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M4 Textbook by DR KSC

Mathematics 4 text book module wise for vtu and other higher education By dr.ksc m4

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M4 Textbook by DR KSC

Mathematics 4 text book module wise for vtu and other higher education By dr.ksc m4

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ENGINEERING MATHEMATICS - IV for the Fourth Semester Engineering Course of VTU [CBCS Scheme] Dr. KS. CHANDRASHEKAR M.Sc.,Ph.D Formerly Professor and Head Ss Department of Mathematics 1 pgs The National Institute of Engineering ere ow oy pave (An Autonomous Institution under VTU) MYSURU - 570 008 “ ([email protected]) Re e Beye oO you against counterfeit/fak® Books we have you agair J In our endeavour to protect i t on some of our fas puta hol moving titles. The ni displays a unique m colour effect from different angles when tilted under single source of light. ~ A fake hologram and wrapper does not give such a special effect. Phone : 22216177 ‘SUDHA -PUBLICATIONS. No.1, Annadanappa Lane, Avenue Road Cross, Bangaluru - 560 002 Summary of the grading system adopted-by VIU Choice Based Credit Systens (COCs) ettectve from aea6 Grades and Grade Points Level _ | Outstanding | Excellent neh [Gooa| ABOVE |average|Poor| Fail [Guide oO S. A B Cc D E| EF rade Pane 10 o | os | 07] o6 | 05 | 04 | 00 | Grade Points Scale ; Very ‘Above ; Level | Outstanding | Excellent] °°", | Good] ,v2rve,| Average | Poor | Fail |_Grade Q Ss B|_¢ D.|E|F Grade : ae 10 o | 08 | o7 | 06 | 05, | of | 00 Score <9 | 90 < 40 a 280 | 70/260] 250 |-245 |> 40 FAIL is First Attempt In Learning : = Dr. APJ. Abdul Kalam FAILURE is the opportunity to begin again more intelligently — Henry Ford REWARD for Achievers VTU students ofthe CBCS scheme from 2015-16 will be rewarded with cash prizes by the authoras perthe following criteria. > Student should have secured ‘O’ (Outstanding) grade in all the four semesters in Engineering Mathematics (15 MAT-11, 21,31, 41). > Student should also have secured atleast ‘S’ grade in all the subjects of the first four semestersinthe first attempt. Please write to the author at the publisher's address with all the copies of marks cards duly attested by the HOD / Principal with an e-mail to the author. It should reach within 15 days from the date of announcement of VTU results of IV semester. (Conditions apply) Mr.Bharath.M.V, a student from 2006°batch of E&C branch from PESIT-Bengaluru, received cash prize in 2008 as per the earlier criteria. (Centum in all. the four papers) 7 . ‘My Best Wishes to all the students to become Achievers, -Dr. KSC. : | J. SYLLABUS FOR 2015-2019. _ ENGINEERING MATHEMATICS - IV . (Common to all Branches) Course‘Title: Engineering Mathematics -IV Course Code: 15MATS1 Credits: 04 - . 3 L-T-P : 4-0-0 Contact Hours/Week : 04 Total Hours: 50 Exam. Marks : 80 “ .IA Marks: 20 Course Objectives: * ‘The purpose of this course's to make students well conversant with numerical methods td solve ordinary differential equations, complex analysis, sampling theory and joint probabilitydistribution and stochastic processes arising in science and engineering. MODULE -I Numerical Methods : Numerical solution of ordinary differential equations of first ofder and first degree, Taylor's series method, modified Euler’s method, Runge-Kutta. | ‘method of-fourth ‘order. Milne’s and Adams-Bashforth ‘predictor and corrector. ' methods (No derivations of formulae). a 10 Hrs MODULE-Il Numerical Methods : Numerical solution’ of second order ordinary differential «, equations, Runge'Kuita method and Milne’s method, Spécial Functions : Series solution-Frobenious method. Series solution of Bessel’s differential equation leading to J, ()~Bessel’s function of first kind. Basic properties, recurrence relations and orthogonality. Series solution of Legendre’s differential equation leading to P, (x) -Legendré polynomials. Rodrigue's formula, problems. 