,
[Link]. MATHEMATICS
THIRD YEAR
APPLICATION ORIENTED SUBJECT
NUMERICAL METHODS
BHARATHIAR UNIVERSITY
SCHOOL OF DISTANCE EDUCATION
COIMBATORE – 641 046
NUMERICAL METHODS
CONTENTS
Lessons Page No.
UNIT I
THE SOLUTION OF NUMERICAL ALGEBRAIC 1
LESSON 1 AND TRANSCENDENTAL EQUATIONS
LESSON 2 SOLUTION OF LINEAR SYSTEM OF 26
ALGEBRAIC EQUATIONS
UNIT II
LESSON 3 FINITE DIFFERENCES 61
LESSON 4 INTERPOLATION (FOR EQUAL INTERVAL): 80
UNIT - III
LESSON 5 DIVIDED DIFFERENCES 111
LESSON6 NUMERICAL DIFFERENTIATION 134
UNIT - IV
LESSON 7 NUMERICAL INTEGRATION 154
LESSON 8 DIFFERENCE EQUATIONS 177
UNIT - V
LESSON 9 SOLUTION OF ORDINARY DIFFERENTIAL 203
EQUATION
(Syllabus)
APPLICATION ORIENTED SUBJECT
NUMERICAL METHODS
Unit 1:
The solution of numerical algebraic and transcendental Equations:
Bisection method- Iteration method -Convergence condition - Regula Falsi method –
Newton-Raphson method - Convergence Criteria - Order of Convergence.
Solution of linear system of algebraic equations - Gauss elimination method, Gauss Jordan
method - Method of triangularisation – Crouts method, Gauss Jacobi method - Gauss Seidel
method.
Unit II:
Finite Differences:
Differences – operators – forward and backward difference tables – Differences of a
polynomial – Factorial polynomial – Error propagation in difference table.
Interpolation (for equal interval):
Newton’s forward and backward difference formulae - Equidistant terms with one or
more missing values - Central differences and Central difference table – Gauss forward and
backward formulae – Stirling’s formula.
Unit III. Interpolation (for unequal intervals):
Divided differences – Properties - Relations between divided differences and forward
differences - Newton’s divided differences formula – Lagrange formula and inverse
interpolation.
Numerical Differentiations:
Newton’s forward and backward formulae to compute the derivatives – Derivative using
Stirling formulae – to find maxima and minima of the function given the tabular values.
Unit IV
Numerical Integration:
Newtons – Cote’s formula – Trapezoidal rule – Simpson’s 1/3rd and 3/8th rules –
Gaussian quadrature.
Difference Equation:
Order and degree of a difference equation – solving homogeneous and non homogeneous
linear differential equation.
Unit V
Numerical solution of ODE (first order only)
Taylor series method – Euler’s method – improved and modified Euler’s method – Runge
Kutta method (fourth order Runge Kutta method only).
Milne’s predictor corrector formulae – Adam-Bashforth predictor corrector formulae –
solution of ordinary differential equations by finite difference method (for second order ODE).
Treatment as in
Kandasamy. P, Thilagavathi.K and Gunavathi K “Numerical methods” – S. Chand and
Company LTD, New Delhi – Revised Edition 2007.(Chapters : 3,4,5,6,7and 8). (Chapters: 9, 10,
11, Appendix and Appendix E).
References
1. Venkataraman M.K., Numerical Methods in Science and Engineering, National Publishing
Company V edition 1999.
2. Sankara Rao K, Numerical Methods for Scientists and Engineers , 2nd Edition,
Prentice Hall India, 2004.
