Study Material Mathematics-III (BT401)

Module 1:
Numerical Methods Solution of polynomial and transcendental equations Bisection
method, Newton Raphson method and Regula Falsi method. Finite differences,
Relation between operators, Interpolation using Newton’s forward and backward
Difference formulae. Interpolation with unequal intervals: Newton’s divided
difference and Lagrange’s formulae.

Introduction
In this unit we will discuss one of the most basic problems in numerical analysis. The
problem is called a root-finding problem and consists of finding values of the variable x
(real) that satisfy the equation f(x) = 0, for a given function f. Let f be a real-value
function of a real variable. Any real number  for which f() = 0 is called a root of that
equation or a zero of f. We shall confine our discussion to locating only the real roots of
f(x), that is, locating non-real complex roots of f(x) = 0 will not be discussed. This is one
of the oldest numerical approximation problems. The procedures we will discuss range
from the classical Newton-Raphson method developed primarily by Isaac Newton over
300 years ago to methods that were established in the recent past.

Myriads of methods are available for locating zeros of functions and in first section we
discuss bisection methods and fixed point method. In the second section, Chord
Method for finding roots will be discussed. More specifically, we will take up regula-falsi
method (or method of false position), Newton-Raphson method, and secant method. In
section 3, we will discuss error analysis for iterative methods or convergence analysis of
iterative method.

We shall consider the problem of numerical computation of the real roots of a given
equation
f(x) = 0

which may be algebraic or transcendental. It will be assumed that the function f(x) is
continuously differentiable a sufficient number of times. Mostly, we shall confine to
simple roots and indicate the iteration function for multiple roots in case of Newton
Raphson method.

All the methods for numerical solution of equations discussed here will consist of two
steps. First step is about the location of the roots, that is, rough approximate value of
the roots are obtained as initial approximation to a root. Second step consists of
methods, which improve the rough value of each root.
A method for improvement of the value of a root at a second step usually involves a
process of successive approximation of iteration. In such a process of successive
approximation a sequence {Xn} n = 0, 1, 2, … is generated by the method used starting
with the initial approximation xo of the root  obtained in the first step such that the
sequence {Xn} converges to  as n  . This xn is called the nth approximation of nth
iterate and it gives a sufficiently accurate value of the root .

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For the first step we need the following theorem:

Theorem 1: If f(x) is continuous in the closed internal [a, b] and f(a) are of opposite
signs, then there is at least one real root  of the equation f(x) = 0 such that a <  < b.

If further f(x) is differentiable in the open interval (a, b) and either f’(x) < 0 or f’(x) >
0 in (a, b) then f(x) is strictly monotonic in [a, b] and the root  is unique.

We shall not discuss the case of complex roots, roots of simultaneous equations nor
shall we take up cases when all roots are targeted at the same time, in this unit.

Bisection Method (Bolzano Method)

In this method we find an interval in which the root lies and that there is no other root
in that interval. Then we keep on narrowing down the interval to half at each successive
iteration. We proceed as follows:

(1) Find interval in which the root of f(x) = 0 lies and that there is no
other root in I.

(2) Bisect the interval at and compute f(x). If | f(x) | is less than the
desired accuracy then it is the root of f(x) = 0.
(3) Otherwise check sign of f(x). If sign {f(x)} = sign {f(x2)} then root lies in the
interval
[x1, x] and if they are of opposite signs then the root lies in the interval [x,
x2]. Change
x to x2 or x1 accordingly. We may test sign of f(x)  f(x2) for same sign or
opposite signs.
(4) Check the length of interval | x1 – x2 |. If an accuracy of say, two decimal
places is required then stop the process when the length of the interval is

0.005 or less. We may take the midvalue as the root of f(x) = 0.

The convergence of this method is very slow in the beginning.
Example

Find the positive root of the equation by bisection method

correct upto two places of decimal.
Solution

Let us find location of the + ive roots.

x 0 1 2 >2

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f(x)  10 5 14
Sign f(x)   + +
There is only one + ive root and it lies between 1 and 2. Let x1 = 1 and x2 = 2; at x =
1, f(x) is

– ive and at x = 2, f(x) is + ive. We examine the sign of f(x) at and

check whether the root lies in the interval (1, 1.5) or (1.5, 2). Let us show the
computations in the table below :

Iteration Sign f(x) 

Sign f(x) x1 x2
No. f(x2)
1 1.5 + 2.375 + 1 1.5
2 1.25  1.797  1.25 1.5
3 1.375 + 0.162 + 1.25 1.375
4 1.3125  0.8484  1.3125 1.375
5 1.3438  0.3502  1.3438 1.375
6 1.3594  0.0960  1.3594 1.375
7 1.367  0.0471  1.367 1.375
8 1.371 + 0.0956 + 1.367 1.371

We see that .

We can choose the root as .

Regula-Falsi Method (or Method of False Position)
In this method also we find two values of x say x1 and x2 where function f(x) has opposite
signs and there is only one root in the interval (x1, x2). Let us express the function of y =
f(x) and we are interested in finding the value of x where curve y = f(x) intersects x-axis
i.e. y = 0. We identify two points (x1, y1) and (x2, y2) on the curve. Then we approximate
the curve by a straight line joining these two points. We find the point on the x-axis
where this line cuts the x-axis. The equation of the straight line passing through (x 1, y1)
and (x2, y2) is given by

The point on x-axis where y = 0 is given by

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Now we check the sign of f(x) and proceed like in the bisection method. That is, if f(x)
has same sign as f(x2) then root lies in the interval (x1, x) and if they have opposite signs,
then it lies in the interval (x, x2). See Figure 1.

(1) y = f (x)
(2)
x1 x1
x1 x
O x2

Figure 1 : Regula-Falsi Method, Superscript Shows Iteration Number

Example

Find positive root of by Regula-Falsi method. Compute upto the

two decimal places only.
Solution
It is the same problem as given in the previous example. We start by taking x 1 = 1

and x2 = 2. We have ; y1 =  5 and y2 = 14. The point on the curve

are (1, – 5) and
(2, 14). The points on the x-axis where the line joining these two pints cuts it, is
given by
I-Iteration

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II-Iteration
Take points (1.26, – 1.65) and (2, 14)

III-Iteration
Take two points (1.34, – 0.41) and (2, 14)

IV-Iteration
Take two points (1.36, – 0.086) and (2, 14)

Since value of x repeats we take the root as x = 1.36.

Example: Find the real root of the equation xlog 10 x – 1.2=0 by method of False position,
correct to four decimal places.
Solution
f(x)=xlog 10 x – 1.2=0
f(2)=-0.5979,f(3)=0.2313
Therefore root lies between 2 & 3
by method of False position
af ( b )−bf (a)
x 1=
f ( b )−f (a)
x 1=2.7210 , f ( x 1 )=−0.01709
Now the roots lie between x 1=2.7210∧3, because the function are of opposite sign.
x 2=2.7402 , f ( x 2 )=0.00038
Root lies between 2.7402∧3 ,
x 3=2.7406 hence the root 2.7406

Newton-Raphson (N-R) Method

The Newton-Raphson’s method or commonly known as N-R method is most
popular for finding the roots of an equation. Its approach is different from all the
methods discussed earlier in the sense that it uses only one value of x in the

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neighbourhood of the root instead of two. We can explain the method

geometrically as follows :
Let us suppose we want to find out the root of an equation f(x) = 0 while y = f(x)
represents a curve and we are interested to find the point where it cuts the x-axis.
Let x = x0 be an initial approximate value of the root close to the actual root. We

evaluate (say). Then point (x0, y0) lies on the curve y = f(x). We

find for x = x0, say . Then we may draw a tangent at (x0, y0) given
as,

The point where the tangent cuts the x-axis (y = 0) is taken as the next estimate x =
x1 for the root, i.e.

In general , see Figure 3

y = f (x)

x1 x3 x4
x
O x2 x0

Figure 2 : Newton-Raphson Method

Theoretically, the N-R method may be explained as follows :

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Let  be the exact root of f(x) = 0 and let  = x0 + h where h is a small number to
be determined. From Taylor’s series as have,

Neglecting h2 and higher powers we get an approximate value of h, as

. Hence, an approximation for the exact root  may be written as,

In general the N-R formula may be written as,

It is same as derived above geometrically. It may be stated that the root of

convergence of N-R method is faster as compared to other methods. Further,
comparing the N-R method with method of successive substitution, it can be seen
as iterative scheme for

where

The condition for convergence in this case would be

, at x = .

This implies that .

Example
Write N-R iterative scheme to find inverse of an integer number N. Hence, find
inverse of 17 correct upto 4 places of decimal starting with 0.05.
Solution
Let inverse of N be x, so that we the equation to solve as,

or

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N-R scheme is

We take x0 = 0.05.
Substituting in the formula, we get
x1 = 0.0575 ; x2 = 0.0588 ; x3 = 0.0588

Hence, .
Example
Write down N-R iterative scheme for finding qth root of a positive number N.
Hence, find cuberoot of 10 correct upto 3 places of decimal taking initial estimate
as 2.0.
Solution

We have to solve or

The N-R iterative scheme may be written

For cuberoot of 10 we have N = 10, q = 3.

Hence,
Taking x0 = 2.0 we get the following iterated values

Hence, we get .
Example

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Using N-R method find the root of the equation x – cos x = 0 correct upto two

places of decimal only. Take the starting value as ( = 3.1416,  radian = 180o).
Solution

;
N-R scheme is given by

Taking

Upto two places of decimal the root is 0.74.

Note : If starting value is not given, we can plot graphs of y = x and y = cos x and
locate their point of intersection which will be root of x – cos x = 0. See Figure 4

y= x

y = cos x

x
O /2

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Figure 3 : Intersection of y = x and y = cos x

Example
Find one real root of by Newton Raphson method.
Solution
Let f ( x )=3 x−cosx−1
'
f ( x )=3+sin x

By Newton Raphson method

f (x n )
x n+1=x n −
f ' (x n)

f ( 0 )=−2 , f ( 1 )=2.540

Since f(0)=-2 is nearer to 0,therefore x 0=0 is our first approximation.

f (x 0)
x 1=x 0− ' =0.6
f (x 0 )

x 2=0.6071

x 3=0.6071

The real root of equation correct to four decimal places 0.6071.

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Finite Differences and Interpolation

Suppose we are given the following values of y = f(x) for a set of values of x :
x : x0 x1 x2 …… xn
y : y0 y1 y2 …… yn
The process of finding the values of y corresponding to any value of x=x i between x0 and
xn is called interpolation.
(1) The technique of estimating the value of a function for any intermediate value
of the independent variable is called interpolation.
(2) The technique of estimating the value of a function outside the given range is
called extrapolation.
(3) The study of interpolation is based on the concept of differences of a function.
(4) Suppose that the function y=f(x) is tabulated for the equally spaced values x =
x0, x1=x0+h, x2=x0+2h, …, xn=x0+nh giving y = y0, y1, y2, …, yn. To determine
the values of f(x) and f '(x) for some intermediate values of x, we use the
following three types of differences
1.Forward differences
2.Backward differences

Forward differences: The forward differences are defined and denoted by ∆f(x)=f(x+h)-
f(x),
∆y0 = y1 – y0
∆y1 = y2 – y1
∆y2 = y3 – y2
…………….
∆yr = yr+1 – yr
…………….
∆yn-1 = yn – yn-1
These are called the first forward differences and ∆ is the forward difference operator.
Similarly the second forward differences are defined by
∆2 yr = ∆ yr+1 – ∆yr.
In general
∆p yr = ∆p-1 yr+1 – ∆p-1yr ,
th
p forward differences.
The forward differences systematically set out in a table called forward difference table.

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Value of Value of 1st diff. 2nd diff. 3rd diff. 4th diff. 5thdiff.
x y ∆ ∆2 ∆3 ∆4 ∆5
x0 y0
∆y0
x1 y1 ∆2y0
∆y1 ∆3y0
x2 y2 ∆2y1 ∆4y0
∆y2 ∆3y1 ∆5y0
x3 y3 ∆2y2 ∆4y1
∆y3 ∆3y2
x4 y4 ∆2y3
∆y4
x5 y5

Backward Differences: The backward differences are defined and denoted by f(x)= f(x)-
f(x-h),
y1 = y1 – y0
y2 = y2 – y1
y3 = y3 – y2
…………….
yr = yr – yr-1
…………….
yn = yn – yn-1.
These are called the first backward differences and ∇ is the backward difference
operator.
Similarly the second backward differences are defined by
2
yr = yr – yr-1.
In general
p p-1 p-1
yr= yr – yr-1 ,
pth backward differences. The backward differences systematically set out in a table
called backward difference table.

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Value of Value of 1st diff. 2nd diff. 3rd diff. 4th diff. 5thdiff.
x y ∇ 2 3 4 5

x0 y0

y1

x1 y1 2
y2

3
y2 y3

x2 y2 2
y3 4
y4

3 5
y3 y4 y5

x3 y3 2
y4 4
y5

3
y4 y5

x4 y4 2
y5

y5

x5 y5

Example#1. Evaluate
(i) ∆ tan-1x
(ii) ∆ (ex log 2x)
(iii) ∆2 cos 2x
Sol. From the definition of forward differences ∆f(x) = f(x+h) – f(x).
(i) Let f(x) = tan-1x, then
∆ tan-1x = tan-1(x+h) - tan-1x

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=
tan−1
( x +h−x
1+( x +h )x )
=tan−1
(
h
1+hx +x 2
.
)
(ii)
Δ(e x log2 x )=e x +h log 2( x+h)−e x log 2 x
=e x+h log 2(x +h )−e x +h log 2 x +e x+h log2 x−e x log 2 x
x+h
=e log
x +h
x ( )x +h x
+( e −e )log2 x

[( h
)
=e x e h log(1+ ) +(e h −1)log 2 x .
x ]
(iii) ∆2 cos 2x = ∆ [∆ cos 2x]
= ∆ [ cos 2(x+h) – cos 2x]
= ∆ cos 2(x+h) – ∆ cos 2x
= cos 2(x+2h) – cos 2(x+h) – [cos 2(x+h) ) – cos 2x]
= – 2 cos (2x+3h) sin h + 2 sin(2x+h) sin h
= – 2 sin h [sin(2x+3h) – sin(2x+h) ]
= – 2 sin h [2 cos(2x+2h)sin h]
= – 2 sin2 h cos 2(x+h).
Example#2. Evaluate the following, with interval of difference being unity
(i) ∆2 (abx) (ii) ∆n ex
Sol. From the definition of forward differences ∆f(x) = f(x+h) – f(x).
(i) ∆(abx) = a ∆bx = a(bx+1 – bx) = abx(b – 1)
∆2 (abx) = ∆ [∆ (abx)]
= ∆ abx(b – 1) = a(b – 1) ∆(bx)
= a(b – 1) (bx+1 – bx)
= a(b – 1)2 bx.
(ii) ∆ex = ex+1 – ex = ex(e – 1)
∆2ex = ∆[∆ex] = ∆ [ex+1 – ex ]= (e – 1)∆ex
= (e – 1) ex(e – 1) = (e – 1)2 ex.
Similarly ∆2ex = (e – 1)2 ex, ∆3ex = (e – 1)3 ex, … and ∆nex = (e – 1)n ex.

Factorial Notation: A product of the form x(x – 1) (x – 2) …(x – r +1) is denoted by

[x]r and is called a factorial. In particular,
[x] = x, [x]2 = x(x – 1) , [x]3 = x(x – 1) (x – 2), …[x]n = x(x – 1) (x – 2) …(x – n +1).
If the interval of difference is h, then
[x]n = x(x – h) (x – 2h) …(x – (n – 1)h).
The factorial notation is of special utility in the theory of finite differences. It helps in
finding the successive differences of a polynomial directly by simple rule of
differentiation ([x]r as xr).

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To express a polynomial of nth degree in the factorial notation, we use the following two
steps
1. Arrange the coefficients of the powers of x in descending order, replacing
missing powers by zeros.
2. Using detached coefficients divide by x, x – 1, x – 2, … x – (n – 1) successively.
Example#4. Express f(x) = 2x3 – 3x2 + 3x – 10 in a factorial notation and hence find all
differences.
Sol. Let f(x) = A[x]3 + B[x]2 + C[x] + D. Then
x3 x2 x

1 2 -3 3 -10 = D
_ 2 -1

2 2 -1 2=C
_ 4

3 2 3=B
_

2=A

Hence f(x) = 2[x]3 + 3[x]2 + 2[x] – 10. Therefore,

∆f(x) = 6[x]2 + 6[x] + 2
∆2f(x) = 12 [x] + 6
∆3f(x) = 12.
Other Difference Operators:
(1) Shift operator : Shift operator E is the operation of increasing the argument x by h so
that
E f(x) = f(x+h), E2 f(x) = f(x+2h), …
En f(x) = f(x+nh).
-1
The inverse operator E is defined by
E-1 f(x) = f(x-h).
Similarly
E-n f(x) = f(x-nh).
(2) Averaging operator : Averaging operator μ is defined by the equation
μ f(x) = ½ [f(x + h/2) + f(x - h/2)].
In the difference calculus, ∆ and E are regarded as the fundamental operators and
, δ and μ can be expressed in terms of these.

