Fortran Numerical Analysis Programs

Kurdistan Region-Iraq
Sulaimani University
College of Science
Physics Department
Numerical Analysis Programs

Using Fortran 90
(2009)
Prepared by
Dr. Omed Gh. Abdullah
1
Problem: Write a program to find the roots of the equation
y = e x − 3 x using Bisection method in the interval [1,2] , within
−3
the tolerance 10 .
f(x)=exp(x)-3*x
tol=.001
a=1
b=2
10 c=(a+b)/2
print*,a,b,c
if (f(c)*f(a))20,30,30
20 b=c
goto 40
30 a=c
40 if (abs (a-b).lt.tol) goto 50
goto 10
50 print*,'The Root is',c
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1.000000 2.000000 1.500000

1.500000 2.000000 1.750000
1.500000 1.750000 1.625000
1.500000 1.625000 1.562500
1.500000 1.562500 1.531250
1.500000 1.531250 1.515625
1.500000 1.515625 1.507813
1.507813 1.515625 1.511719
1.511719 1.515625 1.513672
1.511719 1.513672 1.512695
The Root is 1.512695
2
f ( x ) = x sin( x ) − 1 using False position method in the interval
[1,2] , within the tolerance 10−4 .
f(x)=x*sin(x)-1
tol=.0001
a=1
b=2
10 c=(a*f(b)-b*f(a))/(f(b)-f(a))
print*,a,b,c
if (f(a)*f(c))20,30,30
20 b=c
goto 40
30 a=c
40 if (abs (a-b).lt.tol) goto 50
goto 10
50 print*,'The Root is',c
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1.000000 2.000000 1.162241

1.000000 1.162241 1.114254
1.000000 1.114254 1.114157
3
f ( x ) = 3 x + sin x − e x using Secant method in the interval [0,1] ,
−4
within the tolerance 10 .
f(x)=3*x+sin(x)-exp(x)
tol=.00001
x1=0
x2=1
10 x3=(x1*f(x2)-x2*f(x1))/(f(x2)-f(x1))
print*,x1,x2,x3
x1=x2
x2=x3
if (abs (x1-x2).lt.tol) goto 20
goto 10
20 print*,'The Root is',x3
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
0.000000 1.000000 4.709896E-01

1.000000 4.709896E-01 3.075085E-01
4.709896E-01 3.075085E-01 3.626132E-01
3.075085E-01 3.626132E-01 3.604615E-01
3.626132E-01 3.604615E-01 3.604217E-01
3.604615E-01 3.604217E-01 3.604217E-01
The Root is 3.604217E-01
4
f ( x ) = x 2 − 2 x − 3 by iterative method, within the tolerance 10−4 .
read*,xo
tol=0.0001
5 x=sqrt(2*xo+3)
print*,xo,x
if(abs(x-xo)<tol) goto 10
xo=x
goto 5
10 print*,'The Root is',x
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
x=4
4.000000 3.316625
3.316625 3.103748
3.103748 3.034385
3.034385 3.011440
3.011440 3.003811
3.003811 3.000423
3.000423 3.000141
3.000141 3.000047
The Root is 3.00047
5
Problem: Write a program using the Newton-Raphson procedure to
determine the roots of the equation f ( x) = x 3 − x 2 − 2 x + 1 ,
−6
within the tolerance 10 .
f(x)=x**3-x**2-2*x+1
df(x)=3*x**2-2*x-2
tol=1e-6
xo=2
k=0
10 k=k+1
x=xo-f(xo)/df(xo)
if(abs(x-xo).lt.tol) goto 20
print *,k,x
xo=x
goto 10
20 print *,'The Root is',x
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1 1.833333
2 1.802935
3 1.801939
4 1.801938
If xo=0
The Root is 4.450419E-01
If xo=-1
The Root is -1.246980
6
Problem: Write a program to determine the roots of the equation
x 4 − 1.99 x 3 − 1.76 x 2 + 5.22 x − 2.23 = 0 that are close to x = 1.5
by Newton-Raphson method.
f(x)=x**4-1.99*x**3-1.76*x**2+5.22*x-2.23
df(x)=4*x**3-5.97*x**2-3.52*x+5.22
ddf(x)=12*x**2-11.94*x-3.52
tol=0.00001
x=1.5
5 rat=df(x)/ddf(x)
x=x-rat
if(abs(rat)-tol)10,10,5
10 eps=sqrt(-2*f(x)/ddf(x))
sign=1
do i=1,2
k=0
y=x+sign*eps
15 k=k+1
print *,y
rat=f(y)/df(y)
y=y-rat
if (abs(rat)-tol)20,15,15
20 sign=-1
print*,'++++++++++++++++++++++++++++++++'
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1.569134
1.565973
1.565888
++++++++++++++++++++++++++
1.428165
1.424016
1.424112
++++++++++++++++++++++++++
7
x 4 − 1.99 x 3 − 1.76 x 2 + 5.22 x − 2.23 = 0 that are close to x = 1.5
by Newton-Raphson method.
f(x)=x**4-1.99*x**3-1.76*x**2+5.22*x-2.23
df(x)=4*x**3-5.97*x**2-3.52*x+5.22
ddf(x)=12*x**2-11.94*x-3.52
tol=0.00001
xo=1.5
10 x=xo-df(xo)/ddf(xo)
if(abs(x-xo).lt.tol) goto 20
xo=x
goto 10
20 eps=sqrt(-2*f(x)/ddf(x))
y1=x+eps
30 y=y1-f(y1)/df(y1)
if(abs(y-y1).lt.tol) goto 40
print *,y
y1=y
goto 30
40 print *,'The First Root is',y
print*,'************************'
y1=x-eps
50 y=y1-f(y1)/df(y1)
if(abs(y-y1).lt.tol) goto 60
print *,y
y1=y
goto 50
60 print *,'The Second Root is',y
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1.565973
1.565888
The First Root is 1.565888
************************************
1.424016
1.424112
The Second Root is 1.424112
++++++++++++++++++++++++++
8
8 x 3 − 20 x 2 − 26 x + 33 = 0 that are close to x = 0.8 using Birge-
Vieta method.
dimension a(0:10),b(0:10),c(0:10)
a(0)=8
a(1)=-20
a(2)=-26
a(3)=33
m=3
xo=0.8
tol=1e-6
5 k=k+1
b(0)=a(0); c(0)=b(0)
do j=1,m
b(j)=a(j)+xo*b(j-1)
c(j)=b(j)+xo*c(j-1)
enddo
x=xo-b(m)/c(m-1)
print *,k,x
if(abs(x-xo)<tol)goto 10
xo=x
goto 5
10 print *,'The Root is=',x
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1 9.819887 E-01
2 8.819660 E-01
3 8.819660 E-01
The Root is= 8.819660 E-01
9
8 x 3 − 20 x 2 − 26 x + 33 = 0 that are close to x = 0.8 using Birge-
Vieta method.
dimension a(0:10),b(0:10),c(0:10)
data (a(i),i=0,3)/8,-20,-26,33/
m=3
k=0
xo=0.8
tol=1e-6
5 k=k+1
b(0)=a(0); c(0)=b(0)
do j=1,m
b(j)=a(j)+xo*b(j-1)
c(j)=b(j)+xo*c(j-1)
enddo
x=xo-b(m)/c(m-1)
print *,k,x
if(abs(x-xo)<tol)goto 10
xo=x
goto 5
10 print *,'The Root is=',x
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1 9.819887 E-01
2 8.819660 E-01
3 8.819660 E-01
The Root is= 8.819660 E-01
10
Problem: Write a program to determine the roots of the system of
equations x + xy − 10 = 0 ; y + 3 xy − 57 = 0
2 2
using the fixed point iteration. Initiate the computation with

