Compi l edby……………………. . Dept .Chemi cal Engi neer i ng 1 UNI VERSI TYOFMAI DUGURI Facul t yofSci ence DEPARTMENTOFMATHEMATI CSANDSTATI STI CS MATH309 Numer i cal Anal y si sI ( 2Uni t s) 1 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng I nt r oduct i on Manyt i mes, i ti snotpossi bl et of i ndt heexactsol ut i onoft hepr act i calpr obl em whi chhasbeen t r ansf or medi nt omat hemat i calpr obl em usi ngst andar dt echni ques.Forexampl e,t her ear e f or mul asf orsol v i ngquadr at i candcubi cpol y nomi alequat i onsbutnomuchf or mul aexi st sf or pol y nomi al equat i onsofdegr eegr eat ert hanf ourorev enf orasi mpl eequat i onsuchas x=cosx Numer i cal anal y si si nv ol v est hedev el opmentandev al uat i onofmet hodsf orcomput i ngr equi r ed numer i cal r esul t sf r om gi v ennumer i cal dat a. Pr esenceofEr r or Anexactsol ut i onandnumer i calsol ut i onsar enotsame.Thedev i at i onofnumer i calsol ut i on f r om exactsol ut i oni sknownaser r or .Thus Er r or=Exactv al ueAppr oxi mat ev al ue I ft heer r ori ssmal l t hent heappr opr i at ev al ueorcomput edv al uei sadmi ssi bl e, ot her wi sei ti st o ber ej ect ed.Er r ori ni t ssi mpl estf or m, i st hedi f f er encebet weent heexactanswerA, sayandt he ̅ comput edr esul t ,A.Hence, wecanwr i t e, ̅ Er r or=A A Si ncewear eusual l yi nt er est edwi t ht hemagni t udeorabsol ut ev al ueoft heer r orwecanal so def i ne | | Absol ut eEr r or=̅ AA I npr act i cewear eof t enmor ei nt er est edi nsocal l edr el at i v eer r ort hant heabsol ut eer r orand wedef i ne ̅ | AA| Rel at i v eEr r or= | A| Sour cesofer r ori nanycomput at i onar e 1.Humaner r or 2.Tr uncat i oner r or 3.Roundi nger r or Ty pi cal humaner r ori s 2 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Ar i t hmet i cer r or Pr ogr ammi nger r or( Bl under ) Tr uncat i onEr r or At r uncat i oner r ori spr esentwhensomei nf i ni t epr ocessi sappr oxi mat edbyaf i ni t e pr ocess.Forexampl e, consi dert heTay l orser i esexpansi on x2 xn ex =1 +x+ +… + +… n! 2! I ft hi sf or mul ai susedt ocal cul at ef=e0 +1weget n 2 3 ( ( ( 0. 1) 0. 1) 0. 1) f=1 +0. 1+ + +… + +… n! 2! 3! Thepr obl em her ei st hat ,wher edowest opt hecal cul at i on?Howmanyt er msdowei ncl ude? Theor et i cal l yt hecal cual t i onwi l lnev erst op.I fwedost opaf t erf i ni t enumberoft er ms,wewi l l notgett heex actanswer .Forexampl e,i fwet aket hef i r stf i v et er msast heappr oxi amt i onwe get , 4 2 3 ( ( ( 0. 1) 0. 1) 0. 1) ̅ f=e0.1 ≅1 +0. 1 + 2! + 3! + 4! =f ≈1. 105 Fort hi scal cul at i on, t het r uncat i oner r orTE( t hati st het er mst hathav ebeenchoppedof f )i s ̅ TE =ff Roundi ngEr r or ̅ Consi dert hecal cul at i onoffabov e; 1 =1 ( 0. 1) =0. 1 1! 2 ( 0. 1) 2! =0. 005 3 ( 0. 1) 3! =0. 0001666 4 ( 0. 1) =0. 000004166 4! 3 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ̅ Summi ngabov e =1. 105170833 =f ̅ Theexactanswert ot het r uncat edpr obl em,f, i sani nf i ni t est r i ngofdi gi t sand, assuch, i snot v er yusef ul .Wecanr oundt hi st osi xorsev endeci mal pl aces.Nowt osi xdeci mal pl acewehav e ̃ ̅ f ≈1. 105171 =f ̃ ̅ Thedi f f er encebet ween fand f ̅ ̃ f-f =0. 000000166 =RE i st her oundi nger r orRE. ⌂1⌂ METHODOFSOLVI NGANONLI NEAREQUATI ON I nt hi ssect i on, wewi l l st udymet hodsf orf i ndi ngsol ut i onsoff unct i onsofsi ngl ev ar i abl e, x x ()=0.Tof ()=0,west t hati s,v al uesofx sucht hatf i ndt her ootoff ar twi t haknown appr oxi mat esol ut i onandappl yanyoft hef ol l owi ngmet hods: BI SECTI ONMETHOD x)=0bet ( Thi smet hodconsi st si nl ocat i ngt her ealr ootoft heequat i onf weenaandb.I f x a ()i ()andf ( b)ar f scont i nuousbet weenaandb,andf eofopposi t esi gnst hent her ei sa a)beposi ( r ootbet weenaandb.Fordef i ni t eness,l etf t i v e.Thent hef i r stappr oxi mat i ont o t her ooti s x1 =a +b 2 x1)=0,t x)=0.Ot ( ( I ff henx1 i st her ootoff her wi se,t her ootl i esbet weena andx1 or x (1)i bet weenx1 andbaccor di ngl yasf sposi t i v eornegat i v e.Thenwebi sectt hei nt er v alas bef or eandcont i nuet hepr ocessunt i l t her ooti sf oundt odesi r edaccur acy . 4 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x1)= +Ve,sot ( I nt hedi agr am abov e,f hatt her ootl i esbet weenaandx1.Thent hesecond appr oxi mat i ont ot her ooti s a +x1 x2 = 2 x (2)i I ff s–Ve, t her ootl i esbet weenx1andx2.Thent het hi r dappr oxi mat i ont ot her ooti s x +x x3 = 1 2 2 andsoon. I l l ust r at i v eEx ampl e 1.Fi ndar ootoft heequat i onx34x9 =0usi ngt hebi sect i onmet hodi nf ourst ages Sol ut i on x)=x3( Letf 4x9 a)=f ( ( 2)=f 9<0 ⇒ negat i v e ( ( 3)=6>0 b)=f f t i v e ⇒ posi Thef i r stappr oxi mat i ont ot her ooti s a +b 2 +3 5 x1 = = = =2. 5 2 2 2 x1)=f ( ( 2. 5)=f 3. 375 x1)i ( Si ncef snegat i v e, t her ooti sbet weenx1andb Thesecondappr oxi mat i ont ot her ooti s 5 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x1 +b 2. 5 +3 x2 = = =2. 75 2 2 x2)=f ( ( 2. 75)=0. f 7969 x2)i ( Nowf s +Ve Thet hi r dappr oxi mat i ont ot her ooti s a +x2 2 +2. 75 = =2. 375 x 3 = 2 2 x3)=f ( ( 2. 375)=f 5. 1035 x3)=( Si ncef Vet hef our t happr oxi mat i ont ot her ooti s x3 +b 2. 375 +3 x4 = = =2. 6875 2 2 Hence, t her ooti s2. 6875appr oxi mat el y x11 =0, 2.Fi ndt her ootoft heequat i onx3cor r ectt o4deci mal usi ngbi sect i onmet hod. Sol ut i on x)=x3( Gi v enf x11 =0 Leta=2andb =3 a)=f ( ( 2)=f 5<0 ( negat i v e) ( ( 3)=13<0 b)=f f ( posi t i v e) The1stappr oxi mat i ont ot her ooti s a +b 2 +3 x1 = = =2. 5 2 2 x1)=f ( ( 2. 5)=2. f 125 x (1)i Si ncef s +Ve, t her ootl i esbet weenaandx1 The2ndappr oxi mat i ont ot her ooti s a +x1 2 +2. 125 = =2. 0625 x2 = 2 2 x2)=( 4. 2888 ∴ f x2)i ( Si ncef s–Ve, t her ootl i esbet weenx2andb The3r dappr oxi mat i ont ot her oot…. x2 +b 2. 0625 +3 x3 = = =2. 5313 2 2 6 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x3)=2. ( Now f 6880 Ther ef or e, t her ootl i esbet weenx2andx3 The4t happr oxi mat i oni s x2 +x3 2. 0625 +2. 5313 x4 = = =2. 2969 2 2 x4)=f ( ( 2. 2969)=Al so, f 1. 1790 The5t happr oxi mat i ont ot her ooti s x3 +x4 2. 5313 +2. 2969 x5 = = =2. 4141 2 2 x5)=0. ( 6550 f x4 +x5 2. 2969 +2. 4141 x6 = = =2. 3555 2 2 x6)= ( f 0. 2863 x x6 2. 4141 +2. 3555 5 + x7 = = =2. 3848 2 2 x7)=0. ( f 1782 x6 +x7 2. 3555 +2. 3848 x8 = = =2. 3702 2 2 x8)= ( 0. 0548 f x x8 2. 3848 +2. 3702 7 + x9 = = =2. 3775 2 2 x9)=0. ( f 0613 x8 +x9 2. 3702 +2. 3775 x10 = = =2. 3739 2 2 x10)=0. ( 0040 f x8 +x10 2. 3702 +2. 3739 x11 = = =2. 3721 2 2 x11)= ( 0. 0246 f x10 +x11 2. 3739 +2. 3721 x12 = = =2. 3730 2 2 x12)= ( 0. 0103 f x10 +x12 2. 3739 +2. 3730 = =2. 37345 x13 = 2 2 x13)= ( 0. 00318 f x10 +x13 2. 3739 +2. 37345 x14 = = =2. 37368 2 2 x14)=0. ( 00048 f x13 +x14 2. 37345 +2. 37368 x15 = = =2. 37357 2 2 7 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x15)= ( 0. 00127 f x14 +x15 2. 37368 +2. 37357 x16 = = =2. 37363 2 2 3736 x16 ≈2. Not ex 15 ≈ Hencet her ooti s2. 3736 3.Fi ndt heposi t i v er ootofx3x=1cor r ectt of ourdeci mal pl acesbybi sect i onmet hod. Sol ut i on: x)=x3( Letf x1 ( 0)=03f 01 =1 =v e ( 1)=13f 11 =1 =v e ( 2)=23f 21 =5 = +v e 1 +2) Sor ootl i esbet ween1and2, wecant ake( / 2asi ni t i al r ootandpr oceed. ( 1. 5)=0. i . e. ,f 8750 = +v e ( 1)=f 1 =v e Sor ootl i esbet ween1and1. 5, Letx0 =( ni t i al r ootandpr oceed. 1 +1. 5) / 2asi ( 1. 25)=f 0. 2969 Sor ootl i esbet weenx1bet ween1. 25and1. 5 / 2 =1. 3750 Nowx1 =( 1. 25 +1. 5) ( 1. 375)=0. f 2246 = +v e Sor ootl i esbet weenx2bet ween1. 25and1. 375 / 2 =1. 3125 Nowx2 =( 1. 25 +1. 375) ( 1. 3125)=f 0. 051514 =v e Ther ef or e, r ootl i esbet ween1. 375and1. 3125 Nowx3 =( 1. 375 +1. 3125) / 2 =1. 3438 ( 1. 3438)=0. f 082832 = +v e Sor ootl i esbet ween1. 3125and1. 3438 8 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Nowx4 =( 1. 3125 +1. 3438) / 2 =1. 3282 ( 1. 3282)=0. f 014898 = +v e Sor ootl i esbet ween1. 3125and1. 3282 Nowx5 =( 1. 3125 +1. 3282) / 2 =1. 3204 ( 1. 3204)=f 0. 018340 =v e Sor ootl i esbet ween1. 3204and1. 3282 Nowx6 =( 1. 3204 +1. 3282) / 2 =1. 3243 ( 1. 3243)=f v e Sor ootl i esbet ween1. 3243and1. 3282 Nowx7 =( 1. 3243 +1. 3282) / 2 =1. 3263 ( 1. 3263)= +v f e Sor ootl i esbet ween1. 3243and1. 3263 Nowx8 =( 1. 3243 +1. 3263) / 2 =1. 3253 ( 1. 3253)= +v f e Sor ootl i esbet ween1. 3243and1. 3253 Nowx9 =( 1. 3243 +1. 3253) / 2 =1. 3248 ( 1. 3248)= +v f e Sor ootl i esbet ween1. 3243and1. 3248 Nowx10 =( 1. 3243 +1. 3248) / 2 =1. 3246 ( 1. 3246)=f v e Sor ootl i esbet ween1. 3248and1. 3246 Nowx11 =( 1. 3248 +1. 3246) / 2 =1. 3247 ( 1. 3247)=f v e Sor ootl i esbet ween1. 3247and1. 3248 Nowx12 =( 1. 3247 +1. 3248) / 2 =1. 32475 Ther ef or e, t heappr oxi mat er ooti s1. 32475 9 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 4.Fi ndt heposi t i v er ootofxcosx=0bybi sect i onmet hod. Sol ut i on x)=xLetf cosx ( f cos0 =01 =1 =v e ( 0)=0f 5cos( 0. 37758 =v e ( 0. 5)=0. 0. 5)=f cos( 42970 = +v e ( 1)=11)=0. Sor ootl i esbet ween0. 5and1 Letx0 =( ni t i al r ootandpr oceed 0. 5 +1) / 2asi f 75cos( 018311 = +v e ( 0. 75)=0. 0. 75)=0. Sor ootl i esbet ween0. 5and0. 75 x1 =( 0. 5 +0. 75) / 2 =0. 625 f 625cos( 0. 18596 ( 0. 625)=0. 0. 625)=Sor ootl i esbet ween0. 625and0. 750 x2 =( 0. 625 +0. 750) / 2 =0. 6875 ( 0. 6875)=f 0. 085335 Sor ootl i esbet ween0. 6875and0. 750 x3 =( 0. 6875 +0. 750) / 2 =0. 71875 f 71875cos( 0. 033879 ( 0. 71875)=0. 0. 71865)=Sor ootl i esbet ween0. 71875and0. 750 / 2 =0. 73438 x4 =( 0. 71875 +0. 750) ( 0. 73438)=f 0. 0078664 =v e Sor ootl i esbet ween0. 73438and0. 750 742190 x5 =0. ( 0. 742190)=0. f 0051999 = +v e x6 =( 0. 73438 +0. 742190) / 2 =0. 73829 10 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ( 0. 73829)=f 0. 0013305 Sor ootl i esbet ween0. 73829and0. 74219 x7 =( 0. 73829 +0. 74219) / 2 =0. 7402 f 7402cos( 0018663 ( 0. 7402)=0. 0. 7402)=0. Sor ootl i esbet ween0. 73829and0. 7402 73925 x8 =0. ( 0. 73925)=0. f 00027593 7388 x9 =0. Ther ooti s0. 7388 x1)= +Ve, ( I nsummar y :I ff x1)=( Ve, I ff x2)= +Ve, ( I ff x2)=( Ve, I ff a +x1 x2 = 2 x +b x2 = 1 2 a +x2 x3 = 2 x +b x3 = 2 2 andt hepr ocesscont i nuesunt i l anyt woconsecut i v ev al uesar eequal andhencet her oot . METHODOFFALSEPOSI TI ONORREGULARFALSIMETHOD x0)andf x1)ar ( ( Her e, wechooset wopoi nt sx0 andx ucht hatf eofopposi t esi gns, t hati s, t he 1s gr aphofy=f ossest hexaxi sbet weent hesepoi nt s. ( x)cr 11 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Fi gur e1 x0) x1)<0. ( ( Thi si ndi cat est hatar ootl i esbet weenx0andx1consequent l yf f x0) x1) x0,f f x ( ( Theequat i onoft hechor dj oi ni ngt hepoi ntA[ sobt ai nedasf ol l ows: ]i ]andB[ 1, Sl ope, m ofAB x0) x1)y y ( ( f 2 1 f = = x2x1 x1x0 Usi ngf or mul af orequat i onofast r ai ghtl i ne y y=m( xx1) weget 1 x0) x1)( ( f f xx0) ( x1x0 x0)= ( yf Theabsci ssaoft hepoi ntwher et hechor dcut st hexaxi s( sgi v enby y=0)i x0) x1)( ( f f x2x0) ( x1x0 x0) x1x0) f ( ( =x x0 2x x (1)(0) f f xx x0) x2 =x0- 1 0 f ( x x ( ) ( ) f1 f0 x0)= ( 0f whi chi st heappr oxi mat i ont ot her oot . Al t er nat i v epr oof : I nt hebi sect i onmet hod,wei dent i f ypr operv al uesx0 ( l owerboundv al ue)andx1 ( upperbound x0) x1)<0. ( ( v al ue)sucht hatf f Thenextpr edi ct ed/ i mpr ov edr ootx2canbecomput edast hemi dpoi ntbet weenx0andx1as x0 +x1 x2 = 2 Thepr ocedur ei sr epeat edunt i l t heconv er gencei sachi ev ed( sucht hatt henewl owerandupper boundsar esuf f i ci ent l ycl oset oeachot her ) . 12 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Basedont wosi mi l art r i angl es, showni nFi gur e2, oneget s x0) 0x1) ( ( 0f f = x2x0 x2x1 x x x x x x (2 0) (1)=(2 1) (0) f f x0)x0) x1)x1)=x2f x2f x0f x1f ( ( ( ( x x0) x1)x1)x2f x2f x0f x1f ( ( ( ( 0)= x0) x0) x1)x1)x2{ x1f ( ( ( ( f f }=x0f x0) x1)xf x1f ( ( x2 = 0 x0) x1)( ( f f i st heappr oxi mat i ont ot her oot Thi scanal sobewr i t t enas x0)xx xx x1) xf x0f ( ( or x =x - 1 0 f or x =x - 0 1 f x x1) ( ) ( 0 1 2 0 2 x x x x x x (1)(0) (0)(1) f f f f (0)(1) f f x2 = 1 Fal sePosi t i onAl gor i t hm x)=0ar ( Thest epst oappl yt ot hef al seposi t i onmet hodt of i ndt her ootoft heequat i onf eas f ol l ows. x0) x1)<0,ori ( ( f 1.Choosex0 a ndx1 ast woguessesf ort her ootsucht hatf not herwor ds, x)changessi ( f gnbet weenx0a ndx1. x)=0as ( 2.Est i mat et her oot , heequat i onf x2oft x0) x1)xf x1f ( ( x0) x1)( ( f f x2 = 0 3.Nowcheckt hef ol l owi ng x x (0) (2)<0, f I ff t hent her ootl i esbet weenx0a ndx2;t henx0 =x0andx1 =x2. x x (0) (2)>0, f I ff t hent her ootl i esbet weenx2a ndx1;t henx0 =x2andx1 =x1. x0) x2)=0, ( ( I ff f t hent her ooti sx2.St opt heal gor i t hm 4.Fi ndt henew est i mat eoft her oot 13 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x0) x1)xf x1f ( ( x0) x1)( ( f f x2 = 0 Fi ndt heabsol ut er el at i v eer r oras | | xnew xold εa|= 2 new2 ×100 | x2 n e w wher e x2 = est i mat edr ootf r om pr esenti t er at i on x2old =est i mat edr ootf r om pr ev i ousi t er at i on 5.Compar et heabsol ut er el at i v eappr oxi mat eer r or| t ht hepr especi f i edr el at i v eer r or εa|wi t ol er anceεs.I f| t hengot ost ep3, el sest opt heal gor i t hm. εa|>εs, 2x5byt Exampl e1:Fi ndar ealr ootoft heequat i onx3hemet hodoff al seposi t i on,cor r ectt o t hr eedeci mal pl aces. Sol ut i on x)=x3( Letf 2x5 Wechoosex0 =2andx1 =3 x0)=f ( ( 2)=f 1<0 x1)=f ( ( 3)=16>0 f Theappr oxi mat i ont ot her ooti s x1x0 x0)=2 +1 =2. x2 =x0f 0588 ( x0) x1)17 ( ( f f x2)=f ( ( 2. 0588)=Nowf 0. 3911 x x (0) (2)=((1) 0. 3911)>0, Andf f t hati s, t her ootl i esbet weenx2andx1 0588 ∴New x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 3911 x ( ) f 1 =16 32. 0588 0. 3681 05880588 + =2. 0813 x3 =2. (0. 3911)=2. 1 6 . 3911 (160. 3911) x2)=( 0813; Taki ngx2 =2. f 0. 1468 x x (0) (2)=((0. 3911) 0. 1468)>0, Si ncef f t her ootl i esbet weenx2andx1 0813 ∴New x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 1468 x1)=16 ( f 32. 0813 0. 1349 x4 =2. 08130813 + =2. 0897 (0. 1468)=2. 16. 1468 16(0. 1468) 0928 , x6 =2. 0939 , Repeat i ng t hi s pr ocess,t he successi v e appr oxi mat i ons ar e x5 =2. 0943,x8 =2. 0945.Forx9t x7 =2. her ootr epeati t sel fmaki ngx8 =x9. Hencet her ooti s2. 095cor r ectt o3deci mal pl aces. No.of i t er at i on x0 x1 Tabl eSummar y x0) ( f 14 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x1) ( f x2 x2) ( f 1 2 3 1 16 2. 0588 0. 3911 2 2. 0588 3 0. 3911 16 2. 0813 0. 1468 3 2. 0813 3 0. 1468 16 2. 0897 0. 0540 4 2. 0897 3 0. 0540 16 2. 0928 0. 0195 5 2. 0928 3 0. 0195 16 2. 0939 0. 0073 6 2. 0939 3 0. 0073 16 2. 0943 0. 0028 7 2. 0943 3 0. 0028 16 2. 0945 0. 0006 8 2. 0945 3 0. 0006 16 2. 0945 Theansweri s2. 095appr oxi mat el y 2 x)=( ( ( x4) x+2)=0,usi 2. 5 and Exampl e2:Fi ndt her ootoff ngt hei ni t i alguessesofx0 =1. 0, x1 =andapr especi f i edt ol er anceofεs =0. 1% Sol ut i on Thei ndi v i duali t er at i onsar enotshownf ort hi sexampl e,butt her esul t sar esummar i zedi nt he Tabl ebel ow.I tt akesf i v ei t er at i onst omeett hepr especi f i edt ol er ance. I t er at i on x0 x1 x0) ( f x1) ( f x2 εa| | % 1 2. 5 1 21. 13 25. 00 1. 813 N/ A 2 2. 5 1. 813 21. 13 6. 319 1. 971 8. 024 3 2. 5 1. 971 21. 13 1. 028 1. 996 1. 229 4 2. 5 1. 996 21. 13 0. 1542 1. 999 0. 1828 5 2. 5 1. 999 21. 13 0. 02286 2. 000 0. 02706 | | | | xnew xold 2. 000(1. 999) εa|= 2 new2 ×100 = | ×102 =0. 05 x2 2. 000 Now,| ooti sεa|>εs ∴Ther 2 2m ε | | Al so, a ≤0. 5×10 0. 02706≤0. 5×102-m m ≤3. 2666 [ mi st heno.ofsi gni f i cantdi gi t st hatar eatl eastcor r ecti nt hel asti t er at i v enumber ] Hence, 3si gni f i cantdi gi t scanbet r ust edt obeaccur at e. 00i So x=2. scor r ect Exampl e3: Fi ndar ootoft hef ol l owi ngbyFal seposi t i onmet hod; ( i )x=cosx ( i i )xl 2 og10x =1. Sol ut i on: 15 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ( i ) Gi v en x=cosx [ Not e: angl e‘ x’ i st akeni nr adi ans] x)=xLetf cosx ( 5andx1 =1 Choosi ngx0 =0. x (0)=f ( 0. 