Numerical Methods

Fourier Series/Transform
Vector Calculus
Partial Eg" Dijf .

An
eg which has g"and its derivatives .
Diff equ
.

ODE -

one
independent variable .

PDE-two or
independent
more variable .

Value Problem-Finite Method.

Boundary difference
↑ (n)
y" +
g(n)y + r(n)
y
=

f(u) with
y(a)
=
Y , and y(b) Yb -

interval [a b).
in h
bi
=
,

noth with
MA
j
a
=

10 U,
I I I
n243
----binn
Na +
↓ d d d L
y .
Ye Y---- Yo

Y y
Yi-Ly
Yi + Yi 1
Fin
-

+ = =
1 -

2h

9) solve my +
y
= 0
; y (1) = 1
Cy(2) = 2
Joh = 0 .

5& h =
0 25
.

FDM .
using

my" + =
,"
0 +
y hiy
y
= = 0

viii-Eyi
Yit
-
+
+ Yi
i =
1

2 ye
:
n ,
+ -

15j]
=

y1
+ = 0

2(6 -

by ,
+ 3) + y ,
= 0

12 G
1y
=
+
y)
-
0
+
=

18
=

1(y,
-
=

=
y = = 16364

y
ni-Gyi
Yi
h = 0
-
25 n; +
y
= 0 =
+
& +
y
yu 2
↑ Y 42 =
/
Yo =

,
75 2
25 15 1 .

1 1 .

[Yo
i = 1 => n +
,
+

125/
dy You

1)
(yz y +
y,
2
-
, +

39
2012 y
+ 20
- = 0
,
 27 22Ty] y
: =

2ye y1]
-
+
ye
+ =

2
byz
-

48y2 + 2hy ,
+
y = 0

47 2h
2hys % +
-

y,
= 0

iogus[dT
+
+
-

[2-2ys y]
+
+-

56 -

56yg + 28y2 + yz = 0

56
55yz +
28y2
-

= 0

1-3513
y
=

1 6349
y
:

1 8503
yz
-

9) y" + ayty = 33 + 2 y(0) = 0

y() = 1 h = 0 .
25.
 y" +
my +
y
=
342 + 2
y() = 0 &
y(1) = 14 = 0 25
.

.
9
11

No
S
n On 05 not 4t4
i 1 Yo
-Ly Syejty St
= + n
:
=
+ ,

16yz -32y ,
+
1
yot 2n ,
yz
-
En ,
y
- +
y =
34 + 2

Kyn 32
+ y1 1875 + 2
= 0
-

+
y, + y
-
=

16 5 2 18755
31y
- =
= .
-

yesat
i = 2
=>
<+Y ,
y
n
+

20· 25/2

16
32yz
+
16y +
yz y +
42
=
( 2553
.

+ 2
yy
-
-

, ,

17yz 31y2 +
15:2
-

.
75

>64 ots))
i

Cy
=
+
Y2 34s
+
Y
:
+

↓
y
+
15(yu-Yy = 3687

Y1 0 0625
.
=

3) 14 532 =
13-8125 2
y
-

0
yz
. -

0 -
5625
y) =
9) 3) y
=

ny" xy + ( 0 h 0 25
y(1) y(z) =
2
-

= 0
+
= . =
, , ,

n2(Yin
+
yi -
1
-

2yi) mi(Ji ) y 1)
+ +
-

(xz -

3)gi =

42
72 Y
Y =
0
Y Yu = 2

I I I 11
15 2
125 12 ng 173
14
=

=
1 2 = = =

value problem-derivative condition finite

Boundary using
difference method

9)ay" +
y
= 0
,
y(l) =
0 & y(2) =
1 ,
h =
05

Yo gi I
32 = 1
xiy, +
y
= 0

1 3 U2 2

-Gyi yi-1)
x, =

ni
-

Ho = =
1
+ +
y -

I
,(y y
i
- 20 +
0

Yi
=
0
y -Yi
=
+ =
-

2h

4(y ,
-

2y +
y -
) +
y = 0 :o ,

yo (9
=

,
-

3 -

7/05x2
4
y Fy hy + 0 D
y -1
- -
=

. ,
y =

&
4y 7y +
4y 0
-
=

By 7y ,
- = 0
 , (y2 2y y0)
i =
1
+
,
+ y = 0

4 (1 5) (1 -
2y ,
+
y) +
y
=
0

6 -

12y ,
+ 6y + y = 0

6
11y 6
%
0
+
-
=
0
,

16552
% 0
=

1 4483
y
-

&) y" + (1 + u)y' y(0) y(0) &

y(1) y()+ 1
y
=
-
= 0 =
,

h = 0 .
5 ↓
Yo Y Yu
Yo =

Y y2 y+ = 1

= 0
A1 = 0 -j N2 = 1
Co =

-Gyi yi) (i)

