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MA2264- NUMERICAL METHODS

UNIT-I: SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS

Solution of equations: Newton’s method - Fixed point iteration: x = g(x) method

Solution of linear system: (Direct Method) Gaussian and Gauss – Jordan methods
Solution of linear system: (Iterative methods): Gauss – Seidel methods
Inverse of a matrix: Gauss – Jordon method
Eigen value of a matrix: power method and Jacobi method for symmetric matrix.
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PART A

1. Solve the system of equations x-2y=0, 2x+y=5 by Gaussian elimination method.

2. State the condition for convergence of Gauss-Seidel method.
3. Find an iterative formula to find N, where N is a positive number.
4. For solving a linear system, compare Gaussian elimination method and Gauss-Jordan method.
5. What type of eigen value can be obtained using power method?
6. State the order of convergence and convergence condition for Newton’s Raphson method.
1 2
7. Find the dominant eigen value of A= 3 4
( ) by power method
8. State the principle used in Gauss-Jordan method.
9. Solve: 3x+y=2, x+3y=-2 by Gauss Seidel iteration method.
10. Explain power method of finding the eigen values of a matrix.
11. State any two different between direct and iterative methods for solving system of equations.
PART-B
1. Find an iterative formula to find N, where N is a positive integer using Newton’s method and
hence find 11.
2. Solve the following system of equations by Gauss-Seidel method correct to three decimal places.
x+y+54z=110
27x+6y-z=85
6x+15y+2x=72

1 1 2
1 2 3
3. Find the inverse of the given matrix by Gauss-Jordan method A= 2 3 1
[ ]
Dr. D. Saravanan, Professor of Mathematics
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25 1 2
1 3 0
4. Find the numerically largest eigenvalue of A= 2 0 −4
[ ] by power method and the

corresponding eigenvector (correct to three decimal points). Start with initial eigenvector
[]
0
0

5. Solve the given system of equations by using Gauss-Seidal iteration method.

20x+y-2z=17; 3x+20y-z=-18; 2x-3y+20z=25

6. Determine the largest eigen value and the corresponding eigen vector of the matrix

1 3 −1
[ 3 2 4
−1 4 10 ] by power method
7. Using Newton-Raphson’s method, solve xlog10x=12.34. Start with x0=10

2 2 3

8. Using Gauss-Jordan method, find the inverse of the matrix

[ ]
2 1 1
1 3 5
9. Using Gauss-Seidel method, solve the following system. Start with x=1, y=-2, z=3
x+3y+52z=173.61
X-27y+2z=71.31
41-2y+3z=65.46
10. Find a root of xlog10x-1.2=0 by Newton’s method correct to three decimal places.
11. Solve 10x+y+z=12, 2x+10y+z=13, x+y+5z=7 by Gauss-Jordan method.
12. Using Jacobin’s method find all the eigen values and the corresponding eigen vectors of the

6 0 1

matrix
[ ]
0 −1 0
1 0 6

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2 3 1
3 2 2
13. Find all the eigen values and eigen vectors of A= 1 2 1
[ ] by Jacobin method.

1 1 3
1 3 −3
14. Using Gauss-Jordan method, find the inverse of A= −2 −4 −4
[ ]
15. Solve the following equations by Gauss-Seidel method 4x+2y+z=14; x+5y-z=10; x+y+8z=20
16. Solve x2+y2=1; xy=x+y given that x0=0.5, y0=-1 by Newton-Raphson method (2iterations)
17. Solve x+3y+3z=16; x+4y+3z=18; x+3y+4z=19 by Gauss-Jordan method.

1 −3 2
4 4 −1
18. Find the numerically largest eigen value of A= 6 3 5 [ ] by power method.
19. Solve the system ex-y=0 and xy-ex=0 by Newton-Raphson method to obtain the solution near
(0.95, 2.7). Perform only 3 iterations.

2 0 1

20. Find the inverse of the matrix

[ ]
3 2 5
1 −1 0 by Gauss-Jordan method.
21. Find the positive root of x3=2x+5 by false position method (Do only 4 iterations)

UNIT-II: INTERPOLATION AND APPROXIMATION

Lagrangian Polynomials – Divided differences – Interpolation with a

cubic spline – Newton’s forward and backward difference formulas

PART-A
1. Obtain the interpolation quadratic polynomial for the given data by using Newton’s forward
difference formula.
x: 0 2 4 6
y: -3 5 21 45
2. Obtain the divided difference table for the following data
x: 2 3 5
y: 0 14 102
3. Find a polynomial for the following data by Newton’s backward difference formula