5)=f 0. 377583 x1)=f ( ( 1)=0. f 459698 Theappr oxi mat i ont ot her ooti s 10. 5 5725482 x2 =0. (0. 377583)=0. 0. 377583) 0. 459698(- x2)=f ( ( 0. 725482)=So, f 0. 022698 x x (0) (2)=((0. 377583) 0. 022698)>0; Si ncef f t her ootl i esbet weenx2andx1; 725482 x0 =x2 =0. x1 =x1 =1 x0)=( f 0. 022698 x (1)=0. f 459698 10. 725482 x3 =0. 725482738399 (0. 022698)=0. 0. 022698) 0. 459698(x2)=f ( ( 0. 738399)=So, f 0. 001148 x x (0) (2)=((0. 022698) 0. 001148)>0; Si ncef f t her ootl i esbet weenx2andx1; 738399 x0 =x2 =0. x1 =x1 =1 x0)=( f 0. 001148 x1)=0. ( f 459698 10. 738399 x4 =0. 738399739051 (0. 001148)=0. 0. 001148) 0. 459698(x2)=f ( ( 0. 739051)=So, f 0. 000057 x0) x2)=(( ( (0. 001148) 0. 000057)>0; Si ncef f t her ootl i esbet weenx2andx1; 739051 x0 =x2 =0. x1 =x1 =1 x0)=( f 0. 000057 x1)=0. ( f 459698 10. 739051 x5 =0. 739051739083 (0. 000057)=0. 0. 000057) 0. 459698(x2)=f ( ( 0. 739083)=So, f 0. 000004 x x (0) (2)=((0. 000057) 0. 000004)>0; Si ncef f t her ootl i esbet weenx2andx1; x0 =x2 =0. 739083 x1 =x1 =1 x0)=( f 0. 000004 x1)=0. ( f 459698 10. 739083 x6 =0. 739083739085 (0. 000004)=0. 0. 000004) 0. 459698(7391 Hencet her ooti s ≈0. 16 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ( i i ) Gi v en xl og10x =1. 2 x)=xl f 1. 2 og10x( Choosi ngx0 =2andx1 =3 x0)=f ( ( 2)=f 0. 597940 x ( ) ( ) f 1 =f3 =0. 231364 Theappr oxi mat i ont ot her ooti s x0) x1)xf x1f ( ( x2 = 0 x0) x1)( ( f f 0. 462728 +1. 793820 x2 = =2. 721014 0. 829304 x2)=( So, f 0. 017091 x0) x2)=(( ( (0. 597940) 0. 017091)>0; Si ncef f t her ootl i esbet weenx2andx1; 721014 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 017091 x1)=0. ( f 462728 ( ( 2. 721014) 0. 462728)0. 017091) 3(x3 = =2. 730951 0. 462728(0. 017091) x2)=f ( ( 2. 730951)=So, f 0. 008448 x0) x2)=(( ( (0. 017091) 0. 008448)>0; Si ncef f t her ootl i esbet weenx2andx1; 730951 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 008448 x1)=0. ( f 462728 ( ( 2. 730951) 0. 462728)0. 008448) 3(x4 = =2. 735775 0. 462728(0. 008448) x2)=f ( ( 2. 735775)=So, f 0. 004246 x x ( ) ( ) ( ) ( 0. 008448 0. 004246)>0; Si ncef 0 f 2 = t her ootl i esbet weenx2andx1; 735775 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 004246 x1)=0. ( f 462728 ( ( 2. 735775) 0. 462728)0. 004246) 3(x5 = =2. 738177 0. 462728(0. 004246) x2)=f ( ( 2. 738177)=So, f 0. 002153 x x (0) (2)=((0. 004246) 0. 002153)>0; Si ncef f t her ootl i esbet weenx2andx1; x0 =x2 =2. 738177 x1 =x1 =3 x0)=( f 0. 002153 x (1)=0. f 462728 ( ( 2. 738177) 0. 462728)0. 002153) 3(x6 = =2. 739390 0. 462728(0. 002153) 17 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x2)=f ( ( 2. 739390)=So, f 0. 001095 x0) x2)=(( ( (0. 002153) 0. 001095)>0; Si ncef f t her ootl i esbet weenx2andx1; 739390 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 001095 x1)=0. ( f 462728 ( ( 2. 739390) 0. 462728)0. 001095) 3(x7 = =2. 740005 0. 462728(0. 001095) x2)=f ( ( 2. 740005)=So, f 0. 000559 x x (0) (2)=((0. 001095) 0. 000559)>0; Si ncef f t her ootl i esbet weenx2andx1; 740005 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 000559 x1)=0. ( f 462728 ( ( 2. 740005) 0. 462728)0. 000559) 3(x8 = =2. 740319 0. 462728(0. 000559) x2)=f ( ( 2. 740319)=So, f 0. 000285 x x (0) (2)=((0. 000559) 0. 000285)>0; Si ncef f t her ootl i esbet weenx2andx1; 740319 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 000285 x (1)=0. f 462728 ( ( 2. 740319) 0. 462728)0. 000285) 3(x9 = =2. 740479 0. 462728(0. 000285) x2)=f ( ( 2. 740479)=So, f 0. 000146 x x (0) (2)=((0. 000285) 0. 000146)>0; Si ncef f t her ootl i esbet weenx2andx1; 740479 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 000146 x1)=0. ( f 462728 ( ( 2. 740479) 0. 462728)0. 000146) 3(x10 = =2. 740561 0. 462728(0. 000146) x2)=f ( ( 2. 740561)=So, f 0. 000074 x0) x2)=(( ( (0. 000146) 0. 000074)>0; Si ncef f t her ootl i esbet weenx2andx1; 740561 x0 =x2 =2. x1 =x1 =3 x0)=( f 0. 000074 x1)=0. ( f 462728 ( ( 2. 740561) 0. 462728)0. 000074) 3(x11 = =2. 740602 0. 462728(0. 000074) x2)=f ( ( 2. 740602)=So, f 0. 000038 18 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x0) x2)=(( ( (0. 000074) 0. 000038)>0; Si ncef f t her ootl i esbet weenx2andx1; x0 =x2 =2. 740602 x1 =x1 =3 x0)=( f 0. 000038 x1)=0. ( f 462728 ( ( 2. 740602) 0. 462728)0. 000038) 3(x12 = =2. 740623 0. 462728(0. 000038) The11thand12thi t er at i onar eal mostt hesame.Hencet her ooti s ≈2. 7406 NEWTONRAPHSONMETHOD I ti sal soknownasNewt on’ sMet hodorSuccessi v eSubst i t ut i onMet hod. Letx0beagoodest i mat eofrandl etr=x0 +h.Si ncet het r uer ooti sr , andh =rx0, t henumber eshowf art heest i mat ex0i sf r om t het r ut h. hmeasur Si ncehi s‘ smal l ’ , wecanuset hel i near( t angentl i ne)appr oxi mat i ont oconcl udei t sv al ue. x0 +h)byTay Expandi ngf l orser i esweobt ai n ( h2 ''x 'x x0)+hf x0 +h)=f ( (0)+ f (0)+… + =0 ( f 2! Negl ect i ngt hesecondandhi gheror derder i v at i v esoft heequat i onweobt ai n 'x x0)+hf ( (0)=0 f x0) ( f whi chgi v es h ≈-' x0) ( f x0) ( f I tf ol l owst hat r=x0 +h ≈x0-' x0) ( f Ournewi mpr ov edest i mat ex1ofri st her ef or egi v enby x0) ( f x1 =x0'x (0) f Thenextest i mat ex2i sobt ai nedf r om x1i nexact l yt hesamewayasx1wasobt ai nedf r om x0: x1) ( f x2 =x1'x (1) f Cont i nuei nt hi sway .I fxni st hecur r entest i mat e, t hent henextest i mat exn +1i sgi v enby x (n) f xn +1 =xn'x (n) f whi chi st heNewt onRaphsonFor mul a AGeomet r i cI nt er pr et at i onoft heNewt onRaphsonI t er at i on I nt hi spi ct ur ebel ow,t hecur v ey=f st hexaxi sat. hecur r entest i mat eof. rLetabet r ( x)meet Thet angentl i net oy=f hepoi nt( a,f ( a) )hasequat i on ( x)att ' a)+( xa) a) ( ( y=f f Letbbet hexi nt er ceptoft het angentl i ne.Then a) ( f b =a-' a) ( f 19 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng sj ustt he‘ next ’ Newt onRaphsonest i mat eof. bi r 2x5 =0 Exampl e1: UseNewt onRaphsonmet hodt of i ndar ootoft heequat i onx3Sol ut i on ' x)=3x2x)=x3( ( f 2x5 =0 and f 2 xn) ( f Usi ng xn +1 =xn'x (n) f 'x x (0)=10 ( Choosi ngx0 =2, weobt ai nf 1andf 0)=1 ∴ x1 =2-- =2. 1 10 2 3 'x x1)=( (1)=3( 2. 1) ( 2. 1) 2. 1)Nowf 2 =11. 23 2( 5 =0. 061and f 0. 061 Hence x2 =2. 1=2. 094568 11. 23 I tshowst hat ,compar et opr ev i ousexampl esi nt heot heri t er at i onmet hod,Newt onRaphson met hodconv er gesmor er api dl yt ot hedesi r edr oot . ( ) x1 =0cor Exampl e2:UseNewt on’ sMet hodt of i ndt heonl yr ealr ootoft heequat i onx3r ectt o 9deci mal pl aces. ' x x)=x3( )=3x2( ( ( 1)=2)=5,t x1andf 1andf Wehav ef 1.Si ncef hef unct i onhasa r ooti nt hei nt er v al[ 1,2]si ncet hef unct i onchangessi gnbet ween[ 1,2] .Letusmakeani ni t i al guessx0 =1. 5. Newt on’ sf or mul aher ei s 1 2x3 +1 x3xxn +1 =xn-n n = n 3xn21 3xn21 5, So, wi t hourv al ueofx0 =1. ourappr oxi mat i onf orx1i sgi v enby 3 1. 5) 2( +1 x1 = ≈1. 347826087 2 1. 5) 3( 1 3 2( +1 1. 347826087) x2 = =1. 325200399 2 3( 1 1. 347826087) 3 2( +1 1. 325200399) x3 = =1. 324718174 2 3( 1 1. 325200399) 3 2( +1 1. 324718174) x4 = =1. 324717957 2 3( 1 1. 324718174) 3 2( +1 1. 324717957) x5 = =1. 324717957 2 3( 1 1. 324717957) 20 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 324717957cor Ther ef or e r=1. r ect l yr oundedt o9deci mal pl aces Exampl e3:Usi ngNewt onRaphsonmet hod,ev al uat et ot wodeci malf i gur es,t her ootoft he equat i onex =3xl y i ngbet ween0and1. x)=ex( Sol ut i on:f 3x ( ) f0 =1 ( 1)=e1f 3 =0. 2817 Themi ddl epoi ntoft hei nt er v al ( 0, 1)i s0. 5 'x x x ( ) n Letx0 =0. =ex 3 5;f 3xn;f (n)=e n n xn) ex -3xn xnex -ex ( f =xn= x ∴x xnn +1 = x 'x e3 (n) e -3 f x x x0e -e 0. 5e0.5 -e0.5 = =0. 6101 x1 = x e3 e0.5 -3 x x x1e -e 0. 6101e0.6101 -e0.6101 = =0. 6190 x2 = x e3 e0.6101 -3 x x x2e -e 0. 6190e0.6190 -e0.6190 x3 = x = =0. 6191 0. 6190 e3 -3 e n n n 0 n n 0 0 1 1 1 2 2 2 3 Exampl e4:Wr i t et heNewt onRaphsonpr ocedur ef orf i ndi ng N, wher eNi sar ealnumber .Use 3 i tt of i nd 18cor r ectt o2deci mal s, assumi ng2. 5ast hei ni t i al appr oxi mat i on. 3 Sol ut i on: Letx= N x3 =Norx3N =0 ' x)=3x2 x)=x3( ( Letf N =0 f ByNewt onRaphsonMet hod, xn) ( f xn +1 =xn'x (n) f 3 xn -N 2xn3 +N =xn= , n =0, 1, 2, … 3xn2 3xn2 5 LetN =18,x=appr oxi mat ecuber ootof18 =2. 3 2( +18 2. 5) =2. 62667 x1 = 2 2. 5) 3( 3 2( +18 2. 62667) x2 = =2. 62075 2 2. 62667) 3( 3 2( +18 2. 62075) x3 = =2. 62074 2 3( 2. 62075) 3 62074 ∴ 18 =2. Exampl e5: Comput et her eci pr ocal ofAi . e.1usi ngNewt onRaphsonmet hodi fA =3 A Sol ut i on 1 Letx= x-1 =A x-1A =0 A 1 ' x)=-2 x)=x-1( ( A =0 f Letf x 21 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng xn) ( f x-1A ∴ xn +1 =xn=xn=2xnAxn2 'x 1 ( ) fn x2 25 ForA =3 & Choosi ngx0 =0. 2 3( =0. 3125 x1 =2( 0. 25)0. 25) 2 x2 =2( 3( =0. 3320 0. 3125)0. 3125) 2 x3 =2( 3( 3333 0. 3320)0. 3320) =0. 1 Not et hat0. 3333i st he4di gi tappr ox i mat i onof ( cor r ectupt o4deci mal f i gur es) . 3 AModi f i edNewt onMet hodf orMul t i pl eRoot s Thi si sal socal l edGener al i sedNewt on’ sMet hod. x)=0wi ( I fx* i sar ootoff t hmul t i pl i ci t yP,t hent hei t er at i onf or mul acor r espondi ngt o t heequat i oni st akenas xn) ( f xn +1 =xnP 'x (n) f 1'x (0)i whi chmeanst hat f st hesl opeoft hest r ai ghtl i nepassi ngt hr ough( andi nt er sect i ng xn y n) P t hexaxi satt hepoi nt( . xn +1,0) ' * x)=0wi x)=0wi ( ( Si ncex i st her ootoff t hmul t i pl i ci t yP, i tf ol l owst hatx*i sal soar ootoff t h ' ' x ( ) mul t i pl i ci t y( nar ootoff =0 wi t hmul t i pl i ci t y( he P1),agai P2) andsoon.Hencet expr essi on 'x 'x x0) ( f (0) (0) f f P , x0, x0x0( ) ( ) P1 P2 'x ' ' ' ' x0) x0) (0) f f( f( musthav et hesamev al uei far ootwi t hmul t i pl i ci t yP,pr ov i dedt hatt hei ni t i alappr oxi mat i onx0 i schosensuf f i ci ent l ycl oset ot her oot . x)=x3( Exampl e: Fi ndt hedoubl er ootoft heequat i onf x+1 =0 x28, Sol ut i on: Choosi ngx0 =0. wehav e, ' ' ' x)=3x2x)=6x( ( 2x1 and f 2 f Mul t i pl i ci t yP =2; x ( f 0) 0. 072 x02 =0. 82 =1. 012 'x (0) (0. 68) f 'x 'x 'x (0) (0) (0) f f f x0and =0. 8=0. 8( ( P1)'' 21)'' ' ' x0) x0) x0) f( f( f( (0. 68) =0. 8=1. 043 2. 8 Thecl osenessoft hesev al uesi ndi cat est hatt her ei sadoubl er ootnear eruni t y .Fort henext appr oxi mat i onwechoosex1 =1. 01andobt ai n x1) ( f x12 =1. 010. 0099 =1. 0001 'x (1) f 'x (1) f x1and =1. 010. 0099 =1. 0001 ' 'x f(1) 0001whi Weconcl udet her ef or et hatt her ei sadoubl er ootatx=1. chi ssuf f i ci ent l ycl oset ot he act ual r ootuni t y . 22 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng SECANTMETHOD Themaj ordi sadv ant ageoft heNewt onMet hodi st her equi r ementoff i ndi ngt hev al ueoft he der i v at i v eof f oxi mat i on.Ther ear ef unct i onsf orwhi cht hi sj obi sei t her ( x) ateachappr ext r emel ydi f f i cul t( i fnoti mpossi bl e)ort i meconsumi ng.A wayouti st oappr oxi mat et he der i v at i v ebyknowi ng t hev al uesoft hef unct i onatt hatand t hepr eci ousappr oxi mat i on. ' xn)andf xn-1) xn)as: Knowi ngf , wecanappr oxi mat ef ( ( ( xn)xn-1) f f ( ( ' xn)≈ x f ( n x n1 Then, t heNewt oni t er at i onsi nt hi scasebecome: xn) ( f xn +1 =xn' ( xn) f xnxn-1) xn) ( ( f ≈xnxn)xn-1) f f ( ( Thi sconsi der at i onl eadst ot heSecantmet hod Al gor i t hm oft heSecantMet hod: x)-Thegi ( I nput s: f v enf unct i on x0, x1-Thet woi ni t i al appr oxi mat i onsoft her oot r ort ol er ance ∈-Theer N-Themaxi mum numberofi t er at i ons Out put s:Anappr oxi mat i ont ot heexactsol ut i onunt i l t hest eppi ngcr i t er i ai smet . x x (n)andf (n-1) Comput ef Comput et henextappr oxi mat i on: xnxn-1) xn) ( ( f x xnn +1 = xn)xn-1) f f ( ( xn +1xn|< ∈, Testf orconv er genceormaxi mum numberofi t er at i ons: I f| St op. Not e: Thesecantmet hodneedst woappr oxi mat i onsx0andx1t ost ar twi t h, wher east heNewt on x0. met hodj ustneedsone, namel y , Exampl e:Appr oxi mat et hePosi t i v eSquar eRootof2,choosi ngx0 =1. Dof our 5 andx1 =1 ( i t er at i ons) . x)=x2 ( Sol ut i on: f I ni t i al appr oxi mat i ons: x0 =1. 5andx1 =1 xnxn-1) xn) ( ( f For mul at obeused: xn +1 =xnxn)xn-1) f f ( ( . x1x x1) ( ( ((1) 0. 5) f 0) 0. 5 =1=1 + =1. 4 x2 =x1x1)10. 25 1. 25 x0) f f ( ( x2) x2x1) ( ( (( 0. 04) 0. 4) f =1. 4=1. 4167 x3 =x2-x2)f f ( (x1) 1) 0. 04)( ( 23 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x3) x3x2) ( ( f =1. 4142 x4 =x3x x ( ) ( ) f3 f2 x x3) x (4) (4f x5 =x4=1. 4142 x x4)( ( ) f f 3 Not e:Bycompar i ngt her esul t soft hi sexampl ewi t ht hoseobt ai nedbyt heNewt onmet hod,we seet hati tt ook4i t er at i onsbyt hesecantmet hodt oobt ai na4di gi taccur acyof 2 =1. 4142; wher easf ort heNewt onmet hod, t hi saccur acywasobt ai nedj ustaf t er2i t er at i ons. I ngener al , t heNewt onmet hodconv er gesf ast ert hant hesecantmet hod. AGeomet r i cI nt er pol at i onoft heSecantMet hod x2i st hexi nt er ceptoft hesecantl i nepassi ngt hr ough( . x0) x1) x,f x,f ( ( ) )and( 0 1 x3i st hexi nt er ceptoft hesecantl i nepassi ngt hr ough( .Andso x2) x1) x2,f x1,f ( ( )and( ) on. Not e: Thati swhyt hemet hodi scal l edt heSecantMet hod. FI XEDPOI NTI TERATI ON Def i ni t i on: Anumberξi saf i xedpoi ntofaf unct i ong( fg( . x)i ξ )=ξ x)=0i ( Supposet hatt heequat i onf swr i t t eni nt hef or m x=g( ; t hati s, x) x x f g()=0 -( 1) ()=xx)=0because ( Thenanyf i xedpoi ntξofg( sar ootoff x)i ξ ξ f g( ξ=0 ( )=ξ)=ξSt ar twi t hani ni t i al guessx0oft her ootandf or m asequence{ i nedby xn}def xn +1 =g( xn) , n =0, 1, 2, … -( 2) x)=0 ( I ft hesequence{ er ges, t henl l l bear ootoff i m xn =ξwi xn}conv n→ Ther ear emanyway sofdoi ngt hi s.Forexampl e, t heequat i onx3 +x21 =0canbeexpr essedas 1 - ( a)x=( 1 +x)2 1 2 ( b)x=( x3) 1- 24 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 1 3 ( c)x=( et c x2) 1Letx0 beanappr oxi mat ev al ueoft hedesi r edr ootx*.Put t i ngi tf orxont her i ghtsi deof equat i on( 2) , weobt ai nt hef i r stappr oxi mat i on x1 =g( x0) Thesuccessi v eappr oxi mat i onsar et hengi v enby x2 =g( x1) x3 =g( x2) …………. xn-1) xn =g( …………. xn +1 =g( xn) xndoesnotal Thesequencex0 ,x1,x2 , …, way sconv er get ot her ootx*.Thef ol l owi ngt heor em gi v esasuf f i ci entcondi t i onong( chensur est heconv er genceoft hesequence{ w i t h x)whi x n} anyi ni t i al appr oxi mat i onx0i n[ . a,b] x)=0bewr ( Theor em:Letf i t t eni nt hef or m x=g( .Assumet hatg( i sf i est hef ol l owi ng x) x)sat pr oper t i es: a,b] xi ( i ) Foral l n[ , g( x)∈[ ; t hati sg( akesev er yv al uebet weenaandb. x)t a,b] ( i i ) st son( t ht hepr oper t yt hatt her eexi st saposi t i v econst ant0<r<1 g'( x)exi a,b)wi sucht hat xi f oral l n( . a,b) Then ( i ) ( i i ) , g'( x) | |≤r t her ei sauni quef i xedpoi ntx=ξofg( n[ , x)i a,b] f oranyx0i n[ , t hesuccessi v e{ i nedby xn}def a,b] xn +1 =g( , k=0, 1, … xn) x)=0. ( er gest ot hef i xedpoi ntx=ξ ; t hati s, t ot her ootξoff conv Toest i mat et heer r oroft heappr oxi mat i onr ootobt ai ned, wehav e k x-( 3) x*xn|≤ | n x | n1| 1k I ngener al ,t hespeedoft hei t er at i ondependsont hev al ueofk;t hesmal l ert hev al ueofk,t he f ast erwoul dbet heconv er gence.I fεi st hespeci f i edaccur acy , t hati s, i f x*xn|≤ε | t henf or mul a( 3)gi v es k xnxn-1|≤1. ε | k whi chcanbeusedt of i ndt hedi f f er encebet weent wosuccessi v ei t er at esnecessar yt oachi ev e aspeci f i caccur acy . Pr oofoft heFi xedPoi ntTheor em: Thepr oofcomesi nt hr eepar t s: Exi st ence, Uni queness, andConv er gence. Pr oofofExi st ence Fi r st , consi dert hecasewher eei t herg( b)=b. a)=aorg( 25 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x)=0 ( I fg( t henx=ai saf i xedpoi ntofg( .Thus, x=ai sar ootoff x) a)=a, x)=0 ( I fg( t henx=bi saf i xedpoi ntofg( .Thus, sar ootoff x=bi x) b)=b, Next , consi dert hegener alcasewher et heabov eassumpt i onsar enott r ue.Thati s, g( a)≠aand g( b)≠b I nsuchacase, si sbecause, byAssumpt i on1, bot hg( ei n g( b)<b.Thi a)>aandg( a)andg( b)ar , andsi nceg( eat ert hanaandg( eat ert han g( a)≠aandg( b)≠b, a)mustbegr b)mustbegr a,b] [ b. x)sat x)=g( x)Now, def i net hef unct i onh( l lnowshowt hath( i sf i esbot ht hehy pot hesi s x.Wewi oft heI nt er medi at eVal ueTheor em ( I VT) . I nt hi scont ext , wenot e ( i ) si nceg( scont i nuousbyourassumpt i ons,h( sal socont i nuouson[ . x) i x) i a,b] ( Hy pot hesi s( i )i ssat i sf i ed) . a)=g( a)( i i ) h( Hy pot hesi s( i i )i ssat i sf i ed) a>0andh( = b<0.