NEHRU INSTITUTE OF ENGINEERING AND TECHNOLOGY

T. M. Palayam, Coimbatore-641 105

(Approved by AICTE, New Delhi and Affiliated to Anna University, Chennai)

Accredited by NAAC, Recognized by UGC under Section 2(f) and 12(B)

Department of Science and Humanities

QUESTION BANK

Subject: Numerical Methods (MA8491) Class: II B.E.

[AERO,EEE]
Academic Year: 2018-2019 Semester: IV
UNIT – I
SOLUTION OF EQUATIONS AND EIGEN VALUE PROBLEMS
PART-A
1. State fixed point theorem and the fixed point iteration formula.
Solution:
Any function f(x) = 0 is expressed as the fixed point equation x = g(x) whose root is
given by the point of intersection of the curves y = x and y = g(x).
Fixed point iteration formula : xi+1 =g(xi), i = 0,1,2,...
2. State the order of convergence and convergence condition for Newton Rapson method.
Solution:
(i) The order of convergence is 2.
(ii)Condition for convergence is |𝑓(𝑥)𝑓 ′′ (𝑥)| < |𝑓 ′ (𝑥)|2
3. For solving a linear system, compare Gaussian elimination method and Gauss-Jordan
method.
Solution:
Gaussian-elimination method Gauss-Jordan method
1. Coefficient matrix is transformed into Coefficient matrix is transformed
upper triangular matrix. into diagonal matrix
2 Direct method Direct method
3. We obtain the solutions by back No need of back substitution
substitution method method.

1
4. State the principle used in Gauss-Jordan method.
Solution:
Coefficient matrix is transformed into diagonal matrix.
5. What is the basic principle involved in triangularisation method?
Solution:
The method of triangularisation is based on the fact that the coefficient matrix can be
expressed as the product of a unit lower triangular matrix and an upper triangular matrix.
6. Write a sufficient condition for Gauss-Seidal method to converge?
Solution:
The process of iteration by Gauss-Seidal method will converge if in each equation of the
system, the absolute value of the largest coefficient is greater than the sum of the absolute
values of the remaining coefficients.
7. Compare Gauss-Jacobi and Gauss Seidal methods.
Solution:
S. No Gauss-Jacobi method Gauss-Seidal method
1. Convergence rate is slow The rate of convergence of Gauss-Seidal
method is roughly twice that of Gauss-
Jacobi.
2. Indirect method Indirect method
3. Condition for convergence is Condition for convergence is the
the coefficient matrix is coefficient matrix is diagonally dominant
diagonally dominant.

8. Is the iteration method, a self-correcting method always?

Solution:
In general, iteration is a self correcting method, since the round off error is smaller.
9. Give two indirect methods to solve a system of linear equations.
Solution:
(i) Gauss-Jacobi method , (ii) Gauss-Seidal method

2
10. When will iteration method succeed?
Solution:
In order that the iteration may succeed, equation of the system must contain one large
coefficient (much larger than the others in that equation) and the large coefficient must be
attached to a different unknown in that equation. This requirement will be got when the
large coefficients are along the leading diagonal of the matrix of the coefficient.
11. Why Gauss-seidal method is a better method than Jacobi’s iteration method?
Solution:
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-Seidal method will be more rapid
than in Gauss-Jacobi method.
1 1
12. Determine the largest eigen value and the corresponding eigen vector of the matrix [ ]
1 1
correct to two decimal places using power method.
Solution:
1 1 1 2 2
AX1 = [ ] [ ] = [ ] = 2[ ] = 2X2
1 1 1 2 2
1 1 1 2 1
AX2 = [ ] [ ] = [ ] = 2[ ] = 2X3
1 1 1 2 1
Therefore this shows that the largest eigenvalue = 2
1
The corresponding eigenvector = [ ]
1
13. How will you find the smallest eigenvalue of a square matrix A?
Solution:
By power method, the largest eigenvalue of A-1 can be found. Then smallest eigenvalue
of A is the reciprocal of largest eigenvalue of A-1.
14. Explain the term partial pivoting and complete pivoting.
Solution:
Problems may also arise when the pivot element is close to, rather than exactly equal to,
zero because if the magnitude of the pivot element is small compared to the other elements,
the round-off errors can be introduced.
3
 Therefore, before each row is normalized, it is advantageous to determine the largest
available coefficient in the column below the pivot element. The row can then be switched
so that the largest element is the pivot element. This is called partial pivoting. If columns
as well as rows are searched for the largest element and then switched the procedure is
called complete pivoting
15. Explain the term Pivot element.
Solution:
𝑎11 0 ⋯ 0 𝑏1
In an augmented matrix [ ⋮ 𝑎22 ⋱ ⋮ ] ⋮]
0 0 ⋯ 𝑎𝑛𝑛 𝑏𝑛
The elements𝑎11 , 𝑎22 , … 𝑎𝑛𝑛 which have been assumed to be non-zero are called pivot
elements
16. Write a sufficient condition for Gauss-Jacobi method to converge?
Solution:
The process of iteration by Gauss- Jacobi method will converge if in each equation of the
system, the absolute value of the largest coefficient is greater than the sum of the absolute
values of the remaining coefficients.
17. Under what condition power method is suitable to find the Eigen value of the matrix ?
Solution:
The power method is suitable to find the Eigen value of the matrix only if matrix has
dominant eigen value.
18. Give two indirect methods to solve a system of equations.
Solution:
(i) Gauss-Jacobi method
(ii) Gauss-Seidal method

19. When Gauss-Elimination method fails.

Solution:
This method fails if the element in the top of the first column is zero. We can rectify this
by interchanging the rows of the matrix.
4
20. Compare direct and iterative method of solving simultaneous equations.
Solution:
Direct method Iterative method
1. We get exact solution Approximate solution
2. Simple, take less time Time consuming laborious

PART –B

1. (i)Solve 𝑒 𝑥 − 3𝑥 = 0 by the method of fixed point iteration.

(ii)Find the negative root of the equation 𝑥 3 − 2𝑥 + 5 = 0

2. (i)Using Newton’s iterative method find the root between 0 and 1 of 𝑥 3 = 6𝑥 − 4

correct to two decimal places.
(ii)Find the real positive root of 3x-cosx-1 = 0 by Newtons method correct to
sixdecimal places.