# -Yin) +
y
+ -

i = 0
, 4(y ,
-

2y0 + y 1) + (1 +
y)
n0)(y -

y
= 0

Also
Yo = Yo-Yo
T Y
.
=

4)2y ,
-

3y ).
+
(y)% = 0

8y ,
-
1290 = 0
i = 1 ,
1/02 2y y0) -

,
+ +
(1-5)(y2 yo) -
-

y
= 0

4y2 -

8y ,
+
Hy +
15yz - 1 -

5y y
-

,
= 0

55Y2-9y ,+ 25 % = 0

i
24(y Cy2 + y ,) 2(3 y1) ye
=
- + -
-

= 0

Also
y Yz y1 &
Y +
Ye =
-
=

1
ye
=
Y3 Y,
-
-

+
Yz =
y ,
-

4(zy ,
-

3y + 1) + 2) -

yz+ 1) -

yz = 0

J
15y 8y
-

+ = 0

0-3333
y 0
=

y1 =
0 5 .

Y =
0067

d) y" =

my 1 y (0) y() - =
1
, y() =
1 h = 0 -

Yo-Yo / =

yz = 1
1
Y = Y2 =

5 42 = 1
no = 0 x1 = 0 .
 Y gi-wiyi
Thi
+
=

i = 0
, 4/y ,
-

Lyo
+
y -
) -

Roy s
= 0

P(y Cy y )
- + = 0
_)

j =

y ,
-

y y =
%5 - 1

Yo -1
-

y,
-

y -

Y +
=
y ,
-

yo + 1

4)y % + y1 Yo + 1)
2
- = 0

=>
-

4
8y 12 y +
-
= c

i 1

ytyo-
=
my
y ,-
,

4
Y2 By +hy 5y
-
-
0 ·
= -

, ,

4
Myo-8 5y thyz -
Ngo -8 5y
.
= -

0
.

, ,

yo = 0 .

9429
=
9143
y 0 .
Numerical methods to solve PDE

For a PDE ,

E B+ f(u
,)
* + + ,
y =
0

B2 4A =
0 >
=

Parabolic
<o =>
Elliptic
Jo = hyperbolic .

a)
B2 4A =
(5 + 2n2)2 -
4 (1 + u2)(4 + 42)

=
25+ 4n4 + 2012 -

(16 + 2012 + 4u4)

90 =
hyperbolic
-

9)
c
B2-4AC
=
=

4 O => elliptic

9) CoB =
420 = Hyperbolic .

a) + 4 +
- +
2
& -

4A2 =
42-(4)(4) = 0 = Parabolic
Laplace equation
(0
·
.

+
· error

jQuist
Vii] -

· error

Sordayk2
UiHij 24ij + Vi-1
Uijt Quij Vi ,
j +
j +)
-
-
+ =
0
,

Vit , 4 Vi +,j Vi ,
j
+
Uijt) -

Vij + +
j + = 0

60 50
&

1) X2u the
region given
= 0 in
a b
80 ·
30

4a =
0 + 6 + 60 + 80
A

4a =
140 + b O
10

ha-b = 140

4b = 10 + a + 30 + 50 a 43 3333=
-

4b = 90 + a 633 3333 = .