( ) b g( b)Si ncebot hhy pot hesi soft heI VTar esat i sf i ed, byt hi st heor em, t her eexi st sanumberci n[ a,b] sucht hat c)=0 h( t hi smeansg( c)=c. Thati s, saf i xedpoi ntofg( .Thi spr ov est heExi st encepar toft heTheor em. x=ci x) Pr oofofUni queness( byCont r adi ct i on) Ourl i neofpr oofwi l l beasf ol l ows: Wewi l lf i r stassumet hatt her ear et wof i xedpoi nt sofg( n[ henshow t hatt hi s x)i a,b]andt assumpt i onl eadst oacont r adi ct i on. Supposeξ ndξ r et wof i xedpoi nt si n[ ,andξ Thepr oofi sbasedont heMean 1a 1 ≠ξ 2a 2. a,b] Val ueTheor em appl i edt og( n[ . x)i ξ,ξ] 1 2 I nt hi scont ext , not et hatg( sdi f f er ent i abl eandhence, cont i nuouson[ . x)i ξ,ξ] 1 2 So, byMVT, wecanf i ndanumberci n( sucht hat ξ 1,ξ 2) g( g( ξ ξ 1) 2) c) =g'( ξ ξ ( 1) 2ξ ξ ξ ξ Si nceg( andg( becauset heyar ef i x edpoi nt sofg( , weget x) 1)= 1, 2)= 2, ξ ξ 2 1 c) =g'( ξ ξ 1 2c)=1, ξ Thati s, whi chi sacont r adi ct i ont oourAssumpt i on2.Thus, annotbedi f f er entf r om g'( 1c ξ , t h i s p r o v e s t h e u n i q u e n e s s . 2 Pr oofofConv er gence x)=0.Thent ( Letξbet her ootoff heabsol ut eer r oratst epk+1i sgi v enby ek+1 =| ξxk+1| Topr ov et hatt hesequenceconv er ges, weneedt oshowt hatl i m ek+1 =0. k→ 26 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Toshowt hi s, weappl yt heMeanVal ueTheor em t og( x)i n[ .Si nceg( sosat i sf i esbot h x)al x,ξ ] k t hehy pot hesi soft heMVTi n[ , weget x,ξ ] k xk) g( g( ξ )c) =g'( ξxk -( * ) wher exk <c<ξ . x=ξi Now, saf i xedpoi ntofg( , sowehav e( bydef i ni t i on) : x) ( i ) g( = ξ ξ ) Al so, f r om t hei t er at i onx=g( , wehav e x) xk) ( i i ) xk+1 =g( So, f r om ( * ) , weget xk+1 ξξxk c) =g'( Taki ngabsol ut ev al uesonbot hsi deswehav e Or xk+1| ξ| =| c) g'( | ξ x | k| ek+1 =g' c) ( e | | k Si nce| , wehav eek+1 ≤r ek. c) g'( |≤r 2 Si ncet heabov er el at i oni st r uef orev er yk, wehav eek ≤r ek-1.Thus, ek+1 ≤r ek-1. k+1 Cont i nui ngi nt hi sway ,wef i nal l yhav eek+1 ≤r ee0 i st hei ni t i aler r or .( Thati s, e0,wher ) . e0 =| x0ξ | k+1 Si ncer<1, wehav er →0ask→ . Thus, l i m ek+1 =l i m| xk+1ξ | k→ k→ k+1 ≤l i mr e0 =0 k→ Thi spr ov est hatt hesequence{ er gest ox=ξandt hatx=ξi st heonl yf i xedpoi ntof xk}conv g( . x) Exampl e1:Fi ndar ealr ootoft heequat i onx3 +x21 =0ont hei nt er v al[ t hanaccur acy 0,1]wi of10-4. Sol ut i on Tof i ndt hi sr oot , wer ewr i t et hegi v enequat i oni nt hef or m 1 1 x= =( x+1)2 x+1 1 1 1 x)=g( Thus, , g'( x)= 3 2 x+1 ( x+1)2 Max ' = 1 and = 1 =k=0. 2 x) g( | | 3 0,1] [ 28 2( x+1)2 k xnxn-1|≤1Now, usi ng | . ε k ( 10. 2)×10-4 < =0. 0004 0. 2 27 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 5, St ar t i ngwi t hx0 =0. weobt ai n 1 1 x0)= = =0. 8165 x1 =g( x0 +1 0. 5 +1 1 x1)= 1 = x2 =g( =0. 7420 x1 +1 0. 8165 +1 1 x2)= 1 = x3 =g( =0. 7577 x2 +1 0. 7420 +1 1 x3)= 1 = x4 =g( =0. 7543 x3 +1 0. 7577 +1 1 x4)= 1 = x5 =g( =0. 7550 x4 +1 0. 7543 +1 1 x5)= 1 = x6 =g( =0. 7549 x5 +1 0. 7550 +1 Att hi sst age, wef i ndt hat x x n|= | 0. 75490. 7550 =0. 0001 n +10004 whi chi s <0. Hencewest opher et aki ng0. 7549( 4d. p)ast her oott ot her equi r edaccur acy . Exampl e2: Fi ndt her ootoft heequat i on2x=cosx+3, cor r ectt ot hr eedeci mal . Sol ut i on 1 Rewr i t i ngi nt hi sf or m x=g( . e. x= ( x) i cosx+3) 2 1 g( x)= ( cosx+3) 2 St ar t i ngwi t hx0 =1. 5 xn cosxn +3 cosxn +3 n 2 0 1. 5 3. 0707 1. 5354 1 1. 5354 3. 0354 1. 5177 2 1. 5177 3. 0531 1. 5265 3 1. 5265 3. 0443 1. 5221 4 1. 5221 3. 0487 1. 5243 5 1. 5243 3. 0465 1. 5232 6 1. 5232 3. 0476 1. 5238 7 1. 5238 3. 0470 1. 5235 8 1. 5235 3. 0473 1. 5236 9 1. 5236 3. 0472 1. 5236 28 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Hence, wet aket hesol ut i onas1. 524cor r ectt o3d. p. Exampl e3:Fi ndaf i xedpoi nti t er at i v eschemef ordet er mi ni ng a whena>0,andusei tt o cal cul at e 2t oanaccur acyofsi xdeci mal pl aces Sol ut i on Let x=a x2 =a 2x2 =x2 +a 1 a x= x+ x 2 1 a So, g( x)= x+ x 2 Nowr epl aci ngxont hel ef tbyxn +1andxont her i ghtbyxnt oobt ai n a 1 xn +1 = xn + xn 2 Thei t er at i oni sst ar t edbyset t i ngn=0andx0 =k, wher eki sanappr oxi mat i ont oa Toi l l ust r at et heschemewewi l l cal cul at e 2, sot hata=2 xn +1 =1xn +2 xn 2 andf orsi mpl i ci t ywest ar tbyset t i ngx0 =1.Ther esul t soft hecal cul at i onar e x0 =1 x1 =1. 5 x2 =1. 41666667 41421569 x3 =1. 41421356 x4 =1. 41421356 x5 =1. Ast hex4andx5i t er at esar ei dent i cal , r educi ngt her esul tofx5t osi xdeci mal pl acesgi v es 2 =1. 414214 ( ) ( ) ( ) ( ) I mpor t antAddi t i on Thef i xedpoi nti t er at i v eschemesconv er gedr api dl y ,andi ti st hi sschemet hati susedi n comput er st odet er mi net hesquar eofr ootofanyposi t i v enumbert oanaccur acyt hati swi t hi n t hecapabi l i t yoft hecomput i ngsy st em andsof t war ebei ngused. I nt heBi sect i onmet hod,ev er yi nt er v alunderconsi der at i oni sguar ant eedt ohav et hedesi r ed r ootx=ξ.Thati swhyt heBi sect i onmet hodi sof t encal l edabr acketmet hod,becauseev er y i nt er v albr acket st her oot .Howev er , t heNewt onmet hodandt heSecantmet hodar enotbr acket met hodsi nt hatsense,becauset her ei snoguar ant eet hatt het wosuccessi v eappr oxi mat i on wi l l br ackett her oot . CONVERGENCEANALYSI SOFTHEI TERATI VEMETHODS Whenamet hodconv er ges,how f astdoesi tconv er ge?I not herwor ds,whati st her at eof conv er gence?Tot hi send, wef i r stdef i ne: Def i ni t i on:( Rat eofConv er genceofanI t er at i v eMet hod) .Supposet hatt hesequence { xn} ξ conv er gest oξ.Thent hesequence{ i s s a i dt oc o n v e r g et o w i t ht h eo r d e r o f c o n v e r g e n c e α xn} i ft her eexi st saposi t i v econst antpsucht hat 29 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng l i m n→ ξ xn +1e | |=l i m n +1 =p α ξ xn| | n→ enα I fα =1, t heconv er gencei sl i near I fα =2, t heconv er gencei squadr at i c I f1<α<2, t heconv er gencei ssuper l i near Usi ngt heabov edef i ni t i on, wewi l l nowshow: Ther at eofconv er genceoft hef i xedpoi nti t er at i oni susual l yl i near , Ther at eofconv er genceoft heNewt onmet hodi squadr at i c, Ther at eofconv er genceoft heSecantmet hodi ssuper l i near . Compar i sonofDi f f er entMet hodsf ort heRoot f i ndi ngPr obl em Met hod Bi sect i on Wor kRequi r ed Conv er gence Two f unct i on Al way s ev al uat i ons per conv er ges( but i t er at i on sl ow) Remar ks ( i ) The i ni t i ali nt er v alcont ai ni ng t her ootmustbef oundf i r st ( i i ) A br acket i ng met hod – ev er y i t er at i onbr acket st her oot . Fi xedPoi nt One f unct i on Rat e of Fi ndi ngt her i ghti t er at i onf unct i onx=g( x) ev al uat i on per conv er gencei s i sachal l engi ngt ask. i t er at i on l i near Newt on Secant Two f unct i on ev al uat i ons per i t er at i on – f unct i on v al ue and v al ueoft he der i v at i v e att he i t er at e Quadr at i c conv er gence at a si mpl e r oot . Conv er gence i sl i nearf ora mul t i pl er oot Two f unct i on Super l i near ev al uat i ons per i t er at i on – howev er , onl yone oft he t wo i sa newev al uat i on ( i ) I ni t i alappr oxi mat i on mustbe chosen car ef ul l y– i fi ti sf ar f r om t her oot ,t hemet hodwi l l di v er ge. ( i i ) For some f unct i on, t he der i v at i v e i s di f f i cul t t o comput e, i fnoti mpossi bl e Needst woi ni t i al appr oxi mat i ons LessonEndAct i v i t i es 1.Fi ndaposi t i v er ootoft hef ol l owi ngequat i onbybi sect i onmet hod: 4x9 x3( i ) Ans: 2. 7065 ( i i ) 3x=cosx+1 Ans: 0. 66664 ( i i i ) x3 +3x1 Ans: 0. 322 30 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 3x ( i v ) exAns: 0. 6190 ( v ) cosx2x+3 Ans: 0. 3604 2.( I )Sol v et hef ol l owi ngbymet hodoff al seposi t i on( Regul af al si Met hod) : 3 2 ( i ) Ans: 1. 732 x +x 3x3 20 ( i i ) x3 +2x2 +10xAns: 1. 3688 ( i i i ) 2x3si nx=5 Ans: 2. 8832 ( i v ) e-x =si nx Ans: 0. 5885 x 3x ( v ) eAns: 6. 0890 ( v i ) cosx2x+3 Ans: 1. 5236 x ( I I )Uset hef al seposi t i onmet hodt of i ndt her ootofxsi n( 1 =0t hati sl ocat edi nt he )i nt er v al ( t h e f u n c t i o n s i n ( x ) i s e v a l u a t e di n r a d i a n s ) . A n s : 1 . 1 1 4 1 5 7 1 4 0,2] [ x)=x2( 01, 01andst ( I I I )Consi derf i ndi ngt her ootoff 3.Letεstep =0. andεabs =0. ar twi t h t hei nt er v al A n s : 1 . 7 3 4 4 1,2] [ 3.I .( i )Comput et her eal r ootofxl 1. 2 =0usi ngNewt on’ smet hod Ans: 2. 7407 og10x( i i )x2si nx=0 Ans: 1. 8955 ( i i i )cosxx Ans: 0. 5177 ex 2 +7 i I I .( i )Fi ndt her ootoft hef unct i ony=x3 +4x nt hev i ci ni t yofx=r ectt o5 4 cor deci mal pl aces x)=2x3( ( i i )Fi ndt heposi t i v er ootoff 3x6 =0byNewt onRaphsonmet hodcor r ectt o f i v edeci mal pl aces. Ans: 1. 783769 I I I .Appr oxi mat et heposi t i v esquar er ootof2usi ngNewt on’ smet hodwi t hx0 =1. 5( Do t hr eei t er at i ons) . Ans: 1. 4142 GRAEFFEROOTSQUARI NGMETHOD Thi smet hodhasagr eatadv ant ageov ert heot hermet hodst hati tdoesnotr equi r epr i or i nf or mat i onaboutt heappr oxi mat ev al uesoft her oot s.I ti sappl i cabl et opol y nomi alequat i on hav i ngr eal anddi st i nctr oot s. Exampl e: Appl yGr aef f e’ sr ootsquar i ngmet hodt osol v et heequat i onx34x2 +5x2 =0 Sol ut i on x)=x3( Gi v en f 4x2 +5x2 =0 -( 1) x)hast ( Cl ear l yf hr eechangesi . e. , f r om +t o,-t o +and +t o.Hencef r om Descar t esr ul e ofsi gnsf et hr eeposi t i v er oot s. ( x)hav xweget Separ at i ngt heev enandoddpower sof, x3 +5x=4x2 +2 2 Rewr i t e, squar ebot hsi deandputx =y x( x2 +5)=4x2 +2 2 2 y =( y+5) 4y+2) ( 3 2 +9y=6y +4 y 2 2 y y +9)=6y +4 ( 2 Squar i ngagai nandput t i ngy , weget =z 2 2 z( =( 6z+4) z+9) z3 +18z2 +81z=36z2 +48z+16 z3 +33z=18z2 +16 z( z2 +33)=18z2 +16 31 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Squar i ngagai nandput t i ngz2 =u 2 2 u( =( u +33) 18u +16) Wr i t et hi si nt hef or m:u3 +λ1u2 +λ2u +λ3 =0 u3258u2 +513u256 =0 -( 2) I ft her ootof( 1)ar e P1,P2,P3 andt hoseof( 2)ar eq1,q2,q3,t hen 1 1 1 8 8 8 q1) P1 =( =(=( =2. 001946482 ≅2 λ1) 258) 1 1 1 5138 λ 8 q2) P2 =( = -2 8 = =1. 089713189 ≅1 λ1 258 1 1 1 2568 λ 8 q3) P3 =( = -3 8 = =0. 9167804109 ≅1 λ2 513 ( ( ( 1)=f 1)=0 2)=f ∴ f Hencet her oot sar e2, 1and1 ( ) ( ) ( ) ( ) 8x2 +17x10 =0 Tr yt hi s→ Appl yGr aef f e’ sr ootsquar i ngmet hodt osol v et heequat i onx3Ans: 5, 2, 1 ⌂2⌂ SOLUTI ONOFASETOFLI NEAREQUATI ONS x2, Asy st em ofnl i nearequat i ons( setofnsi mul t aneousl i nearequat i ons)i nnunknownsx … 1, xni sasetofnequat i onsoft hef or m a11x1 +a12x2 +… +a1nxn =b1 a21x1 +a22x2 +… +a2nxn =b2 …. . …… …. ……. …. an1x1 +an2x2 +… +annxn =bn -( 1) wher et hecoef f i ci ent sajandbjar egi v ennumber s.Thesy st em i ssai dt obehomogeneousi fal l t he bj ar e zer o;ot her wi se t he sy st em i s sai dt o be nonhomogeneous.Usi ng mat r i x mul t i pl i cat i on, wecanwr i t esy st em ( 1)asasi ngl ev ect orequat i on AX =B -( 2) aij]i wher et hecoef f i ci entmat r i xA =[ st hen×nmat r i x a11 a12 a21 a22 A= ⋮ ⋮ an1 an2 [ … a1n x1 … a2n x2 , X = … ⋮ ⋮ … ann xn ] [] [ ] b1 b andB = 2 ⋮ bn andcol umnv ect or s.Theaugment edmat r i xAoft hesy st em ( 1)i s a11 a12 a21 a22 ̅ [ A| b] A= =⋮ ⋮ an1 an2 [ 32 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng |] … a1nb1 … a2nb2 … ⋮⋮ … annbn Asol ut i onofEquat i on( 1)i sasetofnumber sx1,x2,…xn t hatsat i sf yal lt henequat i onsanda sol ut i onv ect orof( 1)i sav ect orxwhosecomponent sconst i t ut easol ut i onofEquat i on( 1) Thesol ut i onofal i nearequat i oncanbeaccompl i shedbynumer i calmet hodwhi chf al l si none oft wocat egor i es: di r ectori t er at i v emet hods. DI RECTMETHOD Adj oi ntMet hod LetAbeanonsi ngul armat r i xsot hatA-1exi st s.Then, pr emul t i pl y i ngbot hsi desofEquat i on( 2) 1 byA , weobt ai n A-1AX =A-1B [ ] A-1A =I I X =A-1B X =A-1B 1 I fA i sknown, t hent hesol ut i onv ect orxcanbef oundoutf r om t heabov emat r i xr el at i on. t hati s x1 +2x2 +x3 =4 Exampl e1: Sol v et hesetofequat i ons 3x14x22x3 =2 5x1 +3x2 +5x3 =1 Fi r stwr i t et hesetofequat i onsi nmat r i xf or m, whi chgi v es 1 2 1 x1 4 4 3 2 x2 = 2 1 5 3 5 x3 i . e. Ax=b ∴ x=A-1b 1 2 1 | A|=3 4 2 =1450 +29 =35 5 3 5 7 0 14 14 25 29 T 25 0 5 7 0 7 Cof act orC = adj A =C = 29 7 10 5 0 10 7 1 4 0 adj A 1 25 0 5 A-1 = =- | A| 35 29 7 10 7 0 4 14 1 25 0 5 2 ∴ x=A-1b =- 35 1 29 7 10 70 2 1 =- 105 = 3 35 4 140 x1 2 2; x2 =3;x3 =4 ∴ x Sof i nal l yx=x2 = 3 1 = x3 4 ( | ( | )( ) ( ) ( ) ( ) ( )( ) ( )() () ( ) Exer ci se 1.Sol v et heequat i ons3x+y+2z=3 33 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ) 2x3yz=3 x+2y+z=4 x2 +3x3 =2 2.I f 2x1x1 +3x2x3 =11 ,f i ndx1,x2 andx3. 2x12x2 +5x3 =3 Ans: x =1,y=2,z=1 x1 =Ans: 1,x2 =5,x3 =3 Gaussi anEl i mi nat i onMet hod Thi si st heel ement ar yel i mi nat i onmet hodandi tr educest hesy st em ofequat i ont oan equi v al entuppert r i angul arsy st em whi chcanbesol v edbybacksubst i t ut i on.Letusconsi der t hesy st em ofequat i on. a11x1 +a12x2 +a13x3 =b1 a21x1 +a22x2 +a23x3 =b2 a31x1 +a32x2 +a33x3 =b3 1.Toel i mi nat ex1f r om t hesecondequat i on, mul t i pl yt hef i r str owoft heequat i onmat r i xby a21 - a andaddi tt osecondequat i on.Si mi l ar l yel i mi nat ex1 f r om t het hi r dequat i onand 11 subsequent l yal l ot herequat i ons.Wegetnewequat i onoft hef or m a11x1 +a12x2 +a13x3 =b1 b22x2 +b23x3 =c2 b32x2 +b33x3 =c3 a wher e b22 =a22- 21a ×a12 11 a21 b23 =a23- a ×a13 11 a21 c2 =b2- a ×b1 11 a31 b32 =a32- a ×a12 11 a31 b33 =a33- a ×a13 11 a c3 =b3- 31a ×b1 11 2.Toel i mi nat ex2 f r om t het hi r dequat i on,mul t i pl yt hesecondr owoft heequat i onmat r i x b by -32 andaddi tt ot hi r dequat i on.Si mi l ar l yel i mi nat ex2 f r om t het hi r dequat i onand b22 subsequent l yal l ot herequat i ons. a11x1 +a12x2 +a13x3 =b1 b22x2 +b23x3 =c2 b33x3 =d3 b wher e c33 =b33- 32 ×b23 b22 ×c2 d3 =c3-b32 b22 3.Fr om t heabov er educedsy st em ofequat i onsubst i t ut et hev al uesx3,x2 and x1byback subst i t ut i onwegett hesol ut i onoft hegi v enequat i ons. ( ( ( ( ( ( ) ) ) ) ) ) ( ) ( ) Exampl e2: Sol v et hesy st em ofequat i onbyGaussel i mi nat i onmet hod 34 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Sol ut i on x+2y+z=3 2x+3y+3z=10 3xy+2z=13 1 2 1x 3 2 3 3 y =10 1 2 z 13 3 1 2 13 Theaugment edmat r i xbecomes 2 3 310 1 213 3 Theabov est epspr ov i dedar esummar i zedasf ol l ows: 1 2 13 a21 R2→R2- R1 0 1 14 a11 1 213 3 1 2 13 a31 R3→R3- R1 0 1 14 a11 7 14 0 Fr om t heabov e: 1 2 1 3 a32 R3→R3- R2 0 1 1 4 a22 24 0 0 8Not et hatasar esul toft hesest eps,t hemat r i xofcoef f i ci ent sofx hasbeenr educedt oa t r i angul armat r i x. Fi nal l y , wedet acht her i ght handcol umnbackt oi t sor i gi nal posi t i on: 1 2 1 x 3 1 1 y= 4 0 24 0 0 8z Then, by‘ backsubst i t ut i on’ , st ar t i ngf r om t hebot t om r owweget : 8z=24 ∴ z=3 4 =34 =1 y+z=4 ∴ y=zx+2y+z=3 2yz=3 +23 =2 ∴ x=3Ther ef or e x=2; y=1;z=3 ( Wr i t ei nt hef or m Ax=b; )() ( ) ( |) |) |) ( |) ( ( ( )() ( ) Not e: Asexampl e( 2)i ssol v ed, y oucanal sosuccessf ul l yuset hi sst epf ory ourel i mi nat i on: a23 R1→R2- R3 a33 a13 R2→R1- R3 a33 a12 R2→R1- R2 a22 Exampl e3: UseGaussi anel i mi nat i ont osol v et hesy st em ofl i nearequat i ons 2x2 +x3 =8 2x23x3 =0 x1x1 +x2 +2x3 =3 Sol ut i on Let ’ swr i t eAx=b 35 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng I naugment edf or m wehav e 0 2 1 x1 8 x = 1 2 3 2 0 1 1 2 x3 3 0 2 18 1 2 30 1 1 23 ( ( |) )( ) ( ) |) 1 2 30 SwapRow1andRow2 0 2 1 8 1 1 23 ( |) ( |) 1 2 30 0R1 R2→R20 2 18 R3→R3 +R1 1 13 0 1 2 3 1 0 2 10 R3→R3 + R2 8 2 1 0 0 1 2 1 2 3x 0 1 0 2 1 x Now, 8 2 =1 x 0 0 1 3 2 1 Bybacksubst i t ut i on -x3 =1 ∴ x3 =2 2 1 1 2x2 +x3 =8 ∴ x2 =-( 5 x3 +8)=-( 2 +8)=2 2 2x23x3 =0 10 =4 x1∴ x1 =3x3 +2x2 =64; ∴ x2 =5 and ∴ x3 =2 ∴ x1 =- ( ( )( ) ( ) Exampl e4: UseGaussi anel i mi nat i ont osol v et hesy st em ofl i nearequat i ons x1 +5x2 =7 2x17x 5 2 =Sol ut i on Wr i t ei nt hef or m Ax=b 1 5 x1 7 = x 5 7 2 2 Wr i t et heabov ei naugment edf or m 1 57 A | b)= ( 5 72 - ( ( )( ) ( ) |) a21 R2→R2- R1 1 57 a11 0 39 x 7 1 5 1 Ther ef or e = 9 0 3 x2 Bybacksubst i t ut i on ( )( ) () ( |) 3x2 =9 x1 +5x2 =7 36 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 9 ∴ x2 = =3 3 5( 8 ∴ x1 =73)=- 8 and x2 =3 Fi nal l y x1 =Not et hatwhendeal i ngwi t ht heaugment edmat r i x, wemay , i fwewi sh: ( a)i nt er changet wor ows ( b)mul t i pl yanyr owbyanonz er of act or ( c)add( orsubt r act )aconst antmul t i pl eofanyoner owt o( orf r om)anot her . Exer ci se UseGaussi anel i mi nat i ont osol v et hesy st em ofl i nearequat i ons 2x+y+z=10 I . 