BITS Goa Numerical Analysis Tutorial Booklet

Birla Institute of Technology and Science,
Pilani-K. K. Birla Goa Campus

SECOND SEMESTER
(2011-2012)
Numerical Analysis
(AAOC C341)
TUTORIAL-BOOKLET
Instructor-In-Charge
Dr. P. Dhanumjaya
Department of Mathematics
BITS, Pilani - K. K. Birla GOA Campus
January, 2012
Table of Contents

Tutorial-1 .......1
Tutorial-2 .......3
Tutorial-3 .......5
Tutorial-4 .......7
Tutorial-5 .......9
Tutorial-6 .11
Tutorial-7 .13
Tutorial-8 .15
Tutorial-9 17
Tutorial-10 ...19
Tutorial-11 ...21
Tutorial-12 ...23
Tutorial-13 ...25
Tutorial-14 ...27
Model Test Papers ...29
Formula Sheet .42
Bibliography 46
Handout ...48

Birla Institute of Technology and Science, Pilani-K. K. Birla Goa Campus
Second Semester 2011-2012
Numerical Analysis
(AAOC C341)
Tutorial Sheet-1
1. Compute the absolute error and relative error in approximations of x by x
(a) x = , x
= 3.1416
(b) x = e, x
= 2.718
(c) x =
2, x
= 1.414
2. Use four-digit oating point arithmetic with rounding to perform the following calcu-
lations:
(i)
13
14

6
7
2e 5.4
, (ii) 10 + 6e
3
62
.
3. Let
f(x) =
xcos x sin x
x sin x
.
(a) Use four-digit oating point arithmetic with rounding to evaluate f(0.1).
(b) The actual value is f(0.1) = 1.99899998. Find the relative error for the value
obtained in (a).
4. The Maclaurins series expansion for e
x
is given by
e
x
= 1 + x +
x
2
2!
+
x
3
3!
+ +
x
n1
(n 1)!
+
x
n
n!
e
, (0, x).
Find the number of terms n such that their sum yields the value of e
x
correct up to 8
signicant digits at x = 1.
5. Evaluate
f(x) = x
3
6.1x
2
+ 3.2x + 1.5,
at x = 4.71 using three-digit oating point arithmetic with rounding.
1
6. Evaluate the polynomial
f(x) = 1.1071x
3
+ 0.3129x
2
0.0172x + 1.1075,
at x = 0.1234 in nested form using ve-digit oating point arithmetic with chopping.
7. Find value of the polynomial at x = 0.125 in nested form
9.26 x
3
3.48 x
2
+ 0.436 x 0.0182,
using four-digit oating point arithmetic with chopping.
8. One root of the quadratic equation
0.2x
2
47.91x + 6 = 0,
is x = 239.4. Use four-digit oating point arithmetic with rounding to nd other root.
9. Find the roots of the quadratic equation
x
2
+ 111.11x + 1.2121 = 0,
using ve-digit oating point arithmetic with chopping.
10. Use four-digit oating point arithmetic with rounding to nd the most accurate ap-
proximations to the roots of the following equations:
(a)
1
3
x
2
123
4
x +
1
6
= 0.
(b) 1.002x
2
11.01x + 0.01265 = 0.
2
Numerical Analysis
(AAOC C341)
Tutorial Sheet-2
Note:All the problems use 5-digit oating point arithmetic with rounding.
1. Use bisection method to nd p
3
(3rd-iteration) for
f(x) =
x cos x,
on [0, 1].
2. Use bisection method to determine the number of iterations necessary to solve
f(x) = x
4
+ 2x
3
10 = 0
with accuracy 10
3
on the interval [a, b] = [1, 2].
3. Use bisection method to nd the solution accurate to within 10
2
for
f(x) = 2 sinx
e
x
4
1,
on the interval [5, 3].
4. Find an approximation to
3 correct to within 10
4
using the bisection method.
5. Find root of the equation
f(x) = xsin x + cos x = 0,
in [2, 3] using bisection method. Perform four iterations.
6. The number of xed points of the iterative function g(x) = x sin x in [0, 1]?
7. Is there a root of the equation
f(x) = e
x
4 x
2
= 0,
between x = 4 and x = 5? Show that we cannot nd this root using xed-point
iteration with the natural iteration function x = 0.5 e
x/2
.
Can you nd an iteration function which will correctly locate this root?
3
8. Find a suitable interval and an iterative function g(x) such that the xed point iteration
converges to the solution of the equation
f(x) = e
2x
e
x
2 = 0.
Perform four iterations.
9. Verify that x =
a is an unique xed point of the function

g(x) =
1
2
_
x +
a
x
_
,
be dened on the interval [
a ,
a + ] for > 0.
Determine the order of convergence and the asymptotic error constant of the sequence
x
n+1
= g(x
n
) toward x =
a.
10. Find a function g dened on [0, 1] that satises none of the hypotheses of existence
and uniqueness of xed-point method but still has a unique xed point on [0, 1].
4
Numerical Analysis
(AAOC C341)
Tutorial Sheet-3
Note: All the problems use 5-digit oating point arithmetic with rounding.
1. Find the root of the equation
f(x) = x
5
3x + 8 = 0,
lying between x = 2 and x = 1, using xed point method. Perform three iterations.
2. Find the zero of
f(x) = x
2
+ 10 cos x,
by using the xed-point iteration method for an appropriate iteration function g.
3. Most functions can be rearranged in several ways to give x = g(x) with which to begin
the xed-point method. For
f(x) = e
x
2x
2
,
one g(x) is
x =
_
e
x
2
_
.
(a) Show that this converges to the root near 1.5 if the positive value is used and to
the root near 0.5 if the negative is used.
(b) There is a third root near 2.6. Show that we do not converge to this root even
though values near to the root are used to begin the iterations. Where does it
converge if x
0
= 2.5? If x
0
= 2.7?
(c) Find another rearrangement that does converge correctly to the third root.
4. Use xed-point iteration method to determine a solution accurate to within 10
2
for
f(x) = 2 sin x + x = 0.
Use p
0
= 1.
5
5. Use xed point theorem to show that the sequence dened by
x
n
=
1
2
x
n1
+
1
x
n1
, for n 1,
converges to
2 whenever x
0
>
2.
6. For each of the following equations, determine suitable iterative function g and an
interval [a, b] on which xed-point iteration will converge to a positive solution of the
equation
(a) f(x) = 3x
2
e
x
= 0.
(b) f(x) = x cos x = 0.
7. Verify that x =
1
a
is a xed point of the function
g(x) = x(2 ax).
Determine the order of convergence and the asymptotic error constant to the sequence
p
n+1
= g(p
n
) toward x =
1
a
.
8. Find the parameters a, b and c in the iterative function g(x) = ax
3
+ bx
2
+ cx such
that the order of convergence for nding the root x = using xed point method is 3.
9. Derive a Newtons iteration formula for nding the cube root of a positive number .
10. The function
f(x) = e
2x
e
x
2,
has a zero on the interval [0, 1]. Find this zero correct to three signicant digits using
Newtons method. Use p
0
= 0.5.
6
Numerical Analysis
(AAOC C341)
Tutorial Sheet-4
Note: All the problems use 5-digit oating point arithmetic with chopping.
1. Let
f(x) = x
3
cos x,
and p
0
= 1. Use Newtons method to nd p
2
. Could p
0
= 0 be used?
2. Use Newtons method to nd the root of the equation
f(x) = 4x
3
1 e
x
2
2
= 0,
near p
0
= 1.0. Perform two iterations.
3. The equation
f(x) = x
3
+ x
2
3x 3 = 0,
has a root on the interval (1, 2) namely x =
3.
For n 1, compute the ratio
|pnp|
|p
n1
p|
2
and show that this value approaches
_
|f
(p)|
2|f
(p)|
_
.
4. Use Newtons method to nd the root of the equation
f(x) =
x
1 + x
2