3. Solve by Gauss elimination method and Gauss Jordan method for the following
system
x+2y+z = 4, 3x-y+2z = -3,x+2y+4z = 7.
4. Apply Gauss-Jordan method to find the solution of the following system
10x+y+z = 12, 2x+10y+z = 13,x+y+5z = 7.

5. Solve the following system of equations by Gauss-Seidel method

4x+2y+z = 14, x+5y-z = 10, x+y+8z = 20.

6. (i)Using Gauss-Jordan method , find the inverse of

1 1 3
A=[ 1 3 −3]
−2 −4 −4
(ii) Using Gauss-Jordan method , find the inverse of
8 −1 −3
A = [ −5 1 2]
10 −1 − 4

7. . Find the dominant eigen value and the corresponding eigen vector of
1 6 1
𝐴 = [1 2 0] .Find also the least latent root and hence the third eigen value also.
0 0 3

5
 25 1 2
8. Find the numerically largest eigen value oa A=[ 1 3 0 ] on the corresponding
2 0 −4
eigen vector.

9. Solve the following system of equations by Gauss-Seidel method

8x-3y+2z = 20, 4x+11y-z = 33, 6x+3y+12z = 35.

10. Using Gauss Jordan method,solve the following system

x+3y+3z = 16, x+4y+3z = 18,x+3y+4z = 19

UNIT II
INTERPOLATION AND APPROXIMATION
1. When Newton’s backward interpolation formula is used.
Solution:
The formula is used mainly to interpolate the values of y near the end of a set of tabular
values and also for extrapolating the values of y a short distance ahead of y n.
2. Define ‘Divided difference’.
Solution:
Let the function y = f(x) take the values f(x0), f(x1), f(x2),…. f(xn) corresponding to the values
x0 ,x1,x2,…xn of the argument x where x1-x0, x2-x1,…. Xn-xn-1 need not necessarily be equal.
𝑓(𝑥1 )−𝑓(𝑥0 )
The first divided difference of f(x) for the arguments x 0, x1 is f(x0, x1) = 𝑥1 −𝑥0
𝑓(𝑥2 )−𝑓(𝑥1 )
Similarly f(x1, x2) = and so on,
𝑥2 −𝑥1

The second divided difference of f(x) for three arguments x0 ,x1,x3 is defined as
𝑓(𝑥1 ,𝑥2 )−𝑓(𝑥0 ,𝑥1)
f(x0, x1,x2) = 𝑥2 −𝑥0
𝑓(𝑥2 ,𝑥3 )−𝑓(𝑥1 ,𝑥2)
f(x1, x2,x3) = 𝑥3 −𝑥1
and so on.

3. Find the divided difference for the following data.

X 2 5 10
Y 5 29 109

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 Solution:
The divided difference table is as follows
x f(x)  f(x) 2 f(x)

2 5
29 − 5
=8
5−2

16 − 8
5 29 109 − 29 =1
= 16 10 − 2
10 − 5

10 109

4. Give the Newton’s divided difference interpolation formula.

Solution:
f(x)= 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓(𝑥0 , 𝑥1 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓(𝑥0 , 𝑥1 , 𝑥2 ) + (𝑥 − 𝑥0 )(𝑥 −
𝑥1 )(𝑥 − 𝑥2 )𝑓(𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ) + … ..
State Stirling’s formula for interpolation. When is it used?
Solution:
By Stirling’s formula,
𝟑 𝟑
∆𝒚𝟎 +∆𝒚−𝟏 𝒖𝟐 𝒖(𝒖𝟐 −𝟏𝟐 ) ∆𝒚−𝟏 +∆𝒚−𝟐 𝒖𝟐 (𝒖𝟐 −𝟏𝟐)
y(x0+h) = 𝒚𝟎 + 𝒖 [ ]+ ∆𝟐 + ( )+ +⋯
𝟐 𝟐 𝒚−𝟏 𝟑! 𝟐 𝟒!
𝟏 𝟏
This formula is useful when −𝟐 < 𝒖 < 𝟐
𝟏 𝟏
Good estimates will be got if −𝟒 < 𝒖 < 𝟒

5. What is the assumption we make when Lagrange’s formula is used?

Solution:
Lagrange’s interpolation formula can be used whether the values of x , the independent
varible are equally spaced or not whether the difference of y become smaller or not.
6. State Lagrange’s interpolation formula.
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 Solution:
Let y = f(x) be a function which takes the values 𝑦0 , 𝑦1 , … . 𝑦𝑛 corresponding
𝑥 = 𝑥0 , 𝑥1 , … . 𝑥𝑛 .
Then Lagrange’s interpolation formula is
(𝑥−𝑥1 )(𝑥−𝑥2 )….(𝑥−𝑥𝑛 ) (𝑥−𝑥0 )(𝑥−𝑥2 )….(𝑥−𝑥𝑛 )
𝑦 = 𝑓(𝑥) = (𝑥0 −𝑥1 )(𝑥0−𝑥2 )….(𝑥0 −𝑥𝑛
𝑦 + (𝑥
) 0
𝑦1 + ⋯ +
1 −𝑥0 )(𝑥1 −𝑥2 )….(𝑥1 −𝑥𝑛 )

(𝑥−𝑥0 )(𝑥−𝑥1 )….(𝑥−𝑥𝑛−1 )

𝑦
(𝑥𝑛 −𝑥0 )(𝑥𝑛 −𝑥2 )….(𝑥𝑛 −𝑥𝑛−1) 𝑛

7. What is the Lagrange’s formula to find y, if three sets of values (x 0, y0), (x1, y1),(x2, y2) are
given.
Solution:
(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) (𝑥 − 𝑥0 )(𝑥 − 𝑥2 ) (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )
𝑦= 𝑦0 + 𝑦1 + 𝑦 .
(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) (𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) (𝑥2 − 𝑥0 )(𝑥2 − 𝑥1 ) 2
8. Find the parabola of the form y = ax2 + bx + c passing through the points (0, 0), (1, 1), (2,
20).
Solution:
We use Lagrange’s interpolation formula
(𝑥−1)(𝑥−2) (𝑥−0)(𝑥−2) (𝑥−0)(𝑥−1)
𝑦 = 𝑓(𝑥) = (0−1)(0−2)
. 0 + (1−0)(1−2) . 1 + (2−0)(2−1) . 20

