103
2 2
7 + log (x1 ) 7 + log (3.80103)
x2 = g (x1 ) = = = 3.78995
2 2
7 + log (x2 ) 7 + log (3.78995)
x3 = g (x2 ) = = = 3.78932
2 2
7 + log (x3 ) 7 + log (3.78932)
x4 = g (x3 ) = = = 3.78928
2 2
7 + log (x4 ) 7 + log (3.78928)
x5 = g (x4 ) = = = 3.78928
2 2
These values are same at fifth decimal, i.e., x4 = x5 . So stop the method.
∴ The root of the given equation 2x − log x = 7 is 3.78928
Example 3.9. Solve the equation 3x − log10 x = 6 by fixed point iteration method.
Solution: [x = 2.1080]
3.3.3 Anna University Questions
1. Solve e x − 3x = 0 by the method of fixed point iteration. (AM12)
Solution : [x = 0.618]
2. Find a positive root of the equation cosx − 3x + 1 = 0 by using iteration method. (AM13)
Solution : [x = 0.60710]
3.4 Newton Raphson method
(Newton’s method or method of tangents)
f (xn )
Newton-Raphson method formula is xn+1 = xn − = φ (xn ) , where n = 0, 1, 2, · · ·
f ′ (xn )
3.4.1 Part A
1. State the order of convergence and convergence condition for Newton-Raphson method.
(Or) What is the criterion for the convergence in Newton’s method? (MJ2011)
(Or) State the order of convergence and the criterion for the convergence in Newton’s method.
(AM2012)
(Or) Write down the condition for convergence of Newton-Raphson method for f (x) = 0. (ND14)
Solution: Order of convergence is 2. Convergence condition is
| f (x) f ′′
(x)| < | f ′ (x)|2
Unit III - Solution of Equations and Eigenvalue Problems 15
√
2. Find an iterative formula to find N, where N is positive number.
√
Solution: Let x = N
⇒ x = N ⇒ x2 − N = 0
2
Let f (x) = x2 − N ⇒ f ′ (x) = 2x
By Newton’s formula
f (xn ) xn2 − N 2xn2 − xn2 + N xn2 + N
xn+1 = xn − = xn − = =
f ′ (xn ) 2xn 2xn 2xn
3. Derive Newton’s algorithm for finding the pth root of a number N.
√p
Solution: Let x = N 1/p = N ⇒ x p − N = 0
Let f (x) = x p − N ⇒ f ′ (x) = px p−1
By Newton’s formula
xnp − N px p − xnp + N (p − 1) xnp + N
xn+1 = xn − p−1
= n p−1 =
px px px p−1
4. Establish an iteration formula to find the reciprocal of a positive number N by Newton-Raphson
method. (Or)
Find an iterative formula to find the reciprocal of a given number N(N , 0). (AM2013)
1
Solution : Let x =
N
1
i.e., N =
x
1
Let f (x) = − N
x
′ 1
f (x) = − 2
x
1
− N
f (xn ) xn
We know that by Newton’s iterative formula xn+1 = xn − ′ = xn −
f (xn ) 1
− 2
xn
" #
1
= xn + xn2 − N = xn + xn − N xn2 = 2xn − N xn2
xn
xn+1 = xn [2 − N xn ]
which is the required iterative formula for the reciprocal of a given number N.
5. Locate the negative root of x3 − 2x + 5 = 0, approximately.
Solution: Let f (x) = x3 − 2x + 5 = 0
f (−1) = −1 + 2 + 5 = 6 (+ve)
f (−2) = −8 + 4 + 5 = 1 (+ve)
f (−3) = −27 + 6 + 5 = −16 (−ve)
∴ Root lies between −2 and −3.
and root is closer to −2 since | f (−2)| < | f (−3)|
16 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
√
6. Evaluate 12 applying Newton formula.
√
Solution: Let x = 12
⇒ x2 = 12 ⇒ x2 − 12 = 0
Let f (x) = x2 − 12 ⇒ f ′ (x) = 2x
f (3) = 9 − 12 = −3 (−ve)
f (4) = 16 − 12 = 4 (+ve)
∴ Root lies between 3 and 4.
and root is closer to 3 since | f (3)| < | f (4)|
Take x0 = 3
Newton’s formula is
f (xn )
xn+1 = xn −
f ′ (xn )
f (x0 ) f (3) (3)2 − 12
when n = 0, x1 = x0 − =3− = 3 − = 3.5
f ′ (x0 ) f ′ (3) 2 (3)
f (x1 ) f (3.5) (3.5)2 − 12
when n = 1, x2 = x1 − = 3.5 − ′ = 3.5 − = 3.46429
f ′ (x1 ) f (3.5) 2 (3.5)
f (x2 ) f (3.46429) (3.46429)2 − 12
when n = 2, x3 = x2 − = 3.46429 − ′ = 3.46429 − = 3.46410
f ′ (x2 ) f (3.46429) 2 (3.46429)
f (x3 ) f (3.46410) (3.46410)2 − 12
when n = 3, x4 = x3 − = 3.46410 − ′ = 3.46410 − = 3.46410
f ′ (x3 ) f (3.46410) 2 (3.46410)
Here x3 = x4 = 3.46410
∴ The root is 3.46410
7. What is Newton’s algorithm to solve the equation x2 = 12? (ND2010)
2 ′
Solution : Let f (x) = x − 12 ⇒ f (x) = 2x
We know that by
f (xn )
Newton Raphson iteration formula xn+1 = xn −
f ′ (xn )
x2 − 12
= xn − n
2xn
2xn2 − xn2 + 12
=
2xn
xn2 + 12
xn+1 =
2xn
8. Using Newton’s method, find the root between 0 and 1 of x3 = 6x − 4. (ND2011)
f (xn )
Solution: Newton-Raphson method formula is xn+1 = xn − ′ , where n = 0, 1, 2, · · · (1)
f (xn )
Let f (x) = x3 − 6x + 4 ⇒ f ′ (x) = 3x2 − 6
f (x = 0) = 03 − 6(0) + 4 = 4 > 0 ′ +′ ve
′
f (x = 1) = 13 − 6(1) + 4 = −1 < 0 −′ ve
Unit III - Solution of Equations and Eigenvalue Problems 17
∴ A root lies between 0 and 1.
But | f (0)| > | f (1)|
∴ The root is nearer to 1.
Take x0 = 1
Now, put n = 0 in (1), we get
h i
f (x0 ) (x0 )3 − 6 (x0 ) + 4 13 − 6(1) + 4
x1 = x0 − ′ = x0 − h i =1− h i
f (x0 ) 3 (x0 )2 − 6 3 (1)2 − 6
(−1) 1
=1− = 1 − = 0.666 = 0.67 [Corrected to 2 dec. places]
−3 3 h i
f (x1 ) (x1 )3 − 6 (x1 ) + 4 (0.67)3 − 6(0.67) + 4
x2 = x1 − = x1 − = 0.67 −
f ′ (x1 )
h i h i
3 (x1 )2 − 6 3 (0.67)2 − 6
0.28 0.28
= 0.67 − = 0.67 + = 0.73
−4.65 4.68 h i
f (x2 ) (x2 )3 − 6 (x2 ) + 4 (0.73)3 − 6(0.73) + 4
x3 = x2 − ′ = x2 − h i = 0.73 − h i
f (x2 ) 3 (x2 )2 − 6 3 (0.73)2 − 6
0.009 0.009
= 0.73 − = 0.73 + = 0.7320 = 0.73 [Corrected to 2 dec. places]
−4.4013 4.4013
Here x2 = x3 = 0.73
∴ A root of given equation is 0.73 corrected to two decimal places.
√
9. Evaluate 15 using Newton-Raphson’s formula. (AM2014)
√
Solution : W.K.T. The Newton Raphson iterative formula for N is
" #
1 N
xn+1 = xn +
2 xn
√
To find 15
√
W.K.T. 15 is nearer to 4
∴ Let x0 = 4
" # " #
1 N 1 15
x1 = x0 + = 4+ = 3.87500
2 x0 2 4
" # " #
1 N 1 15
x2 = x1 + = 3.875 + = 3.87298
2 x1 2 3.875
" # " #
1 N 1 15
x3 = x2 + = 3.87298 + = 3.87298
2 x2 2 3.87298
Here x2 = x3 = 3.87298
∴ The root is 3.87298
3.4.2 Part B
Example 3.10. Using Newton-Raphson method, find a ‘ + ’ve root correct to 3 decimal
places for the equation x3 − x − 2 = 0 .
f (xn )
Solution: Newton-Raphson method formula is xn+1 = xn − , where n = 0, 1, 2, · · ·
f ′ (xn )
18 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Let f (x) = x3 − x − 2
⇒ f ′ (x) = 3x2 − 1
f (x = 0) = 03 − 0 − 2 = −2 < 0 ’ − ’ve
f (x = 1) = 13 − 1 − 2 = −2 < 0 ’ − ’ve
f (x = 2) = 23 − 2 − 2 = 4 > 0 ′ +′ ve
∴ A root lies between 1 and 2.
Take x0 = 1
f (xn )
Now, put n = 0 in xn+1 = xn − f ′ (xn ) , we get
h i
f (x0 ) (x0 )3 − x0 − 2 13 − 1 − 2
x1 = x0 − ′ = x0 − h i =1− h i =2
f (x0 ) 3 (x0 )2 − 1 3 (1)2 − 1
h i
f (x1 ) (x1 )3 − x1 − 2 23 − 2 − 2
x2 = x1 − ′ = x1 − h i =2− h i = 1.63636
f (x1 ) 3 (x1 )2 − 1 3 (2)2 − 1
f (x2 ) (x2 )3 − x2 − 2 1.636363 − 1.63636 − 2
x3 = x2 − ′
= x2 − h i = 1.63636 − h i = 1.53039
f (x2 ) 3 (x2 )2 − 1 3 (1.63636)2 − 1
f (x3 ) (x3 )3 − x3 − 2 1.530393 − 1.53039 − 2
x4 = x3 − = x3 − = 1.53039 − = 1.52144
f ′ (x3 )
h i h i
3 (x3 )2 − 1 3 (1.53039)2 − 1
f (x4 ) (x4 )3 − x4 − 2 1.521443 − 1.52144 − 2
x5 = x4 − ′
= x4 − h i = 1.52144 − h i = 1.52138
f (x4 ) 2
3 (x4 ) − 1 3 (1.52144)2 − 1
f (x5 ) (x5 )3 − x5 − 2 1.521383 − 1.52138 − 2
x6 = x5 − ′
= x5 − h i = 1.52138 − h i = 1.52138
f (x5 ) 3 (x5 )2 − 1 3 (1.52138)2 − 1
x5 = x6 = 1.52138 upto 5 decimal places.
∴ A root of given equation is 1.521
Example 3.11. Find the real root of x3 − 3x + 1 = 0 lying between 1 and 2 by Newton Raphson
method.
Solution: Let f (x) = x3 − 3x + 1
f (1) = 1 − 3 + 1 = −1 < 0
f (2) = 8 − 6 + 1 = 3 > 0
∴ A root lies between 1 and 2.
Since | f (1)| < | f (2)|, the root is nearer to 1.
Let x0 = 1.
The Newton Raphson formula is
f (xn )
xn+1 = xn −
f ′ (xn )
f (x) = x3 − 3x + 1 ⇒ f ′ (x) = 3x2 − 3
Since f ′ (1) = 3 − 30, Newton’s approximation formula cannot be applied for the initial approximation
at x = 1.
Let us take x0 = 1.5 Now,
Unit III - Solution of Equations and Eigenvalue Problems 19
f (x0 ) f (x1 )
x1 = x0 − x2 = x1 −
f ′ (x0 ) f ′ (x1 )
f (1.5) f (1.5333)
= 1.5 − ′ = 1.5333 − ′
f (1.5) f (1.5333)
(1.5333)3 − 3(1.5333) + 1
" #
(1.5)3 − 3(1.5) + 1
" # " #
−0.125 = 1.5333 −
= 1.5 − = 1.5 − 3(1.5333)2 − 3
3(1.5)2 − 3 3.75 " #
0.0049
= 1.5 + 0.0333 = 1.5333 − = 1.5333 − 0.0012
4.0530
x1 = 1.5333 x2 = 1.5321
f (x2 )
x3 = x2 − ′
f (x2 ) Here x2 = 1.5321 and
f (1.5321)
= 1.5321 − ′
f (1.5321) x3 = 1.5321.
(1.5321)3 − 3(1.5321) + 1
" #
= 1.5321 − ∴The required root,
3(1.5321)2 − 3
correct to four places of decimal is
" #
0.00004
= 1.5321 − = 1.5321 − 0.00001
4.042 1.5321.
x3 = 1.5321
Example 3.12. Solve the equation x3 − 5x + 3 = 0 by Newton-Raphson method.
Solution: [x3 = x4 = 0.65662]
Example 3.13. Solve the equation x4 − x − 9 = 0 by Newton-Raphson method.
Solution: [x6 = x7 = 1.813] upto 3rd decimal.
Example 3.14. Find a negative root of x3 − 2x + 5 = 0 by Newton Raphson method.
Solution: (Home work)
Hint: f (−2) > 0, f (−3) < 0
∴ a root lies between − 2 and − 3
Ans : − 2.095
[Or]
h
Given: x3 − 2x + 5 = 0
Replace x by − x3 + 2x + 5 = 0
i.e., x3 − 2x − 5 = 0
Let f (x) = x3 − 2x − 5 = 0
Now, we find the positive root of f (x) = x3 − 2x − 5
f (2) = −1 and f (3) = 16
∴ a root lies between 2 and 3
The root of f (x) = x3 − 2x − 5 is 2.095
i
∴ The root of x3 − 2x + 5 is − 2.095
Example 3.15. Using Newton-Raphson method, find a ‘ + ’ve root correct to 5 decimal places
for the equation x tan x = 1.28
20 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Solution: Newton-Raphson method formula is
f (xn )
xn+1 = xn − , where n = 0, 1, 2, · · ·
f ′ (xn )
Let f (x) = x tan x − 1.28 ⇒ f ′ (x) = x sec2 x + tan x
′
− ′ ve
f (x = 0) = (0) tan (0) − 1.28 = −1.28 < 0
′
− ′ ve
f (x = 0.5) = (0.5) tan (0.5) − 1.28 = −1.006 < 0
f (x = 1) = (1) tan (1) − 1.28 = 0.2774 > 0 ′ +′ ve
∴ A root lies between 0.5 and 1.
Take x0 = 0.5
f (xn )
Now, put n = 0 in xn+1 = xn − , we get
f ′ (xn )
f (x0 ) x0 tan x0 − 1.28 (0.5) tan (0.5) − 1.28
x1 = x0 − = x0 − = 0.5 − = 1.34218
f ′ (x0 ) 2
x0 sec x0 + tan x0 (0.5) sec2 (0.5) + tan (0.5)
f (x1 ) (1.34218) tan (1.34218) − 1.28
x2 = x1 − = 1.34218 − = 1.19469
f ′ (x1 ) (1.34218) sec2 (1.34218) + tan (1.34218)
f (x2 ) (1.19469) tan (1.19469) − 1.28
x3 = x2 − = 1.19469 − = 1.04143
f ′ (x2 ) (1.19469) sec2 (1.19469) + tan (1.19469)
f (x3 ) (1.04143) tan (1.04143) − 1.28
x4 = x3 − = 1.04143 − = 0.95512
f ′ (x3 ) (1.04143) sec2 (1.04143) + tan (1.04143)
f (x4 ) (0.95512) tan (0.95512) − 1.28
x5 = x4 − = 0.95512 − = 0.93871
f ′ (x4 ) ( 0.95512) sec2 (0.95512) + tan (0.95512)
f (x5 ) (0.93871) tan (0.93871) − 1.28
x6 = x5 − = 0.93871 − = 0.93826
f ′ (x5 ) (0.93871) sec2 (0.93871) + tan (0.93871)
f (x6 ) (0.93826) tan (0.93826) − 1.28
x7 = x6 − = 0.93826 − = 0.93826
f ′ (x6 ) (0.93826) sec2 (0.93826) + tan (0.93826)
x6 = x7 = 0.93826 upto 5 decimal places.
∴ A root of given equation is 0.93826
Example 3.16. Solve the equation x sin x + cos x = 0 by Newton-Raphson method.
Solution: [x4 = x5 = 2.79839]
Example 3.17. Using Newton-Raphson method, find a root correct to 5 decimal places for
the equation e x − 4x = 0
f (xn )
Solution: Newton-Raphson method formula is xn+1 = xn −
f ′ (xn )
Let f (x) = e x − 4x ⇒ f ′ (x) = e x − 4
′
f (x = 0) = e0 − 4 (0) = 1 > 0 +′ ve
f (x = 1) = e1 − 4 (1) = −1.28272 < 0 ’ − ’ve
∴ A root lies between 0 and 1.
Here | f (1)| = 1.28172 > | f (0)| = 1
∴ Root is nearer to 0.
Take x0 = 0
Unit III - Solution of Equations and Eigenvalue Problems 21
f (xn )
Now, put n = 0 in xn+1 = xn − , we get
f ′ (xn )
f (x0 ) e x0 − 4x0 e0 − 4 (0)
x1 = x0 − = x0 − =0− = 0.33333
f ′ (x0 ) e x0 − 4 e0 − 4
f (x1 ) e x1 − 4x1 e0.33333 − 4 (0.33333)
x2 = x1 − ′ = x1 − x = 0.33333 − = 0.35725
f (x1 ) e 1 −4 e0.33333 − 4
f (x2 ) e x2 − 4x2 e0.35725 − 4 (0.35725)
x3 = x2 − ′ = x2 − x = 0.35725 − = 0.35740
f (x2 ) e 2 −4 e0.35725 − 4
f (x3 ) e x3 − 4x3 e0.35740 − 4 (0.35740)
x4 = x3 − ′ = x3 − x = 0.35740 − = 0.35740
f (x3 ) e 3 −4 e0.35740 − 4
∴ A root of given equation is 0.35740
Example 3.18. Find the real root of xe x − 2 = 0 correct to three places of decimals using
Newton Raphson method.
Solution: Let f (x) = xe x − 2
f (0) = −2 < 0
f (1) = e − 2 = 0.7183 > 0
Since f (0) < 0 and f (1) > 0.
∴ A root lies between 0 and 1.
Since | f (1)| < | f (0)|, the root is nearer to 1.
Let x0 = 1.
The Newton Raphson formula is
f (xn )
xn+1 = xn −
f ′ (xn )
f (x) = xe x − 2 ⇒ f ′ (x) = xe x − e x
Now,
f (x0 )
x1 = x0 −
f ′ (x0 ) f (x1 ) f (x2 )
x2 = x1 − x3 = x2 −
f (1) f ′ (x1 ) f ′ (x2 )
=1− ′
f (1) (0.8679)e0.8679 − 2 (0.8528)e0.8528 − 2
" # = 0.8679 − = 0.8528 −
e−2 (0.8679)e0.8679 + e0.8679 (0.8528)e0.8528 + e0.8528
=1− " # " #
e+e 0.0673 0.0008
" # = 0.8679 − = 0.8528 −
0.7183 4.4492 4.3471
=1−
5.4366 = 0.8679 − 0.0151 = 0.8528 − 0.0002
= 1 − 01321
x2 = 0.8528 x3 = 0.8526
x1 = 0.8679
Here x2 = 0.853 and x3 = 0.853.
∴ The required root, correct to three places of decimal is 0.853.
Example 3.19. Solve the equation cos x = xe x , by x0 = 0.5 by Newton-Raphson method.
Solution: [x2 = x3 = 0.51776]
Example 3.20. Solve the equation xe−2x = 0.5 sin x by Newton-Raphson method.
x2 = x3 = 3.12962 upto 5th decimal
Solution:
22 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Example 3.21. Solve the equation 2x − log10 x = 7 by Newton-Raphson method.
Solution: x5 = x6 = 3.78928upto 5th decimal
1
Example 3.22. Find the Newton-Raphson formula to find the value of where N is a real
N
1
number, hence evaluate correct to 4 decimal places.
26
1
Solution: Let x =
N
1 1
⇒N = ⇒ −N =0
x x
1 1
Let f (x) = − N ⇒ f ′ (x) = − 2
x x
By Newton’s formula ,
1
−N !
xn 1
xn+1 = xn − = xn + − N xn2 = xn (2 − N xn )
1 xn
− 2
xn
1
This is the Newton’s-Raphson formula to find the value of .
N
1
To find
26
Put N = 26 and n = 0 in xn+1 = xn (2 − N xn ), we get
x1 = x0 (2 − 26x0 ) (1)
!
1 1 1
Take = 0.04 as x0 ∵ is nearer to
25 25 26
∴ (1) ⇒ x1 = x0 (2 − 26x0 ) = 0.04 [2 − 26 (0.04)] = 0.0384
x2 = x1 (2 − 26x1 ) = 0.0384 [2 − 26 (0.0384)] = 0.03846
x3 = x2 (2 − 26x2 ) = 0.03846 [2 − 26 (0.03846)] = 0.03846
∴ A root of given equation is 0.03846 or 0.0385
√
Example 3.23. Find the Newton-Raphson formula to find the value of N where N is a real
√
number, hence evaluate 142 correct to 5 decimal places.
Solution: [x2 = x3 = 11.91638]
1
Example 3.24. Find the Newton-Raphson formula to find the value of N p where N is a real
√3
number, hence evaluate 17 correct to 5 decimal places.
Solution: [x4 = x5 = 2.57128]
3.4.3 Anna University Questions
1. Solve for a positive root of the equation x4 − x − 10 = 0 using Newton - Raphson method.(MJ2010)
Solution : [x2 = x3 = 1.856]
2. Find the approximate root of xe x = 3 by Newton’s method correcot to 3 decimal places. (MJ2011)
Solution : [x2 = x3 = 1.050]
Unit III - Solution of Equations and Eigenvalue Problems 23
3. Find the Newton’s iterative formula to calculate the reciprocal of N and hence find the value of
1
. (ND2012)
23
Solution : [x0 = x1 = 0.0435]
4. Using Newton’s method, find the real root of x log10 x = 1.2 correct to five decimal places.(ND2013)
Solution : [x3 = x4 = 2.740646096 ≡ 2.74065]
5. Find by Newton-Raphson method a positive root of the equation 3x − cos x − 1 = 0. (ND14)
Solution : [x = 0.607102]
1
6. Find Newton’s iterative formula for the reciprocal of a number N and hence find the value of ,
23
correct to five decimal places.
Solution : [x = 0.04347]
7. Prove the quadratic convergence of Newton’s-Raphson method. Find a positive root of f (x) =
x3 − 5x + 3 = 0, using this method.
Solution : [x = 0.6566]
8. Use Newton’s method to find the real root of 3x − cos x − 1 = 0.
Solution : [x = 0.607102]
9. Obtain the positive root of 2x3 − 3x − 6 = 0 that lies between 1 and 2 by using Newton’s-Raphson
method.
Solution : [1.7838]
Solution of linear system of equations
Let us consider a system of n linear algebraic equations in n unknowns
a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
..
.
an1 x1 + an2 x2 + · · · + ann xn = bn
where the coefficients ai j and the constants bi are real and known. This system of equations in matrix
form may be written as
AX = b
where A = ai j
n×n
X = (x1 , x2 , · · · , xn )T
and b = (b1 , b2 , · · · , bn )T .
A is called the coefficient matrix.
We are interested in finding the values xi , i = 1, 2, · · · , n if they exist, satisfying Equation.
24 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Methods to solve linear system of equations:
1. Gaussian elimination method
2. Pivoting-Gauss Jordan method
3.5 Gauss elimination method
Step 1: Write the augmented matrix for the given system of simultaneous equations
a11 a12 a13 b1
a21 a22 a23 b2
a31 a32 b33 b3
Step 2: Using elementary row operations reduce the given matrix into an upper-triangular matrix
say
c11 c12 c13 d1
0 c22 c23 d2
0 0 c33 d3
Step 3: By back substitution we get the values for unknowns.
3.5.1 Part A
1. By Gauss elimination method solve x + y = 2, 2x + 3y = 5. (MJ2011)
Solution : Given x + y = 2
2x + 3y = 5
The given system can be written as
1 1 x 2
=
2 3 y 5
AX = B
1 1 2
∴ The augmented matrix is [A|B] =
2 3 5
1 1 2
∼ (1)
0 1 1 R2 → R2 − 2R1
Now From (1), by back substitution we get
0x + y = 1 ⇒ y = 1
x+y=2⇒ x+1=2⇒ x=1
∴ x = 1, y = 1.
Unit III - Solution of Equations and Eigenvalue Problems 25
2. Solve the equations x + 2y = 1 and 3x − 2y = 7 by Gauss-Elimination method. " (ND2013) #
1
Solution : x = 2, y = − .
2
3. Using Gauss elimination method solve : 5x + 4y = 15, 3x + 7y = 12. (AM2014)
Solution : Given 5x + 4y = 15
3x + 7y = 12
The given system can be written as
5 4 x 15
=
3 7 y 12
AX = B
5 4 15
∴ The augmented matrix is [A|B] =
3 7 12
5 4 15
∼ 3 3 3 3
3 − (5) 7 − (4) 12 − (15) R2 → R2 − (R1 )
5 5 5 5
5 4 15
(1)
∼ 23 15
0
5 5
Now From (1), by back substitution we get
23 15 15
0x + y= ⇒ y=
5 5 23
285 57
5x + 4y = 15 ⇒ 5x = ⇒ x=
23 23
57 15
∴x= ,y = .
23 23
3.5.2 Part B
Example 3.25. Solve the system of equations by Gauss elimination method
−3x1 + 2x2 − 3x3 = −6
x1 − x2 + x3 = 1
2x1 − 5x2 + 4x3 = 5.
Solution: The given system of equations can be written as
x1 − x2 + x3 = 1
−3x1 + 2x2 − 3x3 = −6
2x1 − 5x2 + 4x3 = 5
26 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Given system of the form AX = B
Gauss elimination method:
The augmented matrix form is
1 −1 1 1
[A|B] = −3 2 −3 −6
2 −5 4 5
1
−1 1 1
∼ −3 + 3 2 − 3 −3 + 3 −6 + 3 R2 → R2 + 3R1
2 − 2 −5 + 2 4 − 2 5 − 2 R3 → R3 − 2R1
1 −1 1 1
∼ 0 −1 0 −3
0 −3 2 3
1 −1 1 1
∼ 0 −1 0 −3
0 −3 + 3 2 − 0 3 + 9 R3 → R3 − 3R2
1 −1 1 1
∼ 0 −1 0 −3
0 0 2 12
∴ By back substitution, (−2, 3, 6) is the solution for the system of equations.
Example 3.26. Solve the system of equations by Gauss elimination method 10x − 2y + 3z = 23,
2x + 10y − 5z = −33, 3x − 4y + 10z = 41.
10
−2 3 x 23
Solution: The matrix form is 2 10 −5 y = −33
3 −4 10 z 41
i.e., AX = B
The augmented matrix
10
−2 3 23
[A, B] = 2 10 −5 −33
3 −4 10 41
10
−2 3
23
∼ 0 52 −28 −188 R2 → 5R2 − R1
0 −34 91 341 R3 → 10R3 − 3R1
10
−2 3 23
∼ 0 52 −28 −188
0 0 3780 11340 R3 → 52R3 + 34R2
Unit III - Solution of Equations and Eigenvalue Problems 27
The reduced system of equations is given by
10x − 2y + 3z = 23 (1)
52y − 28z = −188 (2)
3780z = 11340 (3)
11340
From (3) ⇒ z = =3 (∵ by back substitution)
3780
From (2) ⇒ 52y − 28(3) = −188
52y = −104
y = −2
From (1) ⇒ 10x + 4 + 9 = 23
10x = 10
x=1
Hence the solution is x = 1, y = −2, z = 3.
Example 3.27. 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 + 3.05y + 2.15z = 6.88.
3.15 −1.96 3.85 x 12.95
Solution: The matrix form is 2.13 5.12 −2.89 y = −8.61
5.92 3.05 2.15 z 6.88
i.e., AX = B
The augmented matrix
3.15 −1.96 3.85 12.95
[A, B] = 2.13 5.12 −2.89 −8.61
5.92 3.05 2.15 6.88
3.15 −1.96 3.85 12.95
∼ 0 20.3028 −17.304 −54.705 R2 → 3.15R2 − 2.13R1
0 21.2107 −16.0195 −54.992 R3 → 3.5R3 − 5.92R1
3.15 −1.96 3.85 12.95
∼ 0 20.3028 −17.304 −54.705
0 0 41.7892 43.8398 R3 → 20.3028R3 − 21.2107R2
The reduced system of equations is given by
3.15x − 1.96y + 3.85z = 12.95 (1)
20.3028y − 17.304z = −54.705 (2)
41.7892z = 43.8398 (3)
28 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
43.8398
From (3) ⇒ z = = 1.049(correct to 3 decimals)
41.7892
From (2) ⇒ 20.3028y − 17.304(1.049) = −54.705
36.5531
⇒y=− = −1.800
20.3028
From (1) ⇒ 3.15x − 1.96(−1.8) + 3.85(1.049) = 12.95
3.15x + 7.5667 = 12.95
5.3834
x= = 1.709
3.15
Hence the solution is x = 1.709, y = −1.8, z = 1.049.
3.5.3 Anna University Questions
1. Solve the given system of equations by Gauss elimination method: −x1 + x2 + 10x3 = 35.61, 10x1 +
x2 − x3 = 11.19, x1 + 10x2 + x3 = 20.08. " #
1453 837 779
Solution: x= ,y = ,z =
1100 550 220
3.6 Pivoting - Gauss Jordan method
Step 1: Write the augmented matrix for the given system of simultaneous equations
a11 a12 a13 b1
a21 a22 a23 b2
a31 a32 b33 b3
Step 2: Using elementary row operations reduce the given matrix into a diagonal matrix say
c11 0 0 d1
0 c22 0 d2
0 0 c33 d3
c11 0 0 diagonal matrix
Here
0 c22 0 is a or
0 0 c33 unit matrix
Step 2: By direct substitution we get the values for unknowns.
3.6.1 Part A
1. For solving a linear system AX = B, compare Gauss elimination method and Gauss
Jordan method.
Solution:
Unit III - Solution of Equations and Eigenvalue Problems 29
Gauss elimination method Gauss Jordan method
Coefficient matrix is transmitted into Coefficient matrix is transmitted into
upper triangular matrix diagonal matrix or unit matrix
Direct method Direct method
Obtain the solution by No need of
back substitution method back substitution method
2. State the two difference between direct and iterative methods for solving system of
equations.
Solution:
Direct Method Iterative Method
It gives exact value It gives only approximate value
Simple, takes less time Time consuming and labourious
This method determine all the roots This method determine only one root
at the same time at a time
3.6.2 Part B
Example 3.28. Solve the system of equations by Gauss Jordan method
−3x1 + 2x2 − 3x3 = −6
x1 − x2 + x3 = 1
2x1 − 5x2 + 4x3 = 5.