4b -
a =
90

9) zu = 0
by h = 1
3
u(u 1) ,
=
u (o ,
y) =
0 and

u(n 0) 9 (n uz) u(1

y) 9(y - yz) ; 0xxxa
=

0(y<
=

,
;
-

,
 a

2
u =
% n= 213 u =
1
4d =
a+ C
O O
1
y = ·

4 =
2+d+ b
d C2
O
23
A &

4a = 2+ b + d y =

y %
O
-b
:
*

4b =
2+ 2 + a+ C
a

S
<
& ·

1 y = 0
2 z
a =

n = 0

b = 1- s
c = 1

d = 0-s

d) solve &" = 0
for the
region using Leibmann's Method .

b h; i g O O

g
=
a =

; 7 * &

4a = b+
f+ 100
49
=
1001fth 100. -
8 .
-
.
i
·
O

4a 100 +
f+ b
X
=

i+ of d
4b c + e
44 .. .
g
e +
100.
=
=

X46 = c+ e+
g
4c =
b+ d + a 4i =
2+ d a b " o

X 100 . . - ·

4c =
b+ d
4d =
i + e + c
3
%
- &

O O &

4 e
=
h + d+ f+ b
4a = b+ 1 + 100
4 g+e+ 4b e
= a + 100 = c +
+a

4c = b+ d

4d =
2c + e

2b + d +
4e =
f
4 f = 2a + 2 + or
 a =
0 b = 0 c =
0d =
0 2 =
0
J = 0

5 25 625 15625078133 320338 33 . -

#
36145102572 75962 209915 263537 8521
.
.
-
.

111 37 0243 13 7626

.
.

9) 0 = 0
, 002
u (0
Locyc2
u(n 2)
with h :
//2
u(2
u (n 0)
,
= 0
,
,
y)
=
1 ,
= 6 ; ,
y) =
1

1 7059 .

7
666
1 7279 i
g
.
=

19559 d g - i
1
j
=
. . . . *

-
0 9065 a = C
I
0 .
9422 10 of ed &

0 9175
.

ab
"

1 · g

% - :

4a =
b+ f + 1 4h 6+
2g
= +e

4) =
e+
g +a + 1 4 =

28th + b

4g = 7 +
f + 44b =
Ca + e
 f h b
18288
a e

5 025 0315 , 2 41410 75980 315

.
.
-

& 0
1569093622 58762 98381 29280 4017
.
. . .
.

# 058451 36872-8381 3 2423

:
.

Poisson
equ
o -v =

f(n ,

y)/ + =
G

fina point formula

is :

4
Misj =
Wit ,
j
+
Winsj+Visjt + Vi j-1
,
-

42
fri Yj) :

a) h = 1
,
0u = -

/u y 2 10)
10
+
+ +
;
0xas &
Oxy < >

and the Correct decimal places

0
boundary it to two
=
n on .

n = 1 n = 2 has
a = C

·
4a = b+ d
b+d
+ (1) (10(n yz +
+
10))
4a =
+
1[0)( + ) + 10)]
4a =
b+ d + 120

4b = 2a +d + 10)4 + 1+ 10)

46 =
2a + 150
 4d =
(a + 10)( + 4 + 10) 4 =
b+ d + 180

4d =
2a + 150

2d = a + 75 a = 67 5 .

b =
75
c = 82 5.

9) Solve -U = -

81uy
:
Oca
, y(1 , h =

/3 ,
ulay)
=
u(n 0) ,
= 0; u(1 y) , = u(u 1) ,
=
100

u = 13 u 4
=
no

y jj2x,)

·
4a =
23 +

4a = 2b + 1

4b =
a + c + 100
+ x *
x()
4b = a + 2 + 102

+ xa))d
4 = b + d+ 200 + a = 25 7917 .

=
b = 51 .
0833

c = 76 5417 .

4 =
2b + 204
2c = b + 102

0 u (x(x( &
9) = -

1 ,
h =

( , (y)x
= y /
y 12 yo y
u(n
=-

1)
-1
y
=

u(y) y) +
=

=
,
=
0
, O 8
O
n= 1 · . &

00: i O

=
. &
n
o
·

·f be
·
0 .
n= 0
10
12
,
-
8 d
n =
O

1 5
EH0 A

·
-
n =

E
4a =
2b +
1(t) -4a = 26 + 0 .

25

4 = 4b +
1(m) 4e = 4b + 0 23
.

1b = 2a + e+
1(m)4b =
2a + e + 0 .

c i 1719
g 0
=
.

= = =
a

b =
f = d =
2 = 0 .

2188

e =
0
.