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x: 0 1 2 3
f(x): -3 2 9 18
3

4. Show that
Δ
abc
( 1a )=− abcd
1

5. Find the quadratic polynomial that fits y(x)=x4 at x=0, 1, 2.

6. Use Lagrange’s formula, to find the quadratic polynomial that takes these values.
x: 0 1 3
y: 0 1 0
then find y(2).

PART-B

1. Using Lagrange’s interpolation formula fit a polynomial to the following data:

x: -1 0 2 3
y: -8 3 1 12
and hence find y at x=1.5
2. Fit the cubic spline for the data:
x: 1 2 3
y: -6 -1 16
Hence evaluate y(1.5)
3. From the following data estimate the number of persons earning weekly wages between 60 and 70
rupees.
Wages in Rs: Below40 40-60 60-80 80-100 100-120
No. of persons: 250 120 100 70 50
4. For the given values evaluate f(9) using Lagrange’s formula:
x: 5 7 11 13 17
f(x): 150 392 1452 2366 5202
5. Using Newton’s divided difference formula, find u(3) given u(1)=-26, u(2)=12, u(4)=256 and
u(6)=844.
6. Using Lagrange’s interpolation, calculate the profit in the year 2000 from the following date:
Year: 1997 1999 2001 2002
Profit in lakhs of Rs: 43 65 159 248

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7. Using Newton’s forward interpolation formula, find the polynomial f(x) satisfying the following
data. Hence find f(2)
x: 0 5 10 15
f(x): 14 379 1444 3584
8. Obtain the root of f(x)=0 by Lagrange Inverse Interpolation given that f(30)=-30, f(34)=-13,
f(38)=3, f(42)=18.

9. Find f(x) as a polynomial in x for the following data by Newton’s divided difference formula.
x: -4 -1 0 2 5
f(x): 1245 33 5 9 1335
10. Find f(8) by Newton’s divided difference formula for the data:
x: 4 5 7 10 11 13
f(x): 48 100 294 900 1210 2028
11. Find the polynomial f(x) by using Lagrange’s formula and hence find f(3) for
x: 0 1 2 5
f(x): 2 3 12 147
12. Using Newton’s divided differences method find f(1.5) using the data f(1.0)=0.7651977,
f(1.3)=0.6200860, f(1.6)=0.4554022, f(1.9)=0.2818186 and f(2.2)=0.1103623.
13. Construct an approximating polynomial for the following data:
x f(x) f’(x)
0.8 0.22363 2.16918
1.0 0.65810 2.04670
14. Compute cosh0.56 from the data cosh0.5=1.127626, cosh0.6=1.185465,
Cosh0.7=1.255169 and cosh0.8=1.337435.
14. The following values of x and y are given:

X 1 2 3 4
Y 1 2 5 11
Find the cubic spline and evaluate y(1.5).

Dr. D. Saravanan, Professor of Mathematics

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UNIT-III: NUMERICAL DIFFERENTIATION AND INTEGRATION

Differentiation using interpolation formulae – Numerical integration by

trapezoidal and Simpson’s 1/3 and 3/8 rules –Romberg’s method – Two and
Three point Gaussian quadrature formulas – Double integrals using
trapezoidal and Simpson’s rules.

PART-A
dy d2 y
and 2
1. Write down the expressions for dx dx at x=x0 by Newton’s forward difference formula.
4

∫ f ( x)dx
2. Evaluate 1 from the table by Simpson’s 3/8 rule
x: 1 2 3 4
f(x): 1 8 27 64
3. What is the condition for Simpson’s 3/8 rule and state the formula.
4. Using Newton’s backward difference formula, write the formulae for the first and second order
derivatives at the end value x=xn up to the fourth order difference term.
xn

∫ ydx
x0
5. In order to evaluate by Simpson’s 1/3 rule as well as by Simpson’s 3/8 rule, what is the
restriction on the number of intervals?
6. State three point Gaussian quadrature formula.
π

∫ sin xdx
7. Using Trapezoidal rule evaluate 0 by dividing the range into 6 equal parts.
1
dx
∫ 1+x 2
8. Evaluate −1 by Gaussian two point formula.
6

∫ f ( x)dx
9. Write down the Trapezoidal rule to evaluate 1 with h=0.5
10. By differentiating Newton’s backward difference formula, find the first derivative of the function
f(x).

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11. What are the errors involved in Simpson’s 1/3 and 3/8 rules for the evaluation of a definite integral

∫ f ( x)dx
of the form a ?

PART-B
1

∫ 1+dxx2
1. Compute 0 by using Trapezoidal rule, taking h=0.5 and h=0.25. Hence find the value of
the above integration by Romberg’s method.

