Beruflich Dokumente
Kultur Dokumente
UNIT-I
SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS
1. If a function f(x) = 0 is continuous in the interval (a, b) and if f (a) and f (b) are of
opposite signs. Then one of the root lies between a and b.
2. Example of Algebraic equation: (i) x
3
2x + 5 = 0; (ii) 2x
3
3x 6 = 0.
3. Example of Transcendental equation: (i) x cosx = 0; (ii) xe
x
-2 = 0; (iii)
0 12 log
10
x x .
4. Regula Falsi Method :
) ( ) (
) ( ) (
a f b f
a bf b af
x
(First iteration of Regula Falsi Method).
5. Iterative Method :
) (
1 n n
x x
+
.
6. Convergence condition of iterative method is
1 ) ( < x
.
7. Order of convergence of iterative method is linear (i.e.) 1.
8. Newton Raphsons Method (Method of Tangents) : 1 + n
x
=
) (
) (
n
n
n
x f
x f
x
.
9. Convergence condition of N-R method is
. ) ( ) ( ) (
2
x f x f x f <
10. Order of convergence of Newtons method is quadratic (i.e.) 2.
11. Direct Method : (i) Gauss Elimination Method, (ii) Gauss Jordan Method.
12. Indirect Method (or) Iteration Method : (i) Gauss-Jacobi Method,
(ii) Gauss-Seidel Method.
13. Gauss Elimination Method : To reduce the augmented matrix [A, B] to upper triangular
matrix. Then, using Back Substitution method weve to find the unknowns.
14. Gauss Jordan Method : To reduce the augmented matrix [A, B] to diagonal matrix.
Finally this system of equation each has only one unknown and then weve to find the
unknowns directly.
15. Diagonally Dominant : An nn matrix A is said to be diagonally dominant if the
absolute value of each leading diagonal element is greater than or equal to the sum of the
absolute values of the remaining elements in that row.
Given system of equations is
1 1 1 1
d z c y b x a + + ;
2 2 2 2
d z c y b x a + + ;
3 3 3 3
d z c y b x a + +
is a diagonal system is if 1 1 1
c b a +
2 2 2
c a b +
3 3 3
b a c +
16. Gauss Jacobi Method : If the given system of equation is diagonally dominant then
( ) ( )
( )
n n n
z c y b d
a
x
1 1 1
1
) 1 (
1
+
( ) ( )
( )
n n n
z c x a d
b
y
2 2 2
2
) 1 (
1
+
( ) ( )
( )
n n n
y b x a d
c
z
3 3 3
3
) 1 (
1
+
17. Gauss Seidel Method : If the given system of equation is diagonally dominant then
( ) ( )
( )
n n n
z c y b d
a
x
1 1 1
1
) 1 (
1
+
( ) ( )
( )
n n n
z c x a d
b
y
2
1
2 2
2
) 1 (
1
+ +
( ) ( )
( )
1
3
1
3 3
3
) 1 (
1
+ + +
n n n
y b x a d
c
z
18. Sufficient condition for iterative methods (Gauss Seidel Method & Gauss Jacobi Method)
to convergence is the coefficient matrix should be diagonally dominant.
19. The iteration method is a self correcting method since the round off error is smaller.
20. Why Gauss Seidel iteration is a method of successive corrections?
Ans: Because we replace approximations by corresponding new ones as soon the latter
have been computed.
21. Compare Gauss Elimination Method and Gauss Jordan Method
22. Inverse of a Matrix : Let A be an nn nonsingular matrix. If X is the inverse of the
matrix A then AX = I (i.e.) X = I A
-1
. We start with augmented matrix of A with identity
matrix I of the same order and convert A into the required form (i.e.) identity then the
inverse is formed. [A / I ] [I / A
-1
].
23. Compare Gauss Elimination Method and Gauss Seidel Method.
Gauss Elimination Method Gauss Jordan Method
1. Direct Method
2. Coefficient matrix is
transformed into upper
triangular matrix.
3. We obtain the solution
by back substitution
method.
1. Direct Method
2. Coefficient matrix is transformed
into diagonal matrix.
3. No need of back substitution
method. Since finally this system
of equation each has only one
unknown.
Gauss Elimination Method Gauss Seidel Method
1. Direct Method
2. It has the advantage that it is finite
and works in theory for any non-
singular set of equation.
