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MA2264-NUMERICAL METHODS

KINGS COLLEGE OF ENGINEERING-PUNALKULAM


1
KINGS
COLLEGE OF ENGINEERING

DEPARTMENT OF MATHEMATICS
ACADEMIC YEAR 2012-2013 (EVEN SEMESTER)
QUESTION BANK
SUBJECT NAME: MA2264- NUMERICAL METHODS
YEAR/SEM: II / IV BRANCH: EEE&CIVIL
UNIT - I
SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS
PART-A(2 Marks)
1. Write Newtons formula to find the cube root of N.
Let f(x) = x
3
N and f

(x) = 3x
2
.By Newton method,

2
3
2
3
1
3
2
3
n
n
n
n
n n
x
N x
x
N x
x x
+

=
+

2. State the order of convergence of Newtons Raphson method.
The rate of convergence in Newtons Raphson method is of order 2.
3. Find an iterative formula to find N by Newtons method.
Taking x
2
= N and using Newton Raphson formula
(

+
=
+
n
n
n
x
N x
x
2
1
2
1

4. State the criterion for the convergence in Newton Raphson method.
Newton Raphson method converges if [ ]
2 ' '
) ( ' ) ( ) ( x f x f x f < in the interval
considered.
5. State the fixed point iteration theorem.(or) If g(x) is continous in [a,b], then
under what condition in [a,b]?
Let f(x) = 0 be the given equation whose exact root is . The equation f(x)=0 be
rewritten as x = ( ) x . Let I be the interval containing the root x = . If ( ) 1
'
< x for
all x in I, then the sequence of approximations
n
x x x ,......... ,
2 1
will converge to , if
the initial starting value
0
x is chosen in I.
6. What is the order of convergence for fixed point iteration?
The convergence is linear and the convergence is of order 1.
7. Solve x+y = 2, 2x+3y = 5 by Gauss Elimination method.
Given x+y = 2,
2x+3y = 5
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[ ]
1 2 2
2
1
2
1 0
1 1
5
2
3 2
1 1
,
5
2
3 2
1 1
R R R
B A
y
x

=
(

=
(

=
(


y = 1
x+y = 2
x+1=2, x=1.
8. When Gauss-Elimination method fails?
This method fails if the element in the top of the first column is zero. We can rectify
this by interchanging the rows of the matrix.
9. Solve the following system of equations by Gauss Jordan method.
5x + 4y = 15, 3x + 7 y = 12.

(

=
(

12
15
7 3
4 5
y
x
The given system is equivalent to
AX = B
[A, B] =
(

12
15 `
7 3
4 5

Now , we will make the matrix A is a diagonal matrix.
=
(

15
15 `
23 0
4 5
R
2

5R
2
3R
1

=
(

15
285 `
23 0
0 115
R
1

23R
1
3R
2
115x = 285

6522 . 0
23
15
15 23
4783 . 2
23
57
= =
=
= =
y
y
x

10. Distinguish Gauss Elimination method and Gauss Jordan method.

Gauss Elimination method Gauss Jordan method
Co efficient matrix A of the system
reduces into upper triangular matrix.
Co efficient matrix A of the system
reduces into diagonal of unit matrix

Back substitution process gives
solution.
Solution obtained directly
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11. Distinguish between direct and iterative (indirect) methods of solving
simultaneous equations.
S.No. Direct method Iterative method
1. We get exact solution Approximate solution.
2. Simple, take less time Time consuming
laborious.
12. Write a sufficient condition for Gauss_seidal method to converge?
The process of iteration by Gauss-Jacobi method will converge if in each equation
of the system, the absolute value of the largest coefficient is greater than the sum
of the absolute values of the remaining coefficients.
13. Compare Gauss-Jacobi and Gauss seidal methods.
S.No. Gauss-Jacobi Gauss-seidal
1. Convergence rate is slow The rate of convergence
of Gauss-seidal method
is roughly twice that of
Gauss-jacobi
2. Indirect method Indirect method
3. Condition for convergence is
the coefficient matrix is
diagonally dominant
Condition for
convergence is the
coefficient matrix is
diagonally dominant
14. Find the inverse of the coefficient matrix by Gauss-Jordan method
5x 2y = 10 , 3x + 4y = 12.
Coefficient matrix A=
|
|

\
|
4 3
2 5


[ ]
5
1 0
0
5
1
4 3
5
2
1
1 0
0 1
4 3
2 5
,
1
1
R
R
I A

(
(


=
(


=




1 2 2
3
1
5
3
0
5
1
5
26
3
5
2
1
R R R
(
(
(
(

=

26
5
26
5
26
3
0
5
1
1 3
5
2
1
2 2

(
(
(

= R R
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4

(

=
(
(
(

==
+
(
(
(

5 3
2 4
26
1
26
5
26
3
13
1
13
2
5
2
26
5
26
3
13
1
13
2
1 0
0 1
1
1
2 1 1
A
A
R R R

15. Find the inverse of A =
|
|

\
|
7 2
3 1
by Gauss-Jordan method.

[ ]
(

=
(

=
(

1 2
3 7
3
1 2
3 7
1 0
0 1
2
1 2
0 1
1 0
3 1
1 0
0 1
7 2
3 1
,
7 2
3 1
1
2 1 1
1 2 2
A
R R R
R R R
I A
A

16. Write two iterative methods in solving a set of simultaneous equations.
1. Gauss Jacobi method
2. Gauss Seidel method
17.Check the conditions for convergence for the system of equations
10x-5y-2z=3 ,4x-10y+3z=-3 ,x+6y+10z=-3
The given system of equations are diagonally dominant.
18. Determine the largest eigenvalue and the corresponding eigen vector of the
matrix
|
|

\
|
1 1
1 1
correct to two decimal places using power method?

3 2
2 1
2
1
1
2
2
2
1
1
1 1
1 1
2
1
1
2
2
2
1
1
1 1
1 1
X AX
X AX
=
(

=
(

=
(

=
=
(

=
(

=
(

=

This shows that the largest eigenvalue = 2.