Relations Between the Operators :

1. ∆ = E – 1
2. ∇ = 1 – E-1
3. δ = E1/2 – E-1/2
4. μ = ½ [E1/2 + E-1/2 ]
5. ∆ = E ∇ = ∇ E =δ E1/2
6. E = ehD.

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Example#1. Determine the missing values in the following table:

x 45 50 55 60 65
y 3 ? 2 ? -2.4
Sol. Let p and q be the missing values in the given table, then the difference table is as
follows:
x y ∆y ∆2y ∆3y
45 3
p–3
50 p 5 – 2p
2–p 3p + q – 9
55 2 p+q–4
q–2 3.6 – p – 3q
60 q –0.4 – 2q
–2.4 – q
65 -2.4
Since three entries are given, the function y can be represented by a second degree
polynomial.
Therefore, ∆3y0 = 0 and ∆3y1 = 0. Thus 3p + q – 9 = 0 and 3.6 – p – 3q = 0. Solving these
equations, we get p = 2.925 and q = 0.225.
Example#2. Determine the missing values in the following table without using difference
table.
x 45 50 55 60 65
y 3 ? 2 ? -2.4
Sol. Given that y0 = 3, y2 = 2 and y4 = -2.4 and missing values be taken as y1= p and y3 =
q. Since three entries are given, the function y can be represented by a second degree
polynomial.
Therefore, ∆3y0 = 0 and ∆3y1 = 0.
(E – 1)3y0 = 0 (E – 1)3y1 = 0
3 2
(E – 3E + 3E – 1)y0 = 0 (E3 – 3E2 + 3E – 1)y1 = 0
y3 – 3y2 + 3y1 – y0 = 0 y4 – 3y3 + 3y2 – y1 = 0
q – 3(2)+ 3p – 3 = 0 -2.4 – 3q + 3(2) – p = 0
3p + q – 9 = 0 3.6 – p – 3q = 0.
Solving these equations, we get p = 2.925 and q = 0.225.

Newton’s Forward Interpolation Formulae:

Let the function y=f(x) take the values y0, y1, y2, … corresponding to the values x0, x1,
x2, … of x. Suppose it is required to evaluate f(x) for x=x0+ph, p is any real number.

For any real number p, we have defined E such that

Ep f(x) = f(x0+ph)
yp = f(x0+ph) = Epf(x0)= (1+∆)py0
= [1+p∆+p(p-1)/2! ∆2 + p(p-1)(p-2)/3! ∆3 +…] y0
= y0 + p ∆y0 + p(p-1)/2! ∆2 y0+ p(p-1)(p-2)/3! ∆3 y0+…
It is called Newton’s forward interpolation formulae.

Newton’s Backward Interpolation Formulae:

Suppose it is required to evaluate f(x) for x=xn+ph, where p is any real number.
Ep f(x) = f(xn+ph)
yp = f(xn+ph) = Epf(xn)= (1- ∇ )-p yn

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= [1+p ∇ +p(p+1)/2! ∇ 2 + p(p+1)(p+2)/3! ∇ 3 +…] yn

= yn + p ∇ yn + p(p+1)/2! ∇ 2 yn+ p(p+1)(p+2)/3! ∇ 3 yn+…
It is called Newton’s backward interpolation formulae.

Choice of Newton’s Interpolation formulae:

 Newton’s forward interpolation formulae is used for interpolating the values of y
near the beginning of a set of tabulated values and extrapolating values of y a
little backward of y0.
 Newton’s backward interpolation formulae is used for interpolating the values of
y near the end of a set of tabulated values and also extrapolating values of y a
little ahead of yn.

Example#1. The table gives the distances in nautical miles of the visible horizon for the
given heights in feet above the earth’s surface :

x=height 100 150 200 250 300 350 400

y=distance 10.63 13.03 15.04 16.81 18.42 19.90 21.27
Find the values of y when (i) x= 218 ft. (ii) x= 410 ft.

Sol. The difference table is

x y ∆ ∆2 ∆3 ∆4
100 10.63
2.4
150 13.03 -0.39
2.01 0.15
x0=200 15.04 -0.24 -0.07
1.77 0.08
250 16.81 -0.16 -0.05
1.61 0.03
300 18.42 -0.13 -0.01
1.48 0.02
350 19.90 -0.11
1.37
xn=400 21.27
(i) If we take x0=200, then y0=15.04, ∆y0=1.77, ∆2y0=-0.16, ∆3y0=0.03, ∆4y0=-0.01.

Since x=218, step length h=50 and p=(x-x0)/h =18/50 = 0.36.

By Newton’s forward interpolation formula, we have

y(218) = y0 + p ∆y0 + p(p-1)/2! ∆2 y0+ p(p-1)(p-2)/3! ∆3 y0+ p(p-1)(p-2)(p-3)/4! ∆4 y0

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= 15.04 + 0.36 (1.77) + 0.36(0.36-1)/2 (-0.16)+ 0.36(0.36-1)(0.36-2)/6 (0.03)

+ 0.36(0.36-1)(0.36-2)(0.36-3)/24 (-0.01)

=15.04+0.6372+0.0184+0.0018+ 0.00041 = 15.69741

≈ 15.7 nautical miles.

(ii) If we take xn=400, then yn=21.27, ∇ yn=1.37, ∇ 2yn=-0.11, ∇ 3yn=0.02, ∇ 4yn=-

0.01.

Since x=410, step length h=50 and p=(x-xn)/h =10/50 = 0.2.

By Newton’s backward interpolation formula, we have

y(410) = yn + p ∇ yn + p(p+1)/2! ∇ 2 yn+ p(p+1)(p+2)/3! ∇ 3 yn+ p(p+1)(p+2)(p+3)/4!

∇ 4 yn

= 21.27 + 0.2 (1.37) + 0.2(0.2+1)/2 (-0.11) + 0.2(0.2+1)(0.2+2)/6 (0.02)

+ 0.2(0.2+1)(0.2+2)(0.2+3)/24 (-0.01)

=21.27+0.274-0.0132+0.0017- 0.0007 = 21.5318

≈ 21.53 nautical miles.

Interpolation with unequal intervals:

The disadvantage for the previous interpolation formulas is that, they are used
only for equal intervals. The following are the interpolation with unequal intervals;
1) Lagrange’s formula for unequal intervals,
2) Newton’s divided difference formula.

Lagrange’s interpolation formula: If y = f(x) takes the values y0, y1, y2, …, yn
corresponding to x0, x1, x2, …, xn, then
( x −x1 )( x−x 2 )⋯( x−x n ) ( x−x 0 )( x−x 2 )⋯( x−x n )
f ( x )= y 0+ y +⋯
( x 0 −x 1 )( x 0−x 2 )⋯( x 0 −x n ) ( x 1−x 0 )( x 1−x 2 )⋯( x 1 −x n ) 1
( x−x 0 )( x−x 1 )⋯( x−x n−1 )
+ y ,
( x n −x 0 )( xn −x 1 )⋯( x n −x n−1 ) n
which is known as Lagrange’s formula.

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Divided Differences: If (x0, y0), (x1, y1), …, (xn, yn) are given points, then the first
divided differences for the argument x0, x1 is defined by
y1 − y 0
[ x 0 ,x1 ]=
x1 −x 0 .
Similarly
y 2− y 1 y 3− y 2 y n − y n−1
[ x 1 ,x 2 ]= ,[ x 2 ,x 3 ]= , …,[ x n−1 ,x n ]= .
x 2 −x 1 x 3−x 2 x n −x n−1
The second divided differences for x0, x1, x2 is
[ x 1 ,x 2 ]−[ x 0 ,x1 ]
[ x 0 ,x1 ,x 2 ]=
x 2−x 0 .
The third divided differences for x0, x1, x2 , x3 is
[ x 1 ,x 2 ,x3 ]−[ x 0 ,x 1 ,x 2 ]
[ x 0 ,x1 ,x 2 ,x 3 ]=
x3 −x 0 .
And so on, the nth divided differences for x0, x1, x2, …, xn is
[ x 1 ,x 2 ,… ,xn ]−[ x 0 ,x 1 ,… ,xn-1 ]
[ x 0 ,x1 ,x 2 ,… , x n ]= .
x n −x 0
All the divided differences systematically set out in a table called divided difference
table.

Value Value 1st 2nd 3rd divided 4th divided 5th divided
of x of y divided divided difference difference difference
differenc difference
e

x0 y0
[x0,x1]
x1 y1 [x0,x1,x2]
[x1,x2] [x0,x1,x2,x3]
x2 y2 [x1,x2,x3] [x0,x1,x2,x3,x4]
[x2,x3] [x1,x2,x3,x4] [x0,x1,x2,x3,x4,x5]
x3 y3 [x2,x3,x4] [x1,x2,x3,x4,x5]
[x3,x4] [x2,x3,x4,x5]
x4 y4 [x3,x4,x5]
[x4,x5]
x5 y5

Newton’s divided difference formula: If y = f(x) takes the values y0, y1, y2, …, yn
corresponding to x0, x1, x2, …, xn, then
f(x) = y0+(x-x0)[x0, x1] + (x-x0)(x-x1)[x0, x1, x2] + …+ (x-x0)(x-x1)…(x-xn-1)[x0, x1, x2, …,
xn],

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which is known as Newton’s general interpolation formula with divided differences.

Example#1. Given the values

x: 5 7 11 13 17
f(x): 150 392 1452 2366 5202
Evaluate f(9), using
(i) Lagranges formula
(ii) Newton’s divided difference formula.
Sol. Let y = f(x), then from the given data, we have
x0 = 5, x1 = 7, x2 = 11, x3 = 13, x4 = 17 and y0 = 150, y1 = 392, y2 = 1452, y3 = 2366, y4 =
5202.
(i) By Lagrnge’s interpolation formula
( x −x1 )( x−x 2 )( x−x 3 )( x −x 4 ) ( x −x 0 )( x−x 2 )( x−x 3 )( x−x 4 )
f ( x )= y 0+ y
( x 0 −x 1 )( x 0−x 2 )( x 0 −x3 )( x 0 −x n ) ( x 1 −x 0 )( x1 −x 2 )( x1 −x 3 )( x 1−x n ) 1
( x−x 0 )( x−x 1 )( x −x3 )( x−x 4 ) ( x−x 0 )( x−x 1 )( x−x 2 )( x−x 4 )
+ y 2+ y
( x 2 −x 0 )( x 2 −x 1 )( x 2 −x 3 )( x 2 −x 4 ) ( x 3−x 0 )( x 3 −x 1 )( x 3 −x 2 )( x 3 −x 4 ) 3
( x−x 0 )( x−x 1 )( x −x 2 )( x−x 3 )
+ y .
( x 4 −x 0 )( x 4 −x 1 )( x 4 −x 2 )( x 4 −x3 ) 4
(9−7 )(9−11)(9−13)( 9−17 ) (9−5)(9−11)(9−13 )(9−17)
f (9 )= ×150+ ×392
(5−7)(5−11)(5−13 )(5−17 ) (7−5)(7−11)(7−13 )(7−17 )
(9−5 )( 9−7 )(9−13)(9−17 ) (9−5 )(9−7 )(9−11)(9−17 )
+ ×1452+ ×2366
(11−8 )(11−7 )(11−13)(11−17 ) (13−5 )(13−7 )(13−11)(13−17 )
(9−5 )( 9−7 )(9−11)( 9−13 ) 50 3136 3872 2366 578
+ ×5202=− + + − + =810 .
(17−5)(17−7 )(17−11)(17−13) 3 15 3 3 5
(ii) The divided difference table is

Value Value 1st 2nd 3rd divided 4th divided

of x of y divided divided difference difference
difference differenc
e
5 150
121
7 392 24
265 1
11 1452 32 0
457 1
13 2366 42
709
17 5202
By Newton divided difference formula
f(x) = y0+(x-x0)[x0, x1] + (x-x0)(x-x1)[x0, x1, x2] +(x-x0)(x-x1)(x-x2)[x0, x1, x2,x3]

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+ (x-x0)(x-x1)(x-x2)(x-x3)[x0, x1, x2,x3,x4].

f(9) = 150 + (9 – 5)×121 + (9 – 5) (9 – 7)×24 + (9 – 5)(9 – 7)(9 – 11)×1
+ (9 – 5)(9 – 7)(9 – 11)(9 – 13)×0
= 150 + 484 + 192 – 16 + 0
= 810.

Module2: Numerical Methods–2

Contents
Numerical Differentiation ,Numerical integration:
TrapezoidalruleandSimpson’s1/3rdand3/8rules.SolutionofSimultaneousLinearAlgebraic
EquationsbyGauss’sElimination,Gauss’sJordan,Crout’smethods,Jacobi’s,Gauss-Seidal,and
Relaxation method.,

Numerical Differentiation

In numerical analysis, numerical differentiation describes algorithms for estimating

the derivative of a mathematical function or function subroutine using values of the
function and perhaps other knowledge about the function. i.e. Numerical different ion is
the process of calculating the derivative of a function at some particular value of the
independent variable by means of a set of given values of that function.

[A] Derivative at any point :- The general method of numerical differentiation of a

function consists in obtaining an explicit analytical relation y=f ( x ) with the help of an
interpolation formula ,and then differentiating y with respect to x as many times as
required.

Let the function y=f ( x ) be obtained by the Newton Gregory’s forward interpolation
formula

u ( u−1 ) 2 u ( u−1 ) ( u−2 ) 3

y= y 0+ u ∆ y 0 + ∆ y0 + ∆ y 0 +… … … … … … … …(1)
2! 3!

x−x 0
Whereu=
h,

dy ( 2 u−1 ) 2 ( 3u 2−6+2 ) 3 ( 4 u 3−18 u2 +22u−6 ) 4

=∆ y 0+ ∆ y0 + ∆ y0 + ∆ y 0+ … … .
du 2! 3! 4!

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du 1
and =
dx h

dy dy du
Therefore, =
dx du dx

=
1 ( 2 u−1 ) 2 ( 3 u2−6+ 2 ) 3 ( 4 u3−18 u2 +22 u−6 ) 4
[∆ y 0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … .]….(2)
h 2! 3! 4!

2
d y
The second derivative 2 may be determined by differentiating (2) with respect to x
dx

2
d y 1 2 3 ( 6 u2−18 u+11 ) 4 ( 2u 3−12u 2+ 21u−10 ) 5
2
= 2 [∆ y 0+ ( u−1 ) ∆ y 0 + ∆ y0 + ∆ y 0+ … … .]
dx h 12 12

Similarly, derivatives of other higher orders may be obtained.

Example: A rod is rotating in a plane about one of it’s ends .If the following table gives
the angle θ radians throughh ,which the rod has turned for different values of time t
seconds, find it’s angular velocity and angular acceleration ,when t=0.7 second.

t seconds 0.0 0.2 0.4 0.6 0.8 1.0

θ radians 0.0 0.12 0.48 1.10 2.0 3.20

Solution: First , we will construct the difference table :

t seconds θ radians ∆θ ∆ θ
2
∆ θ
3 4
∆ θ ∆ θ
5

0.0 0.0 0.12

0.2 0.12 0.36 0.24 0.02 0.00 0.00
0.4 0.48 0.62 0.26 0.02 0.00
0.6 1.10 0.90 0.28 0.02
0.8 2.0 1.20 0.30
1.0 3.20

dθ
Then the angular velocity is
dt

( 2u−1 ) 2 ( 3 u2−6 u+2 ) 3 ( 4 u3 −18u 2+ 22u−6 ) 4

= 1 [∆ θ0 + ∆ θ 0+ ∆ θ0+ ∆ θ 0+ … … .]……….(1)
h 2! 3! 4!

t−t 0 t−0.0
Where u= = =5 t
h, 0.2

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At t=0.7 ,thenu=3.5

dθ
Therefore, the angular velocity =4.496radian per second.
dt
2
d θ
The angular acceleration 2 is obtained with the help of equation (1),
dt

d2θ 1
dt h
2
2![
( 2)
= 0+ ∆2 θ 0+
( 6 u−6 ) 3 du 1 2
3!
∆ θ0
]
= 2 [∆ θ 0+ (u−1 ) ∆3 θ0 ]
dt h

At t=0.7 ,thenu=3.5

Therefore,the angular acceleration

2
d θ 1
2= 2
[ 0.24+ ( 3.5−1 ) 0.02 ]=7.25 radianper second 2.
dt (0.2)

[B]Derivative at tabulated points: -In particular case ,When the derivatives are required
at one of the tabulated points ( x 0 , , y 0 , ) , ( x 1 , , y 1 , ) … … … … …. ( x n , , y n , ) and not at the
intermediate points, the following formula may be used with advantage.

d
If D denotes the differential operator and ∆ is the difference operator defined by
dx

∆ f ( x )=f ( x +h ) −f ( x ),then there holds the operational relation

hD=log ( 1+∆ )

1 1 2 1 3
i.e. D ≡ [∆− ∆ + ∆ −… … … .]
h 2 3
Where,
h is the interval between any two successive values of x ,at which the values of y
are prescribed.