10 Hrs MODULE- Il” oid Complex Variables : Review of a function of a complex Variable, limits, continuity, ._ differentiability. Analytic functions-Cauchy-Riemann equations in cartesian and polar forms. Properties and: construction of analytic functions. Complex line inltegrals-Cauchy’s theorem and Cauchy’s integral formula, Residue, poles, Cauchy's ;oR&sidue theorem ( without proof) and problems. ' _ Ctiansfoimations : Conformal transformations. Discussion of transforma ions:w =z, we, waHz+(1/z) (z #0) anid bilinear transformations problems.) : 10Hrs Probability Distributions( Joint probability Sampling hypothesis for means and ‘distribution; Chitsquare dis Stochastic Process : Stochastic Points, regular stochastic matrices, Mack simple Problems. Course Outcoimes: On completion of this course, students are 1. Use appro second order o1 Problems, 2. Explain the idea of analyticity, potential fi leory and electromagnet Potentials in field th 3. Employ Bessel’s functio Question Paper pattern : . . The question paper will have ten full questi Each full question consisting of 16 marks, « There will be: two full questions (with a maximum of four sub questions) from each module. : : a Each full question will have s The students will have to m each module, (Random variables mass/density functions. Binomial distri normal distributions, problems, distribution : Joint Probability variables, expectation, covariance, Theory # Sampling, ige of joint Probability di attempting engineering problems for feasib] viii MODULE - IV MODULE-V_ . priate single step and multi-step numerical me rdinary differential equations arisin ub question covering all answer five full questions, Sampling distributions, Proportions, confidence lini tribution as a test of goodness of fit. ‘Processes, probability vector, toch: ces; ‘Ov chains, higher transition Probability = | elds residues anld-poles of comiplex tictheory. | ns and Legendre’s arising in continuum mechanics, hydrodyna istributions and Markov’ chaing in, le random events, : ions carrying equal fnarks, aa reotule (discrete and continuous), Probability ution Poisson distribution. Exponential and distribution for two discrete random correlation éoefficient, . standard ‘error, test of its. for means, student’s hastic matrices; fixed : 10 Hrs able to: thods to solve first and in flow data design _ Polynomials for-tackling problems ~ imics and heat conductién. the topics under amodilie, selecting one full question 10Hrs | eRIns MATHEy Ar. Gy 2. Contents Module -1 1-42] NUMERICAL METHODS -1 11 +24 211 212 2.13 2.2: 221 2.22 “2.23 2.24 2.25 NUMERICAL METHODS - 2 Numerical solution of ordinary differential equations and first degree - Introduction =. a ene Numerical methods for initial value problems Taylor's series method ...... - : Modified Euler's method .... . Runge-Kutta method of fourthorder ..... Numerical predictor and corrector methods . Milne’s method .......- : Adams - Bashforth method Modul Numerical solution of second order: onlinary di differential equations ... . Introduction and preamble... « Runge-Kutta method... . Milne’s method : Special Functions . . Introduction Solution of Laplace equation in cylindrical system leading to 59 Bessel differential equation... . Solution of Laplace equation in spherical system lea Legendre differential equation . . . Series solution of Differential Equation . , . - “ Power series solution of a second order ODE . . © Generalized power-series method - Frobenius method . “Series solution of Bessel's differential equation leading to Bessel functions ¢ 60: ss cece eee tere a eset t eee eee © Equation reducible to the form of Bessel's equation and solution © Properties of Bessel functions ........++- . erie © Recurrence relations / Recurrence formulae . . x ® Orthogonal property of Bessel functions. . . 2.26 Series solution of Legendivs 's differential ens © Legendre polynomials. © Rodrigue’s formula . Conarisx VARIABLES Introduction... .......+-0+5 Fe Recapitulation of basic concepts . - e 3.3. Function of a complex variable, Limit, Continuity & Differentiability . 3.4 Analytic function and connected theorems . 