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MA2264 - NUMERICAL METHODS
UNIT-I
SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS
1. If a function f(x) = 0 is continuous in the interval (a, b) and if f (a) and f (b) are of
opposite signs. Then one of the root lies between a and b.
2. Example of Algebraic equation: (i) x3 – 2x + 5 = 0; (ii) 2x3 – 3x – 6 = 0.
3. Example of Transcendental equation: (i) x – cosx = 0; (ii) xex -2 = 0; (iii)
.
4. Regula Falsi Method:
(First iteration of Regula Falsi Method).
5. Iterative Method: .
6. Convergence condition of iterative method is .
7. Order of convergence of iterative method is linear (i.e.) 1.
8. Newton Raphson’s Method (Method of Tangents): = .
9. Convergence condition of N-R method is
10. Order of convergence of Newton’s method is quadratic (i.e.) 2.
11. Direct Method: (i) Gauss Elimination Method, (ii) Gauss Jordan Method.
12. Indirect Method (or) Iteration Method: (i) Gauss-Jacobi Method,
(ii) Gauss-Seidel Method.
13. Gauss Elimination Method: To reduce the augmented matrix [A, B] to upper triangular
matrix. Then, using Back Substitution method we’ve to find the unknowns.
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14. Gauss Jordan Method: To reduce the augmented matrix [A, B] to diagonal matrix.
Finally this system of equation each has only one unknown and then we’ve to find the
unknowns directly.
15. Diagonally Dominant: An n n matrix A is said to be diagonally dominant if the absolute
value of each leading diagonal element is greater than or equal to the sum of the absolute
values of the remaining elements in that row.
Given system of equations is ; ;
is a diagonal system is if
16. Gauss Jacobi Method: If the given system of equation is diagonally dominant then
17. Gauss Seidel Method: If the given system of equation is diagonally dominant then
18. Sufficient condition for iterative methods (Gauss Seidel Method & Gauss Jacobi Method)
to convergence is the coefficient matrix should be diagonally dominant.
19. The iteration method is a self correcting method since the round off error is smaller.
20. Why Gauss Seidel iteration is a method of successive corrections?
Ans: Because we replace approximations by corresponding new ones as soon the latter
have been computed.
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21. Compare Gauss Elimination Method and Gauss Jordan Method
Gauss Elimination Method Gauss Jordan Method
1. Direct Method 1. Direct Method
2. Coefficient matrix is 2. Coefficient matrix is transformed
transformed into upper into diagonal matrix.
triangular matrix. 3. No need of back substitution
3. We obtain the solution method. Since finally this system
by back substitution of equation each has only one
method. unknown.
22. Inverse of a Matrix: Let A be an n n nonsingular matrix. If X is the inverse of the
matrix A then AX = I (i.e.) X = I A-1. We start with augmented matrix of A with identity
matrix I of the same order and convert A into the required form (i.e.) identity then the
inverse is formed. [A / I ] [I / A-1].
23. Compare Gauss Elimination Method and Gauss Seidel Method.
Gauss Elimination Method Gauss Seidel Method
1. Direct Method 1. Indirect Method
2. It has the advantage that it is finite 2. It converges only for
and works in theory for any non- diagonally
singular set of equation. dominant.
3. We obtain exact value.
3. Approximate value
which is self correct
method.
24. Compare Gauss Jacobi and Gauss Seidel Methods.
Gauss Jacobi Method Gauss Seidel Method
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1. Indirect Method 1. Indirect Method
2. Convergence rate is slow. 2. The rate of convergence of this method is
3. Condition for convergence is roughly twice that of Jacobi.
diagonally dominant. 3. Condition for convergence is diagonally
dominant.
25. Why Gauss Seidel method is better method than Jacobi’s method?
Ans: Since the current value of the unknowns at each stage of iteration are used in
proceeding to the next stage of iteration, the convergence in Gauss Seidel method will be
more rapid than in Gauss Jacobi method.