3. We obtain exact value.
1. Indirect Method
2. It converges only for
diagonally
dominant.
3. Approximate value
which is self correct
method.
24. Compare Gauss Jacobi and Gauss Seidel Methods.
25. Why Gauss Seidel method is better method than Jacobis method?
Ans: Since the current value of the unknowns at each stage of iteration are used in
proceeding to the next stage of iteration, the convergence in Gauss Seidel method will be
more rapid than in Gauss Jacobi method.
UNIT-II
INTERPOLATION AND APPROXIMATION
26. Explain briefly Interpolation.
Ans: Interpolation is the process of computing the values of a function for any value of
the independent variable within an interval for which some values are given.
27. Definition of Interpolation and extrapolation.
Gauss Jacobi Method Gauss Seidel Method
1. Indirect Method
2. Convergence rate is slow.
3. Condition for convergence is
diagonally dominant.
1. Indirect Method
2. The rate of convergence of this method is
roughly twice that of Jacobi.
3. Condition for convergence is diagonally
dominant.
Ans: Interpolation: It is the process of finding the intermediate values of a function from
a set of its values specific points given in a tabulated form. The process of
computing y corresponding to x
1 ,... 2 , 1 , 0 ,
1
< <
+
n i x x x
i i is interpolation.
Extrapolation: If
n
x x or x x > <
0
then the process is called extrapolation.
28. State Newtons Forward interpolation formula.
h
x x
u where y
n
n u u u u
y
u u u
y
u u
y
u
y x y uh
n 0
0
0
3
0
2
0 0 0
!
)) 1 ( )...( 2 )( 1 (
...
....
! 3
) 2 )( 1 (
! 2
) 1 (
! 1
) ( ) y(x : Ans
+
+
+
+ + +
29. State Newtons Backward interpolation formula.
h
x x
p where y
n
n p p p p
y
p p p
y
p p
y
p
y x y ph
n
n
n
n n n n
+ + +
+
+
+ +
+
+
+ + +
!
)) 1 ( )...( 2 )( 1 (
...
....
! 3
) 2 )( 1 (
! 2
) 1 (
! 1
) ( ) y(x : Ans
3 2
n
30. Error in Newtons forward:
n
n
x x where f
n
n u u u u
Ans < <
+
+
0
1
) (
)! 1 (
) )....( 2 )( 1 (
:
31. Error in Newtons Backward:
n
n
x x where f
n
n p p p p
Ans < <
+
+ + +
+
0
1
) (
)! 1 (
) )....( 2 )( 1 (
:
32. State Newtons divided difference formula.
) ,...... , , ( ) )......( )( )( (
... ) , , ( ) )( ( ) , ( ) ( ) ( ) ( :
2 1 0 1 2 1 0
2 1 0 1 0 1 0 0 0
n n
x x x x f x x x x x x x x
x x x f x x x x x x f x x x f x f Ans
+
+ + +
33. Show that the divided differences are symmetrical in their arguments.
) , (
) ( ) ( ) ( ) (
) , ( :
0 1
1 0
1 0
0 1
0 1
1 0
x x f
x x
x f x f
x x
x f x f
x x f Ans
= f(x) t g(x).
35. Divided difference table:
X Y
Y
2
Y
3
Y
X
0
X
1
X
2
X
3
Y
0
Y
1
Y
2
Y
3
) , (
) ( ) (
1 0
0 1
0 1
x x f
x x
x f x f
) , (
) ( ) (
2 1
1 2
1 2
x x f
x x
x f x f
) , (
) ( ) (
3 2
2 3
2 3
x x f
x x
x f x f
) , , (
) , ( ) , (
2 1 0
0 2
1 0 2 1
x x x f
x x
x x f x x f
) , , (
) , ( ) , (
3 2 1
1 3
2 1 3 2
x x x f
x x
x x f x x f
) , , , (
) , , ( ) , , (
3 2 1 0
0 3
2 1 0 3 2 1
x x x x f
x x
x x x f x x x f
+
+
+
+
+
+
37. Define Cubic Spline
Ans: Let
( ) ) ( ,
i i
x f x
, i = 0, 1, 2... n be the given (n +1) pairs of a data. The third order
curves employed to connect each pair of data points are called cubic splines. (OR) A
smooth polynomial curve is known as cubic spline.