2 1 2 3 11 4 5 5
Similarly,. D ≡ [∆ −∆ + ∆ − ∆ + … … … .]
h
2
12 6

Example :A slider in a machine moves along a fixed straight rod. It’s distance x cm along
the road are given in the following table for various values of the time t seconds

t seconds 0.0 0.1 0.2 0.3 0.4 0.5

x cm 30.1 31.6 32.9 33.6 40.0 33.8
Find the velocity and acceleration,when t=0.3 second

Solution : First we will construct the difference table :

t seconds x cm ∆x 2
∆ x
3
∆ x ∆ x
4
∆ x
5

0.0 30.1 1.5

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0.1 31.6 1.3 -0.2 -0.4 6.7 -31.3

0.2 32.9 0.7 -0.6 6.3 -24.6
0.3 33.6 6.4 5.7 -18.3
0.4 40.0 -6.2 -12.6
0.5 33.8

dx
Then the velocity is
dt

1 1 2 1 3
. D ≡ [∆− ∆ + ∆ −… … … .]
h 2 3

Where h=0.1

dx
Therefore, the velocity =Dx at t=0.3 is given by
dt

D x 3=
1
0.1[ 1
2
1
3 ] [ 1
]
∆ x 3− ∆2 x 3 + ∆ 3 x 3−… … … . =10 ∆ x3 − ∆2 x3 =127 cm per second
2

Since other differences are not available in the table.

Similarly, acceleration,when t=0.3 second

2 1 2 3 11 4 5 5
D x3 = [∆ x 3−∆ x 3 + ∆ x 3 − ∆ x 3+ … … … .]= 100[∆ 2 x 3−0 ¿ = -1260 cmper
h
2
12 6
second .
2

Numerical integration
b

The process of computing the value of a definite integral ∫ f ( x ) dx from a set of

a

numerical values of the integrand is called Numerical integration. When applied to the
integration of a function of one variable, the process is known as quadrature.

A General Quadrature Formula for Equidistant Ordinates:-

.We shall, now establish a general formula for the numerical integration, from which
other special formulas will be deduced. For this, we assume that the values of x are at
equal intervals .i.ea=x 0 , x 1=x 0 +h , x 2=x 0+ 2h … … … … … . x n=x 0 +n h=b

.Let the function y=f ( x ) be given by Newton-Gregory’s forward interpolation

formula’s as

u ( u−1 ) 2 u ( u−1 )( u−2 ) 3

y=f ( x )= y 0 +u ∆ y 0 + ∆ y 0+ ∆ y 0+ … … … … … … … …(1)
2! 3!

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x−x 0
Whereu= =¿ x=x 0 +u h
h,

Integrate (1) on the both sides w.r.t. x over the limits ea=x 0 to x n=x 0 +n h=b
b x 0+n h

∫ f ( x ) dx= ∫ f ( x ) dx
a x0

But ¿ x 0 +u h ,∴ dx =h du , When x=x 0 , t h en u=0∧x=x 0 +n h , thenu=n

[ ]
x0 +n h n
u ( u−1 ) 2 u (u−1 ) ( u−2 ) 3
∫ f ( x ) dx=h ∫ y 0 +u ∆ y 0+
2!
∆ y0 +
3!
∆ y 0 +… … … … … du
x0 0

x0 +n h

 ∫ f ( x ) dx =
x0

[ ( ) ( ) ]]
2 3 2 2 4 3
n 1 n n 1 n 3 2
h ny 0+ ∆ y 0 + − ∆ y0+ −n + n ∆ y 0 +… … … … …
2 2! 3 2 3! 4
b−a
…………………………………..(2)Whereh=
n

This is required general quadrature formula.

[I] Trapezoidal rule :- If ,we put n=1 in (2) ,Then there are only two ordinates ( y 0 , , y 1 , )
and only one finite difference ∆ y 0= y 1 ,− y 0 , exists, all other higher order finite
differences become zero.

[ ] [ ]
x1
1 1 h
∫ f ( x ) dx=h y 0 + ∆ y 0 =h y 0 + ( y1 , − y 0 , ) = [ y 0 + y 1 , ]
2 2 2
x0

The geometrical meaning of this result is that the area between the curve y=f ( x ),the x
-axis and the ordinates y 0∧ y 1, is approximated by the area of the trapezium who
parallel sides are y 0∧ y 1, and whose breadth is h=x 1, −x 0 ,
x2
h
Similarly ∫ f ( x ) dx= 2 [ y 1 + y 2 ,],
x1

x3
h
∫ f ( x ) dx= 2 [ y 2 + y 3 ,]
x2

And so on
xn
h
∫ f ( x ) dx= 2 [ y n−1+ y n ,]
n−1

Therefore, adding all the above results, We get

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b
b−a
∫ f ( x ) dx= h2 [ ( y 0 + y n , ) +2( y 1 + y 2 ,+ y 3 ,+ … … … ..+ y n−1)]Whereh= n
a

This is required Trapezoidal rule.

[II] Simpson’s 1/3rd rule : If ,we put n=2 in (2) ,Then there are only three ordinates
( y 0 , , y 1 , y 2 , ) and therefore only two finite differences ∆ y 0∧∆ 2 y 0are exist and all other
differences become zero.
x2
h
∫ f ( x ) dx= 3 [ y 0 ,+ 4 y 1 ,+ y2 , ]
x0

The geometrical meaning of this result is that the curve y=f ( x ) between the lines
x=x 0∧x=x 2 is approximated by the area of the parabola whose equation is

x−x 0 ( x −x0 ) ( x−x 1 ) 2

y= y 0+ ∆ y 0+ 2
∆ y 0and which passes through the points
h 2!h
( x 0 , , y 0 , ) , ( x 1 , , y 1 ,) , ( x 2 , , y 2 ,) .
Proceeding in a similar way, we will get
x4
h
∫ f ( x ) dx= 3 [ y 2 ,+ 4 y 3 ,+ y 4 ,] ,
x2

x6
h
∫ f ( x ) dx= 3 [ y 4 , +4 y 5 ,+ y 6 ,] ,
x4

And so on ……….
xn
h
∫ f ( x ) dx= 3 [ y n−2 ,+4 y n−1 ,+ y n , ]
xn−2

Therefore, adding all the above results, We get

b

∫ f ( x ) dx= h3 [ ( y 0 + y n , ) +4 ( y 1 ,+ y 3 ,+ … .+ y n−1 ,) +2 ( y 2 ,+ y 4 ,+… y n −2 , ) ]

a

b−a
This is required Simpson’s 1/3rd rule. Whereh=
n

[III] Simpson’s 3/8rule :- If ,we put n=3 in (2) ,Then there are only four ordinates
( y 0 , , y 1 , y 2 , y 3 , ) and therefore only three finite differences ∆ y 0 , ∆ 2 y 0 ,∧∆3 y 0 are exist
and all other differences become zero
x3
3h
∫ f ( x ) dx= 8
¿
x0

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The geometrical meaning of this result is that the curve y=f ( x ) between the lines
x=x 0∧x=x 3 is approximated by the area of the cubical parabola whose equation is

x−x 0 ( x −x0 ) ( x−x 1 ) 2 ( x −x0 ) ( x−x 1 ( x−x 2 ) ) 3

y= y 0+ ∆ y 0+ ∆ y 0 + ∆ y 0and which passes
h 2 ! h2 3 ! h2
through the points ( x 0 , , y 0 , ) , ( x 1 , , y 1 , ) , ( x 2 , , y 2 , )∧ ( x3 , , y 3 , ).

Proceeding in a similar way, we will get

x6
3h
∫ f ( x ) dx= 8
¿
x3

And so on ……….
xn
3h
∫ f ( x ) dx= 8
¿
xn−3

Therefore, adding all the above results, We get

b

∫ f ( x ) dx= 38h ¿
a

b−a
This is required Simpson’s 3/8th rule. Whereh=
n
1

Example :Evaluate the integral ∫ 1+1x 2 dx by taking no. of subinterval 4 through,

0

Trapezoidal rule, Simpson’s 1/3 rule and Simpson’s 3/8th rule.

rd

b−a 1−0 1
Solution: We know that Whereh= = =
n 4 4

x 1
y= 2
1+ x

x 0=0 y 0=1
1 16
x 1=x 0 +h= y 1=
4 17
1 4
x 2=x 0 +2 h= y 2=
2 5
3 16
x 3=x 0 +3 h= y 3=
4 25
x 4 =x0 + 4 h=1 1
y4=
2

We know that by Trapezoidal rule

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∫ f ( x ) dx= h2 ¿
a

Hence from above table the formula becomes

1

∫ 1+1x 2 dx= h2 [ ( y 0 + y 4 , ) +2( y 1 + y 2 ,+ y 3 ,)] =0.782775

0

Now by Simpson’s 1/3rd rule

b

∫ f ( x ) dx= h3 [ ( y 0 + y n , ) +4 ( y 1 ,+ y 3 ,+ … .+ y n−1 ,) +2 ( y 2 ,+ y 4 ,+… y n −2 , ) ]

a

Hence from the above table the formula becomes

1

∫ 1+1x 2 dx= h3 [ ( y 0 + y 4 , ) +4 ( y 1 ,+ y 3 , )+ 2 ( y 2, ) ] =0.7854 .

0

Now by Simpson’s 3/8th rule

b

∫ f ( x ) dx= 38h ¿
a

Hence from above table the formula becomes

b

∫ f ( x ) dx= 38h ¿
a

Numerical Solution of Simultaneous Linear Algebraic Equations

Simultaneous Linear Algebraic Equations are very common in various fields of

Engineering and Science. We used matrix inversion method or Cramer’s rule to solve
these equations in general. But these methods prove to be tedious, when the system of
equations contain a large number of unknowns. To solve such equations there are other
numerical methods, which are particularly suited for computer operations. These are of
two types:-

[I] Direct Method:

(1) Gauss’s Elimination Method.

(2) Gauss’s Jordan Method.

(3) Crout’s methods .

[II] Iterative Method

(1) Gauss’s Jacobi’s Method

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(2) Gauss-Seidal Method

(3) Relaxation method
[I] Direct Method

(1) Gauss’s Elimination Method: In this method, the unknowns are eliminated
successively and the system is reduced to an upper triangular system from which, the
unknowns are found by back substitutions. The method is quite general and is well
adapted for computer operations.

Let us consider a system ofm equations and in n unknowns

a 11 x 1 +a12 x 2 +⋯+a1 n x n=b1

a 21 x 1 +a 22 x 2 +⋯+a 2n x n =b 2
⋮
a m 1 x1 +am 2 x 2 +⋯+amn x n =bm

------------------------------------- [1]

In this method for solving the above equations, we proceed stepwise asfollows :

Step-1:- Elimination of x 1 from the second, third, …..n thequation. We assume here that
the order of the equation and the order of unknowns in each equations are such that
a 11 ≠ 0 . The variable x 1 can then be eliminated from the second equation by subtracting (
a21 a31
¿ times the first equation from the second equation ( ¿ times the first equation
a11 a11
from the third equation, e.t.c. This gives new system say as follows:

a 11 x 1 +a 12 x 2+ … … …+a1 n x n=b1
' ' '
a 22 x 2+ … … … .+a2 n x n=b2

…………… …………… ……………… -------------------------------- [2]

' ' '
a n 2 x 2+ … … … .+a nn x n=b n

Here the first equation is called the pivotal equation and a 11 is called the first pivot.

Step-2.Now, Elimination of x 2 from the third, ….. n thequation in (2).

If the coefficient a '22 , … … .. , a'nn in (2) are not all zero,we may assume that the order of
equation and the unknowns is such that a '22 ≠ 0 .Then ,we may eliminate x 2 from the
third, ….. n thequation of (2) by subtracting

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'
a33
( '
¿times the second equation from the third equation,
a22
'
a42
( '
¿ times the second equation from the fourth equation e.t.c.
a22

The further steps are now obvious. In the third step, we eliminate x 3 and in the fourth
step, we eliminate x 4 e.t.c.

By successive elimination, we arrive at a single equation in the unknown x n ,which can

be solved and substituting this in the preceding equation, we obtain the value of x n−1. In
this,manner ,we find x n when the elimination is completed. Also when the elimination is
complete the system takes the form.

c 11 x 1+ c12 x2 +… … …+c 1 n x n=d1

c 22 x 2 +… … … .+c 2 n xn =d 2

…………… …………… ………………

c nn x n =d n

In this case there exists a unique solution.The new coefficient matrix is an upper
triangular matrix ; the diagonal element c ii are usually equal to 1.

Example: - Apply Gauss’s Elimination Method to solve the equations

x +4 y−z=−5

x + y−6 z=−12

3 x− y−z =4

Solution: Given system of equations can be written in matrix form

[ ][ ] [ ]
1 4 −1 x −5
≈ 1 1 =
6 y −12
3 −1 −1 z 4

→ R 2−R1 , → R 3−3 R1

[ ][ ] [ ]
1 4 −1 x −5
≈ 0 −3 −5 y = −7
0 −13 2 z 19

13
→ R 3− R
3 2

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[ ][ ] [ ]
1 4 −1 x −5
≈ 0 −3 −5 y = −7
0 0 71/3 z 148/3

This is an upper triangular matrix of coefficient matrix A

Therefore, the algebraic form of above Matrix form is

x +4 y−z=−5 … … ..(1)

−3 y−5 z=−7 … ….. (2)

71
z=148/3 … … ..(2)
3

Hence from above by back substitution, we get the desiredapproximate solution

z=2.0845 , y=−1.1408 , x=1.6479

(2) Gauss’s Jordan Method: - This is a modification ofGauss’s Elimination Method. In

this method, elimination of unknowns is performed not in the equations below but in
the equations above also. Ultimatelyreducing thesystem to a diagonal matrix. i.e. each
equation involving only one unknown. Thus in this method, thelabor of back substitution
for finding the unknowns is saved at the cost of additional calculations. This method is
well explained by the following example.

Example: - Apply Gauss’s Jordan Method to solve the equations

x + y + z=9

2 x−3 y +4 z=13

3 x+ 4 y +5 z=40

Solution: Given system of equations is

x + y + z=9 … … … .(1)

2 x−3 y +4 z=13 … … …(2)

3 x+ 4 y +5 z=40 … … … .(3)

Step-1:- Operate (2)-2(1) and (3)-3(1) to eliminate x from (2) and (3).

x + y + z=9 ………….(4)
−5 y +2 z=−5 … … …(5)
y +2 z=13 ……….(6)
Step-2:- operate (4) +1/5 (5) and (6) +1/5 (5) to eliminate y from (4) and (6).

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x +7/5 z=8 ……….(7)

−5 y +2 z=−5 … … …(8)
12
z=12 …………..(9)
5
Step-3:- operate (7) -7/12 (9) and (8) -5/6 (9) to eliminate z from (7) and (8).

x=1
y=3
z=5

(4) Crout’s method:- Computation scheme : Let us consider

a 11 x 1 +a 12 x 2+ a13 x 3=b 1

a 21 x 1+ a22 x 2 +a23 x3 =b2

a 31 x 1+ a32 x 2+ a33 x 3=b3

The Augmented Matrix of given system of equations is

[ ]
a11 a12 a 13 b 1
[ A :B ] = a 21 a22 a 23 b 2
a 31 a32 a 33 b 3

Now from the above matrix, the Matrix of 12 unknowns,so called derived matrix or

[ ]
l 11 u12 u13 y 1
Auxiliary Matrix is [ D: M ] = l 21 l 22 u23 y 2 and is to be calculated as follows:
l 31 l 32 l33 y3

Step-1:- The first column of the derived matrix is identical with the first column of
[ A :B ] .
Step-2: The first row to the right of the first column of the [ D: M ] is obtained by
dividing the corresponding element in [ A :B ] by the leading diagonal element of that
row.

