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 INDEX

Tutorial No. Name Of Topic Page No.

Unit 1 Complex Number and Functions 1-19
Unit 2 Complex Integration 20-24
Unit 3 Power Series 25-31
Unit 4 Application Of Contour Integration 32-33
Unit 5 Conformal Mapping and Its Application 34-36
Unit 6 Interpolation 37-56
Unit 7 Numerical Integration 57-64
Unit 8 Linear Algebraic Equation 65-69
Unit 9 Roots Of Non-Linear Equation m
70-77
Unit 10 Iterative Methods For Eigen Value
o 78-79

.c
Unit 11 Ordinary Differential Equation 80-88

ie
h
c
e
T
e
c
A

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 1

Complex Number
A number 𝑧 = 𝑥 + 𝑖𝑦 is called a complex number, where 𝑥, 𝑦 ∈ ℝ and 𝑖 = √−1.
 𝑥 is called the real part of 𝑧 and is denoted by 𝑅𝑒(𝑧).
 𝑦 is called the imaginary part of 𝑧 and is denoted by 𝐼𝑚(𝑧).

Conjugate of a Complex Number

Conjugate of a complex number 𝑧 = 𝑥 + 𝑖𝑦 is denoted by 𝑧̅ and is defined by
𝑧̅ = 𝑥 − 𝑖𝑦.
Two complex number 𝑥 + 𝑖𝑦 and 𝑥 − 𝑖𝑦 are said to be complex conjugate of each
other.

Arithmetic Operations Of Complex Numbers

Let 𝑧1 = 𝑥1 + 𝑖𝑦1 and 𝑧2 = 𝑥2 + 𝑖𝑦2 be two complex numbers then

m
Addition
𝑧1 + 𝑧2 = (𝑥1 + 𝑖𝑦1 ) + (𝑥2 + 𝑖𝑦2 ) = (𝑥1 + 𝑥2 ) + 𝑖(𝑦1 + 𝑦2 )
Subtraction
o
.c
𝑧1 − 𝑧2 = (𝑥1 + 𝑖𝑦1 ) − (𝑥2 + 𝑖𝑦2 ) = (𝑥1 − 𝑥2 ) + 𝑖(𝑦1 − 𝑦2 )
Multiplication

ie
𝑧1 ∙ 𝑧2 = (𝑥1 + 𝑖𝑦1 ) ∙ (𝑥2 + 𝑖𝑦2 ) = (𝑥1 𝑥2 − 𝑦1 𝑦2 ) + 𝑖(𝑥1 𝑦2 + 𝑥2 𝑦1 )
Division

h
𝑧1 𝑥1 + 𝑖𝑦1 𝑥2 − 𝑖𝑦2 (𝑥1 𝑥2 + 𝑦1 𝑦2 ) + 𝑖(𝑥2 𝑦1 − 𝑥1 𝑦2 )
= × =
𝑧2 𝑥2 + 𝑖𝑦2 𝑥2 − 𝑖𝑦2 𝑥22 + 𝑦22
Properties
c
e
Let 𝑧1 and 𝑧2 be two complex numbers then

  ̅̅̅̅̅
(𝑧̅1 ) = 𝑧1
T ̅̅̅̅̅
𝑧 ̅̅̅
𝑧
  ( 1 ) = ̅̅̅1 ; 𝑧2 ≠ 0

e
𝑧 2 𝑧 2

̅̅̅
𝑧1 +𝑧 1
 |𝑧1 | = |𝑧̅1 |   = 𝑅𝑒(𝑧1 )

c
2
̅̅̅
𝑧1 −𝑧
 ̅̅̅̅̅̅̅̅̅   1

A
𝑧1 ± 𝑧2 = 𝑧̅1 ± 𝑧̅2 = 𝐼𝑚(𝑧1 )
2𝑖

 𝑧1 . 𝑧2 = 𝑧̅1 . 𝑧̅2
̅̅̅̅̅̅̅   𝑧1 ∙ 𝑧̅1 = 𝑥 2 + 𝑦 2 = |𝑧|2

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 2

Geometrical Representation Of Complex Number

Let 𝑋𝑂𝑌 be a complex plane which is also
𝒀
known as Argand Plane, where ⃡𝑂𝑋 and ⃡𝑂𝑌 are called
Real axis and Imaginary axis respectively.

Imaginary axis
The ordered pair 𝑃(𝑥, 𝑦) represents the complex 𝑃(𝑥, 𝑦)

number 𝑧 = 𝑥 + 𝑖𝑦.

𝒓=
|𝒛|
̅̅̅̅ represents the distance between complex
𝑂𝑃
numbers 𝑃 and 𝑂, it is called modulus of 𝑧 and denoted 𝜃 Real axis
by |𝑧|. 𝑶
𝑿

𝐢. 𝐞. |𝐳| = 𝐫 = √𝐱 𝟐 + 𝐲 𝟐 = √𝐳. 𝐳̅
̅̅̅̅ makes an angle 𝜃 with positive real axis, it is
Let 𝑂𝑃
called argument of 𝑧.
y
i. e. θ = tan−1 ( )

m
x

o
Rules To Determine Argument of a non-zero Complex Number
𝑦
 If 𝑥 > 0 & 𝑦 > 0 , 𝜃 = 𝑡𝑎𝑛−1 (𝑥 )

 If 𝑥 > 0 & 𝑦 < 0 , 𝜃 = − 𝑡𝑎𝑛−1 |𝑥 |

𝑦
.c
ie
𝑦
 If 𝑥 < 0 & 𝑦 > 0 , 𝜃 = 𝜋 − 𝑡𝑎𝑛−1 |𝑥 |

h
𝑦
 If 𝑥 < 0 & 𝑦 < 0 , 𝜃 = −𝜋 + 𝑡𝑎𝑛−1 |𝑥 |

Notes
c
e
 If −𝜋 < 𝜃 ≤ 𝜋, then argument of 𝑧 is called “PRINCIPAL ARGUMENT” of 𝑧.
It is denoted by 𝐴𝑟𝑔(𝑧).

T
𝒚
𝒊. 𝒆. 𝑨𝒓𝒈(𝒛) = 𝒕𝒂𝒏−𝟏 ( )
𝒙

 e
𝐴𝑟𝑔(𝑧) is a Single-Valued Function.
The “GENERAL ARGUMENT” of argument of 𝑧 is denoted by “𝑎𝑟𝑔(𝑧)”.

c
Relation between “𝑎𝑟𝑔(𝑧)” and “𝐴𝑟𝑔(𝑧)”.

A
𝒂𝒓𝒈(𝒛) = 𝑨𝒓𝒈(𝒛) + 𝟐𝒌𝝅 ; 𝒌 = 𝟎 ± 𝟏, ±𝟐, …
 𝑎𝑟𝑔(𝑧) is a Multi-Valued Function.
 For 𝑧 = 0 = 0 + 𝑖0, argument is not defined.

Absolute value or Modulus of a complex number

If 𝑧 = 𝑥 + 𝑖𝑦 is a given complex number then absolute value of modulus of 𝑧 is
denoted by |𝑧| and is defined by √𝑥 2 + 𝑦 2

𝐢. 𝐞. |𝒛| = √𝒙𝟐 + 𝒚𝟐 = √𝒛 ∙ 𝒛̅
Properties
 |𝑧1 + 𝑧2 | ≤ |𝑧1 | + |𝑧2 |
 |𝑧1 − 𝑧2 | ≥ ||𝑧1 | − |𝑧2 ||

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 3

 |𝑧1 ∙ 𝑧2 | = |𝑧1 | ∙ |𝑧2 |

𝑧 |𝑧1 |
 | 1| =
𝑧2 |𝑧2 |
 𝑧 ∙ 𝑧̅ = |𝑧|2

Polar Representation of a Complex Number

Let z = x + iy be a complex number.
Let x = cos θ and y = sin θ ; θ ∈ (−π, π].
Now, z = x + iy
= rcos θ + i rsin θ = r(cos θ + i sin θ)
Thus, z = r(cos θ + i sin θ) is called Polar representation of a complex number.
y
Where, r = √x 2 + y 2 and θ = tan−1 ( )
x

Now, z = u(r, θ) + i v(r, θ) = r(cos θ + i sin θ)

⟹ z = u(r, θ) + i v(r, θ) = r cos θ + i r sin θ
m
o
Thus, Re(z) = u(r, θ) = r cos θ & Im(z) = v(r, θ) = r sin θ

.c
Exponential Representation Of a Complex Number
By Polar representation,

ie
z = r(cos θ + i sin θ)
By Euler Formula, eiθ = cos θ + i sin θ
Then, z = reiθ is called Exponential representation. h
De-Moivre’s Theorem c
e n
Statement: (cos θ + i sin θ) n = cos nθ + i sin nθ ; n ∈ ℚ [i. e. (eiθ ) = einθ ]

Remarks T

e
(cos θ − i sin θ) n = cos nθ − i sin nθ

c
 (sin θ ± i cos θ) n ≠ sin nθ ± i cos nθ
 (cos θ ± i sin α) n ≠ cos nθ ± i sin nα

A π π n π π
 (sin θ ± i cos θ) n = [cos ( − θ) ± i sin ( − θ)] = cos n ( − θ) ± i sin n ( − θ)
2 2 2 2