guesses of x = 1.5 and y = 3.5 .
xo=1.5
yo=3.5
tol=0.0001
5 x=sqrt(10-xo*yo)
y=sqrt((57-yo)/(3*x))
print*,x,y
if((abs(x-xo)<tol).and.(abs(y-yo)<tol)) goto 10
xo=x; yo=y
goto 5
10 print*,'The Root is',x,y
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
2.179450 2.860506
1.940534 3.049551
2.020456 2.983405
1.993028 3.005704
2.002385 2.998054
1.999185 3.000665
2.000279 2.999773
1.999905 3.000078
2.000033 2.999973
1.999989 3.000009
The Root is 1.999989 3.000009
11
Problem: Write a program to solve the following system of equations,
by using Newton-Raphson Method
x 2 − y − 0 .2 = 0 ; y 2 − x − 0 .3 = 0
Initiate the computation with guesses of x = 1.2 and y = 1.2 .
f(x,y)=x**2-y-.2
g(x,y)=y**2-x-.3
fx(x,y)=2*x
fy(x,y)=-1
gx(x,y)=-1
gy(x,y)=2*y
xo=1.2
yo=1.2
tol=0.0001
5 xj=fx(xo,yo)*gy(xo,yo)-fy(xo,yo)*gx(xo,yo)
hh=(g(xo,yo)*fy(xo,yo)-f(xo,yo)*gy(xo,yo))/xj
hk=(f(xo,yo)*gx(xo,yo)-g(xo,yo)*fx(xo,yo))/xj
x=xo+hh
y=yo+hk
print*,x,y
if((abs(x-xo)<tol).and.(abs(y-yo)<tol)) goto 10
xo=x; yo=y
goto 5
10 print*,'The Root is',x,y
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
1.192437 1.221849
1.192309 1.221601
1.192309 1.221601
The Root is 1.192309 1.221601
12
Problem: Write a program to find the interpolated value for x = 1.15 ,
using Newton forward method, for these tabulated data.
X 1 1.2 1.4 1.6 1.8 2.0

f 2.317 2.425 2.522 2.609 2.689 2.762
program Newton_Forward_Iterpolation
dimension x(20),y(20),d(20,20)
n=6
xx=1.15
data (x(i), i=1,6) /1,1.2,1.4,1.6,1.8,2/

data (y(i), i=1,6)/2.317,2.425,2.522,2.609,2.689,2.762/
print*,(x(i), i=1,6)
print*,(y(i), i=1,6)
s=y(1)
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
enddo
enddo
r=(xx-x(1))/(x(2)-x(1))
do i=1,n-1
p=1
do j=0,i-1
p=p*(r-j)
enddo
f=1
do j=1,i; f=f*j; enddo
s=s+d(i,1)*p/f
enddo
print*,'Interpolation of(',xx,')=',s
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (1.15)= 2.398955
13
X 1 1.2 1.4 1.6 1.8 2.0

f 2.317 2.425 2.522 2.609 2.689 2.762
dimension f(0:20),diff(0:20)
xo=1
x=1.15
h=0.2
n=5
data (f(i), i=0,5)/2.317,2.425,2.522,2.609,2.689,2.762/
r=(x-xo)/h
do i=0,n-1
diff(i)=f(i+1)-f(i)
enddo
coeff=r
yx=f(0)+coeff*diff(0)
do i=2,n
coeff=coeff*(r-i+1)/(i)
do j=0,n-i
diff(j)=diff(j+1)-diff(j)
enddo
yx=yx+coeff*diff(0)
enddo
print*,yx
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (1.15)= 2.398955
14
X 0.5 0.7 0.9 1.1 1.3 1.5