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MA2264-NUMERICAL METHODS

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5
The corresponding eigen vector =
(

1
1

19. Find the dominant eigenvalue of A =
|
|

\
|
4 3
2 1
by power method?
Let
(

=
1
1
1
X

4 3
3 2
2 1
38 . 5
1
46 . 0
389 . 5
38 . 5
46 . 2
1
46 . 0
4 3
2 1
29 . 5
1
46 . 0
29 . 5
29 . 5
43 . 2
1
43 . 0
4 3
2 1
7
1
43 . 0
7
7
3
1
1
4 3
2 1
X AX
X AX
X AX
=
(

=
(

=
(

=
=
(

=
(

=
(

=
=
(

=
(

=
(

=

The dominant eigenvalue = 5.38 and the corresponding eigenvector =
(

1
46 . 0
.
20. How will you find the smallest eigen value of a square matrix A?
By power method, the largest eigen value of A
-1
can be found. Then smallest
eigen value of A is the reciprocal of largest eigen value of A
-1
.

PART B
1 .a. Find by Newtons method , the root of xlog
10
x=1.2 correct five decimal (8)
places.
b. Find the iteration formula to find N where N is a positive integer by (8)
Newtons method and hence find 11
2.a. Derive a Newton-Raphson iteration formula for finding the cube root of a (8)
positive number N. Hence find
3
12
b. Obtain an iteration formula, using N - R values to find the reciprocal of a
given number N and hence find
19
1
, correction of 4 decimal places (8)
3.a. Find the double root of x
3
x
2
x 1 = 0 choosing with the initial value of 0.8 (8)
b. Find a real root of the equation x
3
+x
2
-100 = 0. (8)
4.a. Find a real root of the equation cos x = 3x-1 correct to 5 decimal places by fixed
point iteration method. (8)
b.Solve the system of equations 10x-2y+3z=23; 2x+10y-5z=-33; 3x-4y+10z=41 using
Gauss elimination method (8)
5.a. Solve the following system of equation using Gauss elimination method
2x + y + 4z = 12 , 8x -3y +2z = 20 , 4x +11y z =33. (8)
b.Using Gauss-Jordan method, solve the following system of equations
10x+y+z=12,2x+10y+z=13,x+y+5z=7 (8)
6. a.Using Gauss-Jordan method, solve the following system of equations
2x y +2z = 8, -x +2y + z = 4, 3x + y -4z = 0 (8)
b.Solve the following system of equations by Gauss-Jacobi Method 27x+6y-z=85;
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x+y+54z=110; 6x+15y+2z=72. (8)
7. a Using Gauss Seidel 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 (8)
b.Solve the following system by Gauss Seidel method
28x+4y-z=32, x+3y+10z=24, 2x+17y+4z=35 (8)
8.a. Using Gauss- elimination method , find the inverse of the matrix

|
|
|

\
|

2 2 1
1 3 2
2 1 4
(8)
b. Find the numerically largest eigen values of A =
|
|
|

\
|
4 0 2
0 3 1
2 1 25
by power
method corresponding eigen vector (correct to 3 decimal places). Start
with initial eigen value
|
|
|

\
|
0
0
1
. (8)
9.a. Determine the largest eigen value and the corresponding eigen vector correct to 3
decimal places, using power method for the matrix A =
|
|
|

\
|
3 2 1
2 4 2
1 2 3
(8)
b.Determine the largest eigen value and the corresponding eigen vector of the matrix
|
|
|

\
|

2 1 0
1 2 1
0 1 2
(8)
10. a.Using Jacobi method ,find the eigen values and eigen vectors of
A=
|
|
|
|

\
|
1 2 2
2 3 2
2 2 1
(8)
b. Using Jacobi method ,find the eigen values and eigen vectors of
A=
|
|
|

\
|

2 0 1
0 2 0
1 0 2
(8)







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MA2264-NUMERICAL METHODS

KINGS COLLEGE OF ENGINEERING-PUNALKULAM
7
UNIT II
INTERPOLATION AND APPROXIMATION
PART- A (2 Marks)
1. Write the Lagranges formula to find y if three sets of values ( )
0 , 0
y x , ( )
1 1
, y x and
( )
2 , 2
y x are given.

2
1 2 0 2
1 0
1
2 1 0 1
2 0
0
2 0 1 0
2 1
) )( (
) )( (
) )( (
) )( (
) )( (
) )( (
y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
y


+


+


=

2. Obtain the Lagranges interpolating polynomial for the observed data of points
(1,1),(2,1) and (3,-2).

( ) 2
) 2 3 )( 1 3 (
) 2 )( 1 (
1
) 3 2 )( 1 2 (
) 3 )( 1 (
1
) 3 1 )( 2 1 (
) 3 )( 2 (
) )( (
) )( (
) )( (
) )( (
) )( (
) )( (
2
1 2 0 2
1 0
1
2 1 0 1
2 0
0
2 0 1 0
2 1



+


+


=


+


+


=
x x x x x x
y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
y

= ( ) 4 9 3
2
1
2
+ x x
3. Find the polynomial which takes the following values

X: 0 1 2
Y: 1 2 1

x y y
2
y

0 1

1
1 2
-2
-1
2 1

( )
0
2
0 0
2
1
y
p p
y p y y

+ + =
= 1 + 2x + x
2

4. Given f(0) = -1, f(1) = 1 and f(2) = 4. Find the Newtons interpolating formula.

( ) ( ) 2 3
2
1
1
0
1 , 3 , 2 , 1
2
0
2
1 0 0
+ = =

=
= = = =
x x x f x
x
p
y y y y

5. State any two properties of divided differences.
(i) The divided differences are symmetrical in all their arguments.
(ii) The divided differences of sum or difference of two functions is equal to the sum
or difference of the corresponding separate divided differences.