Exercise-1
Find the Real & Imaginary part of f(z) = z 2 + 3z.
C Que.1 Jun-13
[𝐑𝐞(𝐟(𝐳)) = 𝐱 𝟐 + 𝟑𝐱 − 𝐲 𝟐 , 𝐈𝐦(𝐟(𝐳)) = 𝟐𝐱𝐲 + 𝟑𝐲]
1
Write function f(z) = z + z in f(z) = u(r, θ) + iv(r, θ) form.
H Que.2 𝟏 𝟏 Dec-13
[𝐮(𝐫, 𝛉) = (𝐫 + 𝐫 ) 𝐜𝐨𝐬 𝛉 & 𝐯(𝐫, 𝛉) = (𝐫 − 𝐫 ) 𝐬𝐢𝐧 𝛉]

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 4

Find the value of Re(f(z)) and Im(f(z)) at the indicated point

1
where f(z) = at 7 + 2i.
C Que.3 1−z Jun-10
𝟑 𝟏
[𝐑𝐞(𝐟(𝐳)) − ; 𝐈𝐦(𝐟(𝐳)) = ]
𝟐𝟎 𝟐𝟎
Write function f(z) = 2iz + 6z̅ in f(z) = u(r, θ) + iv(r, θ) form.
T Que.4 Jun-14
[𝐮(𝐫, 𝛉) = 𝟔𝐫 𝐜𝐨𝐬 𝛉 − 𝟐𝐫 𝐬𝐢𝐧 𝛉 & 𝐯(𝐫, 𝛉) = 𝟐𝐫 𝐬𝐢𝐧 𝛉 − 𝟔𝐫 𝐜𝐨𝐬 𝛉]
Separate real and imaginary parts of sinh z.
H Que.5 Jun-14
[𝐑𝐞(𝐬𝐢𝐧𝐡 𝐳) = 𝐬𝐢𝐧𝐡 𝐱 𝐜𝐨𝐬 𝐲 ; 𝐈𝐦(𝐬𝐢𝐧𝐡 𝐳) = 𝐜𝐨𝐬𝐡 𝐱 𝐬𝐢𝐧 𝐲]
Find real and imaginary part of (−1 − i)7 + (−1 + i)7. Jun-11
C Que.6
[𝐑𝐞(𝐳) = −𝟏𝟔, 𝐈𝐦(𝐳) = 𝟎]
Find real and imaginary parts of (√i) .√i
𝛑 𝟏
−(𝛑𝐤+ )
𝟒 √𝟐 [𝐜𝐨𝐬 (𝛑𝐤 + )
𝛑 𝟏
[𝐑𝐞(𝐳) = 𝐞 ]]
C Que.7 𝟒 √𝟐 Dec-15
𝛑 𝟏
−(𝛑𝐤+ )
𝟒 √𝟐
𝛑 𝟏
[𝐈𝐦(𝐳) = 𝐞 [𝐬𝐢𝐧 (𝛑𝐤 + ) ]]
𝟒 √𝟐

m
C Que.8 Determine the modulus of following complex number.
1. z = 3 + 4i.

o
1−2i
2. z = i−1
1−7i

.c
3. z = (2+i)2 [Nov-11]

ie
[𝟓 ; √ ; √𝟐]
𝟐
C Que.9 Is Arg(z1 z2 ) = Arg(z1 ) + Arg(z2 ) ? Justify. Jun-12

h
Find the Principal Value of argument (Principal Argument).

c
1. z = i
−2
2. z = 1+i [Nov-11 ; Dec-14]

e
√3
3. z = √3 + i

T
C Que.10 4. z = −√3 + i
5. z = −√3 − i
6.
e
z = √3 − i

c
𝛑 𝟐𝛑 𝛑 𝟓𝛑 𝟓𝛑 𝛑
[ ; ; ; ;− ;− ]
𝟐 𝟑 𝟔 𝟔 𝟔 𝟔

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 5

Basic Definition
Distance
Let z = a + ib and w = c + id be complex numbers. Distance between 𝑧 & 𝑤 is defined as
below.

i. e. |z − w| = √(a − c)2 + (b − d)2

So, Modulus of a complex number 𝑧, |𝑧| = √𝑎2 + 𝑏 2 is distance form origin.

Circle
If 𝑧′ is a complex number and 𝑟 is a positive number, then equation of circle is |𝑧 − 𝑧′| = 𝑟.
It gives the set of all those 𝑧′ whose distance from 𝑧 is 𝑟.[ points on the boundary ] [ See fig
A]

Open Circular Disk

m
The equation |𝑧 − 𝑧′| < 𝑟 means set of all points inside the disk of radius 𝑟 about 𝑎.
Here, “ OPEN ” means that points on the boundary of circle are not in the set. [ See Fig B ]

Closed Circular Disk o

.c
The equation |𝑧 − 𝑧′| ≤ 𝑟 means set of all points on the boundary and inside the disk of

ie
radius 𝑟 about 𝑎. It is union of circle and open circular disk.
Here, “ CLOSED ” means that points on the boundary of circle are in the set. [ See Fig C ]

𝒀 h
c
𝒀 𝒀

𝒓
e 𝒓 𝒓

T
𝒛′ 𝒛′
𝒛′

𝑶
e 𝑿
𝑿 𝑿

c
𝑶 𝑶
𝑭𝒊𝒈 𝑨 𝑭𝒊𝒈 𝑩 𝑭𝒊𝒈 𝑪

Neighborhood
A 𝒀

The neighborhood of a point 𝑧0 is set of points inside the circle

centered at 𝑧0 and radius 𝜖. 𝝐

𝒛𝟎
i. e. |𝑧 − 𝑧0 | < 𝜖
Neighborhood is nothing but a open circular disk with center 𝑧0 𝑶 𝑿
and radius 𝜖.

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 6

Deleted Neighborhood 𝒀

The deleted neighborhood of a point 𝑧0 is set of points inside the 𝝐

circle centered at 𝑧0 and radius 𝜖 except the center 𝑧0 .
𝒛𝟎
i. e. 0 < |𝑧 − 𝑧0 | < 𝜖
𝑶 𝑿
A deleted neighborhood is also known as “Punctured Disk”.

Annulus OR Annular Region 𝒀

The region between two concentric circle of radii 𝑟1 & 𝑟2 can be
represented as 𝒓
.𝟏
𝒛𝟎
i. e. 𝑟1 < |𝑧 − 𝑧0 | < 𝑟2 𝒓𝟐

𝑶 𝑿

Interior Point , Exterior Point and Boundary Point

A point 𝑧0 is said to be interior point of a set 𝑆 whenever there is

m
𝒛
some neighborhood of 𝑧0 that contains only points of 𝑆. . 𝟐

o
A point 𝑧1 is said to be exterior point of a set 𝑆 whenever there
is no neighborhood of 𝑧1 that contains only points of 𝑆. . 𝒛𝟎 𝑺
A point 𝑧2 is said to be boundary point of a set 𝑆 whenever
neighborhood of 𝑧2 contains both interior and exterior as well. .c 𝒛
.𝟏

Open Set
ie
h
A set is open if it contains none of the boundary points.
Closed Set

c
A set is said to be closed set if it contains all of the boundary 𝒀
points.
e 𝒛𝟏

T
𝒛𝟐
Connected Set 𝒛𝟎

e
A open set 𝑆 is connected if each pair of points 𝑧0 and 𝑧2 in it can
be joined by a polygonal line, consisting of finite number of line 𝑶

c
𝑿
segments joined end to end that lies entirely in 𝑆.

A
Domain and Region [ Jun-12 ; Jun-14 ]
A set 𝑆 is said to be domain if set 𝑆 is open and connected. Note that any neighborhood
is a Domain. A domain together with some, none or all of its boundary points is called
region.
Compact region
A set 𝑆 is said to be domain if set 𝑆 is closed and connected.

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

▼▼ Scroll Down to View your Downloaded File! ▼▼
 1. Complex Numbers And Functions PAGE | 7

Exercise-2
Sketch the following region and check whether it is open, closed,
Que.1
domain, connected or bounded.
C 1. S = {z / −1 < Im(z) < 2} Jun-12
H 2. Re z ≥ 4 Dec-15
H 3. Im z > 1 Dec-14
C 4. |𝑧| ≤ 1 Jun-13
C 5. |𝑧 − 2 + 𝑖| ≤ 1 Dec-13
Jun-12
T 6. |𝑧 − 1 + 2𝑖| ≤ 2
Jun-14
C 7. 1 < |𝑧 + 𝑖| ≤ 2 Dec-15
T 8. |2z + 1 + i| < 4 Dec-15
𝜋
C 9. 0 ≤ arg 𝑧 ≤ Dec-14
4

m
o
.c
Formula To Find Square Root Of Complex Number
Let, 𝑧 = 𝑥 + 𝑖𝑦 be a complex number. Formula for finding square root of 𝑧 is as below,

√𝑥 + 𝑖𝑦 = ± [√
|𝑧| + 𝑥
2 ie
+ 𝑖(𝑠𝑖𝑔𝑛 𝑜𝑓 𝑦 )√
|𝑧| − 𝑥
2
]

h
c
Exercise-3

e
C Que.1 Find √−8 + 6𝑖. [± (𝟏 + 𝟑𝒊)]
Find the roots of the equation 𝑧 2 + 2𝑖𝑧 + 2 − 4𝑖 = 0.