Solution: The given system of equations can be written as
x1 − x2 + x3 = 1
−3x1 + 2x2 − 3x3 = −6
2x1 − 5x2 + 4x3 = 5
Given system of the form AX = B
Gauss-Jordan method:
The augmented matrix form is
1 −1 1 1
[A|B] = −3 2 −3 −6
2 −5 4 5
1
−1 1 1
∼ −3 + 3 2−3 −3 + 3 −6 + 3 R2 → R2 + 3R1
2−2 −5 + 2 4−2 5 − 2 R3 → R3 − 2R1
1 −1 1 1
∼ 0 −1 0 −3
0 −3 2 3
30 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
1 −1 1 1
∼ 0 1 0 3 R2 → R2 × (−1)
0 −3 2 3
1 + 0 −1 + 1 1+0 1 + 3 R1 → R1 + R2
∼ 0 1 0 3
0 −3 + 3(1) 2 + 3(0) 3 + 3(3) R3 → R3 + 3R2
1 0 1 4
∼ 0 1 0 3
0 0 2 12
1 0 1 4
∼ 0 1 0 3
R3
0 0 1 6 R3 →
2
1 0
0 −2 R1 → R1 − R3
∼ 0 1 0 3
0 0 1 6
∴ x1 = −2, x2 = 3, x3 = 6
⇒ (x1 , x2 , x3 ) = (−2, 3, 6).
Example 3.29. Solve the system of equation by (i) Gauss elimination method (ii) Gauss
Jordan method
28x + 4y − z = 32
x + 3y + 10z = 24
2x + 17y + 4z = 35
Solution: (x, y, z) = (0.99359, 1.50697, 1.84855)
Example 3.30. Solve the system of equation by (i) Gauss elimination method (ii) Gauss
Jordan method
p+ q+ r+ s = 2
p + q + 3r − 2s = −6
2p + 3q − r + 2s = 7
p + 2q + r − s = −2
Solution: (p, q, r, s) = (1, 0, −1, 2)
3.6.3 Anna University Questions
1. Apply Gauss-Jordan method to solve the following system of equations x + y + z = 9, 2x − 3y + 4z =
13, 3x + 4y + 5z = 40. (AM11)
Solution: (x, y, z) = (1, 3, 5)
Unit III - Solution of Equations and Eigenvalue Problems 31
2. Apply Gauss-Jordan method to find the solution of the following system: 10x+y+z = 12, 2x+10y+z =
13, x + y + 5z = 7 (ND11)
Solution: (x, y, z) = (1, 1, 1)
3. Solve the system of equations by Gauss-Jordan method: 5x1 − x2 = 9; −x1 +5x2 − x3 = 4; −x2 +5x3 = −6
(AM14)
Solution: (x, y, z) = (2, 1, −1)
4. Using Gauss-Jordan method to solve 2x − y + 3z = 8; −x + 2y + z = 4, 3x + y − 4z = 0. (ND14)
Solution: x = 2, y = 2, z = 2
5. Solve by Gauss Jordan method, the following system 10x+y−z = 11.19; x+10y+z = 20.08; −x+y+10z =
35.61. " #
1453 837 779
Solution: x= ,y = ,z =
1100 550 220
6. Apply Gauss Jordan method to solve the equations x + y + z = 9; 2x − 3y + 4z"= 13; 3x + 4y + 5z = 40.#
11 19 59
Solution: x= ,y = ,z =
12 6 12
Diagonal system
In the system of linear equations in n unknowns AX = B. If the coefficient matrix A is diagonally
dominant then the system is said to be a diagonal system.
Thus the system of equations
a1 b1 c1 x d1
i.e., a2 b2 c2 y = d2
a1 x + b1 y + c1 z = d1
a3 b3 c3 z d3
a2 x + b2 y + c2 z = d2
i.e., AX = B
a3 x + b3 y + c3 z = d3
is a diagonal system if
|a1 | ≥ |b1 | + |c1 |
|b2 | ≥ |a2 | + |c2 |
|c3 | ≥ |a3 | + |b3 |
Note : For the Gauss Seidal method to converge quickly, the coefficient matrix A must be diagonally
dominant.
If the coefficient matrix A is not diagonally dominant we must rearrange the equations in such a
way that the resulting matrix becomes dominant, and then only we can apply Gauss Seidel method.
32 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Iterative Methods:
Let us consider a system of n linear algebraic equations in n unknowns
a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
..
.
an1 x1 + an2 x2 + · · · + ann xn = bn
where the coefficients ai j and the constants bi are real and known. This system of equations in matrix
form may be written as
AX = b
where A = ai j
n×n
X = (x1 , x2 , · · · , xn )T
and b = (b1 , b2 , · · · , bn )T .
A is called the coefficient matrix.
We are interested in finding the values xi , i = 1, 2n if they exist, satisfying Equation.
P
A square matrix A is called diagonally dominant if |Aii | ≥ |Ai j | for all i.
j,i
i.e.,
X
|A11 | ≥ |A1 j |
j,1
X
|A22 | ≥ |A2 j |
j,2
X
|A33 | ≥ |A3 j |
j,3
P
A square matrix A is called strictly diagonally dominant if |Aii | > |Ai j | for all i.
j,i
i.e.,
X
|A11 | > |A1 j |
j,1
X
|A22 | > |A2 j |
j,2
X
|A33 | > |A3 j |
j,3
The following methods to solve the system of equations by iterative methods:
(a) Gauss Jacobi Method
(a) Gauss-Seidel Method
Unit III - Solution of Equations and Eigenvalue Problems 33
3.7 Iterative methods of Gauss-Jacobi
Step 1: Let the system of equations be
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3
with diagonally dominant.
Step 2: The above system should write into the form
1
x= (b1 − a12 y − a13 z) (1)
a11
1
y= (b2 − a21 x − a23 z) (2)
a22
1
z= (b3 − a31 x − a32 y) (3)
a33
Step 3: Start with the initial values x(0) = 0, y(0) = 0, z(0) = 0 for x, y, z and get x(1) , y(1) , z(1)
∴ (1),(2),(3) become
1
x(1) = b1 − a12 y(0) − a13 z(0)
a11
1
y(1) = b2 − a21 x(0) − a23 z(0)
a22
1
z(1) = b3 − a31 x(0) − a32 y(0)
a33
Step 4: Using this x(1) for x, y(1) for y, z(1) for z in (1),(2),(3) respectively, we get
1
x(2) = b1 − a12 y(1) − a13 z(1)
a11
(2) 1
y = b2 − a21 x(1) − a23 z(1)
a22
1
z(2) = b3 − a31 x(1) − a32 y(1)
a33
Continuing in the same procedure until the convergence is confirmed.
The general iterative formula of Gauss-Jacobi is
1 h i
x1( j+1) = b1 − a12 x2( j) + a13 x3( j) + · · · + a2n xn( j)
a11
1 h i
x2( j+1) = b2 − a21 x1( j) + a23 x3( j) + · · · + a2n xn( j)
a22
( j+1) 1 h i
x3 = b3 − a31 x1( j) + a32 x2( j) + · · · + a2n xn( j)
a33
..
.
1 h i
xn( j+1) = bn − an1 x1( j) + an2 x2( j) + · · · + an,n−1 xn−1( j)
ann
Note : Suppose n equations with n unknown variables x1 , x2 , · · · , xn , then
In Gauss Jacobi iteration method, for xn( j+1) , use xn( j) values only.
Start with x1 = x2 = · · · = 0
In Gauss Seidel iteration method, for xn( j+1) , use latest values of xn( j) or xn( j+1) .
Start with x2 = x3 = · · · = 0
34 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.7.1 Part A
1. Why use Jacobi ?
Solution : Because you can separate the n−equations into n independent tasks; it is very well
suited to computers with parallel processors.
3.7.2 Part B
Example 3.31. Solve by Gauss-Jacobi iterative method
x + y + 54z = 110
27x + 6y − z = 85
6x + 15y + 2z = 72
Solution: This can be written in diagonally dominant matrix as
27x + 6y − z = 85 (1)
6x + 15y + 2z = 72 (2)
x + y + 54z = 110 (3)
1
(1) ⇒ x = (85 − 6y + z) (4)
27
1
(2) ⇒ y = (72 − 6x − 2z) (5)
15
1
(3) ⇒ z = (110 − x − y) (6)
54
Iteration 1: Put the initial values x(0) = y(0) = z(0) = 0 in RHS of (4),(5),(6)
1 h i 1
(4) ⇒ x(1) = 85 − 6y(0) + z(0) = [85 − 6(0) + 0] = 3.14815
27 27
1 h i 1
(5) ⇒ y(1) = 72 − 6x(0) − 2z(0) = [72 − 6(0) − 2(0)] = 4.80000
15 15
1 i 1
(6) ⇒ z(1) = 110 − x(0) − y(0) = (110 − 0 − 0) = 2.03704
54 54
Iteration 2: Put the intial values x = 3.14815, y = 4.80000, z = 2.03704 in RHS of (4),(5),(6)
1 h i 1
(4) ⇒ x(2) = 85 − 6y(1) + z(1) = [85 − 6(4.80000) + 2.03704] = 2.15693
27 27
1 h i 1
(5) ⇒ y(2) = 72 − 6x(1) − 2z(1) = [72 − 6(3.14815) − 2(2.03704)] = 3.26914
15 15
1 h i 1
(6) ⇒ z(2) = 110 − x(1) − y(1) = (110 − 3.14815 − 4.80000) = 1.88985
54 54
Iteration 3:
1 h i 1
(4) ⇒ x(3) = 85 − 6y(2) + z(2) = [85 − 6(3.26914) + 1.88985] = 2.49167
27 27
1 h i 1
(5) ⇒ y(3) = 72 − 6x(2) − 2z(2) = [72 − 6(2.15693) − 2(1.88985)] = 3.68525
15 15
1 h i 1
(6) ⇒ z(3) = 110 − x(2) − y(2) = (110 − 2.15693 − 3.26914) = 1.93655
54 54
Unit III - Solution of Equations and Eigenvalue Problems 35
Iteration 4:
1 h i 1
(4) ⇒ x(4) = 85 − 6y(3) + z(3) = [85 − 6(3.68525) + 1.93655] = 2.40093
27 27
1 h i 1
(5) ⇒ y(4) = 72 − 6x(3) − 2z(3) = [72 − 6(2.49167) − 2(1.93655)] = 3.54513
15 15
1 h i 1
(6) ⇒ z(4) = 110 − x(3) − y(3) = (110 − 2.49167 − 3.68525) = 1.92265
54 54
Iteration 5:
1 h i 1
(4) ⇒ x(5) = 85 − 6y(4) + z(4) = [85 − 6(3.54513) + 1.92265] = 2.43155
27 27
1 h i 1
(5) ⇒ y(5) = 72 − 6x(4) − 2z(4) = [72 − 6(2.40093) − 2(1.92265)] = 3.58328
15 15
1 h i 1
(6) ⇒ z(5) = 110 − x(4) − y(4) = (110 − 2.40093 − 3.54513) = 1.92692
54 54
Iteration 6:
1 h i 1
(4) ⇒ x(6) = 85 − 6y(5) + z(5) = [85 − 6(3.58328) + 1.92692] = 2.42323
27 27
1 h i 1
(5) ⇒ y(6) = 72 − 6x(5) − 2z(5) = [72 − 6(2.43155) − 2(1.92692)] = 3.57046
15 15
1 h i 1
(6) ⇒ z(6) = 110 − x(5) − y(5) = (110 − 2.43155 − 3.58328) = 1.92565
54 54
Iteration 7:
1 h i 1
(4) ⇒ x(7) = 85 − 6y(6) + z(6) = [85 − 6(3.57046) + 1.92565] = 2.42603
27 27
1 h i 1
(5) ⇒ y(7) = 72 − 6x(6) − 2z(6) = [72 − 6(2.42323) − 2(1.92565)] = 3.57395
15 15
1 h i 1
(6) ⇒ z(7) = 110 − x(6) − y(6) = (110 − 2.42323 − 3.57046) = 1.92604
54 54
Iteration 8:
1 h i 1
(4) ⇒ x(8) = 85 − 6y(7) + z(7) = [85 − 6(3.57395) + 1.92604] = 2.42527
27 27
1 h i 1
(5) ⇒ y(8) = 72 − 6x(7) − 2z(7) = [72 − 6(2.42603) − 2(1.92604)] = 3.57278
15 15
1 h i 1
(6) ⇒ z(8) = 110 − x(7) − y(7) = (110 − 2.42603 − 3.57395) = 1.92593
54 54
Iteration 9:
1 h i 1
(4) ⇒ x(9) = 85 − 6y(8) + z(8) = [85 − 6(3.57278) + 1.92593] = 2.42553
27 27
1 h i 1
(5) ⇒ y(9) = 72 − 6x(8) − 2z(8) = [72 − 6(2.42527) − 2(1.92593)] = 3.57310
15 15
1 h i 1
(6) ⇒ z(9) = 110 − x(8) − y(8) = (110 − 2.42527 − 3.57278) = 1.92596
54 54
Iteration 10:
1 h i 1
(4) ⇒ x(10) = 85 − 6y(9) + z(9) = [85 − 6(3.57310) + 1.92596] = 2.42546
27 27
1 h i 1
(5) ⇒ y(10) = 72 − 6x(9) − 2z(9) = [72 − 6(2.42553) − 2(1.92596)] = 3.57299
15 15
1 h i 1
(6) ⇒ z(10) = 110 − x(9) − y(9) = (110 − 2.42553 − 3.57310) = 1.92595
54 54
36 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Iteration 11:
1 h i 1
(4) ⇒ x(11) = 85 − 6y(10) + z(10) = [85 − 6(3.57299) + 1.92595] = 2.42548
27 27
1 h i 1
(5) ⇒ y(11) = 72 − 6x(10) − 2z(10) = [72 − 6(2.42546) − 2(1.92595)] = 3.57302
15 15
1 h i 1
(6) ⇒ z(11) = 110 − x(10) − y(10) = (110 − 2.42546 − 3.57299) = 1.92595
54 54
Iteration 12:
1 h i 1
(4) ⇒ x(12) = 85 − 6y(11) + z(11) = [85 − 6(3.57302) + 1.92595] = 2.42547
27 27
1 h i 1
(5) ⇒ y(12) = 72 − 6x(11) − 2z(11) = [72 − 6(2.42548) − 2(1.92595)] = 3.57301
15 15
1 h i 1
(6) ⇒ z(12) = 110 − x(11) − y(11) = (110 − 2.42548 − 3.57302) = 1.92595
54 54
Iteration 13:
1 h i 1
(4) ⇒ x(13) = 85 − 6y(12) + z(12) = [85 − 6(3.57301) + 1.92595] = 2.42548
27 27
1 h i 1
(5) ⇒ y(13) = 72 − 6x(12) − 2z(12) = [72 − 6(2.42547) − 2(1.92595)] = 3.57302
15 15
1 h i 1
(6) ⇒ z(13) = 110 − x(12) − y(12) = (110 − 2.42547 − 3.57301) = 1.92595
54 54
Iteration 14:
1 h i 1
(4) ⇒ x(14) = 85 − 6y(13) + z(13) = [85 − 6(3.57302) + 1.92595] = 2.42548
27 27
1 h i 1
(5) ⇒ y(14) = 72 − 6x(13) − 2z(13) = [72 − 6(2.42548) − 2(1.92595)] = 3.57302
15 15
1 h i 1
(6) ⇒ z(14) = 110 − x(13) − y(13) = (110 − 2.42548 − 3.57302) = 1.92595
54 54
∴ Solution is (x, y, z) = (2.42548, 3.57302, 1.92595)
3.8 Iterative methods of Gauss-Seidel
Step 1: Let the system of equations be
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3
with diagonally dominant.
Step 2: The above system should write into the form
1
x= (b1 − a12 y − a13 z) (1)
a11
1
y= (b2 − a21 x − a23 z) (2)
a22
1
z= (b3 − a31 x − a32 y) (3)
a33
Unit III - Solution of Equations and Eigenvalue Problems 37
Step 3: Start with the initial values y(0) = 0, z(0) = 0 for y, z and get x(1) from the first equation.
1
∴ (1) becomes x(1) = b1 − a12 y(0) − a13 z(0)
a11
Step 4: Using this x(1) in (2), we use z(0) for z and x(1) for x instead of x(0) , we get
1
∴ (2) becomes y(1) = b2 − a21 x(1) − a23 z(0)
a22
Step 5: Substitute x(1) , y(1) for x, y in the third equation.
1
∴ (3) becomes z(1) = b3 − a31 x(1) − a32 y(1)
a33
Step 6: To find the values of unknowns, use the latest available values on the right side. If x(r) , y(r) , z(r)
are the rth iterate values, then the next iteration will be
1
x(r+1) = b1 − a12 y(r) − a13 z(r)
a11
1
y(r+1) = b2 − a21 x(r+1) − a23 z(r)
a22
1
z(r+1) = b3 − a31 x(r+1) − a32 y(r+1)
a33
Step 7: This process of continued until the convergence is confirmed.
The general iterative formula of Gauss-Seidel is
1 h i
x1( j+1) = b1 − a12 x2( j) + a13 x3( j) + · · · + a2n xn( j)
a11
1 h i
x2( j+1) = b2 − a21 x1( j+1) + a23 x3( j) + · · · + a2n xn( j)
a22
1 h i
x3( j+1) = b3 − a31 x1( j+1) + a32 x2( j+1) + · · · + a2n xn( j)
a33
..
.
1 h i
xn( j+1) = bn − an1 x1( j+1) + an2 x2( j+1) + · · · + an,n−1 xn−1
( j+1)
ann
Note : If either method converges, Gauss-Seidel converges faster than Jacobi.
3.8.1 Part A
1. Write the first iteration values of x, y, z when the equations 27x + 6y − z = 85, 6x + 15y + 2z =
72, x + y + 54z = 110 are solved by Gauss-Seidel method.
Solution: Since the given equations are in the diagonally dominant and find the x, y, z as follows
1 1 85
x= 85 − 6y + z = [85 − 6(0) + (0)] = = 3.14815 (by putting y = z = 0)
27 27 27
1 1
y = [72 − 6x − 2z] = [72 − 6 (3.14815) − 2 (0)] = 3.54074 (by putting x = 3.14815, z = 0)
15 15
1 1
z= 110 − x − y = [110 − 3.14815 − 3.54074] = 1.91317 (by putting x = 3.14815, y = 3.54074)
54 54
∴ First iteration values of x, y, z is (x = 3.14815, y = 3.54074, z = 1.91317)
38 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.8.2 Part B
Example 3.32. Solve by Gauss-Seidel iterative method [AM 2011]
x + y + 54z = 110
27x + 6y − z = 85
6x + 15y + 2z = 72
Solution: This can be written in diagonally dominant matrix as
27x + 6y − z = 85 (1)
6x + 15y + 2z = 72 (2)
x + y + 54z = 110 (3)
1
(1) ⇒ x = 85 − 6y + z (4)
27
1
(2) ⇒ y = [72 − 6x − 2z] (5)
15
1
(3) ⇒ z = 110 − x − y (5)
54
Iteration 1: Put Initial values y(0) = z(0) = 0 in (4)
1 h i 1
(4) ⇒ x(1) = 85 − 6y(0) + z(0) = [85 − 6(0) + 0] = 3.14815
27 27
1 h i 1
(5) ⇒ y(1) = 72 − 6x(1) − 2z(0) = [72 − 6(3.14815) − 2(0)] = 3.54074
15 15
1 h i 1
(6) ⇒ z(1) = 110 − x(1) − y(1) = [110 − 3.14815 − 3.54074] = 1.91317
54 54
Iteration 2: [Substitute the latest values of x, y, z in (4), (5), (6)]
1 h i 1
x(2) = 85 − 6y(1) + z(1) = [85 − 6 (3.54074) + 1.91317] = 2.43218
27 27
1 h i 1
y(2) = 72 − 6x(2) − 2z(1) = [72 − 6 (2.43218) − 2 (1.91317)] = 3.57204
15 15
1 h i 1
z(2) = 110 − x(2) − y(2) = [110 − 2.43218 − 3.57204] = 1.92585
54 54
Iteration 3:
1 1
x(3) = [85 − 6y(2) + z(2) ] = [85 − 6 (3.57204) + 1.92585] = 2.42569
27 27
1 h i 1
y(3) = 72 − 6x(3) − 2z(2) = [72 − 6 (2.42569) − 2 (1.92585)] = 3.57294
15 15
1 h i 1
z(3) = 110 − x(3) − y(3) = [110 − 2.42569 − 3.57294] = 1.92595
54 54
Iteration 4:
1 h i 1
x(4) = 85 − 6y(3) + z(3) = [85 − 6 (3.57294) + 1.92595] = 2.42549
27 27
1 h i 1
y(4) = 72 − 6x(4) − 2z(3) = [72 − 6 (2.42549) − 2 (1.92595)] = 3.57301
15 15
1 h i 1
z(4) = 110 − x(3) − y(3) = [110 − 2.42549 − 3.57301] = 1.92595
54 54
Unit III - Solution of Equations and Eigenvalue Problems 39
Iteration 5:
1 h i 1
x(5) = 85 − 6y(4) + z(4) = [85 − 6 (3.57301) + 1.92595] = 2.42548
27 27
1 h i 1
y(5) = 72 − 6x(5) − 2z(4) = [72 − 6 (2.42548) − 2 (1.92595)] = 3.57301
15 15
1 h i 1
z(5) = 110 − x(4) − y(4) = [110 − 2.42548 − 3.57301] = 1.92595
54 54
∴ Solution is (x, y, z) = (2.42548, 3.57301, 1.92595)
Note : Iterations of the above given problem are given as follows:
Iteration x y z
1 3.14815 3.54074 1.91317
2 1.91317 3.57204 1.92585
3 2.42569 3.57294 1.92595
4 2.42549 3.57301 1.92595
5 2.42548 3.57301 1.92595
Example 3.33. Solve by Gauss-Seidel iterative method
8x − 3y + 2z = 20
6x + 3y + 12z = 35
4x + 11y − z = 33
Solution: [(x, y, z) = (3.016, 1.985, 0.911)]
Example 3.34. Apply Gauss-Seidel method to solve the system of equations
20x + y − 2z = 17, 3x + 20y − z = −18, 2x − 3y + 20z = 25
Solution: [(x, y, z) = (0.999969 ≈ 1, −1064 ≈ −1, 102 ≈ 1)]
Example 3.35. Solve the following system by Gauss-Seidal method :
28x + 4y − z = 32; x + 3y + 10z = 24; 2x + 17y + 4z = 35
Solution: [x = 0.9936, y = 1.507, z = 1.8486]
Example 3.36. By using Gauss-Seidel method, solve the system of equations
6x + 3y + 12z = 35; 8x − 3y + 2z = 20; 4x + 11y − z = 33.
Solution: [(x, y, z) = (3.016, 1.985, 0.911)]
Example 3.37. By using Gauss-Seidel iteration method, solve the following system of
equations upto four decimals.
10x − 2y − z − w = 3; −2x + 10y − z − w = 15; −x − y + 10z − 2w = 27; −x − y − 2z + 10w = −9.
Solution: [x = 3.017, y = 1.986, z = 0.91]
Example 3.38. Using Gauss Seidel iteration method solve the following system start with
x = 1, y = −2, z = 3: x + 3y + 52z = 173.61, x − 27y + 2z = 71.31, 41x − 2y + 3z = 65.46.
Solution: Given
x + 3y + 52z = 173.61
x − 27y + 2z = 71.31
41x − 2y + 3z = 65.46
40 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Since the coefficient matrix A of the given system of equations is not diagonally dominant, we rewrite
the equations
41x − 2y + 3z = 65.46
x − 27y + 2z = 71.31
x + 3y + 52z = 173.61
From the above system of equations
1
x= [65.46 + 2y − 3z]
41
1
y = − [71.31 − x − 2z]
27
1
z= [173.61 − x − 3y]
52
Let the initial values be x = 1, y = −2, z = 3
Iteration 1: Iteration 2:
1 1
x(1) = [65.46 + 2(−2) − 3(3)] = 1.2795 x(2) = [65.46 + 2(−2.3715) − 3(3.4509)] = 1.2284
41 41
1 1
y(1) = − [71.31 − 1.2795 − 2(3)] = −2.3715 y(2) = − [71.31 − 1.2284 − 2(3.4509)] = −2.34
27 27
(1) 1 (2) 1
z = [173.61 − 1.2795 − 3(−2.3715)] = 3.4509 z = [173.61 − 1.2284 − 3(−2.34)] = 3.4477
52 52
Iteration 3: Iteration 4:
1 1
x(3) = [65.46 + 2(−2.34) − 3(3.4477)] = 1.2302 x(4) = [65.46 + 2(−2.3402) − 3(3.45)] = 1.23
41 41
1 1
y(3) = − [71.31 − 1.2302 − 2(3.4477)] = −2.3402 y(4) = − [71.31 − 1.23 − 2(3.45)] = −2.34
27 27
(3) 1 (4) 1
z = [173.61 − 1.2302 − 3(−2.3402)] = 3.45 z = [173.61 − 1.23 − 3(−2.34)] = 3.45
52 52
From third and fourth iterations
x = 1.23, y = −2.34, z = 3.45
3.8.3 Anna University Questions
1. Use Gauss-Seidel iterative method to obtain the solution of the equations 9x−y+2z = 9, x+10y−2z =
15, 2x − 2y − 13z = −17. (MJ10)
(5) (6)
Solution : [(x, y, z) = (x, y, z) = (0.917, 1.647, 1.195)]
2. Apply Gauss-Seidel method to solve the system of equations 20x + y − 2z = 17, 3x + 20y − z = −18,
2x − 3y + 20z = 25. (ND10)
(3) (4)
Solution : [(x, y, z) = (x, y, z) = (1, −1, 1)]
3. Solve by Gauss-Seidel iterative method x + y + 54z = 110, 27x + 6y − z = 85, 6x + 15y + 2z = 72.(AM11)
Solution : [(x, y, z)(3) = (x, y, z)(4) = (2.426, 3.573, 1.926)]
4. Solve the following system by Gauss-Seidal method :
28x + 4y − z = 32; x + 3y + 10z = 24; 2x + 17y + 4z = 35 (ND11)
(5) (6)
Solution : [(x, y, z) = (x, y, z) = (0.9936, 1.507, 1.8486)]
Unit III - Solution of Equations and Eigenvalue Problems 41
5. Apply Gauss-Seidel method to solve the system of equations
20x + y − 2z = 17, 3x + 20y − z = −18, 2x − 3y + 20z = 25 (MJ12,ND10)
(3)
Solution : [(x, y, z) = (x, y, z)(4) = (1, −1, 1)]
6. Solve the following system of equations using Gauss-Seidel method:10x+2y+z = 9, x+10y−z = −22,
−2x + 3y + 10z = 22 (ND12)
(3) (4)
Solution : [(x, y, z) = (x, y, z) = (1, −2, 3)]
7. Solve by Gauss-Seidel method, the equations 27x + 6y − z = 85, 6x + 15y + 2z = 72, x + y + 54z = 110.
(AM13)
(3) (4)
Solution : [(x, y, z) = (x, y, z) = (2.426, 3.573, 1.926)]
8. Solve the equations by Gauss-Seidel method of iteration. 10x + 2y + z = 9, x + 10y − z = −22, −2x +
3y + 10z = 22. (ND13)
(3) (4)
Solution : [(x, y, z) = (x, y, z) = (1, −2, 3)]
9. Using Gauss-Seidel method, solve the following system of linear equation s 4x+2y+z = 14; x+5y−z =
10; x + y + 8z = 20. (AM14)
Solution : [(x, y, z) = (2, 2, 2)]
10. Apply Gauss-Seidal method to solve the system of equations 20x + y − 2z = 17, 3x + 20y − z = −18,
2x − 3y + 20z = 25. (ND14)
Solution : [(x, y, z) = (1, −1, 1)]
3.9 Matrix Inversion by Gauss Jordan method
Given Matrix An×n ,
Form
Row
h i
[An×n | In×n ] ∼ In×n | A−1
n×n
Operations
3.9.1 Part A
1 3
1. Find the inverse of A = by Gauss-Jordan method.
(ND14)
2 7
42 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
1 3 1 0
Solution : Consider [A|I] =
2 7 0 1
1 3 1 0
∼
0 1 −2 1 R2 → R2 − 2R1
1 0 7 −3
∼ R1 → R1 − 3R2
0 1 −2 1
7 −3
∴ A−1 =
−2 1
3.9.2 Part B
Example 3.39. Using Gauss-Jordan method, find the inverse of the matrix
1 0 −1
3 4 5
0 −6 −7
1
0 −1
Solution: Let A = 3 4 5
0 −6 −7
1 0 −1 1 0 0
Consider [A|I] = 3 4 5 0 1 0
0 −6 −7 0 0 1
1
0 −1 1 0 0
∼ 3−3 (1) 4−3 (0) 5−3 (−1) 0−3 (1) 1−3 (0) 0−3 (0) R2 → R2 − 3R1
0 −6 −7 0 0 1
1 0 −1 1 0 0
∼ 0 4 8 −3 1 0
R2 → R2
0 −6 −7 0 0 1 4
1 0 −1 1 0 0
∼ 0 1
2 −3/4 1/4 0
0 −6 −7 0 0 1 R3 → R3 + 6 (R2 )
1
0 −1 1 0 0
∼ 0 1 2 −3/4 1/4 0
0 −6 + 6 (1) −7 + 6 (2) 0 + 6 (−3/4) 0 + 6 (1/4) 1 + 6 (0)
1 0 −1 1 0 0
∼ 0 1 2 −3/4 1/4 0
R3
0 0 5 −9/2 3/2 1 R3 →
5
Unit III - Solution of Equations and Eigenvalue Problems 43
1 0 −1 1 0 0 R1 → R1 + R3
∼ 0 1 2 −3/4 1/4 0 R2 → R2 − 2 (R3 )
0 0 1 −9/10 3/10 1/5
1 + 0 0+0 −1 + 1 1 + (−9/10) 0 + (3/10) 0 + (1/5)
∼ 0 − 2 (0) 1 − 2 (0) 2 − 2 (1) (−3/4) − 2 (−9/10) (1/4) − 2 (3/10) 0 − 2 (1/5)
0 0 1 −9/10 3/10 1/5
1 0 0 1/10 3/10 1/5
∼ 0 1 0 21/20 −7/20 −2/5
0 0 1 −9/10 3/10 1/5
h i
= I|A−1
1 3 2
1
∴ A−1 = 21/2 −7/2 −4
10
−9 3 2
1 1 3
Example 3.40. Find the inverse of a matrix 1 3 −3 by Gauss-Jordan method.
−2 −4 −4
12 4 6
A−1 = 1
Solution: −5 −1 −3
4
−1 −1 −1
2 2 6
Example 3.41. Using Gauss-Jordan method, find the inverse of the matrix 2 6 −6
4 −8 −8
12 4 6
A−1 = 1
Solution: 1 5 −3
56
5 −3 −1
1 2 −1
Example 3.42. Find the inverse of the matrix 4 1 0 by using Gauss-Jordan method.