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6. State Newtons divided difference interpolation formula?
) ,.... , ( ) ).....( )( ( ..... ) , , ( ) ( ) , ( ) ( ) ( ) (
1 0 1 1 0 2 1 0 0 1 0 0 0 n n
x x x f x x x x x x x x x f x x x x f x x x f x f

+ + + + =
7. What are the n
th
divided differences of a polynomial of the n
th
degree.
The n
th
divided differences of a polynomial of the n
th
degree are constant.
8. Show that the divided differences are symmetrical in their arguments.
( )
( ) ( ) ( ) ( )
( )
0 1
1 0
1 0
0 1
0 1
1 0
, , x x f
x x
x f x f
x x
x f x f
x x f =

=
This shows divided differences are symmetrical in their arguments
9. Find the divided difference for the following data
X: 2 5 10
Y: 5 29 109

x y y
2
y

2 5
8
2 5
5 29
=


5 29 1
2 10
8 16
=


16
5 10
29 109
=


10 109
10. Find the divided differences of f(x) = x
2
+x+2 for the arguments 1,3,6,11.
The corresponding f(x) values are 4,32,224,1344.
The divided differences are f(1,3) = 14. f(3,6) = 64, f(6,11) = 224,
f(1,3,6) = 10, f(3,6,11) = 20 and f(1,3,6,11) = 1
11. What is a cubic spline.
A cubic polynomial which has continuous slope and curvature is called a cubic
spline.
12. What is meant by natural cubic spline.
A cubic spline fitted to the given data such that the end cubics approach linearity at
their extremities is called a natural cubic spline.
13. State the conditions required for a natural cubic spline.
S(x
0
) = M
0
= 0,
S(x
n
) = M
n
= 0 are called the free conditions for a natural cubic spline.
14. Given f(0)=-2,f(1)=2 and f(2)=8.Find the root of the Newtons forward
interpolating polynomial equation f(x)=0.
x y y
2
y

0 -2

4
1 2 2
6
2 8
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( ) .....
! 3
) 2 )( 1 (
! 2
) 1 (
! 1
0
3
0
2
0 0
+

+

+ + = y
u u u
y
u u
y
u
y x y
where u = (x-x
0
)/h
Here x
0
=0, h=1, u=x and Y(x) = x
2
+3x-2.
The roots of the equation f(x)=0.

2
17 3
= x .
15. State Newton Gregory forward difference interpolation formula

.....
! 3
) 2 )( 1 (
! 2
) 1 (
! 1
1
) 1 (
) ( ) ( ) (
0
3
0
2
0
0
0 0 0
+

+

+ + =
+ =
= = + =
y
u u u
y
u u
y
u
y
y E x P E uh x P x P
u
u
n
u
n n
Where u = (x-x
0
)/h
16. Find the value of Y at x =21 using Newtons forward difference formula
from the following table:
X: 20 23 26 29
Y: 0.3420 0.3907 0.4384 0.4848
( ) .....
! 3
) 2 )( 1 (
! 2
) 1 (
! 1
0
3
0
2
0 0
+

+

+ + = y
u u u
y
u u
y
u
y x y
x y y
2
y
3
y

20 .3420
0.487

23 .3907 -0.0046
0.0105
0.441
26 .4348 0.0059

0.05
29 .4848
where u = (x-x
0
)/h =
3
1
3
20 21
=


y(x) = 0.3420+0.0162+0.0005+0.00013 = 0.3583

17.State Newtons backward difference interpolation formula.
( )
( )( ) ( )
n
n
n n
y
n
n v v v v
y
v v
y
v
y x y
+ + +
+ +
+
+ + =
!
1 ....... 2 1
.........
! 2
) 1 (
! 1
0
2

18. Find the polynomial for the following data by Newtons backward difference
formula:
X: 0 1 2 3
F(x) -3 2 9 18



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10

x y y
2
y
3
y

0 -3
5

1 2 2
0
7
2 9 2

3 18 9
( ) .....
! 2
) 1 (
! 1
0
2
+
+
+ + = y
v v
y
v
y x y
n n


1
3
=

=
x
h
x x
v
n

y(x) = 2x
2
-x+3
19. Find f(2.5) from the data:

X: 1 2 3
F(x) 0 1 8

( ) ( )
( )( )
75 . 3 6
2
5 . 0 5 . 1
1 5 . 1 0 5 . 2
5 . 1 , 6 , 7 , 1 , 0
0
2
1 0 0
= + + =
= = = = =
f
p y y y y

20. Find the sixth term in the sequence 8,12,19,29,42,......

X y

2

3
0

1

2

3

4
8

12

19

29

42

4

7

10

13


3

3

3



0

0
The sixth term is
( ) ( ) 58 .... 5 5 1 1
0
2
2 1 0
5
0
5
5
= + + + = + = = y C C y y E y

PART B
1. a. Find the Lagranges polynomial of degree 3 to fit the data: (8)
Y(0)= - 12, y(1)=0,y(3)=6 and y(4) =12. Hence find y(2).
b. Using Lagranges formula, fit a polynomial to the data (8)
X: -1 0 2 3
Y: -8 3 1 12
Hence find y at x=1.5 and x=1
2. a. Using Lagranges formula, fit a polynomial to the data (8)
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X: 0 1 2 4 5 6
f(x): 1 14 15 5 6 19 Also find f(3).
b. Using Lagranges formula, find y at x=6 for the following data: (8)
X: 2 5 7 10 12
Y: 18 180 448 1210 2028
3. a. Find the age corresponding to the annuity value 13.6 given the table (8)
Age (x) 30 35 40 45 50
Annuity
value (y)
15.9 14.9 14.1 13.3 12.5
b. If f(0) = 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 Newtons divided difference (8)
interpolation formula. Hence, find f(6)
4. a. Using Newtons divided difference formula find f(x) and f(3) from the following
data: (8)
X: 0 1 2 4
f(x) 1 14 15 5
b. Using Newtons divided difference formula to find f(5) from the following data (8)

X: 0 2 3 4 7
f(x) 4 26 58 112 466
5. a. Using Newtons divided difference formula find the cubic function of x.
from the following data: (8)
X: 0 1 4 5
f(x) 8 11 68 123
b. Using Newtons divided difference formula find the cubic function of x (8)
from the following data:


