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STATISTICS AND NUMERICAL METHODS

UNIT- I

Population:

A population consists of collection of individual units, which may be person’s or experimental

outcomes, whose characteristics are to be studied.

p
Sample:

A sample is proportion of the population that is studied to learn about the characteristics of the

Ap
population.

Random sample:

A random sample is one in which each item of a population has an equal chance of being
selected.

Sampling:

The process of drawing a sample from a population is called sampling.

Sample size: z
The number of items selected in a sample is called the sample size and it is denoted by ‘n’. If
ep
n 30, the sample is called large sample and if n 30, it is called small sample

Sampling distribution:

Consider all possible samples of size’ n’ drawn from a given population at random. We calculate
mean values of these samples.
de

If we group these different means according to their frequencies, the frequency distribution so
formed is called sampling distribution.

The statistic is itself a random variate. Its probability distribution is often called sampling
distribution.

All possible samples of given size are taken from the population and for each sample, the statistic
Pa

is calculated. The values of the statistic form its sampling distribution.

Standard error:

The standard deviation of the sampling distribution is called the standard error.

Notation:

Pop. mean = ; Pop. S.D = ; P - Pop. proportion

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sample mean = x; sample S.D = s; P' = sample Proportion

Note
Statistic S.E (Standard Error)

x
n

p
Difference of sample 1 1
p1' p2 ' pq
proportions n1 n2
2 2

Ap
Difference of sample 1 2
x1 x2
means n1 n2
pq
p' (Sample proportion)
n

Null Hypothesis ( H 0 )

The hypothesis tested for possible rejection under the assumption that it is true is usually called
z
null hypothesis. The null hypothesis is a hypothesis which reflects no change or no difference. It is
usually denoted by H 0
ep
Alternative Hypothesis ( H1 )

The Alternative hypothesis is the statement which reflects the situation anticipated to be correct if
the null hypothesis is wrong. It is usually denoted by H1 .

For example:
de

If H0 : 1 = 2 (There is no diff' bet' the means) then the formulated alternative hypothesis is

H1 : 1 2

ie., either H1 : (or)

Pa

1 2 1 2

Level of significance

It is the probability level below which the null hypothesis is rejected. Generally, 5% and 1% level
of significance are used.

Critical Region (or) Region of Rejection

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The critical region of a test of statistical hypothesis is that region of the normal curve which
corresponds to the rejection of null hypothesis.

The shaded portion in the following figure is the critical region which corresponds to 5% LOS

p
Ap
Critical values (or) significant values

critical values or significant values

Level of significance
z
The sample values of the statistic beyond which the null hypothesis will be rejected are called
ep
Types of test 1% 5% 10%

Two tailed test 2.58 1.96 1.645

One tailed test 2.33 1.645 1.28

Two tailed test and one-tailed tests:

de

When two tails of the sampling distribution of the normal curve are used, the relevant test is
called two tailed test.

The alternative hypothesis H1 : 1 2 is taken in two tailed test for H 0 : 1 = 2

When only one tail of the sampling distribution of the normal curve is used, the test is described
Pa

as one tail test H1 : 1 2 (or) 1 2

H0 1 2
two tailed test
H1 1 2

Type I and type II Error

Type I Error : Rejection of null hypothesis when it is correct

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Type II Error : Acceptance of null hypothesis when it is wrong

Procedure for testing Hypothesis:

1. Formulate H 0 and H1
2. Choose the level of significance
3. Compute the test statistic Z, using the data available in the problem

p
4. Pick out the critical value at % level say Z
5. Draw conclusion: If |Z| < Z , accept H0 at % level. Otherwise reject H0 at % level

Ap
Test of Hypothesis (Large Sample Tests)

Large sample tests (Test based in Normal distribution.)

Type - I: (Test of significance of single mean)

Let {x1, x 2 ,. . . .xn } be a sample of size (n 30) taken from a population with mean and
S.D . Let x be the sample mean. Assume that the population is Normal.

and sample mean x is significant or

z
To test whether the difference between Population mean
not and this sample comes from the normal population whose mean is or not.
ep
H0 : = a specified value

H1 : a specified value

we choose = 0.05(5%) (or) 0.01(1%) as the Level of significance

the test statistic is

de

x x
Z= N(0.1) for large n.
S .E ( x)
n

Note:
Pa

s
1. If is not known, for large n, S.E x = where 's' is the sample S.D
n

Problems:

1. A sample of 900 members is found to have a mean 3.5cm. Can it reasonably regarded as a simple
sample from a large population whose mean is 3.38 and a standard deviation 2.4cm?

Solution:

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We formulate the null hypothesis that the sample is drawn from population whose mean is
3.38cm.

i.e., H 0 : = 3.38

H1 : 3.38

p
Hence it is a two-tailed test

Level of significance = 0.05

Ap
x
Test statistic Z =

Given x 3.5, =3.38, n = 900, =2.4

3.5 3.32
Z= 1.5
2.4
900 z
ep
Critical value:

At 5% level, the tabulated value of Z is 1.96

Conclusion:

Since |Z| = 1.5 < 1.96, H 0 is accepted at 5% level of significance

de

i.e., the sample comes from a population with mean 3.38cm

2. A manufacturer claims that his synthetic fishing line has a mean breaking strength of 8kg and S.D
0.5kg. Can we accept his claim if a random sample of 50 lines yield a mean breaking of 7.8kg. Use 1%
level of significance.
Pa

Solution:

We formulate H 0 : =8

H1 : 8

L.O.S = 0.01

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x
Test statistic Z =

Given x 7.8, = 8, n = 50, = 0.5

p
7.8 8
Z= 2.828
0.5
50

Ap
|Z| = 2.828

Critical value:

At 1% level of significance the table of Z = 2.58

Conclusion:

Since |Z| > 2.58, H 0 is rejected at 1% level

z
i.e., the manufacturer’s claim is not accepted
ep
3. A random sample of 200 Employee’s at a large corporation showed their average age to be 42.8 years,
with a S.D of 6.8 years. Test the hypothesis H 0 : = 40 versus H1 : > 40 at = 0.01 level of
significance.

Solution:

We set up H 0 : = 40
de

H1 : 40

It is one tailed test.

Pa

L.O.S = 0.01

x
Test statistic Z =

Given x 42.8, = 40, n = 200, = 6.89

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42.8 40
Z= 5.747
6.89
200

Critical value:

For one-tail test, the table value of Z at 1% level = 2.33

p
Conclusion:

Since |Z| =5.747> 2.33, H 0 is rejected at 1% level.

Ap
i.e., The hypothesis = 40 is accepted at this level.

Type - II:

Test of significance of difference of two means

Consider two samples of sizes n1 and n2 taken from two different populations with population
means 1 and 1 and S.D's 1 and 2

z
Let x1 and x2 be the sample means and S1 and S2 be the S.D's of the samples
ep
The formulated null and alternative hypothesis is,

H0 : 1 = 2

H1 : 1 2

The test statistic 'Z' is defined by

de

x1 x2
Z=
S .E ( x1 x2 )

x1 x2
ie., Z = N(0,1)
Pa

2 2
1 2
n1 n2

We use the los is 0.05 (or ) 0.01

If |Z| < Z , H0 is accepted at %Los

otherwise, H0 is rejected at %Los

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Note:

In many situations, we do not know the S.D’s of the populations (or) population from which the
samples are drawn.

In such cases, we can subs the S.D’s are of samples S1 and S2 in place of 1 and 2

x1 x2

p
The test statistic Z =
s12 s2 2
n1 n2

Ap
Problems

The mean of two sample large samples of 1000 and 200 members are 67.5 inches and 68 inches
respectively. Can the samples be regard as drawn from the population of standard deviation of 2.5 inches?
Test at 5% Los

Solution

we set up H0 : 1 2 z
ep
ie., the samples are drawn from the sample population

H1: 1 2

x1 x2
The test statistic Z =
1 1
de

n1 n2

Given x1 67.5; n1 = 1000

x2 68; n2 = 2000; =2.5

Pa

67.5 68
Z= 5.164
1 1
2.5
1000 2000

|Z| = 5.164

We choose the Los =0.05

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Critical value:

The table values of Z at 5% Los is Z = 1.96

Conclusion:

Since |Z| > 1.96, H 0 is rejected at 5% Los.

p
The sample cannot be regards as drawn from the same population.

2. Samples of students were drawn from two universities and from the weights is kilogram. The

Ap
means and S.D’s are calculated. Test the significance of the difference between the means of two
samples
Mean S.D Sample Size
University A 55 10 400
University B 57 15 100
Solution:

we set up H0 : 1 2
z
ie., there is no significant difference between the sample means
ep
H1: 1 2 ; = 0.05

x1 x2
The test statistic Z = `
s12 s2 2
de

n1 n2

Given x1 55; s1 = 10; n1 400

x2 57; s2 = 15; n2 =100

Pa

55 57
Z= 1.265
102 152
400 100

|Z| = 1.265

Critical value:

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The table values of Z at 5% Los is Z = 1.96

Conclusion:

Since |Z| < 1.96, H 0 is accepted at 5% Los. We conclude that the difference between the means is
not significant.

p
3. The average hourly wage of a sample of 150 workers is plant A was Rs. 2.56 with a S.D of
Rs.1.08. The average wage of a sample of 200 workers in plant B was Rs. 2.87 with a S.D of Rs.

Ap
1.28. Can an applicant safety assume that the hourly wages paid by plant B are greater than those
paid by plant A?

Solution:
Let x1 and x2 denote the hourly wages paid to workers in plant A and plant B respectively.

We set up H0 : 1 2 (Plant Bnot greater than Plant A)

H1 : 1 2 (one tailed test) z

ep
= 0.05

x1 x2
Z =
s12 s2 2
n1 n2
de

Given x1 2.56; s1 = 1.08; n1 150

x2 2.87; s2 =1.28; n2 = 200

2.56 2.87
Z= 2.453
Pa

(1.08)2 (1.28) 2
150 200

|Z| = 2.453

Critical value:

The table values of Z at 5% in case of one-tailed test is Z = 1.645

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Conclusion:

Since |Z| > 1.643, H 0 is rejected at 5% Los.

The hourly wage paid by Plant B are greater than those paid by Plant A

4. A sample of size 30 from a normal population yielded 80 and variance 150. A sample of

p
size 40 from a second normal population yielded the sample mean 71 and variance 200.
Test H 0 : 1 2 2. Versus H1 : 1 2 2

Ap
Solution:

H0 : 1 2 2.

ie., the diff 'bet the means of two population is 2

Versus H1 : 1 2 2 (one tailed)

Test Statistic Z =
x1 x2
s12
1

s2 2
2
z
ep
n1 n2

(80 71) 2
Z= 2.215
150 200
30 40
de

Critical value:

For one tail test, at 5% Los the table value of z = 1.645

Conclusion:

Since |Z| > 1.645, H 0 is rejected.

Pa

The formulated null hypothesis H0 : 1 2 2 is wrong

5. A buyer of electric bulbs purchases 400 bulbs; 200 bulbs of each brand. Upon testing these
bulbs be found that brand A has an average of 1225 hrs with a S.D of 42 hrs. where as brand B
had a mean life of 1265 hrs with a S.D of 60 hrs. Can the buyer be certain that brand B is
Superior than brand A in quality?

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Solution:

H0 : 1 2 ;

ie., the two brands of bulbs do not differ in quality

ie., they have the same mean life

p
H1: 1 < 2 (one tailed)

Ap
L.o.s : = 0.05

x1 x2 x1 x2
Test Statistic Z =
S .E x1 x2 s12 s2 2
n1 n2

Here, x1 1225; s1 = 42; n1 200

x2 1265; s2 =60; n2 = 200

z
ep
1225 1265 40
Z= 7.72
(42) 2 (60) 2 5.18
200 200

| Z | = 7.72
de

Critical value:

The critical value of Z at 5% Los Z = 1.645.

Conclusion:
Pa

Since |z| < 1.645 H 0 is rejected.

The brand B is superior to brand A in equality.

Type - III:

Test of significance of single proportion:

If ‘x’ is the number of times possessing a certain attribute in a sample of n items,

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x
The sample proportion p '
n

p' :sample porportion;

p: population proportion.

p
The hypothesis H0 : p = p'

ie., p has a specified value

Ap
Alternative hyp: H1 : p p'

p' p
Test statistic Z =
pq
n

Since the sample is large Z N(0,1)

Problems
z
1. A coin is tossed 400 times and it turns up head 216 times. Discuss whether the coin may be
ep
regarded as unbiased one.

Solution

we set up H0 : coin is unbiased

1 1
ie., p = q = 1- p =
de

2 2

H1 : coin is biased

= 0.05

p' p
Pa

Test statistic Z =
pq
n

216
Here p' ;n 400
400

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0.54 0.5
Z= 1.6
1
600

Table value of Z = 1.96

Conclusion:

p
Since z < 1.96, H0 is accepted at 5% Los

Hence the coin may be regarded as unbiased

Ap
2. In a city of sample of 500 people, 280 are tea drinkers and the rest are coffee drinkers.
Can we assume that both coffee and tea are equally popular in this city at 5% Los.

Solution:

1
we set up H0 : p =
2

ie., the coffee and tea are equally popular

H1 : p
1
z
ep
2

p' p
Test statistic Z =
pq
n

280
Here p'
de

0.56; n 500; p=0.5

500

q = 1-p = 0.5

0.56 0.5
Z= 2.68
0.5 0.5
Pa

500

Conclusion:

Since z > 1.96, H0 is rejected at 5% level

Both type of drinkers are not popular at 5% Los.
3. A manfacturing company claims that atleast 95% of its products supplied confirm to the
specifications out of a sample of 200 prodcuts, 18 are defective. Test the claim at 5% Los.

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Solution
we set up H0 : The proportion of the products confirming to specification is 95%
ie., p = 0.95
H1 : p < 0.95 (one tailed test)
p' p
Z=
pq

p
n
200 18
Here p' 0.91; n 200
200

Ap
p = 0.95 q = 1- p = 0.05
0.91 0.95
Z= 2.595 | Z | 2.595
0.95 0.05
200
Critical value : at 5%Los Z 1.645
Conclusion:
z =2.595 > 1.645, H0 is rejected at 5% Los(Level of significance)
4. A manfacturer claims that only 4% of his products supplied by him are defective.

Solution:
we set up H0 : p = 0.04
z
Sample of 600 products contained 36 defectives. Test the claim of the manufactrer.
ep
H1 : p > 0.04 (one tailed test)
p' p
Test Statistic Z =
pq
n
Here p =0.04 q = 1-p = 0.96
36
de

p' 0.06; n 500

600
0.06 0.04
Z= 2.5
0.04 0.96
600
Critical value :
The table value of Z =1.645 at 5%L.o.s
Pa

Conclusion:
Z = 2.5 > 1.645, H0 is rejected
Manufacturer's claim is not acceptable
Type - IV: Test of significance for Difference of proportion of success in two samples:

To test the significance of the difference between the sample proportions p1' and p2' .

We formulate the null hypothesis H0 : p1 = p2

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ie., the population proportions are equal

The alternative hypothesis is H1: p1 p2

1 1
The standard error of p1' p2' pq
n1 n2

p
x x n1 p1' n2 p2 '
Where p= 1 2
n1 n2 n1 n2

Ap
p1' p2'
The test statistic is Z = N (0,1)
1 1
pq
n1 n2

Problems:
1. If a sample of 300 units of a manufactured product 65 units were found to be defective and in

another sample of 200 units, there were 35 defectives. Is there significant difference in the

proportion of defectives in the samples at 5% Los.

z
ep
Solution:

H0: p1 = p2 (ie., There is no significant difference in the proportion defectives in the samples)

The alternative hypothesis H1: p1 p2

de

Los: = 0.05

p1' p2'
The test statistic is Z =
1 1
pq
n1 n2
Pa

65
p1' 0.22; p 2 ' =0.175
300

100 1 4
p= q
500 5 5

1 1 4 1 1
pq 0.0365
n1 n2 25 300 200

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0.22 0.175
Z= 1.233
0.0365

Critical value :

The table value of Z at 5% Level =1.96

Conclusion:

p
Z < 1.96, H0 is accepted at 5% Los.

Ap
The difference in the porportion of defectives in the samples is not significant

2. A machine puts out 16 imperfect articles in a sample of 500. After the machine is over-hauled

in puts out 3 imperfect articles in a batch of 100. Has the machine improved?

Solution:

H0: Machine has not been improved

ie., H0 : p1 = p2 z
ep
The alternative hypothesis H1: p1 p2 (one-tailed)

Los: = 0.05

p1' p2'
The test statistic is Z =
1 1
pq
de

n1 n2

16
Here p1' 0.032; p 2' =0.03
500

n1 = 500; n 2 =100
Pa

19 581
p= and q
600 600

0.032 0.03
Z= 0.104
19 581 1 1
600 600 500 100

| Z | = 0.104

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Critical value :
The table value of Z for one tailed test Z = 1.645 at 5 Los
Conclusion:
Z < 1.645, H 0 is accepted at 5% Los.

p
The Machine has not improved due to overhaulding.

3. Before an increase in excise duty on tea, 800 perons out of a sample of 1000 persons were

Ap
found to be tea drinkers. After an increse is excise duty. 800 people were tea drinkers in a

sample of 1200 people. Test whether there is a significant decrease in the consumption of

tea after the increase in excise duty at 5% Los

Solution:

H0: the proportion of tea drinkers before and after the increase in excise duty are equal

ie., p1 = p 2 z
ep
H1: p1 p2

Los: = 0.05

p1' p2'
The test statistic is Z =
1 1
pq
de

n1 n2

Here x1 =800; x2 =800; n1 = 1000;

800 800
n 2 =1200; p1' 0.8; p2' = 0.67
1000 1200
Pa

x1 x2 1600 8 3
p= = = q
n1 n2 2200 11 11

1 1 24
pq 0.001 0.0008 0.0189
n1 n2 121

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0.13
Z= 6.88 |Z| 6.88
0.0189

Critical value: At 5% Los 1.645

Conclusion:

Z > 1.645, H0 is rejected.

p
There is a significance decrease in the consumption of tea due to increase in excise duty.

Ap
Type - V: (Test of significance for the difference of S.D’s of two large samples)

Let S1 and S2 be the S.D's of two indepedent samples of sizes n1 and n2 respectively

The null hypothesis H0 : 1 2 ;

ie., the sample S.D's do not differ significantly.

The Alternative Hypothesis H1: 1

z
2
ep
S1 S2
the test statistic is Z = N (0,1) for large 'n'
S.E (S1 S2 )

ie., If 1 and 2 are known,

S1 S2
Z= N (0,1)
de

2 2
1 2
2n1 2n2

(or)If 1 and 2 are not known,

S1 S2
Z=
Pa

S12 S2 2
2n1 2n2

If |Z| > Z , H0 is rejected at % level, otherwise H0 is accepted

Problems:

1. The sample of sizes 1000 and 800 gave the following results

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Mean S.D
Sample I 17.5 2.5
Sample II 18 2.7

Assuming that the samples are indepedent, test whether the two samples may be

regarded as drawn from the universe with same S.D's at 1% Level.

p
Solution:

Ap
We set up H0 : 1 2 ;

ie., two samples maybe regarded as drawn from the universe with same S.D’s

H1 : 1 2

S1 S2
Test statistic Z =
S12 S2 2
2n1 2n2

Here n1 = 1000; n2 =800; S1

z
2.5; S2 = 2.7
ep
2.5 2.7 0.2
Z = =
(2.5)2 (2.7) 2 0.3125 0.455625
2000 1600

| Z | =2.282
de

Critical value :
At 1% Los, the tabulated value is 2.58
Conclusion:
Since Z < 2.58, H 0 is accepted at 1% Los.
The two samples may be regarded as drawn from the universe with the same S.D's
Pa

2. In a survey of incomes of two classes of workers, two random samples gave the following

results. Examine whether the differences between (i) the means and (ii) the S.D's are

significant.

Sample Size Mean annualincome (Rs) S.D in Rs

I 100 582 24

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II 100 546 28

Examine also whether the samples have been drawn from a population with same S.D

Solution:

(i) We set up H0 : 1 2 ;

p
ie., the difference is not significant

H1 :

Ap
1 2

Here it is two tailed test

x1 x 2 582 546
Test statistic Z =
2 2
S1 S2 (24)2 (28)2
n1 n2 100 100

360
Z = =9.76
(24) 2 (28) 2

| Z | = 9.76
z
ep
Critical value :

At 5% Los, the table value of Z is 1.96

Conclusion:
de

Since Z > 1.96, H0 is rejected at 5% Los.

There is a significant difference in the means in the two samples.

(ii) H 0 : 1 2

H1 : 1 2
Pa

Here it is two tailed test

Los: = 0.05

S1 S2 24 28
Test statistic Z =
S12 S2 2 (24)2 (28)2
2n1 2n2 200 200

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40
Z = = 1.53
288 392

| Z | = 1.53

Critical value :

p
At 5% Los, the table value of Z is 1.96

Conclusion:

Ap
Since Z < 1.96, H0 is accepted at 5% Los.

The difference between the sample S.D's is not significant.

Hence we conclude that the two samples have been drawn from population with the same S.D's

3. Two machines A and B produced 200 and 250 items on the average per day with a S.D of

20 and 25 items reply on the basis of records of 50 day's production. Can you regard both

machine's equally efficient at 1% Los. z

ep
Solution:

(i) H 0 : 1 2 ; ie., the two machines aer equally efficient

H1 : 1 2

Los: = 0.05
de

S1 S2
Test statistic Z =
S12 S2 2
n1 n2

n1 =200 50; S2 = 25
Pa

n2 =250 50; S1 20

(20 25) 50 5 50
Z = = 23.57
400 625 1 1.25
400 500

| Z | = 23.57

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Critical value :
At 1% Los, the table value of Z is 2.58

Conclusion:
Since Z > 2.58, H 0 is rejected at 1% Los.

We conclude that the both machines are not equally efficient at 1% Los

p
Small sample Tests (t - Test):
Definition:

Ap
Consider a random sample {x1 ,x 2 ,.....x n }of size 'n' drawn from a Normal population with
2
mean and variance .
n
xi
i 1
Sample mean x
n
2
The unbiased estimate of the pop.variance is denoted as s 2 .
n
( xi x) 2
s2 i 1

n 1
|x
z |
ep
The student's t-statistic is defined as t = n , Where n = sample size
s
The degree of freedon of this statistic
V=n 1

Type I:
de

To test the significance of a single mean (For small samples)

x x
Test Statistic t =
S .D S
n 1 n

s = sample S.D and

Pa

1 ns 2
S2 ( x x)2 (or) S=
n 1 n 1

If the computed value of t is greater than the critical value t ,Ho is rejected

(or) if |t| < t , the null hypothesis Ho is accepted at level.

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1. A machinist is making engine parts with axle diameter of 0.700 inch. A random sample of

10 parts shows a mean diamter of 0.742 inch with a S.D of 0.40. Test whether the work is

meeting the specification at 5% Los

Solution:

p
Given that n =10; x 0.742 inches

ns 2 10 (0.40)2

Ap
= 0.700 inches S= = 0.4216
n 1 9

s = 0.40 inches S = 0.42

Null hypothesis H0 : the product is confirming to specification ie., there is no significant

difference between x and

H0 :

H1 :
0.700inches

0.700inches
z
ep
|x |
Test Statistic t = n =0.316
s

degrees of freedom = n-1 = 9

Table value of t at 5% level = 2.26

de

the product is meeting the specification.

2. Ten individuals are chosen at random from a population and their heights are found to be

in inches 63, 63, 66, 67, 68, 69, 70, 70, 71, 71. In the light of this data, discuss the suggestion
Pa

that the mean height in the universe is 66 inches.

Solution:

x : 63 63 66 67 68 69 70 70 71 71

(x- x)2 : 23.04 23.04 3.24 0.64 0.04 1.44 4.84 4.84 10.24 10.24

x 678 and (x - x)2 81.6

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x 678
x 67.8
n 10

(x - x) 2 81.6
S= 3.011
9 9

Let H 0 : = 66 the mean and height if the universe is 66 inches

p
and H1 : 66
Los = 0.05

Ap
|x | 67.8 66
Test Statistic t = n 10 1.89
s 3.011

Table value of t for 9 d.f at 5% Los is t 0 2.2

Since |t| < t 0 , H0 is accepted at 5% level.

The mean height of universe of 66 is accepted.

Type II: (Test of significance of difference of mean)

x1 x2
z
ep
Test Statistic t =
1 1
S
n1 n2

n1s12 n2 s2 2
Where S2 (or)
n1 n2 2
de

2
( x1 x1 ) 2 ( x2 x 2 )2
S
n1 n2 2

The number of degrees of freedom = V = n1 n2 2

Pa

The calculated value of t is less than the table value of t for d.f = n1 n2 2, H0 is accepted

Otherwise H0 is rejected at the selected Los

1. Two independent samples from normal pop's with equal variances gave the following

results

Sample Size Mean S.D

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1 16 23.4 2.5

2 12 24.9 2.8

Test for the equations of means.

Solution:

p
(i) We set up H0 : 1 2 ; ie., there is no significant difference between their means

H1 : 1 2

Ap
Los: = 0.05

x1 x2 n1s12 n2 s2 2
Test Statistic t = Where S2
1 1 n1 n2 2
S
n1 n2

Given x1 23.4; n1 16; s1 2.5

x2 24.9; n 2 12; s 2 2.8 z

ep
n1s12 n2 s2 2 16(2.5) 2 12(2.8) 2
S2 =
n1 n2 2 16 12 2

100 94.08
= =7.465
26
de

S = 2.732

23.4 24.9
t= = -1.438
1 1
2.732
16 12

| t | = 1.438
Pa

Number of degrees of freedom = n1 n2 2 26

Critical value :

The table value of t for 26 d.f at 5% Los is

t 0.05 2.056

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Conclusion:

Since the calculated value of t is less than table value of t,

H0 is accepted at 5% Los.

There is no significant difference between their means

p
2. Two independent samples of 8 and 7 items respectively had the following values

Sample I : 9 13 11 11 15 9 12 14

Ap
Sample II : 10 12 10 14 9 8 10

Is the difference between the means of the samples significant?

Solution:

We set up H0 : 1 2

H1 : 1 2

Hence it is a two tailed test

z
ep
Los: = 0.05

x1 x2
Test Statistic t =
1 1
S
n1 n2
de

2
( x1 x1 ) 2 ( x2 x 2 )2
Where S
n1 n2 2
Pa

Computation of t:

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d1 ( x1 x1 ) d2 ( x2 x2 )
x1 d1 x1 11.75 d1 2
( x1 x1 ) 2 x2 d2 x2 10.43 d 22 ( x2 x2 ) 2

9 -2.75 7.5625
10 -0.43
0.1849
1.25 1.5625

p
13
12 1.57
2.4649
11 -0.75 0.5625
10 -0.43
0.1849

Ap
11 -0.75 0.5625
14 3.57
12.7449
15 3.25 10.5625
9 -1.43
2.0449
9 -2.75 7.5625
8 -2.43
5.9049
12 0.25 0.0625
10 -0.43
0.1849
14 2.25 5.0625

d1 3.5 d12
z
33.5 d2 0.01 d22 23.7143
ep
6
x1 11 11.75
8
3
x2 10 10.43
7
2
d1 36
de

2 2
( x1 x1 ) d 1 38 33.5
n1 8

2
2 2
d2 9
( x2 x2 ) d2 25 33.5
n2 7

33.5 23.71
Pa

S2 S = 2.097
8 7 2

x1 x2
t=
1 1
S
n1 n2

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11.75 10.43
=
1 1
2.097
8 7

t = 1.218

d.f = 8 + 7 - 2 = 13

p
Critical value:

The table value of t for 13 d.f at 5% level is 2.16

Ap
Conclusion:

Since | t | < 2.16, H0 is accepted

There is no significant difference between the means of the two samples.

Type III:

Testing of significance of the difference in means paired data.

z
When the two samples are of the same sizes and the data are paired
ep
d
the test statistic is t =
S
n
Where d mean of differences

(d d ) 2
and S =
de

n 1
Degrees of freedom = n-1

1. Elevan school boys were given a test in painting. They were given a month's further tution
and a second test of equal difficulty was held at the end of the month. Do the marks give
evidance that the students have beneifit by extra coaching?
Pa

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Boys: 1 2 3 4 5 6 7 8 9 10 11

First Test (marks) 25 23 19 22 21 19 22 21 25 18 20

p
Second test (marks) 26 22 22 19 23 21 24 24 25 22 18

Solution:

Ap
H0 : the student have not been benefited by extra coaching.

ie., The mean of the difference between the marks of the two tests is zero

ie., H0 : d 0

H1: d 0

Los: = 0.05 (or) 5%

the test statistic is t =

d
z
ep
S
n

S. No 1 2 3 4 5 6 7 8 9 10 11
d=x-y -1 1 -3 3 -2 -2 -2 -3 0 -4 2
d-d 0 2 -2 4 -1 -1 -1 -2 1 -3 3
de

2 0 4 4 16 1 1 1 4 1 9 9
d-d

d 11
d 11; d 1
n 11
Pa

2
d-d 50

(d d ) 2 50
S= 5 2.236
n 1 10

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d 1
t=
S 2.236
n 11

1
|t|= 1.48
0.625

p
No. of d.f = 11-1 = 10

Critical value:

Ap
At 5% Los, the table value of t at 10 degree freedom is 1.812

Conclusion:

| t | < 1.812, H0 is accepted at 5% Los.

The students have not been benefited by extra-coaching.

2. The scores of 10 candidates prior and after training are given below,
Prior : 84
After : 90
48
58
36
56
37
49
54
62
z
69
81
83
84
96
86
90
84
65
75
ep
Is the training effective?

Solution:

We set up H0 : the training is not effective

ie., H0 : d 0
de

H1: d 0

d
the test statistic is t =
S
n
Pa

S. No 1 2 3 4 5 6 7 8 9 10
d=x-y -6 -10 -20 -12 -8 -12 -1 10 6 -10
d-d 0.3 -3.7 -13.7 -5.7 -1.7 -5.7 5.3 16.3 12.3 -3.7
2 0.09 13.69 187.69 32.49 2.89 32.49 28.09 265.69 151.29 13.69
d-d

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d 63
d 63; d 6.3
n 10
2
d-d 728.1

p
(d d ) 2 728.1
S= 80.9 8.994
n 1 9

Ap
S 8.994

6.3 6.3
t 2.21
8.994 2.844
10

| t | = 2.21

Degrees of freedom V= n-1 = 10-1 = 9

Critical value:
z
ep
At 5% Los, the table value of t at 9 degree freedom is 2.262

Conclusion:

| t | < 2.262, H0 is accepted at 5% Los.