A cubic spline function f(x) w.r.t. the points x
0
, x
1, .....
x
n
is a polynomial of
degree three in each interval (x
i-1,
x
i
) i = 1, 2, ...n such that
) (x f
,
) (x f
and
) (x f
are continuous.
38. Write down the formula of Cubic Spline.
( ) [ ]
i i i i i
i i i i i i i
x x x M
h
y x x
h
M
h
y x x
h
M x x M x x
h
x y Ans
1
]
1
+
1
]
1
+ +
1
2
1
1
2
1
3
1 1
3
;
6
) (
1
6
) (
1
) (
6
1
) ( :
and [ ] ) 1 ....( 3 , 2 , 1 2
6
4
1 1
2
1 1
+ + +
+ +
n i for y y y
h
M M M
i i i i i i
where M =
y
(OR)
1
]
1
+ + +
+
+
+ + +
i
i i
i
i i
i i i i i i i
h
f f
h
f f
a h a h h a h
1
1
1
1 1 1 1
6 ) ( 2
where
1
i i i
x x h
and i i
y f
; i = 1,2,3,....
UNIT III
NUMERICAL DIFFERENTIATION AND INTEGRATION
39. Derivatives of Y based on Newtons forward interpolation formula:
( ) ( ) ( )
( )
1
1
1
1
]
1
+ + + +
+ + + + +
+ + + + + + +
........ 10 21 12 2
12
1
11 18 6
12
1
) 1 (
1
0
5 2 3
0
4 2
0
3
0
2
2 2
2
y u u u y u u y u y
h dx
y d
( ) ( )
1
1
]
1
+ + + + +
........ 7 8 2
4
1
3 2
2
1
3
1
0
5 2
0
4
0
3
3
3
y u u y u y
h dx
y d
where
h
x x
u
0
If 0
x x
then u = 0
1
1
]
1
+ + +
,
_
.....
5
1
4
1
3
1
2
1
1
0
5
0
4
0
3
0
2
0
0
y y y y y
h dx
dy
x x
1
1
]
1
+ +
,
_
........
6
5
12
11
1
0
5
0
4
0
3
0
2
2 2
2
0
y y y y
h dx
y d
x x
1
1
]
1
+ +
,
_
........
4
7
2
3
1
0
5
0
4
0
3
3 3
3
0
y y y
h dx
y d
x x
40. Derivatives of Y based on Newtons backward interpolation formula:
( ) ( ) ( )
( )
1
1
1
1
]
1
+ + + + + +
+ + + + + + + + +
+ + + + + + + + + + +
........ 10 21 12 2
12
1
11 18 6
12
1
) 1 (
1
5 2 3 4 2 3 2
2 2
2
n n n n
y u u p y p p y p y
h dx
y d
( ) ( )
1
1
]
1
+ + + + + + +
........ 7 8 2
4
1
3 2
2
1
3
1
5 2 4 3
3
3
n n n
y p p y p y
h dx
y d
where
h
x x
p
n
If n
x x
then p = 0
1
1
]
1
+ + + + +
,
_
.....
5
1
4
1
3
1
2
1
1
5 4 3 2
n n n n n
x x
y y y y y
h dx
dy
n
1
1
1
]
1
+ + + +
,
_
........
6
5
12
11
1
5 4 3 2
2 2
2
n n n n
x x
y y y y
h dx
y d
n
1
1
]
1
+ + +
,
_
........
4
7
2
3
3
1
5 4 3
3
3
n n n
x x
y y y
h dx
y d
n
41. What are the two types of errors involving in the numerical computation of
derivatives?
Ans: (i) Truncation error; (ii) Rounding error (To produce exact result is rounded to
the number of digits).
42. Define the error of approximation.
Ans: The approximation may further deteriorate as the order of derivative increases.
The quantity E
(r)
= f
(r)
(x) P
( r )
n
(x) is called the error of approximate in the r
th
order
derivative. Where f(x) is the given equation and P(x) is approximate values of f(x).
43. To find Maxima and Minima of a tabulated function:
Let y = f(x)
Find
dx
dy
and equate to zero. And solving for x.
Find
2
2
dx
y d
; If
2
2
dx
y d
at x is ve y has maximum at that point x.
If
2
2
dx
y d
at x is +ve y has minimum at that point x.
Weve to use Newtons forward or backward interpolation formulae for equal
intervals or use Newtons divided difference interpolation formula for unequal
intervals then we get
dx
dy
.