1
dt
∫ 1+t
2. Evaluate I= 0 by using three point Gaussian quadrature formula.

2 2

∫ ∫ dxdy
x+ y
3. Evaluate 1 1 by using Simpson’s 1/3 rule, taking Δx=Δy =0.25.

4. Obtain the value of f1(0.04) using an appropriate formula for the given data:
x: 0.01 0.02 0.03 0.04 0.05 0.06
f(x): 0.1023 0.1047 0.1071 0.1096 0.1122 0.1148

2 2

∫ ∫ x+1 y
5. Using Trapezoidal rule evaluate 1 1 dx dy taking 4 sub intervals
6. For the given data
X: 1.0 1.1 1.2 1.3 1.4 1.5 1.6
F(x): 7.989 8.403 8.781 9.129 9.451 9.750 10.031
dy d2 y
and 2
Find dx dx at x=1.1.
5

∫ ( 1x ) dx.
7. Use three point Gauss formula to evaluate 1

8. The following data gives the velocity of a particle for 20 seconds at an interval of 5 seconds. Find
the initial acceleration using the entire data.

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Time(sec): 0 5 10 15 20
Velocity (m/sec): 0 3 14 69 228
1
1
∫ ∫ 1+x+ dxdy
9. Using Simpson’s 1/3 rule evaluate 0 0 y taking h=k=0.5
1
dx
∫ 1+x 2
10. Using Trapezoidal rule, evaluate −1 taking 8 intervals.
1
dx
∫ 1+x 2
11. Using three-point Gaussian quadrature formula, evaluate −1

1 2
2 xydxdy
∫∫
12. Evaluate 0 1 ( 1+x 2 ) ( 1+ y 2 ) by Trapezoidal rule with h=k=0.25
13. Find the value of sec310 from the following data:
(deg): 310 320 330 340
tan: 0.6008 0.6249 0.6494 0.6745
6

∫ 1+dxx2
14. Using Simpson’s 3/8th rule evaluate 0 , by dividing the range into 6 equal parts.
15. Find the maximum and minimum value of y tabulated below:
x: -2 -1 0 1 2 3 4
y: 2 -0.25 0 -0.25 2 15.75 56
16. Find f!(3) and f”(3) for the following data:
x: 3.0 3.2 3.4 3.6 3.8 4.0
f(x): -14 -10.032 -5.296 -0.256 6.672 14

∫ 4 dx
x+5
17. Evaluate 0 by Simpson’s one-third rule and hence find the value of loge5 (n=10)

2 2

∫ ∫ f ( x, y )dxdy
18. Evaluate 0 0 by Trapezoidal rule for the following data:

y\x 0 0.5 1 1.5 2

0 2 3 4 5 5
1 3 4 6 9 11

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2 4 6 8 11 14

2
x 2 +2 x+1
∫ 4
dx
19. Evaluate 0 1+( x+1) by Gaussian three point formulae.

20. Find the first and second derivatives at x=1.6 for the function represented by the
following tabular data:
x: 1 1.5 2.0 3.0
y: 0 0.40547 0.69315 1.09861
1
dx
∫
22. Using three point Gaussian quadrature, evaluate 0 √1+x 4
1 2

23. Evaluate 0
{
∫ ∫ ( 2 ) ( 2)
1 1+ x 1+ y
2 xydy
}dx
, using Simpson’s 1/3 rule with step length h=k=0.25

UNIT-IV: INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS

Single step methods: Taylor series method - Euler methods for first
order – Runge – Kutta method for solving first and second order
equations – Multistep methods: Milne’s and Adam’s predictor and
corrector methods.
PART-A
1. State Adams-Bashforth predictor and corrector formula.
2. Find y(1.1), given dy/dx=x+y, y(1)=2 by Euler’s method.
3. What is the condition to apply Adams-Bashforth method?
4. In the derivation of fourth order Runge-Kutta formula, why it is called fourth order.
5. Using modified Euler’s method, find y(0.1) if dy/dx=x2+y2, y(0)=1
6. Write down the formula to solve 2nd order differential equation using Runge-Kutta method.
7. What are the values of k1 and l1 to solve y”+xy’+y=0; y(0), y’(0)=0 by Runge-kutta method of
fourth order.
8. Solve the differential equation dy/dx=x+y+xy, y(0)=1 by Taylor series method to get the value of y
at x=h.