= 0 − 𝑥(𝑥 − 2) + 10𝑥(𝑥 − 1)
𝑦 = 9𝑥 2 − 8𝑥
9. What is the disadvantage in practice in applying Lagrange’s interpolation formula?
Solution:
Though Lagrange’s formula is simple and easy to remember, its application is not speedy.
It requires close attention to sign and there is always a chance of committing some error
due to a number of positive and negative signs in the numerator and the denominator.
10. What is the ‘inverse interpolation’?
Solution:
Suppose we are given a table of values of x and y. Direct interpolation is the process of
finding the values of y corresponding to a value of x, not present in the table. Inverse

8
 interpolation is the process of finding the values of x corresponding to a value of y, not
present in the table.
11. Give the inverse of Lagrange’s interpolation formula.
Solution:
(𝑦 − 𝑦1 )(𝑦 − 𝑦2 ) … . (𝑦 − 𝑦𝑛 ) (𝑦 − 𝑦0 )(𝑦 − 𝑦2 ) … . (𝑦 − 𝑦𝑛 )
𝑦 = 𝑓(𝑥) = 𝑥0 + 𝑥
(𝑦0 − 𝑦1 )(𝑦0 − 𝑦2 ) … . (𝑦0 − 𝑦𝑛 ) (𝑦1 − 𝑥0 )(𝑦1 − 𝑥2 ) … . (𝑦1 − 𝑥𝑛 ) 1
(𝑦 − 𝑦0 )(𝑦 − 𝑦1 ) … . (𝑦 − 𝑦𝑛−1 )
+ ⋯+ 𝑥
(𝑦𝑛 − 𝑦0 )(𝑦𝑛 − 𝑦2 ) … . (𝑦𝑛 − 𝑦𝑛−1 ) 𝑛
12. What is a cubic spline ?
Solution:
A cubic polynomial which has continuous slope and curvature is called a cubic spline.
13. What is a natural cubic spline?
Solution:
A cubic spline fitted to the given data such that the end cubics approach linearity at their
extremities is called a natural cubic spline.
14. State the conditions required for a natural cubic spline.
Solution:
A cubic spline g(x) fits to each of the points is continuous and is continuous in slope and
curvature such that x0 = g0″(x0) = 0 and Sn = gn-1″(xn) = 0 is called a natural cubic spline.
Let us assume that (xi,yi), i= 0, 1,2, …n are data points.

15. Write the Cubic Spline interpolation formula.

Solution:
The cubic Spline interpolation formula is given by
1 1 1
[(𝑥𝑖−𝑥 )3 𝑀𝑖−1 + (𝑥 − 𝑥𝑖−1 )3 )𝑀𝑖 ] + (𝑥𝑖 − 𝑥) [𝑓𝑖−1 − 𝑀𝑖−1 ] + [𝑥 − 𝑥𝑖−1 ] [𝑓𝑖 − 𝑀𝑖 ]
6 6 6
6
Where 𝑀𝑖−1 + 4𝑀𝑖 + 𝑀𝑖+1 = (𝑦𝑖−1 − 2𝑦𝑖 + 𝑦𝑖+1 ) for i = 1,2,3.....(n-1) and M0 = 0,
ℎ2

Mn = 0.

16. State the any two properties of divided differences.

9
 Solution:
(i) The divided differences are symmetrical in all their arguments. i.e., the value of
any difference is independent of the order of the arguments.
(ii) The diveded differences of the sum or difference of two functions is equal to the
sum or difference of the corresponding separate divided differences.
17. State the order of convergence of cubic spline
Solution:
order of convergence=4 [Fourth order of convergence]
18. Using Newton’s forward interpolation formula, form the difference table for the
following data:
x 4 6 8
y 1 3 8
Solution:
The difference table is as follows
x y y 2 y

4 1
3 -1 = 2( y0)
5 –2
6 3 =3(2
8 – 3= 5( y0) y0)

8 8

19. State Newtons formula to find f′(x) and f″(x) using the forward differences.
Solution:
𝟏 𝟐𝒖−𝟏 𝟑𝒖𝟐 −𝟔𝒖+𝟐
f′(x)=𝒉 [∆𝒚𝟎 + ∆𝟐 𝒚𝟎 + ∆𝟑 𝒚𝟎+.… ]
𝟐 𝟔

10
 𝟏 𝟔𝒖𝟐 −𝟏𝟖𝒖+𝟏𝟏
f″(x)=𝒉𝟐 [∆𝟐 𝒚𝟎 + (𝒖 − 𝟏)∆𝟑 𝒚𝟎 + ∆𝟒 𝒚𝟎+.… ]
𝟏𝟐

20. What do you mean by interpolation.

Solution:
The process of finding the value of a function inside the given range is called interpolation.
Part B.
1. Find the polynomial f(x) by using Lagrange’s formula and hence find f(3)

x 0 1 2 5
f(x) 2 3 12 147
Ans: 35
2. Using Lagrange’s interpolation , calculate the profit in the year 2000 from the following data:

Year 1997 1999 2001 2002

Profit in 43 65 159 248
lakhs of Rs.

Ans:100

3. Find the missing term in the following table using Lagrange’s interpolation:

x 0 1 2 3 4
y 1 3 9 - 81
Ans: 31
4. From the data given below,find the value f( x)

x 0 1 4 5
f(x) 4 3 24 39
Ans: 2x2-3x+4

5. Using Newton’s divided difference,find u(3) given u(1) = -26,u(2) = 12, u(4) = 256, u (6) = 844.

Ans:100

6. Using Newton’s divided difference formula, find the value of f(8) from the given table:

x : 4 5 7 10 11 13
f(x) : 48 100 294 900 1210 2028
Ans: 448

7. Obtain the cubic spline approximation for the function

y =f(x) from the following data, given that 𝑦 ′′ 0 = 𝑦 ′′ 3 = 0
x -1 0 1 2
y -1 1 3 35
ANS: y= -2x -6x -2x+1 for -1≤ x≤0
3 2

= 10x3-6x2-2x +1 for 0≤x≤1

11
 = -8x3+48x2-56x+19 for 1≤x≤2

8. Using Newton’s forward interpolation formula,find the polynomial f(x) satisfying the following
data.Hence find f(2).
x : 0 5 10 15
y : 14 379 1444 3584
ANS:f(x)= (1/2)(X3+13x2+56x+28] f(2)=100
9. Using Newton’s forward interpolation formula, find the cubic polynomial,and evaluate f(4) by
Newton’s backward formula.
x : 0 1 2 3
f(x) : 1 2 1 10

ANS:
f(x)=2x3-7x2+6x+1
f(4)=41
The cubic polynomial is same for both the cases.