There is no effective in the training.

de

Variance Ratio Test (or) F-test for equality of variances

This test is used to test the significance of two or more sample estimates of population variance

The F-statistic is defined as a ratio of unbiased estimate of population variance

2
Pa

S2 x1 x1
F = 12 ; Where S12
S2 n1 1

2
x2 x2
S2 2
n2 1

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S12
The distribution of F = 2 S12 S2 2 is given by the following p.d.f
S2

If S12 and S22 are the variances of two sample of sizes n1 and n 2 respectively, the estimate

of the population variances based on these samples are respectively

p
n1s12 n 2s 2 2
S12 ; S2 2
n1 1 n2 1

Ap
d.f V1 = n1 1 &V2 = n2 1

While defining the statistic F, the large oftwo variances is always placed in the numerator and

smaller in the denominator

Test of significance for equality of population variances

Consider two independent R, samples x1 ,x 2 ,.......x n1 & y1 ,y 2 ,.......y n 2 from normal populations
The hypothesis to be tested is

"The population variances are same".

z
ep
2 2
we set up: H0 : 1 = 2

2 2
& H1: 1 2

S12
The test statistic F= 2 S12 S2 2
de

S2

n n
1 2 1 2
S12 xi x and S12 yj y
n1 1 i 1 n1 1 j 1

F distribution with d.f V1 = n1 1 &V2 = n2 1

Pa

Problems:

1. It is known that the mean diameters o rivets produced by two firms A and B are practically the
same but the standard deviations may differ.
For 22 rivets produced by A, the S.D is 2.9 m, while for 16 rivets manufactured by B, the S.D is
3.8 m. Test whether the products of A have the same variability as those of B
Solution:
2 2
H0 : 1 = 2

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ie., variability for the two types of products are same.
Los: = 0.05 (or) 5%
S12
The test statistic F= 2 S12 S2 2
S2
Given, n1 = 22; n 2 = 16
S1 = 2.9; S2 = 3.8

p
n1s12 22(2.9) 2
S12 8.81
n1 1 22 1

Ap
n 2s 2 2 16(3.8)2
S2 2 15.40
n2 1 16 1
S2 2
F = S2 2 S12
S12
15.40
=
8.81
F = 1.748
Number of degrees of freedom are V1 16 1 15

Critical value:
z V2 22 1 21
ep
At 5% Los, the table value of F at d.f (15,21) is F = 2.18
Conclusion:
F< 2.18, H0 is accepted at 5% Los.
Variability for two types of products may be same.
2. Two random samples of sizes 8 and 11, drawn from two normal populations are characterized
as follows
de

Size Sum of observations Sum of square of observations

Sample I 8 9.6 61.52

Sample II 11 16.5 73.26

Pa

You are to decide if the two populations can be taken to have the same variance.

Solution:

Let x and y be the observations of two samples

2 2
we set up: H0 : 1 = 2

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2 2
& H1: 1 2

For sample I

2
2
x2 x
s 1
n n

p
2
61.52 9.6
=
8 8

Ap
= 7.69 (1.2)2 7.69 1.44

s12 6.25

For sample II

2
2
y2 y
s2
n n

=
73.26 16.5
2
z
ep
11 11

= 6.66 (1.5)2 6.66 2.25

s22 4.41
de

n1s12 8(6.25)
S12 7.143
n1 1 7
Pa

n 2s 2 2 11(4.41)
S2 2 4.851
n2 1 10

S2 2
F = S2 2 S12
S12

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7.143
= 1.472
4.851

F = 1.472

Number of degrees of freedom are V1 n1 1 8 1 7

V2 n 2 1 11 1 10

p
Critical value:
The table value of F for (7,10) d.f at 5% Los is 3.14
Conclusion:

Ap
Since | F |<3.14, H 0 is accepted at 5% level
Variances of two populations may be same.
Variability for two types of products may be same.

Chi-Square Test

Definition

z
If Oi (i = 1, 2, . . . . . n) are set of observed (experimental) frequencies and Ei (i 1,2,....n)

are the corresponding set of expected frequncies, then the statistic

ep
2
is defined as

2
n
2 Oi Ei
i 1 Ei

The degree of freedom is v = n 1

de

For fitting Binomial distribution v = n 1

For fitting Poisson distribution v = n 2

For fitting Normal distribution v=n 3

Pa

Chi-square Test of Goodness of fit

2
If the calculated value of is less than the table value at a specified Los.
The fit is considered to be good
otherwise the fit is considered to be poor.
2
Conditions for applying Test

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For the validity of chi-square test of "goodness of fit" between theory and experiment following

Conditions must be satisfied.

(i) The sample of observations should be independent

(ii) Constraints on the cell frequncies. If any, should be linear.
(iii) N, the total frequency should be reasonably large, say greater than 50.

p
(iv) N0 theoretical cell frequency should be less than 5, If any theoretical cell
frequency less than 5, the for application 2 test
It is pooled with the preceeding or succeeding frequency so that the pooled

Ap
frequency is greater than 5 and finally adjust for the d.f lost in pooling.

Problems

1. The following table gives the number of aircraft accident that occured during the various days

of the week. Test whether the acidents are uniformly distributed over the week.

Days : Mon Tue Wed Thu Fri Sat Total

No.of accidents : 14

Solution:
18 12
z
11 15 14 84
ep
We set up H0 : The accidents are uniformly distributed over the week

Los α = 0.05
2
n
2 Oi Ei
Test Statistic
de

i 1 Ei

Under the nul hypothesis,

84
The expected frequency of the on each day = 14
6
Pa

Oi : 14 18 12 11 15 14

Ei : 14 14 14 14 14 14

2 2 2 2 2 2
2 14 14 18 14 12 14 11 14 15 14 14 14
14 14 14 14 14 14

= 1.143 + 0.286 + 0.643 + 0.071

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= 2.143

Number of degrees of freedom V = n 1=7 1=6

Critical value:
2
The tablulated value of at 5% for 6 d.f is 12.59

p
Conclusion:
2
Since < 12.59, we accept the null hypothesis

Ap
We conclude that the accidents are uniformly distributed over the week.

2. The theory predicts the population of beans in the four groups A, B , C and D should be

9:3:3:1. In an experiment among 1600 beans, the number in the four groups were 882, 313,
287 and 118. Does the experimental result support the theory?

Solution:

We set up the null hypothesis z

ep
H0 : The theory fits well into the experiment

ie., the experimental results supports the theory

Total Number of beans = 1600

Divide these beans in the ratio 9:3:3:1

de

To calculate the expected frequencies

9
E(882) = 1600 900
16

3
E(313) = 1600 300
Pa

16

3
E(287) = 1600 300
16

1
E(118) = 1600 100
16

Oi : 882 313 287 118

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Ei : 900 300 300 100

2
n
2 Oi Ei
Test Statistic
i 1 Ei

2 2 2 2
2 882 900 313 300 287 300 118 100

p
900 300 300 100

= 0.36 + 0.563 + 0.563 + 3.24

Ap
2
= 4.726

Critical Value:

2
The table value of at 5% for 3 d.f is 7.815

Conclusion:

2
Since < 7.815, H0 is accepted at 5% Los.
z
We conclude that there is a very good correspondent between theory and experiment
ep
3. 4 coins were tossed 160 times and the following results were obtained.

No. of heads : 0 1 2 3 4

Frequency : 19 50 52 30 9 160

0 50 104 90 36 280
de

2
Test the goodness of fit with the help of on the assumption that the coins are unbiased

Solution:

We set up, the null hypothesis, the coins are unbiased:

Pa

1
The probability if getting the success of heads is p =
2

1
q = 1- p =
2

When 4 coins are tossed, the probability of getting 'r' heads is given by,

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P(x = r) = n Cr pr q n-r ; r = 0, 1, 2, 3, 4

r 4-r
1 1
= 4Cr
2 2

4
1
= 4Cr

p
2

1
P(x = r) 4C r r = 0, 1, 2, 3, 4

Ap
16

1
The expected frequencies of getting 0, 1, 2, 3, 4 heads are given by 1604Cr
16

= 104Cr , r = 0, 1, 2, 3, 4

= 10, 40, 60, 40, 10

Oi

Ei
: 19

: 10
50

40
52

60
30

40
9

10
z
ep
26 48 43 26 12
2
n
2 Oi Ei
Test Statistic
i 1 Ei

2 2 2 2 2
de

2 19 10 50 40 52 60 30 40 9 10
10 40 60 40 40

= 8.1 + 2.5 + 1.067 + 2.5+0.1

2
= 14.267
Pa

D.f V= n-1=5-1=4

Critical value:
2
The table value of for 4 d.f at 5% Los is 9.488

Conclusion:
2
Since > 9.488, H 0 is rejected at 5% Los

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The coins are biased

4. The follwoing table shows the distribution of goals in a football match

No. of goals : 0 1 2 3 4 5 6 7

No. of mistakes : 95 158 108 63 40 9 5 2

p
Fit a poisson distribution and test the goodness of fit.

Solution:

Ap
Fitting of poisson distribution

x: 0 1 2 3 4 5 6 7

f : 95 158 108 63 40 9 5 2

fx 812 and f 480

x
fx
f
812
480
1.7 z
ep
The expected frequencies are computed by

1.7
e (1.7) r
= 480 r = 0, 1, 2, 3, 4, 5, 6, 7
r!

= 88, 150, 126, 72, 30, 10, 3, 1

de

We set up H0 : The fit is good

2
n
2 Oi Ei
Test Statistic
i 1 Ei

Oi : 95 158 108 63 40 9 5 2
Pa

16

Ei : 88 150 126 72 30 10 3 1
14

2 2 2 2 2 2 2
2O E 95 88 158 150 108 126 40 30 16 14 63 72
=
E 88 150 126 30 14 72
= 0.56 + 0.43 + 2.57 + 3.33 + 1.12 +0.29

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2
= 8.30

Number of degrees of freedom V= n-2 = 6 - 2 =4

Critical value:
2
The table value of at 5% Los for 4 d.f is 9.483

p
Conclusion:
2
Since < 9.483, H 0 is accepted at 5% Los.

Ap
The fit is good

2
5. Apply the test of goodness of fit to the follwoing data

Oi : 1 5 20 28 42 22 15 5 2

Ei : 1 6 18 25 40 25 18 6 1

Solution:

H0 : The fit is good

z
ep
= 0.05 (or) 5%

Oi : 1 5 20 28 42 22 15 5 2
6 7

Ei : 1 6 18 25 40 25 18 6 1
7 7
de

n=7
2
n
2 Oi Ei
Test Statistic
i 1 Ei
2 2 2 2 2 2 2
6 7 20 18 28 25 42 40 22 25 15 18 7 7
Pa

7 18 25 40 25 18 7

= 0.143 + 0.222 + 0.36 + 0.1 + 0.36 +0.5 +0

2
= 1.685

d.f V= n-1 = 7 - 1 = 6

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Critical value:
2
At 5% Los, the table value of for 6 d.f is 12.592

Conclusion:
2
Since <12.592, H0 is accepted at 5% Los.

p
The fit is good
6. The follwoing table shows the number of electricity failures in a town for a period of 180 days
Failures : 0 1 2 3 4 5 6 7

Ap
No. of days : 12 39 47 40 20 17 3 2

2
Use , examine whether the data are poisson distributed.

Solution:

Fitting of poisson distribution

x:

f : 12
0

39
1 2

47
3

40
4

20
z 5

17
6

3
7

2
ep
fx : 0 39 94 120 80 85 18 14

fx 450 and f 180

fx 450
x 2.5
de

f 180

The expected frequencies are computed by

2.5
e (2.5) r
= 180 r = 0, 1, 2, 3, 4, 5, 6, 7
r!
Pa

Ei = 15, 37, 46, 38, 24, 12, 5, 2

r = 0 1 2 3 4 5 6 7

We set up H0 : The fit is good

Oi : 12 39 47 40 20 17 3 2
5

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Ei : 15 37 46 38 24 12 5 2
7

2
Test Statistic

2 2 2 2 2 2 2
2 12 15 39 37 47 46 40 38 20 24 17 12 5 7
15 37 46 38 24 12 7

p
= 0.6 + 0.108 + 0.022 + 0.105 + 0.667 +2.083+0.5+1

Ap
2
= 4.156

d.f V = n-1 = 7 - 1 = 6

Critical value:
2
At 5% Los, the table value of for 6 d.f is 12.592

Conclusion:

Since 2
< 12.592, H0 is accepted at 5% Los.
z
ep
The fit is good

Test for Independence of Attributes

Attribute A

A1 A2 ................A j .................. At Total

de

Attribute B1 O11 O12 ................O1j.................. O1t (B1 )

B B2

.
Pa

Bi Oi1 Oi 2 ................Oij.................. Oit (Bi )

. .

. .

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Bs Os1 Os 2 ................Osj.................. Ost (Bs )

Total (A1 ) (A2 )................(Ai ).................(At ) N

Attribute A
A1 A 2 ................A j .................. A t Total

p
Attribute B1 O11 O12 ................O1j.................. O1t (B1 )
B B2
.

Ap
.
.
Bi O i1 Oi 2 ................O ij.................. Oit (Bi )
. .
. .
. .
Bs O s1 O s 2 ................O sj.................. O st (B s )
Total

Such a table is called (s

(A1 )
z
(A 2 )................(A i ).................(A t )

t) consistency table
N
ep
Here, N Total Frequency

Oij Observed frequency of (i, j)th cell

The expected frequency eij obtained by the rule

de

row total Bi Column total A j

eij Where i = 1, 2, 3 ....... s
N

j = 1, 2 ........... t

Degrees of freedom associated with s t consistency table = (s - 1) (t - 1)

Pa

Chi-square table for 2 2 consistency table

a b 2
In a 2 2 consistency table where in the frequencies are , the value of is
c d

2 (a b c d )(ad bc)2
(a b)(a c)(c d )(b d )

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Problems :

1. An opinion poll was conducted to find the reaction to a proposed civic reform in 100 members

of each of the two political parties theinformation is tabulated below

Favorable Unfavorable Indifferent

Party A 40 30 30

p
Party B 42 28 30

Ap
Test for Indepedence of reduction with the party affiliations.

Solution:

We set up H0 : Reactions and party affiliations are independent

The expected frequencies are calculated by

Total

40

42
30

28
30

30
z 100

100
ep
Total 82 58 60 200

Favorable Unfavorable Indifferent

82 100 58 100 60 100

Party A 41 29 30
200 200 200
de

82 100 58 100 60 100

Party B 41 29 30
200 200 200
2
Test Statistic
Pa

2
n
2 Oi Ei
i 1 Ei

Oi : 40 30 30 42 28 30

Ei : 41 29 30 41 29 30

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2 2 2 2 2 2
2 40 41 30 29 30 30 42 41 28 29 30 30
41 29 30 41 29 30

= 0.024 + 0.024 + 0.034 + 0.034

2
= 0.116

p
Number of degrees of freedom =(2-1)(3-1) = 2

Critical value:

Ap
2
At 5% Los, the table value of for 2 d.f is 5.99

Conclusion:
2
Since < 5.99, H0 is accepted at 5% Los.

The independence of reactions with the party affiliations may be correct.

2. In a locality 100 persons were randomly selected and asked about their educational

achievements. The results are given below.

z
ep
Education
Middle High School College
Male 10 15 25
Female 25 10 15
Can you say that education depends on sex?

3. The following table gives the classification of 100 workers according to sex and the nature
de

of work. Test whether nature of work is independent of the sec of the worker.

Skilled Unskilled Total

Male 40 20 60
Pa

Sex Female 10 30 40

Total 50 50

Solution:

H0 : Nature of work is independent of the sex of the worker

Under H0 , the expected frequencies are

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60 50 60 50
E(40) = 30; E(20) = 30
100 100

40 50 40 50
E(10) = 20; E(30) = 20
100 100
2
Test Statistic

p
2
n
2 Oi Ei
i 1 Ei

Ap
Oi : 40 20 10 30

Ei : 30 30 20 20

2 2 2 2
2 40 30 20 30 10 20 30 20
30 30 20 20

= 3.333 + 3.333 + 5 + 5
2
= 16.67
z
ep
Number of degrees of freedom =(2-1)(2-1) = 1

Critical value:
2
The table value of at 5% Los, for 1 d.f is 3.841
de

Conclusion:
2
Since > 3.841, H0 is rejected at 5% Los.

We conclude that the nature of work is dependent on sex of the worker.

4. From the following data, test whether there is any association between intelligency and
Pa

economics conditions

Intelligences
Excellent Good Medium Dull Total
Economic Good 48 200 150 80 478
Conditions Not Good 52 180 190 100 522
Total 100 380 340 180 1000

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Solution:

H0 : There is no association between intelligency and economic conditions.

Los : = 0.05 (or) 5%

Under H0 , the expected frequencies are obtained as follows

p
100 478 100 522
E(48) = 47.8; E(52) = 52.2
1000 1000

Ap
380 478 380 522
E(200) = 181.64; E(180) = 198.36
1000 1000

478 340 340 522

E(150) = 162.52; E(190) = 177.48
1000 1000

180 478 180 522

E(80) = 86.04; E(100) = 93.96
1000 1000

Oi : 48 200 150 80
z
52 180 190 100
ep
Ei : 47.8 181.64 162.52 86.04 52.2 198.36 177.48 93.96

2
Test Statistic

2
n
2 Oi Ei
de

i 1 Ei

2 2 2 2 2
48 47.8 150 162.52 52 52.2 190 177.48 200 181.64
47.8 162.52 52.2 177.48 181.64
Pa

2 2 2
80 86.04 180 198.36 100 93.96
86.04 198.36 93.96

= 0.0008 + 0.9645 + 0.0008 + 0.8832+1.8558+0.4240+1.6994+0.3883

2
= 6.2168

Number of degrees of freedom = (s-1)(t-1) = (2-1)(4-1) = 3

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Critical value:
2
The table value of at 5% Los for 3 d.f is 7.815

Conclusion:
2
Since < 7.815, H0 is accepted at 5% Los.

p
We conclude that there is no association between intelligency and economic conditions

5. From the following data, test the hypothesis that the flower color is independent of flatness

Ap
of leaf

Flat leaves Curved leaves Total

White Flowers 99 36 135
Red Flowers 20 5 25
Total 119 41 160

Solution:
z
We set up: H0 : flower color is independent of flatness of leaf. Los =0.05 (or) 5%
ep
The given probelm is a 2 x 2 consistency table

2
we use the formula to find is

2 (a b c d )(ad bc)2
(a b)(a c)(c d )(b d )
de

Here, a = 99; b = 36; e = 20; d=5

2 160(495 720)2 160(50625)

(135)(119)(25)(41) 16, 466,625
Pa

2
= 0.4919

Number of degrees of freedom = (s-1)(t-1) = (2-1)(2-1) = 1

Critical value:
2
The table value of at 5% Los for 1 d.f is 3.841

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Conclusion:
2
Since < 3.841, H0 is accepted at 5% Los.

Flower colour is independent of flatness of leaf.

Test for single variance

p
Chi-square test for population variance
2 2
In this method, we set up the null hypothesis H0 : 0 (with a specified variance)

Ap
2 ns 2
The test statistic 2

Where n = sample size

s = sample variance

= population variance

Note: z
ep
If the sample size n is large (>30)

2
The test statistic z= 2 2n 1 ~ N (0,1)

We use the usual normal test.

1. A random sample of size 9 from a normal population have the following values 72, 68, 74, 77,
de

61, 63, 63, 73, 71. Test the hypothesis that the population variance is 36.

Solution:
2
Null hypothesis H0 : 36
Pa

2
Alternative hypothesis H1: 36

Los : 0.05 (or) 5%

2 ns 2
The test statistic 2

x : 72 68 74 77 61 63 63 73 71

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x 622
x 622; x 69.11
n 9
x x : 2.9 -1.1 4.9 7.9 -8.1 -6.1 -6.1 3.9 1.9

2
x x : 8.41 1.21 24.01 62.41 65.61 37.21 37.21 15.21 3.61

p
2
x x 254.89

Ap
2 ns 2 254.89
2
7.08
36

d. f n-1 = 9-1 = 8

Critical value:
2
The table value of for 8 d.f at 5% Los is 15.51

Conclusion:

Since 2
< 15.51, H0 is accepted at 5% Los.
z
ep
We conclude that the hypothesis of population variance is 36 is accepted

2. Test the hypothesis that 10, given that s = 15 for a random sample of size 50 from a

normal population
de

Solution:

Null hypothesis H0: 10

Alternative hypothesis H1: 36

We are given n = 50; s = 15

Pa

2 ns 2 50 225
2
= 112.5
100

2
Since 'n' is large (n > 30, the test statistic z = 2 2n 1

= 225 99 15 9.95

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z = 5.05

This statistic z follows N(0,1)

Critical value:

At 5% Los, the table value of z is 3

p
Conclusion:

Since | z | > 3, H0 is rejected.

Ap
We conclude that 10

3. The standard deviation of the distribution of times taken by 12 workers for performing a Job

is 11 sec. Can it be taken 1 as a sample from a popualation whose S.D is 10 sec.

Solution:

Let H0: 10

ie., the population standard deviation

z 10
ep
H1: 10

Los : 0.05 (or) 5% Los

Given n = 12; s = 11
de

The test statistic is

2 ns 2
2

12 121
= 14.52
100
Pa

2
14.52

Degrees of freedom = n - 1 = 12 - 1 = 11

Critical value:
2
The table value of for 11 d.f at 5%Los is 19.675.

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Conclusion:
2
Since < 19.675, H0 is accepted at 5% level

The S.D of the time element is 10 sec is supported.

ie., the population standard deviation 10

p
Ap
z
ep
de
Pa

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NUMERICAL METHODS
Padeepz App
UNIT-III

Solution Of Equation And Eigen Value Problems Algebraic Equation.

If f(x) is a polynomial, then the equation f(x) = 0 is called an algebraic equation.

Ex: x3 4 x 3 0 ; x2 4 0

Transcendental equation:

p
Equation which involves transcendental of functions like sin x,cos x, tan x,log x ,
e x etc., are called transcendental equation

Ap
Ex: ex 2 0, log x 4cos x 12

Location of Roots:

The following results helps us to locate the interval in which the roots of f ( x) 0
“If f ( x) is a continuous function in the interval (a, b) and if f (a) and f (b) have opposite
signs, then the equation f ( x) 0 has at least one real root lying in the interval (a, b) ”.
z
The following methods are used for solving algebraic and transcendental equations.
ep
(i) Fixed point iteration X g ( x) method (or) method of successive approximation

Newton’s Method (or Newton – Raphson methods)

f ( xn )
Formula, xn 1 xn , n 0,1, 2....
f ' ( xn )
de

If we choose the initial approximation x o close to the root then we get the root of the
equation very quickly.

If the initial approximation to the root is not given then we can find any two values of x
say a and b such that f (a) & f (b) are of opposite sign.
Pa

If f (a) f (b) then ‘ a ’ is taken as the first approximate to the root.

Newton’s method is also referred to as the method of tangents

2
Condition for convergent is f ( x). f "( x) f '( x)

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1. Find the +ve root of x4 x 10 correct to three decimal places using Newton Raphson
Method. Padeepz App
Solution:

Let f x = x 4 - x -10

f ' (x) = 4x3 -1

f (1) =1-1-10 = -ve

p
f (2) = 24 -2-10=16-2-10= 4(+ve)

A root lies between 1 and 2

Ap
Take x0 2

f ( xn )
Formula xn 1 xn
f '( xn )

f ( x0 )
x1 x0
f '( x0 )

2
f (2)
f '(2) z
ep
24 2 10
2
4(2)3 1

24 2 10
2
4(2)3 1
de

4
2
31

1.8709

x1 1.871(Correct to3decimal places)

Pa

f ( x1 )
x2 x1
f '( x1 )

f (1.871)
1.871
f '(1.871)

(1.871) 4 1.871 10
1.871
4(1.871)3 1

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0.3835
1.871
25.199 Padeepz App
x2 1.856

f ( x2 )
x3 x2
f '( x2 )

f (1.856)
1.856
f '(1.856)

p
(1.856)4 1.856 10
1.856
4(1.856)3 1

Ap
0.010
1.856
24.574

x3 1.856

The better approximate root is 1.856

z
2. Find the real +ve root of 3x cos x 1 0 by Newton’s method to 6 decimal place

Solution:
ep
Let f x =3x -cos x -1

f (x) = 0 1 1 2 ( ve)

f (1) = 3-cos1-1 = 2 cos1

de

=1.459698 (+ve)

The root lies between 0 and 1

f (0) f (1)

Hence the root is nearer to 1

Pa

x0 0.6

f ( xn )
xn 1 xn
f '( xn )

f ( x0 )
x1 x0
f '( x0 )

f (0.6)
0.6
f '(0.6)
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3(0.6) cos(0.6) 1
0.6
3 sin (0.6) Padeepz App

0.6 ( 0.607101)

x1 0.607108

f ( x1 )
x2 x1
f '( x1 )

p
3( 0.607108) cos ( 0.607108) 1
0.607108
3 sin 0.607108

Ap
0.607108 (0.000006)

x2 0.607102

f ( x2 )
x3 x2
f '( x2 )

f (0.607102)
x3 0.607102
f '(0.607102)

0.607102
z
3( 0.607102) cos ( 0.607102) 1
ep
3 sin 0.607102

0.607102 (0.0000004)

x3 0.607102

Here x2 x3 0.607102
de

The root is 0.607102 correct to six decimal.

3. Solve by Newton’s method, a root of ex 4x 0

Solution:
Pa

Let f x = e x - 4x

f ' (x) = e x - 4

f (0) = e0 -4(0) = 1( ve)

f (1) = e1 - 4(0)=-1.2817(-ve)

One root lies between 0 and 1

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f (0) f (1)
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Hence the root is nearer to 0

Let x0 0.3

f ( xn )
xn 1 xn
f '( xn )

f ( x0 )
x1 x0

p
f '( x0 )

f (0.3)
0.3

Ap
f '(0.3)

e0.3 4(0.3)
0.3
e0.3 4

0.1499
0.3
2.650

x1 0.3566

x2 x1
f ( x1 )
f '( x1 )
z
ep
f (0.3566)
0.3566
f '(0.3566)

e0.3566 4(0.3566)
0.3566
e0.3566 4
de

x2 0.3574

f ( x2 )
x3 x2
f '( x2 )

f (0.3574)
Pa

0.3574
f '(0.3574)

e0.3574 4(0.3574)
0.3574
e0.3574 4

x3 0.3574

Here, x2 x3 0.3574

Hence the root is 0.3574

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4. Find a root of x log10 x 1.2 0 by N.R method correct to three or four decimal places
Padeepz App
Solution:

Let f ( x) x log10 x 1.2

log10 log10 x

f ( x) log10 e log10 x

f (1) log10 1 1.2 1.2 ve

p
f (2) 2log10 2 1.2 0.598 ve

Ap
f (3) 3log10 3 1.2 0.231 ve

f (2) f (3)

a root lies between 2 and 3 and all it is nearer to 3.

f ( xn )
xn 1 xn
f '( xn )

x1 x0
f ( x0 )
f '( x0 ) z
ep
f (2.7)
2.7
f '(2.7)

2.7 log10 2.7 1.2

2.7
log10 e log10 2.7

0.035
de

2.7
0.867

0.035
2.7
0.867

x1 2.740
Pa

f ( x1 )
x2 x1
f '( x1 )

(2.74) log10 2.74 1.2

2.740
log10 e log10 2.74

0.0006
2.74
0.872

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x2 2.740
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The revised root is 2.740

1. Find an iterative formula to find the reciprocal of a given number N and hence find the
1
value
19
Solution:

p
1 1 1 1
Let x = N= x- =0 N=
N x N x

Ap
1
f(x) = -N
x

-1
f '(x) =
x2
f ( xn )
xn 1 xn
f '( xn )

xn
1
xn
1
N z
ep
xn 2

1
xn xn 2 N
xn

xn 2 xn Nxn 2
de

1
xn+1 = xn (2-Nxn ) is the iterative formula to find ,take N=19 further
19
1
0.05 take x 0 = 0.05 .
20
Pa

x1 0.0525

x2 0.0526

x3 0.0526

The reciprocal of 19. Correct to 4 decimal place is 0.0526.

1 N
2. Show that the iteration formula for finding the square root of N is xn 1 xn and
2 xn
hence find the value of 15
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Solution:
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Let x N

x2 N x2 N 0

f ( x) x2 N

f '( x) 2x

f ( xn )

p
Newton's fomula is x n 1 xn -
f '( xn )

( xn 2 N )

Ap
xn 1 xn -
2 xn

2 xn 2 xn 2 N
2 xn

xn 2 N
2 xn

xn 1
1
2
xn
N
xn
; n 0,1, 2,... z
ep
Tofind 15 :

The initial approximation is x0 3.5

Taking N = 15, the successive approximations are

1 15
de

x1 3.5 x1 3.893
2 3.5

1 15
x2 3.893 x 2 3.873
2 3.893

1 15
x3 3.873 x 3 3.873
Pa

2 3.873

The square root of 15, correct to 3 decimal places is 3.873

Solution Of Linear Algebraic Equation:

There are two types of methods to solve simultaneous linear algebraic equations.

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1. Direct Method
i) Gauss Elimination Method
Padeepz App

ii) Gauss Jordon Method

2. Indirect Method (Or) Iterative Method
i) Gauss Seidel Method
ii) Gauss Jacobi Method

p
Solution Of Linear System By Direct Method:
Type – I

Ap
Gauss Elimination Method:
Gauss Elimination Method is a direct method which consists of transforming the given
system of simultaneous equations to an equivalent upper triangular system. From this system the
required solution can be obtained by the method of each substitution.

Working Rules:
Consider the system of eqns. AX B

a11 x1 a12 x2 a13 x3 b1

z
ep
a21 x1 a22 x2 a23 x3 b2

a31 x1 a32 x2 a33 x3 b3

Step: 1
From the augmented matrix
de

a11 a12 a13 b1

a21 a22 a23 b2
a31 a32 a33 b3

Step 2:
Pa

Reduce to upper triangular matrix

a11 a12 a13 b1

ie., 0 a22 a23 b2
0 0 a33 b3

Here, a11, a22 , a33 0 . This element is also called pivot element

Step 3:
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By using back substitutions we get the values of x, y, & z

Note:
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1. The first equation is called the pivotal equation.

2. The leading coefficient a11 is called the first pivot element or key element.

Problems based on gauss elimination method

1. Solve the following system 2 x y 3,7 x 3 y 4 by G.E Method

p
Solution:
Given, 2 x y 3

Ap
7x 3y 4

This equation is of the form AX B

The augmented matrix is

2 13
A, B
7 3 4

~
2
0
1
13 13
3
R2 2 R2 7 R1
z
ep
2x y 3

13 y 13

By back substitution, from From 2 13 y 13 y

de

y 1

subs. y = 1 in (1) we get

2x +1= 3

2x = 2
Pa

x =1

Hence the solution is

x =1

y =1

2. Solve by Gauss-Elimination method the equation

2x y 4z 12
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8x 3y 2z 20
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4x 11y z 33

Solution:
Given system is equivalent to,

2 1 4 x 12
8 3 2 y 20
4 11 1 z 33

p
The augmented matrix is

Ap
2 1 4 12
(A,B) 8 3 2 20
4 11 1 33

2 1 4 12
~ 0 7 14 28 R2 R2 4 R1 , R3 R3 2 R1
0 9 9 9

2 1
~ 0 1
4 12
2 4 R2
R2
7
z
, R3
R3
9
,
ep
0 1 11

2 1 4 12
~ 0 1 2 4 R3 R3 R2
0 0 3 3
de

By Back Substitution method

3z 3

z 1

y 2z 4
Pa

y 2 4

y 2

2x y 4z 12

2x 2 4 12

x 3

Hence the solution

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x=3 ; y=2 ; z =1
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2. Using gauss – Elimination method, solve the system
3.15x - 1.96y + 3.85z = 12.95
2.13x + 5.12y - 2.89z = -8.61
5.92x + 3.05 + 2.15z = 6.88

Solution:

p
Given system is equivalent is

3.15 1.96 3.65 x 12.95

Ap
2.13 5.12 2.89 y 8.61
5.92 3.05 2.15 z 6.88

AX B

The augmented matrix is

3.15 1.96 3.85 12.95

(A , B) 2.13 5.12 2.89 8.61
5.92

3.15 1.96
3.05 2.15 6.88

3.85
z
12.95
ep
~ 0 20.3028 17.304 54.705 R2 3.15 R2 2, R3 3.15 R3 5.92
0 21.2107 16.0195 54.992

3.15 1.96 3.85 12.95

~ 0 20.3028 17.304 54.705 R3 20.302 R3 21.21071
de

0 0 41.7892 43.8398

by back substitution method

41.7892 z 43.8398

z 1.049
Pa

20.3028 y 17.304 z 54.705

20.3028y 17.304(1.049) 54.705

y 1.800

3.15x 1.96( 1.8) 3.85 (1.049) 12.95

x 1.709

Hence thesolution is
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x 1.709
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y 1.800

z 1.049

Homework
1.4 x 3 y 11,3x 2 y 4( x 2, y 1)

2. x y z 1, 3x 2 y 3z 6, 2 x 5 y 4 z 5( x 2, y z 6)

p
3.10 x 2 y 3z 23, 2 x 10 y 5z 33,3x 4 y 10 z 41 ( x 1, y 2, z 3)

TYPE-II

Ap
Gauss Jordon Method
This method is a modification of the gauss elimination method. In this method we reduce
the augmented matrix into a diagonal matrix (or) unit matrix.