44. Newton-Cotes Quadrature formula :
1
]
1
,
_
+ +
+ +
+
...
! 4
3
3
11
2
3
5 24
) 2 (
12
) 3 2 (
2
) (
0
4 2 3 4
0
3
2
0
2
0 0
0
0
y
n
n n n
y
n n
y
n n
y
n
y nh dx x f I
nh x
x
45. Trapezoidal rule:
( ) ( ) [ ]
1 2 1 0
... 2
2
) (
0
+ + + + +
n n
x
x
y y y y y
h
dx x f
n
=
2
h
{sum of the 1
st
and last ordinates+2(sum of the
remaining ordinates)}
46. Error in Trapezoidal rule:
M
h a b
E
12
) (
2
<
{ }
' '
1
' '
1
' '
0
,..... , max &
n
y y y M
n
a b
h where
47. The error in the Trapezoidal rule is of order
2
h .
48. Simpsons one-third rule :
,
_
rule
3
1
( ) ( ) ( ) [ ]
( ) ( )
( )
1
]
1
+
+
+ + + + + + +
rule
8
3
( ) ( ) ( ) [ ] .... 4 ... 3
8
3
) (
9 6 3 6 4 2 1 0
0
+
+ + + + + + + + +
y y y y y y y y y
h
dx x f
n
x
x
n
50. Error in Simpsons one-third rule:
{ } ,..... , max &
' ' '
2
' ' '
0
y y M
n
a b
h where
51. The error in Simpsons One third rule is of order
4
h .
52. When does Simpsons rule give exact result?
Ans: Polynomials of degree 2 .
53. When is Trapezoidal rule applicable?
Ans: For any intervals.
54. When is Simpsons
3
1
rule applicable?
M
h a b
E
180
) (
4
<
Ans: When there even no. of intervals.
55. When is Simpsons
8
3
rule applicable?
Ans: When the intervals are in multiples of three.
56. Rombergs Method:
b
a
dx x f I ) (
1
]
1
+
3
1 2
2
I I
I I
57. State Rombergs method integration formula to find the value of
b
a
dx x f I ) (
using
2
h
and h
.
58. State Two Point Gaussian Quadrature formula:
Ans:
,
_
,
_
3
1
3
1
) (
1
1
f f dx x f I
59. State Three Point Gaussian Quadrature formula:
Ans:
( )
,
_
+ +
,
_
5
3
9
5
0
9
8
5
3
9
5
) (
1
1
f f f dx x f I
60. In Gaussians Quadrature: If the limit is from a to b then we shall apply a suitable
change of variable to bring the integration from -1 to 1
( ) ( )
dt
a b
dx
a b t a b
x Put
2
;
2
+ +
.
,
_
1
1
1
]
1
+
,
_
h h
h h
h
I I
I I
I
h
h I Ans
2
2
2
4
3
1
3 2
, :
61. State Trapezodial formula for Double Integrals:
( )dxdy y x f I
d
c
b
a
,
( )
( )
( )
'
+
+
nodes erior the at f of values the of Sum
boundary the on nodes remaining the at f of values the of Sum
corners four the at f of values of Sum
hk
I
int 4
2
4
62. State Simpsons rule for Double Integrals:
( )dxdy y x f I
d
c
b
a
,
( )
( )
( )
( )
( )
( )
( )
'
1
]
1
+
+
1
]
1
+
+
+
+
+ + +
+
n y x f
h
y
h
x hf y y
n n n n n n
71. State Fourth Order Runge-Kutta Method formula:(for First order differential
equations)
y y y
n n
+
+1
Where
( )
4 3 2 1
2 2
6
1
k k k k y + + +
and
( )
( )
3 4
2
3
1
2
1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +
,
_
+ +
,
_
+ +
72. State Fourth Order Runge-Kutta Method formula:(for First order Simultaneous
differential equations)
Let
( ) ( ) z y x f
dx
dz
and z y x f
dx
dy
, , , ,
2 1
y y y
n n
+
+1 &
z z z
n n
+
+1
Where
( )
4 3 2 1
2 2
6
1
k k k k y + + +
and Where
( )
4 3 2 1
2 2
6
1
l l l l z + + +
( )
( )
3 1 4
2
1 3
1
1 2
1 1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +
,
_
+ +
,
_
+ +
( )
( )
3 2 4
2
2 3
1
2 2
2 1
,
2
,
2
2
,
2
,
k y h x hf l
k
y
h
x hf l
k
y
h
x hf l
y x hf l
n n
n n
n n
n n
+ +
,
_
+ +
,
_
+ +
73. State Fourth Order Runge-Kutta Method formula:(for second order differential