2 −1 3
−1/5 1/3 −1/15
Solution: A−1 =
4/5 −1/3 4/15
2/5 −1/3 7/15
4 1 2
Example 3.43. Find the inverse of the matrix by Gauss-Jordan method: A = 2 3 −1.
1 −2 2
−4/3 2 7/3
Solution: A−1 =
5/3 −2 −8/3
7/3 −3 −10/3
44 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.9.3 Anna University Questions
0 1 2
1. Find the inverse of the matrix by Gauss - Jordan method: 1 2 3 . (AM10)
3 1 1
1/2
−1/2 1/2
−1
Solution: A =
−4 3 −1
5/2 −3/2 1/2
4 1 2
2. Find the inverse of A = 2 3 −1 by using Gauss-Jordan method. (ND10)
1 −2 2
−4/3 2 7/3
−1
Solution: A = 5/3
−3 −8/3
7/3 −3 −10/3
1 1 3
3. Using Gauss Jordan method, find the inverse of the matrix 1
3 −3. (MJ12)
−2 −4 4
12 4 6
−1 1
Solution: A = −5 −1 −3
4
−1 −1 −1
1 2 6
4. Using Gauss-Jordan method, find the inverse of the matrix 2 5 15. (ND12)
6 15 46
5 −2 0
−1
Solution: A =
−2 10 −3
0 −3 1
4 1 2
5. Find, by Gauss-Jordan method, the inverse of the matrix A = 2 3 −1. (MJ13)
1 −2 2
−4/3 2 7/3
−1
Solution: A =
5/3 −3 −8/3
7/3 −3 −10/3
3
−1 1
6. Find the inverse of the matrix −15 6 −5 using Gauss-JOrdan method. (ND13)
5 −2 2
2 0 −1
−1
Solution: A = 5 1
0
0 1 3
Unit III - Solution of Equations and Eigenvalue Problems 45
2 2 6
7. Using Gauss-Jordan method, find the inverse of 2 6 −6. (AM14)
4 −8 8
0 1/5 3/20
−1
Solution: A = 1/8
1/40 −3/40
1/8 −3/40 −1/40
3.10 Eigen values of a matrix by Power method
Suppose a given square matrix is A.
1
Let X1 = 0 be an arbitrary initial eigen vector of the matrix A.
0
value 1 numerically largest value 1
AX1 = value 2 = = λ [X ]
of matrix A say value 2/value 1
1 2
value 3 value 1 value 3/value 1
value 1 numerically largest value value 1/value 2
= λ [X ]
AX2 = value 2 = of matrix A say 1 2 3
value 3 value 2 value 3/value 2
..
.
AXn = λn [Xn+1 ] If λn = λn+1 and Xn+1 = Xn+2 are same
AXn+1 upto required decimals,then stop iteration.
= λn+1 [Xn+2 ]
∴ Dominant eigen value = λn (or) λn+1 and the corresponding
eigen vector = Xn+1 (or) Xn+2
To find the smallest eigen value of A
1
Form B = A − λI & Y1 = 0 be an arbitrary eigen vector of the matrix B.
0
value 1 numerically largest value 1
BY1 = value 2 = = λ [Y ]
of matrix B say value 2/value 1
1 2
value 3 value 1 value 3/value 1
value 1 numerically largest value value 1/value 2
BY2 = value 2 = = λ [Y ]
of matrix B say 1
2 3
value 3 value 2 value 3/value 2
..
.
BYn = λn [Yn+1 ] If λn = λn+1 and Yn+1 = Yn+2 are same
BYn+1 upto required decimals,then stop iteration.
= λn+1 [Yn+2 ]
46 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Dominant eigen value of B
∴ The smallest eigen value of A =
+
Dominant eigen value of A
To find third eigen value of A:
λ1 + λ2 + λ3 = Sum of the main diagonal elements.
3.10.1 Part A
1. What type of eigen value can by obtained by using power method.
Solution: We can obtain dominant eigen value of the given matrix.
2. Write down all possible initial vectors of a matrix 2 × 2 order.
Solution: The initial vectors are (0, 1)T , (1, 0)T , (1, 1)T .
4 1 1
3. Find the dominant eigen value of A = by power method upto two decimals and choose
1 3 1
as the initial eigen vector.
1
Solution: Let X1 =
1
4 1 1 5 1
AX1 = = = 5 = 5X2
1 3 1 4 0.8
4 1 1 4.8 1
AX2 = = = 4.8
0.71 = 4.8X3
1 3 0.8 3.4
4 1 1 4.71 1
AX3 = = = 4.71
0.67 = 4.71X4
1 3 0.71 3.13
4 1 1 4.67 1
AX4 = = = 4.67 = 4.67X
5
1 3 0.67 3.01 0.65
4 1 1 4.65 1
AX5 = = = 4.65
0.63 = 4.65X6
1 3 0.65 2.95
4 1 1 4.63 1
AX6 = = = 4.63
0.62 = 4.63X7
1 3 0.63 2.89
4 1 1 4.62 1
AX8 = = = 4.62 = 4.62X
8
1 3 0.62 2.86 0.62
1
∴ The eigen value = λ = 4.62 and the corresponding eigen vector = X = .
0.62
3.10.2 Part B
−4 −5
Example 3.44. Find the dominant eigen value and eigen vector of the matrix by
1 2
power method.
Unit III - Solution of Equations and Eigenvalue Problems 47
1
Solution: Let X1 = be an arbitrary initial eigen vector.
0
−4 −5 1 (−4 × 1) + (−5 × 0) −4 1
−0.25 = −4X2 , say
AX1 = = = = −4
1 2 0 (1 × 1) + (2 × 0) 1
−4 −5 1 (−4 × 1) + (−5 × (−0.25)) −2.75 1
= −2.75
AX2 = −0.18182 = −2.75X3
= =
1 2 −0.25 (1 × 1) + (2 × (−0.25)) 0.5
−4 −5 1 −3.0909 1
AX3 = =
= −3.0909
= −3.0909X
4
1 2 −0.18182 0.63636 −0.20588
−4 −5 1 −2.9706 1
= −2.9706
AX4 = −0.06666 = −2.9706X5
=
1 2 −0.20588 0.58824
−4 −5 1 −3.6667 1
AX5 = =
= −3.6667
= −3.6667X
6
1 2 −0.06666 0.86668 −0.23637
−4 −5 1 −2.81815 1
= −2.81815
AX6 = −0.18709 = −2.81815X7
=
1 2 −0.23637 0.52726
−4 −5 1 −3.06455 1
= −3.06455
AX7 = −0.19579 = −3.06455X8
=
1 2 −0.18709 0.62582
−4 −5 1 −3.02105 1
AX8 = =
= −3.022105
= −3.022105X
9
1 2 −0.19579 0.60842 −0.20133
Dominant Eigen value = λ = −3 and the corresponding
1 1
Eigen vector = X = ≈
−0.19529 −0.2
Example 3.45. Find by power method, the largest eigen value and the corresponding eigen
1 3 −1
vector of the matrix 3 2 4 .
−1 4 10
0.02404
Solution: Dom. Eigen value = λ = 11.72 and Eigen vector = X = 0.42582
1
1 6 1
Example 3.46. Find all the eigen values of the matrix 1 2 0 by power method.
0 0 3
Solution: Dominant Eigen value of A = λ1 = 4, Dominant Eigen value of B = −5
Smallest Eigen value of A = λ2 = Dom. Eig. val. of A + Dom. Eig. val. of B = 4 + (−5) = −1
Other Eigen value of A = λ3 = Sum of the main diagonal elements of A − (λ1 + λ2 ) = 6 − 3 = 3
The required eigen values of the given matrix are 4, −1, 3
48 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.10.3 Anna University Questions
1 6 1
1. Find the dominant eigen value and the corresponding eigen vector of the matrix A = 1 2 0 .
0 0 3
(AM10)
1
th
Solution: In 8 iteration, Dominant E. value = 4, corresponding E. vector = 0.5
0
2. Find, by power method, the largest eigenvalue and the corresponding eigenvector of a matrix
3 −1
1
2 4 with initial vector (1 1 1)T .
A = 3 (ND10)
4 10 −1
n o
Solution: In 8th iteration, Dom. E. value = 11.663, corres. E. vector = (0.025 0.422 1)T
5 0
1
3. Using Jacobi’s method, find all the eigenvalues and eigenvectors for the given matrix 0 −2 0.
1 0 5
1 (AM11)
√ √1
0
2 2
Solution: E. values = {−2, 4, 6}, E. vectors = −1 , 0 , 0
1 1
0 − √ √
2 2
1 6 1
4. Find the largest eigenvalue of 1 2 0 by using Power method. (ND11)
0 0 3
−0.9487 -0.8944 −0.2357
Solution: Eigen values = {−1, 4, 3}, Eigen vectors = , -0.4472 ,
0.3162 −0.2357
0 0 0.9428
2 −1 0
5. Determine the largest eigen value and the corresponding eigen vector of the matrix −1 2 −1.
0 −1 2
(MJ12) 1
−
0.5 √2 -0.5
1 1
Solution: Eigen value = {0.5858, 2, 3.4142}, Eigen vectors = √ , 0 , √
2 1 2
√
0.5 -0.5
2
√
1 2 2
√ √
6. Find all the eigenvalues and eigenvectors of the matrix 2 3 2 using Jacobi method.
√
2 2 1
(ND12)
Unit III - Solution of Equations and Eigenvalue Problems 49
1
√
0.5 0.5
2
1 1
Solution: Eigen values = {−1, 1, 5}, Eigen vectors = , − √ , √
−0
2 2
1
− √ 0.5 0.5
2
7. Using Jacobi method find the all eigen values and their corresponding eigen vectors of the matrix
2 3
A = . (MJ13)
3 2
!T !T
1 1 1 1
Solution: Eigen values = {−1, 5}, Eigen vectors = − √ , √
√ √
2 2 2 2
1 3 −1
8. Determine the largest eigenvalue and the corresponding eigenvector of a matrix 3 2 4 with
−1 4 10
(1 1 1)T as initial vector by power method. (ND13)
n o
Solution: Dominant E. value = 11.662, corresponding E. vector = (0.0229 0.3885 0.9212)T
25 1 2
9. Find the numerically largest eigen value of A = 1 3 0 and its corresponding eigen vector by
2 0 −4
T
power method, taking the initial eigen vector as 1 0 0 (upto three decimal places). (AM14)
n o
Solution: Dom. E. value = 25.1822, corres. E. vector = (−0.9967 − 0.0449 − 0.0683)T
25 2 1
10. Find the numerically largest eigenvalue if A = 1 3 0 and the corresponding eigen vector.
2 0 −4
(ND14)
n o
Solution: Dom. E. value = 25.1822, corres. E. vector = (−0.9967 − 0.0449 − 0.0683)T
15 −4 −3
11. Obtain by power method the numerically largest eigen value of the matrix −10 12 −6 .
−20 4 −21
0.1000 0.7068 −0.4399
Solution: E. values = −22.2315, 20, 8.2315, E. vectors = , ,
0.2001 −0.5823 −0.8797
0.9747 −0.4016 0.1806
1 1 3
12. Solve by power method, to find the dominant Eigen value for the following matrix 1 5 1.
3 1 1
1
− √
0.5774 0.4082
2
Solution: Eigen values = {−2, 3, 6}, Eigen vectors = , ,
−0
−0.5774
0.8165
1
0.5774 0.4082
√
2
[Assignment Problems, P.T.O.]
50 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3.10.4 Assignment Problems
1. Solve e x − 3x = 0 by the method of fixed point iteration. (AM12)
2. Find a positive root of the equation cosx − 3x + 1 = 0 by using iteration method. (AM13)
3. Solve for a positive root of the equation x4 − x − 10 = 0 using Newton - Raphson method.(MJ2010)
4. Using Newton’s method, find the real root of x log10 x = 1.2 correct to five decimal places.(ND2013)
5. Solve the given system of equations by Gauss elimination method: −x1 + x2 + 10x3 = 35.61, 10x1 +
x2 − x3 = 11.19, x1 + 10x2 + x3 = 20.08.
6. Solve the system of equations by Gauss-Jordan method: 5x1 − x2 = 9; −x1 +5x2 − x3 = 4; −x2 +5x3 = −6
(AM14)
7. Using Gauss-Jordan method to solve 2x − y + 3z = 8; −x + 2y + z = 4, 3x + y − 4z = 0. (ND14)
8. Using Gauss-Seidel method, solve the following system of linear equation s 4x+2y+z = 14; x+5y−z =
10; x + y + 8z = 20. (AM14)
9. Apply Gauss-Seidal method to solve the system of equations 20x + y − 2z = 17, 3x + 20y − z = −18,
2x − 3y + 20z = 25. (ND14)
3
−1 1
10. Find the inverse of the matrix −15 6 −5 using Gauss-Jordan method. (ND13)
5 −2 2
2 2 6
11. Using Gauss-Jordan method, find the inverse of 2 6 −6. (AM14)
4 −8 8
1 6 1
12. Find the largest eigenvalue of 1 2 0 by using Power method. (ND11)
0 0 3
25 1 2
13. Find the numerically largest eigen value of A = 1 3 0 and its corresponding eigen vector by
2 0 −4
T
power method, taking the initial eigen vector as 1 0 0 (upto three decimal places). (AM14)
4 Interpolation, Numerical Differentiation and
Numerical Integration
Lagrange’s and Newton’s divided difference interpolations - Newton’s forward and backward
difference interpolation - Approximation of derivates using interpolation polynomials - Numerical
single and double integrations using Trapezoidal and Simpson’s 1/3 rules.
4.1 Introduction
The process of finding the value of a function inside the given range of discrete points are called
interpolation. We have
1. Interpolation with unequal intervals
2. Interpolation with equal intervals
Methods of Equal or Unequal intervals Methods of only Equal intervals
Lagrange’s interpolation (Lagrange & Inverse Lagrange) Newton’s forward difference method
Newton’s divided difference interpolation Newton’s backward difference method
Cubic Splines
4.2 Lagrange’s interpolation
Lagrangian Polynomials(Equal and unequal intervals):
Let y = f (x) be a function which takes the values y = y0 , y1 , · · · , yn corresponding to x = x0 , x1 , · · · , xn .
Lagrange’s interpolation formula(x given, finding y in terms of x)
(x − x1 )(x − x2 ) . . . (x − xn )
y = y(x) = f (x) = y0
(x0 − x1 )(x0 − x2 ) . . . (x0 − xn )
(x − x0 )(x − x2 ) . . . (x − xn )
+ y1 + . . .
(x1 − x0 )(x1 − x2 ) . . . (x1 − xn )
(x − x0 )(x − x1 ) . . . (x − xn−1 )
+ yn
(x2 − x0 )(x2 − x1 ) . . . (x − xn−1 )
52 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Inverse Lagrange’s interpolation formula(y given, finding x in terms of y)
(y − y1 )(y − y2 ) . . . (y − yn )
x = x(y) = f (y) = x0
(y0 − y1 )(y0 − y2 ) . . . (y0 − yn )
(y − y0 )(y − y2 ) . . . (y − yn )
+ x1 + . . .
(y1 − y0 )(y1 − y2 ) . . . (y1 − yn )
(y − y0 )(y − y1 ) . . . (y − yn−1 )
+ xn
(y2 − y0 )(y2 − y1 ) . . . (y − yn−1 )
Note: Lagrange’s interpolation formula can be used for equal and unequal intervals.
4.2.1 Part A
1. State Lagrange’s interpolation formula for unequal intervals. (ND11)
Solution: Lagrange’s interpolation formula for unequal intervals is
(x − x1 )(x − x2 ) . . . (x − xn )
y = y(x) = f (x) = y0
(x0 − x1 )(x0 − x2 ) . . . (x0 − xn )
(x − x0 )(x − x2 ) . . . (x − xn )
+ y1 + . . .
(x1 − x0 )(x1 − x2 ) . . . (x1 − xn )
(x − x0 )(x − x1 ) . . . (x − xn−1 )
+ yn
(x2 − x0 )(x2 − x1 ) . . . (x − xn−1 )
2. Using Lagrange’s formula, find the polynomial to the given data. (MJ13)
X: 0 1 3
Y: 5 6 50
Solution: Lagrange’s formula to find ‘y’ for three sets of given values
(x0 = 0, y0 = 5) , (x1 = 1, y1 = 6) and (x2 = 3, y2 = 50)
(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 )
(x − 1)(x − 3) (x − 0)(x − 3) (x − 0)(x − 1)
= (5) + (6) + (50)
(0 − 1)(0 − 3) (1 − 0)(1 − 3) (3 − 0)(3 − 1)
5 25
= (x − 1)(x − 3) − 3x(x − 3) + x(x − 1)
3 3
5
= (x − 1)[x − 3 + 5x] − 3 x2 − 3x
3
5
= (x − 1)[6x − 3] − 3 x2 − 3x
3
= 5(x − 1)[2x − 1] − 3x2 − 9x
h i
= 5 2x2 − 3x + 1 − 3x2 + 9x
= 7x2 − 6x + 5
3. Find the second degree polynomial through the points (0, 2), (2, 1),(1, 0) using Lagrange’s formula.
(ND14)
4. What is the assumptions we make when Lagrange’s formula is used?
Solution: Lagrange’s interpolation formula can be used whether the values of x, the
independent variable are equally spaced or not whether the difference of y become smaller or
not.
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 53
5. What is the disadvantage in practice in applying Lagrange’s interpolation formula?
Solution: Though Lagrange’s formula is simple and easy to remember, its application is not
speedy. It requires close attention to sign and there is always a chance of committing some error
due to a number of positive and negative signs in the numerator and the denominator.
6. What is ‘inverse interpolation’?
Solution: Suppose we are given a table of values of x and y. Direct interpolation is the process if
finding the values of y corresponding to a value of x, not present in the table. Inverse interpolation
is the process of finding the values of x corresponding to a value of y, not present in the table.
7. Construct a linear interpolating polynomial given the points (x0 , y0 ) and (x1 , y1 ).
(x − x1 ) (x − x0 )
Solution: y = y(x) = f (x) = y0 + y1
(x0 − x1 ) (x1 − x0 )
8. What is the Lagrange’s formula to find ‘y’ if three sets of values (x0 , y0 ) , (x1 , y1 ) and (x2 , y2 ) are
given.
(x − x1 )(x − x2 ) (x − x0 )(x − x2 ) (x − x0 )(x − x1 )
Solution: y = y0 + y1 + y2
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 )
9. Find the second degree polynomial fitting the following data:
x 1 2 4
y 4 5 13
Solution: Here x0 = 1, x1 = 2, x2 = 4
y0 = 4, y2 = 5, y2 = 13
By Lagrange’s formula for three points is
(x − x1 )(x − x2 ) (x − x0 )(x − x2 ) (x − x0 )(x − x1 )
y = y0 + y1 + y2
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 )
(x2 − 6x + 8) (x2 − 5x + 4) (x2 − 3x + 2)
y = (4) + (5) + (13)
(−1)(−3) ( 1)(−2) (3)(2)
(x2 − 6x + 8) (x2 − 5x + 4) (x2 − 3x + 2)
= (4) + (5) + (13)
3 −2 6
1 h 2 i
= 8x − 48x + 64 − 15x2 + 75x − 60 + 13x2 − 39x + 26
6
1 h 2 i
= 6x − 12x + 30
6
y = f (x) = x2 − 2x + 5
4.2.2 Part B
Example 4.1. Using Lagrange interpolation formula, find f (4) given that f (0) = 2, f (1) =
3, f (2) = 12, f (15) = 3587.
x x0 = 0 x1 = 1 x2 = 2 x3 = 15
Solution: Given
y = f (x) y0 = 2 y1 = 3 y2 = 12 y3 = 3587
54 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Lagrange interpolation formula is
(x − x1 )(x − x2 )(x − x3 ) (x − x0 )(x − x2 )(x − x3 )
y = 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 )
(4 − 1)(4 − 2)(4 − 15) (4 − 0)(4 − 2)(4 − 15)
f (4) = (2) + (3)
(0 − 1)(0 − 2)(0 − 15) (1 − 0)(1 − 2)(1 − 15)
(4 − 0)(4 − 1)(4 − 15) (4 − 0)(4 − 1)(4 − 2)
+ (12) + (3587)
(2 − 0)(2 − 1)(2 − 15) (15 − 0)(15 − 1)(15 − 2)
(3)(2)( − 11) (4)(2)( − 11)
= (2) + (3)
( − 1)( − 2)( − 15) (1 )(−1 )( − 14)
(4)(3)( − 11) (4)(3)( 2)
+ (12) + (3587)
(2 )( 1)( − 13) (15)(14)(13)
= 77.99 = 78
Example 4.2. Find polynomial f (x) by using Lagrange formula from the given data and find
f (8).
x 3 7 9 10
f (x) 168 120 72 63
Solution: Lagrange polynomial f (x) = x3 − 21x2 + 119x − 27.
y(x=8) or y(x = 8) or f (x = 8) = 93
Example 4.3. Use Lagrange’s formula to fit a polynomial to the data
x −1 0 2 3
f (x) −8 3 1 12
and hence find y(1).
Solution: Lagrange polynomial f (x) = 2x3 − 6x2 + 3x + 3.
y(x=1) = y(x = 1) = f (x = 1) = 2.
Example 4.4. Using Lagrange’s formula, prove that
y1 = y3 − 0.3(y5 − y−3 ) + 0.2(y−3 − y−5 ).
Solution: From the equation, the values of x are
x0 = −5 x1 = −3 x2 = 3 x3 = 5
y0 = y−5 y1 = y−3 y2 = y3 y3 = y5
The x values are not equally space, so use Lagrange’s formula to find y = f (x).
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 55
Lagrange’s formula for a set of 4 pair of values is
(x − x1 )(x − x2 )(x − x3 ) (x − x0 )(x − x2 )(x − x3 )
y = y x = 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 )
(x + 3)(x − 3)(x − 5) (x + 5)(x − 3)(x − 5)
= y−5 + y−3
(−5 + 3)(−5 − 3)(−5 − 5) (−3 + 5)(−3 − 3)(−3 − 5)
(x + 5)(x + 3)(x − 5) (x + 5)(x + 3)(x − 3)
+ y3 + y5
(3 + 5)(3 + 3)(3 − 5) (5 + 5)(5 + 3)(5 − 3)
Put x = 1, we get
(1 + 3)(1 − 3)(1 − 5) (1 + 5)(1 − 3)(1 − 5)
y1 = y−5 + y−3
(−5 + 3)(−5 − 3)(−5 − 5) (−3 + 5)(−3 − 3)(−3 − 5)
(1 + 5)(1 + 3)(1 − 5) (1 + 5)(1 + 3)(1 − 3)
+ y3 + y5
(3 + 5)(3 + 3)(3 − 5) (5 + 5)(5 + 3)(5 − 3)
= −0.2y−5 + 0.5y−3 + y3 − 0.3y5
= −0.2y−5 + 0.2y−3 + 0.3y−3 + y3 − 0.3y5
y1 = y3 − 0.3(y5 − y−3 ) + 0.2(y−3 − y−5 )
Example 4.5. Find the age corresponding to the annuity value 13.6 from the given table
Age (x) 30 35 40 45 50
Annuity value (y) 15.9 14.9 14.1 13.3 12.5
x13.6 or (y = 13.6) = 43
Solution:
Example 4.6. Find x for which y = 7, given
x 1 3 4
y 4 12 19
Solution: x(y = 7) = 1.8565
4.2.3 Anna University Questions
1. Use Lagrange’s formula to find a polynomial which takes the values f (0) = −12, f (1) = 0, f (3) = 6
and f (4) = 12. Hence find f (2). (AM10)
h i
3 2
Solution: f (x) = x − 7x + 18x − 12 ⇒ f (2) = 4
2. Using Lagrange’s interpolation formula to fit a polynomial to the given data f (−1) = −8, f (0) =
3, f (2) = 1 and f (3) = 12. Hence find the valur of f (1). (ND10)
h i
3 2
Solution: f (x) = 2x − 6x + 3x + 3 ⇒ f (1) = 2
3. Find the expression of f (x) using Lagrange’s formula for the followin data. (AM11)
x: 0 1 4 5
f (x) : 4 3 24 39
h i
Solution: f (x) = 2x2 − 3x + 4
56 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4. Find the value of x when y = 20 using Lagrange’s formula from the following table. (AM11)
x: 1 2 3 4
y = f (x) : 1 8 27 64
Solution: f (y = 20) = x(y = 20) = 2.84675
5. Using Lagrange’s interpolation, calculate the profit in the year 2000 from the following data:
(MJ12)
Year: 1997 1999 2001 2002
.
Profit in Lakhs Rs. : 43 65 159 248
Solution: f (x = 2000) = 100
6. Use Lagrange’s method to find log10 656, given that log10 654 = 2.8156, log10 658 = 2.8182, log10 659 =
2.8189, and log10 661 = 2.8202. (ND12)
Solution: f (656) = 2.8168
7. Apply Lagrange’s formula, to find y(27) to the data given below. (MJ13)
x: 14 17 31 35
y: 68.8 64 44 39.1
Solution: f (27) = 49.3
8. Use Lagrange’s formula to find the value of y at x = 6 from the following data: (ND13)
x: 3 7 9 10
y: 168 120 72 63
Solution: f (6) = 147
9. Using Lagrange’s interpolation formula, find y(2) from the following data: y(0) = 0; y(1) = 1; y(3) =
81; y(4) = 256; y(5) = 625 (AM14)
Solution: f (2) =
10. Find the polynomial f (x) by using Lagrange’s formula and hence find f (3) for the following values
of x and y: (ND14)
x 0 1 2 5
y 2 3 12 147
Solution: f (x) = , f (2) =
11. Find the Lagrange’s polynomial of degree 3 to fit the data : y(0) = −12, y(1) = 0, y(3) = 6 and
h i
y(4) = 12. Hence find y(2). Ans: f (x) = x3 − 7x2 + 18x − 12; y(2) = 4
12. Find the missing term in the following table using Lagrange’s interpolation.
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 57
x 0 1 2 3 4
Ans : 31
y 1 3 9 − 81
13. Find the value of x corresponding to y = 100 from the table.
x 3 5 7 9 11
Ans : 8.656
y 6 24 58 108 174
4.3 Newton’s divided difference interpolation
First divided difference for arguments x0 , x1 :
f (x1 ) − f (x0 )
= f (x0 , x1 ) = ∆| f (x0 ) = [x0 , x1 ](or)[x1 , x0 ] = ∆| f (x1 )
x1 − x0 x1 x0
First divided difference for arguments x1 , x2 :
f (x2 ) − f (x1 )
= f (x1 , x2 ) = ∆| f (x1 ) = [x1 , x2 ](or)[x2 , x1 ] = ∆| f (x2 )
x2 − x1 x2 x1
Second divided difference for arguments x1 , x2 , x3 :
∆| f (x2 ) − ∆| f (x1 )
x3 x2
= f (x1 , x2 , x3 ) = ∆| 2 f (x1 ) = [x1 , x2 , x3 ]
x3 − x1 x3 x2
Third divided difference for arguments x0 , x1 , x2 , x3 :
∆| 2 f (x1 ) − ∆| 2 f (x0 )
x3 x2 x2 x1
= f (x0 , x1 , x2 , x3 ) = ∆| 3 f (x0 ) = [x0 , x1 , x2 , x3 ]
x3 − x0 x3 x2 x1
Newton’s divided difference formula is
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 ) + · · ·
4.3.1 Properties of divided differences
1. The divided difference are symmetric functions of their arguments.
For example, (1) ∆| f (x) = ∆| f (y)
y x
(2) ∆| 2 f (x) = ∆| 2 f (y) = ∆| 2 f (z)
yz xz xy
2. The nth divided differences of a polynomial of degree n are constants.
3. The divided difference operator(∆| ) is a linear operator.
∆| [ f (x) + g(x)] = ∆| [ f (x)] + ∆| [g(x)] and
∆| [c f (x)] = c∆| [ f (x)], where c is constant
Note : For n set of (x, y) values, we get upto (n − 1)th divided difference values.
58 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4.3.2 Part A
1. Form the divided difference table for the data (0,1) , (1,4) , (3,40) and (4,85). (AM10)
Solution: Newton’s divided difference table is
x f (x) ∆| f (x) ∆| 2 f (x) ∆| 3 f (x)
0 1
4−1
=3
1−0
18 − 3
1 4 =5
3−0
40 − 4 6.75 − 5
= 18 = 0.44
3−1 4−0
45 − 18
3 40 = 6.75
4−0
85 − 40
= 45
4−3
4 85
1
2. Find the first and second divided differences with arguments a, b, c of the function f (x) = .(ND10)
x
1 1
Solution : If f (x) = ⇒ f (a) =
x a
1 1
1 f (b) − f (a) − 1
f (a, b) = ∆| = = b a =−
b a b−a b−a ab
1 1
1 f (b, c) − f (a, b) − + −a + c 1
f (a, b, c) = ∆| 2 = = bc ab = =
bc a c−a c−a abc(c − a) abc
1 1
∴ ∆| 2 =
bc a abc
3. Find the divided differences of f (x) = x3 − x + 2 for the arguments 1, 3, 6, 11. (AM11)
Solution: Newton’s divided difference table is
x f (x) = x3 − x + 2 ∆| f (x) ∆| 2 f (x) ∆| 3 f (x)
1 2
26 − 2
= 12
3−1
62 − 12
3 26 = 10
6−1
212 − 26 20 − 10
= 62 =1
6−3 11 − 1
222 − 62
6 212 = 20
11 − 3
1322 − 212
= 222
11 − 6
11 1322
4. Construct the divided difference table for the following data: (MJ12)
x: 0 1 2 5
f (x) : 2 3 12 147
Solution: [Ref : Part A : Example 1 (AM10)]
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 59
5. Find the divided differences of f (x) = x3 − x2 + 3x + 8 for arguments 0, 1, 4, 5. (ND13)
Solution: [Ref : Part A : Example 3 (AM11)]
1
6. Find the second divided difference with arguments a, b, c, if f (x) = . (AM14, ND10)
x
Solution: [Ref : Part A : Example 2 (ND10)]
7. Prove that ∆| 2 x3 = x + y + z.
yz
Solution : Given the function f (x) = x3 and the arguments are x, y, z.
f (y) − f (x) y3 − x3 (y − x)(x2 + xy + y2 )
∆| f (x) = = = = x2 + xy + y2
y y−x y−x y−x
Similarly, ∆| f (y) = y2 + yz + z2
z
∆| f (y) − ∆| f (x)
2 z y y2 + yz + z2 − (x2 + xy + y2 )
Now, ∆| f (x) = =
yz z−x z−x
z − x2 + yz − xy (z + x)(z − x) + y(z − x)
2
= = = x+y+z
z−x z−x
!