10. Using Newton’s forward interpolation formula,find the polynomial f(x) satisfying the following
data.Hence find y at x = 5
x : 4 6 8 10
y : 1 3 8 16
11. A third degree polynomial passes through the points (0,-1),(1,1),(2,1) and (3,-2) using Newton’s
forward interpolation formula,find the polynomial. Hence find the value at 1.5.
12. Use Newton’s backward difference formula to construct an interpolating polynomial of degree 3 for
the data:
F(-0.75) = - 0.07181250, f(-0.5) = -0.024750, f(-0.25) = 0.33493750, f(0) = 1.10100.Hence find f(-
1/3).

13. The following data are taken from the steam table: Find the pressure at temperature t = 142 0 and t =
1750.

Temp.0C 140 150 160 170 180

Pressure 3.685 4.854 6.302 8.076 10.225
2
kgf/cm
14. From the following table,find thevalue of tan 45015’ by Newton’s forward interpolation formula.

x0 45 46 47 48 49 50
0
tan x 1 1.03553 1.07237 1.11061 1.15037 1.191175
15. From the following table,of half-yearly premium for policies maturing at different ages,estimate the
premium for policies maturing at age 46 and 63.

Age x 45 50 55 60 65
Premium y 114.84 96.16 83.32 74.48 68.48
16. The population of a town is as follows,estimate the population increase during the period 1946 to
1976.

x : 1941 1951 1961 1971 1981 1991

f(x) : 20 24 29 36 46 51
12
 17. Using Newton’s formula find f(12) ,f(27) from:

x : 10 15 20 25 30
y : 35.4 32.2 29.1 26 23.1

18. Estimate the value of f(22) and f(42) from the following data:

x 20 25 30 35 40 45
f(x) =y 354 332 291 260 231 204

19. Find the lagrangian interpolating polynomial for the following

x :1 2 3 5
f(x): 0 7 26 124
34. Find the value of f(0.543) using striling’s formula from the following
x: 0.51 0.52 0.53 0.54 0.55 0.56 0.57
f(x): 0.529 0.538 0.546 0.555 0.563 0.572 0.580
35. Use Hermite’s interpolation formula to express y as a polynomial in x of degree from the following
data.Hence find the values of y corresponding to x= -0.5 and x=1
x : -1 0 2
Y(x) : 4 5 37
Y’(x) : 5 0 80
36. Using cubic spline, find y(0.5) and y’(1) from the following
x: 0 1 2
y : -5 -4 3
37. Find the cubic spline to fit the data
x: 1 2 3 4
y: 0 1 0 0 and find y(2.5)
38. calculate f’(4), f’’(4) and f’’’(4) from the following
x: 0 1 2 3 4
y: 1 2.718 7.381 20.086 54.598
39. find the first three derivatives of the function at x=1.5 from the table below
x : 1.5 2.0 2.5 3.0 3.5 4.0
y : 3.375 7.0 13.625 24.0 38.875 59.0
40. Fit the following points by cubic spline approximation
x: 1 2 3 4
y: 1 5 11 8
41. From the following table estimate e0644 correct to five decimals using Stiriling’s formula
X: 0.61 0.62 0.63 0.64 0.65 0.66
ex: 1.8404 1.8589 18776 1.8964 19155 1.9347

Unit III
Numerical Differentiation and Integration
1. State Newton’s formula to find f ‘(x) using the forward differences.
Solution:
Let y = f(x) be a function taking the values y0, y1,...yn corresponding to x0, x1,...xn of the
independent variable x. Let the values of x be at equidistant intervals of size h.
3𝑢2 −6𝑢+2 3
Then 𝑓 ′ (𝑥) = 𝑑𝑦 1 (2𝑢−1) 2 𝑥−𝑥0
= [∆𝑦0 + ∆ 𝑦0 + ∆ 𝑦0 + ⋯ ]. where 𝑢 = … (1)
𝑑𝑥 ℎ 2! 3! ℎ
13
 𝑑𝑦
Equation (1) gives the value of 𝑑𝑥 at any x, which is a non tabular value. In particular, at
x=x0, u=0. Then putting u = 0 in (1), we have
𝑑𝑦 1 1 1
(𝑑𝑥) = 𝑓 ′ (𝑥0 ) = ℎ [∆𝑦0 − 2 ∆2 𝑦0 + 3 ∆3 𝑦0 … ]
𝑥=0

𝑑𝑦
2. Find at x = 1 from the following table:
𝑑𝑥
x 1 2 3 4
y 1 8 27 64

Solution:
The forward difference table is as follows.
X Y ∆ ∆2 ∆3
1 1
2 8 7
3 27 19 12
4 64 37 18 6

𝑑𝑦 1 1 1
( ) = 𝑓 ′ (𝑥0 ) = [∆𝑦0 − ∆2 𝑦0 + ∆3 𝑦0 … ]....(1)
𝑑𝑥 𝑥=𝑥0 ℎ 2 3
Here h = 1, x0 = 1, ∆𝑦0 =7, ∆2 𝑦0 = 12, ∆ 𝑦0 = 6 3
𝑑𝑦
(𝑑𝑥) = 3.
𝑥=1
𝑑𝑦
3. Write the formula for 𝑑𝑥 at x = x0 using forward difference operator.
Solution:
𝑑𝑦 1 1 1
(𝑑𝑥) = 𝑓 ′ (𝑥0 ) = ℎ [∆𝑦0 − 2 ∆2 𝑦0 + 3 ∆3 𝑦0 … ]
𝑥=0

4. Using Newton’s backward difference formula, write the formulae for the first and
second order derivatives at the end values x = xn upto the fourth order difference term.
Solution:
𝑑𝑦 1 1 1
(𝑑𝑥) = ℎ [𝛻𝑦𝑛 + 2 𝛻 2 𝑦𝑛 + 3 𝛻 3 𝑦𝑛 … ]
𝑥=𝑥𝑛
𝑑2𝑦 1 11
(𝑑𝑥 2 ) = ℎ2 [𝛻 2 𝑦𝑛 + 𝛻 3 𝑦𝑛 + 12 𝛻 4 𝑦𝑛 + ⋯ ]
𝑥=𝑥𝑛
𝑑3𝑦 1 3
(𝑑𝑥 3 ) = ℎ3 [𝛻 3 𝑦𝑛 + 2 𝛻 4 𝑦𝑛 + ⋯ ]
𝑥=𝑥𝑛
5. Why is Trapezoidal rule so called?
Solution:
The trapezoidal rule is so called, because it approximates the integral by the sum of n
trapezoids.