Y 0.47943 0.64422 0.78333 0.89121 0.96356 0.99749
dimension y(20),diff(20)
x0=0.5
x=0.55
h=0.2
n=6
m=4
data (y(i), i=1,6) /0.47943,0.64422,0.78333,0.89121,0.96356,0.99749/
j=int((x-x0)/h-0.5)
r=(x-x0)/h-j
if ((j.ge.0).and.(j.lt.n-m)) goto 10
print*,'Not enough function values'
goto 20
10 do i=1,m-1
diff(i)=y(j+i+1)-y(j+i)
enddo
coeff=r
yx=y(1)+coeff*diff(1)
do i=2,m-1
coeff=coeff*(r-i+1)/i
do j=1,m-i
diff(j)=diff(j+1)-diff(j)
enddo
yx=yx+coeff*diff(1)
enddo
print*,'Interpolation of(',xx,')=',yx
20 end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (0.55)= 5.227315 E-01
15
using Newton backward method, for these tabulated data.
X 1 1.2 1.4 1.6 1.8 2.0

f 2.317 2.425 2.522 2.609 2.689 2.762
program Newton_Backward_Iterpolation
n=6
xx=1.93
data (x(i), i=1,6) /1,1.2,1.4,1.6,1.8,2/

data (y(i), i=1,6)/2.317,2.425,2.522,2.609,2.689,2.762/
s=y(n)
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
enddo
enddo
r=(xx-x(n))/(x(2)-x(1))
do i=1,n-1
p=1
do j=0,i-1
p=p*(r+j)
enddo
f=1
s=s+d(i,n-i)*p/f
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of(1.93)=2.737522
16
using Newton backward method, for these tabulated data.
x 0.5 0.7 0.9 1.1 1.3 1.5

y 0.47943 0.64422 0.78333 0.89121 0.96356 0.99749
program Newton_Backward_Iterpolation
n=6
xx=1.47
data (x(i), i=1,6)/.5,.7,.9,1.1,1.3,1.5/
data (y(i), i=1,6) /0.47943,0.64422,0.78333,0.89121,0.96356,0.99749/
s=y(n)
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
enddo
enddo
r=(xx-x(n))/(x(2)-x(1))
do i=1,n-1
p=1
do j=0,i-1
p=p*(r+j)
enddo
f=1
s=s+d(i,n-i)*p/f
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of(1.47)= 9.9492 E-01
17
using Stirling Interpolation method, for these tabulated data.
X 0.5 0.7 0.9 1.1 1.3 1.5

y 0.48 0.64 0.78 0.89 0.96 0.99
program Stirling_Formula_Iterpolation
n=6
xx=1.05
data (x(i), i=1,6) /.5,.7,.9,1.1,1.3,1.5/

data (y(i), i=1,6)/.48,.64,.78,.89,.96,.99/
s=y(4)
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
print*,d(i,j)
enddo
enddo
r=(xx-x(4))/(x(2)-x(1))
p1=r*(d(1,3)+d(1,4))/2
p2=r**2/2*d(2,3)
p3=r*(r**2-1)/6*(d(3,2)+d(3,3))/2
p4=r**2*(r**2-1)/24*d(4,2)
s=s+p1+p2+p3+p4
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of(1.05)=8.660302 E-01
18
using Bessel’s Interpolation method, for these tabulated data.
X 0.5 0.7 0.9 1.1 1.3 1.5

y 0.48 0.64 0.78 0.89 0.96 0.99
program Bessels_Formula_Iterpolation
n=6
xx=1.05
data (x(i), i=1,6) /.5,.7,.9,1.1,1.3,1.5/

data (y(i), i=1,6)/.48,.64,.78,.89,.96,.99/
s=(y(3)+y(4))/2
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
print*,d(i,j)
enddo
enddo
r=(xx-x(3))/(x(2)-x(1))
p1=(r-.5)*d(1,3)
p2=r*(r-1)/2*(d(2,2)+d(2,3))/2
p3=r*(r-1)*(r-.5)/6*d(3,2)
p4=r*(r-1)*(r+1)*(r-2)/24*(d(4,1)+d(4,2))/2
s=s+p1+p2+p3+p4
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of(1.05)=8.659448 E-01
19
using divided difference formula, for these tabulated data.
X 0 0.5 1 1.4 2 3.2 5.5

F(x) -1.25 -3.5 6 2.32 1.5 1.27 5.6
program Divided_Differences_Iterpolation
n=7
xx=.7
data (x(i), i=1,7) /0,.5,1,1.4,2,3.2,5.5/

data (y(i), i=1,7)/-1.25,-3.5,6,2.32,1.5,1.27,5.6/
s=y(1)
do i=1,n-1
do j=1,n-i
y(j)=(y(j+1)-y(j))/(x(j+i)-x(j))
d(i,j)=y(j)
print*,d(i,j)
enddo
enddo
do i=1,n-1
p=1
do j=1,i
p=p*(xx-x(j))
enddo
s=s+d(i,1)*p
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (0.7) =2.290929
20
using divided difference formula, for these tabulated data.
X 1 2 3 4 5
F(x) 0 1 4 6 10
program Divided_Differences_Iterpolation
n=5
xx=1.5
data (x(i), i=1,5)/1,2,3,4,5/

data (y(i), i=1,5)/0,1,4,6,10/
s=y(1)
do i=1,n-1
do j=1,n-i
y(j)=(y(j+1)-y(j))/(x(j+i)-x(j))
d(i,j)=y(j)
enddo
enddo
do i=1,n-1
p=1
do j=1,i
p=p*(xx-x(j))
enddo
s=s+d(i,1)*p
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (1.5) = -0.171875
21
Problem: Write a program to find the interpolated value for x = 3 , using
Lagrangian Polynomial, from the following data.
X 3.2 2.7 1 4.8