3.41 Cauchy-Riemann equations in the cartesian form . 3.42 Cauchy - Riemann equations in the polar form . 35 Properties of analytic functions Bae 351 Harmonic property . 3.52 Orthogonal property - 3.6 Complex line integral. 3.61 Cauchy's theorem .. © Consequence’ of Cauchy’s theorem . 3.62 Cauchy's integral formula. ..... +--+ © Generalized Cauchy's integral formula 37 Singularity, Pole and Residue. 3.71 Formula for the residue at the pole . 3.72 Cauchy's residue theorem - 3.8 Conformal Transformations... - - 3.81 Bilinear Transformation ....-+- +++ + 3.82 Discussion of conformal transformations . © Discussion of w = 2. © Discussion of w = & « . vicechenotwo = 2+ (2/2) and w = 28(1A). Module [269-376] 41 PROBABILITY DISTRIBUTIONS | 411 Introduction and preamble... +++ sees seen eee eee eee 269 ~C 4.12 Random variables - Introduction 271 ; 4.13 Discrete and continuous random variables - lon. © » Probability function and Discrete © probabi ity distribution. 273 285 4.14 Repeated trials. +. - xi © Bernoulli's theorem... 4...) 4.15 Binomial distribution ..... © “Mean and standard deviation of. the binomial distribu 4.16 . Poisson distribution (4.18 Exponential distribution - ; " tos @ ° Meanvand standard and deviation of the exponential distribution . 419 Normal distribution .... 6 eee es os © Mean and standard deviation of the normal distribution ©. . Standard normal distribution’ . 42 Joint probability distributions . ; © Joint probabilty‘and joint probability distri utions | . Marginal probability distributions . . . . “Independent random variables « : : . . « . - Expectation, Variance, Co-Variance and Correlation . Continuous random variables. . +... +--+ ++ (377-44) SAMPLING THEORY 5.1. Sampling Theory . . . 5.11 Introducti : 5.12 Random sampling . 5.13 Sampling dibtributions : * Sampling distribution of the means ‘5.14 Testing of hypothesis Null hyppthesis and Alternative hypothesis... Errors; Typél and Type errors ..... . Significaiie level : ;....'. . icance and confidence intervals. 7 Degres freedom . . 5.16 Student’stdisttibution ....... © Student's ¢ testiofa sample mean © Confidence limits for the population mean . © Test of significance of difference between sample means 5.17 Chi-square distribution ...... 5.2 © Ch Stochastic Process............ © Classification of stochastic process, . . . 5.21 Definitions ............ [ Probability vector, stochastic and Regular stochastic matrix, J 5.22 Markov Chains. BEATING THE MEMORY. . © Higher transition probabilities luare test as a test of goodness of fit. . : . © Absorbing state of a Markov Chain... ee ese APPEND! 1. Numerical methods : © Picard’s method for first order first degree ODES sy... t ses. 2. Numerical solution of simultaneous first order ODES ........... © Picard’s method and Runge-Kutta method & Picard’s method for second order ODEs 3. Application of Complex Variables... 00.8. deena STATISTICAL TABLES .......-++-055 Bee eed awe w ee eaee © Normal probability table ° Student's ‘t’ distribution table QUESTION PAPERS ALPHABETICAL INDEX G MAT gents TEMA», © Cc o s 2 Module - 1 “a ~ Numerical Methods -1 1 Numerical Solution of Ordinary Differential Equations of First Order and First Degree We have studied various analytical ( theoretical’) methods of solving differential equations, applicable only to equations, in some specific form. But the differential equations arising out of many physical problems do not belong to a specific form and some times analytical solution may not even exist. In some cases it may be very difficult tosolve by analytical methods. In such cases Numerical Methods assumes importance and computers help in many numerical methods for obtaining the result to the highest degree of accuracy. 1.2} Numerical methods for initial value problems Consider a differential equation of first order and first degree in the form { = §(x,y) with the initial condition yx) = yp thatis y = yp at x ae LORY) 0) = My Yo ” This problem of finding y iscalled an. initial value problem. We discuss several numerical methods for solving an initial value problem. 