Working Rule:
Consider the system of eqns. AX B

a11 x1 a12 x2 a13 x3 b1

a21 x1 a22 x2 a23 x3 b2

z
ep
a31 x1 a32 x2 a33 x3 b3

1) Solve the following system by G.E Method

5x1 x2 x3 x4 4
de

x1 7 x2 x3 x4 12

x1 x2 6x3 x4 5

x1 x2 x3 4x4 6

Solution:
Pa

The given system is of the form is

AX B

The augment matrix of the given system is

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1 1 1 4 6
1 7 1 1 12Padeepz App
( A / B)
1 1 6 1 5
5 1 1 1 4

1 1 1 4 6
0 6 0 3 13 1 1 5
~ R2 R2 R1 , R3 R3 R1 , R4 R4 R1
0 0 5 3 1 1 1 1
0 4 4 19 34

p
1 1 1 4 6
0 6 0 3 18 4

Ap
~ R4 R4 R2
0 0 5 3 1 6
0 0 4 21 46

1 1 1 4 6
0 6 0 3 18
4
~ 0 0 5 3 1 R4 R4 R3
5
117 234
0 0 0

By back substitution method

5 5
z
ep
x1 x2 x3 4x4 6

6 x2 0x3 3x4 18

5x3 3x4 1
de

117 x4 234
5 5

x4 2

5 x3 6 1
Pa

5x3 5 x3 1

6 x2 6 18

6x2 12 x2 2

x1 2 1 8 6

x1 6 9 2

x1 1
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TheSolution is
Padeepz App
x1 1

x2 2

x3 1

x4 2

Gauss Jordon Method

p
1. Solve by gauss Jordan method

3x 4 y 5z 18; 2 x y 8 z 13;5 x 2 y 7 z 20

Ap
Solution:

The given is of the form is AX B

The augmented matrix of the given system is

3 4 5 18
( A / B) 2 1 8 13
5

1 5
2 7 20

3 5
z
ep
~ 2 1 8 13 R1 R1 R2
5 2 7 20

1 5 3 5
2 5
~ 0 11 14 3 R2 R2 R1 , R3 R3 R1
1 1
de

5 27 22 5

1 5 3 5
14 3 R2
~ 0 1 R2
11 11 11
5 27 22 5
Pa

37 70
1 0
11 11
14 3 5R2 27 R2
~ 0 1 R1 R1 , R3 R3 ,
11 11 1 1
136 136
0 0
11 11

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37 70
1 0
11 11 Padeepz App
14 3 R3
~ 0 1 R3
11 11 136
0 0 1 1 11

1 0 13
37 R3 14 R3
~ 0 1 01 R1 R1 , R2 R2 ,

p
11 11
0 0 11

TheSolution is x 3, y 1, z 1

Ap
2. Solve by gauss Jordan method

2x1 7 x2 4x3 9; x1 9x2 6x3 1 ; 3x1 8x2 5x3 6

Solution:
The given is of the form is AX B

The augmented matrix of the given system is

2 7 4 9
z
ep
( A / B) 1 9 61
3 8 5 6

1 9 61
~ 2 7 4 9 R1 R2
de

3 8 5 6

1 9 6 1
2 3
~ 0 25 16 7 R2 R2 R1 , R3 R3 R1
1 1
0 35 13 9
Pa

6 88
1 0
25 25
9 35
~ 0 25 16 7 R1 R1 R2 , R3 R3 R2
25 25
47 94
0 0
5 5

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100
1 0 0 25 Padeepz App
6 5 5
~ 0 25 0 25 R1 R1 R3 , R2 R2 16 R3
25 47 47
47 94
0 0
5 5

1 0 04
R2 R3
~ 0 1 0 1 R2 , R3
25 47
0 0 12

p
5
The solution is

Ap
x 4 ; y 1; z 2.

or

x1 3 ; x2 1 ; x3 2.

Gauss Jacobi Method

value are
z
If x 0 , y 0 , z 0 are the initial values of x, y, z respectively, then the first iteration
ep
1
x1 (d1 b1 y 0 c1 z 0 )
a1

1
y1 (d2 a2 x 0 c2 z 0 )
b2
de

1
z1 (d3 a3 x 0 b3 y 0 )
c3

Again using first Iteration value following System the Second Iteration Value are

1
x2 d1 b1 y 1 c1 z 1
a1
Pa

1
y2 d2 a2 x 1 c2 z 1
b2

1
z2 d3 a3 x 1 b3 y 1
c3

Proceeding in the same way if the r th iterates are x(r),y(r),z(r) then the iteration for this method is

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1 1
xr d1 b1 y r c1 z r
a1 Padeepz App

1 1
yr d2 a2 x r c2 z r
b1

1 1
xr d3 a3 x r b3 y r
a1

p
The iteration is stopped when the values x, y, z respectively with the desired degree of
accuracy .

1. Solve the Following System by Gauss-Jacobi Method

Ap
10x-5y-2z=3; 4x-10y+3z=-3; x+6y+10z=-3
Solution:

10 5 2
A 4 10 3 is Diagonally dominant
1 6 10

Since

|10|>|-5|+|-2|;
z
ep
|-10|>|4|+|3|;

|10|>|1|+|6|

By Gauss Jacobi Iteration Process is

1
x= 3+5y+2z
de

10

1
y= 3+4x+3z
10

-1
z= 3+x+6y
10
Pa

Initial Values of [ x 0 , y 0 , z 0 ] (0,0,0) the Successive iteration value are

Iteration 1 1 1
x (3 5 y 2 z ) y (3 4 x 3z ) z (3 x 6 y )
10 10 10

1 0.3 0.3 -0.3

2 0.39 0.33 -0.57

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3 0.363 0.303 -0.537
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4 0.3441 0.2841 -0.5181

5 0.3384 0.2822 -0.5048

6 0.3401 0.2839 -0.5032

7 0.3413 0.2851 -0.5044

8 0.3416 0.2852 -0.5052

p
9 0.3416 0.2851 -0.5052

Ap
The Solution is x = 0.342; y = 0.285; z = - 0.505

2. Solve By Gauss Jacobi method the following System

28x 4 y z 32; x 3 y 10 z 24; 2 x 17 y 4 z 35

Solution:
Rearranging the Given System as
28 x 4 y z

x 3 y 10 z 24
32 z
ep
2 x 17 y 4 z 35

28 4 1
The Coefficient matrix is A= 2 17 4 is diagonally dominant
1 3 10
de

Solve for x , y, z we have

1
x [32 4 y z ]
28

1
Pa

y 35 2 x 4 z
17

1
z 24 x 3 y
10

Initial Iteration Values Of (x, y, z) = (0, 0, 0)

The Successive iteration Values are

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Iteration 1 1 1
x (32 4 y z ) y (35 2 y 4 z ) z (24 x 3 y)
28 Padeepz
17 App 10

1 1.143 2.059 2.400

2 0.934 1.360 1.668

3 1.008 1.556 1.899

4 0.988 1.493 1.852

p
5 0.995 1.512 1.853

6 0.993 1.506 1.847

Ap
7 0.994 1.507 1.849

8 0.994 1.507 1.849

The Solution is x = 0.994 ; y = 1.507; z = 1.849;

3. Solve the following Equation using Jacobi’s Iteration Method

20 x y 2 z 17;3x 20 y z 18; 2 x 3 y 20 z 25

Solution:
The Coefficient matrix is
z
ep
20 1 2
A= 3 20 1 is Diagonally Dominant
2 3 20

Solve for x, y, z we have

de

1
x= [17-y+2z]
20

1
y= [-18-3x+z]
20
Pa

1
z= 25-2x+3y
20

Initial Iteration Values are (x, y, z) = (0, 0, 0)

The successive values are

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Iteration 1 1 1
x [17 y 2 z ] y [ 18 3x z ] z [25 2 x 3 y ]
20 Padeepz
20 App 20

1 0.850 -0.900 1.250

2 1.020 -0.965 1.030

3 1.00125 -1.0015 1.00325

4 1.000425 -1.00025 0.99965

p
5 0.9999 -1.00008 0.9999

6 0.9999 -0.9999 0.9999

Ap
7 1.000 -1.000 1.000

The Solution is X=1 ; Y= -1 ; Z=1

Indirect method (or) Iteration Method

Gauss Seidel method

Consider the System of Equation z

ep
a1x b1 y c1z d1

a2 x b2 y c2 z d2 (1)

a3 x b3 y c3 z d3

Let us assume that,

de

a1 b1 c1

b2 a2 c2

c3 a3 b3
Pa

then iteration method can be used for the system solve the values of x ,y ,z in terms of
the other variables

1
x (d1 b1 y c1 z )
a1

1
y (d2 a2 x c2 z )
b2

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1
z (d3 a3 x b3 y)
c3 Padeepz App

If the initial value y 0 , z 0 for y and z and x get x 1 ,

1
x1 (d1 b1 y 0 c1 z 0 )
a1

p
Again substitute x 1 , z 0 for x and z we get

1
y1 (d2 a2 x 1 c2 z 0 )

Ap
b2

Again Substitute x 1 , y 1 for x and y we get

1
z1 (d3 a3 x (1 b3 y 1 ) And so on.
c3

NOTE:

z
1. The Sufficient Condition for the Convergence of Gauss Seidel Method

The methods of iteration will convergence if in each equation of the given System, the
ep
Absolute value of the largest coefficient is greater than the sum of the absolute value of all the
remaining coefficient.

2. Gauss Seidel method equations only if the coefficient matrix is diagonally dominant .

Problems based on gauss Seidal method

de

1. Solve the following System by gauss Seidal method

10 x 5 y 2 z 3; 4 x 10 y 3z 3; x 6 y 10 z 3

Solution:

Given, 10 x 5 y 2 z 3 ------ (1)

Pa

4 x 10 y 3z 3 ----- (2)

x 6 y 10 z 3 ------- (3)

Take, 10 5 2 10 5 2

10 4 3 10 4 3

10 1 6 10 1 6

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the given equation is diagonally dominant
Padeepz App
From (1) 10 x 5 y 2 z 3

10 x 3 5 y 2 z

1
x (3 5 y 2 z )
10

From (2) 4 x 10 y 3z 3

p
10 y 3 4 x 3z

Ap
y (3 4 x 3 z)
10

From (3) x 6 y 10 z 3

10 z 3 x 6y

1
z ( 3 x 6 y)
10

Let y = 0, z = 0 be the initial value

Iteration X Y Z
z
ep
1 0.3 0.42 -0.582

2 0.3936 0.28284 -0.509064

3 0.3396 0.2831 -0.5038

de

4 0.3408 0.2852 -0.5052

5 0.3416 0.2851 -0.5052

6 0.3415 0.2850 -0.5052

7 0.3415 0.2850 -0.5052

Pa

Here 6th and 7th iteration value of x, y, z is same

x = 0.3415; y = 0.2850; z = -0.5052

2. Solve the following equations by gauss seidal method

4 x 2 y z 14; x 5 y z 10; x y 8z 20

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Solution:
Padeepz App
Given:

4 x 2 y z 14 1

x 5 y z 10 2

x y 8z 20 3

Take,

p
|4| > |3|+|1|

Ap
|5|>|1|+|-1|

|8|>|1|+|1|

the given equation are diagonally dominant

From (1) 4 x 2 y z 14

4 x 14 2 y z

x
1
4
(14 2 y z ) z
ep
From (2) x 5 y z 10

5 y 10 x z

1
y (10 x z)
5
de

From (3) x y 8z 20

1
z (20 x y)
8

Let y = 0, z = 0 be the initial value

Pa

1
x= (14 2 y z )
4

1
y= (10 x z )
5

1
z= (20 x y )
8

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Iteration x Y z
Padeepz App
1 3.5 1.3 1.9

2 2.375 1.905 1.965

3 2.056 1.982 1.995

4 2.010 1.997 1.997

5 2.002 1.999 2

p
6 2.001 2 2

7 2 2 2

Ap
8 2 2 2

Here the 7th and 8th iteration Value is

Hence, x = 2, y = 2, z = 2

3. Solve the following system of the equation by gauss seidal method

Solution:
27 x 6 y z 85; x y 54 z 110;6 x 15 y 2 z
z 72
ep
Given,

27 x 6 y z 85 1

x y 54 z 110 2
de

6 x 15 y 2 z 72 3

Take |27| >|6|+|-1|

|1|>|1|+|54|

|2|>|6|+|15|
Pa

The given equations are not diagonally dominant now we interacting equation 2 &
equation 3

27 x 6 y z 85 4

6 x 15 y 2 z 72 5

x y 54 z 110 6

Take |27| >|6|+|-1|

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|15|>|6|+|2|
Padeepz App
|54|>|1|+|1|

the given equation are diagonally dominant

From (4) 27 x 85 6 y z

1
x (85 6 y z )
27

p
From (5) 15 y 72 6x 2z

Ap
1
y (72 6 x 2 z )
15

From (6) 54 z 110 x y

1
z (110 x y)
54

Let y = 0, z = 0 be the initial value

z
ep
Iteration
1 1 1
x= (85 6 y z ) y= (72 6 x 2 z ) z= (110 x y )
27 15 54

1 3.1481 3.5408 1.9132

de

2 2.4322 3.5720 1.9258

3 2.4257 3.5729 1.9260

4 2.4255 3.5730 1.9260

Pa

5 2.4255 3.5730 1.9260

Here 4th and 5th iteration values are equal

x = 2.4255

y = 3.5730

z = 1.9260

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Home Work:
Padeepz App
1) 8x-3y+2z = 20, 4x+11y-z = 33, 6x+3y+12z = 35 (x = 3.0168; y = 1.9859; z = 0.9118)

2.) 28x+4y-z = 32, 2x+17y+4z = 35, x+3y+10z = 24(x = 0.9936; y = 1.5069, z = 1.8486)

3) 20x+y-2z = 17,3x+20y-z = -18; 2x-3y+20z = 25(x = 1; y = -1, z = 1)

Inverse of Matrix By Gauss Jordan method

p
Let A be a square non-singular matrix of order 3

Consider the inverse of a matrix

Ap
a1 b1 c1
A a2 b2 c2
a3 b3 c3

We know that,

The unit matrix of order 3 is

I
1
0
0
1
0
0
z
ep
0 0 0

the augmented matrix,

a1 b1 c1 1 0 0
[ A, I ] a2 b2 c2 0 1 0
de

a3 b3 c3 0 0 1

By using Gauss Jordan method gives

1 0 0 a1 b1 c1
1
[I , A ] 0 1 0 a2 b2 c2
Pa

0 0 1 a3 b3 c3

Hence [A.I] ~[I, A 1 ]

1 1 1
1. Find the Inverse Of A = 1 3 3 by using gauss Jordan method
2 4 4

Solution:
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1 1 1
Given A = 1 3 Padeepz
3 App
2 4 4

1 1 3 1 0 0
Let [ A, I ] 1 3 30 1 0
2 4 40 0 1

p
1 1 3 1 0 0
~ 0 2 6 1 0 0 R2 R2 R1 , R3 R3 R2

Ap
0 2 2 2 0 1

2 0 12 3 1 0
~ 0 2 6 1 1 0 R1 2 R1 R2 , R3 R3 R2
0 0 4 1 1 1

2 0 0 6 2 3
~ 0
0
8
0
0 10 2 6 R1
4 1 1 1 z R1 3R3 ' R2 6 R3 4 R2
ep
3
3 1
1 0 0 2
5 1 3 R1 R2 R3
~ 0 1 0 R1 , R2 , R3
4 4 4 2 8 4
0 0 1
1 1 1
4 4 4
de

~ [I , A 1 ]

3
3 1
2
1 5 1 3
A
Pa

4 4 4
1 1 1
4 4 4

12 4 3
1 1
Hence, A 5 1 3
4
1 1 1

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4 1 2
2. Find the Inverse of A = 2 3 Padeepz App
1 using Gauss Jordan method
1 2 2

Solution:

4 1 2
Given A = 2 3 1
1 2 2

p
4 1 2 1 0 0
Let [ A, I ] 2 3 10 1 0

Ap
1 2 2 0 0 1

4 1 2 1 0 0
~ 0 5 4 1 2 0 R2 2 R2 R1 , R3 4 R3 R1
0 9 6 1 0 4

20 0 14 6 2 0
~ 0 5 4 1
0 0 6 14 18
2 0
20
zR1 5 R1 R2 , R3 5 R3 9 R2
ep
120 0 0 160 240 280
~ 0 30 0 50 60 80 R1 6 R1 14 R3 R2 6 R2 4 R3
0 0 6 14 18 20

4 7
2
de

1 0 0 3 3
5 8 R1 R2 R3
~ 0 1 0 2 R1 , R2 , R3
3 3 120 30 6
0 0 1
7 10
3
3 3
Pa

~ [I , A 1 ]

4 7
2
3 3
1 5 8
Hence A 2
3 3
7 10
3
3 3

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0 1 1
3. Find the Inverse of A = 1 2 Padeepz
0 UsingApp
Gauss Jordan method
3 1 4

Solution:

0 1 1
Given: A = 1 2 0
3 1 4

p
0 1 1 0 1 0
Let [ A, I ] 1 2 0 1 0 0

Ap
3 1 40 0 1

Inter Changing R1 and R2 i.e R1 R2

1 2 0 1 0 0
[ A, I ] 0 1 1 0 1 0
3 1 40 0 1

1
~ 0
2
1
0 0
1 1
1 0
0 0 R3
z
R3 3R1
ep
0 7 40 3 1

1 0 2 2 1 0
~ 0 1 1 1 0 0 R1 R1 R2 , R3 R3 7 R2
0 0 3 7 3 1
de

3 0 0 8 3 2
~ 0 3 0 4 3 1 R1 3R1 2 R2 , R2 3R2 R3
0 0 3 7 3 1

8 2
Pa

1
1 0 0 3 3
4 1 R1 R2 R3
~ 0 1 0 1 R1 , R2 , R3
3 3 3 3 3
0 0 1
7 1
1
3 3

~ [I , A 1 ]

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8 2
1
3 3 Padeepz App
1 4 1
Hence A 1
3 3
7 1
1
3 3

p
Home Work

Ap
3 1 1 2 0 1
1
15 6 5 A 5 1 0
1. A=
5 2 2 0 1 3

2 2 3 2 1 1
1 1
2. A = 2 1 1 A 9 7 4 AA I
1 3 5 5 4 2

Eigen value of a matrix by power method

z
ep
Power method is used to determine numerical largest Eigen value and corresponding
eigenvector of a matrix A.

Let A be an n n matrix and let λ1, λ 2 ......λ n be the distinct Eigenvalue of A, so that
|λ1|>|λ2 |>||λ3|>......|λn |
de

Let x1, x 2 ............x n be the corresponding eigenvector.

ie, Axi =λi xi

Note

1. λ 1 is dominant |λ1|>|λ2 |>||λ3|>......|λn |

Pa

2. Sum of the Eigen values of a matrix is equal to the sum of the main diagonal elements of
the matrix.

3. To find the numerically smallest eigenvalue of A, obtain the dominant eigenvalue λ 1 of

A and then find B=A-λ1I and find the dominant eigenvalue of B.

Then the smallest eigenvalue of A is equal to the dominant eigenvalue of B+λ1

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ie, to find B=A-λ1I
Padeepz App
to find A=B+λ1

1
4. The smallest eigenvalue of A= and the corresponding eigenvector is X.
λ

Problems based on power method

12

p
1. Find the eigenvalue of A = by power method and hence find the other eigenvalue
34
also

Ap
1
Let X1 = be an arbitrary initial eigenvector
0

12 1 1 0.3333
AX1 = = =3 =3X 2
34 0 3 1

12 0.3333 2.3333 0.3182

AX 2 = = = =7.3333
34 1 7.3333 1

z
= 7.3333 X 3
ep
12 0.3182 2.3182 0.4679
AX3 = = =4.9546
34 1 4.9546 1

=4.9546X4

12 0.4679 2.4679 0.4567

AX 4 = = =5.4037
de

34 1 5.4037 1

= 5.4037 X 5

12 0.4567 2.4567 0.4575

AX5 = = =5.3701
34 1 5.3701 1
Pa

= 5.3701X 6

1 2 0.4575 2.4575 0.4574

AX 6 = = =5.3725
34 1 5.3725 1
=5.3725X 7

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12 0.4574 2.4574 0.4574
AX 7 = = = 5.3722
34 1 5.3722 Padeepz 1 App
= 5.3722X8

12 0.4574 2.4574 0.4574

AX8 = = =5.3722
34 1 5.3722 1
=5.3722X9

0.4574

p
The dominant eigenvalue λ1 =5.3722 and corresponding eigenvalue is
1

To find λ 2 :

Ap
Sum of the eigenvalue = sum of the main diagonal element of A

λ1 +λ2 =1+4

5.3722 +λ 2 =5

λ 2 = 5-5.3722

λ 2 = -0.3722 z
ep
Hence the Eigen values are

λ1 =5.3722, λ2 =-0.3722

25 1 2
2. Find the numerically Largest eigenvalue of A 1 3 0 and the corresponding
de

2 0 -4
eigenvector
Solution:

25 1 2
Given A 1 3 0
Pa

2 0 -4

1
Let X1 = 0 be an arbitrary initial eigenvector
0

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25 1 2 1 25 1
Padeepz App
AX1 = 1 3 0 0 = 1 =25 0.0400 =25X 2

2 0 -4 0 2 0.0800

25 1 2 1 25.2000 25.2000 1
AX 2 = 1 3 0 0.0400 = 1.1200 = 1.1200 =25.2 0.0444
2 0 -4 0.0800 1.6800 1.6800 0.0667
=25.2X 3

p
25 1 2 1 25.1778 1
AX 3 = 1 3 0 0.0444 = 1.1332 =25.1778 0.0450

Ap
2 0 -4 0.0667 1.7332 0.0688
=25.1778X 4

25 1 2 1 25.1820 1
AX 4 = 1 3 0 0.0450 = 1.1350 =25.1826 0.0451
2 0 -4 0.0688 1.7248 0.0685
=25.1826x 5

AX 5 = 1
25 1 2
3 0
1
0.0451 = 1.1353
z
25.1821 1
=25.1821 0.0451
ep
2 0 -4 0.0685 1.7260 0.0685
=25.1821X 6

25 1 2 1 25.1821 1
AX 6 = 1 3 0 0.0451 = 1.1353 =25.1821 0.0451
2 0 -4 0.0685 1.7260 0.0685
de

=25.1821X 7

1
The dominant eigenvalue λ 1 = 25.1821 and the eigenvalue is 0.0451
0.0685
Pa

161
3. Find the dominant eigenvalue and corresponding eigenvector of A 12 0 .
0 0 3
Find also the least taken root and hence the third eigenvalue

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Solution:
Padeepz App
161
Given A 12 0
0 0 3

1
Let X1 = 0 be the initial eigenvector
0

p
161 1 1 1
AX1 = 1 2 0 . 0 = 1 =1 1 =1X 2

Ap
003 0 0 0

161 1 7 1
AX 2 = 1 2 0 . 0 = 3 =7 0.4286 =7X 3
003 0 0 0

161 1 3.5716 1
AX 3 = 1 2 0
003
0.4286
0 0
z
1.8572 =3.5716 0.5200

=3.5716X 4
0
ep
161 1 4.1200 1
AX 4 = 1 2 0 0.5200 = 2.0400 = 4.1200 0.4951
003 0 0 0
= 4.1200X 5
de

161 1 3.9706 1
AX 5 = 1 2 0 0.4951 = 1.9902 = 3.9706 0.5012
003 0 0 0
=3.9706X 6
Pa

161 1 4.0072 1
AX 6 = 1 2 0 0.5012 = 2.0024 = 4.0072 0.4997
003 0 0 0
= 4.0072X 7

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161 1 3.9982 1
AX 7 = 1 2 0 0.4997 = 1.9994Padeepz
= 3.9982 App
0.500
003 0 0 0
= 3.9982X8

161 1 4.0006 1
AX8 = 1 2 0 0.5001 = 2.0002 = 4.0006 0.5000
003 0 0 0

p
=4.0006X9

161 1 4.0006 1

Ap
AX9 = 1 2 0 0.5000 = 2.0002 =4 0.5000 = 4X10
003 0 0 0

161 1 4 1
AX10 = 1 2 0 0.5000 = 2 =4 0.5000 =4X11
003 0 0 0

1
z
The dominant eigenvalue λ 1 = 4 and corresponding eigenvector i s 0.5
0
ep
To find the least latent root (or) smallest root smallest eigenvalue of A = λ 1 and eigenvalue of B
where eigenvalue of B=A-λ1I

16 1 10 0
B= 1 2 0 - 4 0 1 0
de

00 3 0 01

-3 6 1
B= 1 -2 0
0 0 -1
Pa

1
Let Y1 = 0 be an arbitrary initial Eigen vector
0

-3 6 1 1 -3 1
BY1 = 1 -2 0 0 = 1 =-3 -0.3333
0 0 -1 0 0 0

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=-3Y2
Padeepz App
-3 6 1 1 -4.9998
BY2 = 1 -2 0 -0.3333 = 1.6666
0 0 -1 0 0

1
= -4.9998 -0.3333
0

p
= -4.9998Y3

Ap
-3 6 1 1 -4.9998 1
BY3 = 1 -2 0 -0.3333 = 1.6666 = -4.9998 -0.3333
0 0 -1 0 0 0
=-4.9998Y4

z
The dominant eigenvalue B = -4.998 and the corresponding eigenvector is -0.3333
0
ep
Smallest eigenvector of A = λ 1 + Eigen value of B

= 4 - 4.49998 (or) 5

= -0.9998 (or) 1

λ 2 = -1
de

1. Use the power method to find the dominant eigenvalue and the corresponding
918
Eigenvector of the matrix A= 7 4 1
1 79
Pa

Solution:
T
Let X 0 = 1,1,1 then

918 1 18 1
AX 0 = 7 4 1 1 = 12 =18 0.67 =λ1X1
17 9 1 17 0.94

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918 1 17.19 1
Padeepz App
AX1 = 7 4 1 0.67 = 10.62 =17.19 0.62 =λ 2 X 2
1 7 9 0.94 14.15 0.82

918 1 16.18 1
AX 2 = 7 4 1 0.62 = 10.30 =16.18 0.64 =λ3X3
1 7 9 0.82 12.72 0.79

p
918 1 15.96 1
AX3 = 7 4 1 0.64 = 10.35 =15.96 0.65 =λ 4 X 4
1 7 9 0.79 12.59 0.79

Ap
918 1 15.96 1
AX 4 = 7 4 1 0.65 = 10.39 =15.96 0.65 =λ5 X5
1 7 9 0.79 12.66 0.79

Hence the dominant eigenvalue is 15.97 and the corresponding Eigen vector is
T
1,0.65,0.79
z
2. Use the power method to find the dominant eigenvalue and the corresponding
ep
eigenvector of

5 0 1
Matrix A = 0 -2 0
1 0 5
de

Solution:
T
Let X 0 = 1,1,1 be an arbitraryinitial eigenvector

5 0 1 1 6 1
AX 0 = 0 -2 0 1 = -2 =6 -0.33 =λ1X1
Pa

1 0 5 1 6 1

5 0 1 1 6 1
AX1 = 0 -2 0 -0.33 = +0.66 =6 0.11 =λ 2 X 2
1 0 5 1 6 1

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5 0 1 1 6 1
Padeepz App
AX 2 = 0 -2 0 -0.11 = -0.22 =6 -0.04 =λ 3X3

1 0 5 1 6 1

5 0 1 1 6 1
AX3 = 0 -2 0 -0.04 = 0.08 =6 0.01 =λ 4 X 4
1 0 5 1 6 1

p
5 0 1 1 6 1
AX 4 = 0 -2 0 0.01 = -0.02 =6 -0.003 =λ5 X5
1 0 5 1 6 1

Ap
5 0 1 1 6 1
AX5 = 0 -2 0 -0.003 = 0.006 =6 0.001 =λ 6 X 6
1 0 5 1 6 1

5 0 1 1 6 1
AX 6 = 0 -2 0 0.001 = -0.002 = 0 =λ 7 X 7
1 0 5 1 6 1

5
AX 7 = 0
0 1 1 6 1
-2 0 0 = 0 =6 0
z
ep
1 0 5 1 6 1

T
Hence the dominant eigenvalue is 6 and the corresponding eigenvector is 1,0,1

2 -1 0
de

3. Find the smallest eigenvalue and the corresponding eigenvector of A = -1 2 -1 by

0 -1 2
Power method

Solution:

2 -1 0
Pa

Given A = -1 2 -1
0 -1 2

A =4

To find the inverse of A

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0.75 0.5 0.25
A -1
= B = 0.5 1 0.5 Padeepz App
0.25 0.5 0.75

To find the largest eigenvalue and the corresponding eigenvector of B by power method
T
Let X 0 = 1,1,1 be an arbitrary eigenvector

0.75 0.5 0.25 1 1.5 0.75

p
BX 0 = 0.5 1 0.5 1 = 2 =2 1 =λ1X1
0.25 0.5 0.75 1 1.85 0.75

Ap
0.75 0.5 0.25 0.75 1.25 0.714
BX1 = 0.5 1 0.5 1 = 1.75 =1.75 1 =λ 2 X 2
0.25 0.5 0.75 0.75 1.25 0.714

0.75 0.5 0.25 0.714 1.214 0.708

BX 2 = 0.5 1 0.5 1 = 1.714 =1.714 1 =λ 3X3
0.25 0.5 0.75 0.714 1.214 0.708

BX 3 =
0.75 0.5 0.25
0.5 1 0.5
0.708
1
z 1.208 0.707
= 1.708 =1.708 1 =λ 4 X 4
ep
0.25 0.5 0.75 0.708 1.208 0.707

1.207 0.707
BX 4 = 1.707 = 1.707 1 = λ 5 X5
1.207 0.707
de

1.207 0.707
BX5 = 1.707 =1.707 1 =λ 6 X 6
1.207 0.707

The largest eigenvalue of B is 1.707 and the corresponding eigenvector is

Pa

T
0.707,1,0.707

1 1
The smallest eigenvalue of A is = = 0.586 and the corresponding eigenvector is
λ 1.707
T
0.707,1,0.707

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16 1
Padeepz
4. Find the dominant eigenvalue and App eigenvector of A = 1 2 0 .Find
the corresponding
0 0 3
also the other two Eigen values.