F(x) 22 17.8 14.2 38.3
program Lagrange_Iterpolation
dimension x(20),y(20)
n=4
xx=3
data (x(i), i=1,4)/3.2,2.7,1,4.8/

data (y(i), i=1,4)/22,17.8,14.2,38.3/
s=0
do i=1,n
p=1
do j=1,n
if (i.eq.j) goto 5
p=p*(xx-x(j))/(x(i)-x(j))
5 enddo
s=s+p*y(i)
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Interpolation of (3) = 20.21196
22
Problem:
Write a program to determine the parameters a1 & a 2 so that
f ( x ) = a1 + a 2 x , fits the following data in least squares sense.
X 0 0.3 0.6 0.9 1.2 1.5 1.8 2.1

y 1 2.7 4.3 6 7.5 9 10.6 12
program List_Square_Fitting
dimension x(20),y(20),f(20)
n=8
data (x(i), i=1,8)/0,.3,.6,.9,1.2,1.5,1.8,2.1/
data (y(i), i=1,8)/1,2.7,4.3,6,7.5,9,10.6,12/
sx=0; sxx=0;sy=0;sxy=0
do i=1,n
sx=sx+x(i)
sy=sy+y(i)
sxx=sxx+x(i)**2
sxy=sxy+x(i)*y(i)
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a1=(sxx*sy-sx*sxy)/d
a2=(n*sxy-sx*sy)/d
print*,'a1=',a1
print*,'a2=',a2
s=0
do i=1,n
f(i)=a1+a2*x(i)
s=s+(y(i)-f(i))**2
enddo
print*,'Standerd Deviation=',s
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
sx=8.4 sxx=12.6 sy=53.1 sxy=75.57
a1=1.133333
a2=5.242064
Standard deviation = 6.726178 E -02
23
Problem:
Write a program to determine the parameters A & B so that
f ( x ) = A ln( x ) + B , fits the following data in least squares sense.
X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

y 0.27 0.72 1.48 2.66 4.48 7.26 11.43 17.64 26.78
n=9
data (x(i), i=1,9)/.1,.2,.3,.4,.5,.6,.7,.8,.9/
data (y(i), i=1,9)/.27,.72,1.48,2.66,4.48,7.26,11.43,17.64,26.78/
do i=1,n
sx=sx+log(x(i))
sy=sy+y(i)
sxx=sxx+(log(x(i)))**2
sxy=sxy+log(x(i))*y(i)
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; b=a1
print*,'A=',a
print*,'B=',b
s=0
do i=1,n
f(i)=a*log(x(i))+b
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A=9.74113 B=16.66255
S=260.5141
24
Problem:
Write a program to determine the parameters A & C so that
f ( x ) = C e A x , fits the following data in least squares sense.
X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

y 0.27 0.72 1.48 2.66 4.48 7.26 11.43 17.64 26.78
n=9
data (x(i), i=1,9)/.1,.2,.3,.4,.5,.6,.7,.8,.9/
data (y(i), i=1,9)/.27,.72,1.48,2.66,4.48,7.26,11.43,17.64,26.78/
do i=1,n
sx=sx+x(i)
sy=sy+log(y(i))
sxx=sxx+(x(i))**2
sxy=sxy+x(i)*log(y(i))
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; c=exp(a1)
print*,'A=',a
print*,'C=',c
s=0
do i=1,n
f(i)=c*exp(a*x(i))
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 5.512738
C= .2359106
S=52.53117
25
Problem:
Write a program to determine the parameters A & C so that
f ( x ) = C x A , fits the following data in least squares sense.
X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

y 0.27 0.72 1.48 2.66 4.48 7.26 11.43 17.64 26.78
n=9
data (x(i), i=1,9)/.1,.2,.3,.4,.5,.6,.7,.8,.9/
data (y(i), i=1,9)/.27,.72,1.48,2.66,4.48,7.26,11.43,17.64,26.78/
do i=1,n
sx=sx+log(x(i))
sy=sy+log(y(i))
sxx=sxx+(log(x(i)))**2
sxy=sxy+log(x(i))*log(y(i))
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; c=exp(a1)
print*,'A=',a
print*,'C=',c
s=0
do i=1,n
f(i)=c*x(i)**a
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 2.092605
C= 23.42711
S= 75.07242
26
Problem:
Write a program to determine the parameters C & D so that
f ( x ) = C x e , fits the following data in least squares sense.
D x
X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

y 0.27 0.72 1.48 2.66 4.48 7.26 11.4 17.6 26.7
3 4 8
n=9
data (x(i), i=1,9)/.1,.2,.3,.4,.5,.6,.7,.8,.9/
data (y(i), i=1,9)/.27,.72,1.48,2.66,4.48,7.26,11.43,17.64,26.78/
do i=1,n
sx=sx+x(i)
sy=sy+log(y(i)/x(i))
sxx=sxx+x(i)**2
sxy=sxy+x(i)*log(y(i)/x(i))
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
d=a2; c=exp(a1)
print*,'D=',d
print*,'C=',c
s=0
do i=1,n
f(i)=c*x(i)*exp(d*x(i))
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
C= 1.993407
D= 3.004763
S= 1.117279 E-01
27
Problem:
A
f ( x) = + B , fits the following data in least squares sense.
x
X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