T
C Que.2
[𝒛 = 𝟏 + 𝒊 , −𝟏 − 𝟑𝒊]

e
2
Solve the Equation of 𝑧 − (5 + 𝑖)𝑧 + 8 + 𝑖 = 0.
H Que.3 Jun-10
[𝒛 = 𝟑 + 𝟐𝒊 , 𝟐 − 𝒊]

c
2
Find the roots of the equation 𝑧 − (3 − 𝑖)𝑧 + 2 − 3𝑖 = 0.
T Que.4 May-15
[𝒛 = 𝟐 − 𝟑𝒊 , 𝟏 + 𝒊]

A Find the roots common to equation z + 1 = 0 and z 6 − i = 0.

4

C Que.5 𝟏−𝒊 Dec-15

[𝒛 = ± ]
√𝟐

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 8

Procedure To Finding Out nth Root Of a Complex Number

Let, 𝑧 = 𝑟(cos 𝜃 + 𝑖 sin 𝜃) ; 𝑟 > 0
For, 𝑛 ∈ ℕ
1 1 1
𝑧 𝑛 = 𝑟 𝑛 [cos(𝜃 + 2𝑘𝜋) + 𝑖 sin(𝜃 + 2𝑘𝜋)]𝑛
1 𝜃 + 2𝑘𝜋 𝜃 + 2𝑘𝜋
= 𝑟 𝑛 [cos ( ) + 𝑖 sin ( )]
𝑛 𝑛
1 𝜃+2𝑘𝜋 1
= 𝑟 𝑛 e𝑖 ( )
𝑛 ; 𝑘 = 0,1,2, … , 𝑛 − 1 Where, 𝑟 𝑛 is positive nth root of 𝑟.
1
By putting = 0,1,2, … , 𝑛 − 1 , we have distinct roots of 𝑧 𝑛 .
1
For = 𝑛, 𝑛 + 1, 𝑛 + 2, … , we have repeated roots of 𝑧 𝑛 .

Exercise-4
Show that if 𝑐 is any 𝑛𝑡ℎ root of Unity other than Unity itself , then

m
1 + 𝑐 + 𝑐 2 + ⋯ + 𝑐 𝑛−1 = 0 Nov-10
C Que.1
OR Jun-14
Prove that the 𝑛 roots of unity are in Geometric Progression.
State De Moivre’s formula. Find and graph all fifth root of unity in o
.c
complex plane.
C Que.2 𝟐𝐤𝛑 Jun-13
[𝐳 = 𝐞𝐢( )
𝟓 ; 𝐤 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒]

ie
State De Moivre’s formula. Find and graph all sixth root of unity in
complex plane.
H Que.3 Dec-13

h
𝐤𝛑
[𝐳 = 𝐞𝐢( 𝟑 ) ; 𝐤 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒, 𝟓]

T Que.4
c
Find and plot the square root of 4𝑖.

e
[𝐳 = ±√𝟐(𝟏 + 𝐢)]
3
State De Moivre’s formula. Find and plot all root of √8𝑖 .

T
Jun-10
C Que.5 𝐢(
𝟒𝐤+𝟏
)𝛑
[𝐳 = 𝟐 𝐞 𝟔 ; 𝐤 = 𝟎, 𝟏, 𝟐] Dec-15

e
Find and plot all the roots of (1 + 𝑖)3 .
1

c
T Que.6 𝟏 𝛑 𝟐𝐤𝛑
[𝐳 = 𝟐𝟔 𝐞𝐢(𝟏𝟐+ )
𝟑 ; 𝐤 = 𝟎, 𝟏, 𝟐]

C.V.N.M -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 1. Complex Numbers And Functions PAGE | 9

Trigonometric ( Circular ) Functions Of a Complex Number

By Euler’s Formula,
eiz = cos z + i sin z ⟹ e−iz = cos z − i sin z
eiz +e−iz
 eiz + e−iz = 2 cos z ⟹ cos z = 2
eiz −e−iz
 e −eiz −iz
= 2i sin z ⟹ sin z = 2i

Hyperbolic Function Of a Complex Number Relation between Circular and Hyperbolic Functions
ez + e−z
 cosh z =  sin ix = i sinh x  sinh ix = i sin x
2
ez − e−z
 sinh z =  cos ix = cosh x  cosh ix = cos x
2
e − e−z
z
 tanh z = z  tan ix = i tanh x  tanh ix = i tan x
e + e−z
Hyperbolic Identities
m
Inverse Hyperbolic Functions

 cosh2 x − sinh2 x = 1 
o
sinh−1 z = log (z + √z 2 + 1)

.c
2 2 −1
 sech x + tanh x = 1  cosh z = log (z + √z 2 − 1)

ie
1 1+z
 coth2 x − cosech2 x = 1  tanh−1 z = log ( )
2 1−z

Show that
h
c
𝐬𝐢𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠(𝐳 + √𝐳 𝟐 + 𝟏) , 𝐜𝐨𝐬𝐡−𝟏 𝐳 = 𝐥𝐨𝐠(𝐳 + √𝐳 𝟐 − 𝟏) & 𝐭𝐚𝐧𝐡−𝟏 𝐳 = 𝟐 𝐥𝐨𝐠 (𝟏−𝐳).
𝟏 𝟏+𝐳

Proof : e
Let w = sinh−1 z ⟹ z = sinh w = T ew −e−w

e
2

e2w − 1
⟹z=
2ew
c
2z ± √4z 2 + 4
w
A
⟹ e2w − 2zew − 1 = 0

⟹e = = z + √z 2 + 1
2
⟹ w = log (z + √z 2 + 1)

⟹ 𝐬𝐢𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 (𝐳 + √𝐳 𝟐 + 𝟏) … (𝐀)

ew +e−w
Let w = cosh−1 z ⟹ z = cosh w = 2
2w
e +1
z=
2ew

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 1. Complex Numbers And Functions PAGE | 10
⟹ e2w − 2zew + 1 = 0

2z ± √4z 2 − 4
⟹ ew = = z + √z 2 − 1
2
⟹ w = log (z + √z 2 − 1)

⟹ 𝐜𝐨𝐬𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 (𝐳 + √𝐳 𝟐 − 𝟏) … (𝐁)

sinh w ew −e−w
Let w = tanh−1 z ⟹ z = tanh w = cosh w = ew +e−w

ew − e−w
⟹z=
ew + e−w
Taking componendo and dividendo, we get
1 + z (ew + e−w ) + (ew − e−w ) 2ew
⟹ = w = = e2w
1 − z (e + e−w ) − (ew − e−w ) 2e−w
1+z
⟹ 2w = log ( )

m
1−z
𝟏 𝟏+𝐳 𝟏 𝟏+𝐳
⟹ 𝐰 = 𝐥𝐨𝐠 ( ) ⟹ 𝐭𝐚𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 ( ) … (𝐂)

o
𝟐 𝟏−𝐳 𝟐 𝟏−𝐳

.c
Eqn. (A), (B) & (C) are required equations.

ie
Exercise-5
C Que.1 Prove that sin−1 z = −i ln(iz + √1 − z 2 ) Jun-13
T Que.2
i i+z
Prove that tan−1 z = 2 log i−z.
h Jun-11
C Que.3
c
Show that cosh−1 z = ln(z + √z 2 − 1) Jun-14

T Que.4
e
Prove that sech−1 x = log [
1+√1−x2
]. Dec-15

T
x

C Que.5 Show that cos(iz̅) = ̅̅̅̅̅̅̅̅̅

cos(iz) for all z. Nov-12
T Que.6
e ̅̅̅̅̅̅̅̅̅ = sin(iz̅) if and only if z = nπi (n ∈ Z).
Show that sin(iz) Dec-14
C Que.7
c
Expand cosh(z1 + z2 ). Nov-12
H
C
A
Que.8
Que.9
Expand sinh(z1 + z2 ).
Prove that |e−2z | < 1 if and only if Re(z) > 0. Nov-12
C Que.10 Find all Solution of sin z = 2. Jun-10

Logarithm of a complex number

Polar representation of complex number, z = reiθ
⟹ z = rei(θ+2kπ)
⟹ log z = lnr + i(θ + 2kπ)

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 1. Complex Numbers And Functions PAGE | 11
y
⟹ log z = ln (√x 2 + y 2 ) + i (2kπ + tan−1 ( )) ; k = 0, ±1, ±2, …
x
is called “GENERAL VALUE OF LOGARITHM”.
If k = 0,
y
⟹ Log z = ln(√x 2 + y 2 ) + i tan−1 (x) is called “PRINCIPAL VALUE OF LOGARITHM”.

Note
 In Complex analysis,
 Log is used for Complex Single-Valued Function.
 log is used for Complex Multi-Valued Function.
 ln is used for Real Valued Function.

Exercise-6
𝒊𝝅
C Que.1 Define log(x + iy). Determine log(1 − i). [𝐥𝐧 √𝟐 − 𝟒 ] Jun-12
2)
Show that the set of values of log(i is not the same as the set of
C Que.2 Nov-12

m
values 2 log i.
For the principle branch show that Log(i3 ) ≠ 3Log(i).

o
H Que.3 Jun-13
e 3πi 𝟐𝛑𝐢

.c
T Que.4 Find the principal value of [2 (−1 − i√3)] . [𝟑𝛑𝐢 (𝟏 − )] Nov-11
𝟑
iπ Nov-12
C Que.5 Find all root s of the Equation log z = 2 . [𝐳 = 𝐢]
Dec-15

ie
π
H Que.6 Prove that ii = e−(4n+1) 2 . Jun-14
𝛑

h
C Que.7 Find the value of (−i)i. [𝐞−(𝟒𝐧−𝟏)𝟐 ] Dec-13

Function of a Complex Variable

c
e
If corresponding to each value of a complex variable z = x + iy in a given region R,
there correspond one or more values of another complex variable w = u + iv then, 𝑤 is

T
called a function of the complex variable 𝑧 and is denoted by

e w = f(z) = u + iv

c
Where, u and v are the real and imaginary part of w respectively and u and v are
function of real variable x and y.