500
841
_
1
21
125
x
_
= 0,
near p
0
= 2.0. Perform one iteration.
5. Perform three iterations of the secant method to nd the root of the equation
f(x) = ln(x) 1.04x + 1.05 = 0,
lying on the interval (1, 2).
7
6. If the secant method is applied to the equation
f(x) = x
2
2 = 0
with p
0
= 0 and p
1
= 1, what is p
2
?
7. Let
f(x) = x
2
6
with p
0
= 2 and p
1
= 3 then nd p
3
by using
(a) secant method
(b) method of false position
(c) which of (a) or (b) is closer to
6?
8. Let
f(x) = x
3
cos x
with p
0
= 1 and p
1
= 0 then nd p
3
by using
(a) secant method
(b) method of false position
9. The function
f(x) = 4 sin x e
x
,
has a zero on the interval [0, 0.5]. Find the root correct to four signicant digits using
secant method.
10. Find the root of the equation
f(x) = xsin x + cos x = 0,
in [2, 3] using method of false position. Perform three iterations.
8
Numerical Analysis
(AAOC C341)
Tutorial Sheet-5
1. Use M ullers method to nd a root of the equation
f(x) = 4x
3
3x
2
+ 2x 1 = 0,
starting with three initial values x = 0, 0.6, 1. Perform two iterations.
2. Find a root of the equation
f(x) = 3x + sin x e
x
= 0,
on the interval [0, 1] using M ullers method. Perform two iterations.
3. Use M ullers method to nd a root of the equation
f(x) = tan x + 3x
2
1 = 0.
Perform two iterations using three initial values x = 0, 0.8, 1.
4. Do three iterations of Newtons method to obtain the double root of
f(x) = x
3
2x
2
0.75x + 2.25 = 0,
which is close to 1 such that iterations converges quadratically.
5. Suppose we want to solve the equation f(x) = 0, that has a root of multiplicity m at
x = p. (Assume f(x) is suciently dierentiable function). Show that the Newtons
method
x
n+1
= x
n
f(x
n
)
f
(x
n
)
,
will converge, but only linearly. Determine the asymptotic error constant.
9
6. Do one iteration of Newtons method to solve the system of nonlinear equations
x
2
+ y
2
= 4,
e
x
+ y = 1.
Use X
(0)
= [1, 1]
T
.
7. Perform two iterations of Newtons method for the system of nonlinear equations
4 x
2
1
x
2
2
= 0,
4 x
1
x
2
2
x
1
= 1.
Use X
(0)
= [0, 1]
T
.
8. Do one iteration of Newtons method to solve the system of nonlinear equations
xy
2
+ x
2
y + x
4
= 3,
x
3
y
5
2 x
5
y x
2
= 2.
Use X
(0)
= [1, 1]
T
.
9. The nonlinear system (10 marks)
5 x
2
1
x
2
2
= 0,
x
2
0.25 (sin x
1
+ cos x
2
) = 0,
has a solution near
_
1
4
,
1
4
_
. Find a function G and a set D in R
2
such that G : D R
2
and G has a unique xed point in D.
10. The nonlinear system
x
2
1
10x
1
+ x
2
2
+ 8 = 0,
x
1
x
2
2
+ x
1
10x
2
+ 8 = 0,
can be transformed into the xed-point problem
x
1
= g
1
(x
1
, x
2
) =
x
2
1
+ x
2
2
+ 8
10
,
x
2
= g
2
(x
1
, x
2
) =
x
1
x
2
2
+ x
1
+ 8
10
.
Show that G = (g
1
, g
2
)
T
mapping D
2
into
2
has a unique xed point in
D = {(x
1
, x
2
)
T
: 0 x
1
, x
2
1.5}.
10
Numerical Analysis
(AAOC C341)
Tutorial Sheet-6
1. Solve the system of linear equations
0.7 x
1
+ 1725 x
2
= 1739,
0.4352 x
1
5.433 x
2
= 3.271,
using
(a) Gaussian elimination with no pivoting
(b) Gaussian elimination with partial pivoting
(c) Gaussian elimination with scaled partial pivoting.
Compare the results obtained from each technique with the exact solution x
1
=
20, x
2
= 1 of the system. Show all intermediate matrices, scaling factors and mul-
tipliers.
3.41 x
1
+ 1.23 x
2
1.09 x
3
= 4.72,
2.71 x
1
+ 2.14 x
2
+ 1.29 x
3
= 3.10,
1.89 x
1
1.91 x
2
1.89 x
3
= 2.91,
using
(a) Gaussian elimination with no pivoting
(b) Gaussian elimination with partial pivoting
(c) Gaussian elimination with scaled partial pivoting.
11
Compare the results obtained from each technique with the exact solution of the sys-
tem.
9.3746 x
1
+ 3.0416 x
2
2.4371 x
3
= 9.67685,
3.0416 x
1
+ 6.1832 x
2
+ 1.2163 x
3
= 6.74135,
2.4371 x
1
+ 1.2163 x
2
+ 8.4429 x
3
= 2.3925,
using Gaussian elimination method with scaled partial pivoting.
Show all intermediate matrices, scaling factors and multipliers.
x
1
+ x
2
+ 2x
3
= 2,
x
1
+ 2x
3
= 1,
3x
1
+ 2x
2
x
3
= 0,
by using Crout decomposition and Doolittle decomposition method.
5. Consider
A =
_
_
2 6 4
6 17 17
4 17 20
_
_
.
Determine directly the factorization A = LDL
T
, where D is diagonal and L is unit
lower triangular matrix.
6. Find the LU-factorization of the matrix
A =
_
_
3 0 1
0 1 3
1 3 0
_
_
,
in which L is lower triangular and U is an unit upper triangular matrix.
7. Prove that the matrix
A =
_
_
0 1
1 1
_
_
does not have an LU-factorization.
12
Numerical Analysis
(AAOC C341)
Tutorial Sheet-7
1. Are these matrices positive denite?
(i)
_
_
1 1
1 1
_
_
, (ii)
_
_
4 2 1
2 5 2
1 2 4
_
_
.
2. For what value(s) of is this matrix positive denite?
A =
_
_
1
1
1
_
_
.
3. Find X
and X
2
for the following vectors
(i)
_
3, 4, 0,
3
2
_
T
, (ii) [2, 1, 3, 4]
T
.
4. Find
for the following matrices

(i)
_
_
10 15
0 1
_
_
, (ii)
_
_
10 0
15 1
_
_
.
5. Compute condition numbers using norms A
1
, A
2
and A
(i)
_
_
+ 1
1
_
_
, (ii)
_
_
0 1
2 0
_
_
, (iii)
_
_
s 1
1 1
_
_
.
6. Let A =
_
_
25 19
21 16
_
_
. Then nd k
(A) (condition number of A in maximum-norm).