equations)
Let ( ) ( ) z y x f
dx
dz
dx
y d
and z z y x f
dx
dy
, , , ,
2
2
2
1
y y y
n n
+
+1
Where
( )
4 3 2 1
2 2
6
1
k k k k y + + +
and Where
( )
4 3 2 1
2 2
6
1
l l l l z + + +
( )
( )
3 1 4
2
1 3
1
1 2
1 1
,
2
,
2
2
,
2
,
k y h x hf k
k
y
h
x hf k
k
y
h
x hf k
y x hf k
n n
n n
n n
n n
+ +
,
_
+ +
,
_
+ +
( )
( )
3 2 4
2
2 3
1
2 2
2 1
,
2
,
2
2
,
2
,
k y h x hf l
k
y
h
x hf l
k
y
h
x hf l
y x hf l
n n
n n
n n
n n
+ +
,
_
+ +
,
_
+ +
74. Eulers algorithm:
"
2
1
2
2
"
2
max
2
) (
2
y M
x x
M
h
y
h
Error
i i
< <
n
y h E
where 1 3 +
n n
x x
[Milnes Corrector]
) (
90
1
) 5 (
1
5
n
y h E
where 1 1 +
n n
x x
87. Round off error: When we are working with decimal numbers. We approximate the
decimals to the required degree of accuracy. The error due to
these approximations is called round off error.
Truncation error: The error caused by using approximate formula in computations
is known as truncation error.
88. Error: Adams Predictor
( )
1 3
) 5 ( 5
720
251
+
n n
x x where y h E
Error: Adams Corrector
( )
1 2
) 5 ( 5
720
19
+
n n
x x where y h E
89. Compare the Milnes Predictor-Corrector and Adam-Bashforth Predictor-Corrector
methods for solving ordinary differential equations.
Ans:
Adams Method Milnes Method
1. We require four starting
values of y
1. We require four starting
values of y
2. It does not have the same
instability problems as
the Milne method.
2. But is about as efficient.
3. A modification of
Adams method is more
widely used than Milnes
3. It is simple and has a
good local error, O(h
5
)
UNIT V
BOUNDARY VALUE PROBLEMS FOR ORDINARY AND PARTIAL
DIFFERENTIAL EQUATIONS
90. Define Boundary value problem.
Ans: When the differential equation is to be solved satisfying the conditions
specified at the end points of an interval the problem is called boundary value
problem.
91. Define Difference Quotients
Ans: A difference quotient is the quotient obtained by dividing the difference
between two values of a function by the difference between two corresponding
values of the independent variable. ( )
1 1
'
2
1
+
i i i
y y
h
y
92. Finite Difference Methods:
( )
1 1
'
2
1
+
i i i
y y
h
y
( )
1 1
2
' '
2
1
+
+
i i i i
y y y
h
y
93. Classification of Partial Differential Equations of the Second Order
0 , , , ,
2
2 2
2
2
,
_
y
u
x
u
u y x f
y
u
C
y x
u
B
x
u
A
(i) If 0 4
2
< AC B then the equation is Elliptic.
(ii) If 0 4
2
> AC B then the equation is Hyperbolic.
(iii) If 0 4
2
AC B then the equation is Parabolic.
94. Bender-Schmidts Difference Equation: (Explicit Method)
2
2
2
x
u
t
u
1 , + j i
u
j i
u
, 1 j i
u
, j i
u
, 1 +
(OR)
j i
u
, 1 j i
u
, j i
u
, 1 +
1 , + j i
u
2
, 1 , , 1 1 ,
) 2 1 (
ah
k
Where u u u u
j i j i j i j i
+ +
+ +
and
2
1
a
Bender-Schmidts Difference Equation
If
then
2
1
( )
j i j i j i
u u u
, 1 , 1 1 ,
2
1
+ +
+
This is valid only if
2
2
h
a
k
95. Crank-Nicholsons Difference Equation: [Implicit Method]
2
2
2
x
u
t
u
( ) ( ) ( ) ( )
j i j i j i j i j i j i
u u u u u u
, 1 , 1 , 1 , 1 , 1 1 , 1
1 2 1 2
+ + + + +
+ + +
Where
2
ah
k
and
2
1
a
Crank-Nicholsons Difference Equation When 1 (i.e.)