Solution:

16 1
Given, A = 1 2 0

p
0 0 3

T
Let X 0 = 1,1,1 be an initial arbitrary eigenvector then

Ap
16 1 1 8 1
AX0 = 1 2 0 1 = 3 =8 0.375 =λ1X1
0 0 3 1 3 0.375

3.625 1
AX1 = 1.750 =3.625 0.483 =λ 2 X 2
1.123

4.208
0.310

1
z
ep
AX 2 = 1.966 =4.208 0.467 =λ 3X3
0.930 0.221

4.023 1
AX3 = 1.934 =4.023 0.481 =λ 4 X 4
0.663 0.165
de

4.051 1
AX 4 = 1.962 =4.051 0.484 =λ 5 X5
0.495 0.122
Pa

4.026 1
AX5 = 1.968 =4.026 0.489 =λ 6 X 6
0.366 0.091

4.025 1
AX 6 = 1.978 =4.025 0.491 =λ 7 X 7
0.273 0.068

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4.014 1
AX 7 = 1.982 =4.014 0.494 =λPadeepz
8 X8
App
0.204 0.051

4.015 1
AX8 = 1.988 =4.015 0.495 =λ 9 X9
0.153 0.038

4.008 1

p
AX9 = 1.990 =4.008 0.497 =λ10 X10
0.114 0.028

Ap
4.010 1
AX10 = 1.994 =4.010 0.497 =λ11X11
0.084 0.021

4.003 1
AX11 = 1.994 =4.003 0.498 =λ12 X12
0.063 0.016

4.004 1
AX12 = 1.996 =4.004 0.499 =λ13X13
z
ep
0.048 0.012

4.006 1
AX13 = 1.998 =4.006 0.499 =λ14 X14
0.036 0.009
de

4.003 1
AX14 = 1.998 =4.003 0.499 =λ15 X15
0.027 0.007

4.001 1
Pa

AX15 = 1.998 =4.001 0.499 =λ16 X16

0.021 0.005

3.999 1
AX16 = 1.998 =3.999 0.5 =λ17 X17
0.015 0.004

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4.004 1
AX17 = 2.000 =4.004 0.5 =λPadeepz
18 X18
App
0.012 0.003

4.003 1
AX18 = 2.000 =4.003 0.5 =λ19 X19
0.009 0.002

Sum of the eigenvalue = sum of the main diagonal of A

p
λ1 +λ2 +λ3 =1+2+3

Ap
4-1+λ 3 =6

λ 3 =6-4+1

λ 3 =3

Hence the Eigen values are 4,3,-1

Home Work: z
ep
41
1) Find the numerically largest eigenvalue of and the corresponding eigenvector.
1 3

5 0 1
2) Find the dominant eigenvalue and the corresponding eigenvector of A = 0 -2 0 .Find also
1 0 5
de

the least Latent root and hence the third eigenvalue.

Eigen value of a matrix by Jacobi Method for Symmetric Matrix

Rotation Matrix:
Pa

If P x,y is any point in the XY plane and if OP is rotated in the clockwise direction
through an angle θ , then the new position of P x ' ,y ' is given by

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p
x' = xcosθ-ysinθ

Ap
y' = xsinθ+ycosθ

x' cosθ -sinθ x x

ie., = =P
y' sinθ cosθ y y

cosθ -sinθ
Where P =
sinθ cosθ

z
Hence P is called a rotation Matrix in the x y Plane. Here P is also an orthogonal matrix since
PPT = 1.
ep
Eigen Values of 2 2 matrix by Jacobi Method:

a11 a12
Let A= be a symmetric matrix of order 2. Where a12 =a 21 .
a 21 a 22
de

Step 1:

cosθ -sinθ
Assume the most general orthogonal Rotation Matrix of order 2 is P =
sinθ cosθ

Step 2:
Pa

1 2a12
To find the θ value using θ= tan -1 if a11 a 22
2 a11 -a 22

Step 3:

cosθ -sinθ
Write down P = using the value of θ
sinθ cosθ

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Step 4:
Padeepz App
Get D=PT AP

The diagonal of D are the Eigen values the columns of p are the corresponding Eigen
vectors.

41
1. Using Jacobi method, find the Eigen values and eigenvector of A=
1 4

p
Solution:

41
Given, A=

Ap
1 4

Here, a11 =a 22 =4,a12 =a 21 =1>0

cosθ -sinθ
The rotation matrix is P =
sinθ cosθ

1 1 2a12
Here, tan

1
tan 1
2

2(1)
a11 a22

1
tan 1 2
z
ep
2 4 4 2 0

1 1
tan
2

1
.
de

2 2

1 1
cos sin
4 4 2 2
Pa

Rotation matrix p =
1 1
sin c os
4 4 2 2

1 1 1 1
2 2 4 1 2 2
D = PT AP =
1 1 1 4 1 1
2 2 2 2

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4 1 1 4 1 1
2 2 2 2Padeepz
2 App
2
=
4 1 1 4 1 1
2 2 2 2 2 2

5 5 1 1
2 2 2 2
3 3 1 1
2 2 2 2

p
5 5 5 5
2 2 2 2

Ap
3 3 3 3
2 2 2 2

5 0
D = P T AP =
0 5

1 1
The Eigen values are 5 , 3 and eigenvectors column of the P matrix ,
1 1
z
2. Using Jacobi method, find the Eigen values and eigenvectors of A =
5
0
0
2
1
0
ep
1 0 5

Solution:

5 0 1
Given A = 0 2 0
de

1 0 5

Here, a13 a31 1, a11 a33 5, a12 0

1 1 2a13
Here, tan
2 a11 a33
Pa

1 1 2 2
tan
2 5 5

1 1 4
tan
2 0

1 1
tan
2

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1
22 Padeepz App

cos sin
The rotational matrix is P =
sin c os

cos 0 sin

p
cos 0 sin 4 4
P 0 1 0 0 1 0
sin 0 cos

Ap
sin 0 cos
4 4

1 1
0
2 2
P 0 1 0
1 1
0
2 2

pT 0
1
2
0

1
1

0
2
z
ep
1 1
0
2 2

To Find D=PT AP

1 1 1 1
de

0 0
2 2 5 0 1 2 2
D 0 1 0 0 2 0 0 1 0
1 1 1 0 5 1 1
0 0
2 2 2 2
Pa

6 0 0
D 0 2 0
0 0 4

Hence the eigenvalue of the given matrix are 6,-2, 4

1 6, 2 2, 3 4 and the Corresponding eigenvector are the columns of P are

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1 1
2 Padeepz
0 App 2
X1 0 ; X2 1 ; X3 0
1 0 1
2 2

1 2 2
3. Find the Eigen Values and Eigen Vector Of the Matrix A = 2 3 2

p
2 2 1

Solution:

Ap
1 2 2
Given A = 2 3 2
2 2 1

Here the Largest off-Diagonal element is

a13 =a31 2 and a11 =a33 =1

Take θ =
1
2
tan -1
2a13
a11 -a 33
z
ep
1 2 2
= tan -1
2 1-1

1 1π
= tan -1 =
2 22
de

cos θ 0 -sinθ
The Rotation Matrix P= 0 1 0
Pa

sinθ 0 cosθ

π π 1
0
1
cos 0 -sin
4 4 2 2
P= 0 1 0 = 0 1 0
π π 1 1
sin 0 cos 0
4 4 2 2

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1 1
0
2 Padeepz
2 App
PT = 0 1 0
1 1
0
2 2

To Find D=PT AP

1 1 1 1

p
0 1 2 2 0
2 2 2 2
D= 0 1 0 2 3 2 0 1 0
1 1 1 1

Ap
0 2 2 1 0
2 2 2 2

3 3 1 1
2 0
2 2 2 2
2 3 2 0 1 0
1 1 1 1
0 0
2 2 2 2

D
3
2
2
3
0
0
z
ep
0 0 1

Again reduce the largest off-diagonal element a12 =a 21 =2 in D into zero

Consider the rotation matrix:

de

cosθ -sinθ 0
P1 = sinθ cosθ 0 here a11 = a 22 = 3
0 0 1

1 2a12 1 2 2
θ= tan -1 = tan -1
2 a11 -a 22 2 3-3
Pa

π
θ=
4

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π π 1 1
0
cos -sin 0
4 4 Padeepz
2 App
2
π π 1 1
P1 = sin cos 0 = 0
4 4 2 2
0 0 1 0 0 1

1 1
0

p
2 2
1 1
P1T = 0
2 2

Ap
0 0 1

1 1 1 1
0 0
2 2 2 2
3 2 0
T 1 1 1 1
D1 =P DP1 =
1 0 2 3 0 0
2 2 2 2
0 0 -1
0 0 1 0 0 1
z
ep
5 5 1 1
0 0
2 2 2 2
1 1 1 1
0 0
2 2 2 2
0 0 -1 0 0 1
de

5 0 0
D1 = 0 1 0
0 0 -1

After two rotations, A is reduced to diagonal matrix D1 .Hence the Eigen values of A are 5, 1,-1.
Pa

1 1
1 1 0
0 2 2
2 2
1 1
Now P2 = PP1 = 0 1 0 0
2 2
1 1
0 0 0 1
2 2

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1 1 1
2 2 2 Padeepz App
1 1
P2 = 0
2 2
1 1 1
2 2 2

Hence the corresponding eigenvectors are

p
1 -1 -1
x1 = 2 ; x 2 = 2 ; x 3 = 0
1 -1 1

Ap
H.W :

2 0 -1
1. 0 2 0
-1 0 2

2 1
2.
1 2 z
ep
de
Pa

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Padeepz App
UNIT-II

DESIGN OF EXPERIMENTS

Analysis of variance:

The technique of analysis of variance is referred to as ANOVA. A table showing the source of
variance, the sum of squares, degrees of freedom, mean squares(variance)and the formula for the “F ratio

p
is known as ANOVA table”

The technique of analysis if variance can be classified as

Ap
(i) One way classification(CRD)
(ii) Two way classification(RBD)
(iii) Three way classification(LSD)

One way classification:

In one way classification the data are classified on the basic of one criterion

The following steps are involved in one criterion of classification

(i) The null hypothesis is

Ho : 1  2  ......  k
z
ep
H1 : 1  2  .......  k

(ii) Calculation of total variation

G2
Total sum of squares V  i
j xij  N
2

Where G   
de

xij (Grand total)

i j

G2
=correction formula
N

(iii) Sum of squares between the variates

Pa

T 2  G2
V1    i   With k-1 degree of freedom
i  ni  N
(iv) Sum of squares within samples

V2  V  V1

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V1
then the ratio K  1 follows F-distribution with degrees of freedom. Choosing the ratio which is
V2
N K
greater than one, we employ the F-test

If we calculated F < table value F0.05 , the null hypothesis is accepted.

p
ANOVA Table for one way classification

Source of Sum of Degrees of Mean square Variance ratio

Ap
variation square freedom
Between V1 K-1 V1 V1
classes K 1 K  1 (or)
V2
N K
V2 V2
N K V2
Within N K N K
classes V1
K 1
V N 1 z
ep
1. To test the significance of the variation of the retail prices of a certain commodity in the four
principal plates A,B,C &D, seven shops were chosen at random in each city and the prices
observed were as follows (prices in paise)

A 82 79 73 69 69 63 61
B 84 82 80 79 76 68 62
C 88 84 80 68 68 66 66
de

D 79 77 76 74 72 68 64
Do the data indicate that the prices in the four cities are significantly different?

Solution:

H0 : 1  2  3  4
Pa

H1 : 1  2  3  4

i.e., the prices of commodity in the four cities are same.

we take the origin at x  80 and the calculation are done as follows.

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Calculation of ANOVA (use new values)

Cities
K=4 1 2
Shop(n = 7)
3 4 5 6 7
Ti Ti 2 x 2

n
A 2 -1 -7 -11 -11 -17 -19 -64 585.14 946
B 4 2 0 -1 -4 -12 -18 -29 120.14 505
C 8 4 0 -12 -12 -14 -14 -40 228.57 760

p
D -1 -3 -4 -6 -8 -12 -16 -50 357.14 526
G2
 1196.03
G  183 T i
2

 1290.9
 x
i j
ij
2
 2737
N n

Ap
2
G
Total sum of squares V=  x
i j
ij
2

N

=2737-1196.03

V=1540.97

Sum of squares between cities

V1  
Ti 2 G 2
n

N

= 1290.9 – 1196.03
z
ep
V1  94.87

Sum of squares within cities

V2  V-V1  1540.97  94.87

de

V2  1446.1

ANOVA Table:

Source of Sum of square Degrees of f Mean square F

variation of deviation
Pa

V1  94.87 K-1=4-1=3 V1

94.87
Between cities K 1 3
60.25
 31.62 
V2  1446.1 N-K=28-4=24 V2 1446.1 31.62
Within cities   1.90
N K 24
 60.25
Total V=1540.97 N-1=27

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Number of degrees of freedom = (N - K, K - 1) = (24,3)

Critical value:

The table value of F for (24, 3) degree of freedom at 5% Los is 8.64

Conclusion:

p
Since F< 8.64, H o is accepted at 5% Los

 The prices of commodity in the four cities are same

Ap
2. Fill up the following Analysis of variance table

Source of Degrees of Sum of squares Mean squares F ratio

variation freedom
Treatments - - 117
-
Error - 704 -
Total 16 938
Solution:

From the given table we have,

V2  704;V=938
z
ep
degree of freedom (total) N - 1 = 16 => N = 17

V1
mean squares  117
K 1
de

We Know that V2  V-V1

=> V1  V-V2

= 938 – 704

V1  234
Pa

V1
 117
K-1

234 234
  117 =>  K-1
K-1 K-1

K–1=2

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degree of freedom (K-1) = 2

=>K=3

Next, N-K = 17-3 = 4

V2 938
  50.29
N-K 14

p
Source of Degrees of Sum of Mean squares F ratio
variation freedom squares

Ap
Treatments K-1=3-1=2 V1  234 V1 117
 117
K-1 50.29
Error
N-K=17-3=14 V2  704 V2
 50.29  2.327
N-K

Total 16 V = 938

3. The following are the number of mistakes made in 5 successive days of 4 technicians working in
a photographic laboratory

Technicians I Technicians II
z Technicians III Technicians IV
ep
6 14 10 9
14 9 12 12
10 12 7 8
8 10 15 10
11 14 11 11
de

Test at the 1% Los whether the difference among the 4 samples means can be attributed to chance

Solution:

H0 : 1  2  3  4

ie., There is no differences among the 4 samples mean

Pa

H1 : 1  2  3  4

We take the origin at 12 and the calculation are done as follows

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Calculation of ANOVA (NEW Values)

Days(5)
Technicians
K=4
Ti Ti 2 x 2

n
1 2 3 4 5
I -6 2 -2 -4 -1 -11 24.2 61

p
II 2 -3 0 -2 2 -1 0.2 21
III -2 0 -5 3 -1 -5 5 39
IV -3 0 -4 -2 -1 -10 20 30
Total G 2 (27) 2 G=-27 49.4 151

Ap
=  36.45
N 20

Total sum of squares:

G2
V= xij2 
i j N

 151  36.45

V=114.55
z
ep
Sum of squares b/w cities:

Ti 2 G 2
V1   
n N

 49.4  36.45
de

V1  12.95

Sum of squares within cities:

V2  V-V1  114.55 12.95

V2  101.6
Pa

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Source of Sum of squares Degrees of Mean squares F ratio

variation of deviation freedom
B/W V1  12.95 K-1=4-1=3 V1 12.95
Technicians   4.31
K-1 3
6.35

V2  101.6 N-K=20-4=16 4.31

p
Within
V2 101.6
Technicians   6.35
N-K 16

Ap
Total V=114.55 N-1=19  1.473

Degrees of freedom ( (N - K, K - 1) = (16,3)

Critical value:

The table value of ‘F’ for (16,3) degree of freedom at 1% Los is 5.29

Conclusion:

z
Since F < 5.29, H 0 accepted at 1% level
ep
 There is no difference among the four sample means.

4. The following table shows the lives in hours of four batches of electric lamps.

Batches Lives in hours

1 1610 1610 1650 1680 1700 1720 1800
2 1580 1640 1640 1700 1750
de

3 1460 1550 1600 1620 1640 1660 1740 1820

4 1510 1520 1530 1570 1600 1680

Perform an analysis of the variance on these data and show that a significant test does not reject
their homogeneity

Solution:
Pa

H0 : 1  2  3  4

I.e., the means of the lives of the four brands are homogeneous.

H1 : 1  2  3  4

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oldxij  1700
We take the origin xij 
10

Calculation of ANOVA

Brand
K=4 1 2 3 4
Lives
5 6 7 8
Ti Ti 2 x
ij
ij
2

p
1 -9 -9 -5 -2 0 2 10 - -13 24.143 295
2 -12 -6 -6 0 5 - - - -19 72.2 241
3 -24 -15 -10 -8 -6 -4 4 12 -51 325.125 1177

Ap
4 -19 -18 -17 -13 -10 -2 - - -79 1040.167 1247
Total G 2 (162) 2
  1009.38 G=-162 =1461.635 2960
N 26

N=n1  n2  n3  n4  7  5  8  6  26

Total sum of squares:

V= ( xij )2 
i j
G2
N
z
ep
 2960 1009.38

V=1950.62

Total sum of squares b/w brands:

Ti 2 G 2
V1   
de

n N

 1461.635 1009.38

V1  452.255

Sum of squares within brands:

Pa

V2  V-V1

 1950.62  452.255

V2  1498.365

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ANOVA Table:

Source of Sum of squares Degrees of Mean squares F ratio

variation freedom
V1  452.255

p
B/W K-1=4-1=3 V1 452.255
Brands   150.75
K-1 3
150.75

68.11

Ap
Within N-K=26-4=22
V2  1498.365 V2 1498.365  2.21
Brands   68.11
N-K 22

Total 1950.62  V N-1=25

Degrees of freedom (3, 22) =3.05

Critical value:

z
The table value of ‘F’ for (3,22) d.f at 5% Los is 3.05

Conclusion:
ep
Since F<3.05, H 0 is accepted at 5% level

 The means of the lives of the four brands are homogeneous.

ie., the lives of the four brands of lamps do not differ significantly.
de

Two way classification:

In two way classification the data are classified on the basis of two criterions

The following steps are involved in two criterion of classification

(i) The null hypothesis

Pa

H 01 and H 02 framed

We compute the estimates of variance as follows

(ii) G=  xij  Grand total of K  n Observations

i j

G2
S : Total sum of squares  xij 
2
(iii)
N

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1 n G2
(iv) S1 :Sum of squares b/w rows (class-B)   R j 
2

K j=1 N
1 K 2 G2
(v) S 2 :Sum of squares b/w (classes A)   Ci  N
n i=1
S 3 : Sum of squares due to error (or) Residual sum of squares
Errors (or) Residual S 3 = S - S1 - S 2

p
(vi)
(vii) The degrees of freedoms of
S1  n-1 ;S2  k-1 ;S3  (n-1)(k-1)

Ap
S=nk-1

ANOVA Table for two way classification

Source of Sum of Degrees of Mean squares F ratio

variation squares freedom
B/W ‘B’ S1 n-1 S1 QB
classes(rows)  QB F1 
n-1 Q AB
d . f  [(n-1)(k-1)(n-1)]
B/W ‘A’
classes(column)
S2 k-1 z S2
k-1
 QA F2  A
Q
QAB
ep
Residual (or) S3 (n-1)(k-1) S3 d . f  [(k-1),(k-1)(n-1)]
error  Q AB
(n-1)(k-1)
Total S nk-1 - -
de

Advantages of R.B.D:

The chief advantages of R.B.D are as follows

(i) This design is more efficient or more accurate than CRD. This is because of
reduction of experimental error.
(ii) The analysis of the design is simple and even with missing observations, it is not
much complicated
Pa

(iii) It is Quite flexible, any number of treatments and any number of replication may be
used
(iv) It is easily adaptable as in agricultural experiment it can be accommodated well in a
rectangular, squares(or)in a field of any shape
(v) It provides a method of eliminating or reducing the long term effects.
(vi) This is the most popular design with experiments in view of its simplicity, flexibility
and validity. No other has been used so frequently as the R.B.D

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Disadvantages:

(i) The number of treatments is very large, than the side of the blocks will increase and
this may introduce heterogeneity within blocks.
(ii) If the interactions are large, the experiments may yield misleading results.

1. The following data represent the number of units of production per day turned out by four
randomly chosen operators using three milling machines

p
Machines.
M1 M2 M3

Ap
1 150 151 156
2 147 159 155
Operators 3 141 146 153
4 154 152 159
Perform analysis of variance and test the hypothesis
(i) That the machines are not significantly different
(ii) That the operators are not significantly different at 5% level

Solution:

z
H 01 : There is no significantly difference bet machine and

H 02 : There is no significantly a difference b/w operator

ep
We take the origin 155 and the calculations are done as follows.

Calculation of ANOVA (using new values)

Operators Machines Row total

x 2
de

ij
Rj j
M1 M2 M3
1 -5 -4 1 -8 42
2 -8 4 0 -4 80
3 -14 -9 -2 -25 281
4 -1 -3 4 0 26
Column -28 -12 3 429
Pa

total -37
Ci
xi
ij
2 286 122 21 429

Here N=12 ; G=-37

G 2 (37) 2
Correction factor   114.08
N 12

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Total sum of squares:

G2
S=  xij2 
i j N

 429 114.08

 314.92

p
Sum of squares between operators:

Ap
R j2 G2
S1   
j nj N

1
 [(8)2  (4)2  (25) 2 ]  114.08
3

 235 114.08

 120.92

Sum of squares between machines:

 C 2  G2
z
ep
S2    i  
i  ni  N

1
 (28) 2  (12) 2  (3) 2   114.08
4

 234.25 114.08
de

S2  120.17

Residual sum of squares:

S3  S-S1  S2
Pa

 314.92 120.92 120.17

 73.83

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AVOVA Table for two way classification

Source of Sum of Degrees of Mean sum squares F ratio

variation squares freedom
B/W 120.92 n-1=4-1=3 S1
operators QB   40.31
n 1

p
B/W 120.17 k-1=3-1=2 S 40.31
machines QA  2  1.49
k-1 12.305
 60.09 (3, 6)

Ap
Residual 73.83 (n-1)(k-1)=6 S3 60.09
Q AB   4.88
(k-1)(n-1) 12.305
 12.305 (2, 6)
Total 314.92 nk-1=11
Degrees of freedom V1  2; V2  6 (machines)

Degrees of freedom V1  3;V2  6 (operators)

Critical value:

(i) Machines
z
ep
The table value of ‘F’ for (2,6) d.f at 5% Los is 5.14
(ii) Operators
The table value of ‘F’ for (3,6) d,f at 5% Los is 4.76

Conclusion:

(i) Operators
de

Since F< 4.76 , H 02 is accepted at 5% level

 The operators are not significantly different
(ii) For Machines
Since F< 5.14, H 01 is accepted at 5% level
 The machines are not significantly different
Pa

2. An experiment was designed to study then performance of four different detergents, the following
“whiteness” readings were obtained with specially designed equipment for 12 loads of washing
distributed over three different models of washing machines.

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Machines 1 2 3 Total
Detergents
A 45 43 51 139
B 47 46 52 145
C 48 50 55 153
D 42 37 49 128

p
Total 182 176 207 565

Looking on the detergents as treatment and the machines as blocks, obtain the appropriate analysis of

Ap
variance table and test at 0.01 level of Significance whether there are differences in the detergents (or) in
the washing machines

Solution:

H 01 : There is no significant different b/w detergent

H 02 : There is no significant different b/w washing machine
We take the origin is 50 and the calculation are done as follows.

Calculation of ANOVA (using new values)

Detergents
z Row total
x 2
ep
ij
Washing machines Rj j
M1 M2 M3
A -5 -7 1 -11 75
B -3 -4 2 -5 29
C -2 0 5 3 29
D -8 -13 -1 -22 234
Column total -18 -24 7 367
de

Ci -35

x i
ij
2 102 234 31 367
Pa

Here N=12; G=-35

G 2 (35) 2
Correction factor   102.08
N 12

G2
Total sum of squares: S=  xij2 
i j N

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 367  102.08
S=264.92

R j2 G2
Sum of squares b/w detergents: S1   j hj

N

1
 (11) 2  (5) 2  (3) 2  (22) 2   102.08

p
3

 213 102.08

Ap
S1  110.92

Sum of squares between machines

 C 2  G2
S2    i  
i  ni  N


1
 (18)2  (24)2  (7)2   102.08
4

 237.25 102.08
z
ep
S2  135.17

Residual sum of squares S3  S-S1  S2

 264.92 110.92 135.17

de

S3  18.83
Pa

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ANOVA table for two way classification:

Source of Sum of Degrees of Mean squares F ratio

variation squares freedom
B/W S1  110.92 n-1=4-1=3 S1 110.92
detergents QB   QB 36.97
n-1 3 

p
 36.97 QAB 3.14
B/W S2  135.17 k-1=3-1=2 S
QA  2 
135.17  11.77
machines
k-1 2

Ap
 67.59
Residual S3  18.83 (n-1)(k-1)=6 QA 67.59

(or) S3 18.83 QAB 3.14
Error QAB  
(n-1)(k-1) 6  21.52
 3.14
Total S=264.92 nk-1=11

Degrees of freedom V1  2;V2  6 (machines)

Degrees of freedom V1  3;V2  6 (detergents)

z
ep
Critical value:

(i) Detergents:

The table value of F for (3,6) degree of freedom at 1% Los is 9.78

(ii)Machines
de

The table value of F for (2,6) degree of freedom at 1% Los is 10.92

Conclusion:

(i) For detergents

Pa

Since F>9.78, H 01 is rejected at 5% level

 The detergents are significantly different

(ii) For machines

Since F>10.92, H 02 is rejected at 5% level

 The machines are significantly different

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3. To study the performance of three detergents and three different water temperatures the following
whiteness readings were obtained with specially designed equipment.

Water temp Detergents A Detergents B Detergents C

Cold Water 57 55 67
Worm Water 49 52 68
Hot Water 54 46 58

p
Solution:

Ap
We set the null hypothesis

H 01 : There is no significant different in the three varieties of detergents

H 02 : There is no significant different in the water temperatures

We choose the origin at x=50

Water temp
Detergents

A B C
z Row total
Rj x
j
ij
2
ep
Cold Water 7 5 17 29 363
Worm Water -1 2 18 19 329
Hot Water 4 -4 8 8 96
Column total
Ci 10 3 43 56 788
de

66 45 677 788
x
i
ij
2

Total sum of squares:

G2
Pa

S=  xij  2

j i N

(56) 2
 788   788  348.44
9

S=439.56

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Sum of squares between detergents:

Ci 2 G 2
S1   
i ni N

1
 (10)2  (3)2  (43)2   348.44
3

p
 652.67  348.44

S1  304.23

Ap
Sum of squares b/w temperatures:

R j2 G2
S2   
j nj N

1
 1266  348.44
3

 422  348.44

S2  73.56
z
ep
Error sum of squares:

S3  S-S1  S2

 439.56  304.23  73.56

de

S3  61.77

ANOVA Table:

Source of Sum of squares Degrees of Mean squares F ratio

variation freedom
B/W detergents 2 304.23
Pa

304.23 152.11
2
15.445
 152.11
 9.848
73.56 (2, 4)
B/W
temperatures 2 2 36.78
73.55  36.78 15.445
 2.381
Error 61.79 4 15.445
Total 439.56 8

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Degrees of freedom (2,4) and (2,4)

Critical value:

The table value of F for (2,4) d.f at 5% Los is 6.94

Conclusion:

(i) For detergents:

p
Since F > 9.85, H 01 is rejected at 5% Los

Ap
 There is a significant different between the three varieties detergents,
(iii) For water temperature
Since F<6.94, H 02 is accepted at 5% Level
 There is no significant different in the water temperatures.
4. Four experiments determine the moisture content of samples of a powder, each man taking a
sample from each of six consignments. These assignments are

Observer Consignment
1 2 3 4 5 6
1
2
3
9
12
11
10
11
10
9
9
z
10
10
11
12
11
10
11
11
10
10
ep
4 12 13 11 14 12 10
Perform an analysis if variance on these data and discuss whether there is any significant different b/w
consignments (or) b/w observers.
Solution:
We formulate the hypothesis
H 02 : There is no significant different b/w observer
de

H 02 : There is no significant different b/w consignment

We take origin at x=11 and the calculations are done are as follows

Calculation ANOVA:
Observer
1
consignments
2 3 4 5 6
Rowtotal
x ij
2

Rj j
Pa

1 -2 -1 -2 -1 0 0 -6 10
2 1 0 -2 0 -1 -1 -3 7
3 0 -1 -1 1 0 -1 -2 4
4 1 2 0 3 1 -1 6 16
Column total C i 0 0 -5 3 0 -3 37
-5

xj
ij
2 6 6 9 11 2 3 37

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G2
Total sum of squares   xij  2

j i N

( 5) 2
S=37-  35.96
24

(R j ) 2 G2
Sum of squares b/w observers  

p

nj N

1 25

Ap
S1  (6) 2  (3) 2  (2) 2  (6) 2  
6 24

S1  13.13

 Ci 2  G 2
Sum of squares b/w consignments    
 ni  N

1 25
S2  (0  0  25  9  9) 
4

S2  9.71
z 24
ep
Error sum of squares S3 = S  S1  S2

= 35.96 - 13.13 - 9.71

S3 = 13.12
de

Source of Sum of Degrees of Mean ‘F’ ratio

variation squares freedom squares
B/W S1  9.71 n-1=5 9.71 1.94
Consignments 5 0.87
 1.94  2.23
(5,15)
Pa

B/W observers S2  13.13 k-1=3 13.13 4.38

3 0.87
 4.38  5.03
Error S3  13.12 (n-1)(k-1)=15 13.12 (3,15)
15
 0.87
Total S  35.96 nk-1=23

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Critical value:

(i) For consignments ,

The table value of ‘F’ for (5, 15) d.f at 5% Los is 2.90
(ii) For observers:
The table value of F for (3, 15) d,f at Los 3.29

Conclusion:

p
(i) For observers
Since F>3.29, H 01 is rejected

Ap
Hence these is a difference between observers is significant
(ii) For consignment:
Since F<2.33, H 02 is accepted
 There is no significant different b/w the consignments

LATIN SQUARES DESIGN:

A Latin squares is a squares arrangement of m-rows and m-columns such that each symbol
appearly once and only once in each row and column.

z
In randomized block design the randomization is done within blocks the units in each block
being relatively similar in L.S.D there are two restrictions
ep
(i) The number of rows and columns are equal
(ii) Each treatment occurs once and only once in each row and column.

This design is a three way classification model analysis of variance

The following steps are involved in Latin square design

de

G2
Correction factor  ; G -> Grand total
N
m
Si 2
S.S b/w rows=Sa    C.F (S.S means Sum of Squares)
i=1 m
Pa

m S j2 G2
S.S b/w Columns=Sb    |C.F
j=1 m N

m
Vi 2
S.S b/w Varieties=Sc    C.F
i=1 m

Total sum of 
 S   xij  C.F
2

squares  j i

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and Sd  S-Sa  Sb  Sc

Here Si =sum of i th row

Sj =sum of jth column

Vi =sum of i th variety

p
ANOVA Table:

Ap
Sum of
Source of Degrees of Mean squares ‘F’ ratio
squares
variation freedom

R
B/W Rows Sa
Sa m-1 R E
m-1
(m-1),(m-1)(m-2)
B/W C
Sb
Sb m-1 C E
Columns
z m-1

Sc
(m-1),(m-1)(m-2)
V
ep
B/W varieties Sc m-1 V E
m-1
(m-1),(m-1)(m-2)
Error Sd
Sd (m-1)(m-2) E
(m-1)(m-2)
Total
S m2 1
de

Comparison of LSD and RBD

(i) In LSD, the number of rows and number of columns are equal and hence the number of
replication is equal to the number of treatments there is no such restriction in RBD
(ii) L.S.D is suitable for the case when the number of treatments is b/w 5 and 12 where as R.B.D
can be used for any number of treatments and replications
(iii) The main advantage of L.S.D is that it removes the variations b/w rows and columns from
Pa

that within the rows resulting in the reduction of experiment error to a large extent
(iv) The RBD can be performed equally on rectangular of square plots but for LSD, a mose (or)
less a squares field is required due to (iii) LSD is preferred over RBD

Note: A 2  2 Latin Square Design is not possible. The degree of freedom for error in a m  m
Latin squares design is (m-1)(m-2)

For m=2 the degree of freedom is ‘o’ and hence comparisons are not possible.