13
7. Let AX = b be any linear system. If

A = A + E represents the perturbed coecient
matrix, and

X is the solution of

A

X = b, then prove that
X

X
X
k(A)
_
E
A
_
,
where k(A) is the condition number.
8. Prove that if A < 1 then
(I A)
1

1
1 +A
.
9. The linear system Ax = b given by
_
_
1 2
1.0001 2
_
_
_
_
x
1
x
2
_
_
=
_
_
3
3.0001
_
_
has the solution [1, 1]
T
. Change A slightly to
_
_
1 2
0.9999 2
_
_
and consider the linear
system
_
_
1 2
0.9999 2
_
_
_
_
x
1
x
2
_
_
=
_
_
3
3.0001
_
_
.
Compute the new solution using ve-digit oating point arithmetic with rounding. Is
A ill-conditioned?
10. Do two iterations using Gauss-Seidel method with 5-digit oating-point arithmetic
with rounding to the following system of equations
4x
1
10x
2
+ 5x
3
= 32,
5x
1
4x
2
+ 10x
3
= 39,
10x
1
+ 5x
2
4x
3
= 17.
Starting vector X
(0)
= [
1, 1, 1
]
T
.
3x
1
+ 6x
2
+ 2x
3
= 0,
3x
1
+ 3x
2
+ 7x
3
= 4,
3x
1
x
2
+ x
3
= 1,
using Jacobi iteration method with starting X
(0)
= [1, 1, 1]
T
. Perform two iterations
using 5-digit oating-point arithmetic with chopping.
14
Numerical Analysis
(AAOC C341)
Tutorial Sheet-8
1. (a) The values listed in the table provide the surface tension of mercury as a function
of temperature
Temperature (
0
c) 10 20 30 40 50
Surface Tension 488.55 485.48 480.36 475.23 470.11
Use Lagrange interpolating polynomial to nd the surface tension of mercury at 15
0
c.
2. Consider the function f(x) = e
x
. Construct the Lagrange form of the interpolating
polynomial for f passing through the points (1, e
1
), (0, e
0
) and (1, e
1
).
3. Find the interpolating polynomial for the data
x 4 1 0 2 5
f(x) 1245 33 5 9 1335
and hence nd the value of the polynomial at x = 1.
4. Find the interpolating polynomial P
3
(x) for the data
x 3 2 0 1
f(x) 23 10 4 1
Now one more data f(2) = 18 is added to get the interpolating polynomial P
4
(x) =
P
3
(x) + g(x). Find g(x) and hence interpolate at x = 1.
5. Find the unknown in the set of data points (1, 2), (5, 8), (7, 10), (8, ) and (10, 15).
6. For a function f, the divided dierences are given by
15
x f(x) First order Second order
x
0
= 0.0 f[x
0
] =?
f[x
0
, x
1
] =?
x
1
= 0.4 f[x
1
] =? f[x
0
, x
1
, x
2
] =
50
7
f[x
1
, x
2
] = 10
x
2
= 0.7 f[x
2
] = 6
Determine the missing entries in the table. Add f(0.9) = 1.8 to the table and construct
the interpolating polynomial of degree 3.
7. If f(x) =
1
2x
, then prove that
f [
1
,
2
,
3
,
4
] =
1
2 (
1
4
)
.
8. Let
g(x) = f [x
0
, x
1
, x
2
, , x
k
, x] .
Then prove that
g
(x) = 2f [x
0
, x
1
, x
2
, , x
k
, x, x, x] .
9. If
P
4
(x) = (x 1)(x + 2)(x 2)(x + 1),
then nd the value of f [2, 1, 1, 2, 3].
10. If function f(x) is a polynomial of degree n and is to be interpolated by a ploynomial
P
n
(x) of degree n. Then nd the error in interpolation.
16
Numerical Analysis
(AAOC C341)
Tutorial Sheet-9
1. The values listed in the table provide the surface tension of mercury as a function of
temperature
Temperature (
0
c) 10 20 30 40 50
Surface Tension 488.55 485.48 480.36 475.23 470.11
Use Newtons backward interpolating polynomial to nd the surface tension of mercury
at 45
0
c. Use 5-digit oating-point arithmetic with rounding.
2. (a) Construct the piecewise linear interpolating polynomial for the given data:
x 2 0 3 4 5 6
f(x) 3 1 2 4 1 5
3. What should be the minimum number of tabular points required so that the piecewise
linear interpolation for f(x) = cos x on [0, ] yields values correct upto 5 signicant
digits.
4. Find the minimum number of equispaced tabular points required for piecewise quadratic
interpolation of the function
f(x) = e
3x
+
2
3
(1 + x)
2
,
on the interval [0, 3] so that the values of f are correct upto 4 decimal places.
5. We dene the backward dierence operator
y
i
= y
i
y
i1
.
Then nd the value of
3
y
i
.
17
6. A car travelling along a straight road is clocked at a number of points. The data from
the observations are given in the following table, where the time is in seconds, the
distance is in feet, and the speed is in feet per second
Time 0 3 5 8 13
Distance 0 225 383 623 993
Speed 75 77 80 74 72
Use cubic spline to predict the position of the car and its speed when t = 10 seconds.
Use 5-digit oating point arithmetic with chopping.
7. Find f
(x) corresponding to the data points (0, 1), (1, 1), (2, 10), (3, 40) and (4, 85) at
x = 1.5.
8. Compute the rst and second order derivatives of the function y = f(x) at x = 1 and
x = 2 by Newtons forward dierence formula using the following table:
x 1 2 3 4 5 6
y 3.9183 4.5212 5.2535 6.1523 7.2498 8.5892
Use 5-digit oating point arithmetic with rounding.
9. The distance y(t) traversed in time t by a point moving in a straight line is given below:
t (sec) 0 0.01 0.02 0.03 0.04 0.05 0.06
y(t) 0.00 1.53 6.04 13.41 23.42 35.74 50.12
Find the approximate velocity
dy
dt
and acceleration
d
2
y
dt
2
at t = 0.01 using Newtons
forward interpolation. Use 5-digit oating point arithmetic with chopping.
10. Fit a curve of the type y = ae
bx
for the following data set:
x 77 100 185 239 285
y 2.4 3.4 7.0 1.1 19.6
Use 5-digit oating point arithmetic with rounding.
18
Numerical Analysis
(AAOC C341)
Tutorial Sheet-10
1. Use the composite Trapezoidal rule to approximate the following integrals
(i)
_
2
1
x ln(x) dx, (ii)
_
2
2
x
3
e
x
dx
with n = 4 equal parts.
2. Approximate
_
2
0
x
2
e
x
2
dx
using h = 0.25,
(a) Use the composite Trapezoidal rule.
(b) Use the composite Simpsons rule.
3. The Trapezoidal rule applied to
_
2
0
f(x) dx gives the value 4 and Simpsons rule gives
the value 2. What is f(1)?
4. Determine the number of subintervals N so that the composite Trapezoidal rule give
the value of the integral
_
1
0
1
1 + x
2
dx,
correct up to 4-decimal digits.
5. Use Simpsons
1
3
rd rule to approximate the integral
_
1
0
1
1 + x
dx,
with 4 equal subintervals.
19
6. Given the function f at the following values
x 1.8 2.0 2.2 2.4
f(x) 3.1213 4.4214 6.0424 8.0302
approximate
_
2.4
1.8
f(x) dx using Simpsons
3
8
th rule.
7. The quadrature formula
_
1
1
f(x) dx = c
0
f(1) + c
1
f(0) + c
2
f(1)
is exact for all polynomial of degree less than or equal to 2. Determine c
0
, c
1
and c
2
.
8. Find a, b and in the integration rule
_
1
0
f(x) dx = a f() + bf(1),
so that it is exact for polynomial of as high degree as possible.
9. Determine values for the coecients A
0
, A
1
and A
2
so that the quadrature formula
_
1
1
f(x) dx = A
0
f
_
1
2
_
+ A
1
f(0) + A
2
f
_
1
2
_
,
has degree of precision atleast 2.
10. Evaluate the integral
_
4
1
xe
2x
1 + x
2
dx,
by using 3-point Gauss-Legendre quadrature formula.
11. Use three-point Gauss-Legendre quadrature formula to evaluate the integral
_
3
2
cos 2x
1 + sin x
dx.
20
Numerical Analysis
(AAOC C341)
Tutorial Sheet-11
1. Find the general solutions of the following dierence equations
(a)
y
n+2
2y
n+1
+ y
n
= 0.
(b)
y
n+2
+ y
n+1
6y
n
= 0.
(c)
y
n+2
+ y
n
= 0.
2. Use Eulers method to nd the approximate solution y(0.5) of the initial value problem
y
= te
3t
2y,
y(0) = 0 with h = 0.5.
The exact solution is given by
y(t) =
1
5
te
3t
1
25
e
3t
+
1
25
e
2t
.
Compute the relative error between the exact solution and the approximate solution.
3. Use Eulers method to nd the approximate solution y(0.25) of the initial value problem
y
= cos 2t + sin 3t,