3x+2y+3z=18 9;z=5 Ans: x=7;y=x+4y+9z=16 I I . 20x+y+4z=25 8x+13y+2z=23 4x11y+21z=14 Ans: x=y=z=1 I I I . 2x26x3 =12 x12x1 +4x2 +12x3 =17 4x212x3 =22 x1- Ans: nosol ut i ons GaussJor danMet hod Thi smet hodi sasl i ght l ymodi f i cat i onoft heabov eGaussEl i mi nat i onmet hod.Her eel i mi nat i on i sper f or mednotonl yi nt hel owert r i angul arbutal souppert r i angul ar .Thi sl eadst ouni tmat r i x andhencesol ut i oni sobt ai ned.Thi si sJor dan’ smodi f i cat i onoft heGaussel i mi nat i onand hencet henamei sGaussJor danMet hod. Exampl e5: Sol v et hesy st em ofequat i onbyGaussJor danmet hod. 2x+y+4z=12 8x3y+2z=20 4x+11yz=33 Sol ut i on 2 1 4 x 12 LetAx=b i . e. 8 3 2 y =20 4 11 1 z 33 2 1 4 12 Wr i t i ngi ti naugment edf or m: 8 3 2 20 4 11 1 33 2 1 4 12 a21 Fr om ( i ) : R2→R2- R1 0 28 7 14 a11 4 11 1 33 ( ( a31 R3→R3- R1 a11 )() ( ) ( ( |) |) |) 2 1 4 12 28 7 14 0 0 9 9 9 37 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng -( i ) -( i i ) Fr om ( i i ) : a32 R3→R3- R2 a22 ( 1 R1→ ×R1 2 1 Fr om ( i i i ) : R2→ - ×R2 7 1 R3→ - ×R3 27 Cont i nuef r om ( i v )successi v el y : a13 R1→R1- R3 a33 a23 R2→R2- R3 a33 |) 2 1 4 12 28 7 14 0 0 0 27 27 ( |) 1 12 26 0 1 24 0 0 11 ( |) ( |) ( |) 1 12 04 0 1 24 0 0 11 -( i v ) -( v ) 1 12 04 0 1 02 0 0 11 1 0 03 0 1 02 0 0 11 Rewr i t i ngt hef or m ofAx=b wehav e 1 0 0x 3 x 3 y =2 0 1 0 y =2 z z 0 0 1 1 1 a12 R1→R1- R2 a22 -( i i i ) ( )() ( ) () ( ) ∴ x=3;y=2;and z=1 Exampl e6: Sol v et hef ol l owi ngsy st em ofequat i onsbyGaussJor danmet hod: 2x12x2 +3x3 +4x4 =18 4x1 +x211 x3 +2x4 =26 x1x2x3 +5x4 =2x13x2 +2x33 x4 =Sol ut i on: Let Ax=b sot hat 18 2 3 4 x1 2 x 11 4 1 1 2 2 = x 1 1 1 5 3 26 1 x4 2 3 2 3 Wr i t et heabov ei naugment edf or m: 18 2 3 42 11 4 1 1 21 1 1 526 12 3 2 3 ( ( 38 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng )( ) ( ) |) a21 R2→R2- R1 a11 a31 R3→R3- R1 a11 a41 R4→R4- R1 a11 a32 R3→R3- R2 a22 a42 R4→R4- R2 a22 a43 R4→R4- R3 a33 1 R1→ R1 2 1 R2→ R2 5 2 R3→ -R3 5 25 R4→ - R4 227 a14 R1→R1- R4 a44 |) |) |) |) |) ( 2 5 1 3 2 0 0 2 ( ( ( 2 3 7 5 5 0 2 3 2 418 6 25 317 13 2 0 0 0 2 3 7 5 5 0 2 1 1 418 6 25 317 5 15 2 0 0 0 2 3 7 5 5 0 -2 1 1 418 6 25 317 5 15 2 0 1 2 ( 2 0 0 0 ( 2 0 0 0 ( ( 1 0 0 0 1 0 0 0 3 7 1 2 18 46 25 526 13 Nochangebecausea32i sal r eady0. 3 4 18 2 7 6 5 25 5 3 0 2 17 3 1 0 12 5 20 5 4 18 2 3 6 7 25 5 5 3 17 0 -2 227 908 0 0 25 25 |) |) |) 3 2 9 1 2 6 - 5 1 7 5 5 0 6 345 5 0 1 4 1 0 3 0 1 1 2 6 - 5 1 7 5 5 0 6 345 5 0 1 4 1 0 39 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng a24 R2→R2- R4 a44 a34 R3→R3- R4 a44 a13 R1→R1- R3 a33 Ther ef or e ( ( 3 1 1 2 0 1 0 5 1 7 6 5 - 34 0 5 5 1 0 1 4 0 1 0 0 0 3 1 2 1 7 5 0 1 0 0 1 0015 02 14 ( 1 0 7 1 5 0 1 0 0 4 0015 02 14 1 0 0 0 ( ( ( )( ) ( ) () ( ) a23 R2→R2- R3 a33 1 0 0 0 1 1 0 0 a12 R1→R1- R2 a22 1 0 0 0 0 1 0 0 1 0 0 0 0 1 0 0 0 0 1 0 |) 1 0 0 0 1 0 x1 x 3 0 2 = 2 0 x3 x 4 1 4 |) |) 4 003 02 4 1- 0 0 1 0 0 0 1 0 |) |) 1 003 02 4 1- x1 1 x2 3 = x3 2 x4 4 4 whi chmeans x1 =1;x2 =3;x3 =2;x4 =Exer ci se Sol v et hesy st em ofequat i onsusi ngGaussJor danmet hod 3x+yz=3 I . x=1,y=1,z=1 Ans: 2x8y+z=5 x2y+9z=8 I I . x+2y+zw =2; 2x+3yz+2w =7; 40 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x+y+3z2w =6; x+y+z+w =2 Ans: x=1,y=0,z=1,w =2 I I I . 10x+y+z=12 2x+10y+z=10 x+y+5z=13 x=y=z=1 Ans: I V. 10x+y+z=13 2x+10y+z=14 x+y+15z=32 x=y=1,z=2 Ans: Met hodofFact or i sat i onorTr i angul ar i sat i on Consi dert hesy st em ofequat i ons a11x1 +a12x2 +a13x3 =b1 a21x1 +a22x2 +a23x3 =b2 a31x1 +a32x2 +a33x3 =b3 Theseequat i onscanbewr i t t eni nmat r i xf or m asAX =B -( 1) x1 a11 a12 a13 b1 x a a a wher e A = 21 22 23 ,X = 2 and B =b2 x3 a31 a32 a33 b3 I nt hi smet hodweuset hef actt hatt hesquar emat r i xAcanbef act or i sedi nt ot hef or m wher e LU, tl owert r i angul armat r i x L=auni r i angul armat r i x U =uppert i fal l t hemi nor sofAar enonsi ngul ar . ( ) () () Let A =LU -( 2) u11 u12 u13 1 0 0 wher e L=l nd U = 0 u22 u23 21 1 0 a l 0 0 u33 31 l 32 1 ( ) ( Ther ef or eequat i on( 1)becomesLUX =B ) y 1 Set t i ng e Y =y UX =Y wher 2 y 3 ∴ LY =B St eps: ( i )Fi ndt heunknownel ement si nLandUbycomput i ngA =LU ( i i )UseLY =B t ogetYsi nceLi snowknown ( i i i )Fi nal l yuseUX =Yt of i ndXwhi chi st her equi r edunknownby‘ backsubst i t ut i on’ . () Exampl e7: Sol v et hef ol l owi ngsy st em, bymet hodoft r i angul ar i sat i on 2x1 +x2 +2x3 =30 x14x23x3 =54 5x1 +2x2x 18 3 = Sol ut i on 41 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x1 2 1 2 4 Our A = 1 3 , X =x2 x3 5 2 1 ) () ( 30 54 and B = 18 () u11 u12 u13 1 0 0 Al so,L=l nd U = 0 u22 u23 21 1 0 a l 0 0 u33 31 l 32 1 ( Now,LU =A u11 =2 u12 =1 u13 =2 ) ( ) 1 0 0 u11 u12 u13 2 1 2 u u i . e. l 4 1 3 21 1 0 0 22 23 = u 5 2 1 l 0 33 31 l 32 1 0 ( )( )( ) 1 1 ∴l =21 = u11 2 1 7 ∴ u22 =41 - =2 2 1 32 - =2 ∴ u23 =2 5 5 ∴ l = 31 = u11 2 5 2 1 - = ∴ l 1 32 =22 7 7 5 40 1 12 ∴ u33 =(2) =7 7 2 u11l 1 21 =- () () u12l u22 =4 21 + u13l u23 =3 21 + u11l 5 31 = [ ()]( ) u12l u22l 2 31 + 32 = () () u13l u23l u33 =1 31 + 32 + ( ) ( ) ( )( ) ( ) 1 0 0 1 So, L= 2 1 0 5 1 1 2 7 Then,LY =B 1 7 and U =0 2 2 2 40 0 0 7 1 0 0 y 30 1 1 0 1 y 54 2 2 =y 5 1 1 3 18 2 7 y =30 1 1 -y +y =54 1 2 2 5 1 y +y +y =18 1 2 3 7 2 Last l y ,UX =Y 2 () ( =39 ∴y 2 39 360 =1875 + =∴y 3 7 7 ) 30 y 1 39 Y =y 2 = 360 y 3 7 42 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ( 1 7 i . e. 0 2 2 0 Bybacksubst i t ut i on 0 )( ) ( ) 2 30 x1 39 2 x = 2 360 40 x3 7 7 40x =360 3 7 7 x3 =9 7 -x22x 39 3 =2 7 -x22( 9)=39 2 x2 =6 2x1 +x2 +2x3 =30 2x1 +6 +2( 9)=30 x1 =3 ∴ x1 =3;x2 =6; x3 =9 Cr out ’ sMet hod Thi smet hodi ssuper i ort ot heGaussel i mi nat i onmet hodbecausei tr equi r esl esscal cul at i on.I t i sbasedont hef actt hatev er ysquar emat r i xAcanbeexpr essedast hepr oductofal ower t r i angul armat r i xandauni tuppert r i angul armat r i x .LetAX =B bet hegi v ensy st em andl et e A =LUwher l 11 0 0 1 u12 u13 L=l nd U =0 1 u23 ,t hen LUX =B 21 l 22 0 a 0 0 1 l 31 l 32 l 33 ∴ UX =Y and LY =B NowLandUcanbef oundf r om LU =A. a11 a12 a13 l 11 0 0 1 u 12 u 13 u i . e. l 21 a 22 a 23 23 =a 21 l 22 0 0 1 a a a 1 l 31 32 33 31 l 32 l 33 0 0 ( ) ( ( l 11 l 11u 12 ( )( l 11u 13 ) )( ) )( ) a11 a12 a13 or l =a21 a22 a23 l l l 21u 22 21u 22u 21 l 12 + 13 + 23 a31 a32 a33 l l l l 31u 32 l 31u 32u 33 31 l 12 + 13 + 23 + Equat i ngt hecor r espondi ngel ement sonbot hsi des, weget , , l = l = l = a a a 11 31 11 21 21 31 a l ∴ u12 = 12 a12 11u 12 = a11 a ∴ u13 = 13 l a13 11u 13 = a11 l + l = l = l u ∴ a a 21 12 22 22 21u 22 2212 l l l ∴l a32 a3231u 32 = 32 = 31u 12 + 12 1 l l ∴ u23 = ( a23 l a2321u 22u 13 + 23 = 21u 13) l 22 43 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng l l l a33 31u 32u 33 = 13 + 23 + l l ∴l a3333 = 31u 32u 1323 Thusal l t heunknownsar edet er mi nedf orLandU Cr outdur i ngt heabov edecomposi t i onoft hecoef f i ci entmat r i xA,dev i sedat echni que whi chi sgi v enher eundert odet er mi ne12unknownssy st emat i cal l y . Comput at i onSchemebyCr out ’ sMet hod Theaugment edmat r i xoft hesy st em AX =Bi s a11 a12 a13 b1 A | B)=a21 a22 a23 b2 ( a31 a32 a33 b3 Themat r i xof12unknownssocal l edder i v edmat r i xorauxi l i ar ymat r i xi s u12 u13 y l 11 1 u23 y l 2 21 l 22 y l l 3 31 l 32 33 andi st obecal cul at edasf ol l ows: ( ) ( ) St ep1: Thef i r stcol umnoft heder i v edmat r i x( D. M)i si dent i cal wi t ht hef i r stcol umnof( . A| B) l a11;l a21; l a31 11 = 21 = 31 = St ep 2:Thef i r str ow t ot her i ghtoft hef i r stcol umn oft heD. M i sgotbydi v i di ng t he cor r espondi ngel ementi n( hel eadi ngdi agonal el ementoft hatr ow. A | B)byt a12 a13 b u12 = ; u13 = ; y =1 1 a11 a11 l 11 St ep3: Remai ni ngsecondcol umnofD. M l l l l a22a3222 = 21u 32 = 31u 12; 12 Cor r espondi ngel ementi n( A| The B)Eachel ementonorbel ow =pr oductoft hef i r stel ementi nt hatr ow t hedi agonal andi nt hatcol umn St ep4: Remai ni ngel ement sofsecondr owofD. M. A| [ Cor r espondngel ementi n( The B)- }{ { Eachel ement=pr oductoft hef i r stel ementi nt hatr owandi nt hat col umn]+[ l eadi ngdi agonal el ementi nt hatr ow] i . e.u 23 b2 l a l 21y 21u 13 1 ; y = = 23 2 l l 22 22 St ep5: Remai ni ngel ement soft hi r dcol umnofD. M Cor r espondngel ementi n( A| Sum oft he B)i n n e r pr oduct soft hepr ev i ousl ycal cul at edel ement s Eachel ement= { i nt hesamer owandcol umn i . e.l l l u a3333 = 31u 3 2 13 23 St ep6: Remai ni ngel ement soft hi r dr owofD. M 44 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng { Eachel ement= i . e.y 3 A| [ Cor r espondngel ementi n( Sum oft hei nner B)pr oduct soft hepr ev i ousl ycal cul at edel ement s i nt hesamer owandcol umn]+[ t hel eadi ngdi agonal i nt hatr ow] l +l b ( 31y 32y 1 2) =3 l 33 Nowt hemat r i cesL, UandYcanbewr i t t enandhenceXi scal cul at edf r om UX =Y Exampl e8: Sol v et hesy st em ofequat i ons 2x+y+4z=12,8x3y+2z=20,4x+11yz=33 byCr out ’ smet hod. Sol ut i on: 2 1 4 12 Augment edmat r i x =( = A| ) B 8 3 2 20 1 33 4 11 - ( ) u12 u13 y l 11 1 u y Lett heder i v edmat r i x( D. M) =l l 23 2 21 22 y l l l 33 3 31 32 ( ) ( 1)El ement soft hef i r stcol umnofD. M ar el 2,l 8, l 4. 11 = 21 = 31 = ( 2)El ement soft hef i r str owt ot her i ghtoft hef i r stcol umn a13 4 a b1 12 u12 = 12 =1; u13 = = =2; y = = =6 1 a11 2 a11 2 2 l 11 ( 3)El ement soft her emai ni ngsecondcol umn 1 l l a227 (3)- ( 8)=22 = 21u 12 = 2 1 l l 11- ( a324)=9 32 = 31u 12 = 2 ( 4)El ement soft her emai ni ngsecondr ow () () l a2321u 1 13 =-[ u23 = 2( ( 8) 2) ]=2 7 l 22 b2 l 0( ( 6) 21y 8) 1 2 = = =4 y 2 7 l 22 ( 5)Remai ni nngt hi r dcol umn l l l a33 +( 1-9) 27 ( ( ( 4) 2)( 2)=33 = 31u 32u 1323)=( 6)Remai ni ngt hi r dr ow l +l b3 ( 3( ( -9) ( 4) 31y 32y 4) 6)( 1 2) 3 = = =1 y 3 2 7 l 33 ( ) 1 2 2 6 ∴ 7 2 4 27 1 9 Nowt hesol ut i oni sgotf r om t hesy st em UX =Y 2 D. M =8 4 45 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ( )() () 1 2 x 6 2 y =4 1 2 z 1 0 1 1 whi chi sequi v al entt o x+ y+2z=6; y+z=4; z=1 2 Bybacksubst i t ut i on x=3,y=2 and z=1 Exer ci se 1.Sol v et hef ol l owi ngsy st em byt hemet hodoft r i angul ar i sat i on: 2x3y+10z=3, x+4y+2z=20, 5x+2y+z=12 Ans:x=4,y=3 and z=2 2.Sol v et hesy st em ofequat i ons 6x2y3z=2 x+y+z=6 5x3y3z=2 UseCr out ’ smet hod. 2 Ans:x=y=z=1 i . e. 0 0 I NDI RECTMETHODORI TERATI VEMETHOD Thi smet hodi sappl i edi ft heabsol ut ev al ueoft hel ar gestcoef f i ci enti sgr eat ert hant he absol ut ev al uesofal l r emai ni ngcoef f i ci ent si neachequat i on( condi t i onf orconv er gence) . Consi dert hesy st em ofequat i ons a11x1 +a12x2 +a13x3 =b1 a21x1 +a22x2 +a23x3 =b2 a31x1 +a32x2 +a33x3 =b3 Thi smet hodi sappl i edonl ywhendi agonalel ement sar eexceedi ngal lot herel ement si nt he r espect i v eequat i onsi . e. , a12|+| a13|+… +| a11|>| a1n| | a22|>| a21|+| a23|+… +| a2n| | ⋮ an,n-1| an2|+… +| an1|+| a |nn|>| Def i ni t i on ofSt r i ct l ydi agonal l ydomi nantmat r i x:An n×n mat r i xA i sst r i ct l ydi agonal l y domi nanti ft heabsol ut ev al ueofeachent r yont hemai ndi agonali sgr eat ert hant hesum oft he absol ut ev al uesoft heot herent r i esi nt hesamer ow. Asseenabov e; Whi choft hef ol l owi ngsy st emsofl i nearequat i onshasast r i ct l ydi agonal l ydomi nantcoef f i ci ent mat r i x? x2 =4 ( a)3x12x1 +5x2 =2 1 x3 =( b)4x1 +2x2x1 +2x3 =4 46 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 3x15x2 +x3 =3 Sol ut i on 1 3 ( a)Thecoef f i ci entmat r i xA = i sst r i ct l ydi agonal l ydomi nantbecause| 1|and 3|>|2 5 | 5|>| 2| 4 2 1 ( b)Thecoef f i ci entmat r i xA =1 0 2 i snotst r i ct l ydi agonal l ydomi nantbecauset he 5 1 3 ent r i esi nt hesecondandt hi r dr owsdonotconf or mt ot hedef i ni t i on. Howev er ,i nt er changi ngt he2ndand3r dr owsi nt heor i gi nalsy st em ofl i near equat i onsmakesi tst r i ct l ydi agonal l ydomi nant . 4 2 1 ' 5 1 A =3 1 0 2 Cor ol l ar y :I famat r i xAi sst r i ct l ydi agonal l ydomi nantori r r educi bl ydi agonal l ydomi nant ,t heni t i snonsi ngul ar . [ ] [ ] [ ] Mor eNot es: Di agonal l yDomi nantMat r i ces Def i ni t i on: Amat r i xAi s ( weakl y )di agonal l ydomi nanti f i=n ∑ ajj|≥ | aij| , | j=1, …, n i=1 i≠j st r i ct l ydi agonal l ydomi nanti f i=n ∑ ajj|> | aij| , | j=1, …, n i=1 i≠j i r r educi bl ydi agonal l ydomi nanti fAi si r r educi bl e, and i=n ∑ ajj|≥ | aij| , | j=1, …, n i=1 i≠j wi t hst r i cti nequal i t yf oratl eastonej . Conv er genceoft heJacobi andGaussSei delMet hods I fAi sst r i ct l ydi agonal l ydomi nant ,t hent hesy st em ofl i nearequat i ongi v enbyAx=b hasa uni quesol ut i ont owhi cht heJacobimet hodandt heGaussSei delmet hodwi l lconv er gef orany i ni t i al appr oxi mat i on. Jacobimet hod( ‘ si mul t aneousdi spl acement ’ ) TheJacobimet hodi st hesi mpl esti t er at i v emet hodf orsol v i nga( squar e)l i nearsy st em Ax=b. I ti snamedaf t erCar l Gust avJacobJacobi ( 1804–1851) . Twoassumpt i onsmadeonJacobi Met hod: 1.Thesy st em gi v enby 47 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng a11x1 +a12x2 +… +a1nxn =b1 a21x1 +a22x2 +… +a2nxn =b2 ⋮ an1x1 +an2x2 +… +annxn =bn hasauni quesol ut i on 2.Thecoef f i ci entmat r i xAhasnozer osoni t smai ndi agonal , namel y , …. , e a11 ,a22 , ann ar nonzer os. Themat r i xAi swr i t t enasL +U +Dwher eL,UandDar el owert r i angul ar ,uppert r i angul arand di agonal par t sofAr espect i v el y . Consi dert he3×3sy st em a11x1 +a12x2 +a13x3 =b1 } a21x1 +a22x2 +a23x3 =b2 -( 1) a31x1 +a32x2 +a33x3 =b3 I nt hi scase a11 0 0 0 0 0 0 a12 a13 L=a21 0 0,U =0 0 a23 and D = 0 a22 0 a31 a32 0 0 0 a33 0 0 0 t h Thi sf i r stst agei st or ear r anget hei equat i oni nt hesy st em ( 1)sot hatonl yt er msi nv ol v i ngt he di agonal coef f i ci entofxioccuront hel ef thandsi de: a11x1 =b1a12x2a13x3 a22x2 =b2a21x1a23x3 a33x3 =b3a31x1 +a32x2 ori nmat r i xnot at i on ( L +U) Dx=bx -( 2) ( ) ( ( ) ) t h Thenextst agei st odi v i debot hsi desoft hei equat i onbyt hedi agonal el ementaiit oobt ai n 1 x1 = ( ba xa x) a11 1 12 2 13 3 1 x2 = ( ba xa x) a22 2 21 1 23 3 1 x3 = ( ba x +a x) a33 3 31 1 32 2 Thi si sequi v al entt opr emul t i pl y i ngbot hsi desofequat i on( 2)byt hei nv er seofDandso 1 ( ) L + U bx] x=D [ m n ax 1 b∑ or xm +1 = i i=0 ij j aii j=1 i=1, 2, 3, …, n wher em i st henumberofi t er at i on Thi si scal l edt heJacobi met hodormet hodofsi mul t aneousdi spl acement . ( ) Exampl e1: Sol v et hesy st em ofequat i onbyGaussJacobi met hod 27x+6yz=85 6x+15y+2z=72 x+y+54z=110 48 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Sol ut i on Toappl yt hi smet hod, f i r stwehav et ocheckt hedi agonal el ement sar edomi nant i . e.27>6 +1; 15>6 +2; 54>1 +1 Soi t er at i onmet hodcanbeappl i ed 1 x= ( 856y+z) 27 1 y= ( 726x2z) 15 1 z= ( 110xy ) 54 Fi r sti t er at i on: Fr om t heabov eequat i ons, west ar twi t hx=y=z=0 8 5 x(1) = 27 =3. 