Hence a 2  2 LSD is not possible.

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1. The following is the LSD layout of a design when 4 varieties of seeds are being tested set up the
analysis of variance table and state four conclusion

A B C D
105 95 125 115
C D A B
115 125 105 105
D C B A

p
115 95 105 115
B A D C
95 135 95 115

Ap
Solution:

H: There is no significant difference

xij  100
we take the origin as u ij  and the calculations are done as follows
5

Varieties Values Vi
A 1 1 3 7 12
B
C
D
-1
5
3
1
3
5
-1
-1
3
-1
3
-1
z0
10
10
ep
Columns /
Rows
C1 C2 C3 C4 Row total
x ij
2

Rj i

R1 1 -1 5 3 8 36

R2 3 5 1 1 10 36
de

R3 3 -1 1 3 6 20
R4 -1 7 -1 3 8 60
Columns 6 10 6 10 G=32 152
total C i

x
j
ij
2 20 76 28 28 152
Pa

G=32 N=16;  x
j i
ij
2
 152

G 2 (32) 2
C.F=   64
N 16

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G2
Total sum of squares   xij  2

j i N

(32) 2
 152 
16

 152  64

p
S=88

Ap
1 2
Sum of squares b/w rows  8  102  62  82   64
4

 66  64

Sa =2

1 2
Sum of squares b/w columns  6  102  62  102   64
4

Sb  68  64

Sb  4
z
ep
1
Sum of squares b/w Varieties  122  02  102  102   64
4

 86  64
de

Sc  22

Error sum of squares Sd = S  Sa  Sb  Sc

= 88  2  4  22

Sd  60
Pa

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ANOVA Table:

Sum of
Source of Degrees of ‘F’ ratio
squares Mean sum of squares
variation freedom

Sa 2 0.67
B/W rows Sa  2 m-1=4-1=3   0.67  0.067
m-1 3 10

p
Sb 4 1.33
B/W columns Sb  4 m-1=4-1=3   1.33  0.133
m-1 3 10
Sc 22 7.33
Sc  22   7.33  0.733

Ap
B/W varieties m-1=3
m-1 3 10
(m-1)(m-2) Sd
Error Sd  60  10 -
=3  2=6 (m-1)(m-2)
Total S  88 m 2  1  15 - -

Number of degrees of freedom V1  3 ; V2  6

Critical value:
z
The table value of F for (3, 6) d.f at 5% Los is 4.76
ep
Conclusion:

Since F<4.76, for all the case.

 There is no significant difference for the varieties

2. Analyse the variance in the following Latin squares of fields (in keys) of paddy where A,B,C,D
denote the difference methods of calculation
de

D122 A121 C123 B122

B124 C123 A122 D125
A120 B119 D120 C121
C122 D123 B121 A122
Examine whether the different methods of cultivation have given significantly different fields.
Solution:
Pa

Re arrange the table in order

A121 A122 A120 A122

B122 B124 B119 B121
C123 C123 C121 C122
D122 D125 D120 D123

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We take the origin 122 and the table is

Letter Values Vi
total
A -1 0 -2 0 -3
B 0 2 -3 -1 -2
C 1 1 -1 0 1

p
D 0 3 -2 1 2

Calculation of LSD:

Ap
Columns
/ Rows
1 2 3 4 Row total
x
j
ij
2

1 0 -1 1 0 0 2
2 2 1 0 3 6 14
3 -2 -3 -2 -1 -8 18
4 0 1 -1 0 0 2
Columns 0 -2 -2 2 36
total -2

x
i
ij
2 8 12
z 6 10 36
ep
Here N=16; G=-2

G2 4
Correction factor =   0.25
N 16

G2
 xij2 
de

Total sum of squares S=

i j N

 36  0.25

S=35.75
m
Si 2 G 2

Pa

Sum of squares b/w rows Sa  

i=1 m N

1
 (6)2  (8) 2   0.25
4

 25  0.25

Sa  24.75

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m S j2 G2
Sum of squares b/w columns Sb  m
j=1

N

1
 (0)2  (2)2  (2)2  (2)2   0.25

4

Sb  2.75

p
m
Vi 2 G 2
Sum of squares b/w varieties Sc  
i=1 m

N

Ap
1
 (3)2  (2) 2  (1)2  (2) 2   0.25
4

 4.5  0.25

Sc  4.25

Error (or) Residual Sd  S-Sa  Sb  Sc

 35.75  24.75  2.75  4.25

z
ep
Sd  4

LSD Table:

Source of Sum of Degrees of Mean sum of ‘F’ ratio

variation squares freedom squares
de

Sa 24.75
 8.25
B/W rows Sa  24.75 m-1=3 m-1 3  12.31
0.67
 8.25

Sb 2.75 0.92
B/W columns Sb  2.75 3   1.37
m-1 3 0.67
Pa

 0.92
Sc 4.25
 1.42
B/W varieties Sc  4.25 3 m-1 3  2.12
0.67
 1.42
Sd
Error (or)
Sd  4.0 6=(m-1)(m-2) (m-1)(m-2)
Residual
 0.67
Total S  35.75 m 1  8
2

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Critical value:

The value of ‘F’ for (3,6) d.f at 5% Los is 4.76

Conclusion:

Since F<4.76, we accept the null hypothesis

 The difference between the methods of cultivation is not significant.

p
3. The following data resulted from an experiment to compare three burners A,B, and C,A Latin
squares design was used as the tests were made on 3 engines and were spread over 3 days.

Ap
Engine 1 Engine 2 Engine 3
Day 1 A 16 B 17 C 20
Day 2 B16 C 21 A 15
Day 3 C15 A 12 B 13
Test the hypothesis that there is no diff between the burners

Solution:

We take the origin x=15 and the calculation are done as follows

Re arrangement of given table is

A B
z C
ep
16 17 20
A B C
15 16 21
A B C
12 13 15

Varieties Values Vi
de

A 1 0 -3 -2
B 2 1 -2 1
C 5 6 0 11
Calculation of LSD

Columns/ C1 C2 C3 Row
x 2
Pa

ij
Rows total j

R1 1 2 5 8 30
R2 1 6 0 7 37
R3 0 -3 -2 -5 13
Column 2 5 3 10 80
total
x
i
ij
2 2 49 29 80

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Here N=9; G=10

G 2 (10) 2
Correction Factor    11.11
N 9

Total sum of squares S=  xij2  C.F

j i

p
 80 11.11

S=68.89

Ap
m
Si 2
Sum of squares b/w Rows Sa  
i=1 m
 C.F

1
 [82  7 2  (5)2 ]  11.11
3

 46 11.11

Sa =34.89

Sum of squares b/w columns Sb 

m S j2
 m  C.F
z
ep
j=1

1
 [(2) 2  (5) 2  (3) 2 ]  11.11
3

 1.56
de

m
Vi 2
Sum of squares b/w varieties Sc  
i=1 m
 C.F

1
 [(2)2  12  112 ]  11.11
3
Pa

Sc  30.89

Error (or) Residual Sd  S-Sa  Sb  Sc

 68.89  34.89 1.56  30.89

Sd  1.55

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Source of Sum of Degrees of Mean sum of ‘F’ ratio

variation squares freedom squares

Sa 34.89
 17.445
B/W rows Sa  34.89 m-1=2 m-1 2  22.5
0.775
 17.445

p
Sb 1.56
 0.78
B/W columns Sb  1.56 m-1=2 m-1 2  1.01
0.775
 0.78

Ap
Sc 30.89
 15.445
B/W varieties Sc  30.89 m-1=2 m-1 2  19.93
0.775
 15.445
Sd (m-1)(m-2)
Error (or) 1.55
Sd  1.55 (m-1)(m-2) =
Residual 2
 0.775
Total S  68.89 m2  1  8

Critical value:
z
ep
The value of ‘F’ for (2,8) d.f at 5% Los is 4.46

Conclusion:

Since F> the table value for the burners

 There is a significant difference between the burners

de

and also F> tabulated F for columns the difference b/w the engines is not significant.

Homework:

1. Analyse the variance in the following LS:

B C D A
Pa

20 17 25 34
A D C B
23 21 15 24
D A B C
24 26 21 19
C B A D
26 23 27 22

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2. Analyse the variance in the following LS:
A C B
8 18 9
C B A
9 18 16
B A C
11 10 20

p
Factorial Experiments

Definition 1:

Ap
A factorial experiment in which each of m factors at ‘S’ is called a symmetrical factorial
experiment and is often known as Sm factorial design

Definition 2:

2m - Factorial experiments means a symmetrical factorial experiments where each of the m-factors
is at two levels

2 2 -a factorial experiment means a symmetrical experiment where each of the factors is at two levels

Note:
z
ep
If the numbers of level of the different factors are equal the experiments is called as a symmetrical
factorial experiment.

Uses advantages of factorial experiments:

(i) Factorial designs are widely used in experiments involving several factors where it is
necessary
de

(ii) F.D allow effects of a factor to be estimated at several levels of the others, giving
conclusions that are valid over a range of experimental conditions
(iii) The F.D are more efficient than one factor at a time experiments.
(iv) In F.D individual factorial effect is estimated with precision, as whole of the experiment is
devoted to it.
(v) Factorial designs from the basis of other designs of considerable practical value.
(vi) F.D are widely used in research work. These design are used to apply the results over a wide
Pa

range of conditions

2 2 -Factorial experiment:

A factorial design with two factors, each at two levels is called a 2 2 factorial design

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Yates’s notation:

The two factors are denoted by the letters A and B the letters ‘a’ and ‘b’ denote one of the
two levels of each of the corresponding factors and this will be called the second level.

The first level of A and B is generally expressed by the absence of the corresponding letter in
the treatment combinations. The four treatment combinations can be enumerated as follows.

p
Symbols used:

a 0b0 (or)1:Factors A and B both at first level

Ap
a1a 0 (or)a:A at second level and B at first level

a0a1 (or) b :A at first level and B at second level

a1a1 (or) ab : A and B both second levels.

Yates’s method of computing factorial effect totals

is need

Treatment Total yield (3)

z
For the calculation of various factorial effect total for 2 2 -factorial experiments the following table

(4) Effect Totals

ep
combination from all
replicates
'1' [1] [1]+[a] [1]+[a]+[b]+[ab] Grand total
a [a] [b]+[ab] [ab]-[b]+[a]-[1] [A]
b [b] [a]-[1] [ab]+[b]-[a]-[1] [B]
ab [ab] [ab]-[b] [ab]-[b]-[a]+[1] [AB]
de

2 2 -factorial experiment conducted in a CRD

Let xij  j observation of i th treatment combinations i=1, 2, 3, 4; j=1,2….(say)

th

i.e., x1  [1]; x2  [a]; x3  [b]; x4  [ab]

Pa

Where

xi =total of i th treatment combination .

G=  xij grand total

i f

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n=4r=Total number of observations

G2
TSS=  xij2 -
j i 4r

1. The follwoing table gives the plan and yields of a 22  factorial experiment conducted in CRD

p
Analyse the design and give your comments

(1) a a b
20 28 24 10

Ap
ab b ab (1)
23 11 22 17
a b ab (1)
24 15 21 19
Solution:

Arrange the observation as in one-way classification, we proceed as follows

Treatment Total
Combination
(1)
a
b
20
28
10
17
24
11
z
19
24
15
56
76
36
ep
ab 23 22 21 66
Total G= 234
G2 2342
Correction Formula =   4563
22  r 4  3

 x ij
2
 202  17 2  192  282  242  242  102  112  152  232  222  212
de

j i

 x
j i
ij
2
 4886

G2
TSS   xij2 
j i 4r
 4886  4563  323
Pa

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The values of SSA, SSB and SSAB are obtained by yate’s method

Treatment Total (3) (4) Divisor Sum of squares

combination (2) (5) (6)
1 [1] [1]+[a] [1]+[a]+[b]+[ab]=[M] - -
a [a] [b]+[ab] [ab]-[b]+[a]-[1]=[A] 4r [A]2 /4r=SSA
b [b] [a]-[1] [ab]+[b]-[a]-[1]=[B] 4r [B]2 /4r=SSB

p
ab [ab] [ab]-[b] [ab]-[b]-[a]+[1]=[AB] 4r [AB]2 /4r=SSAB

Ap
SSE = TSS-(SSA+SSB+SSAB)

The analysis of variance table for 2 2 factorial design conducted in CRD

Source of d.f S.S M.S.S F

variation
A 1 SSA MSSA MSSA
MSSE
B 1 SSB MSSB MSSB
MSSE
AB

Error
1

3(r-1)
z
SSAB

SSE
MSSAB

MSSE
MSSAB
MSSE
-
ep
Total 4r-1 TSS - -

To obtain the sum of squares SSA, SSB, SSAB use yate’s method:

Treatment/ Total (3) (4) Divisor S.S

combination response (5) (6)
de

(1) 56 56+76=132 132+102=234 4r=12 Grand total

a 76 36+66=102 20+30=50 12 502
 208.33
12

b 36 76-56=20 102-132=-30 12 (30) 2

 75
12
Pa

ab 66 66-36=30 30-20=10 12 (10) 2

 8.33
12
Total 291.66

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SSE=TSS-(SSA+SSB+SSAB)
=323-291.66
SSE=31.34

Analysis of variance table:

Source of d.f S.S M.S.S F F0.01 (1, 6)

p
variation
A 1 208.33 208.33 53.15 13.75
B 1 75 75 19.13
AB 1 8.33 8.33 2.09

Ap
Error 3(r-1)=6 31.34 3.92
Total 4r-1=11 323
Critical value:

The table value of for (1,6) d.f at 1% Los is 13.75

Conclusion:

Since F> tabulated value of ‘F’ for the main effect A and B, we conclude that the main effects A
and B both are significantly different at 1% Los
z
ep
de
Pa

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UNIT –IV

Interpolation, Numerical Differentiation And Numerical Integration

Interpolation with unequal intervals:

Lagrangian polynomials

Lagrange’s interpolation formula:

p
Let y=f(x) be a function which takes the values y0 ,y1,......,yn corresponding to x x0 , x1,...., xn .

Ap
Then, Lagrange’s interpolation formula is

( x x1 )( x x2 ).......( x xn )
y f ( x) y0
( x0 x1 )( x0 x2 ).......( x0 xn )

( x x0 )( x x2 ).......( x xn )
y1
( x1 x0 )( x1 x2 ).......( x1 xn )

z
ep
( x x0 )( x x1 ).......( x xn )
yn
( xn x0 )( xn x1 ).......( xn xn 1 )

This called the Lagrange’s formula for interpolation

1. Using Lagrange’s formula fit a polynomial to the data:

de

x 0 1 2
y 7 5 15

Solution:
Pa

Let y f ( x)
W.k.t Lagrange’s interpolation formula is
( x x1 )( x x2 ) ( x x0 )( x x2 ) ( x x0 )( x x1 )
y f ( x) y0 y1 y2
( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x2 x0 )( x2 x1 )
Let
x0 0; x1 1; x2 2;
y0 7; y1 5; y2 15;

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( x 1)( x 2) ( x 1)( x 2) (x 1)( x 1)
y (7) (5) (15)
( 1 1)( 1 2) (1 1)(1 2) (2 1)(2 1)
7 2 5 2
x 3x 2 x x 2 5 x2 1
6 2
7 2 7 7 5 2 5 5
x 3x 2 x x ( 2 ) 5x 2
6 6 63 2 2 2

p
7 5 7 5 7
5 x2 x
6 2 2 2 5
22 2 7

Ap
x x
6 3
1
y 11x 2 3x 7
3
2. Find the polynomial y f ( x) by using Lagrange’s formula and hence find f(3) for,

x 0 1 2 5
f(x) 2 3 12 147
Solution:

W.k.t Lagrange’s interpolation formula is z

ep
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )

( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y2
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

( x 1)( x 2)( x 5) ( x 0)( x 2)( x 5)

de

(2) (3)
(0 1)(0 2)(0 5) (1 0)(1 2)(1 5)

( x 0)( x 1)( x 5) ( x 0)( x 1)( x 2)

(12) (147)
(2 0)(2 1)(2 5) (5 0)(5 1)(5 2)

( x 1)( x 2)( x 5) ( x 0)( x 2)( x 5)

(2) (3)
Pa

( 10) (4)

( x 0)( x 1)( x 5) ( x 0)( x 1)( x 2)

(12) (147)
6 60

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y f (3)
(3 1)(3 2)(3 5) (3 0)(3 2)(3 5) (3 0)(3 1)(3 5) (3 0)(3 1)(3 2)
(2) (3) (12) (147)
( 10) (4) 6 60

2(1)( 2) 3(1)( 2) 3(2)( 2) 3(2)(1)

(2) (3) (12) (147)
10 4 ( 6) 60

p
8 18 147
24
10 4 10

Ap
y = 35

3. Using Lagrange’s interpolation, calculate the profit in the year 2000 from the following data

year 1997 1999 2001 2002

Profits in 43 65 159 248
Lakhs of Rs

Solution:

W.k.t Lagrange’s interpolation formula is

z
ep
( x 1999)( x 2001)( x 2002)
y f ( x) (43)
(1997 1999)(1997 2001)(1997 2002)

( x 1997)( x 2001)( x 2002)

(65)
(1999 1997)(1999 2001)(1999 2002)

( x 1997)( x 1999)( x 2001)

de

(248)
(2002 1997)(2002 1999)(2002 2001)

(2000 1999)(2000 2001)(2000 2002)

y f (2000) (43)
( 2)( 4)( 5)

(2000 1997)(2000 2001)(2000 2002)

Pa

(65)
(2)( 2)( 3)

(2000 1997)(2000 1999)(2000 2002)

(159)
(4)(2)( 1)

(2000 1997)(2000 1999)(2000 2001)

(248)
(5)(3)(1)

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(1)( 1)( 2) (3)( 1)( 2) (3)(1)( 2) (3)(1)( 1)
(43) (65) (159) (248)
( 2)( 4)( 5) (2)( 2)( 3) (4)(2)( 1) (5)(3)(1)

43 65 477 248
20 2 4 5

y 100

p
4.Using Lagrange’s interpolation formula find y(10) given that y(5) = 12,y(6)=13,y(9)=14,y(11)=16

Ap
Solution:

Given

x 5 6 9 11
y f ( x) 12 13 14 16

W.K.T Lagrange’s interpolation formula is

y f ( x)
( x x1 )( x x2 )( x x3 )
( x0 x1 )( x0 x2 )( x0 x3 )
y0
z
( x x0 )( x x2 )( x x3 )
( x1 x0 )( x1 x2 )( x1 x3 )
y1
ep
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

Let

x0 5; x1 6; x2 9; x3 11
de

y0 12; y1 13; y2 14; y3 16

( x 6)( x 9)( x 11) ( x 5)( x 9)( x 11)

y f ( x) (12) (13)
(5 6)(5 9)(5 11) (6 5)(6 9)(6 11)
Pa

( x 5)( x 6)( x 11) ( x 5)( x 6)( x 9)

(14) (16) \
(9 5)(9 6)(9 11) (11 5)(11 6)(11 9)

put x = 10,

(4)(1)( 1) (5)(1)( 1)
y (10) f (10) (12) (13)
( 1)( 4)( 6) (1)( 3)( 5)

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(5)(4)( 1) (5)(4)(1)
(14) (16)
(4)(3)( 2) (6)(5)(2)

y = 14.667

5. Find the missing term in the following table using Lagrange’s interpolation

x 0 1 2 3 4

p
y 1 3 9 - 81

W.K.T Lagrange’s interpolation formula is

Ap
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )

( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

Let

x0 0; x1 1;

y0 1; y1 3; y2
x2 2;

9; y3 81
x3 4 z
ep
( x 1)( x 2)( x 4) ( x 0)( x 2)( x 4)
y f (3) (1) (3)
(0 1)(0 2)(0 4) (1 0)(1 2)(1 4)

( x 0)( x 1)( x 4) ( x 0)( x 1)( x 2)

(9) (81)
(2 0)(2 1)(2 4) (4 0)(4 1)(4 2)
de

Let x 3,

(3 1)(3 2)(3 4) (3 0)(3 2)(3 4)

y = f(3) (1) (3)
( 1)( 2)( 4) (1)( 1)( 3)

(3 0)(3 1)(3 4) (3 0)(3 1)(3 2)

Pa

(9) (81)
(2)(1)( 2) (4)(3)(2)

2(1)( 1) 3(1)( 1) 3(2)( 1) (3)(2)(1)

(1) (3) (9) (81)
( 1)( 2)( 4) (1)( 1)(3) (2)(1)( 2) (4)(3)(2)

2 27 81
3
8 2 4

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1 27 81
3
4 2 4

y 31

1. Apply Lagrange’s formula to find f(5),given that f(1) = 2,f(2) = 4,f(3) = 8 and f(7) = 128

Solution:

p
Given the data

x0 1; x1 2; x2 3; x3 7

Ap
y0 2; y1 4; y2 8; y3 128

By Lagrange’s interpolation formula

( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )

( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
( x2 x0 )( x2 x1 )( x2 x3 )
y2
z
( x3 x0 )( x3 x1 )( x3 x2 )
y3
ep
Substituting x=5 and the given data

3(2)( 2) 4(2)( 2) 4(3)( 2) 4(3)(2)

y f (5) (2) (4) (8) (128)
( 1)( 2)( 6) 1( 1)( 5) (2)(1)( 4) 6(5)(4)

2 ( 12.800) 24 25.6
de

51.6 12.800

f (5) 38.800

2. Find a polynomial of degrees 3 fitting the following data

x -1 0 2 3
y -2 -1 1 4
Pa

Soln:
Given data:
x0 1; x1 0; x2 2; x3 3
y0 2; y1 1; y2 1; y3 4

By Lagrange’s interpolation formula

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( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )

( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

Substituting the given data,

p
x( x 2)( x 3) ( x 1)( x 2)( x 3)
y f ( x) ( 2) ( 1)
( 1)( 3)( 12) 1 ( 2)( 3)

Ap
( x 1) x( x 3) ( x 1) x( x 2)
(1) (4)
3 2 ( 1) 4 3 1

1 3 1 3 1 3 1 3
= x 5x2 6 x x 4 x2 x 6 x 2 x 2 3x x x2 2x
6 6 6 3

1 3
= x 5 x 2 6 x x3 4 x 2 x 6 x3 2 x 2 3x 2 x3 2 x x 4 x
6

y=
1 3
6
x x2 4x 6
z
ep
3.Given u0 6; u1 9; u3 33; u7 15. Find u2

Solution:

Given the data

de

x0 0; x1 1; x2 3; x3 7

yo 6; y1 9; y2 33; y3 15

Where y = u(x)

To find y when x = 2
Pa

By Lagrange’s interpolation formula

( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )

( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )

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( x 1)( x 3)( x 7) ( x)( x 3)( x 7) ( x)( x 1)( x 7) x( x 1)( x 3)
6 9 33 ( 15)
( 1)( 3)( 7) (1)( 2)( 6) (3)(2)( 4) (7)(6)(4)

put x = 2
(1)( 1)( 5) 2( 1)( 5) 2(1)( 5) 2(1)( 1)
y = u(x) = 6 9 33 ( 15)
21 12 24 168

p
= 7. 5 -1.429+13.750+0.179

y = y(x) = 2;

Ap
u2 20

Inverse Lagrangian:

1. Apply lagrange’s formula inversely to obtain the root of the equation f(x) = 0 given that
f(0) = -4;f(1) = 1;f(3)=29;f(4)=52.

Solution:

Given that z
ep
x0 0; x1 1; x2 3; x3 4

yo 4; y1 1; y2 29; y3 52

To find x such that f(x) = 0

Applying lagrange’s interpolation formula inversely we get

de

( y y1 )( y y2 )( y y3 ) ( y y0 )( y y2 )( y y3 )
x x0 x1
( y0 y1 )( y0 y2 )( y0 y3 ) ( y1 y0 )( y1 y2 )( y1 y3 )

( y y0 )( y y1 )( y y3 ) ( y y0 )( y y1 )( y y2 )
x2 x3
( y2 y0 )( y2 y1 )( y2 y3 ) ( y3 y0 )( y3 y1 )( y3 y2 )
Pa

Using the given data and subs y = 0 we’ve

( 1)( 29)( 52) 4( 29)( 52) 4( 1)( 52) 4( 1)( 29)

x (0) (1) (1) (4)
( 5)( 23)( 56) 5 ( 28)( 51) 33(28)( 51) (56)(51)(23)

0.845 0.029 0.007

x 0.823

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Homework:

1. By LF Given y0 12; y1 0; y3 6; y4 12.Find y2

Ans: 4
2. Fit a polynomial of minimum order to the data

x 0 1 3 4
y -4 1 29 52

p
Inverse Lagrange’s Interpolation;

Ap
The process of finding a value of x for the corresponding value of y is called inverse
interpolation

The inverse of Lagrange’s interpolation formula is

( y y1 )( y y2 )......( y yn ) ( y y0 )( y y2 )......( y yn )
x x0 x1
( y0 y1 )( y0 y2 )......( y0 yn ) ( y1 y0 )( y1 y2 )......( y1 yn )

( y y0 )( y y1 )......( y yn 1 )

1.
....................
z
( yn y0 )( yn y1 )......( yn yn 1 )
xn

Find the age corresponding to the annuity value 13.6 given the table:
ep
Age(x) 30 35 40 45 50
Annuity value (y) 15.9 14.9 14.1 13.3 12.5

Solution:

W.K.T the inverse Lagrange’s interpolation formula is

de

( y y1 )( y y2 )( y y3 )( y y4 ) ( y y0 )( y y2 )( y y3 )( y y4 )
x x0 x1
( y0 y1 )( y0 y2 )( y0 y3 )( y0 y4 ) ( y1 y0 )( y1 y2 )( y1 y3 )( y1 y4 )

( y y0 )( y y1 )( y y3 )( y y4 ) ( y y0 )( y y1 )( y y2 )( y y4 )
x2 x3
( y2 y0 )( y2 y1 )( y2 y3 )( y2 y4 ) ( y3 y0 )( y3 y1 )( y3 y2 )( y3 y4 )
Pa

( y y0 )( y y1 )( y y2 )( y y3 )
x4 ..........
( y4 y0 )( y4 y1 )( y4 y2 )( y4 y4 )

(13.6 14.9)(13.6 14.1)(13.6 13.3)(13.6 12.5)

Let y = 13.6 x (30)
(15.9 14.9)(15.9 14.1)(15.9 13.3)(15.9 12.5)

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(13.6 15.9)(13.6 14.1)(13.6 13.3)(13.6 12.5)
(35)
(14.9 15.9)(14.9 14.1)(14.9 13.3)(14.9 12.5)

(13.6 15.9)(13.6 14.9)(13.6 13.3)(13.6 12.5)

(40)
(14.1 15.9)(14.1 14.9)(14.1 13.3)(14.1 12.5)

(13.6 15.9)(13.6 14.9)(13.6 14.1)(13.6 13.3)

p
(50)
(12.5 15.9)(12.5 14.9)(12.5 14.1)(12.5 13.3)

x = 43

Ap
2. Find the value of given f ( ) 0.3887 where
d
f( ) Using the table
0 1 2
1 sin
2

θ 21 23 25

f (θ) 0.3706 0.4068 0.4433

Solution:
z
ep
Given: f ( ) =0.3887

(0.3887 0.4068)(0.3887 0.4433)

(21)
(0.3706 0.4068)(0.3706 0.4433)

(0.3887 0.3706)(0.3887 0.4433)

de

(23)
(0.4068 0.3706)(0.4068 0.4433)

(0.3887 0.3706)(0.3887 0.4068)

(25)
(0.4433 0.3706)(0.4433 0.4068)

= 7.8858+ 17.2027 – 3.0865

Pa

22.0020

The value of such that f ( ) =0.3887 is 22.0020 .

Homework:

1. Using Lagrange’s interpolation find y (2) from the following data;

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x 0 1 3 4 5
y 0 1 81 256 625
(Ans:16)

2. Using Lagrange’s interpolation find f(4) given that f(0) = 2,f(1) = 3,f(2) = 12,f(15) = 3587
x
2 x2
3. The following table gives the value of the problem integral f ( x) e dx

p
0

corresponding to certain values of x. For what value of x is this integration equal to 0.5

x 0.46 0.47 0.48 0.49

Ap
y 0.4846555 0.4937452 0.5027498 0.5116683

Divided differences (unequal intervals)

Let the function y f ( x) take the values f ( x0 ), f ( x1 ), f ( x2 )..... f ( xn ) corresponding to the

value x0 , x1 , x2 ,....., xn of the argument x where x1 x0 , x2 x1,......., xn xn 1 , need not necessarily
be equal

z
The first divided difference of f(x) for the arguments x0 , x1 , is
ep
f ( x1 ) f ( x0 )
f ( x0 , x1 )
x1 x0

f ( x2 ) f ( x1 )
"' ly, f ( x1 , x2 ) and so on
x2 x1

The second divided difference of f(x) for the three arguments x0 , x1 , x3 is defined as
de

f ( x1 , x2 ) f ( x0 , x1 )
f ( x0 , x1 , x2 )
x2 x0

f ( x2 , x3 ) f ( x1 , x2 )
f ( x0 , x1 , x2 ) and so on
x3 x1
Pa

Divided Difference Table:

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Argument X Entry First D.D Second D.D Third D.D
f(x) f ( x) 2
f ( x) 3
f ( x)
1 1 1

x0 f ( x0 )
x1 f ( x1 ) f ( x0 , x1 ) f ( x0 , x1 , x2 )
f ( x1 , x2 ) f ( x0 , x1 , x2 , x4 )
x2 f ( x2 ) f ( x1 , x2 , x3 )
f ( x2 , x3 ) f ( x1 , x2 , x3 , x4 )
x3 f ( x3 ) f ( x2 , x3 , x4 )

p
x4 f ( x4 ) f ( x3 , x4 )

Ap
Properties of divided differences:

1. The divided difference are symmetrical in all their arguments ie., the value of any difference is
independent of the order of the arguments
2. The operator ' ' is linear
3. The nth divided differences of a polynomial of the nth degree are constant.
4. The divided difference of the product of a constant and a function is equal to the product of the
constant and the divided difference of the function.