6. Using cubic spline, find y(1.5) from the following data. (16)

x 1 2 3
y -8 -1 18
7. Find the cubic spline for the data:

x 1 2 3 4
f(x) 1 2 5 11
Assume that y(1)=0 and y(4)=0. (16)
8. a. Find the polynomial of degree two for the data by Newtons forward (8)
difference method:
X: 0 1 2 3 4 5 6 7
F(x) 1 2 4 7 11 16 22 29

b. From the following table of half-yearly premium for policies maturing at
different ages, estimate the premium for policies maturing at age 46 and 63. (8)
X: 0 1 4 5
f(x) 2 3 12 147
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Age X: 45 50 55 60 65
PremiumY: 114.84 96.16 83.32 74.48 68.48
9. a. From the following table,find the value of tan(0.12) (8)

x: 0.10 0.15 0.20 0.25 0.30
y=tanx 0.1003 0.1511 0.2027 0.2553 0.3093
b. Use Newtons backward difference formula to construct an interpolating polynomial
of degree 3 for the data (8)
f(-0.75) = -0.07181250 , f(-0.5) = -0.024750
f(-0.25) = 0.33493750 , f(0) = 1.10100 Hence find f(-
3
1
).
10. a. Given (8)
Marks 0-40 40-60 60-80 80-100 100-120
No: of
students
250 120 100 70 50
Estimate the number of students who obtained marks between 60 and70.

b. The following data are taken from the steam table: (8)

Temp.C 140 150 160 170 180
Pressure
kgf/cm
2
3.685 4.854 6.302 8.076 10.225
Find the pressure at temperature at t=175.
UNIT III
NUMERICAL DIFFERENTIATION AND INTEGRATION
PART A(2 Marks)
1. State Newtons formula to find f(x) using the forward differences.

(

+ = |

\
|
=
.....
3
1
2
1 1
0
3
0
2
0
0
y y y
h dx
dy
x x

2. Find
dx
dy
at x = 1 from the table
x : 1 2 3 4
y : 1 8 27 64

x y y
2
y
3
y

1 1
7
2 8 12
19 6
3 27 18
37
4 64
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13

(

+ = |

\
|
=
.....
3
1
2
1 1
0
3
0
2
0
0
y y y
h dx
dy
x x


= 1 , x
0
=1 , y
0
= 7 ,
2
y
0
= 12 ,
3
y
0
= 6

= |

\
|
=
0
1 x
dx
dy
3
3. Using Newtons backward difference formula, write the formulae for the first
and second order derivatives at the end values x = x
n
upto the fourth order
difference term.

(

+ =
|
|

\
|
(

+ + + =
|
|

\
|
(

+ + + = |

\
|
=
=
=
n n
x x
n n n
x x
n n n
x x
y y
h dx
y d
y y y
h dx
y d
y y y
h dx
dy
n
n
n
3 3
3 3
3
3 3 2
2 2
2
3 2
2
3 1
...
12
11 1
.......
3
1
2
1 1

4. Find y

(5) from the following table


x : 0 1 2 3 4 5
y : 4 8 15 7 6 2
x y y
2
y
3
y
4
y
5
y

0 4
4
1 8 3
7 -18
2 15 -15 40
-8 22 -72
3 7 7 -32
-1 -10
4 6 -3
-4
5 2


(

+ + + = |

\
|
=
.......
3
1
2
1 1
3 2
n n n
x x
y y y
h dx
dy
n

= -4-1.5-3.3333-8-14.4
= -31.2333


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5. State the formula for Trapezoidal rule of integration

n
x
x
dx x f
0
. ) ( =
2
h
[(y
0
+ y
n
) + 2(y
1
+y
2
+........+y
n-1
)]
6. A curve passes through (2,8), (3,27), (4,64) and (5,125) Find the area of the
Curve between the x axis and the lines x = 2 and x = 5 by Trapezoidal rule.

5
2
ydx =
2
h
[(y
0
+ y
n
) + 2(y
1
+y
2
+.... +y
n-1
)]
=
2
1
[(8+125) + 2(27+64)]
= 157.5 sq.units.
7. Given f(0)=-1,f(1)=1 and f(2)=4, find

2
0
) ( dx x f by Trapezoidal rule.
x 0 1 2
y -1 1 4
Here h =1.
A = Sum of the first and the last ordinates = -1+4 = 3
B = sum of the remaining ordinates =1.
8. Evaluate

+
1
0
1 x
dx
with h = 0.5 using Trapezoidal rule.

t(s x 0 0.5 1
Y 1 0.6666 0.5

1
0
ydx =
2
h
[(y
0
+ y
n
) + 2(y
1
+y
2
+.... +y
n-1
)]
=
2
5 . 0
[(1+0.5) + 2(0.6666)]
= 0.7083
9. What is the order of trapezoidal rule ?
Error in the Trapezoidal formula is of the order h
2

10. Using Simpsons rule find

4
0
. dx e
x
given e
0
= 1, e
1
= 2.72, e
2
= 7.39, e
3
= 20.09
and e
4
= 54.6.

4
0
e dx
x
=
3
h
[(y
0
+ y
4
) + 2y
2
+4(y
1
+ y
3
)]
=
3
1
[(1+54.6) + 2(7.39)+4(2.72+20.09)]
= 53.8733.



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11. What is the local error term in Trapezoidal formula and in Simpsons one third
rule?
Principal part of the error in the interval (x
1
, x
2
) =
' '
1
2
12
y
h

Where y
1
is the value of y and y
1

is the value of the second derivative of y at x =x


1.

Principal part of the error in the interval (x
1
, x
3
) =
iv
y
h
1
5
90

Where y
1
is the value of y and
iv
y
1
is the value of the fourth derivative of y at x =x
1
.
12. Find

2
2
4
. dx x by Simpsons rule taking h = 1. ..

t(sec) x -2 -1 0 1 2
Y 16 1 0 1 16

2
2
4
. dx x =
3
1
[(16+16)+4(2)] = 13.3 sq units
13. Compare Trapezoidal rule and Simpsons 1/3 rule for evaluating numerical
integration.

