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FS and Instructions NM-SP2024

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5 views2 pages

FS and Instructions NM-SP2024

Uploaded by

talhaj1821
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Instructor: Shoaib Ahmed ESE Spring 2024

Some Important Instructions:

1. Topics not included in ESE-SP2024.


• Bisection Method
• Secant Method
• False Position Method
• Bilinear and Trilinear Interpolation
• Numerical Differentiation
• Euler Method
• Taylor Method of order n
• Higher order ODEs (3rd order and above)

2. There are six questions in ESE including MATLAB.

3. Total marks 100, time allowed 3 Hrs., formula sheet provided along with question paper.

4. For MATLAB description, consult Assignment 1 and 2.

Formulae:

Zeroth DD: 𝑓 [𝑥𝑖 ] = 𝑓 (𝑥𝑖 )


𝑓 [ 𝑥𝑖+1 ]−𝑓 [𝑥𝑖 ]
1st DD: 𝑓 [𝑥𝑖 , 𝑥𝑖+1 ] =
𝑥𝑖+1 − 𝑥𝑖

Newton Divided Difference: nd 𝑓 [ 𝑥𝑖+1 ,𝑥𝑖+2 ]−𝑓 [𝑥𝑖 ,𝑥𝑖+1 ]


1. 2 DD: 𝑓[𝑥𝑖 , 𝑥𝑖+1 , 𝑥𝑖+2 ] =
(Table) 𝑥𝑖+2 − 𝑥𝑖
𝑓 [ 𝑥𝑖+1 , 𝑥𝑖+2 , 𝑥𝑖+3 ]−𝑓 [𝑥𝑖 , 𝑥𝑖+1 , 𝑥𝑖+2 ]
3rd DD: 𝑓[𝑥𝑖 , 𝑥𝑖+1 , 𝑥𝑖+2 , 𝑥𝑖+3 ] = 𝑥𝑖+3 − 𝑥𝑖

⋮ ⋮ ⋮
Forward Newton Divided 𝑃(𝑥) = 𝑎0 + 𝑎1 (𝑥 − 𝑥0 ) + 𝑎2 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + ⋯ + 𝑎𝑛 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) ⋯ (𝑥 − 𝑥𝑛−1 )
2.
Difference polynomial:
𝑛

𝑃(𝑥) = 𝑓(𝑥0 )𝐿𝑛,0 (𝑥) + 𝑓(𝑥1 )𝐿𝑛,1 (𝑥) + ⋯ + 𝑓(𝑥𝑛 )𝐿𝑛,𝑛 (𝑥) = ∑ 𝑓(𝑥𝑘 )𝐿𝑛,𝑘 (𝑥)
𝑘=0
3. Lagrange Interpolating
Formula: (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) ⋯ (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) ⋯ (𝑥 − 𝑥𝑛 )
𝐿𝑛,𝑘 (𝑥) =
(𝑥𝑘 − 𝑥0 )(𝑥𝑘 − 𝑥1 ) ⋯ (𝑥𝑘 − 𝑥𝑘−1 )(𝑥𝑘 − 𝑥𝑘+1 ) ⋯ (𝑥𝑘 − 𝑥𝑛 )

• Trapezoidal Rule:
𝑥1
ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [𝑓(𝑥0 ) + 𝑓(𝑥1 )]
2
𝑥0
4. Numerical Integration:
• Simpson’s Rule:
𝑥2
ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [𝑓(𝑥0 ) + 4𝑓(𝑥1 ) + 𝑓(𝑥2 )]
3
𝑥0

Iterative Techniques for 𝐱 𝑘 = 𝑇𝐱 (𝑘−1) + 𝑐, for each 𝑘 = 1,2,3, ⋯


5.
Solving Linear Systems:

Numerical Methods (MATH-351) 1


Instructor: Shoaib Ahmed ESE Spring 2024
Newton’s method for −1
𝐱 𝑘 = 𝐺(𝐱 (𝑘−1) ) = 𝐱 (𝑘−1) − 𝐉(𝑥 (𝑘−1) ) 𝐅(𝐱 (𝑘−1) ), for each 𝑘 = 1,2,3, ⋯
6.
nonlinear systems:

𝑤0 = 𝛼
7. Euler Method:
𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑓(𝑡𝑖 , 𝑤𝑖 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

𝑤0 = 𝛼
8. Midpoint Method: ℎ ℎ
𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑓 (𝑡𝑖 + , 𝑤𝑖 + 𝑓(𝑡𝑖 , 𝑤𝑖 )), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1
2 2

𝑤0 = 𝛼
𝑘1 = 𝑓(𝑡𝑖 , 𝑤𝑖 )
9. RK Method of order 2:
𝑘2 = 𝑓(𝑡𝑖+1 , 𝑤𝑖 + ℎ𝑘1 )
ℎ
𝑤𝑖+1 = 𝑤𝑖 + 2 (𝑘1 + 𝑘2 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

𝑤0 = 𝛼
𝑘1 = ℎ𝑓(𝑡𝑖 , 𝑤𝑖 )
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑡𝑖 + , 𝑤𝑖 + )
2 2
10. RK Method of order 4: ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑡𝑖 + , 𝑤𝑖 + )
2 2
𝑘4 = ℎ𝑓(𝑡𝑖+1 , 𝑤𝑖 + 𝑘3 )
1
𝑤𝑖+1 = 𝑤𝑖 + (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1
6

• Centered difference formula for double derivative:


𝑦(𝑥𝑖+1 ) − 2𝑦(𝑥𝑖 ) + 𝑦(𝑥𝑖−1 )
𝑦 ′′ (𝑥𝑖 ) =
ℎ2
• Centered difference formula for single derivative:
11. Finite Difference Method: 𝑦(𝑥𝑖+1 ) − 𝑦(𝑥𝑖−1 )
𝑦 ′ (𝑥𝑖 ) =
2ℎ
• Forward difference formula for single derivative:
𝑦(𝑥𝑖+1 ) − 𝑦(𝑥𝑖 )
𝑦 ′ (𝑥𝑗 ) =
ℎ

Numerical Methods (MATH-351) 2

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