1.21] Taylor's series method a ‘Consider the intial value problem: $2 = f(x,y) and (xp) = yy The solution y (x) is approximated to a power series iri (x ~ xy) usitig Taylor's series. Then wecan find the value of y for various values of x in theneighbouthood of x. 4 . 0 We have Taylor's series expansion of y(x) about the point xj in the form : 2 (x=)? (x4) ¥ (x) = ¥(%q) + (Xap) 9" (ay) + Tay" ot Bp Ua) te 2 ENGINEERING MATHEMATICS - IV Here y’ (x9), y’’(Xp),--- denote the value of the derivatives Re @y ape at x) which can be found by making use of the data, WORKED PROBLEMS e 1. Use Taylor’s series miethod to find y at 0.1, 0.2,0.3 considering terms upto the a third degree given that ae =x 47 and y(0)=1 >> Taylor's series expansion of y(x) is given by (x- So _ y(x) = y(%q) + (2-39) 9" (4) 4 ap Ya) + By data x) =0, yy =1 wayday 2 2 y(x) = y(0) + xy(0) +5 ¥"(O) #57 (0) --- (2) Weneed to compute y’(0), y”(0), y’”(0). +P y'(O)=0 + [y(0)P=0+1=1 Differentiating y’ wart. x we have, Consider y’ y= 2x4 2yy’ y"(0) = (2)(0) + 2-y(0)-y’(0) = (2)(1)(1) =2 Differentiating y” w.r.t. x wehave, y=2420yy" + (y'F] y” (0) =242[(1)(2) +P] =8 Substituting these values in (1) wehave, yaynteeise 24g Matis yx) etree This is called as Taylor's series approximation upto the third degree and we need to put x = 0.1, 0.2, 0.3 inthe same. Thus we have, NUMERICAL ‘METHODS - 7 ‘ y(O1)=14+01+ (01% + a = Lins" 1 y(0.2)=1402+ (02) +4 = 1.2507" ae ( 9(0.3) = 1403 + (03)? += = 1.426 ‘ { 2. Find y.at x ='L02 correct to Jive decimal places given dy = (xy -1)dx and y=2 at x=1. applying Taylor's series method . 4 >> Taylor's series expansion is given by 4 egy «GIO (49 ¥(X) = y (Xp) + (x-ay)y (39) + yp 9") + any (aye 4 ‘By data xy = 1, yg =2 and y! = s@ey-1 ( wet Since the number of derivatives for approximation is not specifically mentioned, we shall have the approximation upto third degree. Hence we have 2 : ( yde) =y(1) + (ety) + SS yoy + SP yay.) 'Sxy-1. py) =()(2)-1 1; y” xy hy + 3 y” (1) =(1)(1)+2 3; yMaxy” ty typ oy!” (1) =(1)(3) + 14155 To find y (1.02 ), we shall substitute these values along with. x =' 1.02 in (1). 02-- 17° 1.02 -1)° y(102) = 2+(102~.i)1 4 FRM 3, ORD ? 0.02)9(5 22+ (oy + £202 (3) , ¢ mt ) Thus (1.02) = 2.02061 "3, From Taylor's series method, find. (0.1) considering, upto fourth degre term if y(x) satisfies the equation ¥ =x-v, y(0)=1 :_ >> Taylots series expansion is given by ‘ \ (em F Ge 3 boy % y" Y (8) = y (ap) + (X=%) 9! (aq) yp" Q) Fy ry (aq)4--- By data x =0) y=1,y/=2-¥ fee ENGINEERING MATHEMATICS -IV F 7 Y(4).= y(O)-4 xy” (0) +5 y" Cre FO) 9 a Consider y, y -¥ i y(0) = 0-2 =r =1-2yy’ ; y"(0) a1 C21) = y= O21 yy" Cy PL 9 (0) = =2ECL (9) + (18 = 8 yO) = 2 yy + yy! Dy! 9") = 2 yy™ &3y’y"L (fourts derivative y (0)-= =2[(1)(~8) # (3) (-1)(3)] = 34 . To find y (0.1), we shall substitute these values’along with x= 0.1 in (1). y (OL) = 14 (01).(- 1) + (ont (2)+ ae (- 4) + out (34) Thus (01) = 0.9138, 4, Use ee series method to obtain a power series in (x— 4) for theequation | wx 4 ate ~ 250; x= 4, yo = 1 and use it tofind y at x ce to four decimal places. >> Taylor's series expansion is given by 4.1, 4.2, 43 (xx) ¥(X) = y(%) + (2-4) y" (29). toy" ope: Since x) = 4, yy.= 1 by data, the series becomes (x-4yh y (x) = y(4) + (4-4) y"(4) + y" (Aye: =: 1@) Consider Sry’ +? - 2=0 Substituting the initial values we obtain, [ Note: y’ = y’ (1 (5) (4) (4) +P -2=0 “or ry’ (4)=1 Differentiating the, piven equation wat x, Sizy!” + yl + 2yy’ =0 [Notes y’ meyn(ayy’ Substituting the initial values and the value of y o ) we have, 5[4y"(4) + 0.05 ] + (2)(1) (0.05) = = ie, -20y" (4) 40.25 401 =0 : NUMERICAL METHODS -I 5 035 "(Ay e- > = -04 ¥" (4) =~ 9 0175 Since the value of the second derivative itself is small enough we shall approximate Taylor's series as in (1) upto second degree terms only. Substituting these values in (1) we have, (x= 4 5 (00175) y(x) = 14 (x4) (005) + We now find y (4.1), y(42) and y (43) from this expression. (41-47 y(A1) =1 + (41-4) (0.05) + (-00175) Thus we have, 2. y(41) = 1+ (0.1) (0.05) + a) (-0.0175) = 1.0049 2 y(4.2) = 1+ (0.2) (0.05) + wey (0.0175) = 1.0097 2 (03) (-0.0175) = 1.0142 y(43) a 1+ (0.3) (0.05) + a 5, Use Taylor's series method tofind (4.1) given that SE ’ and y(4) =4. >> Taylor's series expansion is given by (x-%9F (x-%) (2) = y(%) + (2-4) 9%) #9 y"(%)+ yp y" (wy) te 1 By data y= Fy 3% = 4, %=4 . 