S.NO Trapezoidal Rule Simpsons 1/3
1. Number of intervals may be Number of intervals is even
even or odd

2. Order of error = h
2
Order of error = h
4

3 . Principal part of the error Principal part of the error
in the interval (x
1
,x
2
) = - y

in the interval (x
1
,x
2
) = - y
iv

14. State Rombergs method integration formula to find the value of I =

b
a
dx x f . ) (
using h and h/2.
I = I
2
+ |

\
|
3
I I
1 2

15. If I
1
= 0.775 , I
2
= 0.7828 find I using Rombergs method.
I = I
2
+ |

\
|
3
I I
1 2
, I = 0.7828+
|

\
|
3
775 . 0 7828 . 0
= 0.7802
16. If I =


1
0
2
. dx e
x
then I
1
= 0.731 , I
2
= 0.7430 with h = 0.5 and h = 0.25 Find I
using Rombergs method.
I = I
2
+ |

\
|
3
I I
1 2

I = 0.743+
|

\
|
3
731 . 0 743 . 0
= 0.747
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17. Compute

2
2
2
. dx e
x
using Gaussian two point formula.
Given the range is not (-1,1) so by using the formula to make them as (-1,1).
X =
2 2
a b
z
a b +
+

Here a = -2 , b =2
=
2
2 2
2
2 2
+
+
z
x = 2z
2
x
z =
dx = 2dz

2
2
2
. dx e
x
=

1
1
). 2 ( dz e
z
= 2

1
1
dz e
z
= 2
(

+
(


3
1
3
1
f f = 2(0.5614+1.7813) = 4.6854


18. State three point Gaussian quadrature formula.

Three points Gaussian quadrature formula is,
) 0 (
9
8
5
3
5
3
9
5
) (
1
1
f f f dx x f +
(
(

+
(


This formula is exact for polynomials up to degree 5.

19. State Trapezoidal rule for evaluating

d
c
b
a
dxdy y x f . ) , (

I =
4
hk
[ (Sum of values of f at the four corners ) + 2(Sum of values of f at the
remaining nodes on the boundary) + 4(Sum of the values of f at the interior
nodes)]
20. State Simpsons rule for evaluating

d
c
b
a
dxdy y x f . ) , (
I =
9
hk
[(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) + {4(Sum of the values of f at odd
positions) + 8(Sum of the values of f at even positions) on the odd row of the
matrix except boundary rows} + {8(Sum of the values of f at the odd positions)
+ 16(Sum of the values of f at the even positions) on the even rows of the
matrix)].

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17

PART B
1. a. Find the value of f (8) from the following table (8)
x : 6 7 9 12
) (x f : 1.556 1.690 1.908 2.158
b. Find the first and second derivative of the function tabulated below at x = 0.4
x : 0.4 0.5 0.6 0.7 0.8
y : 1.5836 1.7974 2.0442 2.3275 2.6511 (8)
2. a. Find
dx
dy
at x = 1.5 given
x : 1 2 3 4 5
y : 77 78 127 248 375 (8)

b. Find the first and second derivatives of y w. r. to x at x = 10
x : 3 5 7 9 11
y : 31 43 57 41 27 (8)
3. a. Find
dx
dy
and
2
2
dx
y d
at x=51 for the following data (8)
x: 50 60 70 80 90
y: 19.96 36.65 58.81 77.21 94.61
b. Find the maximum and minimum value of y = f(x) given the data
x : 0 1 2 3 4 5
f(x) : 0
4
1
0
4
9
16
4
225
(8)

4. a. A river is 80 mts wide.The depth d in mts at a distance x mts from one bank is
given by the following table. Calculate the area of cross section of the river using
Simpsons
3
1
rd rule
x : 0 10 20 30 40 50 60 70 80
d : 0 4 7 9 12 15 14 8 3 (8)
b. By dividing the range into 10 equal parts, evaluate

0
sin xdx by using
Simpsons
3
1
rd rule. (8)
5. a. Evaluate

+
6
0
2
1 x
dx
by Trapezoidal rule and simpsons 3/8 rule. (8)
b. Calculate dx x e
x


7 . 0
5 . 0
taking 5 ordinates by trapezoidal rule and Simpsons1/3 rule (8)
6. a. Evaluate dx e
x


4 . 1
1
2
by taking h=0.1using Simpsons 3/8 rule. (8)
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18
b. Evaluate

+
1
0
2
1 x
dx
using Rombergs method. Hence obtain an approximate
value of . (8)
7. a. Evaluate

+
2
0
2
4 x
dx
using Rombergs method hence obtain an approximate
Value of (8)
b. Evaluate

5
1
x
dx
using Gaussian Quadrature with three points. (8)
8. a. Evaluate I =

+
1
1
2
1 t
dt
by Three point Gaussian Quadrature formula. (8)
b. Evaluate

+
=
1
0
1 x
dx
I using two point Gaussian Quadrature formula. (8)
9. a. Evaluate

6 . 2
2
4 . 4
4
xy
dxdy
by using Simpsons rule (8)
b. Evaluate dxdy
y x

+
2
1
2
1
2 2
1
taking h =0.2 k = 0.25 by both trapezoidal and
Simpsons rule (8)
10.a. Evaluate
( )
dxdy
xy
xy

+
5 . 0 .
01
5 . 0
0
1
) sin(
by using Trapezoidal rule h = 0.25 and k = 0.25 (8)
b. Evaluate ( )dxdy y x

+
2 /
0 2 /
cos

by using Trapezoidal rule, Simpsons 1/3 rule and


taking h=k=
4

. (8)
UNIT IV
INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL
EQUATIONS
PART A(2 Marks)
1. State the disadvantage of Taylor series methods?
In the differential equation
dx
dy
= f(x, y), the function f(x, y) may have complicated
algebraical structure. Then the evaluation of higher of order derivatives may become
tedious. This is the demerit of this method.
2. What is the major drawback of Taylor series method?
If f(x, y) involves some complicated algebraic structures then the calculation of higher
derivatives becomes tedious and the method fails. This is the major drawback of this
method.
3. State Taylor series algorithm for the first order differential equation?
To find the numerical solution of with the condition y(x
0
) = y
0
. We expand y(x) at a
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19
general point x
m
in a Taylor series, getting