A i. e. w = f(z) = u(x, y) + i v(x, y)

Limit Of Complex Function

A function f(z) is said to have a limit l, if for each +ve number ϵ, there is +ve number δ
such that
i. e. |f(z) − l| < ε whenever 0 < |z − z0 | < δ

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 1. Complex Numbers And Functions PAGE | 12

𝒀 𝒗
𝒛 − 𝒑𝒍𝒂𝒏𝒆 𝒘 − 𝒑𝒍𝒂𝒏𝒆

𝜹
𝒛𝟎 𝝐

𝒍 𝒖
𝑶 𝑿

Continuity of Complex function

A complex valued function f(z) is said to be continuous at a point z = z0 if

1. f(z0 ) exists 2. lim f(z) exist 3. lim f(z) = f(z0 )

z→z0 z→z0
Remark

m
 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖 𝑣(𝑥, 𝑦) is continuous iff 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are continuous.
 If any one of these three conditions of continuity is not satisfied then 𝑓(𝑧) is

o
discontinuous at 𝑧 = 𝑧0 .

.c
Differentiability of complex function
Let w = f(z) be a continuous function and z0 be a fixed point then f(z) is said to be

ie
f(z)−f(z )
differentiable at z0 if lim z−z 0 exists, then the derivative of f(z) at z0 is denoted by
z→z0 0
f′(z0 ) and is defined as

f ′ (z0 ) = lim h
f(z) − f(z0 )

c
z→z0 z − z0

e
Remark
 The rules of differentiation are same as in calculus of real variables.

T
If function is differentiable, then it is continuous.

Exercise-7
e
c
iz i
C Que.1 Prove lim 3 = 3 by definition. Jun-12
z→1

H
A
Que.2
Using the definition of limit, show that if f(z) = iz in the open disk
|z| < 1, then lim f(z) = i.
z→1
Dec-14

Show that the limit of the function does not exist

Im(z)
C Que.3 , z≠0
f(z) = { |z|
0 , z=0
z̅
, z≠0
C Que.4 Discuss the continuity of f(z) = {z at origin. May-15
0 , z=0

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 1. Complex Numbers And Functions PAGE | 13

Re(z2 )
;z ≠ 0
T Que.5 Discuss continuity of f(z) = { |z|2 at z = 0. Dec-15
0 ;z = 0
Find out and give reason weather f(z) is continuous at z = 0,if
Re(z 2 )
H Que.6 Jun-10
f(z) = { |z| , z≠0
0 , z=0
z−i
C Que.7 Find the derivative of z+i at i. Jun-10

C Que.8 Discuss the differentiability of f(z) = x 2 + iy 2 . May-15

Show that f(z) = z Im(z) is differentiable only at z = 0 and

H Que.9 Nov-11
f ′ (0) = 0.

Show that f(z) = |z|2 is continuous at each point in the plane, but
C Que.10 Dec-14
not differentiable.

T Que.11 Show that f(z) = z̅ is nowhere differentiable.

m Jun-14

Analytic Function o
.c
A function f(z) is said to be analytic at point z0 = x0 + iy0 if the function is differentiable
at point z0 as well as it is differentiable everywhere in the neighbourhood of z0 .

ie
Examples :
1

h
1. f(z) = z is analytic at each non-zero point in the finite complex plane.
2. f(z) = |z|2 is not analytic at any non-zero point because it is not differentiable at
any non-zero complex number.
c
3. f(z) = z̅ is nowhere analytic because it is nowhere differentiable.

e
Remark T

e
Analytic functions are also known as regular or holomorphic functions.

c
 A function f is analytic everywhere in domain D iff it is analytic at each point of
domain D.

A
 A function f is analytic everywhere in domain D then f is known as entire function in D.

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 1. Complex Numbers And Functions PAGE | 14

Continuous

Differentiable

Ananlytic

Entire

Cauchy-Riemann Equations[C-R equation] m

o∂u ∂u ∂v ∂v
If u(x, y) and v(x, y) are real single-valued functions of x ad y such that ∂x , ∂y , ∂x and ∂y

.c
are continuous in the region R,then

ie
∂u ∂v ∂u ∂v
= & =−
∂x ∂y ∂y ∂x

h
are known as Cauchy-Riemann Equations.

c
Necessary and Sufficient Conditions For 𝒇(𝒛) to be Analytic
The necessary and sufficient conditions for the function f(z) = u(x, y) + iv(x, y) to be
analytic in a region R are
e

∂u ∂u ∂v
, , and
T ∂v
are continuous functions of x and y in the region R.

e
∂x ∂y ∂x ∂y
∂u ∂v ∂u ∂v
 = ∂y & =−
∂x ∂y ∂x

c
i.e. Cauchy-Riemann equations are satisfied.

A
Proof: (Necessary Condition)
Let, f(z) = u(x, y) + iv(x, y) is analytic in a region ℝ.
⟹ f(z) is differentiable at every point of the region ℝ.
f(z0 + ∆z) − f(z0 )
⟹ f ′ (z0 ) = lim … (1)
∆z→0 ∆z
We know that z0 = x0 + iy0 & ∆z = ∆x + i∆y
Now, z0 + ∆z = x0 + ∆x + i(y0 + ∆y)
⟹ f(z0 + ∆z) = u(x0 + ∆x, y0 + ∆y) + iv(x0 + ∆x, y0 + ∆y)

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 1. Complex Numbers And Functions PAGE | 15
By Eqn (1),
u(x0 + ∆x, y0 + ∆y) + iv(x0 + ∆x, y0 + ∆y) − u(x0 , y0 ) − iv(x0 , y0 )
f ′ (z0 ) = lim
(∆x,∆y)→(0,0) ∆x + i∆y

u(x + ∆x, y + ∆y) − u(x, y) v(x + ∆x, y + ∆y) − v(x, y)

=[ lim ] + i[ lim ]
(∆x,∆y)→(0,0) ∆x + i∆y (∆x,∆y)→(0,0) ∆x + i∆y
Here, we consider two paths:
Path I: First Δy → 0 then ∆x → 0
u(x0 + ∆x, y0 ) − u(x0 , y0 ) v(x0 + ∆x, y0 ) − v(x0 , y0 )
f ′ (z0 ) = lim + i lim
∆x→0 ∆x ∆x→0 ∆x
∂u ∂v
⟹ f ′ (z0 ) = + i … (2)
∂x ∂x
Path II: First ∆x → 0 then ∆y → 0

⟹ f ′ (z0 ) = lim
u(x0 , y0 + ∆y) − u(x0 , y0 )
+ i lim
v(x0 , y0 + ∆y) − v(x0 , y0 )
m
o
∆y→0 i∆y ∆y→0 i∆y
∂u ∂v

.c
⟹ f ′ (z) = −i + … (3)
∂y ∂y

ie
Since, f′(z0 ) exists.So, equations (2) and (3) must be equal.
∂u ∂v ∂u ∂v
+ i = −i +
∂x ∂x ∂y ∂y
Comparing real and imaginary parts, we get h
c
∂u ∂v ∂u ∂v

e
= and =−
∂x ∂y ∂y ∂x
Thus, C-R equations are satisfied.
T
Remark
 e
C.R. equations are necessary condition for differentiability but not sufficient.

c
If f(z) = u(x, y) + iv(x, y) is an analytic function, then u(x, y) and v(x, y) are

A
conjugate functions.
 If a function is differentiable ⟹ function satisfies C.R. equation.If a function does
not satisfies C.R. equation ⟹ function is not differentiable.
 If function is differentiable at point (x0 , y0 ) then derivative at z0 is given by
o f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ). (Cartesian form)
o f ′ (z0 ) = e−iθ (ur (r, θ) + ivr (r, θ)). (polar form)

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 1. Complex Numbers And Functions PAGE | 16

Cauchy-Riemann Equations in Polar Form

∂u 1 ∂v ∂v 1 ∂u
= and =−
∂r r ∂θ ∂r r ∂θ
Exercise-7
State necessary and sufficient Condition for function to be analytic
C Que.1 Nov-10
and prove that necessary condition.
z̅2
The function f(z) = { z ; z ≠ 0 satisfies C-R equation at the origin
C Que.2 0; z=0 Nov-12
but f ′ (0) = 0 fails to exist.

z̅2
Show that for the function f(z) = { z ; z ≠ 0 is not differentiable at
Que.3 0 ;z = 0 Dec-15
z = 0 even though Cauchy Reimann equation are satisfied at z = 0.

m
C Que.4 Check Whether f(z) = z̅ is analytic or not. [Nowhere analytic] Nov-10
Check Whether f(z) = 2x + ixy 2 is analytic or not at any point.
H Que.5
o
[Nowhere analytic]
Jun-10

.c
State the necessary condition for f(z) to be analytic. For what
H Que.6 values of z is the function f(z) = 3x 2 + iy 2 analytic ? Dec-15
[Except the line 𝐲 = 𝟑𝐱 function is nowhere analytic]

ie
Check Whether f(z) = ez̅ is analytic or not at any point.
T Que.7 Jun-10
[Nowhere analytic]

h
iθ

C Que.8 Is f(z) = √re 2 analytic? (r > 0, −π < θ < π) Dec-15

[Analytic except (𝟎, 𝟎)]
n

c
n inθ
Let f(z) = z = r e for integer n.Verify C-R equation and find its

e
C Que.9 derivative. Dec-15
[𝐟(𝐳) = 𝐧 𝐳 𝐧−𝟏 ]

T
What is an analytic function?
Que.10 Show that f(z) = z 3 is analytic everywhere.

e
H Jun-14
[Analytic everywhere]

c
5

H Que.11 Check Whether f(z) = z 2 is analytic or not. Nov-10

[Analytic everywhere]

C A Check Whether the function f(z) = sin z is analytic or not.