14815 ( 1) 7 = 215 =4. 8 y 110 z(1) = 54 =2. 03704 ( 1) Secondi t er at i on: Consi dert henewv al uesofy 03704 =4. 8 andz(1) =2. 1 4. 8)+2. 856( 03704]=2. x(2) = [ 15693 27 1 ( 2) 726( 2( 2. 03704) 3. 14815)y = [ 26913 ]=3. 15 1 1103. 148154. 8]=1. z(2) = [ 88985 54 ( 2) ( 2) Thi r di t er at i on: Consi dert henewv al uex =2. 15693,y 88985 =3. 26913 and z(2) =1. 1 3. 26913)+1. 856( 88985]=2. x(3) = [ 49167 27 1 ( 3) 726( 2( 1. 88985) 2. 15693)y = [ 68525 ]=3. 15 1 1102. 156933. 26913]=1. z(3) = [ 93655 54 Thus, wecont i nuet hei t er at i onandr esul ti snot edbel ow I t er at i onNo. x y z 4 2. 40093 3. 54513 1. 92265 5 2. 43155 3. 58327 1. 92692 6 2. 42323 3. 57046 1. 92565 7 2. 42603 3. 57395 1. 92604 8 2. 42527 3. 57278 1. 92593 9 2. 42552 3. 57310 1. 92596 10 2. 42546 3. 57300 1. 92595 11 2. 42548 3. 57302 1. 92595 12 2. 42548 3. 57301 1. 92595 49 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 13 2. 42548 3. 57301 1. 92595 Fr om t heabov et abl e12th and13th i t er at i onsar eequal ;byconsi der i ngt hef ourdeci malpl aces. Hencet hesol ut i onoft heequat i oni s x=2. 4255 y=3. 5730 z=1. 9260 Exampl e2: Sol v ebyJacobi met hod, t heequat i on 20x + 2 17 x x 1 2 3 = 3x1 +20x218 x3 =2x13x2 +20x3 =25 Sol ut i on: Wewr i t et hegi v enequat i oni nt hef or m 1 x1m +1 = ( 17x2m +2x3m) 20 1 m x2m +1 = (183x x3m) 1 + 20 1 x3m +1 = ( 2x1m +3x3m) 2520 Usi ngx10 =x20 =x30 =0, weobt ai n 17 x11 = =0. 85 20 18 =0. 9 x21 = 20 25 25 x31 = =1. 20 Put t i ngt hesev al uesont her i ghtofequat i on( * ) , weobt ai n, 1 17x21 +2x31)=1. x12 = ( 02 20 1 x22 = (0. 965 3x11 +x31)=1820 1 x32 = ( 1515 2x11 +3x31)=1. 2520 Theseandf ur t heri t er at esar el i st edi nt het abl ebel ow: x1m x2m m -( * ) x3m 0 0 0 0 1 0. 85 –0. 90 1. 25 2 1. 02 –0. 965 1. 1515 3 1. 0134 9954 -0. 1. 0032 4 1. 0009 0018 -1. 0. 9993 5 1. 0000 -1. 0002 0. 9996 6 1. 0000 -1. 0000 1. 0000 Thev al uesi n5thand6thi t er at i onsbei ngpr act i cal l yt hesame, west op, hencet hesol ut i onsar e x1 =1, x2 =1 and x3 =1 50 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Exampl e3:Uset heJacobimet hodt oappr oxi mat et hesol ut i onoft hef ol l owi ngsy st em ofl i near equat i ons 5x12x2 +3x3 =1 3x1 +9x2 +x3 =2 2x17x3 =3 x2Cont i nuet hei t er at i onsunt i lt wosuccessi v eappr oxi mat i onsar ei dent i calwhenr oundedt ot hr ee si gni f i cantdi gi t s. Sol ut i on: Tobegi n, wr i t et hesy st em i nt hef or m 1 2 3 x1 =- + x2-x3 5 5 5 2 3 1 x2 = + x1-x3 9 9 9 3 2 1 x3 =- + x1-x2 7 7 7 Becausey oudonotknowt heact ualsol ut i on, choose x1 =0,x2 =0,x3 =0 asaconv eni ent i ni t i al appr oxi mat i on.So, t hef i r stappr oxi mat i oni s 1 2 3 x1 =- + ( 0. 200 0)-( 0)=5 5 5 2 3 1 222 x2 = + ( 0)-( 0)≈0. 9 9 9 3 2 1 x3 =- + ( 0. 429 0)-( 0)≈7 7 7 Thet abl eshowst hesequenceofappr oxi mat i on n 0 1 2 3 4 5 6 7 x1 0. 0000 0. 200 0. 146 0. 192 0. 181 0. 185 0. 186 0. 186 x2 0. 0000 0. 222 0. 203 0. 328 0. 332 0. 329 0. 331 0. 331 x3 0. 0000 0. 429 0. 517 0. 416 0. 421 0. 424 0. 423 0. 423 Becauset hel astt wo col umnsi nt heTabl ear ei dent i cal ,y oucanconcl udet hatt ot hr ee si gni f i cantdi gi t s: 186, x2 =0. 331, x3 =0. 423 x1 =0. Exer ci se Sol v et hesy st em ofequat i onbyGaussJacobi met hod 5x2y+z=4 1. 0 I . Ans:x=x+6y2z=1 y=1 3x+y+5z=13 z=3 I I . 3. 15x1. 96y+3. 85z=12. 95 2. 13x5. 12y2. 892z=8. 61 5. 92x+3. 051y+2. 15z=6. 88 x=1. 7089y=1. 8005z= 0488 Ans: , , 1. I I I . 8x3y+2z=20 x=3. 0168 Ans: 51 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 6x+3y+12z=35 4x+11yz=33 y=1. 9859 z=0. 9118 GaussSei delmet hod( ‘ Successi v edi spl acement s’ ) Youwi l lnow l ookatamodi f i cat i onoft heJacobimet hodcal l edt heGaussSei delmet hod, namedaf t erCar lFr i edr i chGauss( 1777– 1855)andPhi l i ppL.Sei del( 1821– 1896) .Thi s modi f i cat i oni snomor edi f f i cul tt ouset hant heJacobimet hod,andi tof t enr equi r esf ewer i t er at i onst opr oducet hesamedegr eeofaccur acy . Wi t ht heGaussSei delmet hod,ont heot herhand,y ouuset henewv al uesofeachxias soonast heyar eknown.Thati s,oncey ouhav edet er mi nedx1 f r om t hef i r stequat i on,i t sv al ue i st henusedi nt hesecondequat i ont oobt ai nt henewx2.Si mi l ar l y , t henewx1andx2ar eusedi n t het hi r dequat i ont oobt ai nt henewx3, andsoon. Recal l Jacobi met hodf ort hesy st em ofequat i on: 1 ba x(k)a13x3(k)) x1(k+1) = ( a11 1 12 2 1 x2(k+1) = ( ba x(k)a23x3(k)) a22 2 21 1 1 x3(k+1) = ( ba x(k)a32x2(k)) a33 3 31 1 TheGaussSei delmet hodi mpl ement st hest r at egyofal way susi ngt hel at estav ai l abl ev al ueof apar t i cul arv ar i abl e. Nowi mmedi at el yuseev er ynewi t er at e 1 ( k+1) ba x(k)a13x3(k)) x1 = ( a11 1 12 2 1 x2(k+1) = ( ba x(k+1)a23x3(k)) a22 2 21 1 1 x3(k+1) = ( ba x(k+1)a32x2(k+1)) a33 3 31 1 f ork=0, 1, 2, … Thi si scal l edt heGaussSei del i t er at i onmet hodort hemet hodofsuccessi v edi spl acement s ( r epl acement s) . Exampl e4:Uset heGaussSei deli t er at i onmet hodt oappr oxi mat et hesol ut i ont ot hesy st em of equat i onsgi v eni nExampl e3. Sol ut i on x1,x2, x3)=( Thef i r stcomput at i oni si dent i cal t ot hatgi v eni nExampl e3.Thati s, usi ng( 0, 0, 0) ast hei ni t i al appr oxi mat i on, y ouobt ai nt hef ol l owi ngnewv al ueofx1. 1 2 3 x1 =- + ( 0. 200 0)-( 0)=5 5 5 Nowt haty ouhav eanewv al uef orx1, howev er , weusei tt ocompl et eanewv al uef orx2.Thati s 2 3 1 0)≈0. 156 x2 = + (0. 200)-( 9 9 9 52 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 0. 200andx2 =0. 156t Si mi l ar l y , usex1 =ocomput eanewv al uef orx3.Thati s, 3 2 1 0. 508 x3 =- + (0. 200)-( 0. 156)≈7 7 7 0. 200,x2 =0. 156,and x3 =0. 508.Cont Sot hef i r stappr oxi mat i oni sx1 =i nuedi t er at i ons pr oducet hesequenceofappr oxi mat i onsshowni nt heTabl ebel ow n 0 1 2 3 4 5 x1 0. 000 0. 200 0. 167 0. 191 0. 186 0. 186 x2 0. 000 0. 156 0. 334 0. 333 0. 331 0. 331 x3 0. 000 0. 508 0. 429 0. 422 0. 423 0. 423 Not et hataf t eronl yf i v ei t er at i onsoft heGaussSei delmet hod, y ouachi ev edt hesameaccur acy aswasobt ai nedwi t hsev eni t er at i onsoft heJacobi met hodi nExampl e3. Exampl e5: Sol v et hesy st em ofequat i onbyGaussSei del met hod 28x+4yz=32 4x+3y+10z=24 2x+17y+4z=35 Sol ut i on: Toappl yt hi smet hod,f i r stwehav et or ewr i t et heequat i oni nsuchwayt hatt of ul f i l ldi agonal el ement sar edomi nant . 28x+4yz=32 2x+17y+4z=35 4x+3y+10z=24 i . e.28>4 +1;17>2 +4; 10>4 +3 Soi t er at i onmet hodcanbeappl i ed 1 x= ( 324y+z) 28 1 y= ( 352x4z) 17 1 z= ( 24x3y ) 10 Fi r sti t er at i on: Fr om t heabov eequat i ons, west ar twi t hx=y=z=0, weget 3 2 x(1) = 28 =1. 1429 Newv al ueofxi susedf orf ur t hercal cul at i oni . e. , x=1. 1429 1 ( 1) 352( 1. 1429)4( 0) )=1. y = ( 9244 17 x=1. 1429andy=1. 9244 Newv al uesofxandyi susedf orf ur t hercal cul at i oni . e. , 1 ( 1) 241. 14293( 1. 9244) ]=1. z = [ 7084 10 Secondi t er at i on: ( 1) Consi dert henewv al uesofy 7084 =1. 9244and z(1) =1. 1 1. 9244)+1. 324( 7084]=0. x(2) = [ 9290 28 53 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 1 ( 2) 352( 4( 1. 7084) 0. 9290)y = [ 5476 ]=1. 17 1 240. 92903( 1. 5476) ]=1. z(2) = [ 8428 10 Thi r di t er at i on: ( 2) y Consi dert henewv al uesofx(2) =0. 9290, 8428 =1. 5476andz(2) =1. 1 1. 5476)+1. 324( 8428]=0. x(3) = [ 9876 28 1 ( 3) 352( 4( 1. 8428) 0. 9876)y = [ 5090 ]=1. 17 1 240. 98763( 1. 5090) ]=1. z(3) = [ 8485 10 Thus, wecont i nuet hei t er at i onandr esul ti snot edbel ow I t er at i onNo. x 4 0. 9933 1. 5070 1. 8486 5 0. 9936 1. 5070 1. 8485 6 0. 9936 1. 5070 1. 8485 y z 9936,y=1. 5070,z=1. 8485 Ther ef or ex=0. Exer ci se ( i ) UseGaussSei del t osol v et hesy st em ofequat i ons 2x+y+z=4 I . x+2y+z=4 Ans: x=1y= , 1z= , 1 x+y+2z=4 2xy5z+w =19 4x10y+z+4w =5 2x+y+z+5w =25 x=0. 5y= 3w Ans: , 2z=, , =5 12x2y+2z+w =1 ( i i ) Sol v et hef ol l owi ngsy st ems 10x+2y+z=9 2x+20y2z=44 2x+3y+10z=22 by( a)Jacobi ’ smet hod, and ( b)GaussSei del met hod. I neachcase, car r yy ourcomput at i ont o10i t er at i ons. 2z= Ans: ; ; 3 x=1y= Met hodofRel axat i on Thi smet hodi snott r eat ed.Youcani nv est i gat eabouti tony ourown. I I . ⌂3⌂ FI NI TEDI FFERENCES 54 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Lety=f ( x) Thev al ues, whi cht hei ndependentv ar i abl ext akes, ar ecal l edar gument sandt hecor r espondi ng v al uesoff ecal l edent r i es.Thedi f f er encebet weenconsecut i v ev al uesofxi scal l edt he ( x)ar i nt er v al ofdi f f er enci ng. I ft hei nt er v al ofdi f f er enci ngbehandt hef i r star gumentbea, t hen Ar gument sx : a, a +h, a +2h, a +3h, … Ent r i esf :f , f , f , f , … ( x) ( a) ( a +h) ( a +2h) ( a +3h) Forbr ev i t y , t heseent r i esar edonat edby y , y , y , y 3,… 1 0 2 Fi ni t eDi f f er ence Supposet haty=f st abul at edf ort heequal l yspacedv al ues, t hati sx=x0 +i i=0, 1, 2, …, n h, ( x)i x0 +2h, x0 +3h, x y= y y y y orx=x0 ,x0 +h, …, g i v i n g , , , …, t of i n dt h ev a l u e s o f + n h f ( x ) n 0 1 2 0 ' orf ( x)f orsomei nt er medi at ev al uesofx,t hef ol l owi ngt hr eet y pesofdi f f er encesar ef ound usef ul : ( 1)For war dDi f f er ence Thedi f f er ence y -, y y -, y …y y n1 0 n1 2 1 ar ecal l edt hef i r stf or war ddi f f er enceoft hef unct i onyandar edenot edby ∆y , ∆y …, ∆y 1 n1 0 Ther ef or e, a)=f y or ∆f ∆y =y ( ( f ( a) a +h)1 0 0 y y ∆y = ∆ f ( ) = f ( )f ( a +h) a + h a + 2 h 1 2 1 y ∆y =y ∆f ( ( f ( a +2h) a +2h)=f a +3h)2 3 2 x or ∆f ∆y y y ()=f ( f ( x) x+h)n = nn1 wher e∆i scal l edt hef or war ddi f f er enceoper at or . Thedi f f er encesoft hef i r stf or war ddi f f er encesar ecal l edsecondf or war ddi f f er ences. y y ∆y Thus ∆2y =∆( ∆( or ∆2y =∆y ∆y 1 0) 0)= 1 0 0 0 2 2 y y y ∆ ∆y ∆ y y y = ∆ = ∆ = ∆ ∆ ( ) ( ) 1 2 1 1 1 1 2 2 y y y ∆ ∆2y = ∆ = ∆ ∆ y = ∆ y ∆ y ( ) ( ) 3 2 2 2 2 3 2 y y ∆y ∆2y ∆2y ∆( ∆( ∆y ∆y nn1) n)= n = n = nn1 Si mi l ar l yonecandef i net hi r df or war ddi f f er ences, f our t hf or war ddi f f er encesandsoon. Thus y y ∆y ∆y ∆2y =∆( ∆( ∆y 1 0)= 0)= 1 0 0 =y y yy 2 1 (1 0) yy +y =y 2 1 1 0 =y 2 + y y 1 2 0 2y +y y ∆3y =∆( ∆2y =∆( 1 2 0) 0 0) 55 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng =∆y 2∆y +∆y 1 2 0 y y y y =y 2 +y ( ) 1 2 1 0 3 2 =y 2 + 2 + y y y y y 1 1 0 3 2 2 =y 3y +3y y 1 0 3 2 and, 3y +3y y y ∆4y =∆( =∆( ∆3y 1 0) 3 2 0 0) =∆y 3∆y +3∆y ∆y 1 3 2 0 y y y y -y y y =y 3 + 3 ( 1 0) 2 1)( 4 3 (3 2) =y 3y +3y +3y 3y yy +y 4 3 1 1 3 2 2 0 y y y y =y 4 + 6 4 + 4 1 3 2 0 I ti st her ef or ecl eart hatanyhi gheror derdi f f er encecaneasi l ybeexpr essedi nt er msoft he or di nat essi ncet hecoef f i ci ent soccur r i ngont her i ghtsi dear et hebi nomi al coef f i ci ent s. Thet abl eshowi ngt hev ar i ousf or war ddi f f er encesi scal l edf or war ddi f f er encest abl eandi s gi v enbel ow. Ar gument Ent r y Fi r stDi f f . SecondDi f f . Thi r dDi f f . x y a y 0 ∆2y ∆y ∆3y y y =∆y 1 0 0 a +h ∆y ∆y =∆2y 1 0 0 y 1 ∆2y ∆2y =∆3y 1 0 0 y y =∆y 1 2 1 a +2h ∆y ∆y =∆2y 1 1 2 y 2 y y =∆y 3 2 2 a +3h y 3 y i scal l edt hel eadi ngt er m and∆y ,∆2y ,∆3y , …ar ecal l edt hel eadi ngdi f f er ences. 0 0 0 0 Theoper at or∆hast hef ol l owi ngpr oper t i es: ∆c=0c ( i ) , bei ngaconst ant x)=c∆f ( i i ) ∆cf ( ( x) x)+bg( x)=b∆g( ( i i i ) ∆[ af ( x) ( x) ]=a∆f t h t h coef f i . ofxn) n!.hnand ( i v ) Then di f f er enceofann degr eepol y nomi ali saconst ant =( hencehi gheror derdi f f er encesar ezer o. I l l ust r at i v eExampl es 1.Pr ov et hat : x) x x) ( i ) f ( g( x) ( ∆g( )+g( ∆f ( x) x+h) [ ]=f x) x)x) f ( x) g( ∆f ( f ( ∆g( x) ( i i ) ∆ = g( x) g( g( x) x+h) [ ] 56 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Sol ut i on x) x) ( i )∆[ f ( g( x) ( gx+h)f ( g( x) x+h)( ]=f x) =f ( gx+h)f ( gx)+f ( gx)f ( g( x) x+h)( x+h)( x+h)( =f ( g( g( x) x) f ( f ( x) x+h) x+h)x+h)[ ]+g( [ ] x)+g( x) =f ( ∆g( ∆f ( x) x+h) x) f ( x) f ( x+h) f ( x) f ( gx )f ( g( x+h) x+h)( ( i i )∆ = = g( x) g( x+h)g( x) g( g( x) x+h) [ ] x)( x)( x) x) f ( gx)f ( gx)+f ( gx)f ( g( x+h) g( f ( f ( x) f ( x) g( g( x) x+h)( x+h)x+h)[ ][ ] = = g( g( x) g( g( x) x+h) x+h) x) x x) g( ∆f ( )f ( ∆g( x) = g( g( x) x+h) 2.Ev al uat et hef ol l owi ng, i nt er v al ofdi f f er enci ngbei nguni t y . x x e 2 og3x) e2xl an-1ax ( ( i )∆t i i )∆ ( i i i )∆ x ( i v )∆( e +e-x ( ! x+1) ( ) ( ) Sol ut i on x+1)( i )∆t an-1ax=t an-1a( t an-1ax an =t ( i i ) a( ax x+1)- a an-1 =t 1 +a2x+a2x2 1 +a( . ax x+1) 1 x x x x+2) 2x+12x+1 -2( 2x+1 x.2 x.2 ∆ = = = =( ! ( x+1) ( ( ( !( ! ! ! ! x+1) x+2) x+2) x+2) x+2) ( 2x ) 2x+1 2x ex +e-x]ex+1 +e-(x+1)] ex[ ex+1[ ( i i i )∆ x = = e +e-x ex+1 +e-(x+1) ex +e-x ex +e-x] ex+1 +e-(x+1)] [ [ e-e-1 e2x+1 +e-e2x+1-e-1 = = ex +e-x] [ ex +e-x] ex+1 +e-(x+1)] ex+1 +e-x-1)] [ [ [ ( ex ) ex+1 ex og3x)=e2(x+1)l e2xl ( i v )∆( og3( -2xl og3x x+1)e 1 og3x =e2xe2l og3x1 + e2xl x 1 2x og3x el =e2xe2l og3x+l og1 + x 1 l og3x og3x+e2l og1 + =e2xe2l x ( ) ( )] [ ( ) [ 57 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ] 1 og3xl og3x+e2l og 1 + =e2x exl x 1 2x 2 2 l og3x og 1 + +( 1) e=e el x { { ( ) ( )} } 3.Ev al uat et hef ol l owi ng, i nt er v al ofdi f f er enci ngbei ngh: x2 si n2x ( ) x2 +si nx) ( si n2xcos4x) ( ( i )∆( i i )∆( i i i )∆cotax ( i v )∆ Sol ut i on 2 x2 +si x2 +si nx)=[ nx] ( i )∆( +si n ( x+h) ( x+h) [ ]Or 2 2 x2 +si nx)=∆x2 +∆si si n( -i nx] ∆( nx=[ ( x+h)s x+h) x]+[ - Recal l t het r i gonomet r i ci dent i t y : A +B AB si nAsi nB =2cos si n 2 2 h h 2 =2hx+h +2cos x+ si n 2 2 h h =h( n cosx+ h +2x)+2si 2 2 ( ) ( ) ( )( ) ( i i )∆( si n2xcos4x)=si n2( cos4( -i n2xcos4x x+h) x+h)s Usi ngt het r i gonomet r i ci dent i t y : 1 si n( n( AB) si nAcosB = [ A +B)+si ] 2 1 1 =[ si n6( n (2x2h) si n6x+si n(2x) x+h)+si ]-[ ] 2 2 Not e:si n(si nθ θ)=si n6( -i n2( -i n6x+si n2x x+h)s x+h)s = 2 1 -si =[ si n6( -i n6x n2( -i n2x} x+h)s x+h)s { }{ ] 2 Recal l t het r i gonomet r i ci dent i t y : A +B AB si nAsi nB =2cos si n 2 2 1 =[ 2cos( si n3h2cos( si nh] 6x+3h) 2x+h) 2 =si n3hcos( -i nhcos( 2x+h) 6x+3h)s ( )( ) ( i i i ) naxcosax+h -cosaxsi nax+h cosax+h cosax si ∆cota =cota - x= cota = na nax si nax+h si si nax+hsi si n( nax( 1-ah) axax+h) si = = nax si nax si nax+hsi nax+hsi x x+h x 58 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 2 2 2 si n2xx -2si ( ( n2( x+h) x+h) x+h) x2 x ( i v )∆ = = si n2x si n2x si n2x si n2( n2( x+h)si x+h) 2 2 2 2 n2x -xsi n2x +xsi n2x-xsi n2( x+h) ( x+h)si = si n2x si n2( x+h) ( ) 2 n2x] h( si n2( -i si n2x-x2[ -x2] ( si n2x2x2si nhcos( 2x+h) x+h)s x+h) h +2x) [ = si n2x si n2( x+h) = si n2x si n2( x+h) 4.Ev al uat et hef ol l owi ng, i nt er v al ofdi f f er enci ngbei ngh: x 2 2 n cx+d n c o s 2 x ( ) ( ) ( i )∆ ( i i )∆ ab ( i i i )∆ a ( i v )∆ cos( cx+d) Sol ut i on ( i )∆cos2x=cos2( -os2x x+h)c =2si n( si nh2si nhsi n( 2x+h) 2x+h) 2 cos2x)=∆( ∆cos2x) ∆( =∆(2si nhsi n( 2x+h) 2si nh∆si n( 2x+h) )==2si nh[ si n{ si n( 2( x+h)+h}2x+h) ] n2hcos( =2si nh. 2cos( si nh=hsi 2x+2h) 2x+2h) x h ( i i )∆( abx)=a∆( bx)=a( bx bx)=ab( 1)=a( 1) bx+hbbhx x x h 2 ab)=∆( ∆ab)=∆[ a( b] ∆( 1) b2 x =a( ∆ x =a( . bx( b 1)b 1) 1)=a( 1). bhbhbhbh- 1)=( 1) achach( i i i )∆acx+d =ac(x+h)+dacx+d =acx+d( acx+d 2 cx+d cx+d ch c x+ d ∆a )=∆( 1) a =∆( ∆a a 2 cx+d cx+d ch ch ( =( ∆ =( 1)a 1) 1) 1) acx+d =( a a a achach3 cx+d 3 cx+d ch 1). a ∆a Si mi l ar l y , =( a andsoon n cx+d Gener al i zi ng, ∆nacx+d =( 1). acha n ch ch +π ∆ncos( cos cx+d +n Ans: n cx+d)=2si 2 2 ( ( i v )Sol v ei tasat r y– ) [ ( )] Di f f er enceofPol y nomi alofDegr een Weshal lpr ov eher et hatt henth di f f er encesofapol y nomi aloft henth degr eear e x)=2x3 +3x2 +4x+3 i ( const ant .For i nst ance,f s a pol y nomi alof degr ee 3 and on di f f er ent i at i ng3t i meswegetaconst ant . Gener al l y , l et y=axn +bxn-1 +cxn-2 +… +kx+1 -( 1) t h beapol y nomi al ofn degr ee( a≠0) n n2 n1 y+∆y=a( +c( +… +k( x+h) x+h) +b( x+h) x+h)+1 -( 2) wher eh=∆x.Nowsubt r act i ngEquat i on( 1)f r om Equat i on( 2) , wehav e, n n1 nn2 n∆y=a{ xn}+b{ ( ( ( x+h) x 1}+c{ x+h) x+h)x 2}+… +kh - 59 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng n Nowexpandi ng( ngbi nomi al expansi on, weobt ai n x+h)usi { } n( n1) 2 n( ( n2) 3 n1) n ∆y=ax xn-2h + xn-3h +… +hnxn +b +nxn-1h + 2! 