1 1
8. Show that ∆| 3
=−
abcd abcd
1 1
Solution : If f (x) = , f (a) =
x a
1 1
1 f (b) − f (a) − 1
f (a, b) = ∆| = = b a =−
b a b−a b−a ab
1 1 1 1
Similarly, f (b, c) = ∆| = − , f (c, d) = ∆| = −
c b bc d c cd
1 1 1 1
∆| − ∆| − +
1 c b bb bc ab −a + c 1
f (a, b, c) = ∆| 2 = = = =
bc a c−a c−a abc(c − a) abc
1 1
Similarly, f (b, c, d) = ∆| 2 =
cd b bcd
1 1 1 1
∆| 2 − ∆| 2 −
1 b a
= bcd abc
cd bc
∴ f (a, b, c, d) = ∆| 3 =
bcd a d−a d−a
a−d 1
= =−
abc(d − a) abcd
4.3.3 Part B
Example 4.7. Construct the divided difference table for the following data and find the
value f (2).
x 4 5 7 10 11 12
y = f (x) 50 102 296 800 1010 1224
60 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Solution: Newton’s divided difference formula is
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 ) + · · ·
Newton’s divided difference table is
2 3 4 5
x f (x) ∆| f (x) ∆| f (x) ∆| f (x) ∆| f (x) ∆| f (x)
4 50
102−50
= 52
5−4
97−52
5 102 = 15
7−4
296−102 14.2−15
= 97 = −0.133
7−5 10−4
168−97 −.617+.133
7 296 = 14.2 = −.069
10−5 11−4
800−296 10.5−14.2 −.158+.069
= 168 = −.617 = −.011
10−7 11−5 12−4
210−168 −1.7+.617
10 800 = 10.5 = −.158
11−7 12−5
1010−800 2−10.5
= 210 = −1.7
11−10 12−7
214−210
11 1010 =2
12−10
1224−1010
= 214
12−11
12 1224
f (x) = 50 + (x − 4) (52) + (x − 4) (x − 5) (15) + (x − 4) (x − 5) (x − 7) (−0.133)
+ (x − 4) (x − 5) (x − 7) (x − 10) (−0.069)
+ (x − 4) (x − 5) (x − 7) (x − 10) (x − 11) (−0.011)
f (x = 2) = 50 + (2 − 4) (52) + (2 − 4) (2 − 5) (15) + (2 − 4) (2 − 5) (2 − 7) (−0.133)
+ (2 − 4) (2 − 5) (2 − 7) (2 − 10) (−0.069)
+ (2 − 4) (2 − 5) (2 − 7) (2 − 10) (2 − 11) (−0.011)
= 47.19
Example 4.8. If f (0) = 0, f (1) = 0, f (2) = −12, f (4) = 0, f (5) = 600, f (7) = 7308, find a polynomial
that satisfies this data using Newton’s devided difference formula. Hence find f (6), f (−1).
Solution: Hint : f (x) = x(x − 1)[x3 − 2x2 − 13x + 32]
f (6) = 2940
f (−1) = 84
Example 4.9. Find the third divided difference with arguments 2, 4, 9, 10 of the function f (x) =
x3 − 2x.
Solution: [Ref : Part A : Example 3, 5]
4.3.4 Anna University Questions
1. Find the function f (x) from the following table using Newton’s divided difference formula:
x: 0 1 2 4 5 7
(AM10)
f (x) : 0 0 −12 0 600 7308
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 61
h i
Solution: f (x) = x5 − 3x4 − 11x3 + 33x2 − 20x ⇒ f (6) = 2580
2. Given tha table
x: 5 7 11 13 17
f (x) : 150 392 1452 2366 5202
Evaluate f (9) using Newton’s divided difference formula. (AM11)
h i
Solution: f (x) = x3 − x2 + 24x − 70 ⇒ f (9) = 794
3. Determine f (x) as a polynomial in x for the following data, using Newton’s divided difference
formulae. Also find f (2). (ND11)
x: −4 −1 0 2 5
f (x): 1245 33 5 9 1335
h i
Solution: f (x) = 3x4 − 5x3 + 6x2 − 14x + 5 ⇒ f (2) = 9
4. Use Newton’s divided difference formula to find f (x) from the following data. (MJ13)
x: 1 2 7 8
y: 1 5 5 4
" #
1 3
Solution: f (x) = 3x − 58x2 + 321x − 224
42
5. Find f (3) by Newton’s divided difference formula for the following data: (AM14, ND2004)
x: −4 −1 1 2 5
y: 1245 33 5 9 1335
h i
Solution: f (x) = 3x4 − 5x3 + 6x2 − 14x + 5 ⇒ f (3) = 125
6. By using Newton’s divided difference formula find f (8), gives (ND14)
x 4 5 7 10 11 13
f (x) 48 100 294 900 1210 2028
7. If f (0) = f (1) = 0, f (2) = −12, f (4) = 0, f (5) = 600 and f (7) = 7308, find a polynomial that satisfies
this data using Newton’s divided difference interpolation formula. Hence, find f (6). (MJ2007)
[Ans : f (6) = 2580]
8. Given the values
x 5 7 11 13 17
f (x) 150 392 1452 2366 5202
Evaluate f (9) using Newton’s divided difference formula. (N/D2007)
h i
Ans : f (x) = x3 − x2 + 24x − 70; f (9) = 794
9. Using Newton’s divided difference interpolation, find the polynomial of the given data
x −1 0 1 3
(AU Nov/Dec 2007)
f (x) 2 1 0 −1
" #
1 3
Ans : f (x) = x − 25x + 24
24
62 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4.4 Cubic Splines
Interpolating with a cubic spline
The cubic spline interpolation formula is
1
S (x) = y(x) = y = [(xi − x)3 Mi−1 + (x − xi−1 )3 Mi ]
6h
1 h2 1 h2
+ (xi − x)[yi−1 − Mi−1 ] + (x − xi−1 )[yi − Mi ]
h 6 h 6
where
6
Mi−1 + 4Mi + Mi+1 = [yi−1 − 2yi + yi+1 ]
h2
n = number of data
i = number of intervals [ i.e., i = 1, 2, 3, , (n − 1)]
h = length of interval = interval length.
′′
h ′′ ′′
i
Note : If Mi and yi values are not given, then assume M0 = Mn = 0 or y0 = yn = 0 , and find
M1 , M2 , · · · , Mn−1 in 1st interval, 2nd interval, · · · , (n − 1)th interval value.
Note : Order of convergence of the cubic spline is 4.
4.4.1 Part A
1. Define a cubic spline S (x) which is commonly used for interpolation. (AM10)
Solution: Definition(Cubic Spline Interpolation): Given a function f defined on [a, b] and
a = x0 < x1 < · · · < xn = b, a cubic spline interpolant S for f is a function that satisfies the following
conditions:
1. For each j = 1, · · · , n, S (x) is a cubic polynomial, denoted by S j (x), on the subinterval [x j−1 , x j ].
2. S (x j ) = f (x j ) for each j = 0, 1, · · · , n.
3. S j+1 (x j+1 ) = S j (x j+1 ) for each j = 0, 1, · · · , n − 2.
4. S ′j+1 (x j+1 ) = S ′j (x j+1 ) for each j = 0, 1, · · · , n − 2.
5. S ′′j+1 (x j+1 ) = S ′′j (x j+1 ) for each j = 0, 1, · · · , n − 2.
6. One of the following sets of boundary conditions is satisfied:
i. S ′′ (x0 ) = S ′′ (xn ) = 0 (natural or free boundary);
ii. S ′ (x0 ) = f ′ (x0 ) and S ′ (xn ) = f ′ (xn ) (clamped boundary).
2. Define cubic spline function. (ND11)
2
Solution : A function s ∈ C [a, b] is called a cubic spline on [a, b], if s is a cubic polynomial si in
each interval [xi , xi+1 ]. It is called a cubic interpolating spline if s(xi ) = yi for given values yi .
3. For cubic splines, what are the 4n conditions required to evaluate the unknowns. (MJ12)
Solution: We need 4n conditions to fix the coefficients:
1. S (x j ) = f (x j ) for each j = 1, · · · , n ⇒ ( n conditions)
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 63
2. S n?1 = yn , 1 condition ⇒ ( 1 condition)
3. S j (x j+1 ) = S j+1 (x j+1 ) for each j = 1, · · · , n − 1.⇒ ( n − 1 conditions)
4. S ′j (x j+1 ) = S ′j+1 (x j+1 ) for each j = 1, · · · , n − 1.⇒ ( n − 1 conditions)
5. S ′′j (x j+1 ) = S ′′j+1 (x j+1 ) for each j = 1, · · · , n − 1.⇒ ( n − 1 conditions)
⇒ Totally (4n − 2 conditions)
These are 4n − 2 conditions. We need two extra.
We can define two extra boundary conditions.
Natural Spline: M0 = S 0′′ (x0 ) = 0 and Mn = S n′′ (xn ) = 0. (2 conditions)
∴ 4n − 2 + 2 = 4n conditions required to evaluate the unknowns for cubic spline.
4. Define cubic spline. (ND12, ND11)
5. What is a cubic spline?
Solution : A cubic spline which has continuous slope and curvature is called a cubic spline.
6. What is a natural cubic spline?
Solution : A cubic spline fitted to the given data such that the end cubics approach linearity at
their extremities is called a natural cubic spline.
7. State the conditions required for a natural cubic spline.
Solution : A cubic spline g(x) fits to each of the points is continuous and is continuous in slope
′′ ′′
and curvature such that M0 = S 0 = g0 (x0 ) = 0 and Mn = S n = gn−1 (xn ) = 0 is called a natural cubic
spline. Let us assume that (xi , yi ), i = 0, 1, 2, · · · , n are data points.
8. What are the advantages of cubic spline fitting?
Solution : Cubic spline provide better approximation to the behavior of functions that have
abrupt local changes. Further, spline perform better than higher order polynomial
approximation.
9. Write the end conditions on Mi (x) in natural cubic spline.
Solution : M0 (x) = 0, Mn (x) = 0.
10. Write the relation between the second derivatives Mi (x) in cubic splines with equal mesh spacing.
Solution :
6
Mi−1 + 4Mi + Mi+1 = [yi−1 − 2yi + yi+1 ], i = 1, 2, · · · , n − 1.
h2
Or
6
Mi−1 + 4Mi + Mi+1 = [ fi−1 − 2 fi + fi+1 ], i = 1, 2, · · · , n − 1
h2
4.4.2 Part B
Example 4.10. Find the cubic spline approximation for the function f(x) given by the data:
x 0 1 2 3
y = f (x) 1 2 33 244
64 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
with M0 = 0 = M3 . Hence estimate the value f (0.5), f (1.5), f (2.5). {AU2010}
Solution: We know that cubic spline interpolation formula for xi−1 ≤ x < xi , i = 1, 2, 3 is
1 h i
S i (x) = y (x) = y = (xi − x)3 Mi−1 + (x − xi−1 )3 Mi
6h
h2
" #
1
+ (xi − x) yi−1 − Mi−1
h 6
h2
" #
1
+ (x − xi−1 ) yi − Mi (1)
h 6
6
where Mi−1 + 4Mi + Mi+1
= 2 yi−1 − 2yi + yi+1 (2)
h
n = number of data = 4
i = number of intervals = 3 i.e., i = 1, 2, 3.
h = length of inteval = 1
Given M0 = M2 = 0, so find M1 , M2 .
′′
Suppose Mi or yi values are not given, then assume M0 = M3 = 0 and find M1 , M2 .
To find M1 , M2
6
When i = 1, (2) ⇒ M0 + 4M1 + M2 =
2
y0 − 2y1 + y2
1
⇒ 0 + 4M1 + M2 = 6 [1 − 2 (2) + 33]
⇒ 4M1 + M2 = 180 (3)
6
When i = 2, (2) ⇒ M1 + 4M2 + M3 = y1 − 2y2 + y3
12
⇒ M1 + 4M2 + 0 = 6 [2 − 2 (2) + 244]
⇒ 4M1 + M2 = 180 (4)
Solving (3)&(4), (3) ⇒ 4M1 + M2 = 180
4 × (4) ⇒ 4M1 + 16M2 = 4320
i.e., (3) + 4 × (4) ⇒ −15M2 = 4140
⇒ M2 = 276
(3) ⇒ 4M1 = 180 − 276
⇒ M1 = −24
To find Cubic spline
When i = 1,
Cubic spline in xi−1 ≤ x ≤ xi
i.e., x0 ≤ x ≤ x1
i.e., 0 ≤ x ≤ 1
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 65
i.e., Cubic spline in 0 ≤ x ≤ 1 is
1 h i
y1 (x) = S 1 (x) = (x1 − x)3 M0 + (x − x0 )3 M1
6 (1)
" # " #
1 1 1 1
+ (x1 − x) y0 − M0 + (x − x0 ) y1 − M1
1 6 1 6
1h i
= (1 − x)3 (0) + (x − 0)3 (−24)
6
+ (1 − x) [1 − 0] + (x − 0) [2 − (−24)]
= −4x3 + (1 − x) + 6x
= −4x3 + 5x + 1
When i = 2,
Cubic spline in xi−1 ≤ x ≤ xi
i.e., x1 ≤ x ≤ x2
i.e., 1 ≤ x ≤ 2
i.e., Cubic spline in 1 ≤ x ≤ 2 is
1 h i
y2 (x) = S 2 (x) = (x2 − x)3 M1 + (x − x1 )3 M2
6 (1)
" # " #
1 1 1 1
+ (x2 − x) y1 − M1 + (x − x1 ) y2 − M2
1 6 1 6
1h i
= (2 − x)3 (−24) + (x − 1)3 (276)
6 " # " #
1 1
+ (2 − x) 2 − (−24) + (x − 1) 33 − (276)
6 6
= −4 (2 − x)3 + 46 (x − 1)3 + 6 (2 − x) − 13 (x − 1)
= 50x3 − 162x2 + 162x − 53
When i = 3,
Cubic spline in xi−1 ≤ x ≤ xi
i.e., x2 ≤ x ≤ x3
i.e., 2 ≤ x ≤ 3
i.e., Cubic spline in 2 ≤ x ≤ 3 is
1 h i
y3 (x) = S 3 (x) = (x3 − x)3 M2 + (x − x2 )3 M3
6 (1)
" # " #
1 1 1 1
+ (x3 − x) y2 − M2 + (x − x2 ) y3 − M3
1 6 1 6
1h i
= (3 − x)3 (276) + 0
6 " #
1
+ (3 − x) 33 − (276) + (x − 2) [244 − 0]
6
= 46 27 − x3 + 9x2 − 27x − 13 (3 − x) + 244x − 488
= −46x3 + 414x2 − 985x + 715
66 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
∴ Cubic spline is
S 1 (x) = y1 (x) = −4x3 + 5x + 1, 0≤x≤1
S (x) = S 2 (x) = y2 (x) = 50x3 − 162x2 + 167x − 53,
1≤x≤2
S 3 (x) = y3 (x) = −46x3 + 414x2 − 985x + 715,
2≤x≤3
When x = 0.5, y1 (x = 0.5) = S 1 (x = 0.5) = −4 (0.5)3 + 5 (0.5)2 + 1 = 3
When x = 1.5, y2 (x = 1.5) = S 2 (x = 1.5) = 50 (1.5)3 − 162 (1.5)2 + 167 (1.5) − 53 = 1.75
When x = 2.5, y3 (x = 2.5) = S 3 (x = 2.5) = −46 (2.5)3 + 414 (2.5)2 − 985 (2.5) + 715 = 121.25
x 1 2 3
Example 4.11. From the following table . Find cubic spline and
y = f (x) −8 −1 18
compute y(1.5), y′ (1), y(2.5) and y′ (3).
Solution:
3
S 1 (x) = y1 (x) = 3(x − 1) + 4x − 12, 1≤x≤2
S (x) =
S 2 (x) = y2 (x) = 3(3 − x)3 + 22x − 48,
2≤x≤3
&
45 ′ ′
y(x = 1.5) = S 1 (x = 1.5) = − , y (x = 1) = S 1 (x = 1) = 4
8
′ ′
y(x = 2.5) = S 2 (x = 2.5) = 7.375, y (x = 3) = S 2 (x = 3) = 22.
x 0 1 2 3
Example 4.12. Fit a natural cubic spline for the following data:
y = f (x) 1 4 0 −2
{AU 2008}
Solution: Assume M0 = 0 = M3 .
S 1 (x) = y1 (x) = −2x3 + 5x + 1, [0, 1]
S (x) = S 2 (x) = y2 (x) = 3x3 − 15x2 + 20x − 4,
[1, 2]
S 3 (x) = y3 (x) = −x3 + 9x2 − 28x + 28,
[2, 3]
4.4.3 Anna University Questions
1. If f (0) = 1, f (1) = 2, f (2) = 33 and f (3) = 244, find a cubic spline approximation, assuming M(0) =
M(3) = 0. Also, find f (2.5). (AM10)
Solution: Hint :
S 1 (x) = y1 (x) = −4x3 + 5x + 1, x ∈ [0, 1]
S (x) = y(x) = S 2 (x) = y2 (x) = 50x3 − 162x2 + 1670x − 53,
x ∈ [1, 2]
S 3 (x) = y3 (x) = −46x3 + 414x2 − 985x + 715,
x ∈ [2, 3]
3 2
f (x) = −46x + 414x − 985x + 715 x ∈ [2, 3]
f ′ (x) = −138x2 + 828x − 985
f ′ (x = 2.5) = −138(2.5)2 + 828(2.5) − 985
= 222.5
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 67
2. Find the natural cubic spline approximation for the function f (x) defined by the following data:
x: 0 1 2 3
f (x) : 1 2 33 244
(ND10)
Solution: Hint : Ref : Previous AU 1 (AM10)
S 1 (x) = y1 (x) = −4x3 + 5x + 1, x ∈ [0, 1]
S (x) = y(x) = S 2 (x) = y2 (x) = 50x3 − 162x2 + 1670x − 53,
x ∈ [1, 2]
S 3 (x) = y3 (x) = −46x3 + 414x2 − 985x + 715, x ∈ [2, 3]
h i
f (x) = −46x3 + 414x2 − 985x + 715 ⇒ f (x = 2.5) = y(x = 2.5) = 121.25, ∵ x = 2.5 ∈ [2, 3]
3. Find the cubic spline approximation for the function y = f (x) from the following data, given that
y′0 = y′3 = 0. (AM11)
x: −1 0 1 2
y: −1 1 3 35
Solution: Hint :
S 1 (x) = y1 (x) = −2x3 − 6x2 − 2x + 1, x ∈ [−1, 0]
S (x) = y(x) = S 2 (x) = y2 (x) = 10x3 − 6x2 − 2x + 1,
x ∈ [0, 1]
S 3 (x) = y3 (x) = −8x3 + 48x2 − 56x + 19,
x ∈ [1, 2]
4. The following values of x and y are given:
x: 1 2 3 4
y: 1 2 5 11
Find the cubic splines and evaluate y(1.5) and y′ (3) (MJ12)
Solution: Hint : 1 3
S 1 (x) = y1 (x) = x − 3x2 + 5x , x ∈ [1, 2]
3
1 3
S (x) = y(x) = x − 3x2 + 5x ,
S 2 (x) = y2 (x) = x ∈ [2, 3]
3
1
−2x3 + 24x2 − 76x + 81 , x ∈ [3, 4]
S 3 (x) = y3 (x) =
3
1 3
y(x) = x − 3x2 + 5x ⇒ y(1.5) = 1.375, x ∈ [1, 2]
3
1 2
y′ (x) = 3x − 6x + 5 ⇒ y′ (3) = 4.666666667, x ∈ [2, 3]
3
(or)
1
y′ (x) = −6x2 + 48x − 76 ⇒ y′ (3) = 4.666666667, x ∈ [3, 4]
3
x: −1 0 1 2
5. Obtain the cubic spline for the following data to find y(0.5). (ND12)
y: −1 1 3 35
Solution: Hint :
S 1 (x) = y1 (x) = −2x3 − 6x2 − 2x + 1, x ∈ [−1, 0]
S (x) = y(x) = S 2 (x) = y2 (x) = 10x3 − 6x2 − 2x + 1,
x ∈ [0, 1]
S 3 (x) = y3 (x) = −8x3 + 48x2 − 56x + 19,
x ∈ [1, 2]
68 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
6. Using cubic spline, compute y(1.5) from the given data. (MJ13)
x: 1 2 3
y: −8 −1 18
Solution: Hint :
S (x) = y(x) = 3x3 − 9x2 + 13x − 15
45
y(1.5) = 3(1.5)3 − 9(1.5)2 + 13(1.5) − 15 = − = −5.625, x ∈ [1, 2]
8
7. Find the natural cubic spline to fit the data:
x: 0 1 2
f (x) : −1 3 29
Hence find f (0.5) and f (1.5). (ND13)
Solution: Hint :
11 3 3
S (x) = y(x) = x − x − 1, x ∈ [0, 1]
2 2
y(0.5) = −1.0625, x ∈ [0, 1]
11 5
S (x) = y(x) = (2 − x)3 − (2 − x) + 29x − 29, x ∈ [1, 2]
2 2
y(1.5) = 13.9375, x ∈ [1, 2]
8. Fit the cubic splines for the following data. (16)
x: 1 2 3 4 5
(AM14)
y: 1 0 1 0 1
Solution : Assume M0 = 0 = M4 .
S 1 (x) = y1 (x) = 2 − x, 1≤x≤2
1
S 2 (x) = y2 (x) = [−5x3 + 45x2 − 123x + 106], 2≤x≤3
7
f (x) = S (x) =
1
S 3 (x) = y3 (x) = [6x3 − 72x2 + 275x − 332], 3≤x≤4
7
1
S 4 (x) = y4 (x) = [−5x3 + 75x2 − 363x + 772],
4≤x≤5
7
9. Obtain the cubic spline approximation for the function y = f (x) from the following data, given
that y′′0 = y′′3 = 0. (ND14)
x −1 0 1 2
y −1 1 3 35
10. Find the cubic Spline interpolation. (AU N/D, 2007,AM2014)
x 1 2 3 4 5
f (x) 1 0 1 0 1
11. Given the following table, find f (2.5) using cubic spline functions : (AU May/June 2007)
x 1 2 3 4
f (x) 0.5 0.3333 0.25 0.2
Ans: S 2 (2.5) = 0.2829
Solution :
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 69
12. Fit the st.line for the data.
x 0 1 2 3
f (x) 1 2 9 28
Solution : 4 4
y1 (x) = x3 − x + 1, 0≤x≤1
5 5
1 3
f (x) = − 18x2 + 19x − 1,
y2 (x) = [10x 1≤x≤2
5
y3 (x) = −2x3 + 102 x2 − 333 x + 159 ,
2≤x≤3
5 5 5
4.5 Newton’s forward and backward difference formulae
Newton’s forward and backward difference formulae for Uniform (or) equal intervals only.
Newton’s forward interpolation difference formula:
If y required x near to x0 =? and use ∆
y(x) = f (x) = f (x0 + uh)
u u(u − 1) 2 u(u − 1)(u − 2) 3
= y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
x − x0
where u = , h = length of interval.
h
4.6 Newton’s backward interpolation difference formula:
If y required x near to xn =? and use ∇
y(x) = f (x) = f (xn + vh)
v v(v + 1) 2 v(v + 1)(v + 2) 3
= yn + ∇yn + ∇ yn + ∇ yn + · · ·
1! 2! 3!
x − xn
where v = , h = length of interval.
h
4.6.1 Part A
1. When to use Newton’s forward interpolation and when to use Newton’s backward interpolation?
(ND10)
Solution :
Use of Newton’s forward interpolation : The formula is used to interpolate the values of
y near the begining of the table value and also for extrapolation the values of y short distance
ahead (to the left) of y0 .
Use of Newton’s backward interpolation : The formula is used to interpolate the values of y
near the end of the table value and also for extrapolation the values of y short distance ahead (to
the right) of y0 .
70 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
2. State Newton’s backward difference formula. (ND12)
Solution : Newton’s backward interpolation difference formula:
If y required x near to xn =? and use ∇
y(x) = f (x) = f (xn + vh)
v v(v + 1) 2 v(v + 1)(v + 2) 3
= yn + ∇yn + ∇ yn + ∇ yn + · · ·
1! 2! 3!
x − xn
where v = , h = length of interval.
h
3. State Newton’s forward interpolation formula. (MJ13)
Solution : Newton’s forward interpolation difference formula:
If y required x near to x0 =? and use ∆
y(x) = f (x) = f (x0 + uh)
u u(u − 1) 2 u(u − 1)(u − 2) 3
= y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
x − x0
where u = , h = length of interval
h
4. State Newton’s forward difference formula for equal intervals. (ND13)
Solution : [Ref : Part A : 3 (MJ13)]
5. State Newton’s backward formula for interpolation. (ND14,ND12)
6. What advantage has Lagrange’s formula over Newton?
Solution : The forward and backward interpolation formulae of Newton can be used only when
the values of the independent variable x are equally spaced can also be used when the differences
of the dependent variable y become smaller ultimately. But Lagrange’s interpolation formula can
be used whether the values of x, the independent variable are equally spaced or not and whether
the difference of y become smaller or not.
7. Derive Newton’s forward difference formula by using operator method. (or) Derive Gregory -
Newton forward difference interpolation formula.
Solution : Pn (x) = Pn (x0 + uh) = E u Pn (x0 ) = E u y0
= (1 + ∆)u y0
u u(u − 1) 2 u(u − 1)(u − 2) 3
= y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
x − x0
where u = .
h
8. Derive Newton’s backward difference formula by using operator method.
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 71
Solution :
Pn (x) = Pn (x0 + vh) = E v Pn (xn ) = E v yn
= (1 − ∇)−v yn where E = (1 − ∇)−1
!
v(v + 1) 2 v(v + 1)(v + 2) 3
= 1 + v∇ + ∇ + ∇ + · · · yn
2! 3!
v v(v + 1) 2 v(v + 1)(v + 2) 3
= yn + ∇yn + ∇ yn + ∇ yn + · · ·
1! 2! 3!
x − xn
where v =
h
4.6.2 Part B
Example 4.13. Using Newton’s forward interpolation formula, find the cubic polynomial
which takes the following values
x 0 1 2 3
.
y = f (x) 1 2 1 10
Evaluate f (4). (AU 2000, 2009)
Solution: WKT, Newton’s forward formula to find the polynomial in x.
There are only 4 data given. Hence the polynomial will be degree 3. Newton’s forward formula is
y(x) = f (x) = f (x0 + uh)
u u(u − 1) 2 u(u − 1)(u − 2) 3
= y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
x − x0
where u =
h
h = length of interval.
72 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Newton’s divided difference table is
x y = f (x) ∆y ∆2 y ∆3 y
x0 = 0 y0 = 1
2−1=1
x1 = 1 y1 = 2 −1 − 1 = −2
1 − 2 = −1 10 − (−2) = 12
x2 = 2 y2 = 1 9 − (−1) = 10
10 − 1 = 9
x3 = 3 y3 = 10
x x (x − 1) x (x − 1) (x − 2)
f (x) = 1 + (1) + (−2) + (12)
1! 2! 3!
= 2x3 − 7x2 + 6x + 1
When x = 4,
f (4) = 2 × 43 − 7 × 42 + 6 × 4 + 1 = 128 − 92 + 24 + 1 = 41
Example 4.14. The population of a city in a census takes once in 10 years is given below.
Estimate the population in the year 1955.
Year 1951 1961 1971 1981
Population in lakhs 35 42 58 84
Solution: y(x = 1955) = f (x = 1955) = 36.784
Example 4.15. From the table given below find sin 52◦ by using Newton’s forward
x 45◦ 50◦ 55◦ 60◦
interpolation formula.
y = sin x 0.7071 0.7660 0.8192 0.8660
Solution: y(x = 52) = sin 52◦ = 0.788 approximately.
Example 4.16. From the data given below find the number of students whose weight is
Weight in lbs 0-40 40-60 60-80 80-100 100-120
between 60 and 70.
Number of students 250 120 100 70 50
Solution: Let weight be denoted by x and
Number of students be denoted by y, i.e., y = f (x).
Use Newton’s forward formula to find y where x lies between 60 − 70.
Newton’s forward formula is
y(x) = f (x) = f (x0 + uh)
u u(u − 1) 2 u(u − 1)(u − 2) 3
= y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
We rewrite the table as cumulative table showing the number of students less than x lbs.
x Below 40 Below 60 Below 80 Below 100 Below 120
y 250 370 470 540 590
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 73
Newton’s forward difference table is
x y = f (x) ∆y ∆2 y ∆3 y ∆4 y
Below 40 250
120
Below 60 370 −20
120 −10
Below 80 470 −30 20
70 10
Below 100 540 −20
50
Below 120 590
x − x0 x − 40
Here u = = .
h 20
70 − 40
When x = 70, u = = 1.5
20
1.5 1.5(1.5 − 1) 1.5(1.5 − 1)(1.5 − 2)
y(x = 70) = 250 + (120) + (−20) + (−10)
1! 2! 3!
1.5(1.5 − 1)(1.5 − 2)(1.5 − 3)
+ (20)
4!
= 423.59 = 424
∴ Number of students whose weight is 70 = 424
∴ Number of students whose weight is between 60 − 70 = 424 − 370 = 54.
Example 4.17. Use Newton’s backward difference formula to construct as interpolating
polynomial of degree 3 for the data. !
1
f (0.75) = 0.07181250, f (0.5) = 0.024750, f (0.25) = 0.33493750, f (0) = 1.10100. Find f − .
! 3
1
Solution: y(x) = x3 + 4.001x2 + 4.002x + 1.101, f − = 0.174518518.
3
Example 4.18. From the following data, find θ at x = 43 and x = 84.
x 40 50 60 70 80 90
. Also express θ in terms of x.
