Birla Institute of Technology & Science, Pilani

Comprehensive Exam (Closed Book) Course Name: Numerical Analysis (AAOC C341) Max. Time: 3 hours II Semester 2008 2009 Date: 04-05-2009 Max. Marks: 80

Note: 1. Question paper consists of three parts, Part-A, Part-B and Part-C. Attempt questions of Part-A, Part-B and Part-C into three separate answer sheets provided. Each subpart of a particular question should be in continuation. 2. Submit all the parts tied together in Sequence: Part-A , B and C. 3 Use four significant digits after decimal with rounding in all calculations if not specified
.
PART: A

1. The equation x e =1 , has a root at x =1. Starting with x0 = 0, find the above root by a suitable method of quadratic convergence. Do only four iterations. [5] 2. Consider the following system of equations: (exact solution x1 = 20 , x 2 = 1 ) Obtain the solution of above system by performing Gauss-elimination with partial pivoting using four digit arithmetic with rounding. Calculate the relative error in obtaining values of x1 & x 2 . Give the reason why this error has occurred; also suggest the technique to avoid this error. [8] y ' (1.025 ) & y ' ' (1) for the following data 3. Compute x: 1.00 1.05 1.10 1.15 1.20 1.25 1.30 y: 1.000 1.025 1.049 1.072 1.095 1.118 1.140. [4] 4. Derive the formula for 3-point Gauss-Chebyshev quadrature and hence evaluate the integral:
0.7 x1 + 1725 x 2 = 1739 0.4352 x1 5.433 x 2 = 3.271

1x

xe x dx x(2 x )
PART: B

[9]

1. Consider the BVP

d2y xy = 0 , y ( 0) + y(0) = 1 & y (1) =1 . Applying the finite dx 2

difference method of order 2 to the differential equation and the finite difference method of order 1 to the boundary conditions, derive the system of algebraic linear equations by taking h=1/3. Hence, perform two iterations of Gauss-Seidel method to solve the system of equations obtained from finite difference method, choosing initial approximation as (1,1,1)T . [8]

2. Using power method, find the dominant eigenvalue and the corresponding eigenvector for the following matrix (take x ( 0 ) = (1,1,1) T ).
2 4 6 4 2 6 6 6 15

Perform FOUR iterations only (Carry FOUR digits after the decimal place with rounding). 3. Generalize the fourth order Runge-Kutta method to solve the following system:
dy dz dt = f1 ( x, y, z , t ), = f 2 ( x, y , z , t ), = f 3 ( x, y , z , t ), dx dx dx y ( x0 ) = y0 , z ( x0 ) = z0 , t ( x0 ) = t0
.

[4]

Using the generalized scheme, find the approximate values of y (0.2), y(0.2), y (0.2) for the following IVP(take h = 0.2)
d3y d2y dy + 3y2 2 2 y + 5 y = 2x , 3 dx dx dx y (0) = 0, y(0) = 1, y(0) = 1
PART: C

[4+10]

1. Using divided differences (fitting a cubic polynomial), derive the 4th order AdamsMoulton predictor formula with the error term to find y ( xn +1 ) as a solution of
dy = f ( x, y ), y ( x0 ) = y 0 (with spacing h). dx

[10]

2.

Solve the equation

d2y + y = 3x 2 with boundary conditions y ( 0) = 0 and dx 2

y (1) =1

by Rayleigh-Ritz method using quadratic polynomial as trial functions. 3. Compute y(0.1), y(0.2) and y(0.3) of the IVP

[6]

dy xy = , y ( 0 ) = 0 by Taylors dx 2

series method of order 3 and use these values to obtain y(0.4) by the following Milnes predictor and corrector formulas with h = 0.1:
p yn +1 = yn 3 +

4h (2 f n f n 1 + 2 f n 2 ) 3

c y n +1 = y n 1 +

h ( f n +1 + 4 f n + f n 1 ) 3

[12]