14
 6. How the accuracy can be increased in trapezoidal rule of evaluating a given definite
integral?
Solution:
If the number of points of the base segment b – a , (the range of integration) is increased,
a better approximation to the area given by the definite integral will be obtained.
7. When does Simpson’s rule give exact result?
Solution:
Simpson’s rule will give exact result, if the entire curve y = f(x) is itself a parabola.
6
7. Using trapezidal rule, find ∫0 𝑓(𝑥)𝑑𝑥 from the following set of values of x and f(x).
x 0 1 2 3 4 5 6
f(x) 1.56 3.64 4.62 5.12 7.08 9.22 10.44
Solution:
Here h = 1, y1 = 1.56, y2 = 3.64 etc
6 ℎ
∫0 𝑓(𝑥)𝑑𝑥 = 2 [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
1
= 2 [(12) + 2(29.68)]
= 35.68

8. What is the general Newton-Cotes quatrature formula? How is the trapezoidal rule its
special case?
Solution:
The general Newton-Cotes quadrature formula is
𝑎+𝑛ℎ 𝑛∆ 𝑛(2𝑛−3) 𝑛(𝑛−2)2
∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝑛ℎ [1 + 2 + 12 ∆2 + 24 ∆3 + ⋯ ]f(a)
This is also known as the general Gauss-Legendre integration formula. Putting n = 1 and
omitting second and hyper differences in the above, we get
𝑎+ℎ ℎ ℎ
∫𝑎 𝑓(𝑥)𝑑𝑥 = 2 [𝑓(𝑎) + 𝑓(𝑎 + ℎ)] = 2 (𝑦1 + 𝑦2 )
Which is the trapezoidal rule.

10. What is the order of error in Trapezoidal formula?

Solution:
Error in the Trapezoidal formula is of the order h2.
11. What is the order of error in simpson’s formula.
Solution:
Error in the Simpson formula is of the order h4.

12. What is the local error term in Trapezoidal formula?

Solution:
ℎ2
Principal part of the error in the interval (x1, x2) = − 𝑦1 ′′
12
Where y1 is the value of y and 𝑦1 ′′ is the value of the second derivative of y at x = x1
13. State the local error term in Simpson’s one third rule.
Solution:
15
 ℎ5
Principal part of the error in the interval (x1, x3) = − 90 𝑦1𝑖𝑣
Where y1 is the value of y and 𝑦1𝑖𝑣 is the value of the fourth derivative of y at x = x1.
𝑥
14. State Trapezoidal rule to evaluate ∫𝑥 𝑛 𝑓(𝑥)𝑑𝑥.
0
Solution:
𝑥 ℎ
∫𝑥 𝑛 𝑓(𝑥)𝑑𝑥 = 2 [(𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1 )]
0
15. For what type of functions, Simpson’s rule and direct integration will give the same
result?
Solution:
Simpson’s rule will give exact result, if the entire curve, y = f(x) is itself a parabola.
16. Six sets of values of x and y are given (x’ s being equally spaced). Write the formula to
get
Solution:
𝑥 ℎ
. ∫𝑥 6 𝑦𝑑𝑥 = 2 [(𝑦1 + 𝑦6 ) + 2(𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
1
17. What are the errors in Trapezoidal and Simpson’s rules of numerical integration ?
Solution:
(𝑏−𝑎) 𝑏−𝑎
Error in Trapezoidal rule |𝐸| < 12 ℎ2 . M in the interval (a, b), h = 𝑛
(𝑏−𝑎)
Error in Simpson’s rule |𝐸| < ℎ4 𝑀
180

𝑥
18. In order to evaluate ∫𝑥 𝑛 𝑦 𝑑𝑥 by Simpson’s 1/3 rule as well as by Simpson’s 3/8 rule,
0
what is the restriction on the number of intervals ?
Solution:
Let n= interval
Rule: Simpson’s 1/3 rule the number of ordinates is odd (or) the intervals number is
even.
Simpson’s 3/8 rule n is a multiple of 3.
𝜋
19. Using Trapezoidal rule evaluate ∫0 sin 𝑥 𝑑𝑥 by dividing the range into 6 equal parts.
Solution:
𝜋
Here y(x) = sin x, ℎ =
6
x 0 𝜋 2𝜋 3𝜋 4𝜋 5𝜋 
6 6 6 6 6
y 0 0.5 0.866 1 0.866 0.5 0

𝑏 𝑑
20. State Trapezoidal rule for evaluating ∫𝑎 ∫𝑐 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦.
Solution:

16
 ℎ𝑘
𝐼= [(𝑆𝑢𝑚 𝑜𝑓 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑓 𝑎𝑡 𝑡ℎ𝑒 𝑓𝑜𝑢𝑟 𝑐𝑜𝑟𝑛𝑒𝑟𝑠
4
+ 2(𝑆𝑢𝑚 𝑜𝑓 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑓 𝑎𝑡 𝑡ℎ𝑒 𝑟𝑒𝑚𝑎𝑖𝑛𝑖𝑛𝑔 𝑛𝑜𝑑𝑒𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦)
+ 4(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑓 𝑎𝑡 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑟𝑖𝑜𝑟 𝑛𝑜𝑑𝑒𝑠)]
𝑏 𝑑
21. State Simpson’s rule for evaluating ∫𝑎 ∫𝑐 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦.
Solution:

ℎ𝑘
= [(Sum of the values of f at the four corners)
9
+ 2(Sum of the values of f at the odd positions on the boundary except the corners)
+ 4 (Sum of the values of f at the even positions on the boundary)+ { 4 (sum of the
values of f at odd positions)
+ 8(Sum of the values of f at even positions) on the odd row of the matrix except
boundary rows}
+{8 (Sum of the values of f at the odd positions )
+ 16(Sum of the values of f at the even positions) on the even rows of the matrix)]

22. From the following table find the area bounded by the curve and the x-axis from x = 2 to
x = 7.
x 2 3 4 5 6 7
f(x) 8 27 64 125 216 343

Solution:
Here h = 1 and only 6 ordinates are given.
Therefore we use Trapezoidal rule.
7 ℎ
Area = ∫2 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦5 ) + 2(𝑦1 + 𝑦2 +𝑦3 + 𝑦4 )]
2
1
= 2 [(8 + 343) + 2(27 + 64 + 125 + 216)]
= 607.5 sq.units.