47 s yxy = (4+ ye SS y"(4)+ 4p Ge rym(a) ...@) by approximating upto the third degree terms. Consider yy’ = Ee [Note: y’ = y'(x),y” = (x) etc] +y sor oy’ (#4y)al ++. (2) Substituting the initial values we have, ij “ : ENGINEERING MATHEMATICS -IV yA) [2 +4] 210 o VOrs "0.05 Differentiating (2) w.r.t. x, f yey’) + (2ayyy”=0 ++) Substituting the initial values and the value of y’(4) we have, 0.05 [(2)(4) + 0.05] + [47 + 4] y”(4) =0 ie, 0.05 [8 + 0.05] + 20y”(4) =0 ie., 0.4025 + 20y” (4) =0 y” (4) = - 0.020125 We observe that the value of the derivatives are small enough and the third degree term can also be neglected. Substituting these values in (1) for computing y (4.1) we have, (41-47 2 y(41) = 44 (41-4) (0.05) + (0.020125 ) Thus y(4.1) = 4.0049 6. Use Taylor’s series method tosolve y’ = x° + y intherange 0 < x 0.2 bytaking . - step size h = 0.1 given that y = 10 at x = 0 initially considering terms upto the °_ fourth degree. : >> In this problem, since the step size is specified as 0.1, the problem has to be doni in two stages. We have to first find y(0.1) and use this as the initial condition to compute y (02). ‘Taylor's series expansion is given by , (x-%) ‘ y(2) = y(%y) + (2%) Y'(%) + 9" (29) (x-m)) (x-x5)4 we 0 me . 31 (tg Cay) te) + IStage: By data y’ =x? + y, 1) =0, yy = 10 y((0)=0? +10 = 10 or y’(0)=10 Differentiating y’ w.r.t.x successively we have, a ys dery’ yy” (0) =(2)(0) #y’"(0) = 0+ 10 = 10 poy” (O)=2+y"(O)=2+ = 12 i y™(0)=12 oy q pean peaet nneermenn ogni “: NUMERIGAL METHODS -1... With x = 01, and” 0, (1) becomes ( y= 0) # Cy" (ay 2 ae y"(0) ( xy ” (oat ey (0) + GEE yor (gy 4 #10 + (04) 10 + SF 10) + 20% (1a 4 200 10001 39) a > Thus y (OA) = 11.05205 = 11.052” ; 4 Stage : Now taking x5 = 01, yy'= 11052 we have 4 yletsy 5° yl) = (01) + 11052 = 11.062 a Soy = dety’ . -y"(O1)” = 2(01)+11062 = 11.262 4 y= Qty” Go oy (OL) = 24 11262 = 13,262 4 yy “yy (Oa). = 13.262 ; With x = 02 and % 0:1, “(1) becomes yaa) = (01) + (any (oy + 2% oy" (04) 1 om ww y” : + OE yon) +2 of (01) * 0.01 000s = 11,0524 (0.1) (11.062) + & Se (11.262)+ 97 45.260) 4 9000 (13262) Thus (0.2) = 12.216776 = sess) 1. Employ Taylor's series method to find y atx = 0.1 and 0.2 correct to four places of decimal ( "in sep sizeof 01 give the linear differential equation 2 —2y = 3 & whose solution passes through the origin. Also find y(O.1) and (0.2) by analytical method. ‘ S> By data, y’ #2y43e and y(0) = 0. That is x)=0,jp=0 4 (x-xy) Taylors serie ejpansion i given by : 4 yk) = 9 (49) #4 0)! Clq) Gy" (tq) to wn 4 q ( 8 ENGINEERING MATHEMATICS - iy” Step -1: We shall compute y (0.1) Consider, y’=2y+3e 9; (0) = 2(0) 430° =3 y=2yt3& 5 yO) =2(3)43 = 9 ys 2y"+3e 5 yO). = 2(9)43 221 From (1) we have, . a 2 y”(0)+ by considering teims upto third degree, Further we have | y(01) = o+(01) 3422 (9) 0 (21) 1° y(O.1) = y(0)+(01)y’ (oy vn) Thus (0.1) = 03485 Step -2: We shall compute y (0.2) Consider y’ = 2y+3@ and let x9 = 0.1, yj = 0.3485 Now y’(0.1) =2y(01)4+3e% 3 y" (01) = 4.0125 y= 2y/t3e : : ies py"(O1) = 11.3405 = 2y" 432 5 y (01) = 2( 113405) 43 « sy (01) = 5.965 Sean y(02) = y(01)+(01).y’ (04) +2" yi (an) +22! yociry #02) = 09850) am) 91 5) as ‘Thus (0.2) = 0.8108 Solution by analytical method . Boy. = 3¢ isoftheform 4 at PY=Q where P=-2,Q=3e Solution: yelP# 2 fo glPé ary, : i, yO a [ae ere wy, yee Bera. op y=-3e+ce™ jg the general solution. NUMERICAL, METHODS -| Applying the condition y (0) = 0, the general solution becomes Q=-34¢ or c=3 y= 3(e™~e*) is the befitting solution. Thus (0.1) = 0.3487 and y(0. 8113 by the analytical method. 