This document contains an assignment on numerical analysis techniques:
1. It describes deriving Simpson's implicit method for solving initial value problems by applying Simpson's rule to integrate the function from the lower to upper bound of equally spaced nodes.
2. It asks to choose an appropriate approximation of the function g(x) at xn+1 that leads to the second order Runge-Kutta method when used to approximate the solution between nodes by integrating the linear interpolating polynomial.
3. It presents proving an identity for the action of a tridiagonal matrix A on vectors whose elements are sinusoidal functions of integer multiples of pi.
4. It states that if a tridiagonal matrix A
This document contains an assignment on numerical analysis techniques:
1. It describes deriving Simpson's implicit method for solving initial value problems by applying Simpson's rule to integrate the function from the lower to upper bound of equally spaced nodes.
2. It asks to choose an appropriate approximation of the function g(x) at xn+1 that leads to the second order Runge-Kutta method when used to approximate the solution between nodes by integrating the linear interpolating polynomial.
3. It presents proving an identity for the action of a tridiagonal matrix A on vectors whose elements are sinusoidal functions of integer multiples of pi.
4. It states that if a tridiagonal matrix A
This document contains an assignment on numerical analysis techniques:
1. It describes deriving Simpson's implicit method for solving initial value problems by applying Simpson's rule to integrate the function from the lower to upper bound of equally spaced nodes.
2. It asks to choose an appropriate approximation of the function g(x) at xn+1 that leads to the second order Runge-Kutta method when used to approximate the solution between nodes by integrating the linear interpolating polynomial.
3. It presents proving an identity for the action of a tridiagonal matrix A on vectors whose elements are sinusoidal functions of integer multiples of pi.
4. It states that if a tridiagonal matrix A
by Professor Rekha P. Kulkarni Department of Mathematics Indian Institute of Technology Bombay Assignment 5 1. let x0 , x1 , , xN be equally spaced nodes. Derive Simpsons implicit method for the initial value problem y 0 = f (x, y), y(x0 ) = y0 by apply- ing Simpson rule to the integral Z xn+1 y(xn+1 ) y(xn1 ) = f (x, y(x))dx. xn1
2. Consider approximate solution of the initial value problem
y 0 = f (x, y), y(x0 ) = y0
by the formula Z xn+1
yn+1 = yn + p1 (x)dx, xn
where p1 (x) is the linear polynomial on [xn , xn+1 ] interpolating of g(x) =
f (x, y(x)) at xn and xn+1 . Choose an appropriate approximation of g(xn+1 ) that leads to the Runge-Kutta method of order 2.
3. Let A be a tridiagonal matrix of order n with diagonal entries equal to
zero and ai,i+1 = ai+1,i = 1, i = 1, 2, , n 1. For k = 1, , n, let u(k) be the n vector whose ith entry is sin[ik/(n+1)], i = 1, , n. Prove that
(k) k Au = 2 cos u(k) , k = 1, , n. n+1 4. If A is a tridiagonal matrix with aii = d, ai,i+1 = ai+1,i = e, for all i, then the eigenvalues of A consists of the numbers