23. State the basic principle for deriving Simpson’s 1/3 rule.
Solution:
The curve passing through three consecutive points is replaced by a parabola.

24. What approximation is used in deriving Simpson’s rule of integration?

Solution:
Simpson’s one third rule approximates the area of two adjacent strips by the area under a
quatratic parabola.
25. Write the Lobatto integration method.
17
Solution:
1 1 −1 1
The Lobatto method is ∫−1 𝑓(𝑥)𝑑𝑥 = 6 [𝑓(−1) + 5𝑓 ( 5) + 5𝑓 ( 5) + 𝑓(1)].
√ √

18
 UNIT IV
INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS
1. State the disadvantage of Taylor series method.
Solution:
𝑑𝑦
In the differential equation 𝑑𝑥 = 𝑓(𝑥, 𝑦), the function f(x, y ) may have a complicated
algebraical structure. Then the evaluation of higher order derivatives may become
tedious. This is the demerit of this method.

2. Write down the fourth order Taylor Algorithm.

Solution:
′ ℎ2 ℎ3
𝑦𝑚+1 = 𝑦𝑚 + ℎ 𝑦𝑚 + 𝑦 ′′ + ′′′
𝑦𝑚 +⋯
2! 𝑚 3!
𝑟
Here 𝑦𝑚 denotes the rth derivative of y with respect to x at the point (xm, ym).
3. Write the merits and demerits of the Taylor method of solution.
Solution:
The method gives a straight forward adaption of classic calculus to develop the solution as
an infinite series. It is a powerful single method if we are able to find the successive
derivatives easily. If f(x, y) involves some complicated algebraic structures then the
calculation of higher derivatives becomes tedious and the method fails. This is the major
drawback of this method. However the method will be very useful for finding the starting
values for powerful methods like Runge-Kutta method, Milne’s method etc.

4. Which is better Taylor’s method or R. K. method?

Solution:
R.K. methods do not require prior calculation of higher derivatives of y(x), as the Taylor
method does. Since the differential equations using in applications are often complicated,
the calculation of derivatives may be difficult. Also the R.K. formulas involve the
computation of f(x, y) at various positions, instead of derivatives and this function occurs
in the given equation.

5. State Taylor series algorithm for the first order differential equation.
Solution:
𝑑𝑦
To find the numerical solution of = 𝑓(𝑥, 𝑦) with the condition y(x0) = y0. We
𝑑𝑥
expand y(x) at a general point xm in a Taylor series, getting
′ ℎ2 ℎ3
𝑦𝑚+1 = 𝑦𝑚 + ℎ 𝑦𝑚 + 𝑦 ′′ + ′′′
𝑦𝑚 +⋯
2! 𝑚 3!
𝑟
Here 𝑦𝑚 denotes the rth derivative of y with respect to x at the point (xm, ym).

19
6. Explain pointwise methods.
Solution:
A series for y in terms of powers of x, from which the value of y can be obtained by direct
substitution. The methods of Taylor and picard belong to this type. In these methods y is
approximated by a truncated series and each term of the series is a function of x. The
information about the curve at one point is used and the solution is not iterated. Hence these
methods are called single step methods (or) pointwise methods.

7. Explain Multistep methods.

Solution:
In a set of tabulated values of x and y, we obtain y y iterative process. The methods of
Euler, Runge-Kutta, Milne, Adam-Bashforth etc., belong to this type. Here the values of y
are computed by short steps for equal intervals h of the independent variable. These values
are iterated till we get the desired accuracy. Hence these methods are called multistep
methods (or) step by step methods.

8. Explain the Taylor series method.

Solution:
The method gives a straightforward adaption of classic calculus to develop the solution as
an infinite series. It is a powerful single step method if we are able to find the successive
derivatives easily. If f(x, y) involves some complicated algebraic structures then the
calculation of higher derivatives become tedious and the method fails.

𝑑𝑦
9. Write down the Euler algorithm to the differential equation 𝑑𝑥 = 𝑓(𝑥, 𝑦).
Solution:
𝑦𝑛+1 = 𝑦𝑛 + ℎ 𝑓(𝑥, 𝑦) when n = 0, 1, 2,…
This is Euler algorithm.

10. State modified Euler algorithm to solve y’ = 𝑓(𝑥, 𝑦), y(x0) = y0 at x = x0+h.
Solution:
ℎ ℎ
Yn+1 = 𝑦𝑛 + ℎ𝑓 [𝑥𝑛 + 2 , 𝑦𝑛 + 2 𝑓(𝑥𝑛 , 𝑦𝑛 )]
ℎ ℎ
Y1 = 𝑦0 + ℎ𝑓 [𝑥0 + 2 , 𝑦0 + 2 𝑓(𝑥0 , 𝑦0 )]
11. Write the Runge-Kutta algorithm of second order for solving y’ = f(x, y), y(x 0) = y0.
Solution:
Let h denote the interval between equidistant values of x. If the initial values are (x 0,y0),
the first increment in y is computed from the formulas.
20
 K1 = ℎ 𝑓(𝑥0 , 𝑦0 )
ℎ 𝑘1
K2 = ℎ 𝑓 (𝑥0 + 2 , 𝑦0 + ) and  y = K2
2
Then x1 = x0+h, y1 = y0+ y.
The increment is y in the second interval is computed in a similar manner using the same
three formulas, using the values x1, y1 in the place of x0, y0 respectively.