8. Using Taylor's. series method, obtain the values of y at x = 0.10.1) 03 0 four significant figures if y satisfies the equation y" = —ay given that y’ = 0.5 and y = lwhen x = 0 taking the first five terms of the Taylor's series expansion. >> Taylor's series expansion is given by { (e wl ¥(X) = yy) 4 (4-49) WCQ) AT OV") sf) By data, yl say yO) =1, y‘(0)=05 Consider yy” = -3y > y"™(0) =0 y a, eye (0) ieee 1) 9 =axy"—2y" 5-0) =-1 From (1), the first five terms of the Taylor's series expansion is given by z a 7 yz) = yO) Fay" (OT YO) +57 y" (0425 (0) Now, (01) =14(01) (05) 2% - ogp0 = 1,0498 y (0.2) = 14(02) (05)— 208 - E06 = 1.0986 y(03) = 14(03) (05)-9 = Sa = 1.1452 y(O.1) = 1.0498, (0.2) = 1.0986, y(0.3) = 1.1452 CT 10 ENGINEERING MATHEMATICS - IV EXERCISES Use Taylor's series method to solve the following initial value problems, dy 1. ie =~ Ys ¥(0) = 1.Computey (0.1 ) considering terms upto fourth degree. : . 2 fs = xy 1, y(0) = 1. Compute (0,03) using the expansion of y upto second degree terms. 3, Vary GQ) =1 c i i ae = XY (1) = 1. Computey (1.1) & (1.2) by taking step size 0.1 ay 4. ay = % YG X= Ly = 0. Find the third order approximation of the solution and use it to compute y(1.1),y(12) and y(13). ds 5. fe = 2 y-1,y(0) = Lin the range 0 < x < 0.2 taking step size 0.1 ANSWERS 1, 0.8373 2 0.97 3. 1.107, 1.228 7 : 4. y = (x-1) + (x-17 + 5 (2-199 0.105, 0244, 04055 5. 0.9003, 0.8023 1.22| Modified Euler’s Method Consider the initial value problem = f(%Y) iy (29) = Yy- Weneed tofind y atx, = %) +h. We first obtain y (2x, ) = y, by applying Euler's formula and this value is regarded as the initial approximation for y, usually denoted by y{°) also called as the predicted value of y, . Euler's formula is given by Hf) = yp + hf XH) Since the accuracy is poor in this formula this value y, is successively improved (oreo the deste degreeot sccuracy by thefollowingMoified Euler forma, where the successive approximations are denoted by y{ 1), y(2), y(3) NUMERICAL METHODS -1 . hy . P= H+ [S04 + fay?) ( 2 h WP = 9045 [Fay 90) + Fy?) | \ aye Te yy aren gl : 1 F Yo.t 5 | fly ¥o) + flay”) Each of the succeeding approximation is better than the preceding ones. They.are called corrected values. Euler's formula and modified Eulersiformila jointly are also called as Euler's predictor and corrector formulae. WORKED PROBLEMS ‘ 9. Given # sl +2, y= 2 atx = 1, find the approximate value of y atx = 14 by ' taking step size h =0.2 applying modified Euler’s method. Also find the value of y. at x = L.2and 14 from the analytical solution of the equation. >> The Problem has to be worked in ‘two stages. “TStage: xy =1, y= 2, flsy)=14 (yx), b= 02 Ho MAS AZ y(H) = = y(12) =? + Now, f(xy ¥) = 14+ (2/1) =3 ‘We have Buler’s formula :y{) = yp.-+ lif (xy Yo) ar) : | yf = 2 + (0.2) (3) = 2.6 Further we have modified Euler's formula : by +3 [Yeo ree] --@) a =2+ (01) (34 (1 + ¥f(%x)] = 24 (01).14 + W122] = 24 (01) [4426/12] ae {1) = 26167 “ y; Nextapproximation y,?) is got just by feplacing the value of yf ) in place of yf %) Now, y HPs = 2.6182 Thus y:(1.2) = 2.6182 : T Stage : We repeat the process by taking y (12) = 2.6182as tei initial condition, ole, Yo = 2.6182 5 f(xy %) 14 (yp/xq) = 31818 MHRA v(x) = y, yd) = We have from (1), yh) = 2.6182 + (0.2) (3.1818) = 3.2546 Now from (2), yf’) = 2.6182 + (0.1) [3.1818 41+ yf, 1 ie, yy") = 2.6182 + (0.1) [4.1818 + 3.2546/1.4] = 3.2689 .. yf?) = 2.6182 + (0.1) [4.1818 + 3.2689/1.4]= 3.2699 yj?) = 2.6182 + (0.1) [4.1818 + 3.2699/1.4] = 3.2609 Thus y(14) = 3.2699 ~ 3.27 Now, let us find the analytical solution of the equation : Cae ee wt x 1 : : This is a linear DE of the form 7 + Py = Q whose solution is given by yl Joel ae +. Here, P=-1/x and Q=1 odPax 2 Just ax _ ploge _ yyglgt _ yyy Thesolution becomes, y-1/x= [1-1/x det c ie, Wx =logx tc, : Applying the initial condition that y = 2 at x = 1 we have) =logit+te + ¢=2 since logi=0 The solution now becomes, : y/x = logx +2 or y= x(logx + 2) This is the analytical solution of the given initial value problem. NUMERICAL METHODS -| 13 Now by putting x= 1.2 and 1.4we obtain, y (1.2) = 1.2 (log, 1.2 + 2) = 2.6188 & ¥(L4) = 