θ 184 204 226 250 276 304
Solution: θ(x = 43) = 189.79 (by Newton’s forward formula)
θ(x = 84) = 286.96 (by Newton’s backward formula)
θ(x) = 0.01x2 + 1.1x + 124 (by Newton’s forward formula)
Example 4.19. Find a polynomial of degree two for the data by Newton’s forward difference
x 0 1 2 3 4 5 6 7
method : (AU May/June, 2007)
f (x) 1 2 4 7 11 16 22 29
" #
1 2
Solution: Ans : y(x) = x +x+2
2
74 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4.6.3 Anna University Questions
1. Find the value of tan 45◦ 15′ by using Newton’s forward difference interpolation formula for
x◦ 45 46 47 48 49 50
◦
tan x 1.00000 1.03553 1.07237 1.11061 1.15037 1.19175
(ND10)
Ans: tan 45◦ 15′ = 1.00876, by Newton’s forward difference formula
Solution :
2. Derive Newton’s backward difference formula by using operator method. (MJ12)
3. Find the value of y when x = 5 using Newton’s interpolation formular from the following table:
x: 4 6 8 10
y: 1 3 8 16
(ND12)
Solution : y(x = 5) = 1.625, by Newton’s forward difference formula
4. Fit a polynomial, by using Newton’s forward interpolation formula, to the data given below. (8)
x: 0 1 2 3
y: 1 2 1 10
(MJ13)
Solution :
y(x) = 2x3 − 7x2 + 6x + 1, by Newton’s forward & backward formula
y(x = 4) = 41
5. Using Newton’s forward interpolation formula, find the cubic polynomial which takes the
following values: (ND14)
x 0 1 2 3
f (x) 1 2 1 10
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 75
4.6.4 Assignment problems
1. Use Lagrange’s formula to find a polynomial which takes the values f (0) = −12, f (1) = 0, f (3) = 6
and f (4) = 12. Hence find f (2). (AM10)
2. Find the value of x when y = 20 using Lagrange’s formula from the following table. (AM11)
x: 1 2 3 4
y = f (x) : 1 8 27 64
3. Using Lagrange’s interpolation, calculate the profit in the year 2000 from the following data:
Year: 1997 1999 2001 2002
(MJ12)
Profit in Lakhs Rs. : 43 65 159 248
4. Use Lagrange’s method to find log10 656, given that log10 654 = 2.8156, log10 658 = 2.8182, log10 659 =
2.8189, and log10 661 = 2.8202. (ND12)
5. Find the function f (x) from the following table using Newton’s divided difference formula:
x: 0 1 2 4 5 7
(AM10)
f (x) : 0 0 −12 0 600 7308
6. Given tha table
x: 5 7 11 13 17
f (x) : 150 392 1452 2366 5202
Evaluate f (9) using Newton’s divided difference formula. (AM11)
7. Find f (3) by Newton’s divided difference formula for the following data: (AM14, ND2004)
x: −4 −1 1 2 5
y: 1245 33 5 9 1335
8. By using Newton’s divided difference formula find f (8), gives (ND14)
x 4 5 7 10 11 13
f (x) 48 100 294 900 1210 2028
9. If f (0) = 1, f (1) = 2, f (2) = 33 and f (3) = 244, find a cubic spline approximation, assuming M(0) =
M(3) = 0. Also, find f (2.5). (AM10)
10. Find the natural cubic spline to fit the data:
x: 0 1 2
f (x) : −1 3 29
Hence find f (0.5) and f (1.5). (ND13)
76 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
11. Fit the cubic splines for the following data. (AM14)
x: 1 2 3 4 5
y: 1 0 1 0 1
12. Obtain the cubic spline approximation for the function y = f (x) from the following data, given
that y′′0 = y′′3 = 0. (ND14)
x −1 0 1 2
y −1 1 3 35
13. Find the value of tan 45◦ 15′ by using Newton’s forward difference interpolation formula for
x◦ 45 46 47 48 49 50
(ND10)
◦
tan x 1.00000 1.03553 1.07237 1.11061 1.15037 1.19175
14. Find the value of y when x = 5 using Newton’s interpolation formular from the following table:
x: 4 6 8 10
(ND12)
y: 1 3 8 16
15. Fit a polynomial, by using Newton’s forward interpolation formula, to the data given below.
x: 0 1 2 3
(MJ13)
y: 1 2 1 10
16. Using Newton’s forward interpolation formula, find the cubic polynomial which takes the
following values: (ND14)
x 0 1 2 3
f (x) 1 2 1 10
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 77
4.7 Numerical Differentiation and Integration
Numerical Differentiation Numerical Integration
Newton’s forward difference formula Trapezoidal rule
to compute derivatives (Equal interval) [n = 1 in Quadrature formula]
Newton’s backward difference formula Simpson’s one third rule
to compute derivatives(Equal interval) [n = 2 in Quadrature formula]
Lagrange’s Interpolation formula Simpson’s three eighth rule
(Equal or unequal intervals) [n = 3 in Quadrature formula]
Newton’s divided difference Interpolation Romberg’s method
formula (Equal or unequal intervals)
Maxima and minima of a tabulated function Two point Gaussian’s quadrature formula
Three point Gaussian’s quadrature formula
Double integrals by Trapezoidal rule
Double integrals by Simpson’s 1/3 rule
4.8 Approximation of derivatives using interpolation polynomials
Numerical Differentiation
Given y = y(x) = f (x) [in a table]
dy
= y ′ (x) = f ′ (x) is the first numerical derivative
dx
d2 y
= y ′′ (x) = f ′′ (x) is the second numerical derivative
dxn 2
d y
= y1···n (x) = f 1···n (x) is the nth numerical derivative
dxn
4.8.1 Newton’s forward difference formula to compute derivative
WKT, Newton’s forward difference interpolation formula is
u u (u−1) 2 u (u−1) (u−2) 3 u (u−1) (u−2) (u−3) 4
y (x) = f (x0 +uh) = y0 + ∆y0 + ∆ y0 + ∆ y0 + ∆ y0 +· · ·
1! 2! 3! 4!
u u2 −u 2 u3 −3u2 +2u 3 u4 −6u3 +11u2 −6u 4
= y0 + ∆y0 + ∆ y0 + ∆ y0 + ∆ y0 +· · ·
1! 2! 3! 4!
x − x0
where u =
h
First derivative
!
dy dy du dy 1 1 dy
= = =
dx du dx du h h du
3u2 −6u+2 3 4u3 −18u2 +22u−6 4
" ! ! ! #
dy 1 2u−1 2
i.e., = ∆y0 + ∆ y0 + ∆ y0 + ∆ y0 + · · ·
dx h 2 6 24
" # " #
dy 1 1 1 1 1
= ∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ∆5 y0 − · · ·
dx at x = x0 h 2 3 4 5
⇒u=0
78 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Second derivative
d2 y 1 d2 y
" # " # " # " # " # " #
d dy d dy du d 1 dy d du 1 dy d 1 1 dy 1 d 1 dy
= = = = = = =
dx2 dx dx dx du dx dx h du du dx h du du h h du h du h du h2 du2
2
" ! #
1 12u − 36u + 22 4
= 2 ∆2 y0 + (u − 1) ∆3 y0 + ∆ y0 + · · ·
h 24
" 2 # " #
d y 1 2 22 5
2
=
2
∆ y0 − ∆3 y0 + ∆4 y0 − ∆5 y0 + · · ·
dx at x = x0 h
24 6
⇒u=0
Third derivative
d3 y
" ! #
1 3 24u − 36 4
= ∆ y0 + ∆ y0 + · · ·
dx3 h3 24
" 3 # " #
d y 1 3 36
= ∆ y0 − ∆4 y0 + · · ·
dx3 at x = x0 h3 24
⇒u=0
4.8.2 Newton’s backward difference formula to compute derivatives
WKT, Newton’s backward difference interpolation formula is
v v (v + 1) 2 v (v + 1) (v + 2) 3 v (v + 1) (v + 2) (v + 3) 4
y (x) = f (xn + vh) = yn + ∇yn + ∇ yn + ∇ yn + ∇ yn + · · ·
1! 2! 3! 4!
v2 + v 2 v3 + 3v2 + 2v 3 v4 + 6v3 + 11v2 + 6v 4
! ! !
v
= yn + ∇yn + ∇ yn + ∇ yn + ∇ yn + · · ·
1! 2! 3! 4!
x − xn
where v =
h
First derivative
!
dy dy dv dy 1 1 dy
= = =
dx dv dx dv h h dv
3v2 + 6v + 2 3 4v3 + 18v2 + 22v + 6 4
" ! ! ! #
1 2v + 1 2
= ∇yn + ∇ yn + ∇ yn + ∇ yn + · · ·
h 2 3! 4!
" # " #
dy 1 1 2 6
= ∇yn + ∇2 yn + ∇3 yn + ∇4 yn + · · ·
dx at x = xn h 2 3! 4!
⇒v=0
Second derivative
d2 y 1 d2 y
" # " # " # " # " # " #
d dy d dy dv d 1 dy d dv 1 dy d 1 1 dy
= = = = = =
dx2 dx dx dx dv dx dx h dv dv dx h dv dv h h dv h2 dv2
d2 y 12v2 + 36v + 22 4
" ! ! #
1 6v + 6 3
2
= 2 ∇2 yn + ∇ yn + ∇ yn + · · ·
dx h 3! 4!
" 2 # " #
d y 1 2 6 3 22 4
= ∇ yn + ∇ yn + ∇ yn + · · ·
dx2 at x = xn h2 3! 4!
⇒v=0
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 79
Third derivative
d3 y
" ! #
1 6 3 24v + 36 4
= ∇ yn + ∇ yn + · · ·
dx3 h3 3! 4!
" 3 # " #
d y 1 6 3 36 4
= ∇ yn + ∇ yn + · · ·
dx3 at x = xn h3 3! 4!
⇒v=0
4.8.3 Maxima and Minima of a tabulated function
(If the intervals are same)
WKT, Newton’s forward difference interpolation formula is
u u (u − 1) 2 u (u − 1) (u − 2) 3
y = y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
First derivative
3u2 − 6u + 2 3
" #
dy 1 2u − 1 2
= ∆y0 + ∆ y0 + ∆ y0 + · · · (1)
dx h 2! 3!
substitute h, ∆y0 , ∆2 y0 , ∆3 y0 , ∆4 y0 , · · · gives the equation
dy
= an equation in u (2)
dx
For maxima or minima is obtained by the equation by
dy
= 0 (or) y ′ (x) = 0
dx
Put RHS of (1) = 0, find u = u1 , u2 , · · ·
d2 y
Find 2 from (2):
dx
d2 y
!
Suppose = −ve ⇒u1 is maximum point
dx2 at u1
⇒y (u1 ) = maximum value of y
d2 y
!
Suppose = +ve ⇒u2 is minimum point
dx2 at u2
⇒y (u2 ) = minimum value of y
4.8.4 Part A
1. Write down the formulae for finding the first derivative using Newton’s forward difference at
x = x0 Newton’s backward difference at x = xn . (ND2010)
Solution : First derivative by Newton’s forward difference interpolation formula is
" # " #
dy 1 1 2 1 3 1 4
= ∆y0 − ∆ y0 + ∆ y0 − ∆ y0 + · · ·
dx at x = x0 h 2 3 4
⇒u=0
80 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
First derivative by Newton’s backward difference interpolation formula is
" # " #
dy 1 1 2 2 3 6 4
= ∇yn + ∇ yn + ∇ yn + ∇ yn + · · ·
dx at x = xn h 2 3! 4!
⇒v=0
dy d2 y
2. Write down the expression for and 2 at x = xn by Newton’s backward difference formula.
dx dx
(AM2014)
First derivative by Newton’s backward difference interpolation formula is
" # " #
dy 1 1 2 2 3 6 4
= ∇yn + ∇ yn + ∇ yn + ∇ yn + · · ·
dx at x = xn h 2 3! 4!
⇒v=0
Second derivative by Newton’s backward difference interpolation formula is
d2 y
" # " #
1 2 6 3 22 4
= ∇ yn + ∇ yn + ∇ yn + · · ·
dx2
at x = xn h2 3! 4!
⇒ v = 0
4.8.5 Part B
Example 4.20. The following data gives the velocity of a particle for 20 seconds at an
interval of 5 seconds.
Time(sec) 0 5 10 15 20
Velocity (m/sec) 0 3 14 69 228
Find (a) Initial acceleration using the entire data (b) Final acceleration.
Solution: The difference table is
Time t = x Velocity v = y(x) ∆y (x) ∆2 y (x) ∆3 y (x) ∆4 y (x)
0 (= x0 ) 0 (= y0 )
3 (= ∆y0 )
5 3 8 = ∆2 y0
11 36 = ∆3 y0
10 14 44 24 = ∆4 y0 or ∇4 yn
55 60 = ∇3 yn
15 69 104 = ∇2 yn
159 (= ∇yn )
20 228 (= yn )
Here x0 = 0, h = interval length = 5
dv
(a) WKT, acceleration = = rate of change of velocity
dt ! !
dv dv
To find initial acceleration, put = .
dt t=t0 dt t=0
i.e., initial acceleration exists at t = 0 = x0 [which is nearer to beginning of the table], so we use
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 81
Newton’s forward difference formula for first derivative.
∴ Newton’s forward difference interpolation formula is
u u (u − 1) 2 u (u − 1) (u − 2) 3
y (x) = f (x0 + uh) = y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
1! 2! 3!
Now, Newton’s forward difference formula for first derivative at x = x0 = 0 [⇒ u = 0]
! " #
dv 1 1 1 1
i.e., y ′ (x0 ) = = ∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + · · · [Here h = 5]
dt t=0 h 2 3 4
" #
1 1 1 1
= 3 − (8) + (36) − (24) = 1
5 2 3 4
⇒ y ′ (0) = 1
∴ Initial acceleration (acceleration when t = 0) is 1 m/sec2 .
(b) Final acceleration exists at t = 20 = x4 [Nearer to ending! of table],
! so use Newton’s backward
dv dv
difference interpolation formula for first derivative, put = .
dt t=tn dt t=20
WKT, Newton’s backward difference interpolation formula is
v v (v + 1) 2 v (v + 1) (v + 2) 3
y (x) = f (xn + vh) = yn + ∇yn + ∇ yn + ∇ yn
1! 2! 3!
v (v + 1) (v + 2) (v + 3) 4
+ ∇ yn + · · ·
" 4! #
1 1 2 6
y ′ (xn ) = ∇yn + ∇2 yn + ∇3 yn + ∇4 yn + · · ·
h 2 3! 4!
" #
1 1 2 6
= 159 + (104) + (60) + (24)
5 2 6 24
1
= (237) = 47.2 m / sec2
5
Example 4.21. Consider the following table of data :
x 0.2 0.4 0.6 0.8 1.0
f (x) 0.9798652 0.9177710 0.8080348 0.636093 0.3843735
Find (1) f ′ (0.25) using Newton’s forward difference approximation
(2) f ′ (0.95) using Newton’s backward difference approximation
Solution: Here h = 0.2
x − x0 x − 0.2 0.25 − 0.2
(1) u = = = = 0.25
h 0.2 0.2
∴ f ′ (0.25) = −0.25828
x − xn 0.95 − 1
(2) u = = = −0.25
h 0.2
f ′ (0.95) = −1.367948
Example 4.22. Find the value of f ′ (8), f ′′
(9), maximum and minimum value from the
following data, using an approximate interpolation formula.
x 4 5 7 10 11
f (x) 48 100 294 900 1210
82 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Solution: The values of x are unequally spaced.
To find f (x), we use Newton’s divided difference formula (or) Lagrange formula.
WKT, Newton’s Divided difference formula is
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 )
+ (x − x0 ) (x − x1 ) (x − x2 ) (x − x3 ) f (x0 , x1 , x2 , x3 , x4 ) + · · · (1)
x f (x) ∆| f (x) ∆| 2 f (x) ∆| 3 f (x) ∆| 4 f (x)
4 48
52
5 100 15
97 1
7 294 21 0
202 1
10 900 27
310
11 1210
∴ (1) ⇒ f (x) = 48 + (x − 4)(52) + (x − 4)(x − 5)(15) + (x − 4)(x − 5)(x − 7)(1)
h i
= 48 + 52x − 208 + 15 x2 − 9x + 20 + x3 − x2 (16) + x(83) − 140
= x3 + x2 (−16 + 15) + x (83 − 135 + 52) − 208 + 300 − 140 + 48
= x3 − x2 + x(0) + 0
∴ f (x) = x3 − x2
f ′ (x) = 3x2 − 2x, f ′ (8) = 176
′′ ′′
f (x) = 6x − 2, f (9) = 52
To find maximum and minimum
2
Put f ′ (x) = 0 ⇒ 3x2 − 2x = 0 ⇒ x = 0, x =
3
′′
At x = 0, f (x = 0) = 6 (0) − 2 = −2 < 0
⇒ x = 0 is a maximum
! point
! & maximum value is f (x = 0) = 0.
2 ′′ 2 2
At x = , f x= =6 − 2 = 2 > 0.
3 3 3 !
2 2 4
⇒ x = is a minimum point & minimum value is f x = =−
3 3 27
Example 4.23. Evaluate y ′ and y ′′ at x = 2 given
x 0 1 3 6
y 18 10 −18 40
Solution: " #
70 2 15 187 ′′ 22
Ans : y (x) = x3 − x − x + 18, y ′ (x = 2) = − , y (x = 2) = −
9 9 9 9
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 83
Example 4.24. Find the value of cos(1.747) using the values given in the table below :
x 1.70 1.74 1.78 1.82 1.86
sin x 0.9916 0.9857 0.9781 0.9691 0.9584
Ans : − 0.175
Solution:
Example 4.25. Find sec 31◦ from the following data :
θ 31 32 33 34
tan θ 0.6008 0.6249 0.6494 0.6745
π
Solution: Ans : sec2 31 = 1.3835 ⇒ sec 31 = 1.174, Hint : 1◦ = = 0.017453292
180
4.8.6 Anna University Questions
1. Given the following data, find y ′ (6) and the maximum value of y (if it exists). (AM10)
x: 0 2 3 4 7 9
y: 4 26 58 112 466 922
2. Find f ′ (x) at x = 1.5 and x = 4.0 from the following data using Newton’s formulae for
differentiation.
x: 1.5 2.0 2.5 3.0 3.5 4.0
(MJ12)
y = f (x) : 3.375 7.0 13.625 24.0 38.875 59.0
3. Find the first three derivatives of f (x) at x = 1.5 by using Newton’s forward interpolation formula
to the data given below.
x: 1.5 2 2.5 3 3.5 4
(MJ13)
y: 3.375 7 13.625 24 38.875 59
Numerical integration
Newton-Cote’s quadrature formula is
a+nh
n (n − 2)2 3
Z " #
n n (2n − 3) 2
f (x)dx = nh y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
2 12 24
a
where n = number of intervals
h = length of interval
4.9 Numerical integration using Trapezoidal
Trapezoidal rule(n = 1 in quadrature formula)
h
(y0 + yn ) + 2 (y1 + y2 + y3 + · · · + yn−1 )
x0R+nh
2
f (x)dx =
(or)
x0
h
first term + last term + 2 remaining terms
2
84 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4.9.1 Part A
1. Write down the Newton-Cote’s formula for the equidistant ordinates. (MJ2011)
Solution : The general Newton-Cote’s quadrature formula is
a+nh
n (n − 2)2 3
" #
R n∆ n (2n − 3) 2
f (x) dx = nh y0 + y0 + ∆ y0 + ∆ y0 + · · ·
a 2 12 24
This is known as the general Gauss-Lagendre integration formula. Putting n = 1 and omitting
second and hyper differences in the above, we get
a+h
R h h
f (x) dx = f (a) + f (a + h) = (y1 + y2 )
a 2 2
which is the trapezoidal rule.
R1
dx
2. Evaluate using Trapezoidal rule. (ND2012)
0 1 + x2
1 1
Solution : Let y = y(x) = f (x) = 2
, h = 0.2 =
1+x 5
x 0 0.2 0.4 0.6 0.8 1
1
y= 1 0.96154 0.86207 0.73529 0.60976 0.5
1 + x2
y0 y1 y2 y3 y4 y5
h
first term + last term + 2 remaining terms
xZ
0 +nh
2
f (x)dx =
(or)
x0
h
(y0 + yn ) + 2 (y1 + y2 + y3 + · · · + yn−1 )
2
h
= (y0 + y5 ) + 2 (y1 + y2 + y3 + y4 )
2
0.2
= [(1 + 0.5) + 2 (0.96154 + 0.86207 + 0.73529 + 0.60976)]
2
≡ 0.78373
Rπ
3. Evaluate sin xdx by Trapezoidal rule by dividing ten equal parts. (AM2013)
0
Solution : [1.9843]
R6 dx
4. Evaluate using Trapezoidal rule. (ND2013)
0 1 + x2
Solution : [1.41079950]
R2 dx
5. Taking h = 0.5, evaluate using Trapezoidal rule. (AM2014)
1 1 + x2
Solution : [0.3289]
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 85
4.9.2 Part B
R1 1
Example 4.26. Using Trapezoidal rule, evaluate dx by taking eight equal intervals.
−1 1 + x2
(MJ13)
1
Solution: Let y = y(x) = f (x) =
1 + x2
Lenth of the given interval [a, b] = b − a = 1 − (−1) = 2
2
Lenth of the 8 equal intervals = h = = 0.25
8
1
Form the table for the ordinates of the function y = y(x) = f (x) =
1 + x2
x −1 −0.75 −0.5 −0.25 0 0.25 0.5 0.75 1
1
y= 0.5 0.64 0.8 0.94118 1 0.94118 0.8 0.64 0.5
1 + x2
y0 y1 y2 y3 y4 y5 y6 y7 y8
h
first term + last term + 2 remaining terms
xZ0 +nh
2
f (x)dx =
(or)
x0
h
(y0 + yn ) + 2 (y1 + y2 + y3 + · · · + yn−1 )
2
h
= (y0 + y8 ) + 2 (y1 + y2 + y3 + y4 + y5 + y6 + y7 )
2
0.2
= [(0.5 + 0.5) + 2 (0.64 + 0.8 + 0.94118 + 1 + 0.94118 + 0.8 + 0.64)]
2
≡ 1.56559
4.9.3 Anna University Questions
R1 1
1. Using Trapezoidal rule, evaluate dx by taking eight equal intervals. (MJ13)
−1 1 + x2
Solution: [1.5656]
4.10 Numerical integration using Simpson’s 1/3 rule
Simpson’s one third rule (Simpson’s 1/3 rule) (n = 2 in quadrature form)
h
(y0 + yn ) + 4 (y1 + y3 + y5 + · · ·) + 2 (y2 + y4 + y6 + · · ·)
3
(or)
x0R+nh
f (x) dx =
first term + last term
x0 h
odd suffices
+4
3
+2 even suffices
4.10.1 Part A
1 1
1. When do you apply Simpson’s rule, and what is the order of the error in Simpson’s rule.
3 3
(MJ2011)
86 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Solution : Let n = number of intervals
1
Simpson’s rule : The number of ordinates is odd (or) the intervals number is even.
3
The error in the Simpson’s 1/3 rule is of the order h4 .
2. State Simpson’s one-third rule. (ND2011,AM2013)
Solution : Let DC be the curve y = f (x) and DA, CB be the terminal ordinates. Let OA = a and
OB = b. Divide AB into even number(say 2n) of equal parts, equal to h. Let x1 , x2 , · · · , x2n+1 be the
abscissae of the points, A, A1 , B and y1 , y2 , · · · , y2n+1 be the corresponding ordinates. Then
Zb
h
ydx is approximately = (A + 4B + 2C) (1)
3
a
where A = y1 + y2n+1 = sum of the first and last ordinates.
B = y2 + y1 + · · · + y2n = sum of the even ordinates and
C = y3 + y5 + · · · + y2n−1 = sum of the remaining ordinates (1)
known as Simpson’s rule or Simpson’s one - third rule.
1
3. State the local error term in Simpson’s rule. (ND14)
3
4.10.2 Part B
Example 4.27. A curve passes through the points (1, 2), (1.5, 2.4), (2, 2.7), (2.5, 2.8), (3, 3), (3.5, 2.6)
& (4, 2.1). Obtain Area bounded by the curve, x axis between x = 1 and x = 4. Also find the
volume of solids of revolution by revolving this area about x− axis.
Solution:
Zb Z4
WKT, Area = ydx = ydx
a 1
Z4
h
Simpson’s 1/3 rule, Area = ydx = (y0 + y6 ) + 4 (y1 + y3 + y5 ) + 2 (y2 + y4 )
3
1
= 7.783
Zb Z4
2
Volume = π y dx = π y2 dx
a 1
2
To find y :
x 1 1.5 2 2.5 3 3.5 4
y 2 2.4 2.7 2.8 3 2.6 2.1
y2 4 5.76 7.29 7.84 9 6.76 4.41
Z4 ( h i)
2 h 2 2
2 2 2
2 2
∴ Volume = π y dx = π y + y6 + 4 y1 + y3 + y5 + 2 y2 + y4 [by Simpson’s 1/3 rule]
3 0
1
= 64.07 cubic units
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 87
4.10.3 Anna University Questions
1. The velocity υ of a particle at a distance S from a point on its path is given by the table below:
S (meter) 0 10 20 30 40 50 60
υ (m / sec) 47 58 64 65 61 52 38
Estimate the time taken to travel 60 meters by Simpson’s 1/3rd rule and Simpson’s 3/8th rule.
(AM10)
Solution: By S(1/3) : I = 1.06338, By S(3/8) : I = 1.06425
4.11 Numerical integration using Simpson’s 3/8 rule
Simpson’s three eighth rule (Simpson’s 3/8 rule) (n = 3 in quadratic form)
(y0 + yn )
3h
+2 (y3 + y6 + · · ·)
8
+3 (y1 + y2 + y4 + y5 + y7 + · · ·)
x0R+nh
f (x) dx =
(or)
x0
first term + last term
3h
+2 suffices with a multiple of 3
8
+3 remaining terms
4.11.1 Part A
1. Under what condition, Simpson’s 3/8 rule can be applied and state the formula. (AM2012)
Solution: Condition : The number of intervals should be multiple of three.
(y0 + yn )
3h
+2 (y3 + y6 + · · ·)
8
+3 (y1 + y2 + y4 + y5 + y7 + · · ·)
x0R+nh
f (x) dx =
(or)
x0
first term + last term
3h
+2 suffices with a multiple of 3
8
+3 remaining terms
4.11.2 Part B
R2 dx
Example 4.28. Compute the value of using Simpson’s 3/8 rule
1 x
1
Solution: Let y = f (x) = ,
x
h = 1/3
The tabulated values of y = f (x) are
88 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
x0 x1 x2 x3
x 1 4/3 5/3 6/3 = 2
1 1 1 1
f (x) =1 = 3/4 = .75 = 0.6 = 0.5
1 4/3 5/3 2
y0 y1 y2 y3
WKT, Simpson’s 3/8 rule is
Zb
3h
f (x) dx = (y0 + y4 ) + 3 (y1 + y2 ) + 2 (y3 )
8
a
Z2 !
1 3 (1/3)
i.e., dx = [(1 + 0.5) + 3 (0.75 + 0.6) + 2 (0)]
x 8
1
= 0.69375
By actual integration,
Z2
1
dx = loge x 21 = (ln 2 − ln 1) = 0.69315
x
1
4.11.3 Single integrals by Trapezoidal, Simpson 1/3 & 3/8
R2 dx
Example 4.29. Compute the value of using
1 x
(a) Trapezoidal rule (b) Simpson’s 1/3 rule (c) Simpson’s 3/8 rule
Solution: Here h = 0.25,
1
y = f (x) =
x
The tabulated values of y = f (x) are
x0 x1 x2 x3 x4
x 1 1.25 1.50 1.75 2
1 1 1 1 1
f (x) =1 = 0.8 = 0.66667 = 0.57143 = 0.5
1 1.25 1.5 1.75 1.2
y0 y1 y2 y3 y4
(a) WKT, Trapezoidal rule is
Zb xZ
0 +nh
h
f (x) dx = f (x) dx = (y0 + y4 ) + 2 (y1 + y2 + y3 )
2
a x0
Z2 !
1 0.25
⇒ dx = [(1 + 0.5) + 2 (0.8 + 0.66667 + 0.57143)]
x 2
1
0.25 0.25
= [1.5 + 4.0762] = [5.5762]
2 2
= 0.697025
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 89
(b) WKT, Simpson’s 1/3 rule is
Zb
h
f (x) dx = (y0 + yn ) + 4 (y1 + y3 ) + 2 (y2 )
3
a
Z2 !
1 0.25
⇒ dx = [(1 + 0.5) + 4 (0.8 + 0.57143) + 2 (0.66667)]
x 3
1
= 0.693255
(c) WKT, Simpson’s 3/8 rule is
Zb
3h
f (x) dx = (y0 + y4 ) + 3 (y1 + y2 ) + 2 (y3 )
8
a
Z2 !
1 3 (0.25)
i.e., dx = [(1 + 0.5) + 3 (0.8 + 0.66667) + 2 (0.57143)]
x 8
1
= 0.66024
By actual integration,
Z2
1
dx = loge x 21 = (ln 2 − ln 1) = 0.69315
x
1
R10 dx
Example 4.30. Evaluate by dividing the range into 8 equal parts by (a) Trapezoidal
0 1+ x
rule (b) Simpson’s 1/3 rule (c) Simpson’s 3/8 rule
1
Solution: Here h = 1.25, y = f (x) =
1+x
R10 dx
(a) I = 2.51368 , (b) I = 2.42200 , (c) I = 2.41838 , Actual integration, = 2.39790.
0 1+x
R1
Example 4.31. Evaluate x e x dx taking 4 equal intervals by (a) Trapezoidal rule (b)
0
Simpson’s 1/3 rule (c) Simpson’s 3/8 rule
Solution: (a) 1.02307 , (b) 1.00017 , (c) 0.87468 , AI = 1
Rπ
Example 4.32. Calculate sin3 xdx taking 7 ordinates (6 intervals) using a) Trapezoidal rule
0
(b) Simpson’s 1/3 rule (c) Simpson’s 3/8 rule
Solution: (a)1.33467 , (b)1.32612 , (c)1.30516 , AI = 1.3333.
4.11.4 Anna University Questions
1. The velocity υ of a particle at a distance S from a point on its path is given by the table below:
S (meter) 0 10 20 30 40 50 60
υ (m / sec) 47 58 64 65 61 52 38
90 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Estimate the time taken to travel 60 meters by Simpson’s 1/3rd rule and Simpson’s 3/8th rule.
(AM10)
S(1/3) : I = 1.06338, S(3/8) : I = 1.06425
Solution:
R6
1
2. Evaluate I = dx by using (i) direct integration (ii) Trapezoidal rule (iii) Simpson’s one-third
0 1 + x
rule (iv) Simpson’s three-eighth rule. (ND11)
Solution: By Dir. Int. : I = 1.9459, Trap. : I = 2.022, S(1/3) : I = 1.9587, S(3/8) : I = 1.966
π/2
R
3. Compute sin xdx using Simpson’s 3/8 rule. (ND12)
0
S(3/8) : I = .9999988 ≈ 1
Solution:
4. The velocities of a car running on a straight road at intervals of 2 minutes are given below:
Time(min): 0 2 4 6 8 10 12
Velocity(km/hr): 0 22 30 27 18 7 0
1
Using Simpson’s −rd rule find the distance covered by the car. (ND13)
3
By S(1/3) rule, the distance covered by the car : I = 3.55 km,
Solution:
R1.3 √
5. Taking h = 0.05 evaluate xdx using Trapezoidal rule and Simpson’s three-eighth rule.(AM14)
1
By Trap. : I = 0.32147, S(3/8) : I = 0.321485354
Solution:
6. The velocity υ of a particle at a distance α from a point on its path is given by the table: (ND14)
s( f t) 0 10 20 30 40 50 60
υ 47 58 64 65 61 52 38
3
Estimate the time taken to travel 60 feet by using Simpson’s rule.