Step-3: Remaining second column of [ D: M ] is calculated as follows:

l 22=a22−l 21 u 12 ; l 32=a32−l 31 u12

Step-4: Remaining elements of second row of [ D: M ] is calculated as follows ;

a23−l21 u13 b2−l 21 y1

u23= ; y 2=
l 22 l 22

Step-5: Remaining element of the third column of [ D: M ] is calculated as follows:

l 33=a 33−(l 31 u13 +l 32 u23 )

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Step-6: Remaining element of third row of [ D: M ] is calculated as follows ;

b3 −(l 31 y1 +l 32 y 2 )
y 3=
l 33

Hence, from above [ D: M ] ¿ the required solutionis obtained as follows:

x 3= y 3 ;

x 2= y 2−u 23 x 3 ;

x 1= y 1−[x 2 u12+ x 3 u13 ]

Example: Apply Crout’s Method to solve the equations

2 x1 −6 x 2+8 x 3=24

5 x 1+ 4 x 2−3 x 3=2

3 x 1+ x 2 +2 x3 =16

Solution: The Augmented Matrix of given system of equations is

[ ]
a11 a12 a 13 b 1
[ A :B ] = a 21 a22 a 23 b 2
a 31 a32 a 33 b 3

Now from the above matrix, the Matrix of 12 unknowns,so called derived matrix or

[ ]
l 11 u12 u13 y 1
Auxiliary Matrix is [ D: M ] = l 21 l 22 u23 y 2 and is to be calculated as follows:
l 31 l 32 l33 y3

Step-1:- The first column of the derived matrix[ D: M ] is identical with the first column of
[ A :B ] .

i.el 11=a11 =2; l 21=a 21=5 ;l 31=a31=3

Step-2: The first row to the right of the first column of the [ D: M ] is obtained by
dividing the corresponding element in [ A :B ] by the leading diagonal element of that
row.i.e.

a12 −6 a13 8 b1 24
u12= = =−3 ; u13= = =4 ; y= = =12
a11 2 a11 2 a11 2

Step-3: Remaining second column of [ D: M ] is calculated as follows:

l 22=a22−l 21 u 12=4−5 (−3 )=19; l 32=a 32−l31 u12=1−3 (−3 ) =10

Step-4: Remaining elements of second row of [ D: M ] is calculated as follows ;

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Study Material Mathematics-III (BT401)

a23−l21 u13 −3−5( 4) −23 b2−l 21 y 1 2−5 (12) −58

u23= = = ; y 2= = =
l 22 19 19 l 22 19 19

Step-5: Remaining elements of the third column of [ D: M ] is calculated as follows:

l 33=a 33− ( l 31 u13+ l 32 u23 )=2−¿

Step-6: Remaining element of third row of [ D: M ] is calculated as follows ;

b3 −(l 31 y1 +l 32 y 2 )
y 3= =16−¿ ¿ = 5
l 33

Hence, from above [ D: M ] ¿ the required solution is obtained as follows:

x 3= y 3=5;

x 2= y 2−u 23 x 3=
−58
19
−5 ( )
−23
19
=2;

x 1= y 1−[x 2 u12+ x 3 u13 ]=12- [3(-3)+5(4)] =1

[II] Iterative Methods:In these methods, we start from an initial approximation to the
true solution an and obtain better and better approximations from a computation cycle
repeated as often as may be necessary for achieving a desired accuracy. For large
systems, iterative methods may be faster than the direct methods. Even the round -off
errors in iterative methods are smaller. In fact, iteration is a self-correcting process and
any error made at any stage of computation gets automatically corrected in the
subsequent steps.

(1) Gauss’s Jacobi’s Method : Let us consider the system of equations

a 1 x +b1 y +c 1 z=d 1

a 2 x +b2 y +c 2 z=d 2……………..(1)

a 3 x +b3 y +c 3 z =d 3

If a 1 , b2 , c 3 are large as compared to other coefficients, solve the above system for
x , y , z respectively. Then system of equations can be written as

1
x= (d −b y−c 1 z)
a1 1 1

1
y= (d −a x −c 2 z ) ………………………… (2)
b2 2 2

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1
z= ( d −a x−b 3 y )
c3 3 3

Let us start with the initial approximation x 0 , y 0 , z 0 for the values of x , y , z

respectively.Substituting these on the right sides of above, the first approximations are
given by
1
x 1= (d 1−b 1 y 0−c1 z 0)
a1

1
y 1= (d −a x −c z )
b2 2 2 0 2 0

1
z 1= (d −a x −b y )
c3 3 3 0 3 0

Now for second approximations, Substituting the x 1, y 1 , z 1 on the right hand sides of (2).

1
x 2= (d −b y −c z )
a1 1 1 1 1 1

1
y 2= (d −a x −c z )
b2 2 2 1 2 1

1
z 2= (d −a x −b y )
c3 3 3 1 3 1

This process is repeated till the diffence between two consecutive approximations is
negligible.

Note :In the absence of any better estimates for x 0 , y 0 , z 0,these may each be taken as
zero.

Example : Solve by Gauss’s Jacobi’s Method

20 x+ y−2 z=17

3 x+ 20 y−z=−18 ……………..(1)

2 x−3 y +20 z=25

Solution : Then system of equations can be written as

1
x= (17− y+ 2 z )
20

1
y= (−18−3 x+ z ) ………………………… (2)
20

1
z= (25−2 x +3 y)
20

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For first approximations, substituting x 0=0 , y 0=0 , z 0=0 for the values of x , y , z
respectively in above,

1
x 1= ( 17−0+2.0 ) =0.85 ;
20

1
y 1= (−18−3.0+0 )=−0.9 ;
20

1
z 1= ( 25−2. 0+3.0 )=1.25 .
20

Now for second approximations, Substituting the x 1, y 1 , z 1 on the right hand sides of (2).

1
x 2=
20
( 17− y 1 +2 z 1 ) =1.02;

1
y 2=
20
( −18−3 x 1+ z1 ) =−0.965 ;

1
z 2=
20
( 25−2 x1 +3 y 1 )=1.03 .

Now for third approximations, Substituting the x 2, y 2 , z 2 on the right hand sides of (2).

1
x 3=
20
( 17− y 2 +2 z2 ) =1.00125 ;

1
y 3=
20
( −18−3 x 2+ z2 ) =−1.0015 ;

1
z 3=
20
( 25−2 x2 +3 y 2 )=1.00325 .

Now for fourth approximations, substituting these values on the right hand sides of (2).

1
x4=
20
( 17− y 3+ 2 z 3 )=1.0004 ;

1
y4=
20
(−18−3 x3 + z 3 )=−1.000025;

1
z4 =
20
( 25−2 x 3 +3 y 3 )=0.9965 .

Now for fifth approximations, substituting these values on the right hand sides of (2).

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Study Material Mathematics-III (BT401)

1
x 5=
20
( 17− y 4 + 2 z 4 ) =0.999966 ;

1
y 5=
20
( −18−3 x 4 + z 4 ) =−1.000078 ;

1
z 5=
20
( 25−2 x 4 +3 y 4 ) =0.999956 .

Now for sixth approximations, substituting these values on the right hand sides of (2).

1
x 6=
20
( 17− y 5 +2 z 5 )=1.0000 ;

1
y 6=
20
(−18−3 x 5 + z 5 )=−0.999997 ;

1
z 6=
20
( 25−2 x 5+3 y 5 ) =0.999992 .

As the values in the 5th and 6th approximations, i.e. Iterations being practically the
same.We can stop now, Hence the solution is x=1 ; y=−1 ; z=1

(2) Gauss-Seidal Method : This is a modification of Jacobi’s method .

Let us consider the system of equations

a 1 x +b1 y +c 1 z=d 1

a 2 x +b2 y +c 2 z=d 2……………..(1)

a 3 x +b3 y +c 3 z =d 3

If a 1 , b2 , c 3 are large as compared to other coefficients, solve the above system for
x , y , z respectively. Then system of equations can be written as

1
x= (d −b y−c 1 z)
a1 1 1

1
y= (d −a x −c 2 z ) ………………………… (2)
b2 2 2

1
z= ( d −a x−b 3 y )
c3 3 3

Let us start with the initial approximation x 0 , y 0 , z 0 for the values of x , y , z

respectively. Which may each be taken as zero .Now,

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Substituting y= y 0 , z=z 0on the right sides of above first equation, the first
approximations are given by
1
x 1= (d 1−b 1 y 0−c1 z 0)
a1
Then putting x=x 1 , z=z 0 in the second of the equation of (2),we obtain

1
y 1= (d −a x −c z )
b2 2 2 1 2 0

Next putting x=x 1 , y = y 1 in the third of the equation of (2),we obtain

1
z 1= (d −a x −b y )
c3 3 3 1 3 1

And so on i.e. as soon as a new approximation for an unknown is found, it is

immediately used in the next step.
This process of iteration is repeated till the values of x , y , z are obtained to
desired degree of accuracy.
Note :- (1) Since the most recent approximations of the unknowns are
used,while proceeding to the next step,the convergence in the Gauss-Seidal
Method is twice as fast as in Gauss’s Jacobi’s Method.
(3) Gauss’s Jacobi’s Method and Gauss-Seidal Methods converge for any choice
of the initial approximations if in each equation of the system, the absolute
value of the largest coefficient is almost equal to or in at least one equation
greater than the sum of the absolute values of all the remaining coefficients.

Example: Apply Gauss-Seidal Method

20 x+ y−2 z=17

3 x+ 20 y−z=−18 ……………..(1)

2 x−3 y +20 z=25

Solution: Then system of equations can be written as

1
x= (17− y+ 2 z ) ………….. (i)
20

1
y= (−18−3 x+ z ) …………(ii)
20

1
z= (25−2 x +3 y)………….(iii)
20

For First approximations / Iteration,

Substituting y= y 0=0 , z=z 0=0 for the values of y , zrespectively in (i),

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1
x 1= ( 17−0+2.0 ) =0.8500 ;
20

Substituting x=x 1 , z=z 0 for the values of x , z respectively in (ii)

1
y 1=
20
(−18−3 x 1+ z 0 ) =−1.0275 ;

Substituting x=x 1 , y = y 1 for the values of x , y respectively in (iii)

1
z 1=
20
( 25−2 x 1 +3 y 1 )=1.0109

For Second approximations / Iteration

Substituting y= y 1 , z=z 1 for the values of y , zrespectively in (i),

1
x 2=
20
( 17− y 1 +2 z 1 ) =1.0025;

Substituting x=x 2 , z=z 1 for the values of x , z respectively in (ii)

1
y 2=
20
( −18−3 x 2+ z1 ) =−0.9998 ;

Substituting x=x 2 , y = y 2 for the values of x , y respectively in (iii)

1
z 2=
20
( 25−2 x2 +3 y 2 )=0.9998

For Third approximations / Iteration

Substituting y= y 2 , z=z 2 for the values of y , zrespectively in (i),

1
x 3=
20
( 17− y 2 +2 z2 ) =1.0000 ;

Substituting x=x 3 , z=z 2 for the values of x , z respectively in (ii)

1
y 3=
20
( −18−3 x 3 + z 2) =−1.0000 ;

Substituting x=x 3 , y = y 3 for the values of x , y respectively in (iii)

1
z 3=
20
( 25−2 x3 +3 y 3 ) =1.0000

Hence,the values in 2nd and 3rd Approximations being practically the same, Now ,we can
stop,

The solution is x=1 ; y=−1 ; z=1.

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Therefore,we seen that the convergence is quite fast in Gauss-Seidal Method as

compared to Gauss’s Jacobi’s Method.

(3) Relaxation method: This method was original developed by R.V. South well in
1935,for application to Structural engg. Problems.
Let us consider the system of equations

a 1 x +b1 y +c 1 z=d 1

a 2 x +b2 y +c 2 z=d 2……………..(1)

a 3 x +b3 y +c 3 z =d 3

We define the residuals R x , R y R z , by the relations

R x =d 1−a 1 x−b 1 y −c 1 z

R y =d 2−a 2 x−b 2 y−c 2 z …………….. (2)

R z=d3 −a3 x−b3 y−c3 z

To start with we assume x=0 , y=0 , z=0 and calculate the initial residuals. Then the
residuals are reduced step by step, by giving increments to the variables. For this
purpose, we construct the following operation table:

δ Rx δ Ry δ Rz
δx=1 −a 1 −a 2 −a 3
δy=1 −b 1 −b 2 −b 3
δz=1 −c 1 −c 2 −c 3

We note from the equations (2) that if x is increased by 1 (keeping y , z constant), R x , R y

and R z decrease by a 1 , a2 , a3 respectively.This is shown in the above table along with the
effects on the residuals when y ,∧z are given unit increments ( The table is the
transpose of the coefficient matrix )

At each step, the numerically largest residual is reduced to almost zero,To reduce a
particular residual, the value of the corresponding variable is changed.

When all the residuals have been reduced to almost zero, the increments in x , y ,∧z
are added separately to give the desired solution.

Example: Apply Relaxation method

10 x−2 y−3 z=205

−2 x+10 y −2 z =154……………..(1)

−2 x− y +10 z=120

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Solution: We define the residuals R x , R y R z , by the relations

R x =205−10 x +2 y +3 z

R y =154+2 x−10 y +2 z …………….. (2)

R z=120+2 x + y−10 z

The operation table is

δ Rx δ Ry δ Rz
δx=1 −a 1=-10 −a 2=2 −a 3=2
δy=1 −b 1=2 −b 2=10 −b 3=1
δz=1 −c 1=3 −c 2=2 −c 3=-10

The Relaxation table is

Rx Ry Rz
x=0 , y=0 , z=0 205 154 120
δx=20 5 194 160
δy=19 43 4 179
δz=18 97 40 -1
δx=10 -3 60 19
δy=6 9 0 25
δz=2 15 4 5
δx=2 -5 8 9
δy=1 -2 10 -1
δz=1 0 0 0

∑ R x =32 , ∑ R y =26 , ∑ R z =21

Hence The solution is x=32 ; y=26 ; z=21.

Module3: Numerical Methods–3

Contents
Ordinary differential equations: Taylor’s series, Euler and modified Euler’s methods.
Runge Kutta method of fourth order for solving first and second order
equations.Milne’sandAdam’spredicator-correctormethods.Partialdifferential
equations:FinitedifferencesolutiontwodimensionalLaplaceequationandPoissionequati
on, Implicitandexplicitmethodsforonedimensionalheatequation(Bender-
SchmidtandCrank- Nicholsonmethods), Finite difference explicit method for wave
equation

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Ordinary differential equations: Many problems in Engineering and Science can be

formulated into ordinary differentional equations satisfying certain given conditions. If
these conditions are prescribed for one point only, then the differential equation
together with the condition is known as an initial value problem. If the conditions are
prescribed for two or more points, then the problem is termed as boundary value
problem. A limited number of these differentional equations can be solved by analytical
methods. Hence numerical methods play very important role in the solution of
differential equations.

We shall discuss some of the following methods for obtaining numerical solution of first
order and first degree Ordinary Differential Equation.

[I]Picard’smethod of successive approximation.

[II] Taylor’s Seriesmethod.

[III]Euler’s method.

[IV] Modified Euler’s method.

[V] Milne’smethod / Milne’sPredictor-Corrector method.

[VI Runge-Kutta method.

[VII] Adam’s Bash forth Method.

Method-I :Picard’s Method of successive approximations for first order and first
degree differential equation :--

Consider the differential equation

dy
=f ( x , y )--------------------------(1)
dx

Subject to y ( x 0 )= y 0.This equation can be written as

dy =f ( x , y ) dx

Integrating between the limits,

y x

We get ∫ dy =∫ f ( x , y ) dx
y0 xo

x
y− y 0=∫ f ( x , y ) dx
xo

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y = y 0 +∫ f ( x , y ) dx ---------------------------- (2)
xo

Which is an integral equation because the unknown function “y” is present under the
integral sign.Such an equation can be solved by successive approximation as follows;

For first approximation y 1,we replace y by y 0in f ( x , y ) in the R.H.S. of equation (2),
x

i.e. y 1= y 0 +∫ f ( x , y 0 ) dx --------------------------------- (3)

xo

Now, for second approximation y 2,we replace y by y 1in f ( x , y ) in the R.H.S. of equation
(2),
x
i .e y 2= y 0 +∫ f ( x , y 1 ) dx --------------------------------- (4)
xo

Proceeding in this way, we get y 3 , y 4 , y 5 ,−−−−−−−¿¿

The nt h approximation is given by

x
y n = y 0 +∫ f ( x , y n−1 ) dx ,n=1,2,3----------
xo

The process is to be stopped when the two values of y, viz y n , y n−1,are same to the desired
degree of accuracy.

Example-:Find the Picard approximations y1,y2, y3 to the solution of the initial

value problem y'=y, y(0) =2 .Use y3 to estimate the value of y (0.8) and compare it with

the exact solution.

Solution:Thent h approximation is given by

x
y n = y 0 +∫ f ( x , y n−1 ) dx ,n=1,2,3---------- (1)
xo

For First approximation y 1, we replace y by y 0in f ( x , y ) in the R.H.S. of equation (1)

Therefore, y 1= y 0 +∫ f ( x , y 0 ) dx
xo

Here,y0 =2, the value of y1 is

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y1=2+ f ( x , y 0 )= y 0=2
where

Similarly,

2 =2+
y

also

y3=2+

At x= 0.8

1
y3=2+2(0.8)+(0.8)2+ 3 (0.8)3

=4.41

By Direct Method: The solution of the initial-value problem, found by separation

of variables, is y=2ex. At x=0.8

y=2e0.8=4.45

Method-II :Numerical Solution to Ordinary Differential Equation By Taylor’s Series

method

Consider the differential equation

dy
=f ( x , y ) -------------------------- (1)
dx

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Subject to y ( x 0 )= y 0.

Then ,we by Taylor’s

y= y ( x )= y ( x 0 + x−x 0 )

2 3
( x−x 0 ) ' ( x−x 0 ) '' ( x−x 0 ) '' '
¿ y ( x0)+ y ( x0)+ y ( x0)+ y ( x 0 ) +… … … … …
1! 2! 3!