iv
m m
m
m m
y
h
y
h
y
h
hy y y
m
! 4
4
! 3 ! 2
' ' '
3
' '
2
'
1
+ + + + =
+
+
Here y
r
m
denotes the r
th
derivatives of y w.r.to x at the point (x
m
, y
m
).
4. Which is better Taylors method or R.K. method?
R.K methods do not require prior calculation of higher derivatives of y(x), as the Taylor
method does. Since the differential equations using in applications are often
complicated, the calculation of derivatives may be difficult. Also the R.K formula involve
the computation of f(x,y) at various positions, instead of derivatives and this function
occurs in the given equation.
5. Solve the differential equation 1 ) 0 ( , = + + = y xy y x
dx
dy
by Taylor series method to
get the value of y at x = h?
Given y = x +y + xy, x
0
= 0, y
0
= 1
We know that the Taylors series formula for y
1
is
.......
! 3 ! 2 ! 1
' ' '
0
3
' '
0
2
'
0 0 1
+ + + + = y
h
y
h
y
h
y y
y = x + y + xy y
0
= x
0
+y
0
+ x
0
y
0
=0+1+0=1

y = 1 + y + xy + y y
0
= 1+y
0
+x
0
y
0
+y
0
=1+1+0+1=3

y = y + xy + y + y y
0
= y
0
+x
0
y
0
+2y
0
= 1+0+2=3
.

. y = y + xy + 2y

.

. ....... ) 3 (
! 3
) 3 (
! 2 ! 1
1
3 2
1
+ + + + =
h h h
y
6. Write down Euler method to the differential equation ) , ( y x f
dx
dy
= .
y
n+1
= y
n
+ h f(x
n
,y
n
) when n=0,1,2.
This is Euler method.
It can also be written as
Y(x+h) = y(x) + hf(x,y)
7. State modified Euler method to solve y = f(x,y), y(x
0
)=y
0
at x = x
0
+ h.

(

+ + + =
+ ) 1
, (
2
,
2
n
y x f
h
y
h
x hf y y
n n n n n



(

+ + + =
) 0 0 0 0 0 1
, (
2
,
2
y x f
h
y
h
x hf y y
8. Using Modified Eulers method, find y(0,1) if 1 ) 0 ( ,
2 2
= + = y y x
dx
dy

Given f(x,y) = x2+y2,x0=0,y0=1,h=0.1,x1=0.1
By modified Euler method
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20

(

+ + + =
+ ) 1
, (
2
,
2
n
y x f
h
y
h
x hf y y
n n n n n
(1)

(

+ + + =
) 0 0 0 0 0 1
, (
2
,
2
y x f
h
y
h
x hf y y (2)
f(x
0
,y
0
) = x
0
2
+ y
0
2
= 0 + 1 = 1
y
1
= 1 + (0.1) f
(

+ + ) 1 (
2
1 . 0
1 ,
2
1 . 0
0
= 1 + (0.1)f[0.05, 1.05]
= 1 + (0.1)[(0.05)2+(1.05)2]
= 1 + (0.1)[0.0025+1.1025]
= 1+ 0.1105
= 1.1105
.

. y(0.1) = 1.1105

9. What is the error of Eulers method?
Error at (x=
1
x ) = ) , ( ' '
2
1 1
2
y x y
h

Error = 0(h
2
) = Error is of order h
2

10. What are the limitations of Eulers method?
1. The attainable accuracy is limited by length of step h.
2. The method is slow and has limited accuracy.

11. What is the Error in modified Eulers method?
Error = *
12
2
h
constant
Error = 0(h
3
), order of h
3

12. Write down the Runge-Kutta formula of fourth order to solve dy/dx = f(x,y)
with y(x
0
) = y
0
.
Let h denote the interval between equidistant values of x. If the initial values are
(x
0
,y
0
), the first increment in y is computed from the formulas.
k
1
= h f(x
0
,y
0
)
k
2
= h f |

\
|
+ +
2
,
2
1
0 0
k
y
h
x
k
3
= h f
|

\
|
+ +
2
2
,
2
0 0
k
y
h
x
k
4
= h f(x
0
+h,y
0
+k3)
and y= 1/6=(k
1
+2k
2
+2k
3
+ k
4
)
then x
1
=x
0
+h, y
1
= y
0
+ y
The increment in y in the second interval is computed in a similar manner using the
same four formulas, using the values x
1
,y
1
in the place of (x
0
,y
0
) respectively.


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21
13. State the special advantage of Runge-Kutta method over Taylor series
method? (or)
Compare Taylors series and R.K. method?
R-K methods do not require prior calculation of higher derivatives of y(x) as the
Taylor method does. Since the differential equations are using in applications
Often complicated, the calculation of derivatives may be difficult.
Also the R.K. formulas involve the computations of f(x,y) at various positions,
Instead of derivatives and this function occurs in the given equation

14. Write Milnes predictor corrector formula? .
Milnes predictor formula is
( )
n n n n n
y y y
h
y y ' 2 ' ' 2
3
4
1 2 3 1
+ + =
+

Milnes corrector formula is
( )
1 1 1 1
' ' 4 '
3
+ +
+ + + =
n n n n n
y y y
h
y y

15. How many prior values are required to predict the next value in Milnes
method & Adams method?
Four prior values.

16. What is the error term in Milnes corrector formula?
The error term is -
'
0
4
90
y
h

17. What is the error term in Milnes predictor formula?
The error term is
'
0
4
45
14
y
h


18. Write down Adams-Bashforth formula?
Adams predictor corrector formulas are
( )
3 2 1 , 1
' 9 ' 37 ' 59 ' 55
24
+
+ + =
k k k k k p k
y y y y
h
y y
( )
2 1 1 , 1
' ' 5 ' 19 ' 9
24
+ +
+ + + =
k k k k k c k
y y y y
h
y y
19. What is a Predictor-Collector method of solving a differential equation?
Predictor-collector methods are methods which require the values of y at x
n
,x
n-1
,
x
n-2
,. For computing the value of y at x
n+1
. We first use a formula to find the
value of y at x
n+1
and this is known as a predictor formula. The value of y so got is
improved or corrected by another formula known as corrector formula.