UNIT-II
INTERPOLATION AND APPROXIMATION
26. Explain briefly Interpolation.
Ans: Interpolation is the process of computing the values of a function for any value of
the independent variable within an interval for which some values are given.
27. Definition of Interpolation and extrapolation.
Ans: Interpolation: It is the process of finding the intermediate values of a function from
a set of its values specific points given in a tabulated form. The process of
computing y corresponding to x is interpolation.
Extrapolation: If then the process is called extrapolation.
28. State Newton’s Forward interpolation formula.
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29. State Newton’s Backward interpolation formula.
30. Error in Newton’s forward:
31. Error in Newton’s Backward:
32. State Newton’s divided difference formula.
33. Show that the divided differences are symmetrical in their arguments.
34. Show that divided difference operator is linear.
Ans: [f(x) g(x)] =
= = f(x) g(x).
35. Divided difference table:
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X Y Y 2
Y 3
Y
X0 Y0
X1 Y1
X2 Y2
X3 Y3
36. Write Lagrangian’s polynomial formula.
35. What is the assumption we make when Lagrange’s formula is used?
Ans: It 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.
36. Write Lagrangian inverse interpolation formula.
37. Define Cubic Spline
Ans: Let , i = 0, 1, 2... n be the given (n +1) pairs of a data. The third order
curves employed to connect each pair of data points are called cubic splines. (OR) A
smooth polynomial curve is known as cubic spline.
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A cubic spline function f(x) w.r.t. the points x0, x1, .....xn is a polynomial of
degree three in each interval (xi-1, xi) i = 1, 2, ...n such that , and are
continuous.
38. Write down the formula of Cubic Spline.
and
where M =
(OR)
where and
; i = 1,2,3,....
UNIT – III
NUMERICAL DIFFERENTIATION AND INTEGRATION
39. Derivatives of Y based on Newton’s forward interpolation formula:
where
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If then u = 0
40. Derivatives of Y based on Newton’s backward interpolation formula:
where
If then p = 0
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41. What are the two types of errors involving in the numerical computation of
derivatives?
Ans: (i) Truncation error; (ii) Rounding error (To produce exact result is rounded to
the number of digits).
42. Define the error of approximation.
Ans: The approximation may further deteriorate as the order of derivative increases.
The quantity E(r) = f(r)(x) – P( r )n(x) is called the error of approximate in the rth order
derivative. Where f(x) is the given equation and P(x) is approximate values of f(x).
43. To find Maxima and Minima of a tabulated function:
Let y = f(x)
Find and equate to zero. And solving for x.
Find ; If at x is –ve y has maximum at that point x.
If at x is +ve y has minimum at that point x.
We’ve to use Newton’s forward or backward interpolation formulae for equal
intervals or use Newton’s divided difference interpolation formula for unequal
intervals then we get .
44. Newton-Cote’s Quadrature formula:
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45. Trapezoidal rule:
= {sum of the 1st and last ordinates+2(sum of the
remaining ordinates)}
46. Error in Trapezoidal rule:
47. The error in the Trapezoidal rule is of order .
48. Simpson’s one-third rule:
49. Simpson’s three eighth rule:
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50. Error in Simpson’s one-third rule:
51. The error in Simpson’s One third rule is of order .
52. When does Simpson’s rule give exact result?
Ans: Polynomials of degree .
53. When is Trapezoidal rule applicable?
Ans: For any intervals.
54. When is Simpson’s rule applicable?
Ans: When there even no. of intervals.
55. When is Simpson’s rule applicable?
Ans: When the intervals are in multiples of three.
56. Romberg’s Method:
57. State Romberg’s method integration formula to find the value of
using .
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I h Ih
h 1
Ans : I h, I h 2 4I h I h
2 3 3 2
2
58. State Two Point Gaussian Quadrature formula:
Ans:
59. State Three Point Gaussian Quadrature formula:
Ans:
60. In Gaussian’s Quadrature: If the limit is from a to b then we shall apply a suitable
change of variable to bring the integration from -1 to 1
.
61. State Trapezodial formula for Double Integrals:
62. State Simpson’s rule for Double Integrals:
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63. Why is Trapezoidal rule so called?