8
4.12 Romberg’s method
Rb
Romberg’s method for a given interval I = f (x)dx
a
b−a
when h = , by trapezoidal rule, we get I1
2
b−a
when h = , by trapezoidal rule, we get I2
4
b−a
when h = , by trapezoidal rule, we get I3
8
(I2 − I1 )
Romberg’s formula for I1 &I2 = IRM1,2 = I2 +
3
(I3 − I2 )
Romberg’s formula for I2 &I3 = IRM2,3 = I3 +
3
If IRM1,2 = IRM2,3 , then we can equal I = IRM1,2 = IRM2,3
Note : Check, use actual integration, we get IAI = I = IRM1,2 = IRM2,3
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 91
4.12.1 Part A
1. State the Romberg’s integration formula with h1 and h2 . Further, obtain the formula when h1 = h
h
and h2 = . (MJ2010)
2
I1 h22 − I2 h21
Solution :I = , where I1 the value of the integral with h1
h22 − h21
I2 the value of the integral with h2
h
If h1 = h & h2 = we get
2
4I2 − I1 1
I= = I2 + (I2 − I1 )
3 3
Rb
2. State Romberg’s integration formula to find the value of I = f (x)dx for first two intervals.(ND14)
a
4.12.2 Part B
R2 dx
Example 4.33. Evaluate using Romberg’s method. Hence obtain an approximate
0 x2 +4
value for π.
Solution: To find I1
2−0 1
When h = = 1, y = f (x) = 2
2 x +4
Z2
dx
Let I = 2
x +4
0
The tabulated values of y are
x 0 1 2
1 1
f (x) = 2 = 0.25 0.2 0.125
x +4 02 + 4
y0 y1 y2
Using Trapezoidal rule,
Z2
dx h
I1 = = (y0 + y2 ) + 2 (y1 )
x2 + 4 2
0
1
= [(0.25 + 0.125) + 2 (0.2)]
2
= 0.3875
To find I2
2−0 1
h= = = 0.5
4 2
The tabulated values of y are
x 0 0.5 1 1.5 2
1
f (x) = 2 0.25 0.23529 0.2 0.160 0.125
x +4
y0 y1 y2 y3 y4
92 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Using Trapezoidal rule,
Z2
dx h
I2 = = (y0 + y4 ) + 2 (y1 + y2 + y3 )
x2 +4 2
0
= 0.25 [(0.25 + 0.125) + 2 (0.23529 + 0.2 + 0.160)]
= 0.39136
To find I3
2−0 1
h= = = 0.25
8 4
The tabulated values of y are
x 0 0.25 0.5 0.75 1 1.25 1.5 1.75 2
1
f (x) = 2 0.25 0.24615 0.23529 0.21918 0.2 0.17918 0.160 0.14159 0.125
x +4
y0 y1 y2 y3 y4 y5 y6 y7 y8
Using Trapezoidal rule,
Z2
dx h
I3 = = (y0 + y8 ) + 2 (y1 + y2 + y3 + y4 + y5 + y6 + y7 )
x2 +4 2
0
h i
= 0.125 (0.25 + 0.125) + 2 (0.24615 + 0.23529 + 0.21918 + 0.2 + 0.17918 + 0.16 + 0.14159)
= 0.39237
Romberg’s formula for I1 &I2 is
(I2 − I1 ) (0.39136 − 0.39136)
IRM1,2 = I2 + = 0.39136 +
3 3
= 0.39265
Romberg’s formula for I2 &I3 is
(I3 − I2 ) (0.39237 − 0.39237)
IRM2,3 = I3 + = 0.39237 +
3 3
= 0.39271
∴ IRM1,2 0.3927
IRM2,3 0.3927
Here IRM1,2 &IRM2,3 are almost equal and I = 0.3927 (1)
By actual integration,
Z2
dx 1 −1 x x=2 1 h −1 −1
i
= tan = tan (1) − tan (0)
x2 + 4 2 2 x=0 2
0
1 π π
= −0 = (2)
2 4 8
From (1) & (2),
π
= 0.3927
8
⇒ π = 8 (0.3927) = 3.1416
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 93
R1 1
Example 4.34. Using Romberg’s method, evaluate dx correct to 3 places of decimals.
0 1+x
Solution: I1 = 0.7083
I2 = 0.6970
I3 = 0.6941
IRM1,2 = 0.6932
IRM2,3 = 0.6931
∴ I = 0.693
4.12.3 Anna University Questions
R1 dx
1. Using Romberg’s integration to evaluate . (AM10)
0 1 + x2
Solution: [0.7854]
R1 1
2. Using Romberg’s rule evaluate dx correct to three decimal places by taking h = 0.5, 0.25,
0 1+x
and 0.125. (ND10)
Solution: [0.6931]
R1 1
3. Evaluate dx using Romberg’s method. (AM11,AM10)
0 1 + x2
Solution: [0.7854]
1 R1
4. Use Romberg’s method to compute 2
dx correct to 4 decimal places. Also evaluate the same
0 1+x
integral using tree-point Gaussian quadrature formula. Comment on the obtained values by
π
comparing with the exact value of the integral which is equal to . (MJ12)
4
By Rom. : I = 0.7854, Dir. Int. : I = 0.7853982
Solution:
1
R2 x
5. Evaluate dx correct to three decimal places using Romberg’s method. (AM14)
0 sin x
Solution: [0.5070676]
R1 dx
6. Evaluate and correct to 3 decimal places using Romberg’s method and hence find the value
0 1+x
of loge 2. (ND14)
4.13 Two point Gaussian quadrature formula
Two point Gaussian quadrature formula : (Guass two point formula)
Rb
Given I = f (x)dx
a
Case (i) If a = −1, b = +1, then
R1
" # " #
1 1
I= f (x)dx = f − √ + f √
−1 3 3
Case (ii) If a = 0, b = 1, then
94 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
R1 1 R1
I= f (x) dx = f (x) dx, if f (x) is an even function
0 2 −1
b−a b+a
Case (iii) If (a , −1&b , 1), then x = z+ = mz + c ⇒ dx = mdz
2 2
Zb Z1 Z1
I= f (x)dx = f (z) mdz = m f (z) dz
a −1 −1
" ! !#
1 1
=m f −√ + f √
3 3
4.13.1 Part A
dx R1
1. Use two-point Gaussian quadrature formula to solve 2
& also find error. (MJ2010,AM2012)
−1 1 + x
Solution : Given interval is −1 to 1 so we apply formula
R1
! !
−1 1
f (x) dx = f √ + f √
−1 3 3
1
Here f (x) =
1 + x2
!
−1 1 1 3
f √ = = !=
3 1 4 4
1+
3 3
!
1 1 1 3
f √ = = !=
3 1 4 4
1+
3 3
Z1
1 3 3 3
∴ dx = + = = 1.5
1 + x2 4 4 2
−1
But actual integration
Z1
1 h i1
2
dx = tan−1 x = tan−1 (1) − tan−1 (−1)
1+x −1
−1
= tan−1 (1) + tan−1 (1)
= 2 tan−1 (1)
π π
=2 =
4 2
= 1.5708
Here the error due to two-point formula is 0.0708.
R2 2
2. Evaluate e−x dx by two point Gaussian quadrature formula. (ND2010)
0
2
Solution : Here f (x) = e−x [Given range is not in exact form]
b−a b+a
Let x =
Here a = 0, b = 2
z+
2 2
2−0 2+0
= z+
2 2
x = z + 1 when x = 0 ⇒ z = −1
dx = dz when x = 2 ⇒ z = 1
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 95
Z2 Z1
2
−x2
e dx = e−(z+1) dz
0 −1
# "" #
−1 1
= f √ +f √ (1)
3 3
2
Here f (z) = e−(z+1)
−1 2
"
−1
# √ +1
−
f √ =e 3 = e−0.1786 = 0.8364
3
2
1
" # − √ +1
1 3
f √ =e = e−2.488 = 0.0831
3
Z2
2
∴ (1) ⇒ e−x dx = 0.8364 + 0.0831
0
= 0.9195
3. Write down two point Gaussian quadrature formula. 1 (ND2011)
" # " #
R 1 1
Solution: f (x)dx = f − √ + f √
−1 3 3
−x
R2
4. Evaluate e 2 by Gauss two point formula. (ND2013)
−2
Solution: [4.6854]
4.13.2 Part B
R2 dx
Example 4.35. Evaluate by using Gaussian two point formula.
1 x
Solution: Here a , −1, b = 2 , 1,
(b − a) z + (b + a)
so use x =
2
x = (z + 3) /2 ⇒ dx = dz/2
∴ The above integral becomes
R2 dx R1 dz/2 R1 1 R1 1
I= = = dz = f (z) dz, where f (z) =
1 x −1 (z + 3)/2 −1 z + 3 −1 z+3
∴ By Gaussian two point formula
Z1 ! !
1 1
f (z) dz = f z = √ + f z = − √
3 3
−1
! !
1 1
= +
z + 3 z= √1 z + 3 z=− √1
3 3
= 0.693
96 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
π/2
R
Example 4.36. Using Gaussian two point formula evaluate log(1 + x)dx
0
Z1 π π
Solution: I = log 1 + (1 + z) dz
4 4
−1
" ! !#
π 1 1
= f −√ +f √
4 3 3
= 0.858
R2 dx
Example 4.37. Evaluate by using Gaussian two point formula.
1 1 + x3
Solution: I = 0.2544.
4.14 Three point Gaussian quadrature formula
Z1 r r
5 − 3 +
3 8
Case (i) f (x)dx = f f + f (0)
9 5 5 9
−1
Z1 Z1
1
Case (ii)
for even function f (x)
f (x) dx = f (x)dx
2
0 −1
r r
5
1
− 3 +
3 8
+ f (0)
=− f f
2
9 5 5 9
b−a b+a
Case (iii) (a , −1&b , 1) , then x = z+ = mz + c ⇒ dx = m dz
2 2
Zb Z1 r r
5
3 3 8
I= f (x)dx = f (z) m dz = m f − + f + f (0)
9
5 5 9
a −1
4.14.1 Part A
R1
1. Write down the three point Gaussian quadrature formula to evaluate f (x)dx. (ND2012)
−1 r r
R1
5 3 3 8
Solution: Ans : f (x)dx = f − + f + f (0)
−1 9 5 5 9
4.14.2 Part B
R2 1
Example 4.38. Evaluate dx by using Gaussian three point formula.
1 1 + x3
(b − a) z + (b + a)
Solution: Using the substitution x = , a = 1, b = 2
2
z+3
x=
2
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 97
Z1 !
1 dz
I= !3
z+3 2
−1 1+
2
Z1
1 1
=
2 !3 dz
z+3
−1 1+
2
Z1
8 1
= dz
2 8 + + 3)3
(z
−1
Z1
4 4
= dz, where f (z) =
8 + (z + 3)3 8 + (z + 3)3
−1
( h )
5 p p i 8
= f − 3/5 + f 3/5 + f (0)
9 9
5 8
= [0.27505] + (0.11429)
9 9 " #
5 8
= 0.25439 ∵ = 0.5555, = 0.8888
9 9
I = 0.02544
R1 dx
Example 4.39. Evaluate by two and three point Gaussian quadrature formula &
0 1 + x2
hence find the value of π.
Solution:
Z1 Z1
dx 1 1
Now , I = =
1 + x2 2 1 + x2
0 −1
Z1
1 1 1
= f (x)dx, where f (x) =
2 2 1 + x2
−1
By Gaussian two point formula
Z1 " ! !#
1 1 1 1
I= f (x)dx = f √ +f −√ = 0.75 (1)
2 2 3 3
−1
By Guassain three point formula
Z1 " #
1 1 5h p p i 8
I= f (x)dx = f − 3/5 + f 3/5 + f (0) = 0.79166 (2)
2 2 9 9
−1
By actual integration
Z1
dx h i1
I= 2
= tan−1 (x)
1+x 0
0
π
= tan−1 (1) − tan−1 (0) = (3)
4
98 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
From (2) & (3),
π
0.79166 =
4
⇒ π = 3.16664
π
R2
Example 4.40. Find sin xdx by two & three point Gaussian quadrature formula.
0
π(z + 1)
Solution: x =
4
by two point formula
I = 0.9985
by three point formula
I = 1.0000
R1 1
Example 4.41. Find dt by using Gaussian three point formula.
0 t
Solution: [I = 1.6027].
4.14.3 Anna University Questions
R2 1
1. Evaluate dx using Using Gauss three point formula. (AM11)
1 1 + x3
Solution: [0.2544]
R2 x2 + 2x + 1
2. Evaluate 2
dx by Gaussian three point formula. (MJ13)
0 1 + (x + 1)
Solution: [1.5363]
R1 sin x
3. Apply three point Gaussian quadrature formula to evaluate dx. (ND13)
0 x
Solution: [0.94616]
R2 dx
4. Evaluate using 3 point Gaussian formula. (ND14)
1 1 + x2
4.15 Double integrals by Trapezoidal
Double integration by trapezoidal rule is
Rd Rb
Given f (x) dx dy[= I(S ay)]
c a
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 99
D(a, d) C(b, d)
sum of values of f at the four corners
k l
sum of values of f at the nodes
hk
i.e., I = +2
4
on the boundary except the corners
+4 sum of the values at the interior nodes
A(a, c) ↔ B(b, c)
h
b−a d−c
where h = , k=
n m
where n = is number of equal intervals in (a, b) .
where m = is number of equal intervals in (c, d) .
4.15.1 Part B
R1.4 R2.4 dxdy
Example 4.42. Evaluate the integral using Trapezoidal rule. Verify your results
1 2 xy
by actual integration.
1
Solution: f (x, y) = , x varies from (2, 2.4)
xy
y varies from (1, 1.4)
Divide the range of x and y into 4 equal parts.
2.4 − 2 1.4 − 1
h= = 0.1, k = = 0.1
4 4
The values of f (x, y) at the nodal points are given in the table :
❅ x
❅ 2 2.1 2.2 2.3 2.4
y ❅
❅
1 0.5 0.4762 0.4545 0.4348 0.4167
1.1 0.4545 0.4329 0.4132 0.3953 0.3788
1.2 0.4167 0.3698 0.3788 0.3623 0.3472
1.3 0.3846 0.3663 0.3497 0.3344 0.3205
1.4 0.3571 0.3401 0.3247 0.3106 0.2976
By Trapezoidal rule for double integration
Sum of values of f at the four corners
hk
Sum of values of f at the nodes
I= + 2
4 on the boundary except the corners
+4 Sum of the values at the interior nodes
(0.5 + 0.4167 + 0.2976 + 0.3571)
+2 0.4762 + 0.4545 + 0.4348 + 0.3788 + 0.3472 + 0.3205
(0.1) (0.1)
=
+0.3106 + 0.3247 + 0.3401 + 0.3846 + 0.4167 + 0.4545
4
0.4329 + 0.4132 + 0.3953 + 0.3623 + 0.3344
+4
+0.3497 + 0.3663 + 0.3698 + 0.3788
100 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
= 0.0614
By actual integration
Z1.4 Z2.4 Z1.4 Z2.4 Z1.4
1 1 1 1
dxdy = dx dy = log x 22.4 dy
xy x y y
1 2 1 2 1
= log 2.4 − log 2 log y 11.4
= 0.0613
4.15.2 Anna University Questions
R1.2 R1.4 dxdy
1. Evaluate by trapezoidal formula by taking h = k = 0.1. (AM10)
1 1 x+y
Solution: [0.0349]
R5 R4
1
2. Evaluate dx dy by Trapezoidal rule in x−direction with h = 1 and Simpson’s one-third
1 1 x + y
rule in y−direction with k = 1. (ND10)
Solution: By Trap. : I = 2.4053, Simp. : I = 2.122
R1 R1 1
3. Evaluate dx dy by using Trapezoidal rule taking h = 0.5 and k = 0.25. (AM11)
0 0 x+y+1
Solution: [0.5319 ≈ 0.532]
R2 R2 dxdy
4. Using Trapezoidal rule, evaluate 2 2
numerically with h = 0.2 along x−direction and k =
1 1 x +y
0.25 along y−direction. (MJ12)
Solution: [0.2643]
R2.4 R4.4
5. Evaluate xy dx dy by Trapezoidal rule taking h = k = 0.1. (ND13)
2 4
Solution: [1.4784]
R1 R1 1
6. Evaluate dxdy. (ND14)
0 0 1+x+y
4.16 Double integrals by Simpson’s 1/3 rules
Rd Rb
Double integration by Simpson’s 1/3 rule is Given f (x) dx dy[= I(S ay)]
c a
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 101
sum of values of f at the four corners
sum of values of f at the odd positions
+2
on the boundary except the corners
sum of the values of f at the even positions
+4
on the boudary except the corners
sum of the values of f at odd positions
hk
+4
i.e., I = on the odd rows of the matrix except boundary rows
9
sum of the values of f at even positions
+8
on the odd rows of the matrix except boundary rows
sum of the values of f at odd positions
+8
on the even rows of the matrix except boundary rows
sum of the values of f at even positions
+16
on the even rows of the matrix except boundary rows
4.16.1 Part B
R1.4 R2.4 dxdy
Example 4.43. Evaluate the integral using Simpson’s rule. Verify your results by
1 2 xy
actual integration.
1
Solution: f (x, y) = ,x varies from (1, 1.4)
xy
y varies from (2, 2.4)
Divide the range of x and y into 4 equal parts.
2.4 − 2 1.4 − 1
h= = 0.1, k = = 0.1
4 4
The values of f (x, y) at the nodal points are given in the table :
❅ x
❅ 2 2.1 2.2 2.3 2.4
y ❅
❅
1 0.5 0.4762 0.4545 0.4348 0.4167
1.1 0.4545 0.4329 0.4132 0.3953 0.3788
1.2 0.4167 0.3698 0.3788 0.3623 0.3472
1.3 0.3846 0.3663 0.3497 0.3344 0.3205
1.4 0.3571 0.3401 0.3247 0.3106 0.2976
102 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
By Extended Simpson’s rule
Sum of the values of f at the four corners
+ 2 Sum of the values of f at the odd positions on the boundary except the corners
+ 4 Sum of the values of f at the even positions on the boundary except the corners
+ 4 Sum of the values of f at the odd positions
on the odd rows of the matrix except boundary rows
hk
I= Sum of the values of f at the even positions
9 + 8
on the odd rows of the matrix except boundary rows
Sum of the values of f at the odd positions
+8
on the even rows of the matrix except boundary rows
Sum of the values of f at the even positions
+16
on the even rows of the matrix except boundary rows
(0.5 + 0.4167 + 0.2976 + 0.3571)
+2 (0.4545 + 0.3472 + 0.3247 + 0.4167)
0.4762 + 0.4348 + 0.3788 + 0.3205 + 0.3106
+4
(0.1) (0.1) +0.3401 + 0.3846 + 0.4545
=
9 +4 (0.3788)
+8 (0.3968 + 0.3623)
+8 (0.3497 + 0.4132)
+16 (0.3663 + 0.3344 + 0.4329 + 0.3953)
0.01
= (55.2116) = 0.0613
9
By actual integration
Z1.4 Z2.4 Z1.4 Z2.4 Z1.4
1 1 1 1
dxdy = dx dy = log x 22.4 dy
xy x y y
1 2 1 2 1
= log 2.4 − log 2 log y 11.4
= 0.0613
There is no error(or deviation) netween actual integration and Simpson’s rule.
R0.5 R0.5 sin xy
Example 4.44. Evaluate I = dxdy by using Simpson’s rule with step size 0.25.
0 0 1 + xy
Ans : I = 0.000216(Simpson’s rule) .
Solution:
4.16.2 Double integrals by Trapezoidal, Simpson rule
R1.4 R2.4 dxdy
Example 4.45. Evaluate the integral using Trapezoidal rule and Simpson’s rule.
1 2 xy
Verify your results by actual integration.
I = 0.0614(Trapezoidal rule), I = 0.0613(Simpson’s rule)
Solution:
π π
R2 R2
Example 4.46. Evaluate sin(x + y)dxdy by using trapezoidal rule, Simpson’s rule and also
0 0
by actual integration.
Unit IV - Interpolation, Numerical Differentiation and Numerical Integration 103
Solution: Divide into 2 intervals (3 ordinates) on x&y
By Trapezoidal rule, I = 1.7975
Simpson’s rule, I = 2.0080
Actual integration, I = 2
4.16.3 Anna University Questions
R5 R4
1
1. Evaluate dx dy by Trapezoidal rule in x−direction with h = 1 and Simpson’s one-third
1 1 x + y
rule in y−direction with k = 1. (ND10)
Solution: By Trap. : I = 2.4053, Simp. : I = 2.122
R2 R1 1 1
2. Evaluate 4xydxdy using Simpson’s rule by taking h = and k = . (ND12)
0 0 4 2
Solution: [3.1111]
R1.4 R2.4 1
3. Evaluate dxdy using Simpson’s one-third rule. (MJ13)
1 2 xy
Solution: [0.0613]
1 1
1 R2 R2 sin(xy)
4. Taking h = k = , evaluate dxdy using Simpson’s rule . (AM14)
4 0 0 1 + xy
Solution: [0.0141]
4.16.4 Assignment problems
1. Given the following data, find y ′ (6) and the maximum value of y (if it exists). (AM10)
x: 0 2 3 4 7 9
y: 4 26 58 112 466 922
2. Find f ′ (x) at x = 1.5 and x = 4.0 from the following data using Newton’s formulae for
differentiation.
x: 1.5 2.0 2.5 3.0 3.5 4.0
(MJ12)
y = f (x) : 3.375 7.0 13.625 24.0 38.875 59.0
3. Find the first three derivatives of f (x) at x = 1.5 by using Newton’s forward interpolation formula
to the data given below.
x: 1.5 2 2.5 3 3.5 4
(MJ13)
y: 3.375 7 13.625 24 38.875 59
R1 1
4. Using Trapezoidal rule, evaluate dx by taking eight equal intervals. (MJ13)
−1 1 + x2
5. The velocity υ of a particle at a distance S from a point on its path is given by the table below:
S (meter) 0 10 20 30 40 50 60
(AM10)
υ (m / sec) 47 58 64 65 61 52 38
104 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Estimate the time taken to travel 60 meters by Simpson’s 1/3rd rule and Simpson’s 3/8th rule.
1R6
6. Evaluate I = dx by using (i) direct integration (ii) Trapezoidal rule (iii) Simpson’s one-third
0 1 + x
rule (iv) Simpson’s three-eighth rule. (ND11)
R1.3 √
7. Taking h = 0.05 evaluate xdx using Trapezoidal rule and Simpson’s three-eighth rule.(AM14)
1
1 R1
8. Use Romberg’s method to compute dx correct to 4 decimal places. Also evaluate the same
0 1 + x2
integral using tree-point Gaussian quadrature formula. Comment on the obtained values by
π
comparing with the exact value of the integral which is equal to . (MJ12)
4
1
R2 x
9. Evaluate dx correct to three decimal places using Romberg’s method. (AM14)
0 sin x
R1 dx
10. Evaluate and correct to 3 decimal places using Romberg’s method and hence find the value
0 1+x
of loge 2. (ND14)
R2 x2 + 2x + 1
11. Evaluate 2
dx by Gaussian three point formula. (MJ13)
0 1 + (x + 1)
R1 sin x
12. Apply three point Gaussian quadrature formula to evaluate dx. (ND13)
0 x
R1 R1 1
13. Evaluate dx dy by using Trapezoidal rule taking h = 0.5 and k = 0.25. (AM11)
0 0 x+y+1
R2 R2 dxdy
14. Using Trapezoidal rule, evaluate 2 2
numerically with h = 0.2 along x−direction and k =
1 1 x +y
0.25 along y−direction. (MJ12)
R2.4 R4.4
15. Evaluate xy dx dy by Trapezoidal rule taking h = k = 0.1. (ND13)
2 4
1 1
1 R2 R2 sin(xy)
16. Taking h = k = , evaluate dxdy using Simpson’s rule . (AM14)
4 0 0 1 + xy
5 Numerical Solution of Ordinary Differential
Equations
Single Step methods − Taylor’s series method − Euler’s method − Modified Euler’s method
− Fourth order Runge − Kutta method for solving first order equations
Multi step methods − Milne’s and Adams − Bash forth predictor corrector methods
for solving first order equations
5.1 Introduction
Single Step methods Multi step methods
Taylor’s series method Milne’s forth predictor corrector method
Taylor’s series method for simultaneous first ODE Adams-Bash forth predictor corrector method
Taylor’s series method for II order ODE
Euler’s method
Modified Euler’s method
Runge-Kutta method for first order ODE
Runge - Kutta method for solving II order ODE
R. K. Method for simultaneous first order ODE
5.2 Taylor’s series method
dy
Given = y ′ = f (x, y) with y (x0 ) = y0
dx
d2 y ∂ f ∂ f dy
⇒ 2 = +
dx ∂x ∂y dx
i.e., y ′′ = f x + fy y ′
lllly find y ′′′ , y ′′′′ , · · ·
106 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Taylor’s series expansion of y(x) above x = x0 is given by
(x − x0 ) ′ (x − x0 )2 ′′ (x − x0 )3 ′′′
y (x) = y (x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + · · ·
1! 2! 3!
(x − x0 ) ′ (x − x0 )2 ′′ (x − x0 )3 ′′′
= y0 + y0+ y0 + y 0 + ···
1! 2! 3!
(or)
h ′ h2 ′′ h3 ′′′
y (x1 ) = y1 = y0 + y + y + y + ··· , where x1 = x0 + h, h = x1 − x0
1! 0 2! 0 3! 0
h h2 ′′ h3 ′′′
y (x2 ) = y2 = y1 + y ′1 + y + y + ··· , where x2 = x1 + h, h = x2 − x1
1! 2! 1 3! 1
5.2.1 Part A
1. Using Taylor series method find y(1.1) given that y ′ = x + y, y(1) = 0. (MJ2011)
′
Solution: Given y = x + y, y(x = 1) = 0 ⇒ x0 = 1, y0 = 0, x1 = 1.1, h = x1 − x0 = 1.1 − 1 = 0.1
∴ Taylor’s series formula is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y + y 0 + ··· (1)
1! 0 2! 0 3! 0 4!
y′ = x+y y ′0 = x0 + y0 (x0 =1,y0 =0) = 1 + 0 = 1 (2)
′′ ′ ′′ ′
y =1+y y 0 = 1 + y0 = 1+1=2 [by (2)] (3)
′′′ ′′ ′′ ′′′ ′′
y =0+y =y y 0 = y0 = 2 [by (3)] (4)
′v
y ′v = y ′′′ y ′′′
0 = y0 = 2 [by (4)]
0.1 (0.1)2 (0.1)3 (0.1)4
∴ (1) ⇒ y1 = 0 + (1) + (2) + (2) + (2)
1! 2! 3! 4!
(0.1)3 (0.1)4
i.e., y (1.1) = (0.1) + (0.1)2 + + + ···
3 12
= 0.1103083
≡ 0.11031
2. What is the major drawback of Taylor series method? (AM2012)
Solution: The major drawbacks of Taylor series method are :
dy
1. In the differential equation, = f (x, y) may have a complicated algebraic structure.
dx
2. The evaluation of higher order derivatives may become tedious.
dy
3. Find y(0.1) if = 1 + y, y(0) = 1 using Taylor series method. (ND2012)
dx
′
Solution: Given y = 1 + y, y(x = 0) = 1 ⇒ x0 = 0, y0 = 1, x1 = 0.1, h = x1 − x0 = 0.1 − 0 = 0.1
∴ Taylor’s series formula is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y + y 0 + ··· (1)
1! 0 2! 0 3! 0 4!
y′ =1+y y ′0 = 1 + y0 (x0 =0,y0 =1) = 1 + 1 = 2 (2)
′′ ′ ′ ′′ ′
y =0+y =y y 0 = y0 = 2 [by (2)] (3)
y ′′′ = y ′′ y ′′′ ′′
0 = y0 = 2 [by (3)] (4)
y ′v = y ′′′ y ′v ′′′
0 = y0 = 2 [by (4)]
Unit V - Numerical Solution of Ordinary Differential Equations 107
0.1 (0.1)2 (0.1)3 (0.1)4
∴ (1) ⇒ y1 = 1 + (2) + (2) + (2) + (2)
1! 2! 3! 4!
i.e., y (1.1) = 1.210341667
≡ 1.21034
4. Find y(1.1) if y ′ = x + y, y(1) = 0 by Taylor series method. (AM2013)
Solution: Re f : (MJ2011)
5. State the advantages and disadvantages of the Taylor’s series method. (AM2014)
Solution:
The advantages of the Taylor’s series method are :
1. It is a powerful single step method if we are able to find the successiove derivatives easily.
2. This method gives a straight forward adaptation of classic calculus to develop the solution
as an infinite aseries.
3. This method will be very useful for finding the starting values for powerful methods like
Runge-Kutta method, Milne’s method etc.
The disadvantages of the Taylor’s series method are :
dy
1. In the differential equation, = f (x, y) may have a complicated algebraic structure.
dx
2. The evaluation of higher order derivatives may become tedious.
5.2.2 Part B
dy
Example 5.1. Using Taylor’s series method, find y at x = 0.1, if = x2 y − 1, y (0) = 1
dx
Solution: Given y ′ = x2 y − 1, x0 = 0, y0 = 1, h = 0.1 (G)
∴ Taylor’s series formula is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y 0 + y 0 + ··· (1)
1! 2! 3! 4!
y ′ = x2 y − 1 y ′0 = x02 y0 − 1(x0 =0,y0 =1) = 0 − 1 = −1 [by (G)] (2)
′
′′ 2 ′ ′′
y = 2xy + x y y 0 = 2x0 y0 + x02 y0 = 0 [by (G) & (2)] (3)
′′′
y 0 = 2 x0 y ′0 + y0 + x02 y ′′0 + y ′0 2x0
y ′′′ = 2 (xy ′ + y) + x2 y ′′ + y ′ 2x [by (G) & (3)] (4)
=2
yiv ′ ′′ ′ ′′
0 = 2y 0 + 2x0 y 0 + 2y 0 + 2x0 y 0
yiv = 2y ′ + 2xy ′′ + 2y ′ + 2xy ′′
+x02 y ′′0 + y ′′0 (2x0 ) + 2y ′0 [by (G) & (4)]
+x2 y ′′ + y ′′ (2x) + 2y ′
= −6
0.1 (0.1)2 (0.1)3 (0.1)4
∴ (1) ⇒ y1 = 1 + (−1) + (0) + (0) + (−6)
1! 2! 3! 4!
(0.1)3 (0.1)4
i.e., y (0.1) = 1 − (0.1) + − + ···
3 4
= 0.900308
108 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
dy
Example 5.2. Use Taylor series method to solve = x − y2 , y(0) = 1 and hence compute y(0.1)
dx
and y(0.2) correct to 4 places of decimals.
Solution: Given y ′ = x − y2 and x0 = 0, y0 = 1.