If x 0=0 then

(x) ' ( x )2 ' ' ( x )3 ' ''

y= y ( 0 )+ y ( 0) + y ( 0 )+ y ( 0 ) +… … … … …
1! 2! 3!

Example- Using Taylor’s Series method, find the solution of

dy
=xy−1With y ( 1 )=2correct to five decimal places at x=1.02
dx

dy
Solution: Given that =xy−1with y ( 1 )=2 i.e. x 0=1∧ y 0=2
dx
' ' '
i.e. y =xy−1 ∴ y ( 0 )=x 0 y 0−1=1.2−1=1= y ( x 0 )

Differentiate with respect to x

'' ' '' ' ''
y = y + x y ∴ y ( 0 )= y 0 + x 0 y ( 0 ) =2+1.1=3= y ( x 0 )

Again Differentiate with respect to x

' '' ' '' ' '' ' '' ' ''
y =2 y + x y ∴ y ( 0 )=2 y ( 0 ) + x 0 y ( 0 )=2.1+1.3=5= y ( x 0 )

Again Differentiate with respect to x

' '' ' '' '' ' ' '' ' '' '' ' '' ' '
y =3 y + x y ∴ y ( 0 )=3 y ( 0 ) + x 0 y ( 0 )=3.3+1.5=14= y ( x 0 )

andso on

Now by Taylor’s Series method,

2 3
( x−x 0 ) ' ( x−x 0 ) '' ( x−x 0 ) ' ''
y= y ( x 0 ) + y ( x0 )+ y ( x0)+ y ( x 0 ) +… … … … …
1! 2! 3!

( x −1 ) ( x −1 )2 ( x−1 )3 ( x−1 )4
¿> y=2+ .1+ .3+ .5+ .14+ … … … … …
1! 2! 3! 4!

At x=1.02

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(1.02−1 ) ( 1.02−1 )2 ( 1.02−1 )3 ( 1.02−1 ) 4

¿> y=2+ .1+ .3+ .5+ .14+ … … … … …
1! 2! 3! 4!

¿> y=2.020606 .

Method-III :Numerical Solution to Ordinary Differential Equation By Euler’smethod

Euler’smethod,as such, is of very little practical importance, but illustrates in simple

form ,the basic idea of those numerical methods,which seek to determine the change
∆ y ∈ y corresponding to small increase in the argument x .

Let us consider the equation

dy
=f ( x , y ) -------------------------- (1)
dx

Subject to y ( x 0 )= y 0.

Let y=g ( x ) be the solution of (1) and let x 0 , x 1=x 0 +h , x 2=x 0+ 2 h ,……… be
equidistant values of x .

In an small interval, a curve is nearly a straight line. This is the property used in Euler’smethod.

The nt h approximation is given by

y n +1 = y n +h f ( x n , y n ) where n=0.1 ,2 , 3 … … …

Example- UsingEuler’smethod, find an approximate value of y corresponding to

x=1 , given that

dy
=x+ y With y ( 0 )=1
dx

dy
Solution: Given that =x+ y With y ( 0 )=1
dx

We have ,thent h approximation is given by

y n +1 = y n +h f ( x n , y n ) where n=0.1 ,2 , 3 … … … (1)

We take
n=10 andh=0.1, which is sufficiently small .The various calculations ar earrangedasfollowesby (1)

x y dy dy
=x+ y=f ( x , y ) Old y +0.1( )=new y
dx dx
0.0 1.0 1.0 1.0 +0.1 (1.0) = 1.10
0.1 1.10 1.20 1.10 +0.1 (1.20) = 1.22
0.2 1.22 1.42 1.22+0.1 (1.42) = 1.36

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0.3 1.36 1.66 1.36+0.1 (1.66) = 1.53

0.4 1.53 1.93 1.53+0.1 (1.93) = 1.72
0.5 1.72 2.22 1.72+0.1 (2.22) = 1.94
0.6 1.94 2.54 1.94+0.1 (2.54) = 2.19
0.7 2.19 2.89 2.19+0.1 (2.89) = 2.48
0.8 2.48 3.29 2.48+0.1 (3.29) = 2.81
0.9 2.81 3.71 2.81+0.1 (3.71) = 3.18
1.0 3.18

Thus the required approximate value is

y=¿3.18.

Method-IV :Numerical Solution to Ordinary Differential Equation By Euler’s Modified

method

Let us consider the equation

dy
=f ( x , y ) -------------------------- (1)
dx

Subject to y ( x 0 )= y 0.

Let y=g ( x ) be the solution of (1) and let x 0 , x 1=x 0 +h , x 2=x 0+ 2 h ,……be equidistant
values of x .

In each step of this method ,we first compute the auxiliary value y n +1 by

y n +1 = y n +h f ( x n , y n ) where n=0.1 ,2 , 3 … … … (2)

andthenthe new value

h
y (nr+1
)
= y n + ¿ ……….(3)
2

wherer denotes number of iteration1 , 2 ,3 … …. .

This Modified method is a Predictor-Corrector method; because in each step,we first

predict a value by (2) and then correct it by (3).

Example:Using Euler’s modifiedmethod,solvenumerically the equation

dy
=x+|√ y|
dx

Subject to y ( 0 )=1 for 0 ≤ x ≤ 0.6 in the steps of 0.2

Solution: Given that

dy
=x+|√ y|
dx

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Subject to y ( 0 )=1 i.e. x 0=0 , y 0. =1∧h=0.2

∴ we have ,

x 0=0 , x 1.=0.2, x 2.=0.4 , x3. =0.6

y 0. =1 , y 1. =? , y 2. =? , y 3.=?

Now for this , we have by Euler’s modifiedmethod ,Predictor formula

y n +1 = y n +h f ( x n , y n ) where n=0.1 ,2 , 3 … … … (1)

and then the new value by Corrector formula

h
y (nr+1
)
= y n + ¿ ……….(2)
2

Wherer denotes number of iteration1 , 2 ,3 … …. .

Now by (1), for finding the value of y 1. put n=0

∴ we have ,

y 1 = y 0 +h f ( x 0 , y 0 )=1+ 0.2¿

Now by (2)this value of y 1 ,t h us obtained isimproved∨modified as followes

For First iteration put r =1∧n=0∈(2)

h
y (11 )= y 0 + ¿
2

0.2
y (11 )=1+ ¿
2

0.2
¿> y1(1)=1+ ¿ where y (10)= y 1=1.2
2

Now for second iteration put r =2∧n=0∈ ( 2 ) , we get

h
y (12 )= y 0 + ¿
2

Similarly third iteration put r =3∧n=0∈ ( 2 ) , we get

h
y (13 )= y 0 + ¿
2

Hence ,from above ,Since y (12 ) ≈ y (13)=1.2309

∴ we have , At x 1.=0.2 , y 1=1.2309

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Again apply Euler’sModified method for more accurate approximations ,

Hence , by (1), for finding the value of y 2. put n=1

∴ we have ,

y 2 = y 1 +h f ( x 1 , y 1) =1.2309+0.2 ¿

Now by (2) this value of y 2 ,t h us obtained isimproved∨modified as followes

For First iteration put r =1∧n=1∈(2)

h
y (21 )= y 1 + ¿
2

0.2
y (21 )=1.2309+ ¿
2

0.2
¿> y (21)=1.2309+ ¿=1.52402
2

where y (20)= y 2=1.49279

Now for second iteration put r =2∧n=1∈ (2 ) , we get

h
y (22 )= y 1 + ¿
2

Similarly third iteration put r =3∧n=1∈ ( 2 ) , we get

h
y (23 )= y 1 + ¿
2

Also ,similarly fourth iteration put r =4∧n=1∈ (2 ) , we get

(3 )
y 2 =1.52535

∴ we have , At x 2.=0.4 , y 2=1.52535

Hence , by again (1), for finding the value of y 3. put n=2

∴ we have ,

y 3 = y 2 +h f ( x 2 , y 2 )=1.52535+0.2 ¿

Now by (2) this value of y 3 , t h us obtained isimproved∨modified as followes

For First iteration put r =1∧n=2∈(2)

h
y (31 )= y 2 + ¿
2

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Study Material Mathematics-III (BT401)

0.2
y (31 )=1.52535+ ¿ where y (30)= y 3=1.85236
2

0.2
¿> y3(1)=1.52535+ ¿ =1.88496
2

Similarly by putting r =2 ,, 3 , 4∧n=2∈ ( 2 ) , we get

( 2) (3 ) (4 )
¿> y3 =1.88615 , y 3 =1.88619 , y 3 =1.88619

∴ we have , At x 3.=0.6 , y 3=1.88619

Method-V :Numerical Solution to Ordinary Differential Equation By Milne’s method /

Milne’s Predictor-Corrector method

As the name suggests,predictor-corrector method is the method in which,we first

predict a value of y n +1 by using a certain formula and then correct this value by using a
more accurate formula. i.e.

Let us consider the equation

dy
=f ( x , y ) -------------------------- (1)
dx

Subject to y ( x 0 )= y 0.

Then the predictor formula for finding y n +1 is

4h
y n +1 , p= y n−3 + [ 2( y ' )n−2−( y ' ) n−1 +2 ( y ' )n ¿ … … … … … ..(2)
3

And the Correctorformula for finding y n +1

h
y n +1 ,c = y n−1 + [ 2( y ' )n−1 +4 ( y ' )n+ ( y ' )n+1 ¿ … … … … … … … … (3)
3

Now from above ,it is clear that only n=3 , 4 , 5 , … … … possible i.e. we shall find
y 4 , y 5. , y 6 … … … .. ,we must required four prior values y 0 , y 1. , y 2. ∧ y 3of y .

Example:UsingMilne’smethod, solve numerically the equation

dy 2
=x ( 1+ y )
dx

Subject to y ( 1 )=1 , y ( 1.1 )=1.233 , y ( 1.2 )=1.548 , y ( 1.3 )=1.979∧evalute y ( 1.4 )

Solution: Given that

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dy 2
=x ( 1+ y )
dx

∴ we have ,

x 0=1 , x1. =1.1 , x 2. =1.2 , x 3.=1.3 , x 4. =1.4

y 0. =1 , y 1. =1.233 , y 2.=1.548 , y 3.=1.979 , y 4. =?

We have by Milne’smethod,

4h
y n +1 , p= y n−3 + [ 2( y ' )n−2−( y ' ) n−1 +2 ( y ' )n ¿ … … … … … ..(1)
3

And the Correctorformula for finding y n +1

h
y n +1 ,c = y n−1 + [ 2( y ' )n−1 +4 ( y ' )n+ ( y ' )n+1 ¿ … … … … … … … … (2)
3

Now to find y 4. , put n=3 ,∈ (1 )

4h
y 4 , p= y 0 + [ 2( y ' )1−( y ' )2 +2 ( y ' )3 ¿…………………(3)
3

For this ,we have y 0. =1 ,

( y ' )1=x 21 ( 1+ y 1. )=2.7019

( y ' )2=x 22 ( 1+ y 2. )=3.6691

( y ' )3=x 23 ( 1+ y 3. )=5.0345

Hence ,on putting all the above values in (3)

4 .0 .1
We get , y 4 , p=1+ [ 2 .2 .7019−3.6691+2. 5.0345 ¿=2.5738
3
( y ' )4 =x 24 ( 1+ y 4. ) =7.0046

Now ,we shall correct this value of y 4. of y by the corrector formula (2) as

putn=3 ,∈ ( 2 )

h
y 4 ,c = y 2 + [ 2( y ' )2 +4 ( y ' )3+ ( y ' )4 ¿=2.5750
3

i.e. y ( 1.4 ) =2.5750

Method-VI:Numerical Solution to Ordinary Differential Equation By Runge-Kutta

method

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Runge-Kutta method is more accurate method of great practical importance. The working
procedure is as follows,

dy
To solve =f ( x , y ) -------------------------- (1)
dx

Subject to y ( x 0 )= y 0. by Runge-Kutta method, compute y 1. as followes

k 1.=h f ( x 0 , y 0. )

( h k
k 2.=h f x 0 + , y 0 + 1.
2 2 )
( h
k 3=h f x 0+ , y 0+
2
k 2.
2 )
k 4=h f ( x 0+ h , y 0+ k 3. )

∴ we have

k 1. +2 [ k 2. +k 3 ] + k 4
K=
6

Hence, y 1. = y 0. + K= y ( x 1 )

Similarly, we can compute y ( x 2 )= y 2.

k 1.=h f ( x 1 , y 1. )

( h k
k 2.=h f x 1+ , y 1+ 1.
2 2 )
( h
k 3=h f x1 + , y 1 +
2
k 2.
2 )
k 4=h f ( x1 +h , y 1 +k 3. )

∴ we have

k 1. +2 [ k 2. +k 3 ] + k 4
K=
6

Hence, y 2. = y 1. + K= y ( x 2 ) and so on for succeeding intervals.

Therefore , we can notice that the only change in the formulae for succeeding intervals is
in the values of x∧ y .This refinement was carried out by two German mathematicians
C.D.T. Runge (1856-1927) and M.W.Kutta (1867-1944).

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Example 1.UsingRunge-Kutta method to find y when x=1.2i . e . y (1.2 ) ∈ steps of 0.1

dy
=( x + y )Subject to y ( 1 )=1.5
2 2
dx

dy
=( x + y )Subject to y ( 1 )=1.5
2 2
Solution: Given that
dx

∴ we have , h=0.1

x 0=1 , x1. =1.1 , x 2. =1.2 ,

y 0. =1.5 , y1. =? , y 2. =? ,

First ,we will compute y ( 1.1 ) i . e . y 1.

For this ,we have

k 1.=h f ( x 0 , y 0. ) =0.1 [ 12+ ( 1.5 )2 ]=0.325

( h k
)
k 2.=h f x 0 + , y 0 + 1. =0.1 [ ( 1.05 ) + ( 1.6625 ) ]=0.3866
2 2
2 2

( h
k 3=h f x 0+ , y 0+
2
k 2.
2 )
=0.1 [ ( 1.05 ) + ( 1.6933 ) ]=0.3969
2 2

k 4=h f ( x 0+ h , y 0+ k 3. ) =0.1 [ (1.1 )2+ ( 1.8969 )2 ]=0.4808

∴ we have

k 1. +2 [ k 2. +k 3 ] + k 4
K= =0.3954
6

Hence, y 1. = y 0. + K= y ( x 1 )=1.5+ 0.3954=1.8954

Similarly, we can compute y ( x 2 )= y 2.

For this, we have

k 1.=h f ( x 1 , y 1. )=0.1 [ ( 1.1 )2 + ( 1.8954 )2 ]=0.4802

( h
k 2.=h f x 1+ , y 1+
2
k 1.
2 )
=0.1 [ ( 1.1+0.05 ) + ( 1.8954 +0.2401 ) ]=0.5882
2 2

( h k
k 3=h f x1 + , y 1 + 2. =0.6116
2 2 )
k 4=h f ( x1 +h , y 1 +k 3. )=0.7725

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∴ we have

k 1. +2 [ k 2. +k 3 ] + k 4
K= =0.60815
6

Hence, y 2. = y 1. + K= y ( x 2 )=2.5035

Method-VII:Numerical Solution to Ordinary Differential Equation By Adam’s Bash forth

method

It is thepredictor-corrector method ,in which, we first predict a value of y 1 by using a

certain formula and then correct this value by using a more accurate formula. i.e.

Let us consider the equation

dy
=f ( x , y ) -------------------------- (1)
dx

Subject to y ( x 0 )= y 0.

Then the predictor formula for finding y 1 is

h
y1 , p = y0 + [55 f 0−59 f −1+ 37 f −2−9 f −3 ¿ … … … … ….. (2)
24

It is called Adam’s Bashforthpredictor formula.

And the Correctorformula for finding y 1

h
y 1 ,c = y 0+ [9 f 1+19 f 0−5 f −1 +f −2 ¿ … … … … … … … …(3)
24

Now from above, it is clear that,for applying this method , we require four starting values
of y .

Note :-In practice ,the Adam’s Bashforthmethod together with fourth order Runge-Kutta
method have been found to be most useful.

Example:UsingAdam’sBashforthmethod, solve the equation

dy 2
=x ( 1+ y )
dx

Subject to y ( 1 )=1 , y ( 1.1 )=1.233 , y ( 1.2 )=1.548 , y ( 1.3 )=1.979∧evalute y ( 1.4 )

Solution: Given that

dy 2
=x ( 1+ y )
dx

∴ we have ,

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x 0=1.0 , x 1.=1.1 , x2. =1.2 , x 3. =1.3 , x 4. =1.4

y −3. =1.000 , y−2.=1.233 , y −1. =1.548 , y 0.=1.979 , y 4. =i. e . y 1. =?