20. What is the Error of Adam Bashforth method?
predictor ) (
720
251
) ( 5

iv
f h
Corrector ) (
720
251
) ( 5

iv
f h
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22
PART B
1. a. Using Taylor series method find y at x = 0.1 if . 1 ) 0 ( , 1
2
= = y y x
dx
dy
(8)
b. Solve . 1 ) 0 ( ,
2 2
= + = y y x
dx
dy
Use Taylor series at x=0.2 and 0.4, Find x = 0.1. (8)
2. a. Solve the system of equations ,
2
x z
dx
dy
= , x y
dx
dz
+ = with y(0) = 1,z(0) = 1 by
Taking h = 0.1 , to get y(0.1) and z(0.1).Here y and z are dependent variables and
x is independent. (8)
b. Using Taylor series method, find y(1.1) and y(1.2) correct to four decimal places.
Given
3 / 1
xy
dx
dy
= and y(1) =1. (8)
3. a. By Taylors series method find y(0.1) given that y

= y + xy

, y(0) =1 , y

(0) = 0 (8)
b. Using Eulers modified method find y(0.1) from , 1 ) 0 ( , ' = + + = y xy y x y with h=0.05 (8)
4. a. Using Eulers method find y(0.3)of y(x) satisfies the initial value problem.
, 1114 . 1 ) 2 . 0 ( , ) 1 (
2
1
'
2 2
= + = y y x y with h=0.1. (8)
b. Using modified Eulers method, compute y(0.1) with h=0.1 from
. 1 ) 0 ( ,
2
= = y
y
x
y
dx
dy
(8)
5. a. Solve , 0 ) 0 ( , 1 ' = = y y y find y(0.1) ,y(0.2),y(0.3) by modified Eulers method. (8)
b. Given . 2 ) 0 ( ,
3
= + = y y x
dx
dy
Compute y(0.2), y(0.4) and y(0.6) by Runge-Kutta
method of fourth order. (8)
6. a. Using R.K. method of 4
th
order, solve . 1 ) 0 ( ,
2 2
2 2
=
+

= y
x y
x y
dx
dy
at x = 0.2. (8)
b. Using R.K. method of fourth order find y(0.1) for the initial value problem
y

= xy

- y ,y(0)=3, . 0 ) 0 ( ' = y (8)


7. Determine the value of y(0.4) using Milnes method given ;. 1 ) 0 ( ,
2
= + = y xy y
dx
dy
use
Taylor series to get the values of y(0.1), y(0.2) and y(0.3). (16)
8. Given y

= 1-y and y(0) = 0 , find


(i) y(0.1) by Euler method
(ii) y(0.2) and y(0.3) by modified Euler method
(iii) y(0.4) by Milnes method (16)
9. a. Using Milnes method find y(0.8) given . 2 ) 0 ( ,
1
=
+
= y
y x dx
dy
given y(0.2)=2.0933,
y(0.4.) =2.1755 y(0.6)=2.2493. (8)
b. Given , 979 . 1 ) 3 . 1 ( , 548 . 1 ) 2 . 1 ( , 233 . 1 ) 1 . 1 ( , 1 ) 1 ( ), 1 (
2
= = = = + = y y y y y x
dx
dy
evaluate
y(1.4) by Adams Bash forth method. (8)
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10. Consider the initial value problem . 5 . 0 ) 0 ( , 1
2
= + = y x y
dx
dy
(16)
a. using Taylor series, find y(0.2)
b. Using 4
th
order Runge-Kutta method, find y(0.4) and y(0.6)
c. Using Adam-Bashforth Predictor.

UNIT V
BOUNDARY VALUE PROBLEMS IN ORDINARY AND PARTIAL
DIFFERENTIAL EQUATIONS
PART - A(2 Marks)

1. State the conditions for the equation. Au
xx
+ Bu
yy
+ Cu
xy
+Du
x
+Eu
y
+ Fu =G
where A, B, C, D, E, F, G are function of x and y to be (i) elliptic (ii) parabolic
(iii) hyperbolic
The given equation is said to be
(i) Eliptic at a point (x,y) in the plane if B
2
-4AC<0
(ii) Parabolic if B
2
-4AC=0
(iii) Hyperbolic if B
2
-4AC>0
2. State the condition for the equation Au
xx
+2Bu
xy
+Cu
yy
=f(u
x
,u
y
,x,y) to be
(a)elliptic (b) parabolic(c) hyperbolic when A, B, C are functions of x and y.
The equation is elliptic if (2B
2
)-4AC<0 i.e. B
2
-AC<0. It is parabolic if B
2
-4AC>0.
3. What is the classification of f
x
-f
yy
=0?
Here A=0, B=0, C=-1
B
2
-4AC=0-(4)(0)(-1)=0
Therefore the equation is parabolic.

4. State Schmidts explicit formula for sloving heat flow equation?

[ ]
j i j i j
j i j i j i j i
u u u if
u u u u
, 1 , 1 1 , 1
, 1 , , 1 1 ,
2
1
,
2
1
) 2 1 (
+ +
+ + +
+ = =
+ + =



5. What is the classification of one dimensional heat flow equation?
The One dimensional heat flow equation is
t
u
x
u

2 2
2
1

here A=1, B=0, C=0.


B
2
-4AC = 0
Hence the one dimensional heat flow equation is parabolic.
6. Write down the Crank-Nicholson formula to solve u
t
=u
xx
?
(or)
Write down the implicit formula to solve one dimensional heat flow equation?

) ( ) 1 ( 2 ) 1 ( 2 ) (
) 1 (
2
1
2
1
) 1 (
2
1
2
1
, 1 , 1 , 1 , 1 , 1 1 , 1
, 1 , 1 1 , 1 , 1 1 , 1
j i j i j i j i j i j i
ij j i j i j i j i j i
u u u u u u
or
u u u u u u
+ + + + +
+ + + + +
+ = + +
+

= + +




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MA2264-NUMERICAL METHODS

KINGS COLLEGE OF ENGINEERING-PUNALKULAM
24
7. What type of equations can be solved by using Crank-Nicholsons difference
formula?
Crank-Nicholosons difference formula is used solve parabolic equations of the
Form u
xx
= au
t
8. Write the Crank Nicholson difference scheme to solve u
xx
=au
t
with u(0,t) = T
0
,
u(l,t)=T
1
and the initial condition as u(x,0) = f(x)?
The scheme is

ij j i j i j i j i j i
u u u u u u ) 1 (
2
1
2
1
) 1 (
2
1
2
1
, 1 , 1 1 , 1 , 1 1 , 1
+

= + +
+ + + + +

9. For what purpose Bender-Schmidt recurrence relation is used
To solve one dimensional heat equation
10. State the explicit scheme formula for the solution of the wave equation?
The formula to solve numerically the wave equation a
2
u
xx
-u
tt
=0 is

1 , , 1 , 1
2 2
,
2 2
1 ,
) ( ) 1 ( 2
+ +
+ + =
j i j i j i j i j i
u u u a u a u

11. For what value of , the explicit, method of solving the hyperbolic equation

2
2
2 2
2
1
t
u
c x
u

is stable, where = Ct/x?