3! ( ( n2) 2 n1) n2 n1) xn-1 +( x xn-3h +… +hn-1xn-1 +c h+ 2! ( ( n3) 2 n2) n3 n2) xn-2 +( x xn-4h +… +hn-2xn-2 h+ 2! { { } } Ther ef or e h}+xn-3{ h}+… +kh anc2h2 +b( anc3h3 +bn-1c2h2 +c( ∆y=anxn-1h +xn-2{ n1) n2) Now i f∆x=h i saconst ant ,t hent hebr acket edcoef f i ci ent sar eal lconst ant ,sot hatwemay 1 1 1 d et r epl acet hem bysi mpl econst antcoef f i ci ent sb, c.Thus, c, ∆y=anxn-1h +b1xn-2 +c1xn-3 +… +kh -( 3) Hencet hef i r stdi f f er enceofapol y nomi aloft henth degr eei sanot herpol y nomi alof( n1) degr ee. Now t of i ndt heseconddi f f er ence,wegi v exani ncr ement∆x=h i nEquat i on( 3) ,we hav e n2 n3 n1 y+∆y )=anh( x+h) x+h) x+h) ∆( +b1( +c1( +… +kh Thati s, ∆y+∆2y=… -( 4) Subt r act i ngEquat i on( 3)f r om ( 4) , weobt ai n, n1 nn2 nn3 n( ( ( ∆2y=anh{ x+h) x 1}+b1{ x+h) x+h) x 2}+c1{ x 3}+… +kh Agai nexpandi ngbybi nomi al t heor em andr epl aci ngbycoef f i ci entasbef or e, weobt ai n, n1) ∆2y=an( h2xn-2 +b11xn-3 +c11xn-4 +… +kh Ther ef or e,t heseconddi f f er encei sapol y nomi alofdegr ee( .Bycont i nui ngi nt hi smanner n1) wear r i v eatapol y nomi al ofdegr eezer of ort henthdi f f er ence. Thedi f f er ence ( 2)Backwar dDi f f er ence y y y y …y y -, -, n1 0 n1 2 1 ar ecal l edt hef i r stf or war ddi f f er enceoft hef unct i onyandar edenot edby ∇y , ∇y …, ∇y 1 n1 0 r espect i v el y , sot hat y-1 ∇y =y 0 0 y ∇y =y 1 1 0 y ∇y =y 2 2 1 a)=f a)y y or ∇f ( ( f ( ah) ∇y = n n n1 wher e∇i scal l edt hebackwar ddi f f er enceoper at or . I nasi mi l arway , onecandef i nebackwar ddi f f er encesofhi gheror der s.Thus, 60 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng y y ∇y =∇( ∇( ∇y ∇y ∇2y 2 1) 2)= 1 2 2 y y =y = +y y y y y ( ) 1 0 2 1 2 1 1 0 =y 2 y + y 1 2 0 y =∇( =y 3y +3y andsoon ∇3y ∇2y 1 0 3 3) 3 2 TheDi spl acement( orShi f t )oper at orE Theoper at orEi ncr easest hev al ueoft hear gumentbyonei nt er v al . xa,a +h,a +2h, y y I f: …andy , , , … =f ( a) =f ( a +h) =f ( a +2h) 1 0 2 a)=f y ; = Ef ( ( a +h) or Ey 1 0 =y i . e.Ey Ef ( ( a +2h) or Ey a +h)=f y 1 2 n = n +1 Whent heoper at orEi sappl i edt wi ce, t hev al ueoft hear gumenti ncr easesbyt woi nt er v al s. 2 2 y y y y y E2y = , E = , E = n 1 0 2 3 n +2 r I ngener alEry , = y y = y E n n nr n +r Theoper at orEhast hef ol l owi ngpr oper t i es: x x x)+bEg( ( i )Ecf ( i i )E[ ()=cEf ( x) af ()+bg( x) ( x) ]=aEf m +n m n x)=∆Ef ( i i i )E [ ;( i v )Eand∆ar ecommut at i v e, i . e. , E∆f Ef ( x) ( x) ( ( x) ]=E f Rel at i onsbet ween∆,∇andE ( i ) E ≡1 +∆ and ∆ ≡E1 y y y y ∆y = =Ey ( E1) n nn = n n +1 n ∆ ≡E1andE ≡1 +∆ n 1 +∆) En ≡( Not e.I ngener al 1 ( i i ) ∇ ≡1E y y y E-1y E-1 =y ∇ ≡1∇y ( E-1) 1n = nnn = n n1 1 ( i i i ) ∇ ≡∆E y y ∆y =∆y =∆E-1y ∇ ≡∆E-1 n = nn n1 n1 I l l ust r at i v eExampl es 1.Pr ov et hat∇E =E∇ =∆ =E1 Sol ut i on ∇Ey y =∆y ∇y =y n = n n +1 n +1 n y y y y E∇y = E = = (n n-1) n +1 n ∆y n n y y y y = ∆ ( E1) n = n n n +1 Hence∇E =E∇ =∆ =E1 2 2 2.Ev al uat e( ,h =1 ( ) ∇ +∆) x +x 2 2 2 2 Sol ut i on ( ∇ +∆)( x +x)=( x +x) E-1 +E11)( 2 2 1 =( =( ) ( ) ( x x2 +x) + x EE E22 +E-2) 2 2 2 x +x)x2 +x)+E ( x2 +x) =E( 2( 22 2 22 2 x +x)+E x +E-2x =Ex +Ex2( 2 2 x+2) +x+2x2) =( 2( +x2 x2 +x)+( Putx=h=1 2 2 2 2 ( ∇ +∆) 1 +2) 12) +1 +22( +12 =8 ∴ ( x +x)=( 12 +1)+( 61 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 2 ∆2 x) u( x )and∆ u( E Eu( x) () 3.Expl ai nt hedi f f er encebet ween 2 ( E1) ∆2 E22E +1 x)= x)= u( u( u( x) E E E =( u( x) E2 +E-1) x x =Eu()2u()+E-1u( x) x)+u( =u( 2u( x1) x+1)2 u( x) ( x) ( ∆2u( u( x) u( 2u( x) E1) x+1)+u( x+2)2E +1) E2= = = Eu( x) u( x+1) u( x+1) u( x+1) Thedi f f er encei sev i dent . Sol ut i on [ ] ( () [ ) ] ∆f ( x) x)=l 4.Pr ov et hat : ( i )∆l ogf og 1 + ( f ( x) ∆2 3 ( i i ) x =6xi nt er v al ofdi f f er enci ngbei nguni t y E Sol ut i on f ( x+1) Ef ( x) x)=l x)=l ( i ) ∆l ogf ogf -ogf og =l og ( ( ( x+1)l f ( x) f ( x) x)+∆f ( f ( x) f ( ( x) 1 +∆) =l og =l og f ( x ) f ( x) ∆f ( x) =l og 1 + f ( x) 2 2 2 ( ) E1 E 2E +1 3 ∆ 3 x= x3 = x =( x3 ( i i ) E2 +E-1) E E E 3 =Ex32x3 +E-1x 3 3 =( 2x3 +( =6x x+1) x1) () () [ ] [ ] ] [ ] ] [ [ 1 1 1 5.I fDst andsf ort hedi f f er ent i al oper at ord , pr ov et hatD = ∆-∆2 + ∆3… 3 h 2 dx Sol ut i on h2 '' h3 ''' ' x x x x x)+… ( ) ( ) ( ) ( ) ( ) Weknowt hatEf =fx+h =f +hf + f + f( 2! 3! [ Tay l or ’ sExpansi on] 2 3 ( hD) ( hD) x)=ehDf =1 +hD + ( x) ( + +…f 2! 3! 1 +∆ =ehD l E =ehD og( 1 +∆)=hD 1 12 13 1 D =l og( 1 +∆)= ∆-∆ + ∆ … 3 h 2 h [ [ ] ( 6.Gi v ent hat : x:1 2 3 y :2 5 10 Fi ndt hev al ueof∇2y . 5 ) 4 17 5 26 62 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ] 2 Sol ut i on ∇2y =1=1y E-1)y 2E-1 +E-2) 5 ( 5 ( 5 =y 2E-1y +E-2y =y 2y +y 5 5 5 5 4 3 17)+10 =2 =262( Exer ci se ( i ) ∆∇) x2, Fi nd( wher ehi st hei nt er v al ofdi f f er enci ng. ( i i ) Ev al uat e Ans: 2h2 ∆2 f ( x) , wher ehi st hei nt er v al ofdi f f er enci ng E () x)Ans: f ( 2f ( ( x2h) xh)+f ( i i i ) 5 1 Pr ov et hat∇y =h1 + ∇ + ∇2 +…y n n +1 2 12 ( i v ) Pr ov et hat∆ ( v ) ( 1 +∆) 1∇)=1 Pr ov et hat( a)( [ Ux ] Vx∆UxUx∆Vx VxVx+1 (V)= x ∆∇ ( b)∆ +∇ = ∇∆ ( c)∇2 =12E-1 +E-2 ( v i ) Ev al uat et hef ol l owi ng, t hei nt er v al ofdi f f er enci ngbei nguni t y : ( a)∆l ogx 23 ( e)∆ x Ex3 ∆2 ( c) x2 E () ( b)( x E-1∆) 2 ( f )∆2E3x 2 2 ( g)( ( 2∆ +1) x+2) ( ( 1x) 12x) 13x) ( i )∆3( ( h)( ex +x) ( ( E1) E +2) ( 3)Cent r al Di f f er ence Thecent r al di f f er enceoper at orδi sdef i nedbyt her el at i ons: y y =δ1 1 0 2 y y =δ3 2 1 2 63 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 22 ( d) ∆ x x+l ogx] E[ ……………… y y =δn-1 nn1 2 Si mi l ar l y , hi gheror derdi f f er encesar edef i nedas 2 y δ δ δ δ2y δ2y δ3δ1 =δy , = , =δ3y 5 3 1 1 2 2 3 2 2 2 2 2 andsoon. Thecent r al di f f er enceoper at ori sal sodef i nedas h h x)=fx+ ( δf fx2 2 ( )( ) Rel at i onsbet weent heoper at or s 1 2 1 2 ( i ) δ =E E ( i i ) δ =∆E 2 ( i i i ) δ =∇E 1 - 1 2 Exer ci se ∇2x3 1 ( a) 2 =31x δx ( ) ( b)δ2y =y 2y +y-1 1 0 0 3 1 1 2 2 1 1 2 2 ( c)δ y-1 =y 3y +3y 0 ( e)δ( E +E δ2 1 + ( d)E = 4 1 2 1 2 ( ) δ +2 )=∆E-1 +∆ ⌂4⌂ I NTERPOLATI ONANDEXTRAPOLATI ON x2,…,xn.Thent Lety ,y,y ,….,y easetofv al uesoff unct i ony=f he ( x)atx0,x nb 1, 0 1 2 pr ocessoff i ndi ngt hev al uesofycor r espondi ngt oanyv al ueofx=x1 bet weenx0 andxn i s cal l edi nt er pol at i on.Thus, i nt er pol at i oni st het echni queofest i mat i ngt hev al ueofaf unct i onf or anyi nt er medi at ev al ueoft hei ndependentv ar i abl ewhi l et hepr ocessofcomput i ngt hev al uesof t hef unct i onout si det hegi v enr angei scal l edext r apol at i on. Newt onGr egor yFor mul aef orEqualI nt er v al s ( a)Newt on’ sFor war dI nt er pol at i onFor mul a ( b)Newt on’ sBackwar dI nt er pol at i onFor mul a Newt on’ sFor war dI nt er pol at i onFor mul a Supposet hef ol l owi ngt abl er epr esent sasetofv al uesofxandy x: x0 x1 x2 x3 xn ⋯ y : y y y y y ⋯ n 1 0 2 3 OR x: a a +h a +2h a +3h a +nh ⋯ y : f ( a) f ( a +h) f ( a +2h) f ( a +3h) ⋯ f ( a +nh) n n a)=y f ( a) ( ( ( 1 +∆)f a +nh)=Ef n = 64 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng [ ] n( n1) 2 n( ( n2) 3 n1) =1 +n∆ + ( a) ∆ + ∆ +…f 2! 3! n( n( ( n1) 2 n1) n2) 3 ∴ ( a)+n∆f a)+ a)+ a)+… ( ( ( ( ∆f ∆f fa +nh)=f 2! 3! OR n( n( ( n1) 2 n1) n2) 3 ∆y ∆y f +n∆y + + +… ( a +nh)=y 0 0 0 0 2! 3! wher ey sapol y nomi al ofdegr een x)i n( xa n= h or xx0 n= h x0 =a=f i r stt er m h=i nt er v al ofdi f f er enci ng; x1x0 =h,x2x0 =2h andsoon x=gi v env al ueoft hei ndependentv ar i abl e 2 3 , ∆y , ∆y ar eobt ai nedf r om di f f er encet abl e ∆y 0 0 0 Vi t alpoi nt : I fa +nh i sneart hebegi nni ng, usef or war di nt er pol at i onf or mul a. I l l ust r at i on1: I nacer t ai nexper i ment , t hev al uesofxandywer ef oundasf ol l ows: x: 0 1 2 3 4 5 6 y : 0 1 16 81 256 625 1296 5, Fi ndt hev al ueofywhenx=2. usi ngNewt on’ sf or war di nt er pol at i onf or mul a. Sol ut i on: Her ea=0h= , 1,a +nh =2. snear ert hebegi nni ngt hanend 5i 2. 50 Son= =2. 5 1 Thef ol l owi ngi st hef or war ddi f f er encet abl e: x y ∆y ∆4y ∆2y ∆3y 0 ∆5y 0 =y 0 1 =∆y 0 1 14 =∆2y 0 1 36 =∆3y 0 15 2 16 65 3 81 24 110 256 0 =∆5y 0 60 175 4 24 =∆4y 0 50 0 84 24 194 369 65 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 108 5 625 302 671 6 1296 Usi ngNewt on’ sf or war di nt er pol at i onf or mul a n( n( ( n( ( ( n3) 4 n1) 2 n1) n1) n2) 3 n2) ∆y ∆y ∆y f +n∆y + + + ( a +nh)=y 0 0 0 0 0 4! 2! 3! weget ( ( 1. 5) ( ( ( 0. 5) ( ( ( (0. 5) 1. 5) 1. 5) 2. 5) 2. 5) 2. 5) 0. 5) f ( 24) ( ( ( ( 1)+ 14)+ 2. 5)=0 +( 2. 5) 36)+ 6 2 24 =0 +2. 5 +26. 25 +11. 250. 9375 =39 I l l ust r at i on2:Appl y i ngNewt on’ sf or war di nt er pol at i onf or mul a, comput et hev al ueof 5. 5, gi v en t hat 5 =2. 828, cor r ectupt ot hr eepl acesofdeci mal . 449, 7 =2. 236, 6 =2. 646and 8 =2. Sol ut i on Let ’ spr esenti tt hi sway : x: 5 6 7 8 y : 2. 236 2. 449 2. 646 2. 828 Her ea=5h= , 1a , +nh =5. snear ert hebegi nni ngt hanend 5i 5. 55 Son= =0. 5 1 Thef ol l owi ngi st hef or war ddi f f er encet abl e: x y ∆y ∆2y 5 ∆3y 2. 236 =y 0 0. 213 =∆y 0 6 –0. 016 =∆2y 0 2. 449 0. 001 =∆3y ≈0 0 0. 197 7 2. 646 015 -0. 0. 182 8 2. 828 Usi ngNewt on’ sf or war di nt er pol at i onf or mul a n( n1) 2 ∆y f +n∆y + ( a +nh)=y 0 0 0 2! ( (0. 5) 0. 5) f 236 +( (0. 016) ( ( 5. 5)=2. 0. 5) 0. 213)+ 2 =2. 236 +0. 1065 +0. 002 =2. 3445 ∴ 5. 5 =2. 345t o3deci mal pl aces. 66 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng I l l ust r at i on3: Thef ol l owi ngar edat af r om t hest eam t abl e: Temper at ur 150 160 170 180 e 0C: 140 2 / Pr essur ekgf 685 4. 854 6. 302 8. 076 10. 225 cm : 3. Usi ngsui t abl ef or mul a, f i ndt hepr essur eofst eam f orat emper at ur e1420C. Sol ut i on: Her ea=140,h=10,a +nh =142 i snear ert hebegi nni ngt hanend. 142140 So,n= =0. 2 10 Thef ol l owi ngi st hef or war ddi f f er encet abl e: x y ∆y ∆2y ∆3y 140 ∆4y 3. 685 =y 0 1. 169 =∆y 0 150 0. 279 =∆2y 0 4. 854 0. 047 =∆3y 0 1. 448 160 6. 302 1. 774 170 0. 002 =∆4y ≈0 0 0. 326 8. 076 0. 049 0. 375 2. 149 180 10. 225 Usi ngNewt on’ sf or war di nt er pol at i onf or mul a n( n( ( n1) 2 n1) n2) 3 ∆y ∆y f +n∆y + + ( a +nh)=y 0 0 0 0 2! 3! ( (0. 8) ( ((1. 8) 0. 2) 0. 2) 0. 8) f 685 +( ( 0. 047) ( ( ( 142)=3. 0. 2) 1. 169)+ 0. 279)+ 6 2 =3. 685 +0. 23380. 02232 +0. 002256 =3. 899Kgf / cm2 TestYourKnowl edge 1.Usi ngNewt on’ sf or war di nt er pol at i onf or mul a, f i ndyatx=8f r om t hef ol l owi ngt abl e: 5 10 15 20 25 x: 0 y : 7 11 14 18 24 32 Ans: 12. 77 x)i ( 2.Af unct i onf sgi v enbyt hef ol l owi ngt abl e.Fi ndf t abl ef or mul a: ( 0. 2)byasui x: 0 1 2 3 4 5 6 : 176 185 194 203 212 220 229 Ans: 177. 75 y 3.Gi v en: n500 =0. 7660,si n600 =0. 8660, f i ndsi n520, si n450 =0. 7071,si n550 =0. 8192,si usi ngNewt on’ sf or war di nt er pol at i onf or mul a. Ans: 0. 7880 4.Usi ngNewt on’ sf or war di nt er pol at i on, f i ndt hev al ueofl gi v en og10π, l og3. 141 =0. 4970679364; l og3. 142 =0. 4972061807; l og3. 143 =0. 4973443810; l og3. 144 =0. 4974825374; l og3. 145 =0. 4976206498 67 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 1416] [ Hi nt .π =3. Ans: 0. 4971508883 Newt on’ sBackwar dI nt er pol at i onFor mul a Newt onGr egor ybackwar di nt er pol at i onf or mul ai sgi v enas n n a)=( f ( a)=( ( a) ( ( 1∇)f anh)=E-nf E-1)f [ ] n( n1)2 n( ( n2)3 n1) =1( a) n∇ + ∇∇ +…f 2! 3! n( n( ( n1)2 n1) n2)3 ∴ ( a)a)+ a)a)+… ( ( ( ( nh)=f fan∇f ∇f ∇f 2! 3! OR n( ( n1)2 n( n1) n2)3 y f n ∇ + +… ∇y ∇y ( anh)=y 0 0 0 0 2! 3! ax anh =x i Al so, . e. n= h Vi t alpoi nt : I fasneart heend, usebackwar di nt er pol at i onf or mul a. nhi I l l ust r at i on4: Fr om t hegi v ent abl e, comput et hev al ueofsi n380 x 0 10 20 30 40 0 si nx 0 0. 17365 0. 34202 0. 50000 0. 64279 Sol ut i on: Her ea=40,h=10,asnear ert heendt hanbegi nni ng nh=38 i 38 ax 40= =0. 2 ∴ n= 10 h Thef ol l owi ngi st hebackwar ddi f f er encet abl e: si nx0 x y 0 0 ∇2y ∇y ∇3y ∇4y 0. 17365 10 0. 17365 0. 00528 0. 16837 20 0. 34202 0. 00511 - 0. 0048 =∇3y 0 0. 15798 30 0. 00031 =∇4y 0 0. 01039 - 0. 01519 =∇2y 0 0. 50000 0. 14279 =∇y 0 68 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 40 0. 64279 =y 0 Usi ngNewt on’ sbackwar di nt er pol at i onf or mul a, n( ( n( ( ( n3)4 n1)2 n( n1) n1) n2)3 n2) f n∇y + + ∇y ∇y ∇y ( anh)=y 0 0 0 0 0 4! 2! 3! ( (0. 8) ( ((1. 8) 0. 2) 0. 2) 0. 8) ( ( ( ((38)=0. 0. 2) 0. 14279)+ 0. 01519)0. 0048)+ f 642796 2 ( (((2. 8) 0. 2) 0. 8) 1. 8) ( 0. 00031) 24 =0. 642790. 028556 +0. 0012152 +0. 00023040. 000010416 0 n38 =0. 6157 ∴ si I l l ust r at i on5:Thef ol l owi ngt abl egi v est hepopul at i onofat owndur i ngt hel astsi xcenses. Est i mat e, usi ngNewt on’ si nt er pol at i onf or mul a, t hei ncr easei nt hepopul at i ondur i ngt heper i od 1946t o1948. Year : 1911 1921 1931 1941 1951 1961 Popul at i on( i nt housands) : 12 15 20 27 39 52 Sol ut i on: Bot ht hey ear s1946and1948ar enear ert heendt hanbegi nni ng. Her ea=1961,h=10 Thef ol l owi ngi st hebackwar ddi f f er encet abl e: Year Popul at i o n x ∇y ∇4y ∇2y ∇3y y 1911 ∇5y 12 3 1921 15 2 5 1931 20 0 2 7 1941 27 4 =∇3y 0 1 =∇2y 0 13 =∇y 0 1961 ( i ) 7 =∇4y 0 5 39 10 =∇5y 0 3 12 1951 3 52 =y 0 Fort hey ear1946,anh=1946 69 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ax 19611946 ∴ n= = =1. 5 10 h Usi ngNewt on’ sbackwar di nt er pol at i onf or mul a n( ( n( ( ( n3)4 n( ( ( ( n4) n1)2 n( n1) n1) n1) n2)3 n2) n2) n3) f n∇y + + ∇y ∇y ∇y ( anh)=y 0 0 0 0 0 4! 5! 2! 3! ∇5y 0 weget ( ( 0. 5) ( ( (0. 5) ( ( ((1. 5) 1. 5) 1. 5) 1. 5) 0. 5) 0. 5) 0. 5) ( ( ( ( ((4)+ 7)1. 5) 1)1946)=5213)+ f 6 2 24 ( ( (((2. 5) 1. 5) 1. 5) 0. 5) 0. 5) (10) 120 =5219. 5 +0. 3750. 250. 16406250. 1171875 ( 1946)=32. f 344t o3deci mal pl aces ( i i ) Fort hey ear1948,anh=1948 1948 ax 1961∴ n= = =1. 3 10 h Usi ngNewt on’ sbackwar di nt er pol at i onf or mul a, weget ( ( 0. 3) ( ( (0. 7) ( ( ((1. 7) 1. 3) 1. 3) 0. 3) 1. 3) 0. 3) 0. 7) ( ( ( ( ((4)+ 7)1)1948)=521. 3) 13)+ f 6 2 24 ( ( (((2. 7) 1. 7) 1. 3) 0. 3) 0. 7) (10) 120 =5216. 9 +0. 1950. 1820. 13536250. 1044225 ( 1948)=34. f 873cor r ectt o3deci mal pl aces. equi r edi ncr easei npopul at i ondur i ng1946t o1948 ∴Ther =f ( f ( 1946) 1948)=34. 87332. 344 =2. 529t housand. 3 2 x ()=x I l l ust r at i on6:Fr om t hedi f f er encet abl eoff 3x +5x+7f ort hev al uesof0,2,4,6,8 andext endt het abl ef ort hecal cul at i onoff ( 10) x)=x3Sol ut i on:Her ey=f 3x2 +5x+7 ( ( 0)=7 f ( 2)=8f 12 +10 +7 =13 ( 4)=64f 48 +20 +7 =43 ( 6)=216f 108 +30 +7 =145 ( 8)=512f 192 +40 +7 =367 Thef ol l owi ngi st hebackwar ddi f f er encet abl e: x y ∇y ∇4y ∇2y ∇3y 0 7 6 2 13 24 30 4 43 48 72 70 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 0 48 =∇3y 0 102 6 120 =∇2y 0 145 222 =∇y 0 8 367 =y 0 810 ∴ n= =1 2 Usi ngNewt on’ sbackwar di nt er pol at i onf or mul a, n( ( n1)2 n( n1) n2)3 f n∇y + ∇y ∇y ( anh)=y 0 0 0 0 2! 