Problems based on Divided Differences:

1. If f ( x)
1
x
z
. find the divided difference of f(a,b,c,d) (or) show that
3 1
a
1
abcd
ep
bcd

Solution:

Given

1
f ( x)
x
de

1 1
f (a) ; f (b)
a b
1 1
f (b) f (a) b a
f ( a, b)
b a b a
a b
Pa

ab
( a b)
( a b) 1
ab (a b)
1
f ( a, b)
ab
f (b, c) f (a, b)
f (a, b, c)
c a

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1 1 1 1
bc ab bc ab
c a (c a )
( a c) 1 1
abc (c a ) abc
1

p
f (a, b, c)
abc
f (b, c, d ) f (a, b, c)
f (a, b, c, d )
d a

Ap
1 1
bcd abc (a d ) x 1
d a abcd (a d )
1
f (a, b, c, d )
abcd
1 1
ie.,Δ3
bcd a abcd

2. If f ( x)

f (a, b, c)
1
x2 z
find the divided difference f(a, b) and f(a, b, c)(or) prove that

ac bc ca
ep
a 2b 2 c 2
Solution:
1
Given: f ( x)
x2
1 1
f (a) ; f (b)
a2 b2
de

1 1
f (b) f (a) b2 a 2 a 2 b2 1
f ( a, b)
b a b a a 2b 2 (a b)

( a b) ( a b)
( a 2 b 2 ) ( a b)
Pa

( a b)
f ( a, b)
a 2b 2
f (b, c) f (a, b)
f ( a , b, c )
(c a )
(b c) a b
b2c 2 a 2b 2
(c a )

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1 a 2b a 2 c 2 c 2 a c 2b
(c a ) a 2b 2 c 2
1 ac(c a) b(c 2 a 2 )
(c a ) a 2b 2 c 2
(c a) ac b(c a) ac bc ab

p
(c a ) a 2b 2 c 2 a 2b 2 c 2
ab bc ca
f (a, b, c)
a 2b 2 c 2

Ap
3. From the divided difference table for the following data:
x 5 15 22
y 7 36 160

Solution:
The divided difference table is

5
x
7
y f ( x) 1 f ( x) z 1
2
f ( x)
ep
36 7
2.9 17.71 2.9
15 5
15 36
160 36 22 5
17.71 0.87
22 15
22 160
de

4. Obtain the divided difference table for the following data

x -1 0 2 3
y -8 3 1 12

Solution:
The divided difference table is,
Pa

x y f ( x) 1 f ( x) 1
2
f ( x) 1
3
f ( x)
1 8 3 8
11
0 3 0 1 1 11
4 4 4
2 1 1 3 2 1 2
1 11 1 3 1
3 12 2 0 4
12 1 3 0
11
3 2

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5. Find the divided difference of f ( x) x3 x 2 for the arguments 1,3,6,11

Solution:
Given, f ( x) x3 x 2
When
x = 1, f(1) = 4

p
x = 3, f(3) = 82
x = 6, f(6) = 224
x =11, f(11) = 1344

Ap
The divided difference table is
x y f ( x) 1 f ( x) 2
f ( x) 3
f ( x)
1 1
1 4 32 4
14 64 14
3 32 3 1 10
6 224 224 32 6 1
64 20 10
6 3 224 64 1
11 1344 20 11 1
1344 224 11 3
224

Homework:
11 6
z
ep
1. Find the divided difference table for the following data
(i)
x 1 1 4 5
f(x) 8 11 78 123

(Ans: 0.168)
de

(ii)
x 1 2 4 7 12
f(x) 22 30 82 106 206

(Ans: 0.19)
2. Find the 3rd divided difference with arguments 2, 4,9,10 of the function f ( x) x3 2x .
Pa

Ans:f(2,4,9,10)=1.

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Newton’s Divided difference formula (or) Newton’s interpolation formula for unequal intervals:

Let y f ( x) take values f ( x0 ), f ( x1 )..... f ( xn ) corresponding to the arguments

x0 , x1 ,....., xn then

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1) ( x x0 )( x x1) f ( x0 , x1, x2 ) ..... ( x x0 )( x x1).....( x xn 1) f ( x0 , x1,..., xn )

p
Problems base on divided difference:

1. Use Newton’s divided difference formula fit a polynomial to the data:

Ap
x -1 0 2 3
y -8 3 1 12
And hence find y when x=1.

Solution:

The divided difference table is,

x y f ( x) f ( x) 2
f ( x) 3
f ( x)

0
2
1
3
1
8 3
0
1
8
1
3
11 1
2
z11
1
4 4 4
2
ep
1 11 1 3 1
2 0 4
3 12 3 0
12 1
11
3 2

The Newton’s divided difference formula is,

de

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )

( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 x3 ) 1

Here x0 1, x1 0, x2 2, x3 3
Pa

f ( x0 ) 8; f ( x0 , x1 ) 11; f ( x0 , x1, x2 ) 4; f ( x0 , x1, x2 , x3 ) 2

1 f ( x) 8 ( x 1)11 ( x 1)( x 0)( 4) ( x 1)( x 0)( x 2)(2)

f ( x) 2x3 6x2 3x 3

When x 1, f (1) 2 6 3 3 2

Hence x 1, y 2

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2. Find the Newton’s divided difference formula find the missing value from the table
x 1 2 4 5 6
y 14 15 5 - 9
Solution:

The divided difference table is

x y f ( x) 1 f ( x) 2
f ( x) 3
f ( x)
1 1

p
1 14 15 14
1 5 1
2 15 2 1 2
5 15 4 1
1.75 2

Ap
5 2 5
4 2 0.75
4 5 1.75 6 1
9 5 6 2
6 9 2
6 4

Newton’s divided difference formula is

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )

here x0 1, x1 2, x2 4
z
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 x3 ) 1
ep
f ( x0 ) 14, f ( x0 , x1 ) 1, f ( x0 , x1, x2 ) 2, f ( x0 , x1, x2 , x3 ) 0.75
Here x = 5
1 f (5) 14 (5 1)(1) (5 1)(5 2)( 2) (5 1)(5 2)(5 4)(0.75)
f (5) 3

3. Find the polynomial equation y f ( x) passing through (-1,3),(0,-6),(3,39),(6,822) and (7,1611)

de

by using divided difference formula,

Solution:

Given
x -1 0 3 6 7
Pa

f(x) 3 -6 39 822 1611

The divided difference table is ,

x f ( x) 1 f ( x) 2
f ( x) 3
f ( x) 4
f ( x)
1 1 1

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1 3 6 3
9 15 9
0 1 6
3 1 41 6 13 5
0 6 39 6 5 1
15 261 15 6 1 7 1
3 0 41
6 0 132 41
822 39 13
3 39 261 7 0
6 0 789 261
132
7 3

p
1611 822
6 822 789
7 6

7 161

Ap
Newton’s divided difference formula is,

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1 , x2 )
( x x0 )( x x1 )( x x2 ) f ( x0 , x1 , x2 , x3 )
( x x0 )( x x1 )( x x2 )( x x3 ) f ( x0 , x1 , x2 , x3 , x4 ) 1

Here x0 1, x1 0, x2 3, x3 6, x4 7

1
f ( x0 ) 3, f ( x0 , x1 ) z
9, f ( x0 , x1, x2 ) 6, f ( x0 , x1, x2 , x3 ) 5, f ( x0 , x1, x2 , x3 , x4 ) 1
f ( x) 3 ( x 1)( 9) ( x 1) x(6) ( x 1) x( x 3)5 ( x 1) x( x 3)( x 6)(1)
ep
3 9x 9 6x2 6x 5x3 10x2 15x ( x2 2x 3)( x2 6x)
6 18x 4 x 2 5 x3 x 4 6 x3 2 x3 12 x 2 3x 2 18 x
f ( x) x4 3x3 5x2 6

Interpolation with equal Intervals :

de

Newton’s forward Interpolation formula:

Let y f ( x) be a function which takes the values y0 , y1,....., yn corresponding to the values
x0 , x1 ,....., xn Where the values of x are equally spaced
Ie., xi x0 ih ; i 0,1,2,....., n
Pa

Suppose, to find the values of y when x x0 ph

where p is any real number

p( p 1) 2 p( p 1)( p 2) 3
yp y0 p y0 y0 y0 ....
2! 3!
x x0
Where p
h
This formula is called Newton’s Gregory interpolation forward interpolation formula.

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Note:
(1) If y x is a polynomial in x of degrees n then the formula becomes
p( p 1) 2 p( p 1)( p 2) 3 p( p 1)( p 2)......( p n 1) n
yp y0 p y0 y0 y0 .... y0
2! 3! n!
(2) This formula is used to interpolate the value y near x x0 (beginning of the given date) and

p
for extrapolation of the values of ‘y’ a short distance backward from y 0 .

Newton’s backward interpolation formula:

Ap
This formula is used for interpolating a value of y for a given x near the end of a table of values.
Let y0 , y1,....., yn be the values of y f ( x) for x x0 , x1,...., xn.
Where xi x0 ih i 0,1,2,3,......, n
To find y when x xn ph where p is any number (p is negative in this case)
p( p 1) 2 p( p 1)( p 2) 3
yp yn p yn yn yn .........
2! 3!

where p
x xn
h
z
ep
This formula is called Newton’s backward interpolation formula

Error in Newton’s Interpolation formula:

(1) The error caused in using Newton’s forward formula for interpolation is given by,
p ( p 1)( p 2).....( p n) n 1
Error = y( c )
(n 1)!
de

x x0
where x0 c yn and p
h
(2) The error in using Newton’s backward formula in the form

p ( p 1)( p 2).....( p n) n 1 n 1
Error= h y (c)
(n 1)!
Pa

where x0 c yn and x xn ph

Problems

1. Using Newton’s forward interpolation formula, five f(1.02) from the following data.

x 1.0 1.1 1.2 1.3 1.4

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f(x) 0.841 0.891 0.932 0.964 0.985

Solution:

Forward difference table

x y f ( x) y 2
y 3
y

p
1.0 0.841
1.1 0.891 0.050
0.041 0.009 0
1.2 0.932

Ap
0.032 0.009 0.002
1.3 0.964
0.021 0.011
1.4 0.985
2
y0 0.841; y0 0.050 ; y0 0.009
Here, x0 1.0 Let x 1.2
x x0
p p 0.2
h

By Newton’s forward interpolation formula,

y 1.2 y0 P y0
P P 1 2
z
y0 .....
ep
2!

0.2 0.8
0.841 0.2 0.050 0.009
2
y 1.2 0.852
de

2. Using Newton’s forward interpolation formula find f(1.5) from the following data:

x 0 1 2 3 4
f(x) 858.3 869.6 880.9 892.3 903.6
Pa

Solution:

Difference table

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x y y 2
y 3
y 4
y
0 858.3
1 869.6 11.3
11.3 0 0.1
2 880.9 -0.3
11.4 0.1

p
3 892.3
11.3 0.1 0.2
4 903.6
2 3
Here, x0 1; y0 869.6 ; y0 11.3 ; y0 0.1; y0 0.2

Ap
To find y for x=1.5

x x0 0.5
p p 0.5
h 1

By Newton’s forward interpolation formula:

p( p 1) 2 p( p 1)( p 2) 3 p( p 1)( p 2)......( p n 1) n

yp y0 p y0 y0 y0 .... y0
2! 3! n!

y (1.5) 869.6 (0.5)(11.3)

z (0.5)(0.5)(0.1)
2
(0.5)(0.5)(1.5)
6
(0.2)
ep
y (1.5) 875.2

3. Using Newton’s backward interpolation formula find y when x=27 from the following data,
x 10 15 20 25 30
y 35.4 32.2 29.1 26.0 23.1
Solution:
de

Backward difference table

x y y 2
y 3
y 4
y
10 35.4
15 32.2 3.2
3.1 0.1 0.1
20 29.1 0.3
Pa

3.1 0
25 26.0
2.9 0.2 0.2
30 23.1
Here,

xn 30, yn 23.1, yn 2.9,

2 3 4
yn 0.2, yn 0.2 , yn 0.3

By Newton’s backward interpolation formula

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p( p 1) 2 p( p 1)( p 2) 3
y ( xn ph) yn p yn yn yn .....
2! 3!
x xn 27 30
Here x 27 ; p 0.6
h 5
( 0.6)(0.4)
y (27) 23.1 (2.9)(0.6) (0.2)
2

p
( 0.6)(0.4)(1.4) ( 0.6)(0.4)(1.4)(2.4)
(0.2) (0.2)
6 24
24.7947

Ap
y(27) 24.8

2. Using Newton’s backward formula, find from the following data

x 1.00 1.25 1.50 1.75 2.00

x 0.3679 0.2865 0.2231 0.1738 0.1353
e

Solution: z
ep
Backward difference table
x y y 2
y 3
y 4
y
1.00 0.3679
1.25 0.2865 0.0814
0.0634 0.0180
1.50 0.2231 0.0039
0.0493 0.141 0.0006
1.75 0.1735 0.0033
de

0.0385 0.0108
2.00 0.1353
Here, xn 2 ; yn 0.1353 from the difference table ,

2 3 4
yn 0.0385 ; yn 0.0108 ; yn 0.0033 ; yn 0.0006.
x xn 1.9 2
Let x 1.9 ; p 0.4
Pa

h 0.25

By Newton’s backward interpolation formula

p( p 1) 2 p( p 1)( p 2) 3
y ( xn ph) yn p yn yn yn .....
2! 3!
(0.4)(0.6) ( 0.4)(0.6)(1.6)
y (1.9) 0.1353 ( 0.4)( 0.0385) (0.010) ( 0.0033)
2 6
e 1.9 0.1496

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3. Find tan(0.26) from the following values of tans for 0.10 x 0.30

x 0.10 0.15 0.20 0.25 0.30

tan x 0.1003 0.1511 0.2027 0.2553 0.3093
Solution:

Difference table
x y y 2 3 4

p
y y y
0.10 0.1003
0.15 0.1511 0.0508
0.0008

Ap
0.0516
0.20 0.2027 0.0002
0.0526 0.0010
0.25 0.2553 0.0004 0.0002
0.0540 0.0014
0.30 0.3093
Here xn 0.30 ; yn 0.3093
From the difference table
yn 0.0540 ; 2 yn 0.0014 ; 3 yn 0.0004 ; 4
yn 0.0002 ;
Let x 0.26

P
x xn 0.26 0.30
h 0.05
By Newton’s backward difference formula
z 0.8
ep
( 0.8) ( 0.8)(0.2)(1.2)
tan(0.26) 0.3093 (0.8)(0.0540) ( 0.0014) (0.0004)
2 6
( 0.8)(0.2)(1.2)
(0.0002 )
24
0.2662
de

tan(0.26) 0.2662

4. From the following table , find the number of student whose obtained less than 45 marks

Marks 30-40 40-50 50-60 60-70 70-80

No of students 30 42 51 35 31
Pa

Solution:

Difference table

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x y y 2
y 3
y 4
y
below 40 30
below 50 72 42
51 9
below 60 123 25
35 16
below 70 158 12 37
31 4
below 80 189

p
2 3 4
Here x0 40 ; y0 30 ; y0 41; y0 10 ; y0 25 ; y0 37

x x0 45 40 5

Ap
Let x 45 ; p 0.5
h 10 10
By Newton’s forward difference formula,
p( p 1) 2
yp y0 p y0y0 ....
2!
(0.5)( 0.5) (0.5)( 0.5)( 1.5) (0.5)( 0.5)( 1.5)( 2.5)
y(45) 30 (0.5)42 (9) ( 25) 37
2 6 24
30 21.00 1.13 1.56 1.45

y (45) 46.86

Number of students with less than 45 marks

z
ep
= 47

5. From the following table values of x and f(x),determine (i) f(0.23) and (ii) f(0.29)
x 0.20 0.22 0.24 0.26 0.28 0.30
f(x) 1.6596 1.6698 1.6804 1.6912 1.7024 1.7139

Solution:
de

The difference table is,

x y y 2
y 3
y 4
y
0.20 1.6596
0.22 1.6698 0.0106
0.0002 0.0002
Pa

0.24 1.6804 0.0108

0.0004 0.0003
0.26 1.6912 0.0112
0.0115 0.0003 0.0001
0.28 1.7024
0.30 1.7139

(i) To find f(0.23)

Take x 0.23 and x0 0.22

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From the difference table,

2 3 4
y0 1.6698; y0 0.0106; y0 0.0002; y0 0.0002; y0 0.0003

x x0 0.23 0.22
p 0.5
h 0.02

By Newton’s forward interpolation formula

p
p( p 1)
p( p 1)( p 2) 3
2
yp y0 p y0 y0 y0 ....

Ap
2! 3!
0.5( 0.5)
f (0.23) 1.6698 (0.5)(0.0106) (0.0002)
2

0.5( 0.5)( 1.5) 0.5( 0.5)( 1.5)( 2.5)

(0.0002) ( 0.0003)
6 24

1.6698 0.01 0.00003 0.00001 0.000001

f (0.23) 1.6797
(ii). To find f(0.29)
Take xn 0.30 and x 0.29
z
ep
x xn
p 0.5
h
2 3
yn 1.7139; yn 0.0115; yn 0.0003; yn 0.0001

p( p 1)
p( p 1)( p 2) 3
2
y ( xn ph) yn p yn yn yn .....
2! 3!
de

( 0.5)(0.5)
y(0.29) 1.7139 ( 0.5)(0.0115) (0.0003)
2

( 0.5)(0.5)(1.5) ( 0.5)(0.5)(1.5)(2.5)
( 0.0001) ( 0.0003)
6 24

1.7139 0.00575 0.000004 0.00001 0.00001

Pa

f (0.29) 1.7081

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Numerical Differentiation and integration:
Differentiation using interpolation formula:

Derivatives using divided difference:

The divided difference formula is

f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )

p
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 , x3 ) ......

First fit a polynomial for the given data using Newton’s divided difference interpolation formula

Ap
and compute the derivative for a given x.

Problems based on divided differences:

'
1. Find f (5)and f (5) using the following the data
x 0 2 3 4 7 9
F(x) 4 26 58 112 466 922
Solution:
z
Since the values of x are not equally spaced we shall use Newton’s divided difference formula:
ep
x f ( x) y 2
y 3
y 4
y
0 4
26 4
11
2 0
2 26 32 11
58 26 7
32 3 0 11 7
3 2 1
de

54 32 4 0
3 58 112 58 11 1 1
54 4 2 16 11 1
4 3 1 1 0
118 54 7 2
466 112 16 1 1
4 112 118 7 3 22 16 0
7 4 1 9 2
22 16 9 3
922 466 22
7 466 228 9 4
9 7
Pa

9 922
Let x0 0 ; x1 2; x2 3; x3 4; x4 7; x5 9

f ( x0 ) 4; f ( x0 , x1 ) 11; f ( x0 , x1, x2 ) 7; f ( x0 , x1, x2 , x3 ) 1

w.k.t the Newton’s divided diff formula is,

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f ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1, x2 )
( x x0 )( x x1 )( x x2 ) f ( x0 , x1, x2 , x3 ) ......
4 ( x 0)11 ( x 0)( x 2)7 ( x 0)( x 2)( x 3)(1)
4 11x ( x2 2x)7 ( x3 5x2 6x)
4 11x 7 x 2 14 x x3 5 x 2 6 x
x3 2x2 3x 4

p
f ( x) (1)
Differentiate with respect to x
f ' ( x) 3x2 4x 3 (2)

Ap
f ' (5) 3(5)2 4(5) 3 98
f '' ( x ) 6x 4
f '' (5) 6(5) 4 34
f (5) 98; f ( x) 34

Homework:

1. Find the values of f (3) using divided difference Given the data:

x
f ( x)
0
8
1
11
4
68
5
123
z
ep
Newton’s forward difference Formula:

Let y=f(x) be a function taking the values y0 , y1 ,...., yn corresponding to x0 , x1 ,......, xn of the
independent variable x.

Let the values of x be at equidistant intervals of size h

de

Then, if x is non- tabular value

y0 (2u 1) 2 (3u 2 6u ) 2) 3
y0 y0
dy 1 1! 2! 3!
f ' ( x)
dx h (4u 3 18u 2 22u 6) 4
y0 ......
Pa

4!

x x0
where u
h

Similarly,
d2y 1 (6u 2 18u 11)
f '' ( x) 2
y0 (u 1) 3
y0 4
y0 ......
dx 2 h2 12

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d3y 1 12u 18
f ''' ( x) 3
y0 4
y0 ......
dx3 h3 12
For the tabular value at x x0
dy 1 1 1 1
f ' ( x0 ) y0 2
y0 3
y0 4
y0 .......
dx x x0 h 2 3 4

d2y

p
1 11
f '' ( x0 ) 2
y0 3
y0 4
y0 .......
dx 2 x x0
h2 12

Ap
d3y 1 3
f ''' ( x0 ) 3
y0 4
y0 .......
dx3 x x0
h3 2

Newton’s backward difference formula:

Let y=f(x) be a function taking the values y0 , y1 ,...., yn corresponding to x0 , x1 ,......, xn of the
independent variable x. Let the values of x be at equidistant intervals of size h

If x is non- tabular value:

Then
z
y n 2v 1 2 (3v 2 6v 2) 3
ep
yn yn
' dy 1 1! 2! 3!
f ( x) 3 2
dx h (4v 18v 22v 6) 4
yn .....
4!
x xn
where v
h
de

Similarly,

d2y 1 (6v 2 18v 11)

f '' ( x) 2
yn (v 1) 3
yn 4
yn ......
dx 2 h2 12
d3y 1 (12v 18)
f ''' ( x) 3
yn 4
yn ......
dx3 h3 12
Pa

For the Tabluar value at x xn

dy 1 1 1
f ' ( xn ) yn 2
yn 3
yn ......
dx x xn h 2 3

d2y 1 11
f '' ( xn ) 2
yn 3
yn 4
yn ......
dx 2 x xn
h2 12

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d3y 1 3
f ''' ( xn ) 3
yn 4
yn ......
dx3 x xn
h3 2
Note:

1. Numerical differentiation can be used only when the difference of some order are constant.

p
Problem based on Newton’s forward and backward

1. Find f ' (3) and f '' (3) for the following data

Ap
x 3 3.2 3.4 3.6 3.8 4
f ( x) -14 -10.032 -5.296 -0.256 6.672 14

Solution:

Difference Table

x y y 2 3 4 5

3
3.2
14
10.032 3.968
0.768
z y y y y
ep
3.4 5.296 4.736
0.304 0.464
3.6 0.256 5.04 2.048 5.12
1.888 1.584
3.8 6.672 6.928 3.072
0.4 1.488
4 14 7.328

To find f ' (3) :

de

Here h=0.2

By Newton’s forward difference Formula is :

dy 1 1 1 1 1
f ' ( x0 ) y0 2
y0 3
y0 4
y0 5
y0 ......
dx x x0 h 2 3 4 5
Pa

dy 1 1 1 1 1
f ' (3) 3.968 (0.768) ( 0.464) (2.048) ( 5.12)
dx x 3 0.2 2 3 4 5
1
(3.968 0.384 0.1547 0.512 1.024)
0.2
f ' (3) 9.4665
To find f (3) :

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We know that
'' d2y 1 2 3 11 4 5 5
f ( x0 ) y0 y0 y0 y0 ......
dx 2 x x0
h2 12 6

d2y 1 11 5
f '' (3) (0.768 ( 0.464) (2.048) ( 5.12))
dx 2 x 3
(0.2) 2
12 6
1

p
(0.768 0.464 1.8773 4.267)
0.04
f (3) 184.4075

Ap
2. The following data gives the velocity of a particle for 20 seconds at an interval of 5 second Find
the initial acceleration using the entire data

Time(sec) 0 5 10 15 20
Velocity(m/sec) 0 3 14 69 228
Solution:
Difference table is dependent on time t.ie.,
t v v 2
v 3
v 4
v
0 0
3 8
5
10
15
14
69
3
11
55
z 44
104
36
60 24
ep
20 228 159
dv
For initial acceleration ie., at t=0 ; Here h=5
dt
We use forward formula

dv 1 1 1 1
f ' (t0 ) v0 2
v0 3
v0 4
v0 .....
de

dt t t0 h 2 3 4
dv 1 1 1 1
f ' (0) 3 (8) (36) (24)
dt t 0 5 2 3 4
1
(3 4 12 6)
5
Pa

1
(5)
5

f ' (0) 1

3. Find f ' (4) and f '' (4), f ''' (4) for the following data

x 0 1 2 3 4
y 1 2.718 7.381 20.086 54.598

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Solution:

Difference table:

x y y 2
y 3
y 4
y
0 1
1 2.718 1.718
2.945

p
2 7.381 4.663
8.042 5.097 8.668
3 20.086 12.705
21.807 13.765
4 54.598 34.512

Ap
To Find f ' (4) :

The Newton’s backward difference formula:

dy 1 1 1 1
f ' ( xn ) yn 2
yn 3
yn 4
yn ......
dx x xn h 2 3 4
dy 1 1 1 1
f ' (4)
dx
34.512 10.9035 4.58 2.167
x 4 1
(34.512)
z 2
(21.807)
3
(13.765)
4
(8.668)
ep
'
f (4) 52.1705
To find f '' (4) :
'' d2y 1 2 3 11 4 5 5
f ( xn ) yn yn yn yn ......
dx 2 x xn
h2 12 6

d2y 1 11
de

f '' (4) 21.807 13.765 (8.668)

dx 2 x 4
1 12
21.807 13.765 7.9457
''
f (4) 43.5177

To find f ''' (4) :

Pa

d3y 1 3
f ''' ( xn ) 3
yn 4
yn ......
dx3 x xn
h3 2

d3y 1 3
f ''' (4) 13.765 (8.668)
dx 3 x 4
1 2
13.765 13.002
'''
f (4) 26.767

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4. Find the 1st and 2nd derivatives of f(x) at the point x=1.5 and x=4

x 1.5 2 2.5 3 3.5 4

y 3.375 7 13.625 24 38.875 59

Solution:

p
Difference table:

x y f ( x) y 2
y 3
y 4
y

Ap
1.5 3.375
2 7 3.625
6.625 3 0.750
2.5 13.625 0
10.375 3.750 0.750
3 24 0
14.875 4.500 0.750
3.5 38.875
20.125 5.250
4 59

To find x = 1.5
Here h = 0.5

By Newton’s forward difference Formula is :

z
ep
dy 1 1 1 1 1
f ' ( x0 ) y0 2
y0 3
y0 4
y0 5
y0 ......
dx x x0 h 2 3 4 5

dy 1 1 1
f ' (1.5) 3.625 (3) (0.75)
dx 0.5 2 3
de

x 1.5

f ' (1.5) 4.75

d2y 1 11 5
f '' ( x0 ) 2
y0 3
y0 4
y0 5
y0 ......
dx 2 x x0
h2 12 6

d2y 1
f '' (1.5) (3 0.75)
dx 2 (0.5) 2
Pa

x 1.5
''
f (1.5) 9

To find x = 4

The Newton’s backward difference formula is,

dy 1 1 1 1
f ' ( xn ) yn 2
yn 3
yn 4
yn ......
dx x xn h 2 3 4

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dy 1 1 1
f ' (4) 20.125 (5.250) (0.75)
dx x 4 0.5 2 3
1
20.125 2.625 0.25
0.5
f ' (4) 46
d2y 1

p
f '' ( xn ) 2
yn 3
yn ......
dx 2 x xn
h2

d2y 1
f '' (4) (5.250 0.75)

Ap
dx 2 x 4
(0.5) 2
f '' (4) 24

dy d2y
5. Find and 2 at x=51 from the following data
dx dx
x 50 60 70 80 90
y 19.96 36.65 58.81 77.21 94.61
Solution:

Given: x=51
z
ep
x0 50 h 60 50 10

x x0 51 50
u 0.1
h 10
At x=51, u=0.1
Difference table:
de

x y y 2
y 3
y 4
y
50 19.96
60 36.65 16.69
22.16 5.47 9.23
70 58.81 11.99
18.40 3.76 2.76
80 77.21
17.40 1.00
Pa

90 94.61
w.k.t the Newton’s forward difference Formula is :

(2u 1) 2 (3u 2 6u 2) 3
y0 y0 y0
' dy dy 1 2! 3!
f ( x) 3 2
dx x = x0 dx u = 0.1 h (4u 18u 22u 6) 4
y0 .......
4!

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(0.2 1) 3(0.1) 2 6(0.1) 2) 2
16.69 (5.47) ( 9.23)
dy 1 2 6
f ' (51)
dx u 0.1 10 (4(0.02)3 18(0.1) 2 22(0.1) 6)
(11.99) ......
24
1
(16.69 2.188 2.1998 1.9863)
10

p
f ' (51) 1.0316

'' d2y 1 2 3 (6u 2 18u 11) 4

f ( x) y0 (u 1) y0 y0 ......
dx 2 h2 12

Ap
u 0.1

1 6(0.1) 18(0.1) 11
f '' (51) 5.47 (0.1 1)( 9.23) (11)
100 12
1
5.47 8.307 9.2523
100
f " (51) 0.2303
f ' (51) 1.0316
f " (51) 0.2303
z
ep
Numerical differentiation (using Stirling’s formula)

Derivatives at points near the middle of the data.

If the derivatives of y=f x required at a point x=x 0 +ph near the middle of the data.
de

3p 2 -1 3 1
Δy 0 +Δy y-1 +pΔ 2 y -1 + Δ y -1 +Δ 3 y -2 + 2p 3 -p Δ 4 y -1
dy 1 12 12
=
dx h 5p 4 -15p 2 +4
+ Δ 5 y -2 +Δ 5 y -3 .....
240

d2y 1 p 6p 2 -1 4
Pa

2
= 2 Δ 2 y -1 + Δ 3 y -1 +Δ 3 y -2 + Δ y -1 +...
dx h 2 12

x-x 0
Where p=
h

In particular at x=x 0 (at the center of the data)

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dy 1 1 1 3 1 5
= Δy0 +Δy-1 - Δ y-1 +Δ3 y-2 + Δ y -2 +Δ 5 y -3 +....
dx x=x 0 h 2 12 60

d2y 1 1
2
= 2 Δ 2 y -1 + Δ 4 y -2 +.....
dx h 12

We can also use other central difference formula such as Bessel’s Formula.

p
1. Find the first and second derivatives of the Function tabulated below at x=0.6
x 0.4 0.5 0.6 0.7 0.8

Ap
y 1.5836 1.7974 2.0442 2.3275 2.6511
Solution:

Since x = 0.6 is in the middle of the data, we will use Stirling’s formula

x y y 2
y 3
y 4
y
0.4 1.5836
0.5 1.7974 0.2138
0.2468 0.0330 0.0035
0.6 2.0442 0.0003
0.7
0.8
2.3275
2.6511
0.2833
0.3236
z0.0365
0.0403
0.0038
ep
h=0.1; y0 =0.6

By stirlings Formula

dy 1 1 1 3
= Δy0 +Δy-1 - Δ y -1 +Δ 3 y -2 +...
dx x = x0 h 2 12
de

1 1 1
= 0.2833+0.2468 - 0.0038+0.0035
0.1 2 12

=10 0.2651-0.0006 =10(0.2645)

Pa

dy
=2.645
dx x = 0.6

d2 y 1 1
= Δ 2 y-1 - Δ 4 y-2 +.....
dx 2 x = x0
h 2
12

1 1
0.0365- 0.0003
0.01 12

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d2 y
=3.6475
dx 2 x = 0.6

2. Given the following table of values of x and

x 1.00 1.05 1.10 1.15 1.20 1.25 1.30

y 1.0000 1.0247 1.0486 1.0723 1.0954 1.1180 1.1401

p
dy d2y
Find and 2 at x=1.15.