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9. Compare the Milne’s predictor-corrector and Adam-Bashforth predictor-corrector methods for
solving ordinary differential equations.
10. By Taylor series method, find y (1.1) given y’=x+y, y (1) =0.
PART-B
1. Using Taylor series method, find y at x=0.1, given dy/dx=x2-y, y (0) =1, correct to 4 decimal
places.
2 2
dy y −x
= 2 2
2. Using Runge-kutta method of fourth order, solve dx y +x given y(0)=1 at x=0.2
3. Given dy/dx=xy+y2, y (0) =1, y (0.1) =1.1169, y (0.2) =1.2773, find y (0.3) by Runge –Kutta
method of order four and y (0.4) using Milne’s predictor-corrector method.
4. Given that y”+xy’+y=0, y (0)=1, y’ (0)=0. Obtain y for x=0, 0.1and0.3 by Taylors series method
and find the solution for y (0.4) by milne’s method.
5. Given dy/dx = x3+y, y (0)=2.
(i) Compute y (0.2), y (0.4) and y (0.6) by Runge-Kutta method of fourth order.
(ii) Hence find y(0.8) by Milne’s predictor-corrector method taking h=0.2
6. Using Taylor series method find y at x=0.1 if dy/dx=x2y-1.
7. Given dy/dx=x2(1+y), y(1)=1, y(1.1)=1.233, Y(1.2)=1.548, y(1.3)=1.979, evaluate y(1.4).
by Adams-Bashforth method
9. Use Milne’s method to find y(4.4) given that 5xy’+y2-2=0 given y(4)=1, y(4.1)=1.0049,
y(4.2)=1.0097, y(4.3)=1.0143.
10. Solve y’=x+y; y (0) =1 by Taylor’s series method. Find the values of y at x=0.1 and x=0.2.
11. Compute the first 3 steps of the initial value problem dy/dx=(x-y)/2, y (0) =1.0 by Taylor series
method and next step by Milne’s method with step length h=01.
12. Consider the second order initial value problem xn(t)+fx’(t)+5x(t)=0 with x(0) and x’(0)=-5.
(i) Write down the equivalent system of two first order equations.
(ii) Given x(0.1)=2.5257, x’(0.1)=-4820, x(0.2)=2.1040 and x’(0.2)=-3.9506, find x(0.3)
and x’(0.3) using 4th order Runge-Kutta method.
(iii) Find x (0.4) and x’ (0.4) using Adam-Bashforth method.

13. Apply Milne’s method, to find a solution of the differential equation dy/dx=x-y2 at x=0.8, given
the values.
x: 0 0.2 0.4 0.6

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y: 0 0.02 0.0795 0.1762
14. By means of Taylor series expansion, find y at x=0.1 and x=0.2 correct to three decimal places,
given dy/dx-2y=3ex, y(0)=0
15. Given y”+xy’+y=0, y (0)1, y’ (0) =0 find the value of y (0.1) by using R-K method of 4th order.

UNIT-V: BOUNDARY VALUE PROBLEMS IN ORDINARY AND PARTIAL DIFFERENTIAL

EQUATIONS

Finite difference solution of second order ordinary differential

equation – Finite difference solution of one dimensional heat equation
by explicit and implicit methods – One dimensional wave equation and
two dimensional Laplace and Poisson equations.

PART-A
1. Obtain the finite difference scheme for the differential equation 2d2y/dx2+y=5.
2. State standard five points finite difference formula for solving uxx+uyy=0.
3. Write down the finite difference scheme for the differential equation d2y/dx2-3dy/dx=2
4. State the implicit finite difference scheme for one dimensional heat equation.
5. What is the error for solving Lap lace and Poisson’s equations by finite difference method?
6. Write down the Bendre-Schmidt recurrence relation for one dimensional heat equation
7. Write down the Crank-Nicloson formula to solve ur=uxx.
8. Write the diagonal five-point formula to solve the Laplace equation uxx+uyy=0
9. Write the down the Implicit formula to solve one dimensional heat flow equation uxx= (1/c2)ut.
∂u 1
= u xx
10. What is the value of k to solve ∂t 2 by Bender-Schmidt method with h=1 if h and k are
the increments of x and t respectively?
11. Derive the difference scheme for the one dimensional heat equation using backward difference for
the time derivative.
12. Set up a finite difference scheme for the boundary value problem u”=u, u’ (1) =a and u’ (3) =b
with h=0.5 using central differences.
PART-B

