SUB: MATHEMATICS MODULE-15A

MODULE-15A
Numerical solutions of linear and non-linear algebraic equations
Integration by trapezoidal and Simpson’s rule, single and multi-step
methods for differential equations.

To find the roots of equation f(x) =0, we start with a known approximate
solution and apply any of following methods.

(1). Bisection method: This method consists of locating the root of the equation
f(x)=0 between a and b. If f(x) is continuous between a and b, and f(a) and f(b) are of
opposite signs then there is a root between a and b.

For definiteness, let f(a) be negative and f(b) be positive.

Then the first approximation to the root is if f( )=0, then is root
of f(x)=0. Otherwise, the root lies between a and or and b according as f( )
is positive or negative. Then we bisect the interval as before and continue the process
until the root is found to desired accuracy.

.
.

JH ACADEMY Page 1
SUB: MATHEMATICS MODULE-15A

(2). Method of false position or Regular-falsi method:

We choose two points and such that f( ) and f( ) or opposite signs.
Equation of the chord joining points
[ ] [ ]is

To get the value put y=0 in this equation

Which is an approximation to the root?

If now f( ) and f( ) are of opposite signs, then the root lies between and
.So replacing by we obtain the next approximation . This procedure is
repeated till the root is found to desired accuracy.

(3). Newton-Raphson method:

Let be an approximate root of the equation f(x)=0. If be the

exact root, then f( )=0.

by Taylor’s Series

Since h is small, neglecting and higher powers f h,

we get

A closer approximation to the root is given by

In general,

JH ACADEMY Page 2
SUB: MATHEMATICS MODULE-15A

Deductions from the Newton-Raphson formula:

(1). Iterative formula to find 1/N is

Let

Taking ⁄

Then Newton’s formula gives

⁄
( )
⁄

(2). Iterative formula to find √ is

Let x=√ or

Taking f(x) = we have

( )

(3). Iterative formula to find is ( )

√

( )

JH ACADEMY Page 3
SUB: MATHEMATICS MODULE-15A

(4). Iterative formula to find √ is * +

* +

Numerical Integration:

Let ∫ where f(x) takes the values

For

Let us divide the interval (a, b) into n sub-intervals of width h so that

……

=b. Then

∫ ∫

∫* +

By Newton’s forward interpolation

JH ACADEMY Page 4
SUB: MATHEMATICS MODULE-15A

Integrating term by term.

∫ * ( )

* + ]

* ( )

* + ]

Trapezoidal Rule:

Putting n=1 the curve become straight line i.e. a polynomial of first order so that
differences of order higher than first becomes zero we get

∫ [ ] [ ]

Similarly ∫ * +

Adding these n integrals, we obtain

∫ [ ]

JH ACADEMY Page 5
SUB: MATHEMATICS MODULE-15A

Simpson’s Rule:

Putting n=2 in equation and taking the curve through as

parabola i.e. a polynomial of second order so that differences of order higher than second
vanish, we get

∫ * ( ) +

Substituting

∫ [ ( ) ]

[ ]

[ ] [ ]

Similarly

∫ [ ]

∫
[ ]

Adding all these terms

∫ [ ]

JH ACADEMY Page 6
SUB: MATHEMATICS MODULE-15A

Simpson’s three – eighth rule:

Putting n=3 and taking the curve through

as a polynomial of third order so that differences above the third order vanish, we
get

∫ [

( )

( ) ]

[ ]

[( ) ( ) ( ) ]

[ ]

[ ]

[ ]

∫ [ ]

Adding all

∫ [

JH ACADEMY Page 7
SUB: MATHEMATICS MODULE-15A

Numerical solution of ordinary differential equations:

1. Picard’s method: It is an iterative method. An iterative method gives a sequence of

approximations ,….. to the solution of differential equation
th
such that the n approximation is obtained from one or more previous
approximations.

A first order initial value problem IVP is defined as a first order differential
equation together with specified initial condition at :

The integration of differential equation yields.

∫ ∫

As a first approximation to the solution, we

Put in f(x, y) and integrate, giving

For a second approximation we put in f(x, y)

and integrate, giving

A sequence of approximation can be

Obtained as

This converges to exact solution of IVP.

JH ACADEMY Page 8
SUB: MATHEMATICS MODULE-15A

Taylor’s series method:

The IVP gives the solution at initial point . For given step size h, the
solution at +h can be computed from Taylor’s series as

Repeated differentiation gives

[ ]

Substituting these derivatives and truncating the series gives the approximate
solution at

Euler’s method:

When initial value problem with the numeric values

of the solution y=g(t) are obtained at finitely(say n) discrete points in the interval of
interest. Let these n points be equispaced in the interval [ ] as such
that these points are known as grid points. Here the step
size h is computed as . The numeric value of the solution is known at .
The approximate numeric value of the solution at grid point is an
approximation to the exact solution of IVP. The Euler method specifies the
formula for computing the solution.

The Euler formula is a one-step difference formula. Observe that

is the slope of the solution curve at The solution is

JH ACADEMY Page 9
SUB: MATHEMATICS MODULE-15A

approximate as straight line passing through having slope

( ) The actual solution may differ with approximate solution. Starting from
this approximation , the solution at next grid point can be approximated as
. This is further continued for other grid points.

Modified Euler method:

Better estimate for the solution than Euler method as expected if average slope
over the interval is used instead of slope at a point. This is being used in
modified Euler method. The solution is approximated as a straight line in the interval
with slope as arithmetic average at the beginning and end point of the interval.
According is approximated as

( )

However the value of appearing on RHS is not known. To handle this,

the value of is first predicted by Euler method and then predicted value is used in
above equation to compute from which a better approximation to can be
obtained.

Again the corrected is applied and we get still better approximation.

[ ]

We repeat this step, till two consecutive values of y agree. This then taken as
the starting point for the next interval. So this method is predictor-corrector method.

JH ACADEMY Page 10