3! ((2) (((3) 1) 1) 2) f ( 48) ( (( ( 1) 10)=367222)+ 120)6 2 =367 +222 +120 +48 =757 nh=10 Her e a=8,h=2,a- 1.Gi v en: TestYourKnowl edge x: 1 2 3 4 5 6 7 8 y : 1 8 27 64 125 216 343 512 Est i mat ef Ans: 421. 875 ( 7. 5) 2.Thef ol l owi ngdat agi v est hemel t i ngpoi ntofanal l oyofl eadandzi nc,wher eti st he 0 t emper at ur ei n Candpi st heper cent ageofl eadi nt heal l oy . : 60 70 80 90 p( %) : 226 250 276 304 t Fi ndt hemel t i ngpoi ntoft heal l oycont ai ni ng84%ofl ead,usi ngNewt on’ si nt er pol at i on f or mul a. Ans: 286. 96 Lagr ange’ sFor mul af orUnequalI nt er v al s Lety=f unct i onwhi cht akest hev al uesy ,y,y ,….,y enxassumest he ( x)beaf n wh 0 1 2 x2,…,xn r v al ues x0,x espect i v el y .I ft hev al uesofxar eatequali nt er v al s,weuseNewt on’ s 1, f or war dorbackwar df or mul a.I ft hev al uesofxar enotatequali nt er v al s,weuset hef ol l owi ng f or mul a: …x…xxx2) xx3)( xx0) xx2) xx3)( xx1) xn) xn) ( ( ( ( ( ( x)=y y f + +y ( 1 0 …x0…x1x0x1) x0x2) x0x3)( xn) x1x0) x1x2) x1x3)( xn) 2 ( ( ( ( ( ( …x…xxx0) xx3)( xx0) xx2)( xx xx1) x xn) ( ( ( ( ( ( 1) n1) +… +y n … … x2x0) x2x x2x3)( x2x xnx0) xnx2)( xnx1) xnxn-1) n) ( ( ( ( ( ( 1) Thi si scal l edLagr ange’ si nt er pol at i onf or mul af orunequal i nt er v al s I l l ust r at i on7: Fi ndy v eny ( 10)gi ( ( ( ( 5)=12,y 6)=13,y 11)=16. 9)=14andy Sol ut i on Forunder st andi ng, pr esenti tasf ol l ows: x: 5 6 9 11 y : 12 13 14 16 Si ncet hei nt er v al ar enotequal , weuseLagr ange’ si nt er pol at i onf or mul a; 71 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng =12,y =13,y Hence x0 =5,x1 =6,x2 =9, x3 =11; y =14, y =16 1 0 2 3 ∴ xx2) xx3) xx0) xx2) xx3) xx0) xx3) xx1) xx1) ( ( ( ( ( ( ( ( ( x)=y y y f + + +y ( 0 x0x1) x0x2) x0x3) 1( x1x0) x1x2) x1x3) 2( x2x0) x2x1) x2x3) 3 ( ( ( ( ( ( ( xx0) xx2) xx1) ( ( ( x3x0) x3x1) x3x2) ( ( ( ( ( ( ( ( ( ( ( ( 106) 109) 1011) 105) 109) 1011) 105) 106) 1011) =( +( +( +( 16) 14) 12) 13) ( ( ( ( ( ( ( ( ( 56) 65) 511) 611) 59) 69) 95) 96) 911) ( ( ( 105) 106) 109) ( ( ( 115) 116) 119) 13 35 16 44 =2- + + = =14. 7 3 3 3 3 I l l ust r at i on8: UseLagr ange’ sf or mul at of i tapol y nomi al t ot hedat aandhencef i ndy ( 1) x: 1 0 2 3 : 8 3 1 12 y ( Hi nt : keepxi nt hef or mul aasi ti s) Sol ut i on =8,y =3,y =12 Her e x0 =1,x1 =0,x2 =2, x3 =3; y =1, y 1 0 2 3 Usi ngLagr ange’ sf or mul a, xx2) xx3) xx0) xx2) xx3) xx0) xx3) xx1) xx1) ( ( ( ( ( ( ( ( ( x y y y f = + + +y () 0 x0x1) x0x2) x0x3) 1( x1x0) x1x2) x1x3) 2( x2x0) x2x1) x2x3) 3 ( ( ( ( ( ( ( xx0) xx2) xx1) ( ( ( x3x0) x3x1) x3x2) ( ( ( x( ( ( ( x(1) ) ( ( ( () ( ( 1) x0) x2) x3) x2) x3) x0) x3) x)=(f +( +( +( 12) ( 1) 8) 3) (((( () ( ( ( () ( ( 1) 1) 10) 12) 13) 02) 03) 20) 23) 02x( () ( ( 1) x0) x2) ( () ( ( 1) 30) 32) 32 3 2 1 3 2 13 2 =( xxxx3x25x +6x)+ ( 4x +x+6)-( 2x 3x)+( 2x) 6 3 2 =2x36x2 +3x+3 | onsi mpl i f i cat i on x)=2x3( y nomi al i ff 6x2 +3x+3 ∴ Thepol Forx=1 3 2 ( 1)=2( 1)+3 y=f 6( +3( 1) 1) ∴ y=2 TestYourKnowl edge 1.Usi ngLagr ange’ sf or mul a, f i ndt hef or m oft hef unct i onf v ent hat : ( x)gi x: 0 2 3 6 y : 659 705 729 804 72 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Ans:1(x3 +29x2 +1602x+47448) 72 2.Gi v ent hev al ues: x: 0 2 3 6 : 4 2 14 158 y Uset heappr opr i at ef or mul af ori nt er pol at i ont of i ndt hev al ueoff ( 4) Ans: 40 3.Appl yLagr ange’ sf or mul at of i ndf r om t hef ol l owi ngdat a: ( x)f 1 4 5 x: 0 y : 4 3 24 39 Hencef i ndywhenx=6 x)=2x2( Ans: f 3x+4;y=58 NEWTONDI VI DEDDI FFERENCEFORMULA x x2) x1) xn)bet ( ( ( ( Letf ,f ,f ,…,f hev al uesoft hef unct i onf r espondi ngt ot he ( x)cor 0) ar gument sx0, …, x1, x2, xn. The f i r stdi v i ded di f f er ence f ort he ar gument si s def i ned as x0 ,x1 i s def i ned as ∆ x x (1)(0)andi f f x0)or ( ( x0,x1)orxf sdenot edbyf x0,x1] [ 1 x1x0 Thus x0) x ( ( ∆ f f 1) x0)= x0,x1)=xf ( f ( x1x0 x2)x1) ( ( ∆ f f x1)= x1,x2)=xf ( Si mi l ar l y ,f ( 2 x2x1 x x2) ( ( ∆ f f 3) x x x , ( ) and f et c (2 3)=x3f 2 = x3x2 1 x1, x2 i Theseconddi v i deddi f f er encef ort hear gument s x0, sdef i nedas 2 x1, x2)x0, x1) ∆ ( ( f f x0)= x0, x1, x2)=x, ( f f ( x x2x0 1 2 Thet hi r ddi v i deddi f f er encef ort hear gument sx0, sdef i nedas x1, x2, x3i x1,, x2x3)x0,, x1x2) ∆3 ( ( f f x x0, x1, x2, x3)=x,, ( ) f f = andsoon ( 0 xx 1x 2x 3 3 0 Newt on’ sdi v i deddi f f er encef or mul ai s ∆ ∆2 x x x x x x x0)+… + x x x ()=f (0)+( 0) (0)+( 0) ( 1) ( f xf x, xf 1 1 2 n ∆ xx0) xx1)( xn-1) x0) ( ( ( …xx, …, xf 1 n ( ( 5)=120, 3)=24,f I l l ust r at i on9:UseNewt on’ sdi v i deddi f f er encef or mul at of i nd f ff ( 7) i ( ( ( 8)=524,f 9)=720 and f 12)=1716 f Bet t erwr i t ei tt hi sway Sol ut i on 73 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng x: 3 5 8 9 12 y : 24 120 524 720 1716 Thedi v i deddi f f er encet abl ei sasf ol l ows: x f ( x) ∆f ( x) 3 ( x) ∆2f 24 ∆ 12024 ( 3)= =48 5f 53 5 ∆2 134. 6748 ( 3)= =17. 33 5, 8f 83 120 ∆ 524120 ( 5)= =134. 67 8f 85 8 ∆2 196134. 67 ( 5)= =15. 33 8, 9f 95 524 ∆ 720524 ( 8)= =196 9f 98 9 ∆2 332196 ( 8)= =34 9, 12f 128 720 ∆ 1716720 ( 9)= =332 12f 129 12 1716 ∆3f ( x) 74 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ∆4f ( x) ∆3 15. 3317. 33 ( 3)= =0. 33 5, 8, 9f 93 ∆4 (2. 670. 33) ( 3)= =0. 33 5, 8, 9, 12f 123 ∆3 3415. 33 ( 5)= =2. 67 8, 9, 12f 125 Newt on’ sdi v i deddi f f er encef or mul ai s n ∆ ∆ ∆2 x x x x x x x x x x x x x x x x0) x)=f ( (0)+( 0) ( ) ( ) ( ) ( ) ( ) ( )( ) 1 1 n1 0 0 0 0 ( f f + f + … + … x1 x1, x2 x, …, xnf 1 ∆ ∆2 ∆3 x ()=f ( ( ( ( ( ( ( ( ( ( x5) f x5) x5) 3)+( x3) 3)+( x3) 3)+( x3) x8) 3)+( x3) x8) x9) f f 5f 5, 8 5, 8, 9 4 ∆ ( 3) f 5, 8, 9, 12 ( ( ( ( (( ( ( 7)=24 +( 75) 75) 75) 73) 73) 73) 78) 0. 33)+( 73) 78) 79) f 48 +( 17. 33 +( 0. 33 =24 +192 +138. 64 +2. 64 +5. 28 ( 7)=362. f 56 ≈363 I l l ust r at i on10: Usi ngNewt on’ sdi v i dedf or mul a, ev al uat ef , gi v en ( x)andf ( 15) x: 4 5 7 10 11 13 y : 48 100 294 920 1210 2028 Thedi v i deddi f f er encet abl ei sasf ol l ows: x f ( x) ∆f ( x) 4 48 75 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ∆2f ( x) ∆ 10048 ( 4)= =52 5f 54 5 ∆2 9752 ( 4)= =15 5, 7f 74 100 ∆ 294100 ( 5)= =97 7f 75 7 ∆2 208. 6797 ( 5)= =22. 33 7, 10f 105 294 ∆ 920294 ( 7)= =208. 67 10f 107 10 ∆2 290208. 67 ( 7)= =20. 33 10, 11f 117 920 ∆ 1210920 ( 10)= =290 11f 1110 11 1210 13 2028 ∆2 409290 ( 10)= =39. 67 11, 13f 1310 ∆ 20281210 ( 11)= =409 13f 1311 ( x) ∆3f ( x) ∆4f ∆3 22. 3315 ( 4)= =1. 22 5, 7, 10f 104 76 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ∆5f ( x) ∆4 0. 331. 22 ( 4)= =0. 22 5, 7, 10, 11f 114 ∆5 0. 44(0. 22) ( 4)= =0. 07 5, 7, 10, 11, 13f 134 ∆3 20. 3322. 33 ( 5)= =0. 33 7, 10, 11f 115 ∆4 3. 22(0. 33) ( 5)= =0. 44 7, 10, 11, 13f 135 ∆3 39. 6720. 33 ( 7)= =3. 22 10, 11, 13f 137 Newt on’ sdi v i deddi f f er encef or mul ai s n ∆ ∆ ∆2 x x x x x x x x x x x x x x x x0) x ()=f (0)+( 0) (0)+( 0) ( 1) (0)+… +( 0) ( 1)( n1) ( f … x1f x1, x2f x, …, xf 1 n ∆ ∆2 ∆3 x ()=f ( ( ( ( ( ( ( ( ( 4)+( x4) 4)+( x4) x5) f 4)+( x4) x5) x7) 4)+( x4) x5) x7) f f 5f 5, 7 5, 7, 10 4 5 ∆ ∆ ( ( ( ( ( ( ( 4)+( x4) x5) x7) 4) x11) x10) x10) f f 5, 7, 10, 11 5, 7, 10, 11, 13 ( ( ( ( ( ( (x4) x4) x5) x4) x5) x7) x4) x5) x7) x4) x10) 0. 22)+( =48 +( 52 +( 15 +( 1. 22 +( ( ( ( ( x5) x7) x11) x10) 0. 07 122 3 22 4 x4)+15( =48 +52( x2xx9x+20)+ ( 16x2 +83x140)- ( 26x3 +243x2970x+1400) 100 100 7 5 + ( x37x4 +529x33643x2 +12070x15400) 100 7 281 4397 3 31299 2 26914 7084 xx + = x5- x4 + x5 100 100 100 100 25 1 4 x)= ( ( 7x5281x +4397x331299x2 +107656x141680) f 100 77 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ∴ 1 3 2 5 4 ( 15)= [ 15) 15) 15) 15) 15)7( 281( +4397( 31299( +107656( 141680] f 100 1 360760)=3607. = ( 6 100 TestYourKnowl edge 1.UseNewt on’ sdi v i deddi f f er encef or mul at of i ndf r om t hef ol l owi ngdat a: ( x)f x: 0 1 2 4 5 6 y : 1 14 15 5 6 19 Al sof i ndf ( 3) 9x2 +21x+1;30 x3Ans: 2.UnderI l l ust r at i on9, f i ndf ( x) Ans: 1 ( 33x4858x3 +9620x239094x+53595) 100 ⌂5⌂ NUMERI CALDI FFERENTI ATI ONANDI NTEGRATI ON A.Numer i cal Di f f er ent i at i on y, y, y x1, Lety=f unct i ont aki ngt hev al uesy , …, or r espondi ngt ot hev al ues x0, ( x)beaf nc 0 1 2 x2, …, xn oft hei ndependentv ar i abl ex.Nowwear et r y i ngt of i ndt heder i v at i v ev al ueofy=y f or k t hegi v enx=xk.,i . e.I ft hev al ueoccurbet weenx0 t o x1 orbegi nni ngoft het abl e,weuse Newt on’ sf or war ddi f f er encef or mul awhi l e,i fi toccur satt heend,weuseNewt on’ sbackwar d di f f er encef or mul a. Newt on’ sFor war dDi f f er enceFor mul a Supposet hef ol l owi ngt abl er epr esent sasetofv al uesofxandy x: x0 x1 x2 x … xn 3 y : y 0 y 1 y 2 y … y n 3 Fr om t heabov ev al ues, wewantt of i ndt heder i v at i v eofy=f ngt hr ough( nt s, ( x)passi n +1)poi atapoi ntcl osert ot hest ar t i ngv al uex=x0 Remembert heNewt on’ sf or war ddi f f er encei nt er pol at i onf or mul a: n( n( ( n1) 2 n1) n2) 3 ∆y ∆y f +n∆y + + +… ( a +nh)=y 0 0 0 0 2! 3! Di f f er ent i at i ngwi t hr espectt on, weget 78 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 2n12 3n26n +2 3 4n318n2 +22n64 ' y y hf + + + +… ∆ ∆ ∆y ( a +nh)=∆y 0 0 0 0 6 2 24 Di f f er ent i at i ngagai nw. r . t .n,weget 6n63 12n236n +22 4 ' 2' 2 + + +… ∆y ∆y hf( a +nh)=∆ y 0 0 0 6 24 Di f f er ent i at i ngagai nw. r . t .n, 24n36 4 ' ' ' 3 + +… ∆y h3f ( a +nh)=∆ y 0 0 24 Put t i ngn=0andsi mpl i f y i ng 1 1 1 ' a)=∆y hf -∆2y + ∆3y -∆4y +… ( 0 0 0 4 0 2 3 11 5 ' ' a)=∆2y ∆3y + ∆4y -∆5y +… h2f ( 0 0 0 6 0 12 3 ' ' ' a)=∆3y -∆4y +… h3f ( 0 2 0 Si mi l ar l y , wecanf i ndf or mul aef orhi gheror derder i v at i v es d y 1 1 1 1 ∴ = ∆y -∆2y + ∆3y -∆4y +… 0 0 0 4 0 2 3 dx h { } d2y 1 2 11 5 = 2 ∆y ∆3y + ∆4y -∆5y +… 0 0 0 2 6 0 12 dx h { } d3y 1 3 3 4 = ∆y -∆ y +… 0 2 0 dx3 h3 { } ar et hef i r st , secondandt hi r dder i v at i v e. Exampl e1:Fi ndt hef i r st ,secondandt hi r dder i v at i v esoft hef unct i ont abul at edatt hepoi nt x=15: x: 15 17 19 21 23 25 y : 3. 873 4. 123 4. 359 4. 583 4. 796 5. 000 Sol ut i on: Const r uctt hedi f f er encet abl e 2 x y=x ∆y y ∆ 0 0 15 ∆3y 0 ∆4y 0 ∆5y 0 3. 873 0. 25 17 4. 123 0. 014 0. 236 19 4. 359 0. 002 0. 012 - 0. 224 21 4. 583 0. 001 0. 001 0. 011 0. 213 79 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 0. 002 0. 001 0. 002 23 4. 796 0. 009 0. 204 25 5. 000 xx0 1515 Her e a=15,h=2,n= = =0 2 h Byappl y i ngNewt on’ sf or war df or mul a: dy 1 1 1 1 1 = ∆y -∆2y + ∆3y -∆4y + ∆2y 0 0 0 0 4 5 0 2 3 dxn=0 h 1 1 1 1 1 = 0. 0. 014)+ ( 0. 002)-(0. 001)+ ( 0. 002) 25-(4 5 2 3 2 =0. 129 2 11 5 1 dy = 2∆2y ∆3y + ∆4y -∆5y 0 0 0 2 6 0 12 dx n=0 h 11 5 1 0. 001)-( 0. 02) =0. 0140. 002 + (=2 0. 005 6 12 2 3 7 1 d3y = 3∆3y -∆4y + ∆5y 0 0 3 4 0 2 dx n=0 h 3 1 7 0. 001)+ ( 0. 002) =0. = 30. 002-(000875 4 2 2 [] [ ] [ [] [] [ [ [ [ ] ] ] ] ] Exampl e2:Thepopul at i onofacer t ai nt owni sgi v enbel ow.Fi ndt her at eofgr owt hoft he popul at i oni n1931and1941. x Year: 1931 1941 1951 1961 1971 Popul at i ony : 40. 62 60. 80 79. 95 103. 56 132. 65 Sol ut i on: Const r uctt hedi f f er encet abl e x y ∆y 0 1931 ∆2y 0 ∆3y 0 ∆4y 0 40. 62 20. 18 1941 60. 80 1. 03 19. 15 1951 79. 95 5. 49 4. 46 23. 61 1961 103. 56 1971 1. 02 5. 48 29. 09 132. 65 80 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 4. 47 - Byappl y i ngNewt on’ sf or war df or mul a ' Tof i nd( i )( f1931) xx0 19311931 wher en= = =0 10 h dy dy 1 1 1 1 = = ∆y -∆2y + ∆3y -∆4y 0 0 0 4 0 2 3 dxx=1931 dxn=0 h 1 1 1 1 4. 47) =2. 1. 03)+ ( 5. 49)-(18-(= 20. 36425 4 2 3 10 ' ' Tof i nd( i i )f ( 1941) xx0 19411931 wher en= = =1 10 h dy dy 1 1 1 1 = = ∆y -∆2y + ∆3y -∆4y 0 0 0 4 0 2 3 dxx=1941 dxn=1 h 1 2n12 3n26n +2 3 4n318n2 +22n64 = ∆y + + + ∆y ∆y ∆y 0 0 0 0 6 2 24 h 21 418 +226 1 36 +2 = 20. ((4. 47) 1. 03)+ 18 + 5. 49 + 6 10 2 24 1 20. 180. 5150. 9150. 3725)=1. = ( 83775 10 [] [] [ ] [] [] [ [ ] [ [ ( ) ( ] ) ( ) ] ] Exampl e3:Asl i deri namachi nemov esal ongast r ai ghtr od.I t sdi st ancexcm al ongt her odi s gi v enbel owf orv ar i ousv al uesoft het i metsec.Fi ndt hev el oci t yandaccel er at i onoft hesl i der whent=0. 3sec. : 0 0. 1 0. 2 0. 3 0. 4 0. 5 0. 6 t x: 30. 13 31. 62 32. 87 33. 64 33. 95 33. 81 33. 24 ' ' ' ( ( 0. 3)andaccel 0. 3) 3i 3i Sol ut i on: Vel oci t yatt=0. sf er at i onatt=0. sf , wher ex=f ( t ) 2t 6 Weuset hev al uesofxf r om t=0. ot=0. Thef or war ddi f f er encet abl ei s x ∆x t 0. 2 ∆2x ∆3x ∆4x 32. 87 0. 77 0. 3 33. 64 0. 46 0. 31 0. 4 33. 95 0. 01 0. 45 - 0. 41 0. 5 33. 81 0. 01 0. 02 0. 43 0. 57 - 81 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 0. 6 33. 24 2,h=0. 1,a +t h =0. 3 Her e a=0. t=1 Newt on’ sf or war di nt er pol at i onf or mul ai s t t ( ( ( t ( ( ( t3) 4 t1) 2 t1) t1) t2) 3 t2) a)+t a)+ a)+ a)+ ( ( ( ( ( ∆f ∆f ∆f f ∆f ( a) a +t h)=f 4! 2! 3! 2 3 2 3 2 4 t 3t +2t 3 6t +11t 6t 4 t t t a)+t a)+ ∆2f a)+ a)+ ( ( ( ( =f ∆f ( a) ∆f ∆f 4! 2! 3! Di f f er ent i at i ngw. r . t .‘’ t, weget 2 3 2 2t12 3t 6t+2 3 4t 18t +22t64 ' a)+ a)+ a)+ ( ( ( ( a +t h)=∆f hf ( a) ∆f ∆f ∆f 6 2 24 Di f f er ent i at i ngagai nw. r . t' , weget t ' 2 12t 36t+22 4 6t63 ' ' a) a)+ a)+ ( ( ( ( a +t h)=∆2f ∆f ∆f h2f 6 24 Subst i t ut i ngt hev al ues 1 1 1 ' ( ( 0. 1) 0. 3)=0. 0. 46)-( 0. 01)+ ( 0. 01) f 77 + (6 2 12 ' ( 0. 3)=5. 34 f 3i oci t ywhent=0. s5. 34cm/ sec ∴ Vel 1 2' ' ( ( 0. 1) 0. 3)=0. 01) f 0. 46 +0- ( 12 ' ' ( 0. 3)=46. 08 f 3i 46. 08cm/ er at i onwhent=0. s∴ Accel sec2 Newt on’ sBackwar dDi f f er enceFor mul a Her e, wei nt endt of i ndt heder i v at i v eofy=f orx=xncl osert ot heendv al ue. ( x)f Di f f er ent i at et heNewt on’ sbackwar ddi f f er encei nt er pol at i onf or mul ai nasi mi l arwayt of i ndt he f i r st , second, t hi r det cder i v at i v es. n( ( n( ( ( n3)4 n1)2 n( n1) n1) n2)3 n2) f n∇y + + … ∇y ∇y ∇y ( anh)=y 0 0 0 0 0 4! 2! 3! n 2 n33n2 +2n 3 6n3 +11n26n 4 n2n4y y y =y n ∇ + + … ∇ ∇ ∇y 0 0 0 0 0 4! 2! 3! Di f f er ent i at i ngw. r . tn, weget 2n1 2 3n26n +2 3 4n318n2 +22n64 ' ∇y + + hf ∇y ∇y ∇y ( anh)=0 0 0 0 6 2 24 Di f f er ent i at i ngagai nw. r . t .n, weget 12n236n +22 4 6n63 ' 2 h2hf + … ∇y ∇y ( anh)=∇y 0 0 0 6 24 Put t i ngn=0 andsi mpl i f y i ng 1 1 1 ' a)=∇y hf + ∇2y + ∇3y + ∇4y +… ( 0 0 0 4 0 2 3 82 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 11 5 ' ' a)=∇2y h2f +∇3y + ∇4y + ∇5y +… ( 0 0 0 6 0 12 Si mi l ar l y , wecanf i ndf or mul aef orhi gheror derder i v at i v es. 1 1 1 1 2 3 4 ' ∴ f a)= ∇y + ∇y + ∇y + ∇y +… ( h 0 2 0 3 0 4 0 { } 11 5 1 ' ' a)= 2 ∇2y +∇3y + ∇4y + ∇5y +… ( f 0 0 0 6 0 12 h { } 0 Exampl e4: Fi ndt hef i r standsecondder i v at i v eoft hef unct i ont abul at edbel owatx=4. x: 3. 0 3. 2 3. 4 3. 6 3. 8 4. 0 : 14 10. 32 5. 296 0. 256 6. 672 14 f ( x) Sol ut i on: Thebackwar ddi f f er encet abl ei s 2 x y ∇y ∇4y ∇5y y ∇ ∇3y 0 0 0 0 0 3. 0 14 3. 68 3. 2 10. 32 - 1. 344 5. 024 3. 4 5. 296 - 1. 328 0. 016 5. 04 3. 6 0. 256 - 1. 872 6. 56 - 1. 888 6. 928 3. 8 3. 2 6. 672 3. 36 1. 488 - 0. 4 7. 328 4. 0 14 x0x 4. 04. 0 0,h=0. 2 and n= Her e a=4. = =0 0. 2 h Byappl y i ngNewt on’ sbackwar df or mul a: dy dy 12 1 1 1 1 = = ∇y + ∇y + ∇3y + ∇4y + ∇5y 0 0 0 0 4 5 0 2 3 dxx=4 dxn=0 h 1 1 1 1 1 6. 56) =37. 0. 4)+ (1. 488)+ (3. 36)+ ( 328 + ( = 7. 52 4 5 2 3 0. 2 5 11 1 d2y d2y = = 2∇2y +∇3y + ∇4y + ∇5y 0 0 0 2 2 6 0 12 dx x=4 dx n=0 h 11 5 1 6. 56) =3. 36)+ (0. 41. 488 + (= 240. 87 2 6 12 ( 0. 2) [] [] [ [] [] [ [ ] [ ] ] ] Exampl e5:Thepopul at i onofacer t ai nt owni sgi v enbel ow.Fi ndt her at eofgr owt hoft he 83 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng popul at i oni n1961and1971. Year: 1931 1941 1951 x Popul at i ony :40. 