Ap
dx dx

Solution:

Since x=1.15 is in the middle of the table we will use stirlings formula

Difference table:

x y y 2
y 3
y 4
y Δ5 y Δ6 y
1.00 1.0000
1.05
1.10
1.0247
1.0488
0.0247
0.0241
0.0235
z
0.0006
0.0006
0
0.0002 0.0002
0.0005
ep
1.15 1.0723 0.0003
0.0231 0.0004 0.0001 0.0009
1.20 1.0954 0.0001 0.0004
0.0226 0.0005 0
1.25 1.1180
0.0221 0.0005
1.30 1.1401
de

h=0.05; y 0 =1.15

By stirlings Formula,

dy 1 1 1 3 1
= Δy0 +Δy-1 - Δ y -1 +Δ 3 y-2 + Δ 5 y -2 +Δ 5 y -3 +...
dx x = x0 h 2 12 60
Pa

1 1 1 1
= 0.0231+0.0235 - -0.0001+0.0002 + 0.0004+0.0005
0.05 2 12 60

=20(0.0233-0.00001-0)

=20(0.02329)

dy
0.46580
dx x 1.15

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d2 y 1 1
= Δ 2 y-1 + Δ 4 y-2 +....
dx 2 x = x0
h 2
12

1 1
= -0.0004+ -0.0003
0.0025 12

p
1 1
= -0.0004-0.00003 = -0.00043
0.0025 0.0025

d2 y

Ap
= - 0.1720
dx 2 x = 1.15

Bessel’s formula:

1
p p p 1
1 1 p p 1 2 2 2 3
y x0 ph y0 y1 p y0 y 1 y0 y 1
2 2 4 6

p 1 p p 1 p 2 4
z
y 4
y ...
ep
2 1
48

Then

1
1 2p-1 2 3p 2 -3p+
y'(x)= Δy0 + Δ y-1 +Δ 2 y0 + 2 Δ 3 y +....
-1
h 4 6
de

1. Obtain the value of f’(7.50) from the following table:

x 7.47 7.48 7.49 7.50 7.51 7.52 7.53

Y 0.193 0.195 0.198 0.201 0.203 0.206 0.208
Solution:
Pa

Since x=7.50 is in the middle of the table using Bessel’s interpolation formula

Difference table

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x y y 2
y 3
y 4
y Δ5 y Δ6 y
7.47 0.193
7.48 0.195 0.002
0.003 0.001 0.0010
7.49 0.198 0
0.003 0 0.001
7.50 0.201 0.003 0.003
0.002 0.001 0.001 -0.010
7.51 0.203 0.004 0.007

p
0.003 0.001 0.001
7.52 0.206
0.002 0.001
7.53 0.208

Ap
Here h=0.01; y 0 =7.50
1
p p p 1
1 1 p p 1 2 2 2 3
y x0 ph y0 y1 p y0 y 1 y0 y 1
2 2 4 6

p 1 p p 1 p 2 4 4
y 2 y 1 ...
48

Then y'(x)=
1
Δy0 +
2p-1 2
Δ y-1 +Δ 2 y0 +
z 3p2 -3p+
1
2 Δ3 y + 1 3
y 4
y +....
ep
-1 2 1
h 4 6 24

For P = 0

dy 1 1 1 1
= 0.002- 0.001-0.001 + 0.002 + -0.001-0.004
dx 0.01 4 12 24
de

x=7.50

dy
=0.21646
dx x=7.50

2. Find the Value of Sec 31 from the following data

Pa

(deg) : 31 32 33 34
tan : 0.6008 0.6249 0.6494 0.6745

Solution:

Let x = 0; y= tan

Here x0 31

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d dy
(tan ) sec2 sec 2 x
d dx

dy
To find sec 2 31
dx x = x0

Difference table:

p
x y y 2
y 3
y
31 0.6008
32 0.6249 0.0241

Ap
0.0245 0.0004
33 0.6494 0.0002
0.0251 0.0006
34 0.6745

Here h = 32-31=1

Newton’s forward difference table is

f ' ( x)
dy
dx x x0
sec2
1
h
( y0 z
1
2
2
y0
1
3
3
y0 ....)
ep
radians i radians 0.0
180
1 1
f ' (31) sec2 31 (0.0241 (0.004) (0.0002)).
2 3

sec 2 31 1.3695
de

sec 31 1.1703

1 3
Numerical Integration by Trapezoidal Rule and Simpson’s and rules :
3 8

Numerical Integration:
Pa

xn

The process of computing the value of a definite Integral f(x)dx from a set of values
x0

x i, yi , i = 0,1,2.........,n then where x0 = a, x n = b of the function y = f(x) is called numerical

integration.

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Trapezoidal Rule:
b
The trapezoidal Rule to evaluate f x dx .Let DC be the curve y = f(x) and DA, CB be the terminal
a

ordinates.

Let OA= a and OB = b then

p
AB = OB - OA = b-a

b-a
=h

Ap
Divide AB into n equal parts AA1, AA2 ......An-1 , B so that each part =
n

y C

Y=f(x)

y1
z y2
yn yn

An
1
ep
1

0 A A1 A2 B

Draw the ordinates through AA1, AA2 ......An-1 ,B and let then be called y1, y2,.....yn, yn+1 respectively
then
de

xn b
h
f(x)dx = f(x)dx = A+2B ----->1
x0 a
2

Where A=y1 +y n+1 = sum of the first and last ordinates

B=y 2 +y 3 +......+y n = Sum of the remaining ordinates

Pa

Then equation (1) is called the Trapezoidal rule.

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Simpson’s rule or Simpson’s one-third Rule:

Let DC be the curve y = f(x) and DC, CB be the terminal ordinates. Let OA = a and OB = b. Divide AB
into even number of equal parts equal to h.

y C

p
y f ( x)

Ap
y1 y2 y3 y2 n 1

0 A A1 A 2 A2n 1 BX

Let x1, x 2,......x 2n+1 be the points A,A1,...B and y1, y2,..... ,y2n+1 be the corresponding ordinates
then

xn b

x0
f x dx = f x dx =
a
h
3 z
A+4B+2C ------> 1
ep
Where A = y1 +y2n+1 = Sum of the first and last ordinates

B = y 2 +y 4 +.....+y 2n =Sum of the even ordinate

c = y3 +y5+..... +y2n-1 = Sum of the remaining ordinates.

Then equation (1) is known as Simpson’s rule or Simpson’s one-third Rule

de

Simpsons Three Eight Rule:

Let DC be the curve y = f(x) and DA, CB be the terminal ordinates. Let OA = a and OB = b.
b-a
Divide AB into a number ‘n’ of equal parts of size h. Then =h .Let ‘n’ be a multiple of 3
n
Pa

b
3h
Then y dx = y1 +y n+1 +3 y 2 +y5 +....y n +2 y 4 +y 7 +.....y n-2
a
8

b
3h
ydx= A+3B+2c
a
8

This is known as Simpson’s Three Eight Rule

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Truncation error in Trapezoidal Rule:

nh 3
Error = E < M
12

Where M is the maximum value,

b-a h 2 b-a

p
E< M, where n =
12 h

Error in the trapezoidal rule is of the order h 2 .

Ap
Truncation Error in Simpson’s Formula:
5
Error= E < nh M
90

Where M is the maximum value

b-a h 4 b-a
E< M where n=
180

Error in the Simpson’s formula is of the order h 4

z 2h
ep
Formula:

Rule Degree of y(x) No of intervals n Error Order

Trapezoidal rule One Any (b a)h 2
h2
E M
12
Simpson’s 1/3 Two Even(or)Add (b a)h 4
E M h4
de

Rule 180
3 5
Simpson’s 3/8 Three Multiple of 3 E h
rule 8 h5

Note:

1. The trapezoidal rule y(x) is a linear function of the rule is the simplest one but it is least accurate.
Pa

2. In Simpson’s one- third Rule: y(x) is a polynomial of degree two. In this ‘n’ the number of
interval must be even ie., the number of ordinates must be odd.
3. Simpson’s one third rule approximates the area of two adjacent strips by the area under a
quadratic parabola.
4. In Simpson’s three eighth rule, y(x) is polynomial of degree 3.In this ‘n’ the number of intervals
is a multiple of 3.

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Problems:
3
1. Evaluate x 4 dx by using (i) Trapezoidal Rule (ii) Simpson’s Rule. Verify your results by
-3

actual integration

Solution:

p
Given
3 b
4

Ap
x dx y ( x)dx
3 a

Here y( x) x4
Length of the interval b a 3 3 6.
6
we divide '6'equalintervals h= =1
6
we form the below table:

x -3 -2 -1 0 1 2 3
y f ( x) 81 16 z
1 0 1 16 81
ep
(i) Trapezoidal Rule:

b
h
f(x)dx= (A+2B)
a
2

h (sum of first and last ordinates)

de

=
2 +2(sum of the remaining ordinates)

1
= (81+81)+2(16+1+0+1+16)
2
3
f(x)dx=115
Pa

-3

(ii)Bysimpson's one-third rule.

b
h
f(x)dx= (A+4B+2C)
a
3

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(sum of the first and last ordinates)
1
= +4(sum of the even ordinates)
3
+2(sum of the remaining ordinates)

1 1
= (81+81)+4(16+0+16)+2(1+1) = 162+128+2
3 3

p
3
f(x)dx=98
-3

Ap
(iii) bysimpson's three-eighth rule:

since n=6(multipleof three)

b
3h
f(x)dx= (y1 +y n+1 )+3(y 2 +y5 +.......y n )+2(y 4 +y 7 +.....+y n )
a
8

3
= 81+81 +3 16+1+1+16 +2 0
8
3
f(x)dx=99
z
ep
-3

iv Byactualintegration :

3 3 3
4 4 x5 2 (3)5
x dx 2 x dx 2
5 5
de

3 0 0

2 243
97.2
5
3
x 4 dx 97.2
3
Pa

1
dx
2. Evaluate using Trapezoidal rule with h=0 Hence obtain an approximate value of .
0
1 x2

. Can you use other formula in this case.

Solution:

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1 b
dx
Given : y ( x) dx
0
1 x2 a

1
Let y(x) =
1 x2

length of theinterval b a 1 0 1

p
Taking h 0.2

Ap
x 0 0.2 0.4 0.6 0.8 1.0
1
y 1 0.96154 0.86207 0.73529 0.60976 0.50000
1 x2

(i) By trapezoidal rule :

b
h
f ( x)dx (A 2B)
a
2

0.2
2
1 0.5 z
2 0.96154 0.86207 0.73529 0.60976
ep
0.1 1.5 6.33732

1
dx
0.783732
0
1 x2

(ii) By Actualintegration:
de

1
dx 1
tan 1 x Here 3.1416
1 x2 0 4
0

0.7854
Pa

5.2
3.Evalute theintegral I log e xdx using trapezoidal,simpson's rules :
4

Solution:

given:

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5.2 b
x
I= log e dx y ( x)dx
4 a

Let y( x) loge x

Here, b a 5.2 4 1.2

p
We divide theintervalinto 6equal parts

1.2
h 0.2

Ap
6

We form the table

x 4 4.2 4.4 4.6 4.8 5.0 5.2

log e x
1.3862944 1.4350845 1.48160451 1.5260563 1.5686159 1.6094379 1.6486586

(i) By Trapezoidal Rule :

b
f ( x)dx
h
A 2B
z
ep
a
2

5.2
0.2 1.4350845 1.48160451 1.5260563
log e x dx 1.3862944 1.6486586 2
4
2 1.5686159 1.6094379

1.82765512
de

(ii) Bysimpson's rule:

b
h
f ( x)dx ( A 4 B 2C )
a
3
Pa

1.3862944 1.6486586
5.2
0.2
log x dx 4 1.4350845 1.5260563
4
3
2 1.4816045 1.5686159

1.82784724

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(iii)Bysimpson's three eighths rule:

b
3h
f ( x)dx A 3B 2C
a
8

3(0.2) 1.3862944 1.6486586 3 1.4350845 1.4816045

p
8 1.5686159 1.6094379 2 1.5260563

5.2
log x dx 1.82784705

Ap
4

6
1
4.Evaluate I dx using (i) Trapezoidal rule (ii) Simpson's rule
0
1 x

Also find the acutal integration

Solution:
6

Given : 1 x dx
0
1
z
ep
1 6 0
let y ; h 1
1 x 6

x 0 1 2 3 4 5 6
1
y 1 1/2 1/3 1/4 1/5 1/6 1/7
1 x
de

(i) By Trapezoidal Rule:

b
h
f ( x)dx ( A 2 B)
a
2
6
1 1 1 1 1 1 1 1 1
dx 1 2
1 x 2 7 2 3 4 5 6 7
Pa

2.02142857
(ii) Bysimpson's one-third Rule:
b
h
f ( x)dx ( A 4 B 2C )
a
3
6
1 1 1 1 1 1 1 1
dx 1 4 2
0
1 x 3 7 2 4 6 3 5

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1 1 16 22
1
3 7 15 6
1.95873016

(iii) Bysimpson's three-eighths Rule:

b
3h

p
f ( x)dx A 3B 2C
a
8

3 1 1 1 1 1 1

Ap
1 3 2
8 7 2 3 5 6 4

6
1
dx 1.96607143
0
1 x

(iv)By Actualintegration :

6
1 6
dx log(1 x) log(1 6) log(1 0)
0
1 x

loge 7
0
z
ep
1.94591015

5.By dividing the range into ten equal parts, evaluate sin x dx.Trapezoidal
0
de

and simpson's rule verify actualintegration:

solution:

Given: sin x dx
0
Pa

Range b a 0

Hence h
10

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x 0 2 3 4 5 6 7 8 9
0 10 10 10 10 10 10 10 10

y sin x
0 0.3090 0.5878 0.8090 0.9511 1.0 0.9511 0.8090 0.5878 0.3090 0
(i) By Trapezoidal rule
b
h
f ( x)dx A 2B

p
a
2
0.3090 0.5878 0.8090 0.9511 1.0
0 0 2
2 10 0.9511 0.8090 0.5878 0.3090

Ap
sin x dx 1.9843
0

(ii) Bysimpson's rule :

b
h
f ( x)dx A 4 B 2C
a
3

1 0 0 4 0.3090 0.8090 1 0.8090 0.3090

sin x dx
0
3 10

2.00091
z
2 0.5878 0.9511 0.5878
ep
2

(iii)By Actualintegration :

sin x dx cos x 0
cos cos
0

( 2)
de

sin x dx 2
0
5
dx
6.Evaluate by simpson's one-third rule and hence find the value of log e5 (n 10)
0
4 x 5
Solution :
Pa

5
dx
Given :
0
4x 5
1
Here, y ( x)
4x 5
5 0 1
h
10 2

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x 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
y 0.2 0.1429 0.1111 0.0909 0.0769 0.0667 0.0588 0.0526 0.0476 0.0434 0.04

Bysimpson's one-third rule :

5
dx h
( y0 yn ) 2( y2 y4 y6 ....) 4( y1 y3 y5 ....)

p
0
4x 5 3

1 (0.2 0.04) 2(0.111 0.0769 0.0588 0.0476)

Ap
2 3 4(0.1429 0.0909 0.0667 0.0526 0.0434)

1
10.24 2(0.2944) 4(0.3964)
6

1
(2.4148)
6
5
dx
0.4025 1
0
4x 5

by actualintegration:
z
ep
5 5
dx log(4 x 5) 1
log 25 log 25
0
4x 5 4 0 4

1
log 5 2
4
de

From1&2

1
log 5 0.4025
4

log 5 1.61
Pa

Homework:
6
dx
1.Evaluate by (i)T .R (ii) S .R , also find the actualintegration
0
1 x2

T .R 1.41079950, S.R 1.36617433, S.R 1.35708188, A.I 1.40564765

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2
sin x
2.Evaluate dx taking 6intervals
1
x

2
3.Evaluate e x dx taking 6intervals
0

p
Ap
z
ep
de
Pa

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UNIT-V

Numerical Solution of Ordinary DE

Taylor’s Series

Type :1

p
Solution of the first order ODE

Formula:

Ap
dy
y' f ( x, y ) with initial condition y x0 y0
dx

h h2 h3
yn 1 yn yn ' yn '' yn ''' ..........
1! 2! 3!

Problems:

1. Solve y' x y, y 0 1 by Taylor’s Series method . find the value of y at x 0.1; x 0.2

Solution:

Given, y'
z
ep
x y

y 0 1 x1 0.1& x2 0.2

y x0 y0

x0 0; y0 1
de

By Taylor’s Series ,

h ' h2 h3
yn 1 yn yn yn '' yn ''' ........
1! 2! 3!
Pa

Put n=0,

h h2 h3
y1 y0 y0 ' y0 '' y0 '' ............
1! 2! 3!

y' x y y0 ' y' 1 x0 , y0 y(x 0 ) = y 0 , y(x1 ) = y1 , y(x 2 ) = y 2

y'' 1 y' y0 '' 2 x1 = x0 + h, x 2 = x1 + h

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y''' y'' y0 ''' 2

2 3
0.1 0.1 0.1
y1 1 1 2 2 ..............
1! 2! 3!

y1 1.1103

p
Now, x1 0.1, y1 1.1103, h 0.1

h h2 h3

Ap
y2 y1 y1 ' y1 '' y' ''' ..........
1! 2! 3!

y1 ' x y x1 , y1
1.2103

y1 '' 1 y' x1 , y1
2.2103

y1 ''' y ' x1 , y1 2.2103

y2 1.1103
0.1
1!
1.2103 z
0.1
2!
2

2.2103
0.1
3!
3

2.2103
ep
y2 1.243

Hence the solution is ,

y1 y 0.1 1.1103
de

y2 y 0.2 1.243

dy
2. Using Taylor’s series find y at x=0.1 given that x2 y, y 0 1, correct to 4 decimal
dx
points using Taylor’s series find y at x=0.1,y 0 1
Pa

Solution:

y' x2 y 1

y 0 1; x1 0.1

y x0 y0

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x0 0; y0 1

h2
yn 1 yn hyn ' yn '' ......... ------- (1)
2!

Here, h 0.1

p
and y' x2 y 1 y0 ' = y '( x0 , y0 ) = 1

y '' x2 y ' 2 xy y0 " = y"( x0 , y0 ) = 0

Ap
y ''' x 2 y '' 2 xy ' 2 y 2 xy ' y0 "' = y"'( x0 , y0 ) = 2

(1) becomes,

y1 y 0.1

2 3
0.1 2 0.1
1 0.1 1 0

y1 0.9003
2!
z 3!
ep
dy
x2 y
dx

y' x2 y

y 0 1, x1 0.1
de

x0 0; y0 1

By Taylor’s series,

h 2 ''
y1 y0 hy0 ' y0 .....
Pa

2!

Here h = 0.1

y' x2 y y0 ' y ' x0 , y0 1

y'' 2x y' y'' 1

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y''' 2 y'' y''' 1

(1) becomes

y1 y 0.1

2 3
0.2 0.1

p
y1 1 0.1 1 1 1
2 3!

y1 1 0.1 0.005 0.00016

Ap
0.0948

dy
3. Find the Taylor’s series with three terms for the initial value problem x3 y; y 1 1
dx

Solution:

Given y'=x3 y and x0 1, y0 1

The Taylor’s formula for y1 is z

ep
h h2 h3
y1 y0 y0 ' y0 '' y0 ''' ......... 1
1! 2! 3!

y' x3 y y0 ' 2

y'' 3x2 y' y0 '' 3 2 5

de

y''' 6 x y '' y0 ''' 6 5 11

2
x x0 x x0 x x0
y1 1 2 5 11 ....................
Pa

1! 2! 3!
2
x x0 x x0 x x0
1 2 5 11 ....................
1 2 3
5 2 11 3
y1 1 2 x x0 x x0 x x0 ................ is the required Taylor series.
2 6

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Type-II

Simultaneous first order ODE

The simultaneous first order differential equations of the type

dy dz
f x, y , z ; g x, y, z with initial conditions y x0 y0 and z x0 z0 and can be
dx dx

p
solved by using taylor’s series method.

dx dy
yt 1, xt ; x 0, y 1 at t 0

Ap
1. Solve dt dt
find x, y at t 0.2

Solution:

We use 2 Taylor’s series formula,

h2
x1 x0 hx0 ' x0 '' ................ 1
2!

y1 y0 hy0 '
h2
2!
y0 '' ................ 2
z
ep
Given,

x' yt 1 y' xt

x 0 0 y 0 1
de

t0 0; x0 0 t0 0; x0 1

x' yt 1 y' xt

x '' y 't y y '' x 't x

Pa

x ''' y '' t y' y' y ''' x '' t x ' x '

y '' t 2 y ' y ''' x '' t 2 x '

x0 ' x ' t0 , x0 , y0 1 y0 ' y ' t0 , x0 , y0 0

x0 '' x '' t0 , x0 , y0 1 y0 '' 0

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x0 ''' 0 y0 ''' 2

1 & 2 Becomes

2
0.2
x1 0.2 1 1 0.22
2!

p
3
0.2
y1 1 0.2 0 2 0.9973.
3!

Ap
2. Solve the following simultaneous differential equations using taylor’s series method of the fourth
order for x=0.1 and 0.2
dy dz
xz 1; xy , y (0) 0 and z (0) 1
dx dx

Solution:

Given y' = xz+1 ; z' = -xy

y 0 0 z 0 1 z
ep
x0 0; y0 0 y0 0; z0 1; h 0.1

y ' xz 1 z' xy

y'' xz' z z'' xy' y

y ''' xz '' z ' z ' z ''' xy '' y ' y '

de

y''' xz '' 2z ' z ''' xy'' 2 y'

y 'v xz ''' z '' 2 z '' z 'v xy ''' y '' 2 y ''

xz ''' 3z '' xy ''' 3 y ''

Pa

y0 ' 1 z0 ' 0

y0 '' 1 z0 '' 0

y0 ''' 0 z0 ''' 2

y0 'v 0 z0 'v 3

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To find y 0.1 and z 0.1

h2 h3 h4
y1 y0 hy0 ' y0 '' y0 ''' y0 'v ..............
2! 3! 4!

h2 h3 h4 v
z1 z0 hz0 ' z0 '' z0 ''' z0 ' ..................
2! 3! 4!

p
2
0.1
y1 0.1 1 0.105
2!

Ap
3 4
2 0.1 3 0.1
z1 1 z1 0.99966
6 24
2
0.2
y 0.2 0.2 1
2

y 0.2 0.22

z 0.2 1
2 0.2
3
3 0.2
4
z
ep
6 4!

z 0.2 0.99714

Type-III
d2y dy
p qy f x 1
dx 2
de

dx

Put y ' z 2

dy
z
dx
Pa

1 becomes

dz
pz qy f x
dx

z' f x pz qy

z' f x, y, z 3

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Thus weget 2 first order equation given by 2 & 3

y x0 y0 ; y ' x0 y0 ' ; z x0 z0.

d2y dy
1.Find the value of y 1.1 and y 1.2 from y2 x3
dx 2 dx

p
y(1) 1 y' (1) 1 by usi g taylor’s series ethod

Solution:

Ap
d 2 y 2 dy 3
+y =x ----- (1) y(1) = 1; y '(1)=1
dx 2 dx

Put y ' z ------ (2)

y '' z'

(1) becomes

z ' y2 z x3
z
ep
z ' x3 y 2 z -------- (3)

Given initial conditions are,

y 1 1; y '(1) = 1 z(1) = 1

x0 = 1; y0 = 1; z0 = 1; h0 = 0.1
de

By Taylor’s series

h ' h 2 ''
y1 y0 y0 y0 ..........(4)
1! 2!
Pa

h ' h 2 ''
z1 z0 z0 z0 ..........(5)
1! 2!

Now , y ' z y0 ' z0 1

y '' z ' y0 '' 1 1 1 0

y'' x3 y2 z

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y ''' z '' 3x2 y 2 z ' 2zyy ' y0 ''' 3 2 1

y 'v z ''' 6x y2 z '' 2z ' yy ' 2zy '2 2z ' yy ' 2zy

z ''' y0 'v 6 1 2 3

Now, z0 ' 0

p
z0 '' 1

Ap
z0 ''' 3

4 and 5 becomes

3
0.1 0.1
y 1.1 y1 1 1 1 1.1002
1! 3!

0.1 (0.1) 2 (0.1)3

z (1.1) z1 1 (0) (1) (3)

1.005
1! 2! 3!
z
ep
To find y 1.2

h ' h2 " h3 "'

y2 y1 y1 y1 y1 .........(6)
1! 2! 3!

Here h 0.1; y1 1.002; z1 1.005

de

Here z1' ( z ' )1

( x3 y 2 z)1 x13 y12 z1

x1 1.1; y1 1.1002; z1 1.005

Pa

z1' (1.1)3 (1.1002)2 (1.005)

3x12 y12 z1' 2 z1 y1 y1'

3(1.1)2 (1.1002)2 (0.1145) 2(1.005)(1.1002)(1.005)

z1" 1.2676

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0.1 (0.1) 2 (0.1)3
y (1.2) y2 1.1002 (1.005) (0.1145) (1.2676)
1! 2! 3!

y(1.2) 1.2015

Euler Method

p
yn 1 yn hf ( xn , yn ); n 0,1,..........

Where xi x0 ih; i 0,1,2..............

Ap
and h is a step size

Modified Euler Method

h h
yn 1 yn h f xn , yn ( f ( xn , yn )
2 2

Where yn 1 y( xn h) and h is a step size.

Problems on Euler Method

1. Using Euler method compute ‘y’ in the range 0

z dy
y 2 , y(0) 1
ep
x 0.5 if y satisfies 3x
dx
Solution:
dy
Given, 3x y 2
dx
f ( x, y) 3x y2
x0 0; y0 1
de

By Euler's method
yn 1 yn h f ( xn , yn ), n 0,1, 2..........
Let h 0.1
y(0.1) y1 y0 (0.1) f ( x0 , y0 )
1 (0.1) f (0,1)
Pa

1 (0.1)(1)
y1 1.1
y(0.2) y2 y1 (0.1) f ( x1, y1 )
1.1 (0.1)(0.3 1.21)
y (0.2) 1.251
y(0.3) y3 y2 (0.1) f ( x2 , y2 )

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1.251 (0.5) f (0.2,1.251)
y3 1.4675
y(0.4) y4 y3 (0.1) f ( x3 , y3 )
1.4675 0.1 f (0.3,1.4675)
y4 1.7728
y(0.5) y5 y4 (0.1) f ( x4 , y4 )

p
1.7728 (0.1) f (0.4,1.7728)
y5 2.2071

Ap
2.Using Euler method solve y' x y xy, y(0) 1compute y(1.0) with h=0.2

Solution:

Given, y' x y xy

f ( x, y) x y xy

h 0.2

y(0) 1 x0 0; y0 1
z
ep
Let xi x0 ih

i 1, 2,3, 4,5

x1 0 0.2(1)
de

0.2

x2 0.4; x3 0.6; x4 0.8; x5 1

yn 1 yn hf ( xn , yn )

y(0.2) y1 y0 hf ( x0 , y0 )
Pa

y1 1.2

y(0.4) y2 y1 h f ( x1, y1 )

1.2 (0.2) f (0.2,1.2)

y2 1.528

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y(0.6) y3 y2 h f ( x2 , y2 )

1.528 (0.2) f (0.4,1.528)

y3 2.0358

y(0.8) y3 h f ( x3 , y3 )

p
2.0358 (0.2) f (0.6, 2.0358)

Ap
y4 2.8072

y(1.0) y5 y4 h f ( x4 , y4 )

y5 3.9778

Home work:

dy
1. Using Euler's method find y(0.2)&y(0.4) from x y, y(0) 1 with h=0.2

2. Solve y ' y
2x
z dx

, y (0) 1, find y(0.1)&y(0.2) by Euler's method

ep
y

3. Solve y' 1 xy, y(2) 0,find y(2.2) with stepwise 0.1

4. Solve y' y sin x cos x, y(0) 0find y(0.2)

'
1. Compute y at x = 0.25 by modified Euler method y 2 xy y (0) 1
de

Solution:

Given, y ' 2 xy
y (0) 1; h 0.25
x0 0; y0 1
Pa

h h '
yn 1 yn h f xn , yn yn
2 2
Put n = 0
0.25 0.25
y1 y0 h f 0 ,1 2 x0 y0
2 2
1 0.25 f (0.125,1)
1 0.25(2(0.125)(1))

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y(0.25) 1.0625

dy
2. Solve the equation 1 y given y(0)=0 using modified Euler method find the values
dx

x=0.1,0.2,0.3

p
Solution:

y' 1 y

Ap
x0 0; y0 0; h 0.1

Modified Euler method

h h '
yn 1 yn h f xn , yn yn
2 2

h h '
y1 y0 h f x0 , y0 y0
2 2

0 0.1f 0
0.1
,0
0.1
(1 y0 )
z
ep
2 2

0.1 f (0.05, 0.05(1))

0.1 f (0.05, 0.05)

0.1(1 0.05)
de

y(0.1) 0.095

Put n= 1,

h h '
y2 y1 hf x1 , y1 y1
2 2
Pa

0.1 0.1
0.095 0.1 f 0.1 ,0.095 (1 0.095)
2 2

0.095 0.1 f (0.150, 0.140)

0.095 0.1(1 0.1403)

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y2 y(0.2) 0.1810

Put n=2

h h '
y3 y2 hf x2 , y2 y3
2 2

p
0.1 0.1
0.1810 (0.1) f 0.2 ,0.1810 (1 0.1810)
2 2

Ap
0.1810 (0.1) f (0.250,0.222)

0.1810 (0.1)(1 0.222)

y3 0.259

dy
1.Using MEM find y 0.2 , y 0.1 given x2 y 2 , y(0) 1
dx

2.Given
dy
dx
Am y(0.5)=2.2070
z
x y 2 , y(0) 1 find an approximate value of y at x=0.5 by EME, h=0.1
ep
dy
1.Given that log( x y) with y = 1 when x = 1 using MEM, find y for x = 0.2 and x = 0.5
dx

correct to four decimal places.

Solution:
de

Given f(x,y) = log(x+y), x0 0, y0 1 to find y(0.2)

Take h = 0.2 x 1 x0 h 0 0.2 0.2

By modified Euler method

Pa

h h '
yn 1 yn hf xn , yn yn
2 2

h h '
y1 y0 hf x0 , y0 y0
2 2

0.2 0.1
1 (0.2) f 0 ,1 log( x0 y0 )
2 2

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1 (0.2) f (0.1, 0)

1 (0.2)( 1.000)

y1 0.8000

To find y 0.5

p
x2 x1 h 0.2 h 0.5 0.2 0.3

Ap
x2 0.5

h h '
y2 y1 hf x1 , y1 y1
2 2

0.3 0.3
0.800 (0.3) f 0.2 ,0.8 log( x1 y1 )
2 2

0.8 0.3 f (0.35, 0.8)

0.8 0.3(0.0607)
z
ep
0.8 0.01821

y2 0.81821

dy
2.Given xy 2 , y(0) 2. using Euler's modified method, find y(0.2) in two steps of 0.1 each
dx
de

Solution:

Let x1 x0 h Here x0 0; y0 1

h 0.1
Pa

dy
y' xy 2
dx

By modified Euler method

h h '
yn 1 yn hf xn , yn yn
2 2

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h h '
y1 y0 hf x0 , y0 y0
2 2

0.1 0.1
2 (0.1) f 0 ,2 (0)
2 2

2 (0.1) f (0.05, 2)

p
2 0.02

Ap
y1 1.98

To find y(0.2)

h h '
y2 y1 hf x1 , y1 y1
2 2

1.98 (0.1) f (0.1 0.05,1.98 0.05( 0.392))

1.98 (0.1) f (0.15,1.9604)

1.98
z
ep
y2 1.9224

Fourth-order Runge - kutta method (RK method)

k1 hf ( xo , y0 )
de

h k1
k2 hf x0 , y0
2 2
h k2
k3 hf x0 , y0
2 2
k4 hf ( x0 h, y0 k3 )
Pa

1
y k1 2k2 2k3 k 4
6
y1 y0 y
The second iteration we replace (x0 , y0 ) to ( x1, y1 ) and we proceed the second iteration.

Problems:

1.Apply the 4th order RKmethod find y(0.2) given that y' x y, y(0) 1.

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Solution:

Given y' x y

y(0) 1, x0 0, y0 1

h 0.2

p
k1 hf ( x0 , y0 )

0.2 f (0.1)

Ap
0.2(1 0) 0.2

h k1
k2 hf x0 , y0
2 2

0.2 0.24
0.2 f 0 ,1
2 2

0.2(0.1,1.1) z
ep
k2 0.24

h k2
k3 hf x0 , y0
2 2

0.2 0.24
(0.2) 0 ,1
2 2
de

0.2 f (0.1,1.12)

k3 0.244

k4 hf ( x0 h, y0 k3 )
Pa

0.2(0 0.2,1 0.244)

k4 0.2888

1
y (0.2 2(0.24) 2(0.244) 0.2888)
6

y 0.2428

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y1 y0 y 1 0.2428

y1 1.2428

dy
2. Compute y(0.2) Given that y xy 2 0, y(0) 1 by taking h=0.1 using RK method of
dx

p
th
4 order.

