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Numerical Methods

The document discusses numerical integration and differentiation methods, including the Trapezoidal rule, Simpson’s rules, and the Runge-Kutta method. It provides formulas for each method and their applications in solving differential equations. The document emphasizes the accuracy of the methods, with specific mention of corrections up to four decimal places for the RK-4 method and two decimal places for Taylor's method.

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chitraksh.varma
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12 views14 pages

Numerical Methods

The document discusses numerical integration and differentiation methods, including the Trapezoidal rule, Simpson’s rules, and the Runge-Kutta method. It provides formulas for each method and their applications in solving differential equations. The document emphasizes the accuracy of the methods, with specific mention of corrections up to four decimal places for the RK-4 method and two decimal places for Taylor's method.

Uploaded by

chitraksh.varma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Numerical Integration Rationale of Trapezoidal rule:

What is Numerical Integration ?


𝑏
To evaluate ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 using Numerical
Methods

Methods to study :

• Trapezoidal rule
• Simpson’s 1/3rd rule
• Simpson’s 3/8th rule
Formula of Trapezoidal rule:
𝑏 ℎ
‫ = 𝑥𝑑 𝑥 𝑓 𝑎׬‬2 (𝑋 + 2𝑅)
X = y 0 + yn
R = y1 + y2 + … + yn-1
Rationale of Simpson’s 1/3rd rule: Rationale of Simpson’s 3/8th rule:

Formula of Simpson’s 1/3rd rule: Formula of Simpson’s 3/8th rule:


𝑏 ℎ 𝑏 3ℎ
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 =
3
(𝑋 + 4𝑂 + 2𝐸) ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = (𝑋 + 2𝑇 + 3𝑅)
8
X = y0 + y n X = y 0 + yn
O = y1 + y3 + … T = y3 + y6 + …
E = y2 + y4 + … R = y1 + y2 + y4 + … + yn-1
Numerical Differentiation

What is Numerical Differentiation ?

𝑑𝑦
To solve first order first degree differential equation = 𝑓(𝑥, 𝑦) using Numerical Methods
𝑑𝑥

Methods to study :

• RK-4 method
• Taylor’s method
Runge-Kutta method of 4th order

𝑑𝑦
Given Differential Equation = 𝑓(𝑥, 𝑦)
𝑑𝑥

Formula :
𝑘1 = ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
ℎ 𝑘1
𝑘2 = ℎ𝑓(𝑥𝑛 + , 𝑦𝑛 + )
2 2
ℎ 𝑘2
𝑘3 = ℎ𝑓(𝑥𝑛 + , 𝑦𝑛 + )
2 2
𝑘4 = ℎ𝑓 𝑥𝑛 + ℎ, 𝑦𝑛 + 𝑘3

𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
𝑘=
6

𝑦𝑛+1 = 𝑦𝑛 + 𝑘
Solving Differential equation using RK-4
Method correct upto 4 decimal places
Solving Differential equation using RK-4
Method correct upto 4 decimal places
Solving Differential equation using RK-4
Method correct upto 4 decimal places
Taylor’s series method

𝑑𝑦
Given Differential Equation = 𝑓(𝑥, 𝑦)
𝑑𝑥

Formula :
ℎ 2 ℎ 3
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑦𝑛′ + 𝑦𝑛′′ + 𝑦𝑛′′′ + …
2! 3!
Solving Differential equation using Taylor’s
Method correct upto 2 decimal places
0.3
Solving Differential equation using Taylor’s
Method correct upto 2 decimal places
0.3
Solving Differential equation using Taylor’s
Method correct upto 2 decimal places
0.3

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