62 60. 80 79. 95 Sol ut i on: Const r uctt hedi f f er encet abl e x y ∇y 0 1931 1961 103. 56 1971 132. 65 ∇2y 0 ∇4y 0 ∇3y 0 40. 62 20. 18 1941 60. 80 1. 03 19. 15 1951 5. 49 79. 95 4. 46 4. 47 - 23. 61 1961 1. 02 103. 56 5. 48 29. 09 1971 132. 65 ' ( 1961) For( i )f x0x 19711961 wher e a=1971,h=10,n = = =1 10 h dy dy 1 1 1 1 = = ∇y + ∇2y + ∇3y + ∇4y 0 0 0 4 0 2 3 dxx=1961 dxn=1 h 2 1 2n12 3n 6n +2 3 4n318n2 +22n64 = ∇y y y ∇ + ∇ ∇y 0 0 0 0 6 2 24 h 1 21 418 +226 36 +2 = 29. (4. 47) 095. 48 + 1. 026 10 2 24 1 29. 092. 740. 17 +0. 3725]=2. = [ 65525 10 ' ( 1971) For( i i )f x0x 19711971 wher ea=1971,h=10,n = = =0 10 h dy dy 1 1 1 1 = = ∇y + ∇2y + ∇3y + ∇4y 0 0 0 4 0 2 3 dxx=1971 dxn=0 h 1 1 1 1 4. 47) =3. 5. 48)+ ( 1. 02)+ (09 + ( = 29. 10525 4 2 3 10 [] [] [ [ [ [] ] ( ) ) ( ( [] [ ] [ ) ] ] Exer ci se 1.Fi ndt hev al uesofcos( r om t hef ol l owi ngt abl e. 1. 74)f x: 1. 7 1. 74 1. 78 1. 82 1. 86 si nx: 0. 9917 0. 9857 0. 9782 0. 9691 0. 9585 [ Hi nt : Angl esar et akeni nr adi ans] Ans:0 1684 -. 2.Fi ndt hef i r standsecondder i v at i v eoft hef unct i ont abul at edbel owatx=3 84 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ] x: 3. 0 3. 2 3. 4 x) ( f : 14 10. 32 5. 296 3. 6 0. 256 - 3. 8 6. 672 4. 0 14 ' ' ' ( ( 3)=f 3)=18 Ans: f 3.Ar odi sr ot at i ngi napl aneaboutoneofi t sends.I ft hef ol l owi ngt abl egi v est heangl eθ r adi anst hr oughwhi cht her odhast r av elf ordi f f er entv al uesoft i metseconds,f i ndi t s 7seconds. angul arv el oci t yandangul araccel er at i onwhent=0. 0 0. 2 0. 4 0. 6 0. 8 1. 0 tseconds: 0. θr adi ans: 0. 0 0. 12 0. 48 1. 10 2. 0 3. 20 Ans:ω =4. 50r adi ans/ sec α =7. 25r adi an/ sec2 4.Thef ol l owi ngt abl egi v est hev al uesofaf unct i onatequal i nt er v al s x: 0. 0 0. 5 1. 0 1. 5 2. 0 y : 0. 3989 0. 3521 0. 2420 0. 1295 0. 0540 ' ( ) 1 . 5 Ev al uat ef st at i ngt hef or mul aused. Ans:0 3911 -. B.Numer i cal I nt egr at i on b ∫ Thepr ocessofcomput i ngt hev al ueofadef i ni t ei nt egr al dxf r om asetofnumer i cal v al uesof ay t hei nt egr andyi scal l ednumer i cal i nt egr at i on. Tr apezoi dalRul e Supposewehav e: x: x0 x1 x2 x3 … xn y y y y : y … y n 1 0 2 3 Fr om t heabov ev al ues, wewantt of i ndt hei nt egr at i onofy=f t ht her angex0 andx0 +nh ( x)wi x +nh h y y +y +y +y +… +y f ( x) ( 2( n)+ dx= [ ] 1 n1) 0 2 3 x 2 sum oft hef i r standl astor di nat es)+ h( = 2 2( sum oft her emai ni ngor di nat es) whi chi sknownasTr apezoi dal r ul e. ∫ 0 0 [ ] 3 4 Exampl e6: Ev al uat e∫ xbyusi ngTr apezoi dal r ul e.Ver i f yt her esul tbyact ual i nt egr at i on. 3xd Sol ut i on x)=x4 ( St ep1: Wear egi v enf 85 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng (3)=6 I nt er v al l engt hba=3- 6 Sowedi v i de6equal i nt er v al s;h = =1 6 Tabul at et hev al uesasbel ow: x: 3 2 1 0 1 2 3 : 81 16 1 0 1 16 81 y St ep2: Wr i t edownt het r apezoi dal r ul eandputt her espect i v ev al uesi nt hatr ul e b h y y +y +y +y +… +y f ( x) ( 2( n)+ dx= [ ] 1 n1) 0 2 3 a 2 1 =[ ( 81 +81)+2( 16 +1 +0 +1 +6) ] 2 3 4 ∫ x=115 3xd 5 243 243 3) 35 -(3 4 b + ∫ f ( x ) Byact ual i nt egr at i on∫ d x= d x= = =97. 2 x a 3 5 5 5 5 ∫ [( )( )] [( ) ( )] 13 Exampl e7: UseTr apezoi dal r ul et oev al uat e∫ xconsi der i ngf i v esubi nt er v al s. 0xd Sol ut i on 10 Di v i di ngt hei nt er v al( nt of i v eequalpar t s,eachofwi dt hh = =0. 2,t hev al uesof 0,1) i 5 x)=x3ar ( f egi v enbel ow: x: 0 0. 2 0. 4 0. 6 0. 8 1. 0 : 0 0. 008 0. 064 0. 216 0. 512 1. 000 f ( x) y y y y y y 4 5 1 0 2 3 Byt r apezoi dal r ul e, wehav e 1 h y y +y +y +y +y ( 2( x3dx= [ ] 5)+ 4) 1 0 2 3 0 2 0. 2 ( 0 +1. 000)+2( 0. 008 +0. 064 +0. 216 +0. 512) = [ 26 ]=0. 2 ∫ Exer ci se 1 1 2 1.Ev al uat e∫ dxbyusi ngTr apezoi dal r ul ewi t hh =0. 0 1 +x2 Ans: 0. 783732 6 1 2.Ev al uat e∫ dxbyusi ngTr apezoi dal r ul e 0 1 +x Ans: 3. 69366 5. 2 ogexdxbyusi 3.Ev al uat e∫ ngTr apezoi dal r ul e 4l Ans: 1. 83 π s i n x 4.Ev al uat e∫ d x b y u s i n gT r a p e z o i d a l r u l e , b y d i v i d i n gt h e r a ngei nt ot enequal par t s. 0 Ans: 1. 9843 Si mpson’ sonet hi r dr ul e b ( x) Let∫ dx r epr esent st hear eabet weeny=f ,wi t hx=a and x=b.Thi si nt egr at i oni s ( x) af possi bl eonl ywhenf sexpl i ci t l ygi v enorot her wi sei ti snotpossi bl et oev al uat e. ( x)i b h y y y +y +y +… +y +y +… +y f ( x) ( 2( 4( n)+ dx= [ ] 4 1 n1) 0 2 n2)+ 3 a 3 sum oft hef i r standl astor di nat es) ( h = +2( sum ofr emai ni ngev enor di nat es) 3 sum ofr emai ni ngoddor di nat es) +4( ∫ [ 86 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ] Theabov eequat i oni scal l edSi mpson’ sonet hi r dr ul eandi ti sappl i cabl eonl ywhennumberof or di nat esmustbeodd( no.ofpai r s) . 3 4 Exampl e8: Ev al uat e∫ xbySi mpson’ sonet hi r dr ul e.Ver i f yr esul tbyact ual i nt egr at i on. 3xd x)=x4; ( (3)=6 St ep1: Gi v enf I nt er v al l engt h( ba)=36 Sowedi v i de6equal i nt er v al s; h = =1 6 Tabl et hev al uesasbel ow x: 3 2 1 0 1 2 3 y : 81 16 1 0 1 16 81 St ep2: Usi ng b h y y y +y +y +… +y +y +… +y f ( x) ( 2( 4( n)+ dx= [ ] 4 1 n1) 0 2 n2)+ 3 a 3 h y y y +y +y +y +y =[ ( 2( 4( ] 4)+ 5) 6)+ 1 0 2 3 3 1 ( 1 +1)+4( 16 +1 +16) 81 +81)+2( =[ ]=98 3 Byact ual i nt egr at i on, i ti s97. 2 ∫ Si mpson’ st hr eeei ght hr ul e I ti sgi v enas 3h y +y)+2( y +y +… +y )+3( y +y +y +y +… +y f ( x) ( dx= [ ∫ 8 b a 0 n 3 6 1 n3 [ ] 2 4 5 n2 +y ] n1) sum oft hef i r standl astor di nat es)+ ( 3h = 2( sum ofmul t i pl esoft hr eeor di nat es) 8 sum ofr emai ni ngor di nat es) +3( Theabov eequat i oni scal l edSi mpson’ s3r ul ewhi chi sappl i cabl eonl ywhenni smul t i pl eof3. 8 1 x usi 1 d Exampl e9: Ev al uat e∫ ngSi mpson’ s3r ul et aki ngh = 0 6 8 1 +x2 Sol ut i on 1 1 1 2 5 1 x: 0 6 6 3 2 3 y : 1 0. 9730 0. 9000 0. 8000 0. 6923 0. 5902 0. 5000 y y y y y y y 4 5 6 1 0 2 3 BySi mson’ s3r ul e, 8 1 d x 3h y y +y +y +y +y 2y +3( = [ ( ] 4 5) 6)+ 1 0 2 3 01 + x2 8 1 = [ ( 1 +0. 5)+2( 0. 8)+3( 0. 9730 +0. 9 +0. 6923 +0. 5902) ] 16 =0. 7854 Si mpson’ sRul ei sawei ght edav er aget hatr esul t si nanev enmor eaccur at eappr oxi mat i on. ∫ Exer ci se 87 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 42 xusi 1.Est i mat e∫ ngSi mpson’ s1r ul eandh =4 0xd 3 1 x usi 1 d 2.Ev al uat e∫ ngSi mpson’ s1r ul et aki ngh = 0 4 3 1 +x2 x usi 6 d 3.Ev al uat e∫ ngSi mpson’ s3r ul et aki ng 0 2 8 1 +x 88 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Ans: 21. 333 Ans: 0. 7854 Ans: 1. 3571 MATH309TUTORI ALQUESTI ONS 2013/ 2014SESSI ON 1.Leta=0. 471×10-2 andb= –0. 185×10-4.Uset hr eedi gi t sf l oat i ngpoi nt ar i t hmet i c t ocomput ea+b,a–b,abanda/ b.Fi ndt her oundi nger r ori neachcase. 4 Fur t her , i fc=0. 869×10, showt hatt hecomput edv al ueofa+bi sequal t oc. 2 Wr i t et heNewt on’ spr ocedur ef orf i ndi ng , wher eNi sr eal number .Usei tt o f i nd cor r ectt o2deci mal pl aces. 3 I ff ( )andf ( )ar eofopposi t esi gns, t henf ( x)=0hasatl eastoner ootbet ween andpr ov i dedonl yi f ……………………………… 4 Expl ai nhowt hef al seposi t i onorr egul ar f al si scheme i sder i v edandhenceusei tt of i ndt hef our t hr ootof32cor r ectt ot hr eedeci mal pl aces. 5 Uset hei t er at i v eorf i xedpoi ntmet hodt osol v et heequat i onx=exp( –x) , st ar t i ng wi t h x=1. 00.Per f or my ouri t er at i ont aki ngt her eadi ngupt of ourdeci mal pl aces 3 2 6 Fi ndt her eal r ootoft heequat i onx +x –1=0byt hei t er at i v emet hodi nt he i nt er v al [ 0. 7, 0. 8]i nf i v ei t er at i ons. 7 Whati st hebi sect i onmet hodf orf i ndi ngt her oot sofanequat i onf ( x)=0? 8 Whati st her egul arf al si emet hodf orf i ndi ngt her ootoff ( x)=0andi nwhatway i si tbet t ert hant hebi sect i onmet hod? 9 Whatdoy ouunder st andbyi nt er pol at i on? 10Dot heJacobi andGaussSei del met hodsbot hconv er gef orasy st em ofl i near equat i ons?Expl ai ncl ear l y . 11Fr om t hef ol l owi ngt abl e, est i mat et henumberofst udent swhoobt ai nedmar ks bet ween40and50. Mar ks 30–40 40–50 50–60 60–70 70-80 No.of St udent 31 42 51 35 31 ( Hi nt : For m acumul at i v ef r equencyt abl ebef or econst r uct i ngt hedi f f er encet abl e wi t h x0=40, x=45andh=10) 12UseTay l or ’ sser i esorot her wi seder i v et heNewt on-Raphsonmet hodi t er at i v e 89 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng schemeandusei tt of i ndt her ealr ootoft heequat i onx4 +x3 –7x2 –x+5= 0whi chl i esbet ween2and3cor r ectt ot hr eedeci mal pl aces. 13I nt het abl ebel ow, t hev al uesofyar econsecut i v et er msofaser i esofwhi ch23. 6 t h i st he6 t er m.Fi ndt hef i r sandt ent ht er msoft heser i es. x 3 4 5 6 7 8 9 y 4. 8 8. 4 14. 5 23. 6 36. 2 52. 8 73. 9 ( Hi nt :For1stt er m,useNewt onf or war di nt er pol at i onandNewt onbackwar df or t h t he10 t er m) 14Assumi ngani ni t i albr acket[ 1,5] ,f i ndt hesecond( att heendof2i t er at i ons) –t i t er at i v ev al ueoft her ootoft e –0. 3=0usi ngt hebi sect i onmet hod. 15Whati st henexti t er at i v ev al ueoft her ootofx2 – 4=0usi ngt heNewt onRaphsonmet hodi ft hei ni t i al guessi s3? 16Whati s( ar e)t henumberofr oot ( s)oft heequat i on3x3 –12x2 +8x–1i nt he r ange0x5? 17Whati st heor derofconv er gencei nNewt onRaphsonmet hod? 18Di scusst hemet hodofGaussSei del i t er at i v emet hod.Henceorot her wi sesol v e t hef ol l owi ngsy st em: 19Li stal l t hebr acket i ngmet hody ouknowanddi scussext ensi v el yonanyoneof t hem. 20Byusi ngbi sect i onmet hod, f i ndanappr ox i mat er ootoft heequat i onsi n( x)=1/ x, t hatl i esbet weenx=1andx=1. 5( measur edi nr adi ans) .Car r youtcomput at i ons upt ot he7thst age. 21Uset hemet hodoff al seposi t i ont of i ndt hef our t hr ootof32cor r ectt ot hr ee deci mal pl aces. 22Appl yGaussSei deli t er at i onmet hodt ot hef ol l owi ngsy st em ofl i nearequat i ons i nsi xi t er at i ons. 23Sol v et hesy st em 4x+y+3z=17 x+5y+z=14 2x–y+8z=12 byJacobi ’ si t er at i v emet hod. act ual v al ues Car r yy ourcomput at i onst o6i t er at i ons.( The 90 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng ar ex=3, y=2andz=1) 24Consi dert hesy st em x+3y–z=6 4x–y+z=5 x+y–7z=–9 ( a)Canweuseei t herofJacobi orGaussSei del met hodst of i ndt heappr oxi mat e sol ut i onst ot hesy st em? ( b)Sol v et hesy st em usi ngbot hi t er at i v eschemes.Car r youty ourcomput at i ons t h upt ot he8 i t er at i ons. 91 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng UNVERSI TYOFMAI DUGURI ( Facul t yofSci ence) Depar t mentofMat hemat i csandSt at i st i cs MATH309 NUMERI CALANALYSI S 2UNI TS 2013/ 2014SESSI ON I NSTRUCTI ON:Answeranyf i v e( 5)Quest i onsi nTwoandahal f( 2½)hour s 1.( i ) Der i v et he Newt onRaphson’ si t er at i v e scheme usi ng Tay l or ’ s ser i es or ot her wi se 3 ( i i ) Wr i t et heNewt on’ spr ocedur ef orf i ndi ng N,wher eNi sr eal number 3 ( i i i ) Uset her esul ti n( i i )t of i nd 18 cor r ectt o2deci mal pl aces 2.Expl ai nhowt hef al seposi t i onorr egul af al si scheme x0) x1)( ( f f x0)= xx0) yf ( ( x1x0 i sder i v edandhenceusei tt of i ndt hef our t hr ootof32cor r ectt ot hr eedeci mal pl aces. 3.( a)Li stal lt hebr acket i ngmet hody ouknowanddi scussext ensi v el yonanyone oft hem. 1 =0 byt ( b)Fi ndt her ealr ootoft heequat i on x3 +x2hei t er at i v emet hodi nt he i nt er v al[ nf i v ei t er at i ons. 0. 7,0. 8]i 4.Fr om t hef ol l owi ngt abl e,est i mat et henumberofst udent swhoobt ai nedmar ks bet ween40and50. 92 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng Mar ks 3040 4050 5060 6070 7080 No.ofSt udent 31 42 51 35 31 ( Hi nt :Fr om acumul at i v ef r equencyt abl ebef or econst r uct i ngt hedi f f er encet abl e wi t h x0 =40,x=45 and h =10) 5.I nt het abl ebel ow,t hev al uesof y ar econsecut i v et er msofaser i esofwhi ch t h 23. 6i st he6 t er m.Fi ndt hef i r standt ent ht er msoft heser i es. x 3 4 y 4. 8 8. 4 5 6 7 8 9 14. 5 23. 6 36. 2 52. 8 73. 9 ( Hi nt :For1stt er m,useNewt onf or war di nt er pol at i onandNewt onbackwar df or t h t he10 t er m) 6.Appl yGaussSei deli t er at i onmet hodt ot hef ol l owi ngsy st em ofl i nearequat i ons i nsi xi t er at i ons. 10x12x2x3x4 =3 x3x4 =15 2x1 +10x2x1x2 +10x32x4 =27 x1x22x3 +10x4 =9 7.Sol v et hesy st em 4x+y+3z=17 x+5y+z=14 2xy+8z=12 93 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng byJacobi ’ si t er at i v emet hod.Car r yy ourcomput at i onst o6i t er at i ons. GOODLUCK 94 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng UNVERSI TYOFMAI DUGURI FACULTYOFSCI ENCE DEPARTMENTOFMATHEMATI CSANDSTATI STI CS FI RSTSEMESTERENDOFCOURSEEXAMI NATI ON2014/ 2015SESSI ON MTH309:NUMERI CALANALYSI S Ti me:2. 30hour s I nst r uct i ons: Answeranyf our( 4)quest i ons 1.( a)Ev al uat et hef ol l owi ng, t hei nt er v al ofdi f f er enci ngbei nguni t y () ∆2 2 x ( i i ) E ( i )∆l ogx ex ((x+1)!) ( i i i )∆ Ux Vx∆UxUx∆Vx = Vx VxVx+1 () ( b)Pr ov et hat∆ 2.( a)Di st i ngui shbet weeni nt er pol at i onandext r apol at i on ( b)Fr om t hegi v ent abl e, comput et hev al ueofsi n380 x0 0 10 20 30 40 si nx0 0 0. 17365 0. 34202 0. 50000 0. 64279 3.( a)Usi ngNewt on’ sdi v i dedf or mul a, ev al uat ef , gi v en ( x)and f ( 15) X 4 5 7 10 11 13 Y 48 100 294 920 1210 2028 ( ( 5)=120, 3)=24,f ( 7)i ( b)UseNewt on’ sdi v i deddi f f er encef or mul at of i nd f ff ( ( ( 8)=524,f 9)=720 and f 12)=1716 f x11 =0,cor 4.( a)Fi ndt her ootoft heequat i on x3r ectt o4deci mal susi ng bi sect i onmet hod 95 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 1 1 1 ( b)Ev al uat e∫ usi ngSi mpson’ s3r ul et aki ng h= 0 6 8 1 +x2 5.Fi ndar ootoft hef ol l owi ngbyf al seposi t i onmet hod; ( i ) x=cosx ( i i )xl og10x =1. 2 6.Sol v et hef ol l owi ngequat i onsbyGaussJor danmet hod 3x+4yz=8 2x+y+z=3 x+2yz=2 96 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng UNI VERSI TYOFMAI DUGURI ( Facul t yofSci ence) Depar t mentofMat hemat i csandSt at i st i cs MTH309 NUMERI CALMETHODS 2UNI TS2015/ 2016SESSI ON TI ME:2HRS I NSTRUCTI ON: AnswerQUESTI ON1( One)andAnyThr ee( 3)Quest i ons 1.( a)Def i neapol y nomi al andl i stsomemet hodsofpol y nomi al appr oxi mat i ons. ( b)Whatar et headv ant agesanddr awbacksofusi ngt hei nt er v al hal v i ngmet hod? ( c)Tof i ndt hei nv er seofa, onecanuset heequat i on 1 c)=a- =0 ( f c wher ec i st hei nv er se a.Uset hebi sect i onmet hodoff i ndi ngt her oot sof 5.Conductt equat i onst of i ndt hei nv er seofa=2. hr eei t er at i onst oest i mat e t her ootoft heabov eequat i on.Fi ndt heabsol ut er el at i v eappr oxi mat eer r or att heendofeachi t er at i on. 2.Di scussext ensi v el yoneachoft hef ol l owi ng, gi v i ngexampl ei neachcase. ( i )Roundof fer r or ( i i )Tr uncat i oner r or x)=x3( 3.Ar ealr ootoft heequat i on f 5x+1 =0 l i esi nt hei nt er v al( 0, 1) .Per f or m f ouri t er at i onsoft heSecantmet hodandRegul aFal si met hodt oobt ai nt hi sr oot 4.Der i v et heNewt on’ smet hodofi t er at i onbyTay l or ’ smet hodorot her wi seand 6 asi hencef i ndt her ealr oott heequat i on 3x=cosx +1.Take x0 =0. ni t i al guess 5.Show,usi ngNewt on’ smet hodt hatt hei t er at i v ef or mul af orf i ndi ngt hesquar e r ootofNi s 1 nd xn +1 = xn +N .Hencefi x 2 n ( ) 28 6.( a)Whyi sGaussSei del met hodi spr ef er r edov ert heJacobi met hod? 97 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 2x+y+6z=9 ( b)Sol v ebyGaussSei del met hod 8x+3y+2z=13 x+5y+z=7 7.I nt het abl ebel ow,t hev al uesofy ar econsecut i v et er msofaser i esofwhi ch t h 23. 6i st he6 t er m.Fi ndt hef i r standt het ent hoft heser i es. x 3 y 4. 8 4 5 6 7 8. 4 14. 5 23. 6 36. 2 98 Numer i cal Anal y si sMat hemat i cs&Engi neer i ng 8 9 52. 8 73. 9