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2
∂u ∂ u
=
1. Solve the equation ∂t ∂ x 2 subject to the conditions u(x,0)=sinx, 0x1; u(0,t)=u(1,t)=0
using Crank-Nicloson, taking h=1/3, k=1/36 (Do one time step).
2. Solve numerically, 4 uxx=utt with the boundary conditions u(0,t)=0=u(4,t) and the initial
conditions ut(x,0)=0 and u(x,0)=x(4-x) taking h=1, k=1/2 (solve for one period)
3. Solve xy”+y=0, y(1)=1, y(2)=2 with h=0.25 by finite difference method.
4. Solve the equation y”=x+y with boundary conditions y(0)=y(1)=0, numerically taking x=0.25
5. Solve uxx+uyy=0 numerically for the following mesh with boundary conditions as shown below:
1 2
12 U1 U2
U3 U4

2 1
2 1
6. Solve 2u=-10(x2+y2+10) over the square mesh with sides x=0, y=0, x=3, y=3 with u=0 on the
boundary and mesh length of 1 unit.
∂u ∂2 u
2 =
7. Solve ∂ t ∂ x2 given u(0,t)=0, u(4,t)=0, u(x,0)=x(4-x), taking x=1 and t=1. Find the
value of u up to t=3 using Bender-Schmidt’s explicit finite difference scheme.
∂u ∂ 2 u
=
8. By Crank-Nicholson method solve the equation ∂t ∂ x 2 subject to u(x,0)=0, u(0,t)=0 and
u(1,t)=t for two time steps.
∂2 u ∂2 u ∂u
2
= 2
9. Solve ∂t ∂ x , 0<x<1, t>0 given u(x,0)=0, ∂t (x,0)=0, u(0,t)=0 and u(1,t)=100sint.
Compute u(x, t) for 4 times steps with h=0.25
10. Using finite difference method, find y(0.25), y(0.5) and y(0.75) satisfying the differential

d2 y
+ y =x
equation dx 2 , subject to the boundary conditions y(0)=0, y(1)=2.
∂u ∂ 2 u
=
11. Solve ∂t ∂ x 2 , 0x1, t0 with u(x,0)=x(1-x), 0<x<1 and u(0,t)=u(1,t)=0 t>0 using

explicit method with x=0.2 for 3 time steps.

12. (i) Derive explicit scheme to solve parabolic equation uxx=(1/c2)ut.

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(ii) Solve ytt=yxx upto t=0.5 with a spacing of 0.1 subject to y(0,t)=0, y(1,t)=0, yt(x,0)=0
and y(x,0)=10+x(1-x).
13. Find a root of xlog10x-1.2=0 by Newton’s method correct to three decimal places.
14. Solve 10x+y+z=12, 2x+10y+z=13, x+y+5z=7 byGauss-Jordan method.
15. Solve the Poisson equation uxx+uyy= -81xy, 0<x<1; 0<y<1 given that u (0, y)=0; u(x, 0)=0; u (1,
y)=100; u(x, 1)=100 and h=1/3.
2
∂u ∂ u
=
16. Solve ∂t ∂ x 2 in 0<x<5; t>0 given that u(x,0)=20; u(0,t)=0; u(5,t)=100. Compute u for one
time-step with h=1 by Crank-Nicholson method.
∂ 2 u ∂2 u
− =0
17. Approximate the solution to the wave equation ∂ x 2 ∂t 2 , 0<x<1, t>0, u(0,t)=u(1,t)=0,

1 , 0≤x≤1 /2
t>0, u(x,0)=
{−1,1/2<x ≤1
∂u
and ∂t
( x , 0 )=x
using h=k=0.1 for 3 time steps.
18. Approximate the solution to the following elliptic partial differential equation

2 2
∂ u ∂ u xy 2 2
+ =e (x + y )
∂ x2 ∂ y2 , 0<x<1, 0<y<1, u(0,y)=1, u(1,y)=ey, 0y1 and u(x,0)=1, u(x,1)=ex,
0x1, using h=k=1/3.
19. Solve 2U = 0 in the region 0  x  4, 0  y  4 under the condition ( h = k = 1 ).
U(0,y) = 0, U(4,y) = 12 + y for 0  y  4
U(x, 0) = 3x, U(x, 4) = x2 for 0  x  4
20. Solve the Poisson equation Uxx + Uyy = -81xy ; 0 < x < 1 and 0 < y < 1 given that U (x, 0) = 0,
U(0, y) = 0, U(1, y) = 100, U(x, 1) = 100 and h = 1/3.
∂u ∂ 2 u
=
21. Solve ∂t ∂ x 2 in 0 < x < 5, t > 0 given that U (x, 0) = 20, U(0, t) = 0, U(5, t) = 100.
Compute U for one time step with h = 1 by Cronk-Nicholson method.

Dr. D. Saravanan, Professor of Mathematics