y 3.3 2 1.4 1.2 1 0.8 0.64 0.5
n=8
data (x(i), i=1,8)/.5,2,3.5,4.1,5,6.2,7.5,9.2/
data (y(i), i=1,8)/3.3,2,1.4,1.2,1,.8,.64,.5/
do i=1,n
sx=sx+1/x(i)
sy=sy+y(i)
sxx=sxx+(1/x(i))**2
sxy=sxy+y(i)*(1/x(i))
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; b=a1
print*,'A=',a
print*,'B=',b
s=0
do i=1,n
f(i)=a/x(i)+b
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 1.353131
B= .7405201
S=.7070401
28
Problem:
Write a program to determine the parameters D & C so that
D
f ( x) = , fits the following data in least squares sense.
x+C
X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

y 3.3 2 1.4 1.2 1 0.8 0.64 0.5
n=8
data (x(i), i=1,8)/.5,2,3.5,4.1,5,6.2,7.5,9.2/
data (y(i), i=1,8)/3.3,2,1.4,1.2,1,.8,.64,.5/
do i=1,n
sx=sx+x(i)*y(i)
sy=sy+y(i)
sxx=sxx+(x(i)*y(i))**2
sxy=sxy+(x(i)*y(i))*y(i)
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
c=-1/a2; d=a1*c
print*,'C=',c
print*,'D=',d
s=0
do i=1,n
f(i)=d/(x(i)+c)
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
C= 1.369226
D= 6.209051
S=5.723841 E-02
29
Problem:
1
A x+B
X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

y 3.3 2 1.4 1.2 1 0.8 0.64 0.5
n=8
data (x(i), i=1,8)/.5,2,3.5,4.1,5,6.2,7.5,9.2/
data (y(i), i=1,8)/3.3,2,1.4,1.2,1,.8,.64,.5/
do i=1,n
sx=sx+x(i)
sy=sy+1/y(i)
sxx=sxx+x(i)**2
sxy=sxy+x(i)*1/y(i)
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; b=a1
print*,'A=',a
print*,'B=',b
s=0
do i=1,n
f(i)=1/(a*x(i)+b)
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 1.953443 E-01
B= 9.250808 E-02
S= 3.864387
30
Problem:
x
A x+B
X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

y 3.3 2 1.4 1.2 1 0.8 0.64 0.5
n=8
data (x(i), i=1,8)/.5,2,3.5,4.1,5,6.2,7.5,9.2/
data (y(i), i=1,8)/3.3,2,1.4,1.2,1,.8,.64,.5/
do i=1,n
sx=sx+1/x(i)
sy=sy+1/y(i)
sxx=sxx+(1/x(i))**2
sxy=sxy+1/(x(i)*y(i))
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a1; b=a2
print*,'A=',a
print*,'B=',b
s=0
do i=1,n
f(i)=x(i)/(a*x(i)+b)
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 1.279117
B= -5.697291 E-01
S= 16.410690
31
Problem:
1
f ( x) =
(A x+B )
2 , fits the following data in least squares sense.
X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

y 3.3 2 1.4 1.2 1 0.8 0.64 0.5
n=8
data (x(i), i=1,8)/.5,2,3.5,4.1,5,6.2,7.5,9.2/
data (y(i), i=1,8)/3.3,2,1.4,1.2,1,.8,.64,.5/
do i=1,n
sx=sx+x(i)
sy=sy+(y(i))**(-.5)
sxx=sxx+x(i)**2
sxy=sxy+x(i)*(y(i))**(-.5)
enddo
print *,'sx=',sx
print *,'sxx=',sxx
print *,'sy=',sy
print *,'sxy=',sxy
d=n*sxx-sx**2
a2=(n*sxy-sx*sy)/d
a=a2; b=a1
print*,'A=',a
print*,'B=',b
s=0
do i=1,n
f(i)=1/(a*x(i)+b)**2
s=s+(y(i)-f(i))**2
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
A= 9.919496 E-02
B= 5.035566 E-01
S= 2.275830 E-03
32
Problem: Write a Fortran program to find the value of the integral
dt
∫0 (t 2 + 1) (3t 2 + 4) using Trapezoidal rule with n = 6
1
program Trapezoidal_Rule
f(t)=1/((t**2+1)*(3*t**2+4))**.5
a=0
b=1
n=6
h=(b-a)/n
s=0
do i=1,n-1
x=a+h*i
s=s+f(x)
enddo
t=h*(f(a)/2+s+f(b)/2)
print*,'Integration by Trapezoidal Rule=',t
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Trapezoidal rule = 4.016085 E-01
33
π
2
dx
∫0 sin2 x + 14 cos2 x using Trapezoidal rule with n = 10
dimension y(20)
f(x)=1/((sin(x))**2+1./4*(cos(x))**2)
pi=22./7
a=0; b=pi/2; n=10
h=(b-a)/n
do i=1,n+1
x=a+h*(i-1)
y(i)=f(x)
print*,y(i)
enddo
t=0
do i=1,n
t=t+h*(y(i)+y(i+1))/2
enddo
print*,'Integration by Trapezoidal rule =',t
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Trapezoidal rule = 3.142227
34
dt
∫0 (t 2 + 1) (3t 2 + 4) using Simpson’s 1/3 rule with n = 6
1
! program Simpson's 1/3 Rule

f(t)=1/((t**2+1)*(3*t**2+4))**.5
a=0
b=1
n=6
h=(b-a)/n
s1=0;s2=0
do i=1,n-1,2
x=a+h*i
s1=s1+f(x)
enddo
do i=2,n-1,2
x=a+h*i
s2=s2+f(x)
enddo
s=(h/3)*(f(a)+4*s1+2*s2+f(b))
print*,'Integration by Simpsons 1/3 Rule=',s
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Simpson's 1/3 rule= 4.021834 E-01
35
dt
1