14(log,14 +2) = 3.2711 Solutions are tabulated for comparison. Solution By modified By analytical u(x) Euler's method method y (1.2) 2.6182 2.6188 y (1.4) 3.2699 3.2711 1 10. Using modified Euler's method find y at x = 02 given a. 2 oe Sy with y(0)= 1 taking h = 0.1, Perform three iterations at each step. >> Weneed to find y (0.2) by taking h = 0.1. ‘This implies that the problem has to be done in two stages. Stage : By data % = % yo=Lh=O4, f(x,y) = 3x + (y/2) “fy Y) #05, x =x) +h = 01 y(4) = =y(O1) =? From Euler's formula :y(°) = yy+ Af (xy Yy) we obtain yf = 1+ (01) (05) = 105 - Wehave modified Euler's formula, HP aw+S 3 [e00) + flayy; 4° (first iteration) W fo) 1494 05 + 3x, arm w ( 1 +,0.05 | 0.5 + 3(0.1) > (0) wn =1+.0.05 08 + ——- : 1.05 it, 4? =r 005/00 +2 = 1.06625 5 . a (0) (hy The second iterative value is got simply by replacing y{") by y; That is by replacing 1.06625 in place of 1.05 az, ENGINEERING MATHEMATICS -IV" * + yf? = 1+ 0.05 [os =a | = 1.0667 1.0667 Bs —— | = 1.0667 ¥ =1+ 005/08 4 a | 1 Thus (0.1) = 1.0667 U Stage: Now, let x, = 0.1, yy = 1.0667 Wehave f(x,y) = 3x + (y/2) 1.0667 FC. Yy) = 3001) + = = a.aaas Say th = 02 5 y= y(x) = ¥(02) =? From Euler's formula we obtain yf = 1.0667 + 0.1 (0.83335) = 1.15 Next, from modified Euler's formula, (0) o1 n QQ). ee —- Yy* = 1.0667 + 2 0.83335 + 3x + 2 (0) yy. = 1.0667 + 0.05 | 0.83335 + 3(0.2) + 2] ‘ = 1.0667 + 0.05 | 1.43395’ | Lez | yf?) = 1.0667 + 0.08 | 1.43335°4 aa = 1.1675 - 1678 yf?) = 1.0667 + 0.05 [ 43335 + age = 1.1676 es. Thus (0.2) = 1.1676 1. Using modified Euler's method find y (0.2) correct to four decimal a equation Y= x — 2y(Q) = 1 taking h = 0.1 >> We shall first compute y (0.1) and use this value to compute y (0.2) TStage: By data x) =0, yy = 1, h = 01, f(uy)=x-2 flay) = 0-2 =-1, 4 =xyth=0l y(y) = yy =y(01) =? places solving the... NUMERICAL Mentos - From Euler's forte: Ye = ¥9 + hay Yo) we obtain ysis (01) (-1) = 03 We have modifiéd Euler's formula, 2 ayy +t 2 [0 wy : 4] > Weneed to compute y(0.2) and y(04) with h=0.2 " UStage: By dataxy = 0, yy =1, f(xy) =x+W,h = 02 Where the modulus sign indicates that we have to take only the * positive value of Vy. SGyy)=0+W=1 xexth=02 ¥(4).= ¥ =¥(02) =? "From Euler's formula: y(°) = Yq + hf (xy Yy) we obtain Wf =14+02(1)=12 Wehave modified Euler's formula, WD=yts 3 [0% +f] a+ Pliex +f 4] = 1401 [1+ 02 + V2] = 12095 Wf? = 1401 [1.2 + VEa95] = 1.2309 ¥ =140r [12+ 12309] = 1.2309 Thus (0.2) = 1.2309 I Stage: Now let % = 02, yp = 1.2309 FOG Y) = x 4NVs f(xy yp) = 02 + VIRB = 1.3095 = ENGINEERING MATHEMATICS - IV ~ pth =04, y (x) =y, = (04) =? Substituting in the Euler's formula, = -2309 + 0.2 (1.3095 ) = 1.4928 Next from modified Euler’s formula, 0.2 uf) = 12309 + [ ats +x +4 | = 1.2309 + O.1 [1.3095 + 0.4 + 1.4928 ] = 1.524 » yf?) = 1.2309 + 0.1 [1.7095 + VI524] = 15253 9) = 1.2309 + 0.1 [1.7095 + V5253] = 1.5254 Also y{4) = 1.5254 Thus y(04) = 1.5254 14. Use modified Euler’s method to compute y(0.1) given thai arty, y (0) = 1 by taking h = 0.05° considering the accuracy upto two sppriiniatons in each step . >> We need to compute y (0.05) first and use this value to compute y(0.1). TStage: By dataxy = 0, yy =1, f(xy) = +, h = 005 flay yy) =P +1=1,y y (1) = yy = y(0.05) =? 9 + h = 005 From Euler’s formula: y{°) = yp + hf (xp ¥p) we obtain yf) = 1 + (0.05) (1) = 1.05 Next by modified Euler's formula, =%+ 3 [S0) + flay yl | 0.05 eee peay = 1+ 0.025 [1 + (0.05)? + 1.05] = 1 + 0.025 1.0025 + 1.05] = 1.0513 NUMERICAL: METHODS-1__* 19 re ='1 + 0.025 [1.0025 + 1:0513] = 1.0513 »Thus (0.05) = 1.0513 Stage: Now, let x= 0.05, yy ="1.0513 Fay) =? + y 5 fey yg) = (0.05)? + 1.0513 = 1.0538 Xx th= 01, yay y(O1) =? Subbtiuting in the Buler’s formula, yf) = 1.0513 + 0.05( 1.0538 ) = 1.104 Next from the modifiéd Euler's formula, Wf) asia + SP [nose 3 + 96] = 1.0513 + 0.025 [ 1.0538 +.