Engineering Mathematics Material 2011

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

2. Newtons method (0r) Newton-Raphson method:
1 /
( )
( )
n
n n
n
f x
x x
f x
+
=

3. Fixed point iteration (or) Iterative formula (or) Simple iteration method
( )
1
x g x
n n
=
+
, ( ) where x g x =
4. The rate of convergence in N-R method is of order 2.
5. Condition for convergence of N-R method is
2
// /
( ) ( ) ( ) f x f x f x <

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

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

UNIT 2

1. Lagranges interpolation formula is
0 2 0 1 1 1 2
0 1
0 1 0 2 0 1 0 1 2 1 0 1 1
( )( )...( ) ( )( )...( ) ( )( )...( )
( ) ...
( )( )...( ) ( )( )...( ) ( )( )...( )
n n n
n
n n n n n n
x x x x x x x x x x x x x x x x x x
y f x y y y
x x x x x x x x x x x x x x x x x x

= = + + +


2. Inverse of Lagranges interpolation formula is
0 2 0 1 1 1 2
0 1
0 1 0 2 0 1 0 1 2 1 0 1 1
( )( )...( ) ( )( )...( ) ( )( )...( )
( ) ...
( )( )...( ) ( )( )...( ) ( )( )...( )
n n n
n
n n n n n n
y y y y y y y y y y y y y y y y y y
x f y x x x
y y y y y y y y y y y y y y y y y y

= = + + +


3. Newtons divided difference interpolation formula is
2
( ) ( ) ( ) ( ) ( )( ) ( ) ...
0 0 0 0 1 0
f x f x x x f x x x x x f x = + A/ + A/ +

4. Newtons forward difference formula is
2 3
0 0 0 0
( 1) ( 1)( 2)
( ) ...
1! 2! 3!
u u u u u u
y x y y y y

= + A + A + A +

where
0
x x
u
h

=
Engineering Mathematics Material 2011

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

5. Newtons backward difference formula is
2 3
( 1) ( 1)( 2)
( ) ...
1! 2! 3!
n n n n
v v v v v v
y x y y y y
+ + +
= + V + V + V +

where
x x
n
v
h

=

6. Interpolation with a cubic spline
| |
1 1 1 1 2
6
4 2
i i i i i i
M M M y y y
h
+ +
+ + = +

2
3 3
1 1 1 1
1 1
( ) ( ) ( ) ( )
6 6
i i i i i i i
h
S x x x M x x M x x y M
h h

(
( = + +
(




2
1
1
( )
6
i i i
h
x x y M
h

(
+
(



1,2,...( 1) and x
i-1
for i n x x
i
= s s

UNIT 3

1. Newtons forward formula to find the derivatives
2
2 3
0 0 0
1 2 1 3 6 2
...
2 6
dy u u u
y y y
dx h
( +
= A + A + A +
(


2 2
2 3 4
0 0 0 2 2
1 6 18 11
( 1) ...
12
d y u u
y u y y
dx h
( +
= A + A + A +
(



3
3 4
0 0 3 3
1 12 18
...
12
d y u
y y
dx h
(
= A + A +
(

where
0
x x
u
h

=
2. Newtons forward formula to find the derivatives at
0
x x =
2 3
0 0
0
0
1
...
2 3
X X
y y dy
y
dx h
=
( A A | |
= A +
( |
\ .


2
2 3 4
0 0 0 2 2
0
1 11
...
12
X X
d y
y y y
dx h
=
| |
(
= A A + A +
|
(

\ .

3
3 4
0 0 3 3
0
1 3
...
2
X X
d y
y y
dx h
=
| |
(
= A A +
|
(

\ .


3. Newtons backward formula to find the derivatives
2
2 3
1 2 1 3 6 2
...
2 6
n n n
dy v v v
y y y
dx h
( + + +
= V + V + V +
(


2 2
2 3 4
2 2
1 6 18 11
( 1) ...
12
n n n
d y v v
y v y y
dx h
( + +
= V + + V + V +
(


3
3 4
3 3
1 12 18
...
12
n n
d y v
y y
dx h
+ (
= V + V +
(

where
n
x x
v
h

=
Engineering Mathematics Material 2011

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

4. Newtons backward formula to find the derivatives at
n
x x =
2 3
1
...
2 3
n n
n
X X
n
dy y y
y
dx h
=
( V V | |
= V + + +
( |
\ .


2
2 3 4
2 2
1 11
...
12
n n n
X X
n
d y
y y y
dx h
=
| |
(
= V + V + V +
|
(

\ .

3
3 4
3 3
1 3
...
2
n n
X X
n
d y
y y
dx h
=
| |
(
= V + V +
|
(

\ .

5. Trapezoidal Rule
( ) ( )
0
0 1 2 3
0
( ) 2 ...
2
x nh
n
x
h
f x dx y y y y y
+
( = + + + + +
}

6. Simpsons 1/3
rd
Rule
( ) ( ) ( )
0
0 1 3 5 2 4 6
0
( ) 4 ... 2 ...
3
x nh
n
x
h
f x dx y y y y y y y y
+
( = + + + + + + + + +
}

7. Simpsons 3/8
th
Rule
( ) ( ) ( )
0
0 1 2 4 5 7 3 6 9
0
3
( ) 3 ... 2 ...
8
x nh
n
x
h
f x dx y y y y y y y y y y
+
( = + + + + + + + + + + +
}

8. Rombergs formula for
I I
1 2
&
is
I I | |
I = I +
|
\ .
2 1
2
3

9. Error is the Trapezoidal formula is of the order
2
h and in the Simpson formula is
of the order
4
h .

10. Two points Gaussian Quadrature formula
1
1
1 1
( )
3 3
f x dx f f

| | | |
= +
| |
\ . \ .
}

11. Three points Gaussian Quadrature formula
1
1
5 3 3 8
( ) (0)
9 5 5 9
f x dx f f f

( | | | |
= + +
( | |
| |
(
\ . \ .
}

12. If the range is not
( ) 1 ,1
then the idea to solve the Gaussian Quadrature
problem is
2 2
b a b a
x z
+ | | | |
= +
| |
\ . \ .