Que.12 If analytic find it’s derivative.
[Analytic everywhere]
Nov-11

T Que.13 Examine the analyticity of sinh z. [Nowhere analytic] Dec-14

Show that if f(z) is analytic in a domain D & |f(z)| = k(cons. ) in D

C Que.14 Jun-10
then show that f(z) = k(cons. ) in D.

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 1. Complex Numbers And Functions PAGE | 17

Let a function f(z) be analytic in a domain D prove that f(z) must be

constant in D in each of following cases.
C Que.15 Nov-12
1. If f(z) is real valued for all z in D.
2. If ̅̅̅̅̅
f(z) is analytic in D.

∂2 ∂2
C Que.16 If f(z) is analytic function, prove that (∂x2 + ∂y2 ) log|f ′ (z)| = 0. Dec-14

If f(z) is analytic function, prove that

C Que.17 ∂2 ∂2 2 May-15
(∂x2 + ∂y2 ) |Re(f(z))| = 2|f ′ (z)|2.

Harmonic Functions
A real valued function ϕ(x, y) is said to be harmonic function in domain D if
∂2 ϕ ∂2 ϕ
 + ∂y2 = 0. (Laplace Equation)
∂x2

m
 All second order partial derivative ϕxx , ϕxy , ϕyx , ϕyy are continuous.

o
Theorem
If f(z) = u + iv is analytic in domain D then u and v are harmonic function in D.

Harmonic Conjugate
.c
ie
Let u(x, y) and v(x, y) are harmonic function and they satisfy C.R. equations in certain
domain D then v(x, y) is harmonic conjugate of u(x, y).

h
Theorem
If f(z) = u + iv is analytic in D iff v(x, y) is harmonic conjugate of u(x, y).
Remark
c

e
If f(z) = u + iv is analytic function then v(x, y) is harmonic conjugate of u(x, y) but

T
u(x, y) is not harmonic conjugate of v(x, y). −u(x, y) is harmonic conjugate of
v(x, y).

Milne-Thomson’s Method e
c
This method determines the analytic function f(z) when either u or v is given.

A
We know that z = x + iy and z̅ = x − iy

∴x=
z + z̅
&y=
z − z̅
2 2i
z + z̅ z − z̅ z + z̅ z − z̅
Now, f(z) = u(x, y) + iv(x, y) = u ( , ) + iv ( , )
2 2i 2 2i
Putting z̅ = z, we get
f(z) = u(z, 0) + iv(z, 0)
Which is same as f(z) = u(x, y) + iv(x, y) if we replace x by z and y by 0.

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 1. Complex Numbers And Functions PAGE | 18
Now, f(z) = u + iv
∂u ∂v ∂u ∂u
⟹ f ′ (z) = +i = −i (By C. R. equations)
∂x ∂x ∂x ∂y
Replacing x by z and y by 0,we get
f ′ (z) = ux (z, 0) + i uy (z, 0)
Integrating both the sides, with respect to z, we get

f(z) = ∫ ux (z, 0) dz + ∫ i uy (z, 0) dz.

Exercise-8
Define: Harmonic Function.
Show that u(x, y) = x 2 − y 2 is harmonic. Find the corresponding Jun-13
C Que.1
analytic function f(z) = u(x, y) + iv(x, y). Dec-15
[𝐟(𝐳) = 𝐳 𝟐 + 𝐜]
Define: Harmonic Function.
H Que.2
Show that is u(x, y) = x 2 − y 2 + x harmonic.Find the
m Dec-13

o
corresponding analytic function f(z) = u(x, y) + iv(x, y).
[𝐟(𝐳) = 𝐳 𝟐 + 𝐳 + 𝐜]

.c
Find analytic function f(z) = u + iv if u = x 3 − 3xy 2 .
H Que.3 Jun-14
[𝐟(𝐳) = 𝐳 𝟑 + 𝐜]

ie
Show that u(x, y) = 2x − x 3 + 3xy 2 is harmonic in some domain
H Que.4 and find a harmonic conjugate v(x, y). Jun-11
[𝐯(𝐱, 𝐲) = 𝟐𝐲 − 𝟑𝐱 𝟐 𝐲 + 𝐲 𝟑 + 𝐜]

C Que.5 h
Determine a and b such that u = ax 3 + bxy is harmonic and find
Nov-10

c
Conjugate harmonic. [𝐚 = 𝟎 ; 𝐛 ∈ ℂ]

e
Define: Harmonic Function.
T Que.6 x
Show that u = x2 +y2 is harmonic function for ℝ2 − (0,0). Jun-14

T
Define: Harmonic Function.

e
C Que.7 Jun-12
Show that u = x sin x cosh y − y cos x sinh y is harmonic.
Define Harmonic Function. Show that the function u(x, y) = ex cos y
T Que.8 c
is harmonic. Determine its harmonic conjugate v(x, y) and the
Dec-15

A
analytic function f(z) = u + iv.
[𝐯(𝐱, 𝐲) = 𝐞𝐱 𝐬𝐢𝐧 𝐲 ; 𝐟(𝐳) = 𝐞𝐱 𝐜𝐨𝐬 𝐲 + 𝐢 𝐞𝐱 𝐬𝐢𝐧 𝐲 ]
Determine the analytic function whose real part is
C Que.9 ex (x cos y − y sin y).
[𝐟(𝐳) = 𝐳 𝐞𝐳 + 𝒄]
Determine the analytic function whose real part is
H Que.10 e2x (x cos 2y − y sin 2y).
[𝐟(𝐳) = 𝟒𝐳 𝐞𝟐𝐳 − 𝟔 𝐞𝟐𝐳 + 𝒄]
2 2
Show that u(x, y) = ex −y cos(2xy) is harmonic everywhere. Also
T Que.11 find a conjugate harmonic for u(x, y). Nov-11
𝟐 𝟐
[𝐯(𝐱, 𝐲) = 𝐞𝐱 −𝐲 𝐬𝐢𝐧(𝟐𝐱𝐲)]

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 1. Complex Numbers And Functions PAGE | 19

Find the analytic function f(z) = u + iv, if

C Que.12 u − v = ex (cos y − sin y) May-15
[𝐟(𝐳) = 𝐞𝐳 + 𝒄]
Find the all analytic function f(z) = u + iv, if
T Que.13 u − v = (x − y)(x 2 + 4xy + y 2 ). Nov-12
𝟑
[𝐟(𝐳) = −𝐢 𝐳 + 𝒄]

m
o
.c
ie
h
c
e
T
e
c
A

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 2. Complex Integral PAGE | 20

Introduction
Integrals of complex valued function of a complex variable are defined on curves in the
complex plane, rather than on interval of real line.
Continuous arc
The set of points (x, y) defined by x = f(t) , y = g(t), with parameter t in the interval
(a, b), define a continuous arc provided f and g are continuous functions.
Smooth arc
If f and g are differentiable on arc a ≤ t ≤ b and non-zero on open interval a < t < b is
called smooth arc.
Simple Curve/Simple arc/Jordan arc
A curve which does not intersect with itself. i.e. if z(t1 ) ≠ z(t 2 ) when t1 ≠ t 2 .
Simple Closed Curve
A simple curve C except for the fact z(b) ≠ z(a) ; where a & b are end points of interval.

m
o
.c
Fig. A Fig. B Fig. C

Contour

ie
A contour or piecewise smooth arc, is an arc consisting of a finite number of smooth
arcs join end to end.

h
If only initial and final values are same, a contour is called Simple closed contour.

c
A Simply connected domain D is simple closed path in D encloses only points of D.

e
Examples
 A open disk, ellipse or any simple closed curve.

T
A domain that is not simply connected is called multiply connected.
Examples
e
c
 An annulus is multiply connected.

A
Simply connected Doubly Connected Triply Connected

Line Integral in Complex Plane

A line integral of a complex function f(z) along the curve C is denoted by ∫c f(z) dz.

Note that, if C is closed path, then line integral of f(z) is denoted by ∮C f(z) dz.
∮C f(z) dz is also known as Contour integral.

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 2. Complex Integral PAGE | 21
Properties of Line Integral
Linearity

∫ [k1 f(z) + k 2 g(z)] dz = k1 ∫ f(z) dz + k 2 ∫ g(z) dz

C C C

Reversing the sense of integration

b a
∫ f(z) dz = − ∫ f(z) dz
a b

Partition of Path
∫ f(z) dz = ∫ f(z) dz + ∫ f(z) dz ; where c = c1 ∪ c2
C C1 C2

For the complex integral

|∫ f(z) dz| ≤ ∫ |f(z)| |dz|

C C

ML inequality
m
o
If f(z) is continuous on a contour C, then |∫C f(z)dz| ≤ ML.
Where |f(z)| ≤ M, z ∈ ℂ and L is the length of the curve (contour)C.