y(0) = 1 with h = 0.25.
The exact solution is given by
y(t) =
1
2
sin 2t
1
3
cos 3t +
4
3
.
Compute the relative error between the exact solution and the approximate solution.
21
4. Use Taylors method of order 2 to nd the approximate value of y(1.1), y(1.2) and
y(1.3) as a solution of the equation
dy
dx
= x
2
+ y
3
with y(1) = 2 and spacing h = 0.1.
5. Use modied Euler and second-order Taylors method to nd x(1.5) of the following
initial value problem (IVP)
dx
dt
= 1 +
x
t
, 1 t 2
with
x(1) = 1, step size h = 0.5.
6. Find the approximate solution y(0.1) of the initial value problem
dy
dx
= 2y + x,
y(0) = 1.75,
by using forward Euler, backward Euler and modied Euler method with step size
h = 0.1. Hence, compare the solutions obtained with the exact solution
y = 2e
2x
x
2

1
4
.
22
Numerical Analysis
(AAOC C341)
Tutorial Sheet-12
1. Find the approximate solution y(0.2) of the initial value problem
y
+ 2xy
2
= 0,
y(0) = 1 with h = 0.2
using second-order Runge-Kutta method.
2. Find the approximate solution x(1.1) of the initial value problem
dx
dt
= 3t
x
t
,
x(1) = 2 with h = 0.1
using second-order Runge-Kutta method. Compare the approximate solution with the
exact solution
x(t) = t
2
+
1
t
.
3. Compute the approximate solution (0.1) and (0.1) of the catalyzed reaction problem
= (1 + ),
= ( ),
(0) = 1, (0) = 1,
using 4th order Runge-Kutta method with step size h = 0.1.
4. Consider the mass-spring-damper system with nonlinear damping
u
1
= u
2
, u
1
(0) = 0.75,
u
2
=
_
1 u
2
1
_
u
2
u
1
, u
2
(0) = 0,
where = 4. Compute u
1
(0.5) and u
2
(0.5) by using Runge-Kutta 4th order method
with h = 0.5.
23
5. Use 4th order Runge-Kutta (RK) method to nd the approximate value y(0.1) of the
following initial value problem (IVP)
y
2y
+ 2y = e
2t
sin t,
y(0) = 0.4, y
(0) = 0.6.
6. Use two-step Adams-Bashforth method to approximate the solution x(0.2) of the initial
value problem
dx
dt
= t x
3
x,
x(0) = 1 with h = 0.1.
Use any second-order one-step method to determine x(0.1).
7. Find y(1.4) by Adams-Moulton 4th order predictor-corrector pair with modier as a
solution of
y
= x
3
+ xy,
y(1) = 2, y(1.1) = 1.6, y(1.2) = 0.34, and y(1.3) = 0.594 with spacing h = 0.1.
24
Numerical Analysis
(AAOC C341)
Tutorial Sheet-13
1. Find the approximate solution of the boundary value problem (BVP)
y
+ xy
+ y = x
2
,
y(0) = 0, y(1) = 1,
using the nite dierence method. Use uniform partition of [0, 1] with N = 4 sub
intervals and replace y
and y
by second order accuracy nite dierences.

2. Find the approximate solution of the boundary value problem (BVP)
y
= 3y
+ 2y + 2x + 3, 0 < x < 1
y(0) = 2, y(1) = 1,
using the nite dierence method. Use uniform partition of [0, 1] with N = 4 sub
intervals and replace y
and y
by second order accuracy nite dierences.

3. Use central nite dierence method to solve the following boundary value problem
(BVP)
y
+ y = 0, 0 < x <

4
,
y(0) = 1, y
_
4
_
= 1
with h =

16
. Compare the approximate solution with the exact solution
y(x) = cos x +
_
2 1
_
sin x.
4. Use central nite dierence method to solve the following boundary value problem
(BVP)
u
xu = 0, 0 x < 1,
u(0) + u
(0) = 1, u(1) = 1
25
with h =
1
3
. Does the method give unique solution for any 0 < h < 1. Justify your
answer.
5. Use second order nite dierence method to solve the following boundary value problem
(BVP)
d
2
y
dx
2
+
y
4
= 0, 0 x
with boundary conditions
y
(0) = 0, y
() = 1.
Use uniform partition of [0, ] with two subintervals.
6. The boundary value problem
y
= 4(y x), 0 < x < 1,

y(0) = 0, y(1) = 2, with step sixe h = 0.5
has the solution y(x) = e
2
(e
2x
e
2x
)
(e
4
1)
+x. Use the shooting method to approximate the
solution y(0.5) and compare the approximate solution with the exact solution.
7. The boundary value problem
y
= y
+ 2y + cos x, 0 < x <