UNIT 4

1. Taylor Series method
Engineering Mathematics Material 2011

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

2 3
/ // ///
1 0 0 0 0 0
( ) ...
1! 2! 3!
h h h
y y x h y y y y = + = + + + +
and
2 3
/ // ///
2 1 1 1 1 1
( ) ...
1! 2! 3!
h h h
y y x h y y y y = + = + + + +
2. Eulers method
If
0 0
( , ); ( )
dy
f x y y x y
dx
= =

then
0 0 0 0
( ) ( , ) y x h y hf x y + = +
and
1 1 1 1
( ) ( , ) y x h y hf x y + = +
3. Modified Eulers method
If
0 0
( , ); ( )
dy
f x y y x y
dx
= =

then
( ) , ( , )
0 0 0 0
0 0
2 2
h h
y x h y h x y f x y f
(
+ = + + +
(


And
( ) , ( , )
1 1 1 1
1 1
2 2
h h
y x h y h x y f x y f
(
+ = + + +
(


4. Runge-kutta method of fourth order

First formula:
1 0 0
( , ) k hf x y =
2
3 0 0
,
2 2
h k
k hf x y
| |
= + +
|
\ .

1
2 0 0
,
2 2
h k
k hf x y
| |
= + +
|
\ .

( )
4 0 0 3
, k hf x h y k = + +
and
| |
1 2 3 4
1
2 2
6
y k k k k A = + + + &
0 0
( ) y x h y y + = + A
For the second formula, replace 0 by 1 in the above formula.
5. Milnes Predictor formula:
/ / /
1 3 2 1
4
2 2
3
n n n n n
h
y y y y y
+
( = + +


6. Milnes Corrector formula:
/ / /
1 1 1 1
4
3
n n n n n
h
y y y y y
+ +
(
= + + +


7. Adams-Bashforth method:
Adams Predictor formula:
/ / / /
1 1 2 3
55 59 37 9
24
n n n n n n
h
y y y y y y
+
( = + +


Adams Corrector formula:
/ / / /
1 1 1 2
9 19 5
24
n n n n n n
h
y y y y y y
+ +
( = + + +


UNIT 5

Engineering Mathematics Material 2011

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

1. Solving ordinary diff. Eqn. by finite diff. method
The given eqn.
// /
( ) ( ) ( ) ( ) ( ) ( ) y x f x y x g x y x x | + + =

//
1 1
2
2
( )
i i i
i
y y y
y x
h
+
+
= &
/
1 1
( )
2
i i
i
y y
y x
h
+

=
2. Solving one dimensional heat eqn. by Bender Schmidts method [Explicit
method]
The given equation
2
2
u u
a
x t
c c
=
c c

then
, 1 1, , 1,
(1 2 )
i j i j i j i j
u u u u
+ +
= + + , where
2
k
ah
=
for
1
2
= the above equation becomes,
, 1 1, 1,
1
2
i j i j i j
u u u
+ +
( = +

, where
2
2
a
k h =

3. Solving one dimensional heat eqn. by Crank-Nicolsons method [Implicit
method]
The given equation
2
2
u u
a
x t
c c
=
c c

then
( )
1, 1 1, 1 , 1 , 1, 1,
2( 1) 2( 1) ( )
i j i j i j i j i j i j
u u u u u u
+ + + + +
+ + = +
where
2
k
ah
=
for 1 = the above equation becomes,
, 1 1, 1 1, 1 1, 1,
1
4
i j i j i j i j i j
u u u u u
+ + + + +
( = + + +

, where
2
k ah =

4. Solving one dimensional wave eqn.
The given equation
2 2
2
2 2
u u
a
t x
c c
=
c c

then
( )
2 2 2 2
, 1 , 1, 1, , 1
2 1 ( )
i j i j i j i j i j
u a u a u u u
+ +
= + + ,
where =
k
h

for
2 2
1 a = , the above equation becomes,
, 1 1, 1, , 1 i j i j i j i j
u u u u
+ +
= + , where
h
k
a
=

Engineering Mathematics Material 2011

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

5. Solving two dimensional Laplace equation
The given eqn.
2 2
2 2
0
u u
x y
c c
+ =
c c
(or)
2
0 u V =


The Standard five point formula: [SFPF]
, 1, 1, , 1 , 1
1
4
i j i j i j i j i j
u u u u u
+ +
( = + + +



Diagonal five point formula: [DFPF]
, 1, 1 1, 1 1, 1 1, 1
1
4
i j i j i j i j i j
u u u u u
+ + + +
( = + + +



Liebamanns iteration process:
( 1) ( 1) ( ) ( ) ( 1)
, 1, 1, , 1 , 1
1
4
n n n n n
i j i j i j i j i j
u u u u u
+ + +
+ +
( = + + +



6. Solving two dimensional Poisson equation

The given eqn.
2 2
2 2
( , )
u u
f x y
x y
c c
+ =
c c
(or)
2
( , ) u f x y V =

To solve the above equation, we use the following formula

2
1, 1, , 1 , 1 ,
4 ( , )
i j i j i j i j i j
u u u u u h f ih jh
+ +
+ + + =


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