Note
.c
ie
Real definite integrals are interpreted as area, no such interpretation

Exercise-1

h
2+i 2 x 𝟐 𝟏𝟏
C Que.1 Evaluate ∫0 z dz along the line y = 2. [𝟑 + 𝐢] Jun-13
𝟑

C Que.2 c
Evaluate ∫c (x 2 − iy 2 )dz ,along the parabola y = 2x 2 from Jun-12

e
𝟓𝟏𝟏 𝟒𝟗 Dec-15
(1,2) to (2,8). [ − 𝐢]
𝟑 𝟓

C Que.3
T
Evaluate ∫c Re(z)dz where C is the shortest path from
Jun-14

e
(1 + i) to (3 + 2i). [𝟒 + 𝟐𝐢]

c
Evaluate ∫c z̅ dz from z = 1 − i to z = 3 + 2i along the straight
H Que.4 𝟏𝟏 Jun-12
line. [ 𝟐 + 𝟓𝐢]

H Que.5
A Evaluate ∫c z 2 dz where C is line joins point (0,0) to (4,2).
𝟏𝟔 𝟖𝟖 Dec-13
[ + 𝐢]
𝟑 𝟑
Evaluate ∫c (x − y + ix 2 )dz ,Where c is a straight line from
C Que.6 𝐢(𝟏+𝐢)
z = 0 to z = 1 + i. [ ]
𝟑

4+2i 𝟖
C Que.7 Evaluate ∫0 z̅ dz along the curve z = t 2 + it. [𝟏𝟎 − 𝟑 𝐢] Dec-11

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 2. Complex Integral PAGE | 22
Evaluate ∫c (x − y + ix 2 )dz ,Where c is along the imaginary axis
C Que.8 from z = 0 to z = 1, z = 1 to z = 1 + i & z = 1 + i to z = 0.
𝟑𝐢 − 𝟏
[ ]
𝟔
Evaluate ∫c Re(z)dz ,Where c is a straight line from
H Que.9
(1,1) to (3,1) & then from (3,1) to (3,2). [𝟒 + 𝟑𝐢]

Evaluate ∫c z̅ dz, where C is along the sides of triangle having

H Que.10 May-15
vertices z = 0,1, i. [𝐢]
Evaluate ∫c z 2 dz ,Where c is the path joining the points
C Que.11 1 + i and 2 + 4i along (a) the parabola x 2 = y (b) the curve
𝟖𝟔
x = t, y = t 2 . [− − 𝟔𝐢]
𝟑

Evaluate ∫c Re(z 2 )dz.Where c is the boundary of the square

H Que.12
with vertices 0, i, 1 + i, 1 in the clockwise direction. [−𝟏 − 𝐢]
1 ; y<0
Evaluate ∫c f(z)dz. Where f(z) is defined by f(z) = {4y ; y>0
.
m
C
o
Que.13 c is the arc from z = −1 − i to z = 1 + i along the curve y = x 3 .

.c
[𝟐 + 𝟑𝐢]
Find the value of integral ∫c z̅ dz where c is the right-hand half

ie
π π
C Que.14 z = 2eiθ ; (− ≤ θ ≤ ) of the circle |z| = 2, from Dec-14
2 2
z = −2i to z = 2i. [𝟒𝛑𝐢]

h
Maximum Modulus Theorem
c
e
If f(z) is analytic inside and on a simple closed curve C, then maximum value of |f(z)|
occurs on C, unless f(z) must be constant.

Exercise-2 T
e
Find an upper bound for the absolute value of the integral ∫c ez dz,
C Que.1
c
where c is the line segment joining the points (0,0) and (1,2√2). Jun-10

A
[𝟑𝐞]
ez 8πe4
C Que.2 Without using integration, show that |∮C dz| ≤ ; C: |z| = 4. Jun-13
z+1 3

dz
Find an upper bound for the absolute value of the integral∫c ,
z2 +1
H Que.3 𝛑
where c is the arc of a circle |z| = 2 that lies in the first quadrant. [𝟑]

Find an upper bound for the absolute value of the integral ∫c z 2 dz,
T Que.4 Jun-14
where c is the straight line segment from 0 to 1 + i. [𝟐√𝟐]

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 2. Complex Integral PAGE | 23
Cauchy’s Integral Theorem (Cauchy Goursat’s Theorem) (Jun-‘13)
If f(z) is an analytic function in a simply connected domain D and f ′ (z) is
continuous at each point within and on a simple closed curve C in D, then

∮ f(z)dz = 0
C

Liouville’s Theorem
If f(z) is an analytic and bounded function for all z in the entire complex plane, then f(z)
is constant.

Exercise-3
Jun-10
C Que.1 State and Prove Cauchy integral theorem.
Dec-14
2
Evaluate ∮C ez dz, where C is any closed contour.
C Que.2 Dec-13
Justify your answer.
m
[𝟎]

o
If C is any simple closed contour, in either direction, then show
H Que.3 Dec-14
that ∫c exp(z 3 ) dz = 0. [𝟎]

.c
Evaluate ∮C (z 2 + 3)dz, where C is any closed contour.
C Que.4 Jun-13

ie
Justify your answer. [𝟎]

H Que.5 Evaluate ∮C (z 2 − 2z − 3)dz, where C is the circle |z| = 2. [𝟎]

dz h
c
C Que.6 Evaluate ∫c z2 , c is along a unit circle. [𝟎] May-15

H Que.7 Evaluate ∮C
z
e
dz, where C is the unit circle |z| = 1. [𝟎]

T
z−3

e
ez
T Que.8 Evaluate ∮C dz, where C is the unit circle |z − 1| = 1. [𝟎] May-15
z+i

c z+4

A
C Que.9 Evaluate ∮C dz, where C is the circle |z + 1| = 1. [𝟎]
z2 +2z+5

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 2. Complex Integral PAGE | 24
Cauchy’s Integral Formula ( Dec-’15 )
If f(z) is an analytic within and on a simple closed curve C and z0 is any point interior to
C, then
f(z)
∮ dz = 2πi f(z0 )
C z − z0

the integration being taken counterclockwise.

f(z) 2πi n
In general, ∮ n+1
dz = f (z0 )
C (z − z0 ) n!

Exercise-4
dz
Prove that ∫c z−a = 2πi.∫c(z − a)n dz = 0 [n ∈ ℤ − {−1}], where
C Que.1 Jun-14
C is the circle |z − a| = r.

z2 −4z+4
H Evaluate ∮C dz , where C is |z| = 2. [(−𝟖 + 𝟔𝐢)𝛑] Dec -13

m
Que.2 (z+i)

C Que.3 Evaluate ∮C
sin 3z
z+
π dz , where C is the circle is |z| = 5.
o [𝟐𝛑𝐢] Dec -11

.c
2

5z+7
Evaluate ∮C z2 +2z−3 dz , where C is |z − 2| = 2. [𝟔𝛑𝐢]

ie
C Que.4 Jun-13

Jun-10

h
dz
C Que.5 Evaluate ∮C z2 +1 , where C is |z + i| = 1, counterclockwise. [−𝛑]
Jun-14

H
2z+6
c
Evaluate ∮C z2 +4 dz , where C is |z − i| = 2. [(𝟑 + 𝟐𝐢)𝛑]

e
Que.6 Jun-13

T Que.7 T 1
Evaluate ∮C (z−1)2 (z−3) dz , where C is |z| = 2.
𝛑
[− 𝟐 𝐢] Dec -13

e
c
z 1
Evaluate ∫c z2 +1 dz , where c is the circle (i) |z + 2| = 2
C Que.8 Dec-15

A
(ii)|z + i| = 1. [𝟐𝛑𝐢, −𝛑𝐢]
1+z2
Evaluate ∫c 1−z2 dz, where 𝑐 is unit circle centred at (1) z = −1
H Que.9 Dec-15
(2) z = i. [𝟐𝛑𝐢, 𝟎]
State Cauchy-Integral theorem.
C Que.10 [𝟔𝛑𝐢] May-15
3 6
Evaluate ∮C (z−i − (z−i)2 ) dz , where C: |z| = 2.
𝑑𝑧 𝛑𝐢
H Que.11 Evaluate ∫𝑐:|𝑧|=2 𝑧 3 (𝑧+4). [𝟑𝟐] Dec-15
ez 1 1
Evaluate ∮C z(1−z)3 dz , where C is (a)|z| = 2 (b)|z − 1| = 2.
T Que.12 Jun-10
[𝟐𝛑𝐢, −𝛑𝐢𝐞]

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 3. Power series PAGE | 25

Power Series
A series of the for
∞

∑ an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ⋯ + an (z − z0 )n + ⋯
n=0

In which the coefficients a1 , a2 , a3 , … . , an , .. are real or complex and z0 is a fixed point in

the complex z-plane is called a Power series in powers of (z − z0 ) or about z0 or a
power series centered at z0 .

Convergence of a power series in a disk

The series converges everywhere inside a circular disk |z − z0 | < R and diverges
everywhere outside the disk |z − z0 | > R.