Hence , f −3=( 1.0 ) [ 1+ 1.000 ] =2.000

2

f −2=( 1.1 ) [ 1+1.233 ] =2.702 , f −1=( 1.2 ) [ 1+ 1.548 ] =3.669

2 2
Similarly ,

f 0=( 1.3 ) [ 1+1.979 ] =5.035

2

Now,the predictor formula for finding y 1 is

h
y1 , p = y0 + [55 f 0−59 f −1+ 37 f −2−9 f −3 ¿=2.573
24

and f 1=( 1.4 ) [ 1+ 2.573 ] =7.004

2

And the Correctorformula for finding y 1

h
y 1 ,c = y 0+ [9 f 1+19 f 0−5 f −1 +f −2 ¿
24

0.1
¿ 1.979+ [9×7.004 +19 ×5.035−5× 3.669+2.702 ¿=2.575
24

i.e. y ( 1.4 ) =2.575 .

Numerical Solution of Partialdifferential equations:[Finite difference solution two

dimensional Laplace equation and Poission equation, Implicit and explicit methods for
one dimensional heat equation (Bender-Schmidt and Crank- Nicholson methods), Finite
difference explicit method for wave equation]:Many physical problems are
mathematically modeled as boundary value problems ,associated with second order
Partial differential equations. These second order Partial differential equations are
classified into three distinct types. They are elliptic, parabolic and hyperbolic. A general
second order linear Partial differential equation is of the form
2 2 2
∂ u ∂u ∂u ∂u ∂u
A 2 +B +C 2 +D +E + Fu=G …………………………………(1)
∂x ∂ x∂ y ∂y ∂x ∂y

Where A , B ,C , D , E , F , G are all functions of x , y .

[I]If B2−4 AC <0 at a point in the ( x , y ) plane, then the equation (1) is called Elliptic

The standard examples are

(1) TwodimensionalLaplaceequation

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2 2
∂ u ∂ u
2
+ 2 =0
∂x ∂y
(2) TwodimensionalPoissionequation

2 2
∂ u ∂ u
2
+ 2 =f ( x , y )
∂x ∂y

[II]If B2−4 AC =0 at a point in the ( x , y ) plane, then the equation (1) is called parabolic.

The standard example is one dimensional heat equation

2
∂ u 1 ∂u
2
= 2
∂ x c ∂t

[III ]If B2−4 AC >0 at a point in the ( x , y ) plane, then the equation (1) is called
hyperbolic.

The standard example is one dimensional wave equation

2 2
∂ u 1 ∂u
2
= 2 2
∂ x c ∂t

Numerical methods for solving boundary value problems for each three types are
slightly different from one another.Most commonly used numerical method to solve
such problems is termed as finite difference method or net method. In this method, the
derivatives appearing in the equation and the boundary conditions are replaced by
their finite difference approximations. Then the given equation is changed into a
system of linear equations, which are solved by iterative procedures.This process is
slow but produces good resultsin many boundary value problems.

Geometrical representation of Partial Difference Quotients:

The ( x , y ) plane is divided into a series of rectangles of sides ∆ x=h and ∆ y =k by

equidistant lines drawn parallel to the axis of coordinates. As shown in above figure (1).

(i, j+2)

(i, j+1)
K=1

(i-2, j) (i-1, j) (i, j) (i+1, j) (i+2, j)

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(i, j-1)

(i, j-2)

h=1

Now ,we can interpret the above idea in a different notation by drawing two sets of
parallel lines x=ih and y= jk , i= j=0 , 1 ,2 , … … …
The point of intersection of these family of lines are called mesh points or lattice points. The
point ( i , j ) is called the grid point and is surrounded by the neighboring points as shown in
below figure (2).
If u is a function of two variables ( x , y ) then the values of u ( x , y ) at the point ( i , j ) is
denoted by ui , j

We can write

∂u ui+1 , j−u i, j
=u x =
∂x h
ui , j−ui−1 , j
¿
h
ui+1 , j−ui−1 , j
¿ ,
2h

∂u ui , j+1−u i , j
=u y =
∂y k
ui , j−ui , j−1
¿
k
ui , j+1−ui , j−1
¿
2k

∂ u ui−1 , j−2u i , j +u i+1 , j

2

2
= 2
∂x h

∂ u ui , j−1−2 ui , j+ ui , j+1
2

2
= 2
∂y k

Now replacing the derivatives in any partial differential equation by their corresponding
difference approximations, we obtain the finite difference analogues of the given equations.

[I] Numerical Solution ofElliptic equations by Finite difference method:-

An important equation of the Elliptic type is Two dimensional Laplace equation

2 2
∂ u ∂ u
2
+ 2 =0 …………………..(1)
∂x ∂y

This type of equation arises in potential and steady state flow problems. The solution u ( x , y ) of
(1) is satisfied at every point of the region subject to given boundary conditions on the closed

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curve. Consider a rectangular region R for which u( x , y ) is known at the boundary. Divide this
region R for which u( x , y ) is
Known at the boundary.Divide this region into a network of square mesh of side h .

Now, replacing the derivatives in (1) by their difference approximations,

ui−1 , j −2u i , j +ui +1 , j ui , j−1−2u i , j +ui , j +1
2
+ 2
=0
h k
Since k =h ,

ui−1 , j −2u i , j +ui +1 , j ui , j−1−2u i , j +ui , j +1

2
+ 2
=0
h h

ui −1 , j +ui +1, j +ui , j +1+u i , j−1

¿>u i , j = ……………………… (2)
4

ui , j+1

ui−1 , j ui , j ui +1 , j

ui , j−1

This shows that the value of ui , j=u ( x , y ) at any interior mesh point is the average of it’s values
at four neighboring points to left, right, above and below.This is called the Standard five point
formula (SFPF) or as Lineman’s averaging procedure.

Sometimes a formula similar to (2) is used which is given by

ui −1 , j+ 1+u i+1 , j−1+u i+1 , j+1 +ui−1 , j−1

¿>u i , j = …………………… (3)
4

ui−1 , j+1
ui +1 , j +1

ui , j

¿ ui−1 , j−1
ui +1 , j−1

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This shows that the value of ui , j=u ( x , y ) is the average (or Arithmetic mean) of it’s values at the
four neighboring diagonal mesh points.This is called the Diagonal five point formula (DFPF).
Although (3) is less accurate than (2), yet it serves as a reasonably good approximation for
obtaining the starting values at the mesh points. In the iteration procedure, but wheneverpossible
formula (2) is preferred in comparison to formula (3).
Now to solve a Laplace equation by finite difference method,we adapt the following set
procedure

Suppose that the given boundary values are a 1 , a2 ,a 3…………..,a 16.Now ,we are to
determine initial values of ui , j=u ( x , y ) at the interior mesh points region R . Since the value u5
at the center an therefore the values u1 ,u 3 , u7 , u9 , are computed by using Diagonal five point
formula (DFPF), therefore ,we have

1 1 1
u5= [a1 +a 9+ a13+ a5 ] ; u1= [a15+ a11 + a13+ u5 ] ; u3= [u5+ a9 + a11 +a 7 ] ;
4 4 4

1 1
u7 = [a1 +u5 +a 15+ a3 ] ;u9 = [a3 +u5 + a7 +a5 ]
4 4
The values at the remaining interior mesh points i.e. the values of u2 , u4 , u6 ,u 8 , are computed by
using, Standard five point formula (SFPF) therefore, we have
1 1 1
u2= [u 1+u 3+ a11 +u 5] ;u 4= [a 15+u5 +u 1+u 7 ] ;u6 = [u5 +u7 +u3 +u9 ];
4 4 4

1
u8 = [u7 +u9 +u5 +a 3 ]
4
Thus ,we have computed all values u1 ,u 2 , u3 , … .. ,u 9 once. The accuracy of u1 ,u 2 , u3 , … .. ,u 9
are improved by the repeated application of the any one of the following iterative formulae.

(i) Gauss sJacobi’s iterative method

(n+1) 1 n)
ui , j = [u (i−1 ( n) (n ) (n )
, j +ui +1 , j +u i , j +1+ ui , j−1]
4
Where n=0 , 1, 2 , … … be the no. of iterations.
(ii) Gauss s Seidal ‘s iterative method

(n+1) 1 n +1) (n)

ui , j = [u (i−1 ( n+ 1) (n )
, j +ui +1 , j +u i , j +1+ ui , j−1]
4
Where n=0 , 1, 2 , … … be the no. of iterations.

This method of finite difference is well explained by Example.

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Sol:
Let u1 , u2 ……u9 be the values of u at the interior mesh points of the given region.By
symmetry about the lines AB and the line CD,we observe

Hence it is enough to find u1 , u2 , u4 , u5

Calculation of rough values
u5 =1500
u1 =1125
u2 =1187.5
u4 =1437.5
Gauss-seidel

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scheme

When steady state condition prevail, the temperature distribution of the plate is
represented by Laplace equation uxx+uyy=0.The temperature along the edges of the

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square plate of side 4 are given by along x=y=0,u=x 3 along y=4 and u=16y along x=4,
divide the square plate into 16 square meshes of side h=1 ,compute the temperature a
iteration process.

Solution of Poisson equation:-

This expression is called the replacement formula.Applying this equation at each

internal mesh point ,we get a system of linear equations in u i,where ui are the values of
u at the internal mesh points.Solving the equations, the values ui are known.

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u(0,y)=u(x,0)=0,u(x,1)=u(1,y)=100 with the square meshes ,each of length h=1/3.

[II] Solution of One dimensional heat equation:-

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In this session, we will discuss the finite difference solution of one dimensional heat flow
equation by Explicit and implicit method

Explicit Method (Bender-Schmidt method)

This formula is called Bender-Schmidt formula.

Implicit method (Crank-Nicholson method)

This expression is called Crank-Nicholson’s implicit scheme.

This expression is called Crank-Nicholson’s implicit scheme. We note that Crank
Nicholson’s scheme converges for all values of λ

The use of the above simplest scheme is given below.

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The value of u at A=Average of the values of u at B, C, D, E

Note

In this scheme, the values of u at a time step are obtained by solving a system of linear
equations in the unknown’sui.

Solved Examples when u(0,t)=0,u(4,t)=0 and with initial condition u(x,0)=x(4-x) upto
t=sec
By initial conditions, u(x,0)=x(4-x) ,we have

1. Solve u xx = 2ut assuming ∆x=h=1

Sol:
By Bender-Schmidt recurrence relation,

For applying eqn(1) ,we choose

Here a=2,h=1.Then k=1
By initial conditions, u(x,0)=x(4-x) ,we have

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[III] Solution of One dimensional wave equation:-

Introduction

The one dimensional wave equation is of hyperbolic type. In this session, we discuss
the finite difference solution of the one dimensional wave equation

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Practice Problems:

Example: Solve the equation over the square mesh of following figure with u
( x , y ) =0 on the boundary and mesh length=1.

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Example: Solve the equation over the square with sides

with on the boundary and mesh length is one.

Module -4
Transform Calculus
Contents
Laplace Transform, Laplace Transform of elementary function, Properties of Laplace
Transform,Change of Scale property , First and Second Shifting Properties , Laplace
Transform of periodic functions , Laplace Transform of Derivatives and Integrals, Inverse
Laplace Transform and Its Properties, Convolution Theorem, Application of Laplace
Transform in Solving the Ordinary Differential Equations. Fourier transforms.

1. Motivation: Laplace transform a very powerful technique is that it replaces operations of

calculus by operations of algebra. Laplace transform is an integral transform method which is
particularly useful in solving linear ordinary differential equations. It finds very wide applications
in various areas of physics, electrical engineering, control engineering, optics, mathematics and
signal processing .Laplace transforms help in solving complex problems with a very simple
approach.

2. Prerequisite:

Function, the concept of limit, continuity, ordinary derivative of function, rules and formulae of
differentiation and integration of function of one independent variable.

3. Objective: The Laplace transform method solves differential equations and corresponding initial
and boundary value problems. The Laplace transforms reduce the problem of solving a
differential equation to an algebraic problem. It is also useful in problems where the mechanical
or electrical driving force has discontinuities, is impulsive or is a complicated periodic function.

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The Laplace transform also has the advantage that it solves problems directly, initial and boundary
value problems without determining a general solution.

4. Key Notations:

(1) :Laplace transform of a function

(2) :Inverse Laplace transform of a function

5. Key Definitions:

(1) LAPLACE TRANSFORM: Let be a function defined for all positive values of , then

provided the integral exists, is called the Laplace Transform of .

It is denoted as

(2) INVERSE LAPLACE TRANSFORM: If then is called the

Inverse Laplace transform of .

It is denoted as .

6. Important Formulae/ Theorems / Properties:

LAPLACE TRANSFORM:

STANDARD FORMULAE:

1)

2)

3)

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4)

5)

6)

7)

7. SAMPLE PROBLEMS:

I.Exercise can be solved based on following sample problem.

LAPLACE TRANSFORM BY DEFINITION:

Ex. Find the Laplace transform of

Solution: By the definition of Laplace transform we have,

Unsolved Problem

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Find the Laplace transform of following functions.

1)

2)

II Exercise can be solved based on following sample problem.

LAPLACE TRANSFORM BY LINEARITY PROPERTY:

Ex.Find the Laplace transform of

Solution: By linearity property, we have

Unsolved Problem

Find the Laplace transform of following functions.

1)

2)

3)

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4)

5)

6)

CHANGE OF SCALE PROPERTY:

If then

Ex.If , find .

Solution: By change of scale property, we have

Unsolved Problem

If then

1) Find if

2) Find

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3)

FIRST SHIFTING THEOREM:

If

Ex. Find the Laplace transform of .

Solution: We know that

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Form (1), (2) and (3), we get

Unsolved Problem

If

Find the Laplace transform of following functions.

1)

2)

3)

4)

5)

6)

7)

8)

EFFECT OF MULTIPLICATION BY :

Ex. Find the Laplace transform of .

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Solution:

Unsolved Problem

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Find the Laplace transform of following functions.

1)

2)

3)

4)

5)

6)

7)

8)

EFFECT OF DIVISION BY t

If

Ex. Find

Solution: We know that

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By effect of division, we have

Integrating by parts

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Unsolved Problem :

If

Find the Laplace transform of following functions.

1)

2)

3)

4)

5)

6)

LAPLACE TRANSFORM OF DERIVATIVE

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Ex. Find and , where

Solution:

But is an indeterminate form, which can be solved by L’Hospital’s Rule

Unsolved Problem

1)

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i) If

2) If
2 s
3) If L  t sin t  , evaluate i) L t cos t  sin t ii) L  2 cos t  t sin t
s 2   2 
2

LAPLACE TRANSFORM OF INTEGRAL

If

Ex. Find the Laplace transform of

Solution:

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Unsolved Problem

Find the Laplace transform of following functions.

1)

2)

3)

4)

5)

EVALUATION OF INTEGRAL USING LAPLACE TRANSFORMS

Ex.Evaluate

Solution: By comparing the given integral with the Definition of Laplace

transform L [f (t)] = we get,

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s=1 and

Now,

Now,

Putting s=1, we get

Unsolved Problem

1) Show that

2) Show that

4) Show that

5) Show that

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6) Evaluate

7) Evaluate

8) If

INVERSE LAPLACE TRANSFORM:

STANDARD FORMULAE:

1)

2)

3)

4)

5)

6)

7)

8)

III Exercise can be solved based on following sample problem.

INVERSE BY DIRECT FORMULAE

Ex. Find the inverse Laplace transform of

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Solution:

Unsolved Problem

Find the inverse Laplace transform of following function.

1)

2)

3)

INVERSE BY FIRST SHIFTING THEOREM

Ex.Find the inverse Laplace transform of

Solution:

By First shifting theorem, we have

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Unsolved Problem

Find the inverse Laplace transform of following function.

1)

2)

3)

INVERSE BY PARTIAL FRACTION

Ex. Find the inverse Laplace transform of

Solution:

Let

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And hence

When x=-1, 1=3b; when x=-4, -2=-3a

Unsolved Problem

Find the inverse Laplace transform of following function.

1)

2)

4)

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5)

6)
.

7)

8)

11)

12)

13)

INVERSE BY CONVOLUTION THEOREM

Let

Ex.Find the inverse Laplace transform of

Solution: By convolution theorem, we have

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Unsolved Problem

Find the inverse Laplace transform of following function.

1)

2)

3)

4)

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5)

6)

7)

8)

HEAVISIDE UNIT STEP FUNCTION

LAPLACE TRANSFORM OF HEAVISIDE UNIT STEP FUNCTION:

Ex 1. Express the function as Heaviside’s unit step functions and

find their Laplace transform.

Solution: By the formulae of Heaviside’s unit step function, we have

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Ex 2. Find the Laplace transform of

Solution: Here

Unsolved Problem

1) Prove that

2) Prove that

3) Evaluate

4) Evaluate

6)

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7)

LAPLACE TRANSFORM OF DIRAC-DELTA (UNIT IMPULSE) FUNCTIONS

Ex. Find the Laplace transform of .

Solution: By taking , we have

Unsolved Problem

1) Prove that

2) Prove that

3) Find

4) Prove that

5) Prove that

LAPLACE TRANSFORM OF PERIODIC FUNCTION

If f (t) is a periodic function of period T then

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Ex. Find the Laplace transform of and f (t) is periodic with period 2a.