dimension y(20)
f(t)=1/((t**2+1)*(3*t**2+4))**.5
a=0
b=1
n=6
h=(b-a)/n
s=0
do i=1,n+1
x=a+h*(i-1)
y(i)=f(x)
enddo
do i=1,n,2
s=s+(h/3)*(y(i)+4*y(i+1)+y(i+2))
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Simpson's 1/3 rule= 4.021834 E-01
36
1 dt

dimension y(0:10)
f(t)=1/((t**2+1)*(3*t**2+4))**.5
a=0
b=1
n=6
h=(b-a)/n
s=0
do i=0,n
x=a+h*i
y(i)=f(x)
enddo
do i=1,(n/2-1)
s=s+y(3*i-3)+3*(y(3*i-2)+y(3*i-1))+y(3*i)
enddo
s=(3*h/8)*s
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Simpson’s 3/8 rule= 4.021832 E-01
37
1 dt

dimension y(0:10)
f(t)=1/((t**2+1)*(3*t**2+4))**.5
a=0
b=1
n=6
h=(b-a)/n
s=0
do i=1,n+1
x=a+h*(i-1)
y(i)=f(x)
enddo
do i=1,n,3
s=s+(3*h/8)*(y(i)+3*y(i+1)+3*y(i+2)+y(i+3))
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Integration by Simpson’s 3/8 rule= 4.021832 E-01
38
0.8 t 2
∫0
e dt using Trapezium rule and Romberg integration
with error of order h8 .

dimension y(20),trap(20),romb(20,20)
f(t)=exp(t**2)
a=0; b=0.8; m=4
do k=1,m
n=2**k
h=(b-a)/n
do i=1,n+1
x=a+h*(i-1)
y(i)=f(x)
enddo
t=0
do i=1,n
t=t+h*(y(i)+y(i+1))/2
enddo
trap(k)=t
print*,t
enddo
print*,'---------------------------'
fact=2**2
do k=1,m-1
fact=fact**k
do j=1,m-k
trap(j)=(fact*trap(j+1)-trap(j))/(fact-1)
romb(k,j)=trap(j)
print*,romb(k,j)
enddo
print*,'---------------------------'
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
39
1.048701
1.019178
1.011646
1.009753
--------------------------------------
1.009338
1.009135
1.009122
--------------------------------------
1.009122
1.009121
--------------------------------------
1.009121
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
40
0.8 t 2
∫0
e dt using Trapezium rule and Romberg integration

dimension trap(20,20)
f(t)=exp(t**2)
a=0; b=0.8; n=2; tol=1e-8
h=(b-a)/n
sum=(f(a)+f(b))/2
do i=1,n-1
sum=sum+f(a+i*h)
enddo
trap(1,1)=h*sum
print*,trap(1,1)
j=1
5 do k=0,n-1
sum=sum+f(a+k*h+h/2)
enddo
n=2*n
j=j+1
factor=1
h=h/2
trap(1,j)=h*sum
print*,trap(1,j)
do i=1,j-1
factor=2**2*factor
trap(i+1,j)=(factor*trap(i,j)-trap(i,j-1))/(factor-1)
enddo
if (abs(trap(j,j)-trap(j-1,j)).lt.tol) goto 15
goto 5
15 print*,'+++++++++++++++++++++++++++'
do k=1,j
do i=1,k
print*,trap(i,k)
enddo
print*,'---------------------------'
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
41
1.048701
1.019178
1.011646
1.009753
+++++++++++++++++++++
1.048701
--------------------------------------
1.019178
1.009338
--------------------------------------
1.011646
1.009135
1.009122
--------------------------------------
1.009753
1.009122
1.009121
1.009121
--------------------------------------
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
42
0.8 t 2
∫0
e dt using Simpson’s 1/3 rule and Romberg integration

dimension y(20),simps(20),romb(20,20)
f(t)=exp(t**2)
a=0; b=0.8; m=4
do k=1,m
n=2**k
h=(b-a)/n
do i=1,n+1
x=a+h*(i-1)
y(i)=f(x)
enddo
s=0
do i=1,n,2
s=s+(h/3)*(y(i)+4*y(i+1)+y(i+2))
enddo
simps(k)=s
print*,s
enddo
print*,'---------------------------'
fact=2**2
do k=1,m-1
fact=fact**k
do j=1,m-k
simps(j)=(fact*simps(j+1)-simps(j))/(fact-1)
romb(k,j)=simps(j)
print*,romb(k,j)
enddo
print*,'---------------------------'
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
43
1.012070
1.009338
1.009135
1.009122
--------------------------------------
1.008427
1.009067
1.009117
--------------------------------------
1.009110
1.009121
--------------------------------------
1.009121
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
44
Problem:
Write a Fortran program to find first, second, third, and fourth
derivation of the function f ( x) = ln( x 3 ) at x = 1 and h = 0.01
! Derivation using Different Formula
f(x) = log(x**3)
x=1
h=0.01
! df: Forward, db: Backward, dc: Central

df=(f(x+h)-f(x))/h
db=(f(x)-f(x-h))/h
dc=(f(x+h)-f(x-h))/(2*h)
print*,'Forward derivation is', df
print*,'Backward derivation is', db
print*,'Central derivation is', dc
print*,'-----------------------------------------'
! d3p: Three Point, d5p: Five Point

d3p=(f(x+h)-f(x-h))/(2*h)
d5p=(-1* f(x+2*h)+8*f(x+h)-8*f(x-h)+f(x-2*h))/(12*h)
print*,'Three Point derivation is', d3p
print*,'Five Point derivation is', d5p
print*,'-----------------------------------------'
! d2: Second derivation, d3: Third Derivation, d4: Fourth Derivation"