Here, R is called the radius of convergence and the circle |z − z0 | = R is called the circle
of convergence.
m
Radius of Convergence o
.c
Let ∑∞ n
n=0 a n (z − z0 ) be a power series. Radius of convergence R for power series is
defined as below

ie
𝐥𝐢𝐦 𝐚𝐧 𝐥𝐢𝐦 𝟏
𝐑= | | or 𝐑= |𝐚𝐧 |−𝐧
𝐧 → ∞ 𝐚𝐧+𝟏 𝐧→∞

Exercise-1 h
c
Discuss the convergence of ∑∞
(2n)! n
n=0 (n!)2 (z − 3i) .
C
e Dec-10

T
Que.1 𝟏 Dec-15
Also find the radius of convergence. [𝐑 = 𝟒]

e
Find the radius of convergence of the ∑∞ n n
n=0(n + 2i) z .

c
T Jun-10
Que.2 [𝐑 = 𝟎]

C Que.3 A Find the radius of convergence of ∑∞

6n+1 2n
n=1 (2n+5) (z − 2i) .
[𝐑 = 𝟏]
May-15

Find the radius of convergence of the power series

∞ ∞ 2
2n n 1 n n
a) ∑ z b) ∑ (1 + ) z
H n! n
Que.4 n=0 n=1

𝟏
[𝐑 = ∞ , ]
𝐞

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 3. Power series PAGE | 26

Taylor’s series
Let f(z) be analytic everywhere inside a circle C with centre at z0 and radius R. then at
each point Z inside C,we have
f′′ (z0 ) fn (z0 )
f(z) = f(z0 ) + f ′ (z0 )(z − z0 ) + (z − z0 )2 + ⋯ + (z − z0 )n + ⋯
2! n!

Maclaurin’s Series
If we take z0 = 0, the above series reduces to

′ (0)z
f ′′ (0) 2 f n (0) n
f(z) = f(0) + f + z + ⋯+ z +⋯
2! n!

Geometric Series
∞ ∞
1 1
= ∑ z n (|z| < 1) = ∑(−1)n z n (|z| < 1)
1−z 1+z

m
n=0 n=0

Laurent’s Series
If f(z) is analytic within and on the ring ( annulus ) shaped region R bounded by two
concentric circles C1 and C2 od radii R1 and R 2 (R 2 < R1 ) resp. having center at the o
.c
point z = z0 , then for all z in R, f(z) is uniquely represented by a convergent Laurent’s
series given by

ie
∞ ∞

f(z) = ∑ an (z − z0 )n + ∑ a−n (z − z0 )−n

n=0
h n=1

Where,
c
1 f(t)
e 1 f(t)

T
an = ∫ dt & a−n = ∫ 𝑑𝑡
2πi (t − z0 )n+1 2πi (t − z0 )−n+1

e
C1 C2

c
Here, ∑ a−n (z − z0 )−n is known Pricipal Part of Laurent ′ s series.

A
n=1

Exercise-2
Derive the Taylor’s series representation in
∞
C 1 (z − i)n Dec-12
Que.1
=∑ ; where |z − i| < √2
1−z (1 − i)n+1
n=0

π
C Obtain the Taylor’s series f(z) = sin z in power of (z − 4 ). Dec-15
Que.2

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 3. Power series PAGE | 27

Develop f(z) = sin2 z in a Maclaurin series and find the radius of

H Jun-10
Que.3 convergence.

Find Maclaurin series representation of f(z) = sin z in the region

H Dec-11
Que.4 |z| < ∞.
sin 𝑧
Find the Laurent’s expansion of at 𝑧 = 0 and classify the singular
C 𝑧3 Dec-15
Que.5 point 𝑧 = 0.
1−ez
Expand f(z) = in Laurent’s series about z = 0 and identify the
H z Jun-10
Que.6 singularity.

Show that when 0 < |z − 1| < 2,

∞
C z −1 (z − 1)n Dec-12
Que.7
= −3∑
(z − 1)(z − 3) 2(z − 1) 2n+2

m
n=0

Find the Laurent’s expansion in power of z that represent

C
Que.8 1
o Dec-13

.c
f(z) = z(z−1) for domain (a) 0 < |z| < 1 (b) 0 < |z − 1| < 1.

7z−2

ie
Find the Laurent’s expansion of f(z) = (z+1)z(z−2)
in the region
H Jun-11
Que.9
1 < |z + 1| < 3.

h
Write the two Laurent series expansion in powers of z that represent

c
Dec-10
T 1
Que.10 the function f(z) = in certain domains, also specify domains. Jun-13
z2 (1−z)

1
e
T
Expand f(z) = (z+1)(z−2) in the region (i)|z| < 1 (ii)1 < |z| < 2
C May-15

e
Que.11
(iii) |z| > 2.

H
Que.12 c 1
Expand f(z) = (z−1)(z−2) in the region (i)|z| < 1 (ii)1 < |z| < 2. Jun-14

H Que.13
A 1
Expand f(z) = − (z−1)(z−2) in the region (a) |z| < 1 (b) 1 < |z| < 2 Dec-10
Dec-14
(c) |z| > 2
1
Expand f(z) = (z+2)(z+4) for the region (a) |z| < 2 (b) 2 < |z| < 4
H Jun-12
Que.14 (c) |z| > 4
1
Expand z(z2 −3z+2) in a Laurent series about z = 0 for the regions
C Dec-15
Que.15 (a) 0 < |z| < 1 (b) |z| > 2

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 3. Power series PAGE | 28
1
H Expand f(z) = (z+1)(z+3) in Laurent’s series in the interval 1 < |z| < 3 Dec-11
Que.16
z
Find the series of f(z) = (z−1)(z−4) in terms of (z + 3) valid for
C Jun-12
Que.17 |z + 3| < 4

Definition
Singular point
A point 𝑧0 is a singular point if a function 𝑓(𝑧) is not analytic at 𝑧0 but is analytic at
some points of each neighborhood of 𝑧0 .

Isolated point
A singular point 𝑧0 of 𝑓(𝑧) is said to be isolated point if there is a neighbourhood of 𝑧0
which contains no singular points of 𝑓(𝑧) except 𝑧0 .i.e. 𝑓(𝑧) is analytic in some deleted
neighborhood, 0 < |z − z0 | < ε.
z2 +1
m
o
e.g. f(z) = (z−1)(z−2) has two isolated point 𝑧 = 1 & 𝑧 = 2.

.c
Poles
If principal part of Laurent’s series has finite number of terms,

ie
∞
𝐛𝟏 𝐛𝟐 𝐛𝐧
i. e. f(z) = ∑ an (z − z0 )n + + 𝟐
+. … . . +
𝐳 − 𝐳𝟎 (𝐳 − 𝐳𝟎 ) (𝐳 − 𝐳𝟎 )𝐧

h
n=0

c
then the singularity z = z0 is said to be pole of order 𝑛.

e
If b1 ≠ 0 and b2 = b3 = ⋯ … = bn = 0,then

T
∞
b1
f(z) = ∑ an (z − z0 )n +

e
z − z0
n=0

c
the singularity z = z0 is said to be pole of order 1 or a simple pole.

A
Types of Singularities
Removable singularity
If in the Laurent’s series expansion, the principal part is zero.
∞

i. e. f(z) = ∑ an (z − z0 )n + 0
n=0

then the singularity z = z0 is said to be removable singularity. (i.e. f(z) is not defined at
lim sin z lim sin z
z = z0 but z→0 f(z) exists.) e.g. f(z) = is undefined at 𝑧 = 0 but z→0 = 1.
z z

So, z = 0 is a removable singularity.

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 3. Power series PAGE | 29

Essential singularity
If in the Laurent’s series expansion, the principal part contains an infinite number of
terms, then the singularity 𝑧 = 𝑧0 is said to be an essential singularity.
1 1 1 1 1
e.g. f(z) = sin z has an essential singularity at 𝑧 = 0, As sin z = z − 3!z3 + 5!z5 + ⋯

Residue of a function
If f(z) has a pole at the point z = z0 then the coefficient b1 of the term (z − z0 )−1 in the
Laurent’s series expansion of f(z) at z = z0 is called the residue of f(z) at z = z0 .
Res
Residue of f(z) at z = z0 is denoted byz=z f(z).
0

Technique to find Residue

lim
 If f(z) has a simple pole at z = z0 ,then Res(f(z0 )) = z→z (z − z0 )f(z).
0

P(z) P(z )
 If f(z) = Q(z) has a simple pole at z = z0 ,then Res(f(z0 )) = Q′ (z0 ).

m
0

 If f(z) has a pole of order n at z = z0 ,then

1 lim d(n−1) o
.c
Res(f(z0 )) = [(z − z0 )n f(z)]
(n − 1)! z → z0 dz (n−1)

ie
Exercise-3
sin z

h
C Que.1 Discuss the singularity of the point z = 0 for the function (z) = . Jun-13
z

c
z−sin z
H Que.2 Expand f(z) = at z = 0, classify the singular point z = 0. May-15
z2

e
1
C Que.3 Classify the poles of f(z) = z2−z6. Jun-12

C Que.4 T
Find the pole of order of the point z = 0 for the function f(z) =
sin z
Dec-13

e
z4

Define residue at simple pole and find the sum of residues of the
C Que.5
c sin z
function f(z) = z cos z at its poles inside the circle |z| = 2.
Dec -10

C Que.6 AFind the residue at z = 0 of f(z) =

1−ez
z3
. Jun-12

1
H Que.7 Find the residue at z = 0 of f(z) = z cos z . Dec -11

1−cosh z
Show that the singular point of the function f(z) = z3 is a pole.
C Que.8 Dec-12
Determine the order m of that pole and corresponding residue.