Solution: Since f (t) is periodic with period 2a.

Unsolved Problem

If is a periodic function of period T then

1) Find Laplace Transform of

2) Find Laplace Transform of

3) Find Laplace Transform of

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INVERSE LAPLACE TRANSFORM BY HEAVISIDE UNIT STEP FUNCTION:

Ex. Find the inverse Laplace transform of .

Solution: Here , We know that

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Unsolved Problem

Evaluate

1)

2)

3)

4)

IV Exercise can be solved based on following sample problem.

APPLICATIONS OF LAPLACE TRANSFORM : Application of Laplace transforms to solve ordinary

differential equations :-

The following are steps to solve ordinary differential equations using the Laplace transform
method

(A) Take the Laplace transform of both sides of ordinary differential equations.
(B) Express Y ( s) as a function of s .
(C) Take the inverse Laplace transform on both sides to get the solution.

Ex.1. Solve the following equation by using Laplace transform

Solution: Let . Taking Laplace transform on both the sides, we get

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But

∴ The equation becomes

Let

Putting

Putting

Equating the coefficients of , we get

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Ex. 2. Solve by using Laplace transform

Solution: Let . Taking Laplace transform on both the sides, we get

But

∴ The equation becomes

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Let

After simplication, we get

Ex.3. Solve

dy
3 +2 y=e−x
dx , y (0 )=5

Solution : Taking the Laplace transform of both sides, we get

(
L 3
dy
dx )
+2 y =L ( e−x )

1
3[ sY (s )− y (0)]+2 Y ( s )=
s+1

Using the initial condition, y (0 )=5 we get

1
3[ sY (s )−5 ]+2Y (s )=
s+1

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1
(3 s +2)Y ( s )= +15
s+ 1

15 s+16
(3 s+2)Y ( s)=
s+1

15 s +16
Y ( s )=
( s+1)(3 s+2 )

Writing the expression for Y ( s) in terms of partial fractions

15 s +16 A B
= +
( s+1 )(3 s+2 ) s+1 3 s+2

15 s +16 3 As+2 A + Bs+B

=
( s+1 )(3 s+2 ) ( s+1 )(3 s +2)

15 s +16=3 As+ 2 A+ Bs+ B

1 0
Equating coefficients of s and s gives

3 A + B=15

2 A + B=16
The solution to the above two simultaneous linear equations is

A=−1

B=18

−1 18
Y ( s )= +
s +1 3 s +2

−1 6
= +
s+1 s+ 0. 666667
Taking the inverse Laplace transform on both sides

L−1 {Y (s )}=L−1 ( ) (
−1
s+1
+ L−1
6
s+0 . 666667 )
Since

L−1 ( )
1
s+a
=e−at

The solution is given by

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y ( x )=−e−x +6 e−0. 666667 x

Unsolved Problem :

1) Solve

2) Solve

4) Solve

5) Solve

6) Solve

7) Solve

8) Solve

9) Solve

Fourier Transform:
It is denoted by F { f ( x ) }=F (s ) and defined as

∞
1
F { f ( x ) }=
√ −∞
2 π
∫ isx
f ( x ) e dx
Inverse Fourier Transform:
It is given by
∞
1
f (x)= ∫
√2 π −∞
−isx
F( s)e ds

Fourier Sine Transform & Inverse Fourier Sine Transform:

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√
∞
2
F s { f (x ) }= ∫ f ( x ) Sinsx dx
π 0

√
∞
2
IFST ∫ F (s )Sinsx ds
f s ( x )=
π 0
Fourier Cosine Transform & Inverse Fourier Cosine Transform:

√
∞
2
F c { f (x) }= ∫ f ( x ) cossx dx
π 0

√
∞
2
IFST f c ( x )= ∫ F(s)cossx ds
π 0
Q.1: Find Fourier Cosine Transform of the function f(x)= e− x , x ≥ 0

Solution: By definition of Fourier Cosine Transform

√
∞
2
F c ( s )= ∫ f ( x ) cossx dx
π 0

√
∞
2
F c ( s )= ∫ e− x cossx dx
π 0

F c ( s )=
√ 2
π
¿

F c ( s )=
√ 2 1
π 1+ s 2

Which is the required transform.

s
Q.2 : Find Inverse Fourier Sine Transform of F s ( s )= 2
1+ s

Solution: By definition of Inverse Fourier Sine Transform

√
∞
2
f s ( x )= ∫ F ( s ) sin sx ds
π 0

√∫
∞
2 s
f s ( x )= 2
sin sx ds
π 0 1+s

Multiply and divide by s

√
∞ 2
2 s
f s ( x )= ∫ sin sx ds
π 0 s (1+ s2 )

Add and subtract 1

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√ √ √
∞ 2 ∞ ∞ 2
2 s +1−1 2 1 2 s +1−1
f s ( x )= ∫ 2
sin sx dsf s ( x )= ∫ sin sx ds− ∫ sin sx ds
π 0 s (1+s ) π 0 s π 0 s(1+ s 2)

√ √
∞
π 2 1
f s ( x )= − ∫ sin sx ds
2 π 0 s(1+ s2 )

Differentiate bw.r.to x

√
∞
df s ( x ) 2 s
=− ∫ cos sx ds
dx π 0 s (1+ s2 )

Again Differentiate bw.r.to x

√
2 ∞
d f s(x) 2 s
dx
2
= ∫
π 0 (1+ s2 )
sin sx ds

2
d f s(x)
2
=f s ( x )
dx

( D2−1 ) f s ( x )=0
x −x
f s ( x )=ae +b e

After solving , we get

f s ( x )=
√ π −x
2
e

−ax
e 1
Q.3: Find the Fourier sine transform of . Hence find Fourier sine transform of .
x x

Solution: By definition of Fourier sine transform

√
∞
2
F s { f (x ) }= ∫ f ( x ) Sinsx dx
π 0

√∫
∞ −ax
2 e
F s { f (x ) =} Sinsx dx
π 0 x

Differentiating w.r.to s we get

√
∞
dF s ( x ) 2 e−ax
ds
= ∫ x cos sx dx
π 0 x

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Now integrating w.r.to s,

dF s ( x ) 2 a
ds
=
√
π a 2+ s 2

We have

√ 2 −¿ ( a )+c ¿
' s

Fs (x )= tan
π
But for s=0
F(0)=0
And therefore c=0
Hence,

√ √
−¿ ( ) ¿
∞ s
2 e−ax
'
2
∫
π 0 x
Sinsx dx=
π
tan
a

Taking a=0, both the sides

∞

∫ sinxsx dx= π2
0

Application of Fourier Transform in solving the ordinary differential equation:

The method of Fourier transform can be applied in solving some ordinary differential equation.

Procedure

Firstly take the Fourier transform of both sides of the given differential equation. Thus we shell
get an algebraic equation. Simplify and get Fourier transform.

Now take the inverse Fourier transform. Apply initial condition and then required solution is
obtained.

Remark: If we take the Fourier transform of e x ∨¿ e− x then we shell find that the integral
diverges and hence Fourier transform does not exist.
2
∂V ∂ V
Example: Solve =
∂ t ∂ x2

With Boundary conditions:1) V(0,t)=0

2) V(x,0)=e− x , x> 0

3) V(x,t) is bounded , x>0,t>0

Solution: Taking Fourier Sine Transform of both the sides of given equation, we have

√ √
∞ ∞ 2
2 ∂V 2 ∂ V
∫
π 0 ∂t
sin sx dx= ∫ 2 sin sx dx
π 0 ∂x

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√ √
∞ ∞
2 d 2 ∂V ∂V
⇒ ∫
π dt 0
V sin sx dx=
π
{sin ⁡sx
∂x
−s ∫ cos sx dx }
0 ∂x

√
d Vs 2
⇒ = {s ¿
dt π

√
dV s 2
= {s ¿
dt π

By using condition, we have

d Vs 2
⇒ + 2 s V s =0
dt
2

⇒ V s= A e−2 s t

Now at t=0,

⇒ V s= A

√
∞
2
⇒ V s (s , 0)= ∫ V (x , 0)sin sx dx
π 0

√
∞
2
⇒ V s (s , 0)= ∫ e sin sx dx
−x
π 0

⇒ V s( s , 0) =
√{ }2 s
π 1+ s2

Comparing both values of V s , we get

⇒ A=
√{ }2 s
π 1+ s 2

Therefore,

√{ }2 s 2

⇒ V s= e−2 s t
π 1+ s 2

Now taking inverse fourier sine transform,

√ √{ }
∞
2
∫ 2 s e−2 s t sin sx ds
2

V (x , t)
= π 0 π 1+ s2

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Module 5:
Concept of Probability: Probability Mass Function, Probability density function.

Discrete Distribution: Binomial, Poisson’s.

Continuous Distribution: Normal distribution, Exponential distribution.

Concept of Probability

Random Variable:

A real valued function defined on a sample space is called a Random Variable or a

Discrete Random Variable.

A Random Variable assumes only a set of real values & the values which variable takes
depends on the chance.

For Example:

a) X takes only a set of discrete values 1,2,3,4,5,6.

b) The values which x takes depends on the chance.
The set values 1,2,3,4,5,6 with their probabilities 1/6 is called the Probability Distribution of
the variate x.

Continuous Random Variable:

When we deal with variates like weights and temperature then we know that these variates
can take an infinite number of values in a given interval. Such type of variates are known as
Continuous Random Variable.
OR
A Variable which is not discrete i.e. which can take infinite number of values in a given interval
a≤x≤b, is called Continuous Random Variable

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Example: Sinx between (0,π) , x is a Continuous Random Variable.

Probability Mass Function:

Suppose that X: S → A is a discrete random variable defined on a sample space S. Then the
probability mass function p(x): A → [0, 1] for X is defined as:

a) P(xi)≥0,for every i=1,2,3..

∞
b) ∑ p ( x i )=1
i=1
The sum of probabilities over all possible values of a discrete random variables must be
equal to 1.

Thinking of probability as mass helps to avoid mistakes since the physical mass is
conserved as is the total probability for all hypothetical outcomes x.

 The following exponentially declining distribution is an example of a distribution

with an infinite number of possible outcomes—all the positive integers:

1
p ( x i )= i
, i=1 ,2 , 3 , …
2

Despite the infinite number of possible outcomes, the total probability mass is
1/2 + 1/4 + 1/8 + ... = 1, satisfying the unit total probability requirement for a
probability distribution.

Probability Density Function:

Let X be a continuous random variable and let the probability of X falling in the infinite
1 1
interval (x− dx , x+ dx) be expressed by f(x)dx, i.e.
2 2

1 1
P(x− dx , x+ dx)= f(x)dx
2 2

Where f(x) is a continuous function of X & satisfies the following condition:

a) f (x)≥ 0
b
b) ∫ f ( x ) dx=1 if a≤ x ≤b
a

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Then the function is called probability density function of the continuous random
variable X.

Continuous Probability Distribution:

The Probability distribution of continuous random variate is called the

continuous probability distribution and it is expressed in terms of probability density
function.

Cumulative Distribution Function:

The probability that the value of a random variate X is ‘x or less than x’ is called the Cumulative
distribution function of X and is usually denoted by F(x). and it is given by
F(x)=P(X≤x)= ∑ p (x i)
x≤ x i

The cumulative distribution functionof a continuous random variable is given by

x
F ( x )=P ( X ≤ x )=∫ f ( x ) dx
−∞
Some properties of Cumulative Distribution Function:
a) F (−∞ )=0
b) F(X) is non-decreasing function
c) For a distribution variate
P ( a< x <b )=F ( b )−F (a)
d) F ( + ∞ )=1
e) F(x) is a discontinuous function for a discontinuous variate and F(x) is continuous function
foe a continuous variate.

Examples:
1) Let X be a random variable with PDF given by

{
f ( x )= c x |x|≤1
2

0 ot h erwise

a. Find the constant c

. b. Find EX and Var(X)

. c. Find P(X≥12).

Solution: To find c, we can use ∫ f ( x ) dx =1:

−∞

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1=∫ c x dx
2

−1

2
1= c
3

3
Therfore C=
2
1

To find EX, we can write∫ xf ( x ) dx =o

−1

In fact, we could have guessed EX=0 because the PDF is symmetric around x=0. To find
Var(X), we have

Var(X)

=EX2−(EX)2=EX2
1

=∫ xf ( x ) dx
−1

=3/5

To Find P(X≥12):
1
3
P(X≥12)= 2 ∫ x dx
2

1
2

=7/16.

Example: If f(x)=cx2,0<x<1. Find the value of c and determine the probability that

Solution: By property of p.d.f. we have, =1

So = 1 , or c = 1, so c = 3

Consequently f(x) = 3 : 0

Again P( ) = =

Example: For the distribution Find Mode and Median.

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Solution: Here f(x) = sinx , 0

(a) For Mode: =0& , =0 cosx = 0 x=

&

= -1 , Hence mode =

Let Md be median, then = Md=

(b) Mean = = = = 1 &

Variance = = =

Continuous random variable – infinite number of values with no gaps between the
values. [You might consider drawing a line, the sweeping hand on a clock, or the analog
speedometer on a car.]

In this section, we restrict our discussion to discrete probability distributions. Each

probability distribution must satisfy the following two conditions.

1. where x assumes all possible values of the random variable

2. 0  P(x)  1 for every value of x

As we found the mean and standard deviation with data in descriptive statistics, we can
find the mean and standard deviation for probability distributions by using the following
formulas.

1. mean of probability distribution

2. variance of probability distribution

3. variance of probability distribution

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4. standard deviation of probability distribution

Theoretical Distributions
Definition : When frequency distribution of some universe are not based on actual
observation or experiments , but can be derived mathematically from certain
predetermined hypothesis , then such distribution are said to be theoretical
distributions.

Types of Theoretical Distributions: Following two types of Theoretical Distributions are

usually used in statistics:
1) Discrete Probability Distribution
a) Binomial Distribution
b) Poisson Distribution
2) Continuous Probability Distribution
Normal Distribution

Binomial Distribution:
1. The procedure has a fixed number of trials. [n trials]

2. The trials must be independent.

3. Each trial is in one of two mutually exclusive categories.

4. The probabilities remain constant for each trial.

Notations:

P(success) = P(S) = p probability of success in one of the n trials

P(failure) = P(F) = 1 – p = q probability of failure in one of the n trials

n = fixed number of trials; x = number of successes, where 0  x  n

P(x) = probability of getting exactly x successes among the n trials

P(x  a) = probability of getting x-values less than or equal to the value of a.

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P(x  a) = probability of getting x-values greater than or equal to the value of a.

NOTE: Success (failure) does not necessarily mean good (bad).

Formula for Binomial Probabilities:

Factorial definition: n! = n(n – 1)(n – 2)21; 0! = 1; 1! = 1

Example (Formula): Find the probability of 2 successes of 5 trials when the probability
of success is 0.3.

= 10(0.03087) = 0.3087

Moment about the origin:

1) First moment about the origin:
'
μ n
1= ∑ r .(nCr) p q
r n−r

r =0

=np
2) Second moment about the origin:
'
μ n
2= ∑ r .(nCr) p q
2 r n−r

r =0

= npq+n2 p2
Moment about the Mean:
1) First moment about the mean is 0.
2) Second moment about the mean or variance is given by=npq
Standard deviation=√ npq
Examples:
(1) Six dice are thrown 729 times. How many times do you expect at least three dice to
show a five or six?
Solution: ) We know that when a die is thrown , the probability to show a 5 or 6 = 2/6
= 2/3 = p (say)

q= 1-p = 1- (1/3) = 2/3

The probability to show a 5 or 6 in at least 3 dice

6
= ∑ p (x) = p(3) + p(4) + p(5) +p(6), where p(x) is the probability to show 5 or 6
x=3

233
=6 C3q 3 p3 + 6 C4 p4 q 2 + 6 C5 p5 q + 6 C6 p6 = = p (say)
729

SO the required no. = np = 233

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(2) The mean and variance of a binomial variate are 16 & 8. Find i) P (X= 0)

ii) P( X ≥ 2)

Mean = np = 16

Variance = npq = 8

npq / np = 8/16 = 1/2

ie, q = ½

p=1–q=½

np = 16 ie, n = 32

i) P ( X = 0 ) = nC0 p 0 q n-0

= (½)0 (1/2)32

= (1/2)32

ii)P( X ≥ 2) = 1 – P ( X < 2)

= 1 – P( X = 0 ,1)

= 1 – P(X = 0) – P(X = 1)

= 1- 33 (1/2)32

3) Six dice are thrown 729 times.Howmany times do you expect atleast 3

dice to show a 5 or 6 ?