d2=(f(x+h)-2*f(x)+f(x-h))/h**2
d3=(f(x+2*h)-2*f(x+h)+2*f(x-h)-f(x-2*h))/(2*h**3)
d4=(f(x+2*h)-4*f(x+h)+6*f(x)-4*f(x-h)+f(x-2*h))/h**4
print*,'Second derivation is', d2
print*,'Third derivation is ', d3
print*,'Fourth derivation is ', d4
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
45
Forward derivation is 2.985099
Backward derivation is 3.015098
Central derivation is 3.000097
-------------------------------------------------------------------
Three Point derivation is 3.000097
Five Point derivation is 2.999997
-------------------------------------------------------------------
Second derivation is -3.000144
Third derivation is 6.001784
Fourth derivation is -18.005940
46
Problem: Write a Fortran program to find first derivation from the
following data using derivation of Newton Forward
polynomial.
x 1 2 3 4 5 6 7
y = x3 − 2 x 2 + 2 x − 5
y -4 -1 10 35 80 151 254
! Derivative from Newton Forward
n=7
data (x(i), i=1,7)/1,2,3,4,5,6,7/
data (y(i), i=1,7)/-4,-1,10,35,80,151,254/
!print*,(x(i), i=1,7)
!print*,(y(i), i=1,7)
do i=1,n-1
do j=1,n-i
y(j)=y(j+1)-y(j)
d(i,j)=y(j)
enddo
enddo
s=0
do i=1,n-1
s=s+d(i,1)/i*(-1)**(i+1)
enddo
fd=s/(x(2)-x(1))
print*,'First derivation is', fd
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The First Derivation= 1.000000
47
Problem: Write a Fortran program to find first derivation from the
following data at x = 0.1 using derivation of Lagrange
polynomial.
x 0.1 0.2 0.3 0.4
y 0.01 0.04 0.09 0.16
! Derivation using Lagrange Formula

dimension x(40),y(40)
n=4
xx=0.1
data (x(i), i=1,4)/.1,.2,.3,.4/
data (y(i), i=1,4)/.01,.04,.09,.16/
d=0
do i=1,n
s=0
do j=1,n
if (j.eq.i) goto 10
p=1
do k=1,n
if ((k.eq.j).or.(k.eq.i)) goto 20
p=p*(xx-x(k))/(x(i)-x(k))
20 enddo
s=s+p/(x(i)-x(j))
10 enddo
d=d+s*y(i)
enddo
print*,'The First Derivation=',d
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The First Derivation= 2.000000E-01
48
Problem: Write a Fortran program to find first derivation of the function
f ( x) = ln(5x 2 ) + 8x 3 − 8
at x = 1.1 using derivation of Lagrange polynomial.

f(x)=log(5*x**2)+8*x**3-8
n=4
xo=1.1
h=.1
d=0
do i=1,n
s=0
do j=1,n
if (j.eq.i) goto 10
p=1
do k=1,n
p=p*(1-k)/(i-k)
20 enddo
s=s+p/((i-j)*h)
10 enddo
d=d+s*f(xo+h*(i-1))
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
49
Problem: Write a Fortran program to find first derivation of the function
f ( x) = ln(5x 2 ) + 8x 3 − 8

f(x)=log(5*x**2)+8*x**3-8
n=4
xo=1.1
h=.1
d=0
do i=1,n
s=0
do j=1,n
if (j.eq.i) goto 10
p=1
do k=1,n
p=p*(-h*(k-1))/(h*(i-1)-h*(k-1))
20 enddo
s=s+p/(h*(i-1)-h*(j-1))
10 enddo
d=d+s*f(xo+h*(i-1))
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
50
Problem: Write a Fortran program to find second derivation of the
function:
f ( x) = ln(5x 2 ) + 8x 3 − 8
! Second Derivation using Lagrange Formula

f(x)=log(5*x**2)+8*x**3-8
n=4
xo=1.1
h=.1
d=0
do i=1,n
s=0
p=1
do j=1,n
if (j.eq.i) goto 10
s=s+(-h*(j-1))
p=p*(i-j)*h
10 enddo
d=d+2*s/p*f(xo+h*(i-1))
enddo
print*,'The Second Derivation=',d
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The Second Derivation= 51.200130
51
Problem: Write a program in Fortran to solve the differential equation
y′ = e −2 x − 2 y using Euler method over [0,2] , with y(0) = 0.1,
let h = 0.1 (i.e. n = 20 ).
! Euler's Method
dimension x(0:30), y(0:30)
a=0
b=2
n=20
y(0)=0.1
x(0)=a
h=(b-a)/n
do i=0,n-1
x(i+1)=x(i)+h
y(i+1)=y(i)+h*(exp(-2*x(i))-2*y(i))
enddo
do i=0,n
print*,x(i),y(i)
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
52
0 1.000000 E-01
0.1 1.800000 E-01
0.2 2.258731 E-01
0.3 2.477305 E-01
0.4 2.530655 E-01
0.5 2.473853 E-01
0.6 2.346962 E-01
0.7 2.178764 E-01
0.8 1.989608 E-01
0.9 1.793583 E-01
1 1.600165 E-01
1.1 1.415467 E-01
1.2 1.243177 E-01
1.3 1.085260 E-01
1.4 9.424812E-02
1.5 8.147950 E-01
1.6 7.016230 E-01
1.7 6.020606 E-02
1.8 5.150217 E-02
1.9 4.393411E-02
2 3.738436 E-02
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Exact solution for y′ = e
−2 x
− 2 y is:
1 −2
y= e x
− x e −2 x
⇒ y(2) = 0.03846284
10
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
53
Problem: Write a program in Fortran to solve the differential equation
y′ = e −2 x − 2 y using Runge-Kutta method over [0,2] , with
y(0) = 0.1, let n = 20 .
! Runge Kutta Method