12. State the third order R.K. method algorithm to find the numerical solution of the first
order differential equation.
Solution:
To solve the differential equation y’ = 𝑓(𝑥, 𝑦) by the third order R. K. method, we use the
following algorithm.
K1 = ℎ 𝑓(𝑥, 𝑦)
ℎ 𝑘1
K2 = (𝑥 + 2 , 𝑦 + 2
)
K3 = ℎ 𝑓(𝑥 + ℎ, 𝑦 + 2𝑘2 − 𝑘1 ) and
1
 y = 6 (𝑘1 + 4𝑘2 + 𝑘3 )
𝑑𝑦
13. Write down the Runge-Kutta method formula of fourth order to solve = 𝑓(𝑥, 𝑦)
𝑑𝑥
with y(x0) = y0.
Solution:
Let h denote the interval between equidistant values of x. If the initial values are (x 0,
y0), the first increment in y is computed from the formulas.
K1 = ℎ 𝑓(𝑥0 , 𝑦0 )
ℎ 𝑘1
K2 = ℎ 𝑓 (𝑥0 + 2 , 𝑦0 + )
2
ℎ 𝑘2
K3 = ℎ 𝑓 (𝑥0 + 2 , 𝑦0 + )
2
K4 = h f(x0+ h, y0+ k3) and
1
 y = 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
Then x1 = x0+ h, y1 = y0 +  y
The increment in y in the second interval is computed in a similar manner using the same
four decimals, using the values x1, y1 in the place of x0, y0 respectively.

14. State the special advantage of Runge-Kutta method over Taylor series method (OR)
what are the distinguished properties of R.K. Methods?
Solution:

21
 Runge-Kutta methods do not require prior calculation of higher derivatives of y(x), as the
Taylor method does. Since the differential equations using in applications are often
complicated, the calculation of derivatives may be difficult.
Also the Runge-Kutta formulas involve the computation of f(x, y) at various positions,
instead of derivatives and this function occurs in the given equation.

15. Is Euler method formula, a particular case of second order Runge-Kutta method?
Solution:
Yes, Euler’s modified formula is a particular case of second order ‘Runge-Kutta method.’

16. Compare Taylor’s series and R. K. Method.

Solution:
R-K methods do not require prior calculation of higher derivatives of y(x) as the Taylor
method does.
Since the differential equations are using in applications often complicated, the calculation
of derivatives may be difficult.
Also the Runge-Kutta formulas involve the computation of f(x, y) at various positions,
instead of derivatives and this function occurs in the given equation.

17. Write Milne’s predictor corrector formula.

Solution:
Milne’s predictor formula is
4ℎ 14ℎ5
Yn+1 = 𝑦𝑛−3 + (2𝑦 ′ 𝑛−2 − 𝑦 ′ 𝑛−1 + 2𝑦 ′ 𝑛 ) + 𝑦 5 (∈1) Where ∈1 lies between xn-3 and
3 45
xn+1
Milne’s corrector formula is
ℎ ℎ5
Yn+1 = 𝑦𝑛−1 + 3 (𝑦 ′ 𝑛−1 + 4𝑦 ′ 𝑛 + 𝑦 ′ 𝑛+1 ) − 90 𝑦 5 (∈2) Where ∈1 lies between xn-1 and
xn+1

18. How many prior values are required to predict the next value in Milne’s method?
Solution:
Four prior values.

19. What is the error term in Milne’s corrector formula ?

Solution:
ℎ5
The error term is − 90 ∆4 𝑦0 ′
20. What is the error term in Milne’s predictor formula?
22
 Solution:
14ℎ5
The error term is − ∆4 𝑦0 ′
45
21. Write down Adams-Bashforth predictor method.
Solution:
Adam’s predictor corrector formulas are
ℎ
𝑦𝑘+1 , 𝑃 = 𝑦𝑘 + 24 (55𝑦𝑘 ′ − 59𝑦 ′ 𝑘−1 + 37𝑦 ′ 𝑘−2 − 9𝑦 ′ 𝑘−3 )
ℎ
𝑦𝑘+1 , 𝐶 = 𝑦𝑘 + 24 (9𝑦′𝑘+1 + 19𝑦𝑘′ − 5𝑦′𝑘−1 + 𝑦′𝑘−2 )

22. What will you do, if there is a considerable difference between predicted value and
corrected value, in predictor corrector methods?
Solution:
If there is a considerable difference between predicted value and corrected value, we take
the corrected value as the predicted value and find out the new corrected value. This process
is repeated till there is no great difference between two consecutive corrected values.
23. Compare Runge-Kutta methods and Predictor-Corrector methods for solution of initial
Value problem.
Solution:
Runge-Kutta methods
i) Runge-Kutta methods are self-starting, since they do not use information from
previously calculated points.
ii) Since these methods require several evaluations of the function f(x, y), they are
time consuming.
iii) In these methods, it is not possible to get any information about truncation error.
Predictor-Corrector methods
i) These methods require information about prior points and so they are not self
starting.
ii) In these methods, it is possible to get easily a good estimate of the truncation error.

24. What is a Predictor-Corrector method of solving a differential equation?

Solution:
Predictor-Corrector methods are methods which require the values of y at x n, xn-1, xn-
2,… for computing the value of y at xn+1. We first use a formula to find the value of y at
xn+1 and this is known as a predictor formula. The value of y so got is improved or
corrected by another formula known as corrector formula.

25. State the special advantage of R.K. method over Taylor method.
23
Solution:
R-K methods do not require prior calculation of higher derivatives of y(x) as the Taylor
method does.
Since the differential equations are using in applications often complicated, the
calculation of derivatives may be difficult.

24
 UNIT V

BOUNDARY VALUE PROBLEMS IN ORDINARY AND DIFFERENTIAL

EQUATIONS

1. State the condition for the equation.

Auxx+Buyy+Cuyy+Dux+Euy+Fu = G where A, B, C, D, E, F, G are function of x and y to
be (i) elliptic (ii) parabolic (iii) hyperbolic
Solution:
The given equation is said to be

(i) Elliptic at a point (x, y) in the plane if B2 – 4AC < 0

(ii) Parabolic if B2 – 4AC = 0
(iii) Hyperbolic if B2 – 4AC > 0

2. State the condition for the equation Auxx+2Buxy+Cuyy = f(ux , uy , x, y ) to be (i)

elliptic (ii) parabolic (iii) hyperbolic when A, B, C are functions of x and y.
Solution:
The equation is elliptic if (2B2) – 4AC < 0
i.e., B2 – 4AC < 0. It is parabolic if B2 – 4AC = 0 and hyperbolic if B2 – 4AC > 0

3. Find the region of the hyperbolic equation yuxx+uyy = 0.

Solution:
Here A = y, B = 0, C =1
B2 – 4AC = 0 – 4y = -4y
The equation is hyperbolic in the region (x, y) where B2 – 4AC > 0
i.e., -4y > 0 or y<0
It is hyperbolic in the region y<0

4. What is the classification of fx – fyy =0?

Solution:
Here A =0, B =0, C= -1
B2 – 4AC = 0 – 4 X 0 X -1 =0. So the equation is parabolic.