Ans: Because it approximates the integral by the sum of the areas of n trapezoids.
64. Compare Trapezoidal rule and Simpson’s one-third rule.
Ans:
Trapezoidal rule Simpson’s one-third rule
1. No. of intervals any 1. No. of intervals should be
even.
2. Error: O(h2) 2. Error: O(h4)
3. Degree of y(x) is one 3. Degree of y(x) is two.
UNIT-IV
INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS
65. Initial Value Problem:
Ans: The general solution of a differential equation of the nth order has n arbitrary
constants. In order to compute the numerical solution of such an equation we need n
conditions. If all the n conditions are specified at the initial point only then it is called
an initial value problem.
If the conditions are specified at two or more points then it is called a
Boundary value problem.
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66. Define Single Step Method & Multistep Method.
Ans: A series for y in terms of powers x from which the value of f can be obtained by
direct substitution. In each step we use the data of just one preceding step. Hence
these methods are called Single step methods or Pointwise methods. A solution of
this type is called pointwise solution.
A method that uses values from more than one preceding step is called
multistep method.
67. State Taylor series formula :
68. What are the merits and demerits of Taylor’s method?
Ans. Merits:
It is a powerful single step method if we are able to find the successive
derivatives easily.
Demerits:
(i)The derivative may be complicated
(ii) At the given point the derivative may be infinity.
69. State Euler’s Method formula:
70. State Modified Euler’s Method formula:
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71. State Fourth Order Runge-Kutta Method formula:(for First order differential
equations)
Where and
72. State Fourth Order Runge-Kutta Method formula:(for First order Simultaneous
differential equations)
Let
&
Where and Where
73. State Fourth Order Runge-Kutta Method formula:(for second order differential
equations)
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Let
Where and Where
74. Euler’s algorithm:
The order of the local truncation error is
75. Modified Euler’s method:
The order of the local truncation error is
76. State which is better. Taylor’s method or R-K method?
Ans: R-K method .Since it do not require prior calculation of higher derivatives of
y(x) as the Taylor’s method does.
77. Milne’s predictor and corrector methods:
Formula:
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78. Adam’s Bashforth predictor and corrector methods:
79. Compare R-K method with Predictor-corrector methods
Ans:
R-K method Predictor-corrector method
Self-starting It is not self-starting, It requires prior values
Not possible to get truncation error Easy to get truncation error
80. How many prior values required to predict the next value in Adam’s and Milne’s
method?
Ans: Four prior values.
81. What is meant by initial value problem and give an example it.
Ans: Problems for finding solutions of differential equation in which all the initial
conditions are specified at the initial point only are called initial value
problems.
Example: .
82. Write the name of any two self-starting methods to solve .
Ans: Euler’s Method, Runge-Kutta Method.
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83. Mention the multistep methods available for solving ordinary differential equation.
Ans: Milne’s Predictor-Corrector Method and Adam’s Bashforth Predictor-Corrector
Method.
84. What is a Predictor-Corrector Method of solving a differential equation?
Ans: We first use a formula to find the value of y at and this is known as a
predictor formula. The value of y so got is improved or corrector by another
formula known as corrector formula.
85. Why Runge-Kutta formula is called fourth order?
Ans: The fourth order Runge-Kutta method agree with Taylor series solution up to
the terms of h4. Hence it is called fourth order R.K. method.
86. Error: [Milne’s Predictor]
where
[Milne’s Corrector]
where
87. Round off error: When we are working with decimal numbers. We approximate the
decimals to the required degree of accuracy. The error due to
these approximations is called round off error.
Truncation error: The error caused by using approximate formula in computations
is known as truncation error.
88. Error: Adam’s Predictor
Error: Adam’s Corrector
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89. Compare the Milne’s Predictor-Corrector and Adam-Bashforth Predictor-Corrector
methods for solving ordinary differential equations.
Ans:
Adam’s Method Milne’s Method
1. We require four starting 1. We require four starting
values of y values of y
2. It does not have the same 2. But is about as efficient.
instability problems as
the Milne method.