2813

#
equ =
C (B2-4A =
0 ; parabolic PDE)

a Ju < b ; with bad-coud ulait) = (t) &

u(bit) =
4(t) & u (n 0),
=

flut is the inicond .

them 4 :, it =
x (Uix j , + Vi -1 , j) + 4- 26) Vij
Schmidt formula .
& Vij =

H(Vix , ; + Pit , j)
L
x =
Bender-schmit
formula
Error .

d he
= ↓ E; order
of
-

↓: orda of 44
Bit ;

t -
jk
&) Solved 0 < 1
; 0 and u(0) =

100(n ,

u (0 z)
,
=
u(1 z) ,
=
0
Joh = 4
by default ,
d =

1 & 4 time
step level '
n = 14 n =
n= 314n = 1

(i)
&
k =

=
st
hisots'/8
·

O lists dis O

+
=

3/32
Jis
:
⑨

W gists 6 25- "o

O ·5 125 9 .

375"
U
&

12-9
&

100 ot:
&
:18 752518 75"0
· &

o .
.

d) h = 025 ,

32. Du ,U ,

a (n 0)
,
= u(0 ) ,
=
0
; u(it) t fou =
d =
Ye .

e
K = n = 14 n = ' n= 314n = 1

&

%3
islo top' Ot
& ·
=

O yo,
·
+
217 /x'2
⑨ :
=
2
8 0

t =
43
ja · q'4y
& ·
t =

2/y
·
& ·

O D O
23
& & ** *
&
O 000 O
9) Cou =
, und =
100 Juu) ; h
= not
=
u((it) =
0
Joe J = 16

& solve heat

equ with c = 10 h =
/n ford =
1 with ou < 1
;
+0

& u (n 0) ,
=
100 sinith
,
u (0 t) ,
=
u(lit) =
0 .

Crank-Nicolson Method : -

(Implicit Method)

Let co with a < nb and the bod e

could

~ (n 0)
,
=
f(u) ; ula +) ,
=

g(t) & u (b,t) =

4 (t) with

↓ 4ui ,
e
then + Min , j di jH + Yi+ 1 ,j +
j+ 1
-

j
=
,
1

a) Compute i for 2 time

step b Y crank-nicolson method.
und) 100(n-u2
given : with
Ocuc1 & to =
,

u(0 t) ,
=
u(l z) ,
= 0 ,
h =

Y
k
= a C 1/2 314 1
=
n =k = n=
n =

a c

·
=

4a = b + 25 =
4a + b + 25 =
0

46 =
2a + 37 5.

)
=
2a -
4b + 37 5 .
=
0

4a = b + b = b -
na + 6 = 0 18 750
.

46 =
2a + 2a =
) Ga + 2a) - 46 =
0 a =
9 - 8214
b = 14 -

2857
1

a
=
5 4847
.

6 =
7 653.
9) ou ;0 ; h = 1
; und =
20u

(5 +) 100
for !"time step- using Gank-nicolon method
.
=
~ ,

n 3 now has
& n= 1 u =2
=

k = 1

3 t 1
a " 'd
· =

j 100

. &. . a &
St = 0

so so so So 20
20

4a 40 + b 15
:

0239
9
= =

4b = a + c + 40 =
20 -
0957
4c =
40 + bed c =
25-3588

4d =
140 + c d =
41 3397 -

WauEg"

= c (BE-MAC70 : hyperbobic)

ncb u(n 0) fla) g(u) :

&
where a < ; to ; ,
=
(no =

u (a t) ,
=

f(t)2 u (b t) ,
=
4 (t) with K =

4/2 then at oth a

25t level have

hijitfire
and other
we
+ kg ,
for

levels :
Mis= With jt
,
Wit , j
-

Visj-

9) Solve
C = ou ; to with und =
100 (
u(OH u/l t) h Y for time stepa
· (v 0) 0 = 0
,
=
; =
, ; =
 1/4 2221 n 31 n =
/

=
=
k
=

X
187525
↑ n *
: 1875 .-1
O
O

+- 314
·125"-1875
&

: 15
O

& ·

tu
8
0 00 0 :
t
=
75 " 12 5 "g
·

ja 12 5.
18 .
.

>
-
18.75 25 18005 o
:

d) unol=
-02:30
solve with

(2n -ut) (0 1 7) u( , z) Ye
& 0ih
100
(n 0) ; u = = =
=
,

k
= v =2 u =1 n 3/2
=
n = 2

t 2
0
↑ n % =

8 :
O

+= 32
"50375
& ·

O
575

& ·
+ 1

8 so %750 o
· A t =

Ye
ja 375 "go" 3758

- O