2
ah k the Crank-
Nicholsons difference equation becomes
[ ]
j i j i j i j i j i
u u u u u
, 1 , 1 1 , 1 1 , 1 1 ,
4
1
+ + + + +
+ + +
1 , 1 + j i
u
1 , + j i
u
1 , 1 + + j i
u
j i
u
, 1 j i
u
, j i
u
, 1 +
96. Write down the implicit formula to solve one dimensional heat flow equation.
2
2
2
x
u
t
u
( ) ( ) ( ) ( )
j i j i j i j i j i j i
u u u u u u
, 1 , 1 , 1 , 1 , 1 1 , 1
1 2 1 2
+ + + + +
+ + +
97. Why is Crank Nicholsons Scheme called an implicit scheme?
Ans: The solution value at any point (i,j+1) on the (j+1)th level is dependent on the
solution values at the neighbouring points on the same level and on three values
of the jth level. Hence it is an implicit method.
98. What type of equations can be solved by Crank Nicholsons formula (implicit)?
Ans: It is used to solve parabolic equation (one dimensional heat equation) of the
form
2
2
2
x
u
t
u
.
99. What type of equations can be solved by Bender-Schmidts formula (explicit)?
Ans: It is used to solve parabolic equation (one dimensional heat equation) of the
form
2
2
2
x
u
t
u
.
100. State the explicit scheme formula for the solution of the wave equation.
Ans: The formula to solve numerically the wave equation
tt xx
u u a
2
is
( ) ( )
1 , , 1 , 1
2 2
,
2 2
1 ,
1 2
+ +
+ +
j i j i j i j i j i
u u u a u a u
When
a
h
k e i
h
k
a
) . (
1
2
2
2
2
,
_
+
1
]
1
+
+ +
i
i i
i i
i i i
y
h
y y
f y
h
y y y
2
2
1 1
2
1 1
102. State finite difference approximation for
2
2
dx
y d
and state the order of truncation
error.
Ans:
i
y
( )
2
1 1
2
h
y y y
i i i +
+
and the order of truncation error is O(h
2
).
103. Forward Finite difference formula:
h
y x u y h x u
y x u
x
) , ( ) , (
) (
0 0 0 0
0 , 0
+
k
y x u k y x u
y x u
y
) , ( ) , (
) (
0 0 0 0
0 , 0
+
Truncation error is
( ) h x x where y u
h
xx
+
0 0 0
,
2
1 , , 1 , 1 1 , + +
+
j i j i j i j i
u u u u
104. Backward Finite difference formula:
h
y h x u y x u
y x u
x
) , ( ) , (
) (
0 0 0 0
0 , 0
k
k y x u y x u
y x u
y
) , ( ) , (
) (
0 0 0 0
0 , 0
Truncation error is
( ) h x x where y u
h
xx
+
0 0 0
,
2
105. Second order finite difference formulae:
( ) ( ) ( )
2
0 0 0 0 0 0 0 0 0 0
0 , 0
, , 2 , ) , ( ) , (
) (
h
y h x u y x u y h x u
h
y x u y h x u
y x u
x x
xx
+ +
( ) ( ) ( )
2
0 0 0 0 0 0
0 0 0 0
0 , 0
, , 2 ,
) , ( ) , (
) (
k
k y x u y x u k y x u
k
y x u k y x u
y x u
y y
yy
+ +
+
+
+
+ +
k
u u u
h
u u u
j i j i j i j i j i j i
Standard five point formula: j i j i j i j i j i
u u u u u
, 1 , 1 , , 1 , 1
4 + + +
+ + .
113. What type of equations can be solved by one dimensional wave equation?
Ans: It is used to solve hyperbolic equation of the form
2
2
2
2
2
x
u
t
u
.
114. Write down one dimensional heat flow equation and its boundary conditions.
Ans:
2
2
2
t
u
t
u
y
u
x
u
Boundary conditions are
(i) u(0,y) = 0, for 0<y<b
(ii) u(a, y) = 0, for 0<y<b
(iii) u(x,0) = f(x), for 0<x<a
(iv) u(x,b) = g(x), for 0<x<a
( ) jh ih f h u u u u u
j i j i j i j i j i
, 4
2
, 1 , 1 , , 1 , 1
+ + +
+ +