----- ESS-3050-02 Numerical Analysis Ⅰ -----

Final Examination
January 04, 2015
19:00 – 22:00
(Total Score: 110)

1. Prove that the Romberg integration (e.g., R2,1 ) based on I 2 h (e.g., R1,1 ) and I h (e.g.,
R1, 2 ) of the global (extended or composite) trapezoidal rule is identical with the
expression of Simpson’s 1/3 rule using h as the interval size. (10%)

2. (a) Determine the coefficients A0 , A1 , and A2 so that the quadrature formula

1
I   1
f ( x) dx  A0 f (1)  A1 f (0)  A2 f (1) ,

has degree of precision at least 2. (10%)

(b) Use the quadrature formula developed in part (a) together with the coordinate
transformation method to evaluate the integral as follows:
4 1
I  dz ,
0 z  4

and compare your result with the exact value. (10%)

Hint: Features of Legendre polynomial Pm (x) include
(i) Bonnet’s recurrence (recursion) relation:
m 1 m
x Pm ( x)  Pm1 ( x)  Pm1 ( x),
2m  1 2m  1
with P0 ( x)  1, P1 ( x)  x .
(ii) Orthogonality relation:
1 2
 1
Pm ( x) Pn ( x) dx 
2n  1
 mn .

3. (a) Show that for any choice of h , the midpoint, the modified Euler, and Heun’s
methods all give the same approximations for the following initial-value problem:
y  y  x  1 ,
for 0  x  1 and y(0)  1. (5%)

(b) Use the midpoint method and N  2 to find all the y -values given in the domain
of Problem (a). (5%)
Hint: Midpoint method is given by the form of
h h
yi 1  yi  h [ f ( xi  , yi  fi )].
2 2
Heun’s method is given by the form of

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 h 2h 2h
yi 1  yi  [ f ( xi , yi )  3 f ( xi  , yi  f i )].
4 3 3

4. If one plans to design a predictor-corrector method for a first-order initial-valued

differential equation of the form:
dy
 y   f ( x, y ) ,
dx
for a  x  b with y(a)  yo .
In the explicit method (predictor part), one plans to use P2 ( x) to approximate f ( x, y)
and uses the Newton-Gregory backward difference formula to evaluate P2 ( x) with
respect to xi . The expression of the integration is given by
yi  1 x
y i 1
dy   x i  1 f ( x, y) dx .
i 1

In the implicit method (corrector part), one plans to use P2 ( x) to approximate f ( x, y)

and uses the Newton-Gregory backward difference formula to evaluate P2 ( x) with
respect to xi  1 . The expression of the integration is given by
yi  1 x
y i 1
dy   x i  1 f ( x, y) dx .
i 1

Derive the expression of this predictor-corrector method. (10%)

5. Given a second-order differential equation as follows:

y   2 y   3 y   4 e  x ,
for 0  x  2 . Use the finite-difference method to find all the y-values in the domain if
the equation is a boundary-value problem with
y (0)  y(0)   2 , y (2)  y(2)   6 e 6  4 e 2 , and N  5 .
In addition, use the improved algorithm for solving tri-diagonal set of simultaneous
equations to find the results. (25%)
Notably, approximate the second-derivative term in the differential equation in terms of
the three-point central difference given by:
y  2 yi  yi 1
yi  i 1 2
 O( h 2 ) .
h
Approximate the first-derivative term in the differential equation in terms of the two-
point central difference given by:
 yi 1  yi 1
yi   O( h 2 ) .
2h
Approximate the first-derivative term in the front boundary condition at x  0 in
terms of the three-point foward difference given by:
 3 yi  4 yi 1  yi  2
yi   O( h 2 ) .
2h
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 Approximate the first-derivative term in the back boundary condition at x  2 in
terms of the three-point backward difference given by:
y  4 yi 1  3 yi
yi  i 2  O( h 2 ) .
2h

6. Given a set of algebraic equations as follows:

0 1 4   x1  6
 8  3 1  x    17  .
  2  
 2  7 1   x3   7

That is:
Ax  b .
Perform pivoting if needed.
(a) Find the solution vector x by using the inversion matrix method. (10%)
(b) Find the solution vector x by using the Jacobi method (3 iterations only) with
initial guess of x(0) = (0, 0, 0, 0). (10%)

7. Given data points as follows:

xi 1.0 2.0 3.0 4.0
yi 2.3 3.8 6.2 9.8
i 1.0 1.8 0.5 0.7
where  i is the weighting factor to represent the reliability of the data points. Use least
squares method to best fit these data points by the form of
k2 x
e
f ( x)  k1 .
x
(a) Derive the normal equations (including the weighting factors). (8%)
(b) Determine the coefficients k1 and k 2 . (7%)
Hint: You may assume a tempory fiiting function g (x) by the form of
g ( x)  x f ( x)  k 1 e
k2 x

to approach f (x) .

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