2
,
y(0) = 0.3, y
_
2
_
= 0.1, with step sixe h =

4
has the solution y(x) =
1
10
(sin x + 3 cos x). Use the shooting method to approximate
the solution y
_
4
_
and compare the approximate solution with the exact solution.
26
Numerical Analysis
(AAOC C341)
Tutorial Sheet-14
1. Let A be an n n matrix with eigenvalues
1
,
2
, ,
n
that satisfy the relations
|
1
| > |
2
| |
3
| |
n
|. Then prove that the power method converges linearly.
2. Perform three iterations to nd the numerically largest eigenvalue and corresponding
eigenvector of the matrix
_
_
1 1 0
2 4 2
0 1 2
_
_
,
using power method. Use
(0)
= [1, 2, 1]
T
.
3. Perform four iterations of the Power method to nd numerically largest eigenvalue and
corresponding eigenvector of
A =
_
_
1 0.4 0.6
0.4 1 0.4
0.6 0.4 1
_
_
and
(0)
=
_
1, 1, 1
_
T
.
4. Compute the largest eigenvalue and its corresponding eigenvector for the matrix
A =
_
_
7 6 3
12 20 24
6 12 16
_
_
.
using inverse power method. Use
(0)
=
_
1, 1, 1
_
T
.
27
5. Use the QR algorithm to determine all the eigenvalues of the matrix
A =
_
_
2 1 0
1 1 2
0 2 3
_
_
.
28
Numerical Analysis
(AAOC C341)
(Model Test Papers)
29
Birla Institute of Technology and Science, Pilani-K. K. Birla, GOA Campus
FIRST SEMESTER 2011-2012
18th September, 2011
Test-1 (Closed Book)
Course Title: NUMERICAL ANALYSIS Max. Marks: 75
Course No: AAOC C341 Time: 1 hour
Instructions
Answer all the questions. There are 25 questions, each worth 3 marks. Round
the circle in your choice of the correct answer for multiple questions and write
the correct answer by lling up the blanks.
Answer only in the given blank space. No rough work in anywhere of this sheet will be allowed.
NAME Id No.
Section No. Instructor Name:
Note: Use 5-digit oating point arithmetic with rounding whereever nec-
essary.
1. Find intervals that contain a solution to the equation x
3
2x
2
4x + 3 = 0.
(A) (2, 2/3), (0, 1), (2, 5/2) (B) (2, 2/3), (1, 0), (2, 4)
(C) (2, 2/3), (0, 1), (2, 4) (D) none of these.
2. Use bisection method to determine the number of iterations necessary to solve
x
3
+x4 = 0 with an accuracy 10
3
on the interval [1, 4].
3. Consider a variation of Newtons method in which only one derivative is needed, that
is p
n+1
= p
n
f(pn)
f
(x
0
)
, where x
0
is a xed constant. Find such that e
n+1
= e
n
.
(A) = 2 (B) = 3 (C) does not exist
(D) none of these.
4. Find a and b such that the order of the convergence is quadratic while nding a root
, using xed point iteration with the iterative function g(x) = ax + bx
2
+ 1.
30
5. If Newtons method is applied to the equation
1
x
a = 0 then resulting iteration
function is
(A) g(x) = x(1 ax) (B) g(x) = x(2 a) (C) g(x) = 2(x ax)
(D) none of these.
6. Suppose the sequence p
n
=
1
2n
converges linearly to p = 0. Find the minimum number
of terms required to have |p
n
p| < 5 10
2
.
(A) n = 10 (B) n = 12 (C) n = 5 (D) none of these.
7. Find one iteration of M ullers method to nd a root of the equation 4x
3
3x
2
+2x1 =
0. The starting initial values are given x = 0, 0.6, 1
8. The function f(x) =
e
x
x
will be ill-conditioned for
(A) |x 1| = 0.00001 (B) |x 1| = 5 (C) All values of x
(D) none of these.
9. Find one iteration of Newtons method to nd a root of system of equations:
x
2
x + y = 0.5, x
2
5xy y = 0.
Use X
(0)
= [1, 1]
T
.
10. The xed points of the iterative function g(x) where g(x) =
x
3
+3x
3x
2
+
11. Find an iteration p
1
to nd a root of the equation f(x) = 2e
x
sin x x = 0 using
Newtons method with p
0
= 0.5.
12. The condition number for f(x) = x
where > 0 is
(A)
1
(B) does not exist (C)

2
(D) none of these.
13. The asymptotic error constant in the secant method is:
14. One wants to compute the positive root of the equation x = ab x
2
(a, b > 0) by using
the iterative method x
n+1
= a b x
2
n
. What is the condition for convergence?
(A) ab > 3/4 (B) a + b = 0 (C) ab < 4/3
(D) none of these.
31
15. Find the solution of the system of linear algebraic equations using Gaussian elimination
with partial pivoting
0.03 x
1
+ 58.9 x
2
= 59.2, 5.31 x
1
6.10 x
2
= 47.0.
16. Suppose p
approximates p = 150 with relative error at most 10

3
then the largest
interval in which p
must lie
(A) (149.85, 150.51) (B) (148.85, 150.15) (C) (149.85, 150.15)
(D) none of these.
17. The equation f(x) = x
2
2 = 0 has a zero on the interval [1, 2]. Choose p
0
= 1 and
p
1
= 2 then nd a root correct upto 2-signicant digits using secant method:
18. The most accurate value of f(x) = cos
2
x sin
2
x at x = 0.78530 is
(A) 0.00019633 (B) 0.99999 (C) 0.00020 (D) none of these.
19. Do one iteration of the method of false position to nd the root of f(x) = 3x
4
4x
3
+
3x 2 = 0 on the interval (0, 1.5):
20. Evaluate the polynomial f(x) = 1.1071 x
3
+0.3129 x
2
0.0172 x+1.1075, for x = 0.1234
in nested form.
21. One root of the quadratic equation x
2
+ 62.10x + 1 = 0 is x = 62.085, then other
root is:
22. The most accurate value of e
x
at x = 0.99999 (under the freedom that any rst degree
Taylors polynomial can be used) is:
23. Let the equation f(x) = 0 that has a root of multiplicity 5. To obtain quadratic
convergence which iteration formula has to be used:
32
(A) x
n+1
= x
n
5
f
(xn)
f(xn)
(B) x
n+1
= x
n
2
f(xn)
f
(xn)
(C) x
n+1
= 5x
n
f(xn)
f
(xn)
(D) none of these.
24. The relative propagated error in the product
2 is nearly equal to
(A) 1.1928 10
7
(B) 1.1928 10
6
(C) 1.1928 10
5
(D) none of these.
25. State the intermediate value theorem (IVT):
**********THE END**********
33
23rd October, 2011
Test-2 (Closed Book)
Course No: AAOC C341 Time: 1 hour
Instructions
(i) Answer all the four questions. Start a new question in a new page and answer
all its parts in the same place.
(ii) Write all the steps clearly and give explanations for the complete credit.
(iii) Make an index on the front page of the main answer sheet. Incomplete
index costs you 5 marks.
NOTE: Use 5-digit oating point arithmetic with rounding wherever nec-
essary.
1. (a) Let x
e
be the solution of Ax = b, assuming that det(A) = 0 and x be the solution
of Ax = b + b. Then prove that (5 + 12 marks)
x
e
x
x
e
K(A)
b
b
,
where K(A) is the condition number of matrix A.
(b) Solve the following system of linear equations by Gauss-Seidel iterative method.
6x + 3y + 12z = 36,
4x + 11y z = 33,
8x 3y + 2z = 20.
Use (x
(0)
, y
(0)
, z
(0)
) = (0, 0, 0) and perform two iterations.
2. (a) For what postive values of and , the given matrix (3 + 3 + 3 + 12 marks)
A =
_
_
3 2
5
2 1
_
_
is strictly diagonally dominant?
34
(b) Suppose A and B are symmetric positive denite n n matrices. Is A + B sym-
metric positive denite? Justify your answer.
(c) Find the minimum value of condition number for any n n matrix.
(d) Use Doolittle decomposition to solve the following system of linear equations
3x + 2y z = 7,
6x + 8y + z = 3,
4x + 2y + 7z = 33.
3. (a) Suppose that f is continuous and has continuous rst and second derivatives on the
interval [x
0
, x
1
]. Then prove the following bound on the error due to linear interpolation
of f (8 + 9 marks)
|f(x) P
1
(x)|
h
2
8
max
x[x
0
,x
1
]
|f
(x)|, where h = x
1
x
0
.
(b) A bus traveling along a straight road is clocked at a number of points. The data
from the observations are given in the following table, where the time is in seconds and
the distance is in feet:
Time 0 3 5 8 13
Distance 0 225 383 623 993
Construct the piecewise linear interpolation and hence predicit the position of the bus
when t = 10 seconds.
4. (a) The table below gives the values of tan x: (10 + 10 marks)
x 0.10 0.15 0.20 0.25 0.30
y = tanx 0.1003 0.1511 0.2027 0.2553 0.3093
Use Newtons forward interpolating polynomial to nd the value of tan(0.12).
(b) Fit a curve of the type y = a b
x
for the following data:
x 4 6 8 10 12
y 13.72 12.90 12.01 11.14 10.31
using method of least squares.
**********THE END**********
35
12th December, 2011
Comprehensive Examination (PART-A)
(Closed Book)
Course No: AAOC C341 Time: 1 hour 15 min
Instructions
(i) Answer all the questions. There are 20 questions, each worth 3 marks.
(ii) Round the circle in your choice of the correct answer for multiple questions
and write the correct answer by lling up the blanks.
Answer only in the given blank space. No rough work in anywhere of this sheet will be allowed.
NAME: Id No.
Section No. Instructor Name:
Note: Use 5-digit oating point arithmetic with rounding wherever nec-
essary.
1. Evaluate the polynomial
f(x) = 2.752 x
3
2.957 x
2
+ 3.273 x 4.765,
in nested form at x = 1.077.
2. The following dierence equation is
u
n+2
+ u
n+1
+ u
n
3 = 0.
(A) homogeneous with order 2 (B) inhomogeneous with order 1
(C) inhomogeneous with order 3 (D) none of these
3. The convergence of the sequence generated by the formula
p
n+1
=
p
3
n
+ 3p
n
a
3p
2
n
+ a
,
toward
a is third order. Then the asymptotic error constant is:

