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    Exam 190424

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    The document outlines an exam for a numerical analysis course consisting of 9 problems. The exam covers topics like solving linear systems, interpolation, numerical integration, and numerical solutions to differential equations. Students must answer the problems in Swedish or English and require a minimum of 15 points to pass.

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    Exam 190424

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    The document outlines an exam for a numerical analysis course consisting of 9 problems. The exam covers topics like solving linear systems, interpolation, numerical integration, and numerical solutions to differential equations. Students must answer the problems in Swedish or English and require a minimum of 15 points to pass.

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    Numerical Analysis exam lund

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    exam190424

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    The document outlines an exam for a numerical analysis course consisting of 9 problems. The exam covers topics like solving linear systems, interpolation, numerical integration, and numerical solutions to differential equations. Students must answer the problems in Swedish or English and require a minimum of 15 points to pass.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    27 views3 pages

    Exam 190424

    Uploaded by

    skills
    The document outlines an exam for a numerical analysis course consisting of 9 problems. The exam covers topics like solving linear systems, interpolation, numerical integration, and numerical solutions to differential equations. Students must answer the problems in Swedish or English and require a minimum of 15 points to pass.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    You are on page 1of 3

    Exam in Numerical Analysis FMNF10/FMN050

    2019–04–24
    Exam duration 8:00–12:00. In order to pass, a minimum of 15 points is
    required on the exam. The (preliminary) grade requirements are
    grade 3 ≥ 15 p, grade 4 ≥ 21 p and grade 5 ≥ 26 p.

    You are allowed to use a pocket calculator, but no other material of any
    kind. Please answer the problems in Swedish or English.

    Problems
    1. Consider the linear system Ax = b, where the matrix A can be factorized
    as P A = LU with
         
    1 0 0 1 0 0 2 1 3
    P =  0 0 1  , L =  −1 1 0  and U =  0 1 1  .
    0 1 0 0 1 1 0 0 2

    Solve Ax = b, with b = (2, 1, 0)T , by first pivoting and thereafter performing


    one forward and one backward substitution. (2p)

    2. The currents x = (I1 , I2 , I3 )T in an electric circuit satisfy the linear system


    Ax = b, where b is given by the voltages in the circuit and the 3 × 3-matrix
    A satisfies
    kAk∞ = 2 and kA−1 k∞ = 5.
    You have access to voltage measurements, which unfortunately have a sys-
    tematic measurement error. The correct values are b = (2.0, 0.13, 1.1)T , but
    you are given b + δb = (2.2, 0.10, 0.90)T . How large can the currents’ relative
    error kδxk∞ /kxk∞ be due to the error in the voltage measurements? (2p)

    3. Consider the equation

    x2 − x − 2 = 0, for x ≥ 0.

    The equation can be reformulated in several ways, e.g.,


    √
    x = x2 − 2 or x = x + 2.

    On the interval [1, 3] we have the solution x∗ = 2. Which one of the two
    formulations will give rise to a convergent fixed point iteration for the starting
    value x0 = 2.5, and why is this the case? (3p)

    1
    4. We would like to fit a straight line f (x) = c0 + c1 x to the data below by
    using the least squares method.
    x -1 0 1 2
    y -1 0 0 2

    a) Derive the overdetermined system Ac ≈ b which the coefficients c =


    (c0 , c1 )T need to fulfill. (1p)

    b) Approximate a solution to the overdetermined system by the least


    squares method. (2p)

    5. Construct the Lagrange interpolation polynomial that interpolates the


    data in Problem 4. (3p)

    6. Consider the integral Z 1


    (x + 1)x2 dx.
    0

    a) Approximate the integral by employing the midpoint rule and dividing


    the interval [0, 1] into N = 3 equally sized intervals. (2p)

    b) How does the error of the midpoint rule decrease as the number of
    intervals N tends to infinity? (1p)

    c) How large is the approximation error if we instead apply Simpson’s


    rule to the integral above, with N = 3 equally sized intervals? (1p)

    7. We want to approximate a solution to the two-point boundary value


    problem
    y 00 (x) + y 0 (x) + 1 + y(x)2 = 0,
    p

    with boundary values y(0) = 0 and y(1) = 1. Introduce a suitable notation


    and discretize the problem by a standard second order method. Construct
    the system of nonlinear equations that have to be solved, and make sure to
    include the boundary conditions. All details, such as the number of equa-
    tions, the grid, the step size ∆x, etc., must be clearly stated. (4p)

    2
    8. Consider the following Matlab program:
    lambda = -121;
    N = 10;
    u(1) = 2;
    dt = 1/N;
    for n = 1:N
    u(n+1) = u(n) + dt*(lambda*u(n));
    end

    a) Which numerical method is implemented in the code, and which prob-


    lem does it solve? (2p)

    b) If we would run the code it would give a very disappointing result.


    Explain why this is the case. (2p)

    c) Modify the code (without changing the problem being solved) so that
    the numerical approximation is improved. (1p)

    9. We want to approximate the solution to the linear system Ax = b, with


    b = (1, 1, 0)T and  
    11 1 0
    A =  1 10 1  ,
    0 0 10
    by employing the Jacobi method.

    a) Write out the formula for the Jacobi iterates xn for the problem at
    hand. (2p)

    b) Prove that for any starting vector x0 the Jacobi approximation xn


    converges to the exact solution x of the linear system Ax = b in the
    1-norm, i.e., kxn − xk1 → 0 as n → ∞. (2p)

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