Take h = 0.1
x1 = x0 + h = 0 + 0.1 = 0.1
y1 = y (x1 ) = y(0.1)
To find y1
The Taylor’s series formula for y1 is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y 0 + y 0 + ··· (1)
1! 2! 3! 4!
y ′0 = x0 − y20
y ′ = x − y2
= 0 − 1 = −1
y ′′0 = 1 − 2y0 y ′0
y ′′ = 1 − 2yy ′
= 1 − 2(1)(−1) = 3
′′′ ′′ ′ ′ ′′′
y = −2 (yy + y y ) y 0 = −2y0 y ′′0 − 2y ′2
0
= −2yy ′′ − 2y ′2 = −2(1)(3) − 2 = −8
yiv = −2 (yy ′′′ + y ′′ y ′ ) − 4y ′ y′′ yiv
0 = −6y ′0 y ′′0 − 2y0 y ′′′
0
= −6y ′ y′′ − 2yy ′′′ = −6(−1)(3) − 2(1)(−8) = 34
From (1)
0.1 (0.1)2 (0.1)3 (0.1)4
∴ (1) ⇒ y1 = 1 + (−1) + (3) + (−8) + (34)
1 2 6 24
= 1 − 0.1 + 0.015 − 0.001333 + 0.0001417
= 0.9138
∴ y(0.1) = 0.9138
To find y2
x2 = x1 + h = 0.1 + 0.1 = 0.2
y2 = y (x2 ) = y(0.2)
The Taylor’s series formula for y2 is
h ′ h2 ′′ h3 ′′′ h4 ′v
y2 = y1 + y + y + y + y 1 + ··· (2)
1! 1 2! 1 3! 1 4!
y ′1 = x1 − y21
y ′ = x − y2
= 0.1 − (0.9138)2 = −0.735
y ′′1 = 1 − 2y1 y ′1
y ′′ = 1 − 2yy ′
= 1 − 2(0.9138)(−0.735) = 2.3433
y ′′′
1 = −2y1 y ′′1 − 2y ′2
1
y ′′′ = −2 (yy ′′ + y ′ y′ )
= −2(0.9138)(2.3433) − 2(−0.735)2
= −2yy ′′ − 2y ′2
= −5.363
Unit V - Numerical Solution of Ordinary Differential Equations 109
yiv
0 = −6y ′1 y ′′1 − 2y1 y ′′′
1
yiv = −2 (yy ′′′ + y ′′ y ′ ) − 4y ′ y′′
= −6(−0.735)(2.3433) − 2(0.9138)(−5.363)
= −6y ′ y′′ − 2yy ′′′
= 20.1354
From (2)
0.1 (0.1)2 (0.1)3 (0.1)4
y2 = 0.9138 + (−0.735) + (2.3433) + (−5.363) + (20.1354)
1 2 6 24
y2 = 0.8512
∴ y(0.2) = 0.8512
Example 5.3. Using Taylor series method, find y to five places of decimals when x = 1.3 given
that dy = x2 y − 1 dx and y = 2 when x = 1.
Solution: Given y ′ = x2 y − 1 and x0 = 1, y0 = 2.
Given h = 0.3
x1 = x0 + h = 1 + 0.3 = 1.3
y1 = y (x1 ) = y(1.3)
To find y1
The Taylor’s series formula for y1 is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y + y 0 + ··· (1)
1! 0 2! 0 3! 0 4!
y ′0 = x02 y0 − 1
y ′ = x2 y − 1
= 12 (2) − 1 = 1
y ′′0 = x02 y ′0 + 2x0 y0
y ′′ = x2 y ′ + 2xy
= 12 (1) + 2(1)(2) = 5
y ′′′ = x2 y ′′ + 2xy ′ + 2 xy ′ + y y ′′′ = x02 y ′′0 + 4x0 y ′0 + 2y0
0
= x2 y ′′ + 4xy ′ + 2y = 12 (5) + 4(1)(1) + 2(2) = 13
y ′v = x2 y ′′′ + 2xy ′′ + 4 xy ′′ + y ′ + 2y ′ y ′v = x02 y ′′′ ′′ ′
0 0 0 + 6x0 y 0 + 6y 0
= x2 y ′′′ + 6xy ′′ + 6y ′ = 12 (13) + 6(1)(5) + 6(1) = 49
From (1),
0.3 (0.3)2 (0.3)3 (0.3)4
y1 = 2 + (1) + (5) + (13) + (49)
1! 2! 3! 4!
= 2 + 0.3 + 0.225 + 0.0585 + 0.01654
= 2.60004
Example 5.4. Using Taylor series method find y at x = 0.1 correct to four decimal places from
dy
= x2 − y, y(0) = 1 with h = 0.1. Compute terms upto x4 .
dx
Solution: Given y ′ = x2 − y and x0 = 0, y0 = 1.
110 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Given h = 0.1
x1 = x0 + h = 0 + 0.1 = 0.1
y1 = y (x1 ) = y(0.1)
To find y1
The Taylor’s series formula for y1 is
h ′ h2 ′′ h3 ′′′ h4 ′v
y1 = y0 + y + y + y + y 0 + ··· (1)
1! 0 2! 0 3! 0 4!
y ′0 = x02 − y0
y ′ = x2 − y
= 02 − 1 = −1
y ′′0 = 2x0 − y ′0
y ′′ = 2x − y ′
= 2(0) − (−1) = 1
′′′
y 0 = 2 − y ′′0
y ′′′ = 2 − y ′′
=2−1=1
y ′v
0 = −y ′′′
0
y ′v = −y ′′′
= −1
From (1),
0.1 (0.1)2 (0.1)3 (0.1)4
y1 = 1 + (−1) + (1) + (1) + (−1)
1! 2! 3! 4!
= 1 − 0.1 + 0.005 + 0.000167 − 0.000004
= 0.905163
Example 5.5. Using Taylor series method, find y(1.1) and y(1.2) correct to four decimal places
1
dy
given = xy 3 and y(1) = 1.
dx
1
′
Solution: Given y = xy 3 and y(1) = 1.
Given h = 0.1
x1 = x0 + h = 1 + 0.1 = 1.1
y1 = y (x1 ) = y(1.1)
To find y1
The Taylor’s series formula for y1 is
h ′ h2 ′′ h3 ′′′
y1 = y0 + y + y + y + ··· (1)
1! 0 2! 0 3! 0
1
1
′ y ′0 = x0 y03
y = xy 3
1
= 1(1) 3 = 1
Unit V - Numerical Solution of Ordinary Differential Equations 111
2 1 1 1
′′ 1 − ′ 1 2 −3 3
y = x y 3 y + y3 y ′′
0 = x0 y0 + y0
3 3
1 1 1 1
1 2 − 1 − 4
= x y 3 + y3 = (1)2 (1) 3 + (1) 3 =
3 3 3
2 1
1 2 −3 ′ 2 −3
y ′′′
0 = − x0 y0 y 0 + x0 y0
! 4 1 9 3
1 2 1 − ′ − 2
y ′′′ = x − y 3 y + y 3 (2x)
−
1
3 3 + y0 3 y ′0
2 3
2
1 − 1 2 −
+ y 3y ′ = − (1) (1) 3 (1)
3 9
4 1 2 1 2
1 2 − ′ 2 − 1 − ′ 2 − 1 −
3
= − x y y + xy + y y3 3 + (1)(1) 3 + (1) 3 (1)
9 3 3 3 3
8
=
9
From (1),
(0.1)2 4 (0.1)3 8
! !
0.1
y1 = 1 + (1) + +
1! 2! 3 3! 9
= 1 + 0.1 + 0.00666 + 0.000148
= 1.10681
∴ y(1.1) = 1.10681
To find y2
x2 = x1 + h = 1.1 + 0.1 = 1.2
y1 = y (x2 ) = y(1.2)
The Taylor’s series formula for y2 is
h ′ h2 ′′ h3 ′′′
y2 = y1 + y + y + y + ··· (2)
1! 1 2! 1 3! 1
1
1
y ′1 = x1 y13
y ′ = xy 3
1
= (1.1)(1.10681) 3 = 1.13785
1 1
1 2 −3
1 1 y ′′1 = x1 y1 + y13
1 2 − 3
y ′′ = x y 3 + y3 1 1
3 1 2
−
= (1.1) (1.10681) 3 + (1.10681) 3
3
= 1.42433
112 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
4 1 2
′′′ 1 2 −3 ′ 2 −3 1 −3 ′
y 1 = − x1 y1 y 1 + x1 y1 + y1 y 1
9 3 3
4
4 1 1 −
1 − 2 − = − (1.1)2 (1.10681) 3 (1.13785)
y ′′′ = − x2 y 3 y ′ + xy 3 9
9 3 1
2 2 −
1 − + (1.1)(1.10681) 3
+ y 3y ′ 3
3 2
1 −
3
+ (1.10681) (1.13785)
3
= 0.92979
From (2),
0.1 (0.1)2 (0.1)3
y2 = 1.10681 + (1.13785) + (1.42433) + (1.92979)
1! 2! 3!
= 1.2277
∴ y(1.2) = 1.2277
Example 5.6. Find the Taylor series solution with three terms for the initial value problem
dy
= x3 + y, y(1) = 1.
dx
Solution: Given y ′ = x3 + y and x0 = 1, y0 = 1.
The Taylor’s series formula for y1 is
(x − x0 ) ′ (x − x0 )2 ′′ (x − x0 )3 ′′′
y (x) = y (x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + · · · (1)
1! 2! 3!
y ′0 = x03 + y0
y ′ = x3 + y
= 13 + 1 = 2
y ′′0 = 3x02 + y ′0
y ′′ = 3x2 + y ′
= 3 12 + 2 = 5
y ′′′
0 = 6x0 + y ′′0
y ′′′ = 6x + y ′′
= 6(1) + 5 = 11
Substituting in (1)
x−1 (x − 1)2 (x − 1)3
y1 = 1 + (2) + (5) + (11)
1! 2! 3!
5 11
= 1 + 2(x − 1) + (x − 1)2 + (x − 1)3
4 6
Example 5.7. Using Taylor’s method, compute y(0.2) and y(0.4) correct to 4 decimal places
dy
given (= y ′ ) = 1 − 2xy & y (0) = 0.
dx
Solution: y(0.2) = 0.194752003, y(0.4) = 0.359883723
dy
Example 5.8. Find the Taylor series solution of y(0.1) given that + y2 = e x , y(0) = 1. Compute
dx
using first five terms.
Solution: Given y ′ = e x − y2 and x0 = 0, y0 = 1.
Unit V - Numerical Solution of Ordinary Differential Equations 113
Take h = 0.1
x1 = x0 + h = 0 + 0.1 = 0.1
y1 = y (x1 ) = y(0.1)
To find y1
The Taylor’s series formula for y1 is
h ′ h2 ′′ h3 ′′′ h4 ′v h5 v
y1 = y0 + y + y + y + y 0 + y0 + · · · (1)
1! 0 2! 0 3! 0 4! 5!
y ′0 = e x0 − y20
y ′ = e x − y2
= e0 − 12 = 0
y ′′0 = e x0 − 2y0 y ′0
y ′′ = e x − 2yy ′
= e0 − 2(1)(0) = 1
h i
y ′′′ = e x − 2 yy ′′ + y ′ y′ y ′′′ = e x0 − 2 y0 y ′′0 − y ′2
0 0
h i h i
= e x − 2 yy ′′ + y ′2 = e0 − 2 1(1) + 02 = −1
h i
yiv = e x − 2 yy ′′′ + y ′′ y ′ + 2y ′ y′′ yiv = e x0 − 2 y ′0 y ′′′ ′ ′′
0 0 + 3y 0 y 0
= e x − 2 y ′ y′′′ + 3y ′ y′′ = e0 − 2[1(−1) + 3(0)(1)] = 3
h h i
yv = e x − 2 yy ′v + y ′′′ y ′ yv0 = e x0 − 2 y ′0 y ′v ′ ′′′ ′′2
0 + 4y 0 y 0 + 3y 0
i
+3 (y ′ y′′′ + y ′′ y ′′ ) = 1 − 2[1(3) + 4(0)(−1) + 3(1)2 ]
h i
= e x − 2 y ′ y′v + 4y ′ y′′′ + 3y ′′2 = −11
From (1)
0.1 (0.1)2 (0.1)3 (0.1)4 (0.1)5
y1 = 1 + (0) + (1) + (−1) + (3) + (−11)
1 2 6 24 120
= 1 + 0 + 0.005 − 0.000167 + 0.000125 − 0.000000917
= 1.00496
∴ y(0.1) = 1.00496
Example 5.9. Using Taylor’s series method, with the first five terms in the expansion; find
dy
y(0.1) correct to 3 decimal places, given that = e x − y2 , y (0) = 1
dx
Solution: y(0.1) = 1.0049891 1.005 (correct to 3 decimal places)
5.2.3 Anna University Questions
dy
1. Evaluate the value of y at x = 0.1, 0.2 given = x2 y − 1, y(0) = 1, by Taylor’s series method upto
dx
four terms. (ND10)
Solution: y(0.1) = 0.900308, y(0.2) = 0.802269
2. Using Taylor series method to find y(0.1) if y ′ = x2 + y2 , y(0) = 1. (MJ13)
Solution: y(0.1) = 1.1115
114 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3. Obtain y by Taylor series method, given that y ′ = xy + 1, y(0) = 1, for x = 0.1 and 0.2 correct to four
decimal places. (ND13)
Solution: y(0.1) = 1.1053, y(0.2) = 1.2224
dy
4. Using Taylor’s series method, find y at x = 1.1 by solving the equation = x2 + y2 ; y(1) = 2.
dx
Carryout the computations upto fourth order derivative. (AM14)
Solution: y(0.1) = 2.64333
dy
5. Using Taylor’s series method, find y at x = 0 if = x2 y − 1, y(0) = 1. (ND14)
dx
5.3 Taylor’s series method for simultaneous first order differential
equations
dy dz
Given = f1 (x, y, z) , = f2 (x, y, z) with initial conditions y (x0 ) = y0 , z (x0 ) = z0
dx dx
5.3.1 Part B
dy dz
Example 5.10. Solve the system of equations = z − x2 , = y + x with y (0) = 1, z (0) = 1 by
dx dx
taking h = 0.1 to get y (0.1) and z (0.1).
Solution: Given x0 = 0, y0 = 1, z0 = 1
WKT, Taylor’s series for y1 is
h ′ h2 ′′ h3 ′′′ h4 iv
y1 = y (0.1) = y0 + y + y + y + y0 + · · · (1)
1! 0 2! 0 3! 0 4!
& Taylor’s series for z1 is
h ′ h2 ′′ h3 ′′′ h4 iv
z1 = z (0.1) = z0 + z + z + z + z0 + · · · (2)
1! 0 2! 0 3! 0 4!
dy dz
y′ = = z − x2 y ′0 = z0 − x02 = 1 − 0 = 1 z′ = = x+y z′0 = x0 + y0 = 0 + 1 = 1
dx dx
y ′′ = z′ − 2x y ′′0 = 1 z′′ = 1 + y ′ z′′0 = 1 + y ′0 = 2
y ′′′ = z′′ − 2 y ′′′
0 =0 z′′′ = y ′′ z′′′
0 =1
yiv = z′′′ yiv
0 =1 ziv = y ′′′ ziv
0 =0
(0.1) (0.1)2 (0.1)3 (0.1)4
∴ (1) ⇒ y (0.1) = 1 + (1) + (1) + (0) + (1)
1! 2! 3! 4!
correct to 4 decimal places
= 1.1050
(0.1) (0.1)2 (0.1)3 (0.1)4
Now (2) ⇒ z (0.1) = 1 + (1) + (2) + (1) + (0)
1! 2! 3! 4!
= 1.110167
correct to 4 decimal places
≃ 1.1102
Unit V - Numerical Solution of Ordinary Differential Equations 115
5.4 Taylor’s series for II order differential equations
5.4.1 Part B
Example 5.11. By Taylor’s series, find y(0.1) and y(0.2) given that y ′′ = y + xy ′ , y (0) = 1, y ′ (0) = 0.
Solution: Given x0 = 0, y0 = 1, y ′0 = 0 & y ′′ = y + xy ′
WKT, Taylor’s series formula is
x2 ′′ x3 ′′′ x4 ′v
y (x) = y0 + xy ′0 + y + y + y 0 + ··· (1)
2! 0 3! 0 4!
y ′′ = y + xy ′ y ′′0 = y0 + x0 y ′0 = 1 + 0 (0) = 1
y ′′′ = y ′ + xy ′′ + y ′ = 2y ′ + xy ′′ y ′′′
0 = 2(0) + (0)(1) = 0
yiv = 2y ′′ + xy ′′′ + y ′′ = 3y ′′ + xy ′′′ yiv
0 = 3(1) + (0)(0) = 3
x2 x4
∴ (1) ⇒ y (x) = 1 + 0 + (1) + 0 + (3) + · · ·
2! 4!
x2 x4
=1+ + + ···
2 8
(0.1)2 (0.1)4
y (0.1) = 1 + + + ···
2 8
= 1.0050125 ≃ 1.0050 (correct to 4 decimal places)
(0.2)2 (0.2)4
y (0.2) = 1 + + + ···
2 8
= 1.0202
5.5 Euler’s method
Given y ′ = f (x, y) , x0 , y0 , h
Euler algorithm is
y1 = y0 + h f (x0 , y0 )
y2 = y1 + h f (x1 , y1 )
y3 = y2 + h f (x2 , y2 )
..
.
In general, yn = yn−1 + h f (xn−1 , yn−1 )
5.5.1 Part A
dy
1. Use Euler’s method to find y(0.2) and y(0.4) given = x + y, y(0) = 1. (MJ2010)
dx
Solution : Given f (x, y) = x + y, x0 = 0, y0 = 1, x1 = 0.2, x2 = 0.4. (Here h = x1 − x0 = x2 − x1 = 0.2)
116 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
By Euler algorithm,
y1 = y0 + h f (x0 , y0 ) = 1 + (0.2) x0 + y0 = 1 + (0.2) [0 + 1]
i.e., y1 = y (0.2) = 1.2
y2 = y1 + h f (x1 , y1 ) = 1.2 + (0.2) x1 + y1 = 1.2 + (0.2) [0.2 + 1.2]
= 1.2 + 0.28
i.e., y2 = y (0.4) = 1.48
dy
2. Find y(0.1) by using Euler’s method given that = x + y, y(0) = 1. (ND10)
dx
dy
Solution : Given, = x + y = f (x, y), x0 = 0, y0 = 1, x1 = 0.1, h = 0.1
dx
By Euler algorithm,
y1 = y0 + h f (x0 , y0 )
= 1 + (0.1) x0 +y0
= 1 + (0.1) [0 + 1]
= 1 + 0.1
= 1.01
i.e., y (0.1) = 1.01
3. Find y(0.2) for the equation y ′ = y + e x , given that y(0) = 0 by using Euler’s method. (AM11)
x
Solution : Given, f (x, y) = y + e , x0 = 0, y0 = 0, h = 0.2
By Euler algorithm,
y1 = y0 + h f (x0 , y0 )
= 0 + 0.2 f (0, 0)
h i
= 0.2 0 + e0 = 0.2
i.e., y (0.2) = 0.2
dy
4. State Euler’s method to solve = f (x, y) with y (x0 ) = y0 . (ND11)
dx
Solution: yn = yn−1 + h f (xn−1 , yn−1 )
dy
5. Using Euler’s method, find the solution of the initial value problem = log(x + y), y(0) = 2 at
dx
x = 0.2 by assuming h = 0.2. (MJ12)
dy
Solution : Given, = log(x + y) = f (x, y), x0 = 0, y0 = 2, h = 0.2
dx
By Euler algorithm,
y1 = y0 + h f (x0 , y0 )
= 2 + 0.2 f (0, 2)
= 2 + 0.2 log(0 + 2) = 2 + 0.2 log 2 = 2 + 0.2(0.30103)
i.e., y (0.2) = 2.060206
Unit V - Numerical Solution of Ordinary Differential Equations 117
6. State Euler’s formula. (MJ13)
Solution: yn = yn−1 + h f (xn−1 , yn−1 )
7. Using Euler’s method find the solution of the initial value problem y ′ = y − x2 + 1, y(0) = 0.5 at
x = 0.2 taking h = 0.2. (ND13)
′ 2
Solution : Given, y = y − x + 1 = f (x, y), x0 = 0, y0 = 0.5, h = 0.2
By Euler algorithm,
y1 = y0 + h f (x0 , y0 )
= 0.5 + 0.2 f (0, 0.5)
h i h i
= 0.5 + 0.2 y0 − x02 + 1 = 0.5 + 0.2 0.5 − 02 + 1 = 2 + 0.2(1.5)
i.e., y (0.2) = 0.8
8. Given y ′ = x + y, y(0) = 1, find y(0.1) by Euler’s method. (ND14)
5.5.2 Part B
dy
Example 5.12. Using Euler’s method, find y(0.2), y(0.4) and y(0.6) from = x + y, y (0) = 1 with
dx
h = 0.2.
Solution: Given y (0) (or) y0 = 1 ⇒ x0 = 0
&x1 = 0.2, x2 = 0.4, x3 = 0.4, h = 0.2
y′ = x+y
We have to find y (0.2) = y1
Now, by Euler algorithm,
y1 = y0 + h f (x0 , y0 )
i.e., y (0.2) = 1 + (0.2) (x + y) x=x0 = 1 + 0.2 (x0 + y0 ) = 1 + (0.2) (0 + 1)
y=y0
y (0.2) = 1.2 = y1
y2 = y1 + h f (x1 , y1 ) = 1.2 + (0.2) x1 + y1
= 1.2 + 0.2 [0.2 + 1.2] = 1.48 ⇒ y (0.4) = 1.48
y3 = y2 + h f (x2 , y2 ) = 1.48 + (0.2) x2 + y2
= 1.856 ⇒ y (0.6) = 1.856
∴ The result of the problem:
x y
x0 = 0 y0 = 1
x1 = 0.2 y1 = y0 + h f (x0 , y0 ) = 1.2
x2 = 0.4 y2 = y1 + h f (x1 , y1 ) = 1.48
x3 = 0.4 y3 = y2 + h f (x2 , y2 ) = 1.856
118 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
′
Example 5.13. Using Euler’s method solve y = x + y + xy, y(0) = 1 compute y at x = 0.1 by
taking h = 0.05.
Solution: Given y ′ = x + y + xy, x0 = 0, y0 = 1
h = 0.05.
x1 = x0 + h = 0 + 0.05 = 0.05
y1 = y (x1 ) = y(0.05)
To find y1
By Euler algorithm
y1 = y0 + h f (x0 , y0 )
= 1 + 0.05 f (0, 1)
= 1 + 0.05[0 + 1 + (0)(1)]
y1 = 1.05
∴ y(0.05) = 1.05
x2 = x1 + h = 0.05 + 0.05 = 0.1
y2 = y (x2 ) = y(0.1)
To find y2
By Euler algorithm
y2 = y1 + h f (x1 , y1 )
= 1.05 + 0.05 f (0.05, 1.05)
= 105 + 0.05[0.05 + 1.05 + (0.05)(1.05)]
y2 = 1.10762
∴ y(0.1) = 1.10762
Example 5.14. Using Euler’s method find y(0.3) of y(x) satisfies the initial value problem
dy 1 2
= x + 1 y2 , y(0.2) = 1.1114.
dx 2
1 2
Solution: Given f (x, y) = x + 1 y2 and x0 = 0.2, y0 = 1.1114.
2
Take h = 0.1
x1 = x0 + h = 0.2 + 0.1 = 0.3
y1 = y (x1 ) = y(0.3)
To find y1
By Euler’s method
y1 = y0 + h f (x0 , y0 )
= 1.1114 + 0.1 f (0.2, 1.1114)
Unit V - Numerical Solution of Ordinary Differential Equations 119
" #
1
= 1.1114 + 0.1 (0.2)2 + 1 (1.1114)2
2
y1 = 1.1756
∴ y(0.3) = 1.1756
dy y
Example 5.15. Using Euler’s method with h = 0.1 to solve the equation = , y(0) = 2 in
dx 1+x
the range 0 ≤ x ≤ 1.
y
Solution: Given f (x, y) = and x0 = 0, y0 = 2, h = 0.1
1+x
x1 = x0 + h = 0 + 0.1 = 0.1
y1 = y (x1 ) = y(0.1)
To find y1
By Euler algorithm
y1 = y0 + h f (x0 , y0 )
= 2 + 0.1 f (0, 2)
" #
2
= 2 + 0.1
1+0
y1 = 2.2
∴ y(0.1) = 2.2
Similarly
x2 = x1 + h = 0.1 + 0.1 = 0.2 x3 = x2 + h = 0.2 + 0.1 = 0.3 x4 = x3 + h = 0.3 + 0.1 = 0.4
y2 = y (x2 ) = y(0.2) y3 = y (x3 ) = y(0.3) y4 = y (x4 ) = y(0.4)
∴ y2 = y1 + h f (x1 , y1 ) ∴ y3 = y2 + h f (x2 , y2 ) ∴ y4 = y3 + h f (x3 , y3 )
= 2.2 + 0.1 f (0.1, 2.2) = 2.4 + 0.1 f (0.2, 2.4) = 2.6 + 0.1 f (0.3, 2.6)
" # " # " #
2.2 2.4 2.4
= 2.2 + 0.1 = 2.4 + 0.1 = 2.6 + 0.1
1 + 0.1 1 + 0.2 1 + 0.3
y2 = 2.4 y3 = 2.6 y4 = 2.8
∴ y(0.2) = 2.4 ∴ y(0.3) = 2.6 ∴ y(0.3) = 2.8
y5 = y4 + h f (x4 , y4 ) y6 = y5 + h f (x5 , y5 ) y7 = y6 + h f (x6 , y6 )
= 2.8 + 0.1 f (0.4, 2.8) = 3 + 0.1 f (0.5, 3) = 3.2 + 0.1 f (0.6, 3.2)
" # " # " #
2.8 3 3.2
= 2.8 + 0.1 = 3 + 0.1 = 3.2 + 0.1
1 + 0.4 1 + 0.5 1 + 0.6
y5 = 3 y6 = 3.2 y7 = 3.4
∴ y(0.5) = 3 ∴ y(0.6) = 3.2 ∴ y(0.7) = 3.4
120 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
y8 = y7 + h f (x7 , y7 ) y9 = y8 + h f (x8 , y8 ) y10 = y9 + h f (x9 , y9 )
= 3.4 + 0.1 f (0.7, 3.4) = 3.6 + 0.1 f (0.8, 3.6) = 3.8 + 0.1 f (0.9, 3.8)
" # " # " #
3.4 3.6 3.8
= 3.4 + 0.1 = 3.6 + 0.1 = 3.8 + 0.1
1 + 0.7 1 + 0.8 1 + 0.9
y8 = 3.6 y9 = 3.8 y10 = 4
∴ y(0.8) = 3.6 ∴ y(0.9) = 3.8 ∴ y(1) = 4
dy
Example 5.16. Solve = y + e x , y (0) = 0 for x = 0.2, 0.4 by using Euler’s method.
dx
Solution: y1 = 0.2, y2 = 0.484281
dy
Example 5.17. Using Euler’s method, find the solution of the initial value problem =
dx
log (x + y) , y (0) = 2 at x = 0.2 by assuming h = 0.2.
Solution: [y(0.2) = 2.0602]
5.5.3 Anna University Questions
y−x
1. Solve y ′ = , y(0) = 1 at x = 0.1 by taking h = 0.02 by using Euler’s method. (MJ13)
y+x
Solution: y(0.02) = 1.02, y(0.04) = 1.0392, y(0.06) = 1.0577, y(0.08) = 1.0756, ∴ y(0.1) = 1.0928
5.6 Modified Euler’s method
Modified Euler’s method formula is
" #
h h
In general, yn+1 = yn + h f xn + , yn + f (xn , yn )
2 2
" #
h h
When n = 0, y1 = y0 + h f x0 + , y0 + f (x0 , y0 )
2 2
" #
h h
When n = 1, y2 = y1 + h f x1 + , y1 + f (x, y)
2 2
" #
h h
When n = 2, y3 = y2 + h f x2 + , y2 + f (x2 , y2 )
2 2
5.6.1 Part B
Example 5.18. Solve y ′ = 1 − y, y (0) = 0 by modified Euler method.
Solution: Given y ′ = f (x, y) = 1 − y, x0 = 0, y0 = 0.
Let h = 0.1, x1 = 0.1, x2 = 0.2, x3 = 0.3
We have to find y1 , y2 , y3 .
Unit V - Numerical Solution of Ordinary Differential Equations 121
By Modified Euler’s method:
" #
h 1
yn+1 = yn + h f xn + , yn + h f (xn , yn )
2 2
" #
h h
Here f (x0 , y0 ) = f (x = x0 , y = y0 ) = 1 − y0 = 1 − 0 = 1
y1 = y0 + h f x0 + , y0 + f (x0 , y0 )
2 2
" #
0.1 0.1
∴ y1 = 0 + (0.1) f 0 + ,0 + (1)
2 2
= 0.1 f [0.05, 0.05]
= (0.1) 1 − y x=0.05 = 1 − 0.05
y=0.05
y1 = 0.095
" #
h h
Now y2 = y1 + h f x1 + , y1 + f (x1 , y1 )
Here f (x1 , y1 ) = 1 − y1 = 0.905
2 2
" #
0.1 0.1
i.e., y2 = 0.905 + (0.1) f 0.1 + , 0.095 + f (0.1, 0.095)
2 2
y2 = 0.18098
" #
h h
Now y3 = y2 + h f x2 + , y2 + f (x2 , y2 ) Here f (x2 , y2 ) = 1 − y2 = 1 − 0.18098 = 0.81902
2 2
" #
0.1 0.1
i.e., y3 = 0.18098 + (0.1) f 0.2 + , 0.18098 + f (0.2, 0.18098)
2 2
y3 = 0.258787
∴ y0 = 0, y1 = 0.095, y2 = 0.18098, y3 = 0.258787
dy x−y
Example 5.19. By using modified Euler method, find y (1.8) if = , y (2) = 1
dx x+y
Hint h = −0.2
Solution: [y(1.8) = 0.9349].
dy
Example 5.20. Given + y − x2 = 0, y (0) = 1, y (0.1) = 0.9052, y (0.2) = 0.8213, find correct to four
dx
decimal places y (0.3), using modified Euler’s " method. " # #
h
′ 2
i h h
Solution: Hint y = x − y Ans : y (0.3) = y3 = y2 + h f x2 + , y2 + f (x2 , y2 ) = 0.7493
2 2
5.6.2 Anna University Questions
dy
1. Using Modified Euler’s method, find y(4.1) and y(4.2) if 5x + y2 − 2 = 0; y(4) = 1. (ND12)
dx
Solution: y(4.1) = 1.005, y(4.2) = 1.0098
2. Apply modified Euler’s method to find y(0.2) and y(0.4) given y ′ = x2 + y2 , y(0) = 1 by taking h = 0.2.
(ND14)
122 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
5.7 Fourth order Runge-Kutta method for solving first order equations
Fourth order Runge-Kutta method for solving I order Differential Equations
[Single step method]
dy
Given = y ′ = f (x, y)
dx
& y (x0 ) = y0
We have to find y (x1 ) =? = y1 , y (x2 ) =? = y2 , y (x3 ) =? = y3 , · · ·
To find f (xn+1 ) = y (xn+1 ) = yn+1 :
yn+1 = y (xn + h) = y (xn ) + ∆y = yn + ∆y
1
where ∆y = [k1 + 2k2 + 2k3 + k4 ]
6
where k1 = h f (xn , yn )
!
h k1
k2 = h f xn + , yn +
2 2
!
h k2
k3 = h f xn + , yn +
2 2
k4 = h f (xn + h, yn + k3 )
To find f (x1 ) = y (x1 ) = y1
k1 = h f (x0 , y0 )
!
h k1
k2 = h f x0 + , y0 +
2 2
!
h k2
k3 = h f x0 + , y0 +
2 2
k4 = h f (x0 + h, y0 + k3 )
1
∆y = [k1 + 2k2 + 2k3 + k4 ]
6
∴ y1 = y (x0 + h) = y (x0 ) + ∆y = y0 + ∆y
5.7.1 Part A
1. State the fourth order Runge - Kutta algorithm. (ND2012)
Solution: The fourth order Runge - Kutta algorithm is
k1 = h f (x0 , y0 )
!
h k1
k2 = h f x0 + , y0 +
2 2
!
h k2
k3 = h f x0 + , y0 +
2 2
k4 = h f (x0 + h, y0 + k3 )
1
∆y = [k1 + 2k2 + 2k3 + k4 ]
6
∴ y1 = y (x0 + h) = y (x0 ) + ∆y = y0 + ∆y
Unit V - Numerical Solution of Ordinary Differential Equations 123
5.7.2 Part B
dy
Example 5.21. Given = x + y2 , y (0) = 1, find y(0.1) & y(0.2) by Runge-Kutta method for IV
dx
order.