36
4. Consider the bisection method starting with the interval [1.5, 3.5]. What is the
maximum distance possible between the root p and the mid point of this interval?
(A) 2
n
(B) 2
n+2
(C) 2
n+1
(D) none of these
5. The l
-norm of the vector X, where

X =
_
4
(k + 1)
,
2
k
2
, k
2
e
k
_
T
,
for a xed positive integer k is:
6. An interpolating polynomial P(x) of degree at most 2 such that P(0) = 1, P(1) = 1
and P(2) = 1 is
(A) P(x) = 2x
2
2x + 1 (B) P(x) = x
2
2x + 1 (C) P(x) = 1
(D) none of these
7. How many equal subintervals would be required to approximate
_
1
0
4
1+x
2
dx to within
0.0001 by the composite Trapezoidal rule?
8. Use Newtons method to approximate
3
9. Start with p
0
= 2 then nd p
1
:
9. Use rst order Taylors method to nd the approximate solution x(1.1) of the initial
value problem (IVP):
x
= (t x)
3
_
x
t
_
2
,
x(1) = 0.5, h = 0.1
x(1.1) =
10. Consider the table:
x
i
1 2 3 4 5
u
i
= u(x
i
) 2 5 10 20 30
where i = 1, , 5
then the value of
2
u
4
is:
11. The Trapezoidal rule applied to
_
2
0
f(x) dx gives the value 8 and
1
3
rd Simpsons rule
gives the value 6. What is f(1)?
(A) 2.55 (B) 3.0 (C) 2.0 (D) none of these
12. Let g(x) = f [x
0
, x
1
, x
2
, x] then g
(x) =
37
13. Perform one iteration of Newtons method for the system
4x
2
1
x
2
2
= 0,
4x
1
x
2
2
x
1
= 1
with
_
x
(0)
1
, x
(0)
2
_
= [0, 1].
14. Determine the LU-factorization of the matrix
_
_
1 5
3 16
_
_
in which both L and U have
unit diagonal elements.
15. For what value(s) of , the integration formula
_
1
1
f(x) dx f() + f(),
is exact for all quadratic polynomials?:
16. Use 2nd-order Runge-Kutta method to nd the approximate solution x(2.5) of the
initial value problem (IVP)
x
(t) = t (x + 1)
2
,
x(2) = 1/2, h = 0.5.
x(2.5) =
17. Let A and B be nn matrices and let k
(A) is the condition number of A in l
-norm,
then
(A) k
(AB) = k
(A) k
(B) (B) k
(AB) k
(A) k
(B)
(C) k
(AB) k
(A) k
(B) (D) none of these.

18. Find the rst approximation for the eigenvector corresponding to the dominant eigen-
value of the matrix using Power method:
_
_
3 2 2
3 1 3
1 2 0
_
_
,
(0)
=
_
_
0.1
0.2
0.3
_
_
:
38
19. Find l
2
-norm of the matrix A, where A =
_
_
2 1
1 2
_
_
.
20. Which of the following method has order of convergence 1.
(A) Secant method (B) Method of false position (C) Newtons method
(D) M ullers method
***************THE END**************
39
12th December, 2011
Comprehensive Examination: Part-B
(Closed Book)
Course No: AAOC C341 Time: 1 hour 45 min
Instructions
(i) Answer all the four questions. Start a new question in a new page and answer
all its parts in the same place.
(ii) Write all the steps clearly and give explanations for the complete credit.
(iii) Make an index on the front page of the main answer sheet. Incomplete
index costs you 5 marks.
Note: Use 5-digit oating point arithmetic with rounding wherever nec-
essary.
1. (a) The distance y(t) traversed in time t by a point moving in a straight line is given
below: (10 + 8 M)
t (sec) 0 0.01 0.02 0.03 0.04 0.05 0.06
y(t) 0.00 1.53 6.04 13.41 23.42 35.74 50.12
Find an approximate velocity at t = 0.015 by using Newtons forward interpolation.
(b) Use Crout decomposition to solve the following system of linear equations
x
1
+ x
2
+ 2x
3
= 2,
x
1
+ 2x
3
= 1,
3x
1
+ 2x
2
x
3
= 0.
2. (a) Find the values of , and such that the quadrature rule (10 + 8 M)
_
1
0
f(x)
_
x(1 x)
dx = f(0) + f
_
1
2
_
+ f(1),
40
is exact for polynomials of highest possible degree and use the formula to evaluate
_
1
0
1
x x
3
dx.
(b) Derive the 2-point Gaussian-Legendre quadrature formula and use it to nd the
approximate value of the integral
_
1
0
x
2
e
x
dx.
3. (a) Neglecting the eect of air resistance, the motion of a pendulum can be modeled
by the second-order initial value problem (IVP) (12 + 10 M)
L
+ g sin = 0,
(0) =
0
,
(0) = 0,
where denotes the angle which the pendulum rod makes with the vertical, L is the
length of the pendulum rod and g is the acceleration due to gravity. Take L = 1 meter,
g = 9.8m/s
2
and
0
= 1.5 radians then compute (0.5) by using 4th order Runge-Kutta
method with h = 0.5.
(b) Find y(0.4) by Adams-Bashforth-Moulton 4th order predictor-corrector pair with
modier as a solution of
dy
dx
= xy +
y,
y(0) = 1,
with y(0.1) = 1.1079, y(0.2) = 1.2337, y(0.3) = 1.3807 and spacing h = 0.1.
4. Use second order nite dierence method to solve the following boundary value problem
(BVP): (12 M)
y
=
2y 4
(1 + x)
2
, 0 < x 1,
y(0) = 0, y(1) 2 y
(1) = 0.
Use uniform partition of [0, 1] with two subintervals.
*************The End*************
41
Numerical Analysis
(AAOC C341)
Formula Sheet
1. Secant Method:
p
n+1
= p
n
f(p
n
)
p
n
p
n1
f(p
n
) f(p
n1
)
, n = 1, 2, 3, ,
2. Newtons Method:
p
n+1
= p
n
f(p
n
)
f
(p
n
)
, n = 0, 1, 2, ,
3. Newtons Method for Multiple Roots:
x
n+1
= x
n
m
f(x
n
)
f
(x
n
)
, n = 0, 1, 2, , for f(x) = (x r)
m
h(x), h(r) = 0.
4. Fixed Point Iteration:
p
n+1
= g (p
n
) , n = 0, 1, 2, .
5. Newtons Method for system of equations: f
1
(x) = 0, f
2
(x) = 0, , f
n
(x) = 0:
x
(n+1)
= x
(n)
+x, n = 0, 1, 2, , where
_
_
f
1
x
1
f
1
x
2