Solution : Here n = 6 ,N = 729

P(x ≥ 3) = 6Cx px q n-x

Let p be the probability of getting 5 or 6 with 1 dice

ie, p = 2/6 = 1/3

q = 1 – 1/3 = 2/3

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P(x ≥ 3) = P ( x = 2,3,4,5,6)

= p( x=3)+p(x=4)+p(x=5)+p(x=6)
=0 .3196

number of times = 729*0.3196 = 233

4)A basket contains 20 good oranges and 80 bad oranges . 3 oranges are drawn at
random from this basket . Find the probability that out of 3 i) exactly 2 ii)atleast 2
iii)atmost 2 are good oranges.

Solution: Let p be the probability of getting a good orange

ie, p =80C1

100C1
= 0.8

q = 1- 0.8 = 0.2

i ) p (x=2) = 3C2 (0.8)2(0.2)1 = 0.384

ii) p(x≥2) = P(2) +p(3)= 0.896

iii) p(x≤ 2) = p(0) +p(1) + p(2) = 0.488

5) In a sampling a large number of parts manufactured by a machine , the

mean number of defective in a sample of 20 is 2. Out of 1000 such

samples howmany would expected to contain atleast 3 defective parts.

n=20 n p =2

ie , p=1/10 q = 1-p = 9/10

p(x ≥ 3) = 1 – p ( x < 3 )

= 1 – p( x = 0,1,2) = 0.323

Number of samples having at least 3 defective parts = 0.323 * 1000

= 323

The process of determining the most appropriate values of the parameters from the
given observations and writing down the probability distribution function is known as
fitting of the binomial distribution.

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Problems

1) Fit an appropriate binomial distribution and calculate the theoretical distribution

x: 0 1 2 3 4 5

f: 2 14 20 34 22 8

Here n = 5 , N = 100

Mean =
∑ xi f i = 2.84
∑ fi

np = 2.84

p = 2.84/5 = 0.568

q = 0.432

p(r) = 5Cr (0.568)r (0.432) 5-r , r = 0,1,2,3,4,5

Theoretical distributions are

r p(r) N* p(r)

0 0.0147 1.47 = 1

1 0.097 9.7 =10

2 0.258 25.8 =26

3 0.342 34.2 =34

4 0.226 22.6 =23

5 0.060 6 =6

Total = 100

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Poisson Distribution :.

The Poisson distribution is a discrete distribution. It is often used as a model for the
number of events (such as the number of telephone calls at a business, number of
customers in waiting lines, number of defects in a given surface area, airplane arrivals,
or the number of accidents at an intersection) in a specific time period.

The mean is λ. The variance is λ.

Therefore the P.D. is given by

−m r
e m
P ( r )= where r=0,1,2,3…
r!

m is the parameter which indicates the average number of events in the given time
interval.

Poisson distribution examples

1. The number of road construction projects that take place at any one time in a certain
city follows a Poisson distribution with a mean of 3. Find the probability that exactly
five road construction projects are currently taking place in this city. (0.100819)

2. The number of road construction projects that take place at any one time in a certain
city follows a Poisson distribution with a mean of 7. Find the probability that more than
four road construction projects are currently taking place in the city. (0.827008)

3. The number of traffic accidents that occur on a particular stretch of road during a
month follows a Poisson distribution with a mean of 7.6. Find the probability that less
than three accidents will occur next month on this stretch of road. (0.018757)

4. The number of traffic accidents that occur on a particular stretch of road during a
month follows a Poisson distribution with a mean of 7. Find the probability of observing
exactly three accidents on this stretch of road next month. (0.052129)

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5. The number of traffic accidents that occur on a particular stretch of road during a
month follows a Poisson distribution with a mean of 6.8. Find the probability that the
next two months will both result in four accidents each occurring on this stretch of
road. (0.009846)

Examples:In a certain factory turning razor blades, there is a small chance (1/500) for
any blade to be defective. The blades are in packets of 10. Use Poisson’s distribution to
calculate the approximate number of packets containing no defective, one defective and
two defective blades respectively in a consignment of 10,000 packets.

Solution: Here p = 1/500, n = 10 , N = 10,000 so m = np = 0.02

Now e−m = e−0.02 = 0.9802

The respective frequencies containing no defective, 1 defective & 2 defective blades are
given

As follows

1
Ne−m, Ne−m.m, Ne−m. m2
2

i.e. 9802 ; 196; 2

Normal Distribution:

The normal (or Gaussian) distribution is a continuous probability distribution that

frequently occurs in nature and has many practical applications in statistics.

Characteristics of a normal distribution

 Bell-shaped appearance
 Symmetrical
 Unimodal
 Mean = Median = Mode
 Described by two parameters: mean (μx) and standard deviation (σx)
 Theoretically infinite range of x: (- <x<+ )
 The normal distribution is described by the following formula:

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where the function f(x) defines the probability density associated with X = x. That is, the
above formula is a probability density function

Because μx and σx can have infinitely many values, it follows there are infinitely many
normal distributions:

A standard normal distribution is a normal distribution rescaled to have μx = 0 and σx =

1. The pdf is:

The ordinate of the standard normal curve is no longer called x, but z.

For a normal curve, approximately 68.2%, 95.4%, and -99.7% of the observations fall
within 1, 2, and 3 standard deviations of the mean, respectively.

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Areas Under the Normal Curve

By standardizing a normal distribution, we eliminate the need to consider μx and σx; we

have a standard frame of reference.

Areas Under the Standard Normal Curve

X (x values) of a normal distribution map into Z (z-values) of a standard normal

distribution with a 1-to-1 correspondence.

If X is a normal random variable with mean μx and σx, then the standard normal variable
(normal deviate) is obtained by:

x−μ x
z=
σx

Example 1:What is the probability that Z falls z = 1.11 and z = 2.34?

Pr(1.11 < z < 2.34)

= area from z = 2.34 to z = 1.11

= area from (– to z = 2.34) minus area from (- to z = 1.11)

= .9904 – .8665 = .1239

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Note: figures above should also shade region from –inf to 0.

Table of the standard normal distribution values (z  0)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.50000 0.49601 0.49202 0.48803 0.48405 0.48006 0.47608 0.47210 0.46812 0.46414

0.1 0.46017 0.45621 0.45224 0.44828 0.44433 0.44038 0.43644 0.43251 0.42858 0.42466

0.2 0.42074 0.41683 0.41294 0.40905 0.40517 0.40129 0.39743 0.39358 0.38974 0.38591

0.3 0.38209 0.37828 0.37448 0.37070 0.36693 0.36317 0.35942 0.35569 0.35197 0.34827

0.4 0.34458 0.34090 0.33724 0.33360 0.32997 0.32636 0.32276 0.31918 0.31561 0.31207

0.5 0.30854 0.30503 0.30153 0.29806 0.29460 0.29116 0.28774 0.28434 0.28096 0.27760

0.6 0.27425 0.27093 0.26763 0.26435 0.26109 0.25785 0.25463 0.25143 0.24825 0.24510

0.7 0.24196 0.23885 0.23576 0.23270 0.22965 0.22663 0.22363 0.22065 0.21770 0.21476

0.8 0.21186 0.20897 0.20611 0.20327 0.20045 0.19766 0.19489 0.19215 0.18943 0.18673

0.9 0.18406 0.18141 0.17879 0.17619 0.17361 0.17106 0.16853 0.16602 0.16354 0.16109

1.0 0.15866 0.15625 0.15386 0.15151 0.14917 0.14686 0.14457 0.14231 0.14007 0.13786

1.1 0.13567 0.13350 0.13136 0.12924 0.12714 0.12507 0.12302 0.12100 0.11900 0.11702

1.2 0.11507 0.11314 0.11123 0.10935 0.10749 0.10565 0.10384 0.10204 0.10027 0.09853

1.3 0.09680 0.09510 0.09342 0.09176 0.09012 0.08851 0.08692 0.08534 0.08379 0.08226

1.4 0.08076 0.07927 0.07780 0.07636 0.07493 0.07353 0.07215 0.07078 0.06944 0.06811

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1.5 0.06681 0.06552 0.06426 0.06301 0.06178 0.06057 0.05938 0.05821 0.05705 0.05592

1.6 0.05480 0.05370 0.05262 0.05155 0.05050 0.04947 0.04846 0.04746 0.04648 0.04551

1.7 0.04457 0.04363 0.04272 0.04182 0.04093 0.04006 0.03920 0.03836 0.03754 0.03673

1.8 0.03593 0.03515 0.03438 0.03363 0.03288 0.03216 0.03144 0.03074 0.03005 0.02938

1.9 0.02872 0.02807 0.02743 0.02680 0.02619 0.02559 0.02500 0.02442 0.02385 0.02330

2.0 0.02275 0.02222 0.02169 0.02118 0.02068 0.02018 0.01970 0.01923 0.01876 0.01831

2.1 0.01786 0.01743 0.01700 0.01659 0.01618 0.01578 0.01539 0.01500 0.01463 0.01426

2.2 0.01390 0.01355 0.01321 0.01287 0.01255 0.01222 0.01191 0.01160 0.01130 0.01101

2.3 0.01072 0.01044 0.01017 0.00990 0.00964 0.00939 0.00914 0.00889 0.00866 0.00842

2.4 0.00820 0.00798 0.00776 0.00755 0.00734 0.00714 0.00695 0.00676 0.00657 0.00639

2.5 0.00621 0.00604 0.00587 0.00570 0.00554 0.00539 0.00523 0.00509 0.00494 0.00480

2.6 0.00466 0.00453 0.00440 0.00427 0.00415 0.00403 0.00391 0.00379 0.00368 0.00357

2.7 0.00347 0.00336 0.00326 0.00317 0.00307 0.00298 0.00289 0.00280 0.00272 0.00264

2.8 0.00256 0.00248 0.00240 0.00233 0.00226 0.00219 0.00212 0.00205 0.00199 0.00193

2.9 0.00187 0.00181 0.00175 0.00170 0.00164 0.00159 0.00154 0.00149 0.00144 0.00140

3.0 0.00135 0.00131 0.00126 0.00122 0.00118 0.00114 0.00111 0.00107 0.00104 0.00100

3.1 0.00097 0.00094 0.00090 0.00087 0.00085 0.00082 0.00079 0.00076 0.00074 0.00071

3.2 0.00069 0.00066 0.00064 0.00062 0.00060 0.00058 0.00056 0.00054 0.00052 0.00050

3.3 0.00048 0.00047 0.00045 0.00043 0.00042 0.00040 0.00039 0.00038 0.00036 0.00035

3.4 0.00034 0.00033 0.00031 0.00030 0.00029 0.00028 0.00027 0.00026 0.00025 0.00024

3.5 0.00023 0.00022 0.00022 0.00021 0.00020 0.00019 0.00019 0.00018 0.00017 0.00017

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Table of the standard normal distribution values (z  0)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.50000 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.52790 0.53188 0.53586

0.1 0.53983 0.54380 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535

0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409

0.3 0.61791 0.62172 0.62552 0.62930 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173

0.4 0.65542 0.65910 0.66276 0.66640 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793

0.5 0.69146 0.69497 0.69847 0.70194 0.70540 0.70884 0.71226 0.71566 0.71904 0.72240

0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.75490

0.7 0.75804 0.76115 0.76424 0.76730 0.77035 0.77337 0.77637 0.77935 0.78230 0.78524

0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327

0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891

1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214

1.1 0.86433 0.86650 0.86864 0.87076 0.87286 0.87493 0.87698 0.87900 0.88100 0.88298

1.2 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147

1.3 0.90320 0.90490 0.90658 0.90824 0.90988 0.91149 0.91308 0.91466 0.91621 0.91774

1.4 0.91924 0.92073 0.92220 0.92364 0.92507 0.92647 0.92785 0.92922 0.93056 0.93189

1.5 0.93319 0.93448 0.93574 0.93699 0.93822 0.93943 0.94062 0.94179 0.94295 0.94408

1.6 0.94520 0.94630 0.94738 0.94845 0.94950 0.95053 0.95154 0.95254 0.95352 0.95449

1.7 0.95543 0.95637 0.95728 0.95818 0.95907 0.95994 0.96080 0.96164 0.96246 0.96327

1.8 0.96407 0.96485 0.96562 0.96638 0.96712 0.96784 0.96856 0.96926 0.96995 0.97062

1.9 0.97128 0.97193 0.97257 0.97320 0.97381 0.97441 0.97500 0.97558 0.97615 0.97670

2.0 0.97725 0.97778 0.97831 0.97882 0.97932 0.97982 0.98030 0.98077 0.98124 0.98169

2.1 0.98214 0.98257 0.98300 0.98341 0.98382 0.98422 0.98461 0.98500 0.98537 0.98574

2.2 0.98610 0.98645 0.98679 0.98713 0.98745 0.98778 0.98809 0.98840 0.98870 0.98899

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2.3 0.98928 0.98956 0.98983 0.99010 0.99036 0.99061 0.99086 0.99111 0.99134 0.99158

2.4 0.99180 0.99202 0.99224 0.99245 0.99266 0.99286 0.99305 0.99324 0.99343 0.99361

2.5 0.99379 0.99396 0.99413 0.99430 0.99446 0.99461 0.99477 0.99492 0.99506 0.99520

2.6 0.99534 0.99547 0.99560 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643

2.7 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.99720 0.99728 0.99736

2.8 0.99744 0.99752 0.99760 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807

2.9 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861

3.0 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.99900

3.1 0.99903 0.99906 0.99910 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929

3.2 0.99931 0.99934 0.99936 0.99938 0.99940 0.99942 0.99944 0.99946 0.99948 0.99950

3.3 0.99952 0.99953 0.99955 0.99957 0.99958 0.99960 0.99961 0.99962 0.99964 0.99965

3.4 0.99966 0.99968 0.99969 0.99970 0.99971 0.99972 0.99973 0.99974 0.99975 0.99976

3.5 0.99977 0.99978 0.99978 0.99979 0.99980 0.99981 0.99981 0.99982 0.99983 0.99983

Practice Question:

Q.1 (a): From a pack of 52 cards ,6 cards are drawn at random. Find the probability of
the following events:

(a) Three are red and three are black cards (b) three are king and three are queen

Q.1 (b): Out of 800 families with 4 children each, how many families would be expected
to

have?

(a) 2 boys & 2 girls (b) at least one boy (c) no girl (d) at most 2 girls?

Assume equal probabilities for boys and girls.

Q.2(a):One bag contain 4 white,6 red & 15 black balls and a second bag contains 11
white, 5 red& 9 black balls. One ball from each bag is drawn. Find the probability of the
following events:(a) both balls are white (b) both balls are red (c) both balls are black
(d)both balls are of the same colour.

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

Study Material Mathematics-III (BT401)

Q.2(b): Find mean and variance of Binomial distribution .

Q.3(a): In a bolt factory, machines A,B & C manufacture respectively 25%,35% & 40% of
the total. Of their output 5,4,2 percent of defective bolts. A bolt is drawn at random
from the product and is found to be defective. What are the probabilities that it was
manufactured by machine A, B or C.

Q.3(b): In a normal distribution 31% of the items are under 45and 8% are over 64. Find
the mean and S.D. of the distribution.

Q.4(a): A sample of 100 dry battery cells tested to find the length of life produced the
following results:

µ=12hours , σ=3 hours

Assuming the data to be normally distributed, what percentage of battery cells are
expected to have life.

(i) more than 15 hours (ii) less than 6 hours (iii) between 10 & 14 hours

Q.4(b): Define the following:

(a) Random Variable (b) Mathematical Expectation (c) Moment generating function

The Exponential Distribution

This continuous probability distribution often arises in the consideration of lifetimes or

waiting times and is a close relative of the discrete Poisson probability distribution.

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

Study Material Mathematics-III (BT401)

The probability density function is

The cumulative distribution function is

F (x) = P[ X  x ] = −∞
∫ f (t ) dt =

 P[ X > x ] =

Also  = E[X] = and  = 

Reason:

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

Study Material Mathematics-III (BT401)

V[X] = E[X2] − (E[X])2

OR

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

 Chameli Devi Group of Institutions

Department of CSE. , AI&DS, IT ENGG.

Example

The random quantity X follows an exponential distribution with parameter  = 0.25 .

Find  ,  and P[X > 4] .

≈ .368

Note: For any exponential distribution, P[X > ]  .368 .

Example

The waiting time T for the next customer follows an exponential distribution with a mean
waiting time of five minutes. Find the probability that the next customer waits for at most ten
minutes.

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

 Chameli Devi Group of Institutions

Department of CSE. , AI&DS, IT ENGG.

P[ T  10 ] = F (10) =

 P[T < 10] ≈ .865

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.

 Chameli Devi Group of Institutions

Department of CSE. , AI&DS, IT ENGG.

Note:

P[ X >  + 2 ] = e( + 2) = e((1/)+(2/)) = e3 = .049787

Therefore P[ X >  + 2 ]  5.0% for all exponential distributions.

1 1
−
Also    = λ λ = 0  P[ X <    ] = 0 = P[ X <   2 ]

Therefore P[ | X   | > 2 ]  5.0% , a result similar to the normal distribution,

except that all of the probability is in the upper tail only.

CHAMELI DEVI GROUP OF INSTITUTIONS, INDORE DEPARTMENT OF CSE. , AI&DS, IT ENGG.