Solution: Given y ′ = f (x, y) = x + y2 , h = 0.1
&x0 = 0, y (x0 = 0) = 1
To find y(0.1) = y1
h i
k1 = h f x0 , y0 = (0.1) f (0.1) = (0.1) 0 + 12 = 0.1
" #
h k1 h i
k2 = h f x0 + , y0 + = (0.1) f [0 + 0.05, (1 + 0.05)] = (0.1) 0.05 + (1.05)2 = 0.11525
2 2
" # " #
h k2 0.11525 h i
k3 = h f x0 + , y0 + = (0.1) f 0.05, 1 + = (0.1) 0.05 + (1.057625)2 = 0.116857
2 2 2
h i
k4 = h f x0 + h, y0 + k3 = (0.1) f [0.05, 1 + 0.116857] = (0.1) 0.05 + (1.116857)2 = 0.134737
1 1
∆y = [k1 + 2k2 + 2k3 + k4 ] = [(0.1) + 2 (0.1) + 2 (0.11525) + (0.116857)]
6 6
= 0.11649
∴ y (0.1) = y1 = y0 + ∆y = 1 + 0.11649 = 1.11649 ⇒ y1 = 1.11649
To find y (0.2) = y2
k1 = h f x1 , y1 = (0.1) f [0.1, 1.11649] = (0.1) [0.1 + (1.116492)] = 0.1347
" # " #
h k1 0.1347
k2 = h f x1 + , y1 + = (0.1) f 0.1 + 0.05, 1.11649 + = (0.1) f [0.15, 1.18385] = 0.1552
2 2 2
" # " #
h k2 0.1552
k3 = h f x1 + , y1 + = (0.1) f 0.1 + 0.05, 1.11649 + = (0.1) f [0.15, 1.1941] = 0.1576
2 2 2
k4 = h f x1 + h, y1 + k3 = (0.1) f [0.1 + 0.1, 1.11649 + 0.1576] = 0.18233
1
∆y = [k1 + 2k2 + 2k3 + k4 ] = 0.1571
6
y2 = y1 + ∆y = 1.11649 + 0.1571 = 1.27359
i.e.,
x 0 0.1 0.2
y 1 1.11649 1.27359
dy 2xy + e x
Example 5.22. Using R.K. method of fourth order solve for x = 1.4, from = with
dx x2 + xe x
y = 0 at x = 1.
Solution: y1 = y(1.2) = 0.140, ∴ y2 = y(1.4) = 0.27, with h = 0.2
dy p
Example 5.23. Solve y for x = 0.2, 0.4 from the given O.D.E. = x2 + y and y = 0.8 at x = 0.
dx
Solution: y1 = y (0.2) = 0.99029, y2 = y (0.4) = 0.120828
124 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
5.7.3 Anna University Questions
1. Using Runge-Kutta method of order four, find y when x = 1.2 in steps of 0.1 given that y ′ = x2 + y2
and y(1) = 0.5. (ND13)
y1 = y(1.1) = y0 + ∇y = 0.6428, ∴ y2 = y(1.2) = y1 + ∇y = 0.8278 with h = 0.1
Solution:
5.8 Fourth order Runge - Kutta method for solving II order differential
equation
Given f (y ′′ , y ′ , y) = g(x) with y (x0 ) , y ′ (x0 ). Find y (x1 ) = y1 , y ′ (x1 ) = y1 ′ [ or z (x1 ) = z1 ].
Let us set y ′ = z = f1 (x, y, z)
y ′′ = f2 (x, y, z)
To find y1 To find z1
k1 = h f1 (x0 , y0 , z0 ) ℓ1 = h f2 (x0 , y0 , z0 )
" # " #
h k1 ℓ1 h k1 ℓ1
k2 = h f1 x0 + , y0 + , z0 + ℓ2 = h f2 x0 + , y0 + , z0 +
2 2 2 2 2 2
h k2 ℓ2
i h k2 ℓ2
i
h h
k3 = h f1 x0 + 2 , y0 + 2 , z0 + 2 ℓ3 = h f2 x0 + 2 , y0 + 2 , z0 + 2
k4 = h f1 x0 + h, y0 + k3 , z0 + ℓ3 ℓ4 = h f2 x0 + h, y0 + k3 , z0 + ℓ3
1 1
∆y = [k1 + 2k1 + 2k2 + 2k3 ] ∆z = [ℓ1 + 2ℓ2 + 2ℓ3 + ℓ4 ]
6 6
y1 = y0 + ∆y z1 = z0 + ∆z
Example 5.24. Consider the II order initial value problem y ′′ −2y ′ +2y = e2t sin twith y (0) = −0.4
and y ′ (0) = −0.6 using fourth order Runge-Kutta method, find y(0.2), z(0.2).
Solution: Let t = x. ∴ Given equations can be written as
y ′′ − 2y ′ + 2y = e2x sin x (1)
y (x = 0) = −0.4
y ′ (x = 0) = −0.6
Here h = 0.2
Setting y ′ = z, y ′′ = z′
∴ (1) ⇒ z′ = 2z − 2y + e2x sin x
dy
Let f1 (x, y, z) = = z,
dx
2
d y dz
& f2 (x, y, z) = 2 = = 2z − 2x + e2x sin x
dx dx
Unit V - Numerical Solution of Ordinary Differential Equations 125
ℓ1 = h f2 (x0 , y0 , z0 ) = (0.2) f2 (0, −0.4, −0.6)
k1 = h f1 (x0 , y0 , z0 ) = (0.2) f1 (0, −0.4, −0.6) h i
= (0.2) 2z0 − 2y0 + e2x0 sin x0
= (0.2) (z0 ) h i
= (0.2) 2 (−0.6) − 2 (−0.4) + e2(0) sin (0)
= (0.2) (−0.6) = −0.12
= −0.08
" # " #
h k1 ℓ1 h k1 ℓ1
k2 = h f1 x0 + , y0 + , z0 + ℓ2 = h f2 x0 + , y0 + , z0 +
" 2 2 2 # " 2 2 2 #
0.2 0.12 0.8 0.2 0.12 0.08
= (0.2) f1 0 + , (−0.4) − , (−0.6) − = (0.2) f2 0 + , −0.4 − , −0.6 −
2 2 2 2 2 2
= (0.2) f1 [0.1, −0.46, −0.64] = (0.2) f2 [0.1, −0.46, −0.64]
h i
= (0.2)(−0.64) = (0.2) 2 (−0.64) − 2 (−0.46) + e2(0.1) sin (0.1)
= −0.128 = −0.0476
" # " #
h k2 ℓ2 h k2 ℓ2
k3 = h f1 x0 + , y0 + , z0 + ℓ3 = h f2 x0 + , y0 + , z0 +
" 2 2 2 # " 2 2 2 #
0.2 0.128 0.0476 0.2 0.128 0.0476
= (0.2) f1 0+ , −0.4− , −0.6− = (0.2) f2 0+ ,−0.4− , −0.6−
2 2 2 2 2 2
= (0.2) f1 [0.1, −0.464, −0.62381] = (0.2) f2 [0.1, −0.464, −0.62381]
h i
= (0.2) [−0.62381] = (0.2) 2 (−0.62381)−2 (−0.464)+e2(0.1) sin (0.1)
= −0.12476 = −0.03954
k4 = h f1 x0 + h, y0 + k3 , z0 + ℓ3 ℓ4 = h f2 x0 + h, y0 + k3 , z0 + ℓ3
= (0.2) f1 [0+0.2,−0.4−0.12476,−0.6−0.03954] = (0.2) f2 [0+0.2,−0.4−0.12476,−0.6−0.03954]
= (0.2) f1 [0.2, −0.52476, −0.63954] = (0.2) f2 [0.2, −0.52476, −0.63954]
h i
= (0.2) [−0.63954] = (0.2) 2 (−0.63954)−2 (−0.52476)+e2(0.2) sin (0.2)
= −0.12791 = 0.013366
1 1
∆y = [k1 + 2k1 + 2k2 + 2k3 ] ∆z = [ℓ1 + 2ℓ2 + 2ℓ3 + ℓ4 ]
6 6
= −0.12557 = −0.04015
y1 = y (0.2) = y0 + ∆y z1 = z (0.2) = z0 + ∆z
= −0.52557 = −0.64015
Example 5.25. Given y ′′ + xy ′ + y = 0, y (0) = 1, y ′ (0) = 0, find the value of y(0.1) by using R. K.
method of fourth order.
Solution: [y(0.1) = 0.9950].
Example 5.26. Given y ′′ − x (y ′ )2 + y2 = 0, y (0) = 1, y ′ (0) = 0, find the value of y(0.2) by using R.
K. method of fourth order.
Solution: [y(0.2) = 0.9801].
5.8.1 Anna University Questions
1. Find the value of y(0.1) by Runge-Kutta method of fourth order given y ′′ + xy ′ + y = 0, y(0) = 1 and
y ′ (0) = 0. (ND10)
Solution: y1 = y(0.1) = y0 + ∇y = 0.9950
2. Given y ′′ + xy ′ + y = 0, y(0) = 1, y ′ (0) = 0. Find the value of y(0.1) by using Runge-Kutta method of
fourth order. (ND11)
Solution: y1 = y(0.1) = y0 + ∇y = 0.9950
126 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
′′
3. Consider the second order initial value problem y − 2y ′ + 2y = e2t sin t with y(0) = −0.4 and
y ′ (0) = −0.6 using Fourth order Runge Kutta algorithm, find y(0.2). (MJ12)
Solution: y1 = y(0.2) = y0 + ∇y = −0.5159
4. Using Runge-Kutta method find y(0.2) if y ′′ = xy ′2 − y2 , y(0) = 1, y ′ (0) = 0, h = 0.2. (MJ13)
Solution: y1 = y(0.2) = y0 + ∇y = 0.9801
5. Given y ′′ + xy ′ + y = 0, y(0) = 1, y ′ (0) = 0 find the value of y(0.1) by Runge-Kutta’s method of fourth
order. (ND14)
Solution: y1 = y(0.1) = y0 + ∇y = 0.9950
5.9 Fourth order R. K. Method for simultaneous first order differential
equations
dy dz
Solving the equation = f1 (x, y, z) & = f2 (x, y, z) with the initial conditions y (x0 ) = y0 , z (x0 ) = z0 .
dx dx
Now starting from with increments, (x0 , y0 , z0 ) with increments, ∆y & ∆z in y & z respectively.
Use formula
k1 = h f1 (x0 , y0 , z0 ) ℓ1 = h f2 (x0 , y0 , z0 )
! !
h k1 ℓ1 h k1 ℓ1
k2 = h f1 x0 + , y0 + , z0 + ℓ2 = h f2 x0 + , y0 + , z0 +
2 2 2! 2 2 2!
h k2 ℓ2 h k2 ℓ2
k3 = h f1 x0 + , y0 + , z0 + ℓ3 = h f2 x0 + , y0 + , z0 +
2 2 2 2 2 2
k4 = h f1 (x0 + h, y0 + k3 , z0 + ℓ3 ) ℓ4 = h f2 (x0 + h, y0 + k3 , z0 + ℓ3 )
1 1
∆y = (k1 + 2k2 + 2k3 + k4 ) ∆z = (ℓ1 + 2ℓ2 + 2ℓ3 + ℓ4 )
6 6
y1 = y0 + ∆y z1 = z0 + ∆z
5.9.1 Part B
dz dy
Example 5.27. Solving the system of differential equation = xz + 1, = −xy for x = 0.3
dx dx
using fourth order R. K. method, the initial values are x = 0, y = 0, z = 1.
Solution: Given x0 = 0, y0 = 0, z0 = 1, h = 0.3.
Unit V - Numerical Solution of Ordinary Differential Equations 127
f1 (x, y, z) = xz + 1 f2 (x, y, z) = −xy
k1 = h f1 (x0 , y0 , z0 ) = (0.3) (x0 z0 + 1) ℓ1 = h f2 (x0 , y0 , z0 ) = (0.3) [−0 (0)]
= (0.3) (0 + 1) = 0.3 =0
! !
h k1 ℓ1 h k1 ℓ1
k2 = h f1 x0 + , y0 + , z0 + ℓ2 = h f2 x0 + , y0 + , z0 +
2 2 2 2 2 2
= 0.345 = −0.007
! !
h k2 ℓ2 h k2 ℓ2
k3 = h f1 x0 + , y0 + , z0 + ℓ3 = h f2 x0 + , y0 + , z0 +
2 2 2 2 2 2
= 0.3448 = −0.0078
k4 = h f1 (x0 + h, y0 + k3 , z0 + ℓ3 ) ℓ4 = h f2 (x0 + h, y0 + k3 , z0 + ℓ3 )
= 0.3893 = −0.031032
1 1
∆y = (k1 + 2k2 + 2k3 + k4 ) = 0.34482 ∆z = (ℓ1 + 2ℓ2 + 2ℓ3 + ℓ4 ) = −0.01011
6 6
y1 = y0 + ∆y = 0 + 0.34482 z1 = z0 + ∆z = 1 + (−0.01011)
⇒ y (0.3) = 0.34482 ⇒ z (0.3) = 0.98989
dy dz
Example 5.28. Solve the simultaneous differential equation = 2y + z, = y − 3z, y (0) =
dx dx
0, z (0) = 0.5 for y(0.1) and z(0.1) using R. K. method of fourth method.
Solution: Given x0 = 0, y0 = 0, z0 = 0.5, h = 0.1
[y (0.1) = 0.04814, z (0.1) = 0.37263].
dy dz
Example 5.29. Using the R. K. method, tabulate the solution of the system = x + z, =
dx dx
x − y, y = 0, z = 0, when x = 0 at intervals of h = 0.1 from x = 0.0 to x = 0.2.
Solution: Given x0 = 0, y0 = 0, z0 = 1, h = 0.1
[Hint: y (0.1) = 0.1050, z (0.1) = 0.9998
y (0.2) = 0.2199, z (0.2) = 0.9986]
5.9.2 Anna University Questions
dy dz
1. Solve y(0.1) and z(0.1) from the simultaneous differential equations = 2y + z; = y − 3z; y(0) =
dx dx
0, z(0) = 0.5 using Runge-Kutta method of the fourth order. (ND12)
Solution: Given x0 = 0, y0 = 0, z0 = 0.5, h = 0.1
[y (0.1) = 0.04814, z (0.1) = 0.37263].
Multi step methods
h(= Interval length)
Given (x0 , y0 ) , x1 , x2 , x3 , x4 : y4,p = known by Multistep predictor method
y1 , y2 , y3 are given (or) known by Singular method y4,c = known by Multistep corrector method
i.e.,
Given x : x0 x1 x2 x3 x4 x4
Given or find y : y0 y1 y2 y3 y4,p y4,c
find by Multistep predictor method find by Multistep corrector method
128 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
Multi step methods:
1. Milne’s forth predictor corrector methods for solving first order equations
2. Adam’s Bash-forth predictor corrector methods for solving first order equations
5.10 Milne’s forth predictor corrector methods for solving first order
equations
Milne’s predictor and corrector methods (multistep method)
Milne’s predictor formula
4h h ′ i
yn+1,p = yn−3 + 2y n−2 − y ′n−1 + 2y ′n
3
Milne’s corrector formula
hh ′ i
yn+1,c = yn−1 + y n−1 + 4y ′n + y ′n+1
3
5.10.1 Part A
1. What are multi-step methods? How are they better than single step methods? (ND2010)
Solution : 1. Milne’s predictor - correction method.
2. Adams-Bashforth predictor - correction method.
In the single step methods, it is not possible to get any information about truncation error.
In the multi step methods, it is possible to get easily a good estimate of the truncation error.
2. State the Milne’s predictor and corrector formulae. (AM2014)
3. State the Milne’s predictor-corrector formulae. (ND14)
5.10.2 Part B
dy 1
Example 5.30. Given = [x + y] , y (0) = 2, y (0.5) = 2.636, y (1) = 3.595, y (1.5) = 4.968 by Milne’s
dx 2
method to find y(2).
Solution: Given
x0 = 0 x1 = 0.5 x2 = 1 x3 = 1.5 x4 = 2
y0 = 2 y1 = 2.636 y2 = 3.595 y3 = 4.968 y4 =?
1
Here h = 0.5 Given y ′ = x + y = f (x, y) By Milne’s predictor formula,
2
4h h ′ i
yn+1,p = yn−3 + 2y n−2 − y ′n−1 + 2y ′n
3
4h h ′ i
when n = 3, y3+1,p = y0 + 2y 1 − y ′2 + 2y ′3 (1)
3
Unit V - Numerical Solution of Ordinary Differential Equations 129
1 1
Now, y ′1 = x1 + y1 = [0.5 + 2.636] = 1.568
2 2
′ 1 1
y2 = x2 + y2 = [1 + 3.595] = 2.2975
2 2
′ 1 1
y3 = x3 + y3 = [1.5 + 4.968] = 3.234
2 2
4 (0.5)
(1) ⇒ y4,p = 2 + [2 (1.568) − 2.2975 + 2 (3.234)]
3
= 6.871 (= y4 , say)
By Milne’s corrector formula,
hh ′ i
yn+1,c = yn−1 + y n−1 + 4y ′n + y ′n+1
3
hh ′ i
when n = 3, y4,c = y2 + y 2 + 4y ′3 + y ′4 (2)
3
1 1
Now, y ′4 = x4 + y4 = [2 + 6.871] = 4.4355
2 2
0.5
(2) ⇒ y4,c = 3.595 + [2.2975 + 4 (3.234) + 4.4355]
3
0.5
= 3.595 + (19.669) = 6.8732
3
∴ Corrected value of y at 2 is y (2) = 6.8732.
dy
Example 5.31. Given = x3 + y, y (0) = 2, the values of y (0.2) = 2.073, y (0.4) = 2.452, y (0.6) = 3.023
dx
are got by R.K. Method. Find y (0.8) by Milne’s method.
h i
Solution: y4,p = 4.1659, y4,c = 3.7953
Example 5.32. Solve y ′ = x − y2 , 0 ≤ x ≤ 1, y (0) = 0, y (0.2) = 0.02, y (0.4) = 0.0795, y (0.6) = 0.1762
by Milne’s method to find y(0.8) and y(1).
Solution: y(0.8) = 0.3046, y(1) = 0.4515 .
5.10.3 Anna University Questions
1. Use Milne’s
predictor-corrector formula to find y(0.4), given
2 2
dy 1 + x y
= , y(0) = 1, y(0.1) = 1.06, y(0.2) = 1.12 and y(0.3) = 1.21. (AM10)
dx 2 h i
Solution: y4,p = 1.2771, y4,c = 1.2797
dy 1
2. Given that = 1 + x2 y2 ; y(0) = 1; y(0.1) = 1.06; y(0.2) = 1.12 and y(0.3) = 1.21, evaluate y(0.4)
dx 2
and y(0.5) by Milne’s predictor corrector method. (ND11)
h i
Solution: y4,p = 1.2771, y4,c = 1.2797
dy
3. Given that = 1 + y2 ; y(0.6) = 0.6841, y(0.4) = 0.4228, y(0.2) = 0.2.27, y(0) = 0, find y(−0.2) using
dx
Milne’s method. (ND12)
h i
Solution: y4,p = −0.2003, y4,c = −0.2027
1
4. Use Milne’s method to find y(0.8), given y ′ = , y(0) = 2,y(0.2) = 2.0933, y(0.4) = 2.1755, y(0.6) =
x+y
2.2493. (ND13)
h i
Solution: y4,p = 2.3162, y4,c = 2.3164
130 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
5. Given 5xy ′ + y2 = 2, y(4) = 1, y(4.1) = 1.0049, y(4.2) = 1.0097, y(4.3) = 1.0143. Compute y(4.4) using
Milne’s method. (ND14)
h i
Solution: y4,p = 1.01897, y4,c = 1.01874
5.11 Adams-Bash forth predictor corrector methods for solving first
order equations
Adams predictor and corrector methods(efficient multistep method) [Adam’s-Bashforth
method]
Adam’s predictor formula :
h h i
yn+1,p = yn + 55y ′n − 59y ′n−1 + 37y ′n−2 − 9y ′n−3
24
Adam’s corrector formula :
h h ′ i
yn+1,c = yn + 9y n+1 + 19y ′n − 5y ′n−1 + y ′n−2
24
5.11.1 Part A
1. Write the Adam-Bashforth predictor and corrector formulae. (MJ2010)
(Or) State Adam’s predictor-corrector formulae. (ND2011)
Solution : Adam’s predictor and corrector formulas are
h h i
yk+1,p = yk + 55y ′k − 59y ′k−1 + 37y ′k−2 − 9y ′k−3
24
h h ′ i
yk+1,c = yk + 9y k+1 + 19y ′k − 5y ′k−1 + y ′k−2
24
5.11.2 Part B
dy
Example 5.33. Given = x2 (1 + y) , y (1) = 1, y (1.1) = 1.233, y (1.2) = 1.548, y (1.3) = 1.979, evaluate
dx
y(1.4) by Adam’s-Basforth method.
Solution: Given
x0 = 1 x1 = 1.1 x2 = 1.2 x3 = 1.3 x4 = 1.4
y0 = 1 y1 = 1.233 y2 = 1.548 y3 = 1.979 y4 =?
Here h = 0.1
By Adam’s predictor formula,
h h i
yn+1,p = yn + 55y ′n − 59y ′n−1 + 37y ′n−2 − 9y ′n−3
24
h h i
when n = 3, y4,p = y3 + 55y ′3 − 59y ′2 + 37y ′1 − 9y ′0 (1)
24
Here y ′0 = x02 (1 + y0 ) = 12 [1 + 1] = 2
y ′1 = x12 (1 + y1 ) = (1.1)2 [1 + 1.233] = 2.70193
y ′2 = x22 (1 + y2 ) = (1.2)2 [1 + 1.548] = 3.66912
y ′3 = x32 (1 + y3 ) = (1.3)2 [1 + 1.979] = 5.0345
Unit V - Numerical Solution of Ordinary Differential Equations 131
0.1
(1) ⇒ y4,p = 1.979 + [55 (5.0345) − 59 (3.66912) + 37 (2.70193) − 9 (2)]
24
= 2.5723
By Adam’s corrector method,
h h ′ i
yn+1,c = yn + 9y n+1 + 19y ′n − 5y ′n−1 + y ′n−2
24
h h ′ i
when n = 3 , y4,c 9y 4 + 19y ′3 − 5y ′2 + y ′1
= y3 + (2)
24
y ′4 = (x4 )2 (1 + y4 ) = (1.4)2 [1 + 2.5871] = 7.0017
0.1
∴ (2) ⇒ y4,c = 1.979 + [9 (7.030716) + 19 (5.0345) − 5 (3.60912) + (2.70193)]
24
= 2.5749
Example 5.34. Using Adam’s Bashforth method, find y(4.4) given 5xy ′
+ y2 = 2, y(4) = 1,
y(4.1) = 1.0049, y(4.2) = 1.0097 & y(4.3) = 1.0143.
2 − y2 h i
Solution: Here y ′ = , ∴ y4,p = 1.0186&y4,c = 1.0187 .
2x
Example 5.35. Evaluate y(0.9), using Adam Bashforth’s predictor-corrector method, given
1
dy
that = xy 3 , y(1) = 1, y(1.1) = 1.106814, y(1.2) = 1.22787 and y(1.3) = 1.36412.
dx h i
Solution: Here h = −0.1, ∴ y4,p = 0.906518&y4,c = 0.906520 .
5.11.3 Anna University Questions
dy
1. Given = xy + y2 , y(0) = 1, y(0.1) = 1.1169, y(0.2) = 1.2774, y(0.3) = 1.5041. Use Adam’s method to
dx
estimate y(0.4). (AM10)
h i
Solution: y4,p = 1.8341, y4,c = 1.8389
2. Using Adam’s method to find y(2) if y ′ = (x + y)/2, y(0) = 2, y(0.5) = 2.636, y(1) = 3.595, y(1.5) = 4.968.
(MJ13)
h i
Solution: y4,p = 6.8708, y4,c = 6.8731
3. Using Adam’s Bashforth method, find y(4.4) given that 5xy ′ + y2 = 2, y(4) = 1, y(4.1) = 1.0049, y(4.2) =
1.0097 and y(4.3) = 1.0143. (AM14)
h i
Solution: y4,p = 1.0186, y4,c = 1.0187
5.11.4 Anna University Questions (Taylor’s, RK, Adam, Milne)
dy
1. Given = xy+y2 , y(0) = 1, y(0.1) = 1.1169 and y(0.2) = 1.2774, find (i) y(0.3) by Runge-Kutta method
dx
of fourth order and (ii) y(0.4) by Milne’s method. (ND10)
h i
Solution: (i)y(0.3) = 1.5041, (ii)y4,p = 1.8344, y4,c = 1.8387
2. Using Runge-Kutta method of fourth order, find y for x = 0.1, 0.2, 0.3 given that y ′ = xy + y2 , y(0) = 1.
Continue the solution at x = 0.4 usign Milne’s method. (AM11)
h i
Solution: y(0.1) = 1.11689, y(0.2) = 1.2774, y(0.3) = 1.5041; y4,p = 1.8344, y4,c = 1.8387
132 MA8452 Statistics and Numerical Methods by K.A. Niranjan Kumar
3. Solve y ′ = x − y2 , y(0) = 1 to find y(0.4) by Adam’s method. Starting solutions required are to be
obtained using Taylor’s method using the value h = 0.1. (AM11)
h i
Solution: TS:Py(0.1) = 0.9138, y(0.2) = 0.8512, y(0.3) = 0.8076; MMy4,p = 0.7799, y4,c = 0.7797
4. Given that y ′′ + xy ′ + y = 0, y(0) = 1, y ′ (0) = 0 obtain y for x = 0.1, 0.2 and 0.3 by Taylor’s series
method and find the solution for y(0.4) by Milne’s method. (MJ12)
h i
Solution: TS: y(0.1) = 0.995, y(0.2) = 0.9802, y(0.3) = 0.956; MM: y4,p = 0.9232, y4,c = 0.9232
dy
5. Using Runge Kutta method of fourth order, find the value of y at x = 0.2, 0.4, 0.6 given =
dx
3
x + y, y(0) = 2. Also find the value of y at x = 0.8 using Milne’s predictor and corrector method.
(AM14)
h i
Solution: RK: y(0.2) = 2.073, y(0.4) = 2.452, y(0.6) = 3.023; MM: y4,p = 4.1664, y4,c = 3.79536
5.11.5 Assignment problems
1. Using Taylor series method to find y(0.1) if y ′ = x2 + y2 , y(0) = 1. (MJ13)
dy
2. Using Taylor’s series method, find y at x = 1.1 by solving the equation = x2 + y2 ; y(1) = 2.
dx
Carryout the computations upto fourth order derivative. (AM14)
dy
3. Using Taylor’s series method, find y at x = 0 if = x2 y − 1, y(0) = 1. (ND14)
dx
y−x
4. Solve y ′ = , y(0) = 1 at x = 0.1 by taking h = 0.02 by using Euler’s method. (MJ13)
y+x
dy
5. Using Modified Euler’s method, find y(4.1) and y(4.2) if 5x + y2 − 2 = 0; y(4) = 1. (ND12)
dx
6. Apply modified Euler’s method to find y(0.2) and y(0.4) given y ′ = x2 + y2 , y(0) = 1 by taking h = 0.2.
(ND14)
7. Using Runge-Kutta method of order four, find y when x = 1.2 in steps of 0.1 given that y ′ = x2 + y2
and y(1) = 0.5. (ND13)
′′
8. Consider the second order initial value problem y − 2y ′ + 2y = e2t sin t with y(0) = −0.4 and
y ′ (0) = −0.6 using Fourth order Runge Kutta algorithm, find y(0.2). (MJ12)
9. Using Runge-Kutta method find y(0.2) if y ′′ = xy ′2 − y2 , y(0) = 1, y ′ (0) = 0, h = 0.2. (MJ13)
10. Given y ′′ + xy ′ + y = 0, y(0) = 1, y ′ (0) = 0 find the value of y(0.1) by Runge-Kutta’s method of fourth
order. (ND14)
dy dz
11. Solve y(0.1) and z(0.1) from the simultaneous differential equations = 2y + z; = y − 3z; y(0) =
dx dx
0, z(0) = 0.5 using Runge-Kutta method of the fourth order. (ND12)
12. Use Milne’s
predictor-corrector formula to find y(0.4), given
2 2
dy 1 + x y
= , y(0) = 1, y(0.1) = 1.06, y(0.2) = 1.12 and y(0.3) = 1.21. (AM10)
dx 2
1
13. Use Milne’s method to find y(0.8), given y ′ = , y(0) = 1, for x = 0.1 and 0.2 correct to four
x+y
decimal places. (ND13)
Unit V - Numerical Solution of Ordinary Differential Equations 133
14. Given 5xy ′ + y2 = 2, y(4) = 1, y(4.1) = 1.0049, y(4.2) = 1.0097, y(4.3) = 1.0142. Compute y(4.4) using
Milne’s method. (ND14)
15. Using Adam’s method to find y(2) if y ′ = (x + y)/2, y(0) = 2, y(0.5) = 2.636, y(1) = 3.595, y(1.5) = 4.968.
(MJ13)
16. Using Adam’s Bashforth method, find y(4.4) given that 5xy ′ + y2 = 2, y(4) = 1, y(4.1) = 1.0049, y(4.2) =
1.0097 and y(4.3) = 1.0143. (AM14)
dy
17. Given = xy+y2 , y(0) = 1, y(0.1) = 1.1169 and y(0.2) = 1.2774, find (i) y(0.3) by Runge-Kutta method
dx
of fourth order and (ii) y(0.4) by Milne’s method. (ND10)
dy
18. Using Runge Kutta method of fourth order, find the value of y at x = 0.2, 0.4, 0.6 given =
dx
3
x + y, y(0) = 2. Also find the value of y at x = 0.8 using Milne’s predictor and corrector method.
(AM14)
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