f
1
xn
f
2
x
1
f
2
x
2

f
2
xn
.
.
.
.
.
.
.
.
.
.
.
.
fn
x
1
fn
x
2

fn
xn
_
_
x =
_
_
f
1
(x)
f
2
(x)
.
.
.
f
n
(x)
_
_
.
6. Norms for x
n
:
x
1
=
n
j=1
|x
j
|, x
=
n
max
j=1
|x
j
|, x
2
=
_
n
j=1
x
2
j
_
1/2
.
7. Norms for A
nm
:
A
1
=
m
max
j=1
n
i=1
|a
ij
|, A
=
n
max
i=1
m
j=1
|a
ij
|.
8. The Frobenius norm for A
nm
is dened as
A
f
=
_
n
i=1
m
j=1
a
2
ij
_
1/2
.
42
9. Condition Number:
k(A) = A A
1
.
10. Lagrange Interpolation for points (x
i
, f
i
), i = 0, 1, 2, , n;
l
i
(x) =
n
j=0, j=i
x x
j
x
i
x
j
, p
n
(x) =
n
i=0
l
i
(x) f
i
.
11. Divided dierences: example of f [x
0
, x
1
, x
2
] =
f[x
0
,x
1
]f[x
1
,x
2
]
x
0
x
2
:
p
n
(x) = f(x
0
) + f[x
0
, x
1
](x x
0
) + f[x
0
, x
1
, x
2
](x x
0
)(x x
1
) +
+ f[x
0
, x
1
, x
2
, , x
n
] (x x
0
) (x x
1
) (x x
2
) (x x
n1
).
12. Interpolation Error for p
n
(x):
E(x) =
f
(n+1)
()
(n + 1)!
(x x
0
) (x x
1
) (x x
n
).
13.
u
(x)
u(x)
h
=
u(x + h) u(x)
h
, (forward dierence formula)
u
(x)
u(x)
h
=
u(x) u(x h)
h
, (backward dierence formula)
u
(x)
u(x)
2h
=
u(x + h) u(x h)
2h
, (central dierence formula)
14. Central dierence formula:
u
(x) =
u(x + h) 2u(x) + u(x h)
h
2
+ O(h
2
), h > 0.
15. Trapezoidal rule:
_
x
1
x
0
f(x) dx =
h
2
[f(x
0
) + f(x
1
)]
h
3
12
f
(), where x
0
< < x
1
.
16. Simpsons
1
3
rd rule:
_
x
2
x
0
f(x) dx =
h
3
[f(x
0
) + 4f(x
1
) + f(x
2
)]
h
5
90
f
(4)
(), where x
0
< < x
2
.
17. Simpsons
3
8
th rule:
_
x
3
x
0
f(x) dx =
3h
8
[f(x
0
) + 3f(x
1
) + 3f(x
2
) + f(x
3
)]
3h
5
80
f
(4)
(), where x
0
< < x
3
.
43
18. Gaussian Quadrature (n-point) rule:
_
1
1
f(x) dx
n
j=1
w
j
f(
j
),
where w
j
are weights and
j
are Gaussian points.
19. Single step methods to solve the initial value problem (IVP):
dy
dx
= f(x, y(x)),
y(x
0
) = y
0
.
(a) Forward Eulers method:
y
n+1
= y
n
+ h f(x
n
, y
n
), n = 0, 1, 2,
(b) Backward Eulers method:
y
n+1
= y
n
+ h f(x
n+1
, y
n+1
), n = 0, 1, 2,
(c) Modied Eulers method:
y
n+1
= y
n
+
h
2
_
f(x
n
, y
n
) + f(x
n+1
, y
n+1
)
, n = 0, 1, 2, ,
here y
n+1
= y
n
+ h f(x
n
, y
n
).
(d) A second-order Runge-Kutta Method:
y
n+1
= y
n
+
h
2
(k
1
+ k
2
) , n = 0, 1, 2,
where k
1
= f(x
n
, y
n
) and k
2
= f(x
n
+ h, y
n
+ h k
1
).
(e) A fourth-order Runge-Kutta method:
y
n+1
= y
n
+
h
6
(k
1
+ 2 k
2
+ 2 k
3
+ k
4
) , n = 0, 1, 2,
where
k
1
= f(x
n
, y
n
), k
2
= f(x
n
+
h
2
, y
n
+
k
1
2
),
k
3
= f(x
n
+
h
2
, y
n
+
k
2
2
), k
4
= f(x
n
+ h, y
n
+ k
3
).
20. Multi step methods to solve the initial value problem (IVP):
dy
dx
= f(x, y(x)),
y(x
0
) = y
0
.
44
(a) Two step Adams-Bashforth method:
y
n+1
= y
n
+
h
2
[3f(x
n
, y
n
) f(x
n1
, y
n1
)] , n = 1, 2, 3,
(b) Four step Adams-Bashforth method:
y
n+1
= y
n
+
h
24
[55f(x
n
, y
n
) 59f(x
n1
, y
n1
) + 37f(x
n2
, y
n2
) 9f(x
n3
, y
n3
)] ,
where n = 3, 4, 5,
(c) Three step Adams-Moulton method:
y
n+1
= y
n
+
h
24
[9f(x
n+1
, y
n+1
) + 19f(x
n
, y
n
) 5f(x
n1
, y
n1
) + f(x
n2
, y
n2
)] ,
where n = 2, 3, 4,
(d) Adams-Moulton Predictor-Corrector formula:
y
n+1
= y
n
+
h
24
[55f(x
n
, y
n
) 59f(x
n1
, y
n1
) + 37f(x
n2
, y
n2
) 9f(x
n3
, y
n3
)] ,
y
n+1
= y
n
+
h
24
_
9f(x
n+1
, y
n+1
) + 19f(x
n
, y
n
) 5f(x
n1
, y
n1
) + f(x
n2
, y
n2
)
.
45
Bibliography
[1] R. L. Burden and J. D. Faires, Numerical Analysis; Theory and Applications, India
Edition Cengage Learning (2010).
[2] Brian Bradie, A friendly introduction to Numerical Analysis, Pearson Education, 2007.
[3] S. D. Conte and Carl de Boor, Elementary Numerical Analysis: An Algorithmic Ap-
proach, International Series in Pure and Applied Mathematics, 3rd Edition, 1980.
[4] Curtis F. Gerald, Patrick O. Wheatley, Applied Numerical Analysis, Pearson Education,
7th Edn., 2009.
[5] Joe D. Homan, Numerical Methods for Engineers and Scientists, CRC Press, Second
Edition, 2010.
[6] Kendall E Atkinson, An Introduction to Numerical Analysis, John Wiley & Sons, 2001.
[7] Srimanta Pal, Numerical Methods Principles, Analyses and Algorithms, Oxford Univer-
sity Press, 2009.
[8] Saumyen Guha and Rajesh Srivastava, Numerical Methods for Engineering and Science,
Oxford University Press, 2010.
[9] Steven C Chapra, Applied Numerical Methods with MATLAB for Engineers and Scien-
tists, Tata McGraw-Hill, Second Edition, 2007.
[10] Victor S. Ryabenkii and Semyon V. Tsynkov, A theoretical Introduction to Numerical
Analysis, Chapman & Hall/CRC, 2007.
46
1
BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI-K. K. Birla
GOA CAMPUS
INSTRUCTION DIVISION
SECOND SEMESTER 2011-2012
Course Handout (Part II)
Date: 06/01/2012
In addition to part I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.