Solution:

Ap
dy
y xy 2 ( y xy 2 )
dx

y(0) 1 x0 0 y0 1

h 0.1

k1 hf ( x0 , y0 )

0.1 f (0,1) z
ep
0.1( 1(1 0))

0.1( 1) 0.1

h k1
k2 hf x0 , y0
2 2
de

0.1 ( 0.1)
0.1 f 0 ,1
2 2

0.1 f (0.05, 0.95)

0.1( (0.95 (0.5)(0.95)2 )

Pa

0.1( 0.9951)

h k2
k3 hf x0 , y0
2 2

0.1 ( 0.0995)
0.1 f 0 ,1
2 2

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0.0995

k4 hf ( x0 h, y0 k3 )

0.1 f (0 0.1,1 0.0995)

0.1 f (0.1, 0.9005)

p
k4 0.0982

Ap
y ( 0.1 2(0.0995) 2(0.0995) 0.0982
6

0.5962
6

y 0.0994

y1 yn y 1 0.0994 0.9006

Second iteration

k1 hf ( x1, y1 )
z
ep
dy
y yx 2 , = 0.1f(0.1, 0.9006)
dx

0.1( 0.9006 (0.9006)2 (0.1))

de

k1 0.0982

h k1
k2 hf x1 , y1
2 2

0.1 ( 0.0982)
0.1 f 0.1 ,0.9006
2 2
Pa

0.1 f (0.15,0.8515)

0.1( 0.8515 (0.8515)2 (0.15))

0.1( 0.9603)

0.0960

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h k2
k3 hf x1 , y1
2 2

0.1 0.0960
0.1 f 0.1 ,0.9006
2 2

0.1 f (0.15, 0.8526)

p
0.1( 0.8526 (0.8526)2 (0.15))

Ap
0.1( 0.9616)

0.0962

k4 hf ( x1 h, y1 k3 )

0.1 f (0.1 0.1,0.9006 0.0962)

0.1 f (0.2, 0.8044)

0.1( 0.8044 (0.2)(0.8044)2 ) z

ep
k4 0.0934

1
y (k1 2k2 2k3 k4 )
6

1
( 0.0982 2( 0.0960) 2( 0.0962) 0.0934)
6
de

y 0.0960

y2 y1 y

0.9006 0.0960
Pa

y2 0.8046

Home work:

dy y2 x2
1.Using RK method of 4th order Given y(0) = 1,x = 0.2 & x = 0.4
dx y2 x2

Ans:y1 1.1960;

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y2 1.3753

2.Using RKmethod of 4th order determine correct to 3 decimal place the value

dy
of y at x=0.1,0.2 of y satisfies the equation x 2 y x, y (0) 1
dx

p
Ans:y(0.1)=1.003

y(0.2)=1.02

Ap
RK method for simultaneous first order differential equation

dy dz
To solve the simultaneous equations f1 ( x, y, z ) and f 2 ( x, y, z ) with the intial conditions
dx dx
y(x0 ) y0 , z( x0 ) z0

Then the first order RK method is

k1 hf1 ( x0 , y0 , z0 )

k2 hf1 x0
h
, y0
k1
, z0
l1
z
ep
2 2 2

h k2 l2
k3 hf1 x0 , y0 , z0
2 2 2

k4 hf1 ( x0 h, y0 k3 , z0 l3 )
de

1
and y= (k1 2k2 2k3 k4 )
6

l1 hf2 ( x0 , y0 , z0 )

h k1 l1
l2 hf 2 x0 , y0 , z0
Pa

2 2 2

h k2 l2
l3 hf 2 x0 , y0 , z0
2 2 2

l4 hf 2 x0 h, y0 k3 , z0 l3

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1
and z= (l1 2l2 2l3 l4 )
6

Hence y1 y0 y and z1 z0 z

Where h=x1 x0 x1 x0 h

p
Problems based on R-K method for simultaneous first ODE.

dy dz
1.Find y(0.1),z(0.1) from the system of equation x z, x y 2 given y(0) = 2, z(0) = 1
dx dx

Ap
using R-K Method of fourth order

Solution:
dy dz
Given x z x y2
dx dx

y' x z z' x y2

and y(0)=2
f1 ( x, y, z) x z z
f 2 ( x, y, z)

z(0)=1
x y2
ep
Here, x0 0; y0 2 Here, x0 0, z0 1

where h = 0.1

First iteration:
de

Let x0 0, y0 2, z0 1 and h=0.1

By R-K Method.

k1 hf1 ( x0 , y0 , z0 ) l1 hf2 ( x0 , y0 , z0 )
Pa

hf1 (0, 2,1) h( x0 y02 )

(0.1)( x0 z0 ) (0.1)(0 4)

(0.1)(0 1) (0.1)( 4)

k1 0.1 l2 0.4

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h k1 l1 h k1 l1
k2 hf1 x0 , y0 , z0 l2 hf 2 x0 , y0 , z0
2 2 2 2 2 2

0.1 0.1 0.4 0.1 0.1 0.8

hf1 0 ,2 ,1 hf 2 0 ,2 ,1
2 2 2 2 2 2

hf1 (0.05,2.05,0.8) hf2 (0.05,2.05,0.8)

p
(0.1)(0.05 0.8) (0.1)(0.05 (2.05)2 )

Ap
k2 0.085 l2 0.4153

h k2 l2 h k2 l2
k3 hf1 x0 , y0 , z0 l3 hf 2 x0 , y0 , z0
2 2 2 2 2 2

0.1 0.085 0.4153

(0.1) f1 0 ,2 ,1 (0.1) f 2 (0.05, 2.0425,0.7924)
2 2 2

(0.1) f1 (0.05, 2.0425,0.7924)

z
ep
k3 (0.1)(0.05 0.7924) l3 (0.1)(0.05 (2.0425)2 )

(0.1)(0.05 0.7924)

k3 0.0842 l3 0.14122
de

k4 hf1 ( x0 h, y0 k3 , z0 l3 ) l4 hf 2 ( x0 h, y0 k3 , z0 l3 )

(0.1) f1 (0 0.1, 2 0.0842,1 0.4122) (0.1) f (0.1, 2.0842,0.5878)

(0.1) f (0.1,2.0842,0.5878) (0.1)(0.1 (0.5878)2 )

Pa

k4 0.0688 l4 0.4244

1 1
y k1 2k2 2k3 k4 z l1 2l2 2l3 l4
6 6

1 1
(0.1 2(0.085) 2(0.0842) 0.0688) ( 0.4 2(0.4153) 2(0.4125) 0.4244)
6 6

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y 0.0845 z 0.4132

Hence, y1 y0 y z1 z0 z

y( x1 ) 2 0.0845 z( x1 ) 1 0.4132

y(0.1) 2.0845 z (0.1) 0.5868

p
Home work:

dy dz

Ap
1.Using RK method tabulate the solution of the system x z, x y, y 0, z 1 when x=0
dx dx
at internal of h=0.1 from x=0.0 to x=0.2

Runge-Kutta method for second order differential equations

To solve the second order differential equation y'' = f x, y, y ' with the initial condition
y x0 y0 , y ' x0 y0 '

Let y' z and y '' z'

Hence the differential equation reduces to

z
ep
dy
y' z f1 x, y, z
dx
dz
z' y '' f 2 x, y , z
dx

With the initial condition y x0 y0 , z x0 z0

de

Problems

i. Given y '' xy ' y 0, y 0 1, y ' 0 0 find the value of y 0.1 and y ' 0.1 by using
th
R-K method of 4 order.

Solution:
Pa

Given,

y'' + xy' + y = 0

let y' = z and y'' = z'

The given equation can be written as,

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z' + xz + y = 0

y' = z and z'= xz y

f1 x, y, z z f 2 x, y, z xz y

The initial condition,

p
y 0 1, y' 0 0 z 0 0

Ap
x0 0, y0 1 x0 0, z0 0

By Runge – Kutta method.

k1 hf1 x0 , y0 , z0 l1 hf 2 x0 , y0 , z0

hf1 0,1, 0 hf 2 0,1, 0

k1
0.1 0

0
z l1
0.1

0.1
0 1
ep
h k1 l1 h k1 l1
k2 hf1 x0 , y0 , z0 l2 hf1 x0 , y0 , z0
2 2 2 2 2 2

0.1 0 0.1
hf1 0 ,1 ,0 0.1 f 2 0.05,1, 0.05
2 2 2
de

0.1 f1 0.05,1, 0.05 0.1 0.05 0.05 1

k2 0.0050 ; l2 0.0998

h k2 l1 h k2 l2
k3 hf1 x0 , y0 , z0 l3 hf 2 x0 , y0 , z0
Pa

2 2 2 2 2 2

0.1 0.0050 0.0998

hf1 0 ,1 ,0 hf 2 0.05,0.9975, 0.499
2 2 2

0.1 f 2 0.05, 0.9975, 0.0499 0.1 0.05 0.0499 0.9975

k3 0.0050 l3 0.0995

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k 4 =hf1 x 0 +h,y0 +k 3 ,z 0 +l3 l 4 =hf 2 x 0 +h,y 0 +k 3 ,z0 +l3

=hf1 0.051,1-0.0050,0-0.0995 =hf 2 0.05,0.9950,0.0995

=hf1 0.05,0.9950,-0.0995 = 0.1 - 0.05 -0.0995 -0.9950

p
=k 4 =-0.01 l4 =-0.099

1 1
Δy= k1 +2k 2 +2k 3 +k 4 Δz= l1 +2l2 +2l3 +l4

Ap
6 6

1
= 0- 2×0.0050 -2 0.0050 -0.01 = -0.1-2 0.0998 -2 0.099 -0.09920
6

Δy=-0.005 Δz=-0.099

Hence y1 =y0 +Δy z1 =z0 +Δz

y x1 =1-0.005 z z x1 =0-0.099
ep
y 0.1 =0.995 z 0.1 =-0.099

y' 0.1 =-0.099

y 0.1 =0.995,y' 0.1 =-0.099

de
Pa

2.Find y 0.1 , y(0.2) given y '' x 2 y ' 2 xy 1 with ic y 0 1, y ' 0 0.

Solution:

y'' x 2 y ' 2 xy 1 1

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Let y ' z f1 x, y, z

1 z ' x 2 z 2 xy 1

z ' 1 x2 z 2xy

z' f 2 x, y, z 1 x 2 z 2 xy

p
y 0 1, y ' 0 0; z 0 0

Ap
y0 1; x0 0; z0 0

k1 hf1 x0 , y0 , z0 l1 hf 2 x0 , y0 , z0

0.1 f1 0,1, 0 0.1 f 2 0,1, 0

k1 0 l1 0

k2 hf1 x0
h
2
, y0
k1
2
, z0
l1
2
z l2 hf 2 x0
h
2
, y0
k1
2
, z0
l1
2
ep
0.1 0 0.1 0.1 0 0.1
0.1 f1 0 ,1 ,0 0.1 f 2 0 ,1 ,0
2 2 2 2 2 2

0.1 f1 0.05,1, 0.05 0.1 f 2 0.05,1, 0.05

de

k2 0.05 l2 0.1100

h k2 l2 h k2 l2
k3 hf1 x0 , y0 , z0 l3 hf 2 x0 , y0 , z0
2 2 2 2 2 2

0.005 0.1100
0.1 f1 0.05,1 , 0.1 f 2 0.05,1.0025,0.0550
Pa

2 2

0.1 f1 0.05,1.0025,0.0550 (0.1)(1 0.0001 0.1003)

k3 0.0055 l3 0.1100

k4 hf1 x0 h, y0 k3 , z0 l3 l4 hf 2 x0 h, y0 k3 , z0 l3

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0.1 f1 0.1, 0.0055, 0.1100 0.1 1 0.0011 0.2011

0.0110 0.1202

1 1
y k1 2k2 2k3 k4 z k1 2k2 2k3 k4
6 6

p
1 1
0 2 0.0050 2 0.0055 0.0110 0.6602
6 6

Ap
1
0.0320 0.0053 z 0.1100
6

y = 0.0053 z1 z0 z

y1 y0 y 0 0.1100

1 0.0053 z1 0.1100

Second Iteration z
ep
k1 hf1 x1 , y1, z1 l1 hf 2 x1, y1, z1

0.1 f1 0.1,1.0053, 0.1100 0.1 f 2 0.1,1.0053, 0.110

0.1(0.1100) (0.1))(1.202)
de

k1 0.01100 l1 0.1202

h k1 l1 h k1 l1
k2 hf1 x1 , y1 , z1 l2 hf 2 x1 , y1 , z1
2 2 2 2 2 2
0.1 0.01100 0.1202
(0.1) f1 0.1 ,1.0053 ,0.1100 0.1 f 2 0.15,1.0107,0.1701
2 2 2
Pa

=(0.1)f1 0.15,1.0107, 0.1701 0.1 1.3070

k2 0.0170 l2 0.13070

h k2 l2 h k2 l2
k3 hf1 x1 , y1 , z1 l3 hf 2 x1 , y1 , z1
2 2 2 2 2 2

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0.1 f1 0.15,1.0138, 0.1754 0.1 f 2 0.15,1.0138, 0.1754

k3 0.1 0.1754 0.01751 l3 0.1308

k4 hf1 x1 h, y1 k3 , z1 l3 l4 hf 2 x1 h, y1 k3 , z1 l3

p
0.1 f1 0.2,1.0228, 0.2408 0.1 f 2 0.2,1.0228, 0.2408

k4 0.0241 l4 0.1419

Ap
1 1
y= k1 2k2 2k3 k4 z = l1 2l2 2l3 l4
6 6

1
0.0174 0.1309
6

y(0.2) y2 y1 y z2 z1 z 0.1100 0.1309

y 0.2 1.0227 z z2 0.2409

ep
Hence the solution is

y1 y 0.1 1.0053

y2 y 0.2 1.0227

z1 z(0.1) 0.1100
de

z2 z(0.2) 0.2409

Homework:

1. Solve y" x( y ')2 y2 0 using RK method for x = 0.2 given y(0) = 1, y'(0)= 0 taking h = 0.2
Pa

Ans: 0.9801

Predictor Corrector Method

 Milne’s predictor- Corrector Method

 Adam’s Bash forth predictor – corrector method
These two methods are called multistep-method

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i. Milne’s predictor- Corrector Method:

Predictor:

4h
yn 1, p yn 3 2 yn' 2 yn' 1 2 yn'
3

Corrector Method:

p
h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'

Ap
dy 1
1.Find y(2) if y(x) is the solution of (x y) given y(0) = 2, y(0.5) = 2.636,y(1) = 3.595,
dx 2

& y(1.5) = 4.968

Solution:

dy 1
y' (x y)
dx 2

Given, y(0)=2, y(0.5)=2.636,y(1)=3.595, &y(1.5)=4.968

z
ep
x0 0; x1 0.5; x2 1; x3 1.5

y0 2; y1 2.636 y2 3.595 y3 4.968

1
y' (x y)
2
de

1 1
y0' ( x0 y0 ) (0 2) 1
2 2

1 1
y1' ( x1 y1 ) (0.5 2.636)
2 2
Pa

1.5680

1
y2' (1.0 3.595) 2.298
2

1
y3' (1.5 4.968) 3.234
2

By Corrector formula,

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h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'

put n=3

0.5 '
y4,C y2 ( y2 4 y3' y4' )
3

p
y4,C 6.873

By Predictor formula,

Ap
4h
yn 1, p yn 3 2 yn' 2 yn' 1 2 yn'
3

Put n=3

4(0.5)
yn 1, P =y0 (2 y1' y2' 2 y3' )
3

2
4(0.5)
3
(2(1.5680) (2.298) 2(3.234)) z
ep
y4, P 6.871

2. y (4.4) given 5xy' y 2 2 0 ,given y(4) 1, y(4.1) 1.0049, y(4.2) 1.0097, y(4.3) 1.0143

Solution:

5xy' y2 2 0
de

5xy' y2 2 2 y2

2 y2
y'
5x
Pa

x0 4; x1 4.1; x2 4.2 ; x3 4.3

y0 1; y1 1.0049 ; y2 1.0097 ; y3 1.0413

2 y12 2 (1.0049) 2
y '1
5 x1 5(4.1)

y1' 0.0483

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' 2 y2 2 2 (1.0097) 2
y2
5 x2 5(4.2)

y2' 0.0467

2 y32 2 (1.043)2
y3'

p
5 x3 5(4.3)

y3' 0.0452

Ap
By Predictor formula,

4h
yn 1, p yn 3 2 yn' 2 yn' 1 2 yn'
3

when n 3, h 0.1

4(0.1)
y4, P y0 (2 y1' y2' 2 y3' )
3

1
4(0.1)
3
(2(0.0483) (0.0467) 2(0.0452))
z
ep
y4, P 1.0817

' 2 y4 2 2 (1.0187)2
y4 0.0437
5 x4 5(4.4)
de

By corrector formula,

h '
yn 1,C yn 1 yn 1 4 yn ' yn 1
'

when n 3
Pa

(0.1) '
y4,c y2 y2 4 y3' y4'
3

0.1
(1.0049) (0.0467 4(0.0452) 0.0437)
3

y4,c 1.0187

Homework:

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2x
1.Find y(0.4) given y ' y ; y (0) 1, y (0.1) 1.095 ; y (0.2) 1.1841 , y (0.3) 1.2662
y

Using Milne’s M ethod

Ans: 1.3428

Adam’s Bash forth Method

p
Adam’s predictor formula,

Ap
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24

Adam’s corrector formula,

h
yn 1,c yn (9 yn ' 1 19 yn ' 5 yn ' 1 yn ' 2 )
24

Problems:

1. Using Adam’s method find y(0.4) given

dy
dx
1
2 xy
z
; y (0) 1, y (0.1) 1.01, y(0.2) 1.022, y(0.3) 1.023
ep
Solution:

dy 1
Given
dx 2 xy

x0 0; x1 0.1; x2 0.2; x3 0.3; x4 0.4

de

y0 1; y1 1.01; y2 1.022; y3 1.023; y4 ?

1
y01 0
2 x0 y0
Pa

1
y11 0.0505
2 x1 y1

1
y21 0.1022
2 x2 y2

1
y31 0.1535
2 x3 y3

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Predictor formula,

h
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24

When n=3

0.1

p
y4, p y3 55 y3' 59 y2' 1 37 y1' 9 y0 '
24

0.1
1.023 55(0.1535) 59(0.1022) 37(0.0505) 9(0)

Ap
24

y4 1.0408

1 1
y '4
2 x4 y4 2(0.4)(1.0408)

y'4 0.2082

Corrector formula,

yn yn
h
(9 yn ' 19 yn ' 5 yn '
z
yn ' 2 )
ep
1,c 1 1
24

When n=3

0.1
y 4,c y3 (9 y4 ' 19 y3' 5 y2 ' y1' )
24
de

0.1
1.023 9(0.2082) 19(0.1535) 5(0.1022) 0.050
24

y4,c 1.0410
Pa

dy
2.Determine the value of y 0.4 using adam’s find y 0.1 , y 0.2 , y 0.3 from =xy+y 2
dx

using RK method y 0 1

Solution:

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dy
xy y2
dx

y (0) 1

x0 0; y0 1

p
f ( x, y) y' xy y 2

k1 hf x0 , y0 (0.1) f (0,1) 0.1 f ( x0 y0 y0 2 )

Ap
k1 0.1

h k1
k2 hf x1 , y1 (0.1) f (0.05,1.05)
2 2

k2 0.1155

h k2
k3 hf x0
2
, y0

(0.1) f (0.05,1.0578)
2 z
ep
k3 0.1172

k4 hf ( x0 h, y0 k3 )

k4 0.1360
de

1 1
y (k1 2k2 2k3 k4 ) (0.1014)
6 6

0.1169

y1 y(0.1) y0 y 1 0.1169 1.1169

Pa

Second iteration:

k1 hf ( x1, y1 )

(0.1) f (0.1,1.1169)

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k1 0.1359

h k1
k2 hf x1 , y1 (0.1) f (0.15,1.1849)
2 2

k2 0.1582

p
h k2
k3 hf x1 , y1
2 2

Ap
0.1 0.1582
(0.1) f 0.1 ,1.1169
2 2

k3 (0.1) f (0.15,1.196) 0.1610

k4 hf ( x0 h, y0 k3 )

0.1 f (0.2,1.2779)

k4 0.1889

1
z
ep
y (k1 2k2 2k3 k4 )
6

1
(0.9630)
6

y 0.1605
de

y2 y(0.2) y1 y

1.1169 0.1605

y2 1.2779
Pa

Third iteration:

k1 hf ( x2 , y2 )

(0.1) f (0.2,1.2774)

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k1 0.1887

h k1
k2 hf x1 , y1 (0.1) f (0.25,1.3718)
2 2

k2 0.2225

p
h k2
k3 hf x1 , y1
2 2

Ap
(0.1) f (0.25,1.3887)

k3 0.2276

k4 hf ( x1 h, y1 k3 )

0.1 f (0.3,1.505)

k4 0.2717

y
1
6
(k1 2k2 2k3 k4 )
z
ep
1
(1.3606)
6

y 0.2268

y3 y(0.3) y2 y
de

y3 1.5042

x0 0; x1 0.1; x2 0.2; x3 0.3; x4 0.4

y0 1; y1 1.1169; y2 1.2774; y3 1.5042; y4 ?

Pa

y0' x0 y0 y02 y1' x1 y1 y12 y2' x2 y2 y22

(0)(1) (1)2 (0.1)(1.1169) (1.1169)2 (0.2)(1.2774) (1.2774)2

y0' 1 y1' 1.3592 y2' 1.8872

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y3' x3 y3 y32

(0.3)(1.5042) (1.5042)2

y3' 2.7139

Adam’s predictor formula,

p
h
yn 1, p yn 55 yn ' 59 yn ' 1 37 yn ' 2 9 yn ' 3
24

Ap
When n=3

0.1
y4, p y3 55 y3' 59 y2' 37 y1' 9 y0 '
24

y4, p 1.8342

y4' x4 y4 y42 (0.4)(1.8342) (1.8342)

y4' 4.0980 z
ep
Corrector formula,

h
yn 1, c yn (9 yn ' 1 19 yn ' 5 yn' 1 yn' 2 )
24

When n=3

0.1
de

y4,c y3 (9 y4 ' 19 y3' 5 y2 ' y1' )

24

y4,c 1.8391
Pa

Homework:

dy
1.Given x 2 (1 y); y(1) 1; y(1.1) 1.233; y(1.2) 1.548; y(1.3) 1.979
dx

Evaluate by adam’s bash forth mtd.Ans : pre 2.5871, corr 2.5773

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2x
2.Find y (0.4) given y ' y , y (0) 1, y (0.1) 1.0959, y (0.2) 1.1841, y (0.3) 1.2662
y

using adam's method

Finite difference methods for solving second order equation:

The solution of a differential equation of second order of the form F ( x, y, y' , y'' )

p
0 contains
two arbitrary constants.

These constants are determined by means of two conditions. The conditions on y or y' or their

Ap
combination are prescribed at two different values of x are called boundary conditions.

The differential equation together with the boundary conditions is called a boundary value
problem

Finite difference approximations to derivatives

First derivative approximations:

y ' ( x)
y ( x h) y ( x )
h

y ( x ) y ( x h)
0(h)
z
ep
y ' ( x) 0(h)
h

y ( x h) y ( x h)
y ' ( x) 0(h) 2 (central diff )
2h

Second Derivative Approximation:

de

y ( x h ) 2 y ( x ) y ( x h)
y '' ( x) 0(h 2 )
h2

Third Approximation:

1
y ''' ( x) yi 2 2 yi 1 2 yi 1 yi 2
Pa

2h 3

Fourth Derivative Approximation:

yi 4 yi 6 yi 4 yi yi
yiv ( x) 2 1 1 2

h4

Solution of ODE of second order:

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The second order ODE is given by

F(x,y,y' ,y'' )=0

with b.c, x=a and x=b

Divide the interval into 'n' equal parts

p
b a
h=
n

Ap
xi x0 ih ; i 0,1,2,......, n where x0 a & xn b

yi y( xi ) ; y ' ( xi ) yi ' ; y '' ( xi ) yi ''

The finite difference approximations to the detrivatives are given by,

yi yi
yi ' 1 1
and
2h

yi ''
yi 1 2 yi
h2
yi 1 z
i 1, 2,....n 1
ep
y0 y(a) and yn y(b)

1. Solve xy'' y 0, y(1); y(2) 2 with h 0.5 and h 0.25 by using finite difference method:

Solution:
de

Given

xy'' y 0 ; y(1) 1; y(2) 2 ------ (1)

y0 1 and y2 2
Pa

(i) h 0.5

y0 y1 y2

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x0 1 x1 1.5 x2 2

Here , x0 1; x1 1.5 ; x2 2

By boundary conditions ; y0 1; y2 2

To find y1 for x1 1.5

p
By finite difference approximation

Ap
yi 2 yi yi
yi '' 1 1
; i 1, 2,......., n 1
h2

(1) xi yi '' yi 0

yi 1 2 yi yi 1
xi yi 0
h2

xi
( yi 2 yi yi 1 ) yi 0 2
h2

put i 1; h
1

0.5
z
ep
x1
y0 2 y1 y2 y1 0
0.25

4 x1 y0 2 y1 y2 y1 0

4(1.5) 1 2 y1 2 y1 0
de

6 12 y1 12 y1 0

18 11y1 0

18 11y1
Pa

y1 1.6364

y (1.5) 1.6364

(ii) h 0.25

y0 y1 y2 y3 y4

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x0 1
x1 1.25 x2 1.5 x3 1.75 x4 2

y0 1; y4 2

x0 1; x1 1.25 ; x2 1.5 ; x3 1.75 ; x4 2

xi

p
(2) yi 1 2 yi yi 1 yi 0; i 1, 2,3,....n 1
h2

i 1, 2,3

Ap
put h 0.25 & i 1, 2,3

16 xi yi 1 2 yi yi 1 yi 0

put i 1,

16 x1 y0 2 y1 y1 y1 0

16(1.25)(1 2 y1 y2 ) y1 0

20 40 y1 20 y2
zy1 0
ep
39 y1 20 y2 20

39 y1 20 y2 20 (3)

put i 2,
de

16 x2 y1 2 y2 y3 y2 0

16(1.5)( y1 2 y2 y3 ) y2 0

24 y1 48 y2 24 y3 y2 0
Pa

24 y1 47 y2 24 y3 0 4

put i 3,

16 x3 y2 2 y3 y4 y3 0

16(1.75)( y2 2 y3 y4 ) y3 0

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28 y2 56 y3 56 y3 0

28 y2 55 y3 56 5

Solve equation (3),(4)&(5) by gauss elimination method

39 20 0 20

p
A,B 24 47 24 0
0 28 55 56

Ap
1 0.513 0 0.513
R1 ' R2 ' R3
~ 1 1.958 1 0 R1' , R2 , R3
39 24 28
0 1 1.964 2

1 0.513 0 0.513
~ 0 1.445 1 0.513 R '2 R2 R1 , R 3' R3
0 1 1.964 2

1
~ 0
0.513
1.445
0
1
0.513
0.513
z R 3' 1.445 R3 R2
ep
0 0 1.838 3.403

By back substitution method:

1.838y3 3.403
de

y3 1.851

1.445 y2 y3 0.513

y2 1.636
Pa

y1 0.513 y2 0.513

y1 1.352

y(1.25) 1.352 ; y(1.5) 1.636 ; y(1.75) 1.851

2. Determine the value of ‘y’at the pivotal points of the interval (0,1) if ‘y’ satisfies the boundary value
problem

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yiv 81y 81x2 , y(0) y(1) y' (0) y'' (1) 0 (take n 3)

Solution:

Given, yiv 81y 81x2 ,

(a, b) (0,1)

p
y(0) y(1) y' (0) y'' (1) 0

b a 1 0 1

Ap
h
n 3 3

y0 y1 y2 y3

1 2
x0 0 x1 x2 x3 1
3 3

1 2
x0 0; x1 ; x2 ; x3 1

y0
z
0 ; y3
3

0 ; y0''
3

0 ; y3'' 0
ep
To find y1 and y2

By using central difference approximation, the differential equation becomes,

1
yi 2 4 yi 1 6 yi 4 yi 1 yi 2 81yi 81xi 2
h4
de

1
put h
3

1
yi 2 4 yi 1 6 yi 4 yi 1 yi 2 81yi 81xi 2
(1/ 3) 4
Pa

81 yi 2 4 yi 1 6 yi 4 yi 1 yi 2 81yi 81xi 2

81 and put i 1 and i 2

1
y3 4 y2 6 y1 4 y0 y 1 y1 x12
9

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4
y4 4 y3 6 y2 4 y1 y0 y2
9

1
y3 4 y2 7 y1 4 y0 y 1
9

1
4 y2 7 y1 y 1

p
1
9

4
y4 7 y2 4 y1 2
9

Ap
1
yi '' ( yi 1 2 yi yi 1 )
h2

i 0,

y0'' 9( y1 2 y0 yi 1 ) 3

0, y0''
y0

i 3, y3''
0, y 1

9( y4 2 y3
y1

y2 )
z 4
ep
y3 0; y3'' 0; y4 y2

Using (3) and (4) in eqn (1) & (2)

1
4 y2 6 y1 5
9
de

4
6 y2 4 y1 6
9

6
(5) (6) 24 y2 36 y1
9
Pa

16
(6) (4) 24 y2 16 y1
9

22
20 y1
9

y1 0.1222

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1
5 4 y2 0.7332
9

4y2 0.6221

y2 0.1555

p
1 2
y 0.1222 ; y 0.1556
3 3

Ap
3. Solve the boundary value problem ( x3 1) y'' ( x) x2 y' ( x) 4xy 2

subject to y(0) 0, y(2) 4 taking n 4 and choosing h 0.5

Solution:

Given, ( x3 1) y'' ( x) x2 y' ( x) 4xy 2 1

y(0) 0; y(2) 4

y0 0; y4 2 ; h 0.5 & n 4 z
ep
y0 y1 y2 y3 y4

x0 0 x1 0.5 x2 1 x3 1.5 x4 2

x0 0; x1 0.5; x2 1; x3 1.5; x4 2
de

y0 0; y4 2

to find y1 , y2 , y3 :

The finite difference approximates,

Pa

yi 2 yi yi yi yi
yi '' ( x) 1 1
; y ' ( x) 1 1

h2 2h

1
put h
2

(1) 4( xi 3 1) yi 1 2 yi yi 1 xi 2 ( yi 1 yi 1 ) 4 xi yi 2 (2)

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put i 1, 2,3

(2) 4( x13 1)( y2 2 y1 y0 ) x12 ( y2 y0 ) 4 x1 y1 2

4(1.125)( y2 2 y1 ) 0.25 y2 2 y1 2

4.5 y2 9 y1 0.25 y2 2 y1 2

p
4.75 y2 11y1 2 (3)

Ap
4(2)( y3 2 y2 y1 ) y3 y1 4 y2 2

8 y3 16 y2 8 y1 y3 4 y2 y1 2

7 y1 20 y2 9 y3 2 (4)

4(4375)( y4 2 y3 y2 ) 2.25 y4 6 y3 2.25 y2 2

35 35 y3 17.5 y2 2.25 y4 6 y3 2.25 y2 2

15.25 y2 41y3 37.5

z
(5)
ep
Solving the equations (3),(4) and (5) by gauss elimination method , we get

y(0.5) 0.25, y(1) 1 and y(1.75) 2.25

Homework:

1
1. Solve the BVP y" +xy=1,y(0)=0,y' (1)=1with n=2 taking h=
de

2. Solve theBVP x2 y" (x)+xy' (x)+(x2 -3)y(x)=0given y(1)=0, y(2)=2and take h 0.25 and n 4

Ans : y1 0.6044; y2 1.1304; y3 1.5973

Pa

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