3. A modification of 3. It is simple and has a
Adam’s method is more good local error, O(h5)
widely used than Milne’s
UNIT – V
BOUNDARY VALUE PROBLEMS FOR ORDINARY AND PARTIAL
DIFFERENTIAL EQUATIONS
90. Define Boundary value problem.
Ans: When the differential equation is to be solved satisfying the conditions
specified at the end points of an interval the problem is called boundary value
problem.
91. Define Difference Quotients
Ans: A difference quotient is the quotient obtained by dividing the difference
between two values of a function by the difference between two corresponding
1
values of the independent variable. y i
'
yi 1 yi 1
2h
92. Finite Difference Methods:
1
y i' yi 1 yi 1
2h
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93. Classification of Partial Differential Equations of the Second Order
(i) If then the equation is Elliptic.
(ii) If then the equation is Hyperbolic.
(iii) If then the equation is Parabolic.
94. Bender-Schmidt’s Difference Equation: (Explicit Method)
(OR)
and
Bender-Schmidt’s Difference Equation
If
This is valid only if
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95. Crank-Nicholson’s Difference Equation: [Implicit Method]
Where and
Crank-Nicholson’s Difference Equation When (i.e.) the Crank-
Nicholson’s difference equation becomes
96. Write down the implicit formula to solve one dimensional heat flow equation.
97. Why is Crank Nicholson’s Scheme called an implicit scheme?
Ans: The solution value at any point (i,j+1) on the (j+1)th level is dependent on the
solution values at the neighbouring points on the same level and on three values
of the jth level. Hence it is an implicit method.
98. What type of equations can be solved by Crank Nicholson’s formula (implicit)?
Ans: It is used to solve parabolic equation (one dimensional heat equation) of the
form .
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99. What type of equations can be solved by Bender-Schmidt’s formula (explicit)?
Ans: It is used to solve parabolic equation (one dimensional heat equation) of the
form .
100. State the explicit scheme formula for the solution of the wave equation.
Ans: The formula to solve numerically the wave equation is
When
The wave equation is
and
101. Define the local truncation error.
Ans:
102. State finite difference approximation for and state the order of truncation error.
Ans: and the order of truncation error is O(h2).
103. Forward Finite difference formula:
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Truncation error is
104. Backward Finite difference formula:
Truncation error is
105. Second order finite difference formulae:
Truncation error is
106. Name at least two numerical methods that are used to solve one dimensional
diffusion equation.
Ans; (i) Bender-Schmidt Method
(ii) Crank-Nicholson Method.
107. State standard five point formula for solving uxx + uyy = 0.
Ans:
108. State diagonal five point formula for solving uxx + uyy = 0.
Ans:
109. Write down one dimensional wave equation and its boundary conditions.
Ans:
Boundary conditions are
(i) u(0,t) = 0
(ii) u(l, t) = 0
(iii) u(x,0) = f(x), 0<x<l
(iv) ut(x,0) = 0, 0<x<l
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110. State the explicit formula for the one dimensional wave equation with
.
Ans:
111. Write down the finite difference form of the equation
Ans:
112. Write Laplace’s equation and its finite difference analogue and the standard five
point formula.
Ans: Laplace equation is uxx + uyy = 0
Finite difference formula:
Standard five point formula: .
113. What type of equations can be solved by one dimensional wave equation?
Ans: It is used to solve hyperbolic equation of the form .
114. Write down one dimensional heat flow equation and its boundary conditions.
Ans:
Boundary conditions are
(i) u(0,t) =
(ii) u(l, t) =
(iii) u(x,0) = f(x), 0<x<l
115. Write down two dimensional heat flow equation and its boundary conditions.
Ans:
Boundary conditions are
(i) u(0,y) = 0, for 0<y<b
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(ii) u(a, y) = 0, for 0<y<b
(iii) u(x,0) = f(x), for 0<x<a
(iv) u(x,b) = g(x), for 0<x<a