Course No. : AAOC C341
Course Title : Numerical Analysis
Instructor-in-charge : P. DHANUMJ AYA
Instructors : Sangeeta J aiswal, Muslim, Balchand Prajapati,
Samanta Gauranga

1. Scope and Objective of the Course: This course enables one to devise algorithms for numerical
solutions of different mathematical problems and also discuss the error analysis of different algorithms.

2. Text Books:
T1. Numerical Analysis; Theory and Applications, R. L. Burden and J. D. Faires, Cengage Learning, India
Edition (2010).
T2. Applied Numerical Analysis, Curtis F. Gerald, Patrick O. Wheatley, Pearson Education, 7
th
Edn., 2009.

3. Reference Books:
R1. A friendly introduction to Numerical Analysis, Brian Bradie, Pearson Education, 2007.
R2. An Introduction to Numerical Analysis, Kendall E Atkinson, John Wiley & Sons, 2001.
R3. Numerical Methods Principles, Analyses and Algorithms, Srimanta Pal, Oxford University Press, 2009.

4. Course Plan:
Lect.
No.
Learning Objective Topics to be Covered (Refer to T1, T2)
1-3
To understand the potential and pitfall of
the numerical computation.
Computer arithmetic, Kinds of Errors in Numerical
Computation, Significant digits, Error bounds and
Evaluation of polynomials.

4-10
To find the roots of nonlinear equations
and understand the relative strengths and
weaknesses of each method.
Bisection method, Fixed-point iteration method,
Newtons method, Secant method, Falseposition
method, Mullers method, Newtons method for
multiple roots, Order of convergences of all the above
methods. Newtons method and fixed-point iteration
method for the system of non-linear equations.
11-16
To solve the system of linear algebraic
equations by using direct methods and
iterative methods. Compute the
determinant of a matrix, matrix inverse
and understand the relative strengths and
weakness of each method.

The Gaussian elimination method, Pathology in linear
systems-singular matrices, Determinants and matrix
inversions, Doolittle and Crout decompositions,
Tridiagonal and positive definite matrices, Norms,
Condition numbers and errors in solutions; Iterative
methods: Jacobi, Gauss-Seidel and SOR Methods.

2
17-22
To construct an interpolating polynomial
and evaluate at unknown points
Lagrange interpolation, Existence and uniqueness of
interpolating polynomial, Divided differences,
Newton's forward and backward interpolations, Errors
of interpolations, Piecewise linear, Piecewise quadratic
interpolations, Cubic spline construction and Least-
Square Regression.
23-29

To compute numerical derivatives and
integrations using discrete data points
and learn how to integrate functions
containing singularities
Numerical differentiation, Newton-Cotes integration
formulae, Composite rules, Error terms for Newton-
Cotes formulae and composite rules, Method of
undetermined coefficients, Two point and Three point
Gaussian-Legendre quadrature rules.
30-36

To compute the numerical solution of
initial value problems (IVPs)
Difference Equations, Forward Euler, Backward Euler
and Modified Euler methods, Taylor Series methods, 2
nd

order and 4
th
order Runge-Kutta methods, System of
ODEs and Higher order ODEs. Multistep methods:
Adams-Bashforth methods, Adams-Moulton methods,
Adams-Moulton Predictor-Corrector Method.
37-39
To solve two point boundary value
problems (BVP)
Finite difference methods and Shooting methods
40-42
Eigenvalues and eigenvectors of matrices
Power method, Inverse power method, QR methods of
finding eigenvalues and eigenvectors of matrices.

5. Self Learning Component (SLC):
(i) Implementation of Bisection, Secant, False-position, Newton's method, Fixed-Point method
and verifying order of convergence of each method by using MATLAB.
(ii) Implementation of Gaussian elimination method and iterative methods (Jacobi, Gauss-Seidel
and SOR methods) using MATLAB.
(iii) Finding numerical integration using different quadrature rules.
(iv) Solving initial value problems (IVPs) and boundary value problems (BVPs) using MATLAB.

6. Evaluation Scheme:

EC No.
Evaluation
Component
Duration

Weightage
(%)
Date, Time Remarks
1 Test 1 60 Min. 25 22/02/2012, 8.30-9.30 AM CB
2 Test 2 60 Min. 25 30/03/2012, 8.30-9.30 AM CB
3
Tutorial Test/Quiz/
Self Learning Component/
Assignments/Lab Exam
*** 10 ***
4 Comprehensive Exam 3 Hours 40 03/05/2012, 9:00-12:00 Noon CB

*** To be announced latter.
7. Problems: Students are strongly advised to workout all the problems in the text-books (T1, T2) and do
similar problems from the reference books (R1, R2, R3, R4). It is also strongly recommended that the students
should implement all the algorithms on computers to get a better understanding of the subject.

8. Chamber Consultation Hours: To be announced by the respective instructor.

9. Make-up: Make up for any component of evaluation will be given only in the genuine cases.

10. Notices: All the notices regarding this course will be put up only in the course ftp.
Instructor-In-Charge
AAOC C341
Numerical Analysis
(AAOC C341)
Important Dates
S. No Evaluation Component Date Time
1 Test-1 22-02-2012 8:30 - 9:30 AM
2 Test-2 30-03-2012 8:30 - 9:30 AM
3 Comprehensive Exam 03-05-2012 9:00 - 12:00 Noon
47

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Birla Institute of Technology and Science,

Pilani-K. K. Birla Goa Campus

a is an unique xed point of the function

for the following matrices

(A) (condition number of A in maximum-norm).

= cos 2t + sin 3t,

by second order accuracy nite dierences.

by second order accuracy nite dierences.

= 4(y x), 0 < x < 1,

+ 2y + cos x, 0 < x <

(B) does not exist (C)

approximates p = 150 with relative error at most 10

a is third order. Then the asymptotic error constant is:

-norm of the vector X, where

(A) is the condition number of A in l

(B) (D) none of these.

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