real k1,k2,k3,k4
dimension x(0:25),y(0:25)
a=0
b=2
n=20
x(0)=a
y(0)=0.1
h=(b-a)/n
do i=0,n-1
xo=x(i)
yo=y(i)
k1=h*(exp(-2*xo)-2*yo)
xo=x(i)+h/2
yo=y(i)+k1/2
xo=x(i)+h/2
yo=y(i)+k2/2
xo=x(i)+h
yo=y(i)+k3
y(i+1)=y(i)+1./6*(k1+2*k2+2*k3+k4)
x(i+1)=x(i)+h
enddo
do i=0,n
print*,x(i),y(i)
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
54
0 1.000000 E-01
0.1 1.637440 E-01
0.2 2.010928 E-01
0.3 2.195209 E-01
0.4 2.246607 E-01
0.5 2.207241 E-01
0.6 2.108327 E-01
0.7 1.972747 E-01
0.8 1.817045 E-01
0.9 1.652969 E-01
1 1.488672 E-01
1.1 1.329626 E-01
1.2 1.179324 E-01
1.3 1.039823 E-01
1.4 9.121463 E-02
1.5 7.965902 E-02
1.6 6.929560 E-02
1.7 6.007185 E-02
1.8 5.191512 E-02
1.9 4.474165 E-02
2 3.846299 E-02
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Exact solution for y′ = e −2 x − 2 y is:
1 −2
y= e x
− x e −2 x
⇒ y(2) = 0.03846284
10
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
55
Problem:
Write a program in Fortran to solve the differential equation y' = − x y
using Taylor series method for values xo = 0.0 , x1 = 0.1, x2 = 0.2 ,
x3 = 0.3 , x4 = 0.4 , and x5 = 0.5 , with the initial condition y(0) = 1.
! Taylor Series Method

dimension x(0:25),y(0:25)
x(0)=0
y(0)=1
h=.1
n=5
do i=0,n-1
d1=-1*x(i)*y(i)
d2=(x(i)**2-1)*y(i)
d3=(-1*x(i)**3+3*x(i))*y(i)
d4=(x(i)**4-6*x(i)**2+3)*y(i)
y(i+1)=y(i)+h*d1+h**2/2*d2+h**3/6*d3+h**4/24
x(i+1)=x(i)+h
enddo
do i=0,n
print*,x(i),y(i)
enddo
end
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
0 1.000000
0.1 9.950042 E-01
0.2 9.801826 E-01
0.3 9.559749 E-01
0.4 9.230893 E-01
0.5 8.824676 E-01
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
x2
−
Exact solution is: y=e ⇒ y(0.5) = e −0.125 = 0.08824969
2
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
56

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Fortran Numerical Analysis Programs

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Kurdistan Region-Iraq

Numerical Analysis Programs

1.000000 2.000000 1.500000

The Root is 1.512695

1.000000 2.000000 1.162241

The Root is 1.114157

0.000000 1.000000 4.709896E-01

The Root is 3.604217E-01

The Root is 3.00047

The Root is 1.801938

The Root is= 8.819660 E-01

The Root is= 8.819660 E-01

using the fixed point iteration. Initiate the computation with

The Root is 1.999989 3.000009

The Root is 1.192309 1.221601

X 1 1.2 1.4 1.6 1.8 2.0

data (x(i), i=1,6) /1,1.2,1.4,1.6,1.8,2/

X 1 1.2 1.4 1.6 1.8 2.0

X 0.5 0.7 0.9 1.1 1.3 1.5

Interpolation of (0.55)= 5.227315 E-01

X 1 1.2 1.4 1.6 1.8 2.0

data (x(i), i=1,6) /1,1.2,1.4,1.6,1.8,2/

x 0.5 0.7 0.9 1.1 1.3 1.5

Interpolation of(1.47)= 9.9492 E-01

X 0.5 0.7 0.9 1.1 1.3 1.5

data (x(i), i=1,6) /.5,.7,.9,1.1,1.3,1.5/

Interpolation of(1.05)=8.660302 E-01

X 0.5 0.7 0.9 1.1 1.3 1.5

data (x(i), i=1,6) /.5,.7,.9,1.1,1.3,1.5/

Interpolation of(1.05)=8.659448 E-01

X 0 0.5 1 1.4 2 3.2 5.5

data (x(i), i=1,7) /0,.5,1,1.4,2,3.2,5.5/

Interpolation of (0.7) =2.290929

data (x(i), i=1,5)/1,2,3,4,5/

Interpolation of (1.5) = -0.171875

X 3.2 2.7 1 4.8

data (x(i), i=1,4)/3.2,2.7,1,4.8/

Interpolation of (3) = 20.21196

X 0 0.3 0.6 0.9 1.2 1.5 1.8 2.1

X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

X 0.5 2 3.5 4.1 5 6.2 7.5 9.2

! program Simpson's 1/3 Rule

! program Simpson's 1/3 Rule

! program Simpson's 3/8 Rule

! program Simpson's 3/8 Rule

with error of order h8 .

with error of order h8 .

with error of order h8 .

! Derivation using Different Formula

! df: Forward, db: Backward, dc: Central

! d3p: Three Point, d5p: Five Point

! d2: Second derivation, d3: Third Derivation, d4: Fourth Derivation"

! Derivative from Newton Forward

! Derivation using Lagrange Formula

! Derivation using Lagrange Formula

The First Derivation= 30.856790

! Derivation using Lagrange Formula