The explicit method is stable only if =1/c
12. Write the diagonal five-point formula to solve the Laplace equation u
xx
+u
yy
=0?
[ ]
1 , 1 1 , 1 1 , 1 1 , 1 ,
4
1
+ + + +
+ + + =
j i j i j i j i j i
u u u u u
13. Write down the standard five point formula to solve Laplace equation
0
2
2
2
2
=

y
u
x
u

[ ]
1 , 1 , 1 , , 1 , 1 ,
4
1
+ +
+ + + + =
j i j i j i j i j i j i
u u u u u u
14. What is the purpose of Liebmanns process?
The purpose of Liebmanns process is to find the solution of the Laplace equation
u
xx
+ u
yy
= 0 by iteration.
15. If u satisfies Laplace equation and u = 100 on the boundary of a square what
will be the value of u at an interior grid point?
Since u satisfies Laplace equation and u = 100 on the boundary of a square
u
i,j
= 1/4(100+100+100+100)=100
16. State Liebmanns iteration process formula?

[ ]
) 1 (
1 , 1 , , 1
) 1 (
, 1
1
,
4
1
+
+ +
+

+
+ + + =
n
j i
n
j i
n
j i
n
j i
n
j i
u u u u u

17. Write down the finite difference form of the equation
2
u= f(x,y)

) , ( 4
2
, 1 , 1 , , 1 , 1
jh ih f h u u u u u
j i j i j i j i j i
= + + +
+ +
18. State the general form of Poissons equation in partial derivatives?
) , (
2
2
2
2
y x f
y
u
x
u
=


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MA2264-NUMERICAL METHODS

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25
19. What is Shooting method?
In this method, the given boundary value problem is first converted into an
equivalent initial value problem and then solved using any of the methods. This
methods makes use of the techniques of solving initial value problems.

20. What is the procedure of shooting method?
* Convert the problem into an initial value problem.
* Initialise the variables including two guesses at the initial slope.
* Solve the equations with these guesses using either a one-step or a multistep
method.
* Interpolate from these results to find an improved value of the slopes obtained.
* Repeat the process until a specified accuracy in the final function value is obtained.
PART - B
1. a. Solve by finite difference method, the boundary value problem
y

(x) y(x) = 0 where y(0) = 0 and y(1) = 1, taking h = 1/4 . (8)


b. Using the finite difference method, find y(0.25),y(0.5) and y(0.75) satisfying the (8)
differential equation y

(x) + y = x subject to the boundary conditions y(0) = 0,y(1)= 2.


2. a. Solve
t
u
x
u

2
2
2
given u(0,t)=0, u(4,t)=0,u(x,0)=x(4-x) taking x=t=1. Find the
value of u upto t=3 using Bender-Schmidt explicit difference scheme. (8)
b. Using Schmidts process solve 25 u
xx
=u
t
where 0<x<1 t>0 with boundary conditions
u(0,t)=0=u(10,t); u(x,0)=
25
) 10 ( x x
and choosing h=1 and k suitably. Find u
i,j
for
i=1,2,3.9 and j= 1,2,3,4 (8)
3. a. Solve
2
2
x
u
t
u

, 0x1, t 0 with u(x,0)=x(1-x), 0<x<1 and u(0,t)=u(1,t) = 0, for all


t >0 using explicit method with x=0.2 for 3 time steps. (8)
b. Solve
2
2
x
u
t
u

in 0<x<5, 0 t given that u(x,0) =20, u(0,t)=0,u(5,t) =100.Compute


u for the time-step with h=1 by Cranck Nicholson method (8)
4.a. Solve
2
2
x
u

=
t
u

,0<x<2,t>0,u(0,t)=u(2,t)=0,t>0 and u(x,0)=


2
sin
x
,0x2, and
t=0.25 and x=0.5 for two times steps by Crank-Nicholson implicit finite difference
method. (8)
b. Solve ,
2
2
2
2
x
y
t
y

0<x<1.t>0 given u(x,0)=0, ) 0 , (x


t

=u(0,t)=0 and u(1,t)=100sint,


complete u(x,t) for 4 times steps with h=0.25. (8)

5. Solve the Laplaces equation over the square mesh of side 4 units satisfying the
boundary conditions: (16)
U(0,y)=0,0 4 y ;u(4,y)=12+y, 0 4 y
U(x,0)=3x, 0 4 x ;u(x,4)=
2
x ,0 4 x


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26
6. By iteration method , solve the laplace equation u
xx
+ u
yy
=0 , over the square region,
satisfying the boundary condition. (16)

u(0, y) = 0 , 0 y 4
u(4, y) = 12+y, 0 y 4
u(x,0) = 3x , 0 x 4
u(x, 4) = x
2
0 x 3
7. Solve u
xx
+u
yy
= 0 for the following square mesh with boundary values as shown in the
figure below (16)
1000 1000 1000 1000



2000 500

2000 0
1000 500 0 0
8. Solve the Laplace equation at the interior points of the square region given below
(16)
0 500 1000 500 0



1000 1000



2000 2000


1000 1000

0 500 1000 500 0


9. Solve ) 10 ( 10
2 2 2
+ + = y x u over the square mesh with sides x=0,y=0,x=3,y=3
With u=0 on the boundary and mesh length of 1 unit. (16)
10. Solve the Poisson equation
2 2
8 y x u u
yy xx
= + in the square mesh given u=0 on the four
Boundaries dividing the square into 16 sub squares of length 1 unit . (16)





1
u


2
u

3
u

4
u



U
1



U
2



U
3



U
4



U
5



U
6



U
7



U
8



U
9


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