5. Give an example of a parabolic equaton.

25
 Solution:
𝜕𝑢 𝜕2 𝑢
The one dimensional heat equation = 𝛼 2 𝜕𝑥 2 is parabolic.
𝜕𝑡

6. State Schmidt’s explicit formula for solving heat flow equation.

Solution:
ui,j+1 =  ui+1,j+ (1-2)ui,j+  ui-1,j
1 1
If  = 2, ui,j+1 = 2[ui+1,j+ ui-1,j]

7. Write an explicit formula to solve numerically the heat equation uxx- aut =0.
Solution:
ui,j+1 =  ui+1,j+ (1-2)ui,j+  ui-1,j
where  = ℎ𝑘2𝑎 (h is the space for the variable x and k is the space in the time direction)
The above formula is a relation between the function values at the two levels j+1 and j and
is called a two level formula. The solution value at any point (i , j+1) on the (j + 1) th level
is expressed in terms of the solution values at the points(i-1, j), (i , j) and (i+1, j) on
the j th level. Such a method is called explicit formula.
𝜕𝑢 1
8. What is the value of k to solve = 2 uxx by Bender-Schmidt method with h = 1 if h and
𝜕𝑡
k are the increments of x and t respectively?
Solution:
𝜕𝑢
Given : uxx = 2
𝜕𝑡
2
Here 𝛼 = 2, h = 1.
𝑘𝛼 2 𝑘(2)
= = = 2𝑘
ℎ2 1
1 1
 = 2k = 2 , k= 4

9. What is he classification of one dimensional heat flow equation.

Solution:
𝜕2 𝑢 1 𝜕𝑢
One dimensional heat flow equation is =
𝜕𝑥 2 𝛼 2 𝜕𝑡
Here A =1 , B= 0, C =0
Therefore B2 – 4AC =0
Hence the one dimensional heat flow equation is parabolic.

10. Write down the Crank-Nicolson formula to solve ut = uxx.

Solution:

26
 1 1 1 1
 ui+1,j+1+2 ui-1,j+1 – ( + 1)ui,j+1 = − 2 ui+1,j− ui-1,j+( − 1)ui,j
2 2

11. Write down the implicit formula to solve one dimensional heat flow equation.
1
Uxx = 𝑐 2 𝑢𝑡
Solution:
1 1 1 1
 ui+1,j+1+2 ui-1,j+1 – ( + 1)ui,j+1 = − 2 ui+1,j− ui-1,j+( − 1)ui,j
2 2
12. Why is Crank Nicholson’s scheme called an implicit scheme?
Solution:
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 on the j th level.
Hence it is an implicit method.
13. What type of equations can be solved by using Crank-Nickolson’s difference formula?
Solution:
Crank-Nickolson’s difference formula is used solve parabolic equations of the form.
Uxx = aut

14. Write the Crank-Nickolson’s difference scheme to solve uxx = aut with u(0, t) = T0, u(l, t)
= T1 and the initial condition as u(x, 0) = f(x).
Solution:
The scheme is
1 1 1 1
 ui+1,j+1+2 ui-1,j+1 – ( + 1)ui,j+1 = − 2 ui+1,j− ui-1,j+( − 1)ui,j
2 2

15. For what purpose Bender-Schmidt recurrence relation is used?

Solution:
To solve one dimensional heat equation.

16. Write a note on the stability and convergence of the solution of the difference equation
corresponding to the hyperbolic equation utt = a2 uxx.
Solution:
1
For  = 𝑎 , the solution of the difference equation is stable and coincides with the solution
1
of the differential equation. For  < 𝑎 , the solution is stable but not convergent.

17. State the explicit scheme formula for the solution of the wave equation.
Solution:
The formula to solve numerically the wave equation
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 a2 uxx - utt = 0 is
ui,j+1 = 2(1- 2a2)ui,j+2a2(ui+1,j+ui-1,j)- ui,j-1
The solution value at any point (i, j+1) on the (j+1) th level is expressed in terms of solution
values on the previous j and (j-1) levels(and not interms of values on the same level). Hence
this is an explicit difference formula.

18. Write down the general and simplest forms of the difference equation corresponding to
the hyperbolic equation utt = a2 uxx.
Solution:
The equation is
ui,j+1 = 2(1- 2a2)ui,j+2a2(ui+1,j+ui-1,j)- ui,j-1
If 2 a2 = 1, coefficient of ui,j is = 0
The recurrence equation (1) takes the simplified form
ui,j+1 = ui+1,j + ui-1,j- ui,j-1
19. Write the diagonal five-point formula to solve the Laplace equation uxx+ uyy = 0.
Solution:
1
Ui,j = 4[ui-1,j-1 + ui-1,j+1 + ui+1,j-1 + ui+1,j+1]

ui,j+1
uij
ui-1,j uij ui+1,j
+
ui,j-1

𝜕2 𝑢 𝜕2 𝑢
20. Write down the standard five point formula to solve Laplace equation 𝜕𝑥 2 + 𝜕𝑦 2 = 0
Solution:
1
Ui,j = 4[ui-1,j + ui+1,j + ui,j-1 + ui,j+1]
21. Write the difference scheme for solving the Laplace equation.
Solution:
1
The five point difference formula for 2 = 0 is Ui,j = 4[ui-1,j + ui+1,j + ui,j-1 + ui,j+1]

22. What is the purpose of Liebmann’s process?

Solution:
The purpose of Liebmann’s process is to find the solution of the Laplace equation
uxx+ uyy = 0 by iteration.

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23. If u satisfies Laplace equation and u =100 on the boundary of a square what will be the
value of u at an interior grid point.

Solution:

Since u satisfies Laplace equation and u =100 on the boundary of a square.

1
Ui,j = 4[100 + 100+ 100+ 100] = 100.

24. Write the Laplace equations uxx+uyy = 0 in difference quotients.

Solution:
𝑢𝑖−1, 𝑗 −2𝑢𝑖, 𝑗 + 𝑢𝑖+1, 𝑗 𝑢𝑖, 𝑗−1 −2𝑢𝑖, 𝑗 + 𝑢𝑖, 𝑗+1
+ = 0.
ℎ2 𝑘2

25. Define a difference quotient.

Solution:
A difference quotient is the quotient obtained by dividing the difference between two
values of a function by the difference between two corresponding values of the independent
variable.

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