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    Tutorial Numerical

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    Tutorial Numerical

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    Tutorial-Numerical[1]

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    6 views2 pages

    Tutorial Numerical

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    rahulsinha5771

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    © All Rights Reserved
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    of 2

    –1– MA 311

    Indian Institute of Space Science and Technology


    Thiruvananthapuram
    MA 311- Numerical Methods
    Tutorial

    1. Suppose you ran a nonlinear solver algorithm and calculated errors at each step
    to be

    9.0579e − 03
    3.4483e − 03
    8.0996e − 04
    9.2205e − 05
    3.5416e − 06
    2.6659e − 08

    Classify the convergence rate as linear or superlinear.

    2. Determine the roots of f (x) = x2 − e−x by Newton’s Method with x1 = 0. Carry


    out three iterations each. Round the numbers to 5 digits.

    3. Prove that if x∗ is a fixed point of g, g ′ (x∗ ) = 0, g ′′ (x∗ ) = 0 and g ∈ C 3 (Bϵ (x∗ )),
    then for x0 chosen close enough to x∗ , the fixed point algorithm xk+1 = g(xk )
    converges cubically to x∗ .

    4. Derive Simpson’s 3/8 rule by hand. For simplicity, let x0 = −1, xZ1 = −1/3,
    1
    x2 = 1/3, and x3 = 1 and we need to evaluate the weights, wk = Lk (x)dx
    −1
    where Lk (x) is the Lagrange basis function associated with node xk . Due to
    symmetry we only need to evaluate w0 and w1 , and let w2 = w1 and w3 = w0 .
    b−a a+b b−a
    Finally obtain the general nodes xk = xk + and weights wk = .
    2 2 2
    5. Verify that the degree of accuracy of Simpson’s Rule is exactly 3.
    –2– MA 311

    a+b
    6. Find the second-order Taylor expansion of f (x) at , and show that the error
    2
    of
    Z bthe midpoint rule is
    (b − a)3 ′′
    f (x)dx − Q(f ) = f (c) for some c ∈ (a, b). Similarly let p1 (x) be the
    a 24
    linear interpolant of f (x) at x0 = a and x1 = b. Find the error f (x) − p1 (x) and
    Z b
    −(b − a)3 ′′
    show that the error of trapezoidal rule is f (x)dx − Q(f ) = f (c).
    a 12

    7. Consider the following initial value problem on 0 ≤ t ≤ 2:

    y ′ (t) = et (sin(t) + cos(t)) + 2t, y(0) = 1

    The true solution is


    y(t) = et sin(t) + t2 + 1.
    Calculate solutions to this problem using Euler method and trapezoidal method
    with varying discretizations ∆t = 1/10, 1/20, 1/40, 1/80, 1/160. Create a table
    of error and convergence rates. Do your estimated convergence rates match the
    theory for each method?

    8. Consider the initial value problem

    y ′ (t) = −1.2y + 7e−0.3t , y(0) = 3, 0 ≤ t ≤ 2.5 = T

    70 −0.3t 43 −1.2t
    has true solution y(t) = e − e . For each of the 3 methods: Euler,
    9 9
    Trapezoidal, Heun’s method, using ∆t = T /10, T /20, T /40 and T /80, calculate
    the error
    err = max |ytrue (ti ) − yi |
    i=1,2,...,n

    for each test. From these errors, calculate the convergence rates.

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