(0.1)? + 1.104] 1.0513 + 6.025 [ 1.0638 + 1.104] = 1.1055 2. Wf = Thus the'required y (0.1) = 1.1055 1.0513 + 0.025 [1.0638 + 1.1055] = 1.1055 4 15, Using Euler's baa and corrector formulae solve ms = x+y at x = 02 given that y(0) = 2> Weneed to¢ompute y(0.2) and since the step size is not specified we shall take it to be 0.2 itself. By data wehave, x = 0, yy =1, f(x,y) =x +y and h = 02 (assumed) fay yy) = 04151 x =x) +h = 02 (41) = = y(02) =? We have Euler's formula (predictor formula) y= Yo thf(%y Yo) = 1+ (02)1 = 12 Next consider modified Euler's formula (corrector formula) 20. i ae ENGINEERING MATHEMATICS -IV Wz y+ 3 [F030 + /Cya6] ote DZ [tag +9] =1+01[1+024+(12)]=124 yf?) = 1404 [1.2 + (1.24)] = 1244 yf9) = 1401 [124 1.244] = 1.2444 yf) = 14 04 [12 + 12444] = 12s ‘Thus the required: y (0.2) = 1.2444 Remark : Iftwe had worked the problem in tv stages (Teng h 0) piewpuid tive got more accurate answer. It may be noted that lesser is the step size, greater is the accuracy. —. eee eas 16, Using Euler's roa and Corrector formula compute (1.1) caret to five deimal places given that a4. = a and y= Late = 1, ‘Ale fin fener tin. Wehave f(x, y) = %) =1, yy = 1 Letustake h = 01 Fl y/%) = 0m = ayth =I tat x 2 yx) = yy =y(11) =? So From Euler's formula: {0 D = yy th flay, ¥p)s we obtain i) = 1 Wehhave modified Euler's formula, mah fieg aa) y) oa) ) aK ape = 14005 | 2-22. G) : quay NUMERICAL METHODS -1 a 1-1.1.(0.9959 y@?) = 14005 L059) = 0.99605 qty -11 (05 iP) = 0m | EHO] 0.99605 (11y S Thus (1:1) = 0.99605 ‘Analytical Solution wy ll, YY ye avi aay Bok = Givoltheform Gry Q where P= U/x and Q = 1s whose solution is given by - . y 2JPar 2 JoclPe acre p[P ai @ (f/x de 2 lost y Solution: y-x = Ia dete ie, xy = logxte, Using y(1)=1, 1=logite « c#l ‘The befitting solution isx y = logx+1 or y < teett Now y(L1)= eaLi)st = 0.99574 Thus (1.1) = 0.9574 is the analytical solution. 1.23] Runge - Kutta method of fourth order Consider the initial value problem 5 = f(xy)/y (2) = yy Weneed to find + yup + h) where it is the step size. We haveto first compute ky, ky, ky, ky by the following formulae. ky =hf( 29/4) h 4 Kah lyt 5 Mt]. h 4 ehf| tz ty Ky hf (1) +h, yy +) The requit =yee e required y(xq:+ h)= 9 + Gh + 2k, + 2k, + ky) 22 ENGINEERING MATHEMATICS - IV WORKED PROBLEMS 17. Given fs = at L, y(0)=1 compute y(02) by taking k= 02 using Runge-Kulta method of fourth order. Also find the analytical solution, >> By data f(x,y) = 3x + : wy =0, yet, b= 02 We shall first compute k,, ky, ky a ky Uf (%y Yo) = (0.2) (0,1) = (0.2)| 3 x0 +3| ky uf +t yt +B) 002) f0+%, 49) (0.2) f( 0-1, 1.05) = (0.2) [> x 01 +18] = 0.165 2 k 02 us) gonads caayy (0+, a> ky = (0.2) f (04, 1.0825) = (0.2) [2 xo1+4 | = 0.16825 ky = hf (Xp + yp ky) = (02) f( 0.2, 1.16825) ky = (0.2) [2 x O2+ al = 0.236825 Wehave, y (x th) = y+ 5 (hy + 2k, + ky + Ky) | a y (02) = 144 (01 + 2x 0165 + 2x 0.16895 + 0236825) | Thus (0.2) = 1.1672208 | We shall find the analytical solution of the seen equation by writing in the form a, Py = Q whose solution is ye! = [ Qe! aye | dy ve at ee | ee Wehave 2-5 =r. Hore P=, Q= 3x; of = | The solution becomes ye”? = 3 fxe™*dx +c, Integrating RHS by parts we have, yo? = a[xe™ (2) - for®? (2). 1dr] +6 yo? = 3[-2xe 2 — ge *?] 46 NUMERICAL METHODS -1 23 Multiplying with e”? we obtain, y = ~6x - 12 + ce*/? Applying the initial condition that y= I at x= 0 the solution becomes, 1s0-Rte 4 c= The‘analytical solution of the initial value problem is given by, y =< 6r - 10 + 13.077 Now by puting x= 02 wehave : (02 6(0.2) -12% 13e™! = 11672219 Thus = y(0.2) = 11672219, by arialytical method. 18.» Use fourth order Runge-Kutta method to solve (x + y) & =1, ¥(04) =1 at x = 05: correct to four decimal places . > Weave @ = and’ y = 1 at x= 04 dx wy = C 5 =? f(ny)= ae noe Yo = 1. y(05) =? Here xy +h =05 +. h= 05 x =05-04 = 01 We shall first compute ky, kay ky ky. 1 ky = hf (4, yp) = (0.1) f(0.4,1)= (0.1) [a 7 | = 0.0714 k, a is[e! 3 Yo #} can oes, 14 Om) . : 1 K, = (0:1) f (0.45, 1.0357)-= (0.1) exer = 0.0673 ky = hf (. + f, Yo 3] = (0.1) (0.45, 1.08365) 1 ky - (ox) | agers |= 00 ky = Hf (ay +h, yy + by) = OA) f (05, 1.0674) 1 ; k, = (01) ————__| = 0.0638 : | ayia 008 ,

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