2z+1
H Que.9 Determine residue at poles (z2 −z−2). Dec-15

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 3. Power series PAGE | 30

z2
Determine the poles of the function f(z) = (z−1)2 (z+2) and residue at
C Que.10 Dec-15
each pole. Evaluate∫c f(z) dz, where c is the circle |z| = 3.

Cauchy’s Residue Theorem

If 𝑓(𝑧) is analytic in a closed curve 𝐶 except at a finite number of singular points within
𝐶,then

∫ f(z) dz = 2πi (sum of the residue at the singular points)

C

Exercise-4
5z−2
State Cauchy’s residue theorem. Evaluate ∫C dz ,where C is
C z(z−1) Dec -10
Que.1
the circle |z| = 2. [𝟏𝟎𝛑𝐢]

m
cos πz2
H Evaluate ∮C dz , where C is the circle |z| = 3. [𝟒𝛑𝐢] Jun-11
Que.2 (z−1)(z−2)

Using residue theorem, Evaluate ∮C

ez +z
o
dz, Where C: |z| = 2.
π

.c
z3 −z
C 𝟏 May-15
Que.3
[𝛑𝐢 (𝒆 − 𝟐 + )]
𝒆

ie
z2 sin z
Using residue theorem, Evaluate ∮C dz, C: |z| = 2.
4z2 −1
H Jun-10

h
Que.4 𝛑𝐢 𝟏
[ 𝐬𝐢𝐧 ]
𝟒 𝟐

Evaluate ∮C c
sin πz2 +cos πz2
dz , where C is the circle |z| = 3.

e
(z−1)2 (z−2)
H Dec -11
Que.5

T
[𝟒𝛑𝐢(𝛑 + 𝟏)]

e
Find the value of the integral ∫C
2z2 +2
(z−1)(z2 +9)
dz taken

c
C Dec -12
Que.6 𝟒
counterclockwise around the circle C: |z − 2| = 2. [𝟓 𝛑𝐢]

A z2
Determine the poles of the function f(z) = (z−1)2 (z+2) and residue

C at each pole.Hence evaluate ∫C f(z) dz, where C: |z| = 3. Jun-11

Que.7
[𝟐𝛑𝐢]

z2
Determine the poles of the function f(z) = (z−1)2 (z+2) and the
H residue at each pole. Hence evaluate ∫c f(z)dz, where c is the Jun-14
Que.8
circle |z| = 2.5. [𝟐𝛑𝐢]

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 3. Power series PAGE | 31

dz 𝛑
C Evaluate ∫C , where C: |z + i| = 1. [− 𝟐] Jun-12
Que.9 (z2 +1)2

Define residue at simple pole. Find the residues at each of its poles
H z2 −2z 𝟐𝒊−𝟏𝟒 Dec-14
Que.10 of f(z) = (z+1)2 (z2 +4) in the finite z −plane. [𝟐𝛑𝐢 ( )]
𝟐𝟓

3
C Evaluate ∮C ez dz, where C is |z| = 1. [𝟔𝛑𝐢] Dec-13
Que.11
exp(−z)
Use residues to evaluate the integrals of the function
H z2 Dec-12
Que.12 around the circle |z| = 3 in the positive sense. [−𝟐𝛑𝐢]

C Evaluate ∮C tan z dz, where C is the circle |z| = 2. [−𝟒𝛑𝐢] Jun-13

Que.13

dz
C Que.14 Evaluate ∮C , Where C: |z| = 2. [−𝛑𝐢] Dec-12
sinh 2z

m
Rouche’s Theorem
o
.c
If f(z) and g(z) are analytic inside and on a simple closed curve C and if |g(z)| < |f(z)| on
C, then f(z) + g(z) and f(z) have the same number of zeros inside C.

ie
Exercise-5
7 3

h
Prove that all the roots of z − 5z + 12 = 0 lie between the
C Que.1 Dec -11
circles |z| = 1 and |z| = 2 using Rouche’s theorem.

c
e
Use Rouche’s theorem to determine the number of zeros of
H Que.2 Dec-12
the polynomial z 6 − 5z 4 + z 3 − 2z inside the circle|z| = 1.

T
e
c
A

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 4. Application To Contour Integration PAGE | 32

Integration round the unit circle

2π
An integral of the type ∫0 F (cos θ , sin θ) dθ, where F(cos θ , sin θ) is a rational function
of cos θ and sin θ can be evaluated by taking z = eiθ .

eiθ + e−iθ 1 1 1 z2 + 1
Now, cos θ = = (z + ) = ( )
2 2 z 2 z

eiθ − e−iθ 1 1 1 z2 − 1
sin θ = = (z − ) = ( )
2i 2i z 2i z
dz
Here, z = eiθ ⟹ dz = ieiθ dθ ⇒ dθ = z

Now, the given integral takes the form ∫c f(z)dz, where f(z) is a rational function of z and
c is the unit circle |z| = 1. This complex integral can be evaluated using the residue
theorem.

m
Integration around a small semi-circle
Using Residue theorem,
R
o
.c
∮ F(z) dz = ∫ F(z) dz + ∫ F(x) dx … … (1)
c CR
−R

ie
Now, By Cauchy’s Residue Theorem

∮ F(z) dz = 2πi × sum of residues inside c.

c
h
c
R ∞

As R ⟶ ∞, ∫ F(x) dx ⟹ ∫ F(x) dx
−R −∞
e
Also, ∫ F(z) dz ⟶ 0
T
e
CR

c
∞
1
By Eq. , ∫ F(x) dx = 2πi × sum of residues of f(z)inside the c.

Exercise-1 A
−∞

2π dθ 𝛑 Dec -10
C Using the residue theorem, evaluate ∫0 . [𝟐]
Que.1 5−3 sin θ Dec-15
2π 4 dθ 𝟐𝛑
H Using the residue theorem, evaluate ∫0 . [𝟑] Dec -11
Que.2 5+4 sin θ

π dθ 𝛑
T Evaluate ∫0 , by integrating around a unit circle. [𝟏𝟓] Jun-11
Que.3 17−8 cos θ

2π dθ 𝟒𝛑
C Using the residue theorem, evaluate ∫0 . [𝟑√𝟑] Jun-13
Que.4 (2+cos θ)2

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 4. Application To Contour Integration PAGE | 33
2π dθ
H Evaluate ∫0 . [𝛑] Dec-12
Que.5 3−2 cos θ+sin θ

∞ dx π
C Using contour Integration show that ∫0 = 2√2 . Dec-15
Que.6 1+x4

∞ x2 dx 𝛑
C Use residues to evaluate ∫0 . [𝟏𝟖] Jun-11
Que.7 (x2 +1)(x2 +4)

∞ dx 𝛑
H Use residues to evaluate ∫−∞ . [𝟗]
Que.8 (x2 +1)(x2 +4)

Let a > b > 0. Prove that

C ∞
cos x dx π e−b e−a Jun-12
Que.9
∫ 2 2 2 2
= ( − ).
−∞ (x + a )(x + b ) a2 − b 2 b a

∞ x sin x 𝛑
T Evaluate ∫0 dx using residue. [𝟐𝐞𝟑 ] Dec -13
Que.10 x2 +9

m
∞ cos x 𝟐𝛑
H Using the theory of residue, evaluate ∫−∞ x2 +1 dx . [𝐞] May-15
Que.11

o
.c
ie
h
c
e
T
e
c
A

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 5. Conformal Mapping And It’s Application PAGE | 34

Definitions
Conformal Mapping
Suppose two curves 𝑐1 and 𝑐2 intersect at point 𝑃 in 𝑍-plane and the corresponding two
curves 𝑐1 ′ and 𝑐2 ’ at P′ in the 𝑊-plane.
If the angle of intersection of the curves at 𝑃 is same as the angle of intersection of the
curve 𝑃′ in both magnitude and sense, then the transformation is said to be Conformal.

Fixed Point (Invariant Point)

Fixed points of mapping 𝑤 = 𝑓(𝑧) are points that are mapped onto themselves are “kept
fixed” under the mapping.

Critical Point
The point where 𝑓 ′ (𝑧) = 0 are called Critical Point.

Ordinary Point
The point where 𝑓 ′ (𝑧) ≠ 0 is called Ordinary Point.

Exercise-1 m
Find Fixed point of bilinear trans. o
.c
z (2 + i)z − 2 3iz + 1
C Que 1. (I) w = (II) w = (III) w =
2−z z+i Z+i

ie
[(𝐈)𝛂 = 𝟎, 𝛃 = 𝟏(𝐈𝐈)𝛂 = 𝟏 + 𝐢, 𝛃 = 𝟏 − 𝐢 (𝐈𝐈𝐈)𝛂 = 𝐢]
z+1
Find fixed point of w = and verify your result.
z

h
C Que 2. 𝟏 √𝟓 𝟏 √𝟓 Jun-12
[𝛂 = + ,𝛃 = − ]

c
𝟐 𝟐 𝟐 𝟐
2
Define Critical point & find critical point of the w = z + z .

e
C Que 3. 𝟏
[𝐳 = − ]
𝟐

T
What does conformal mapping mean? At what points is the mapping
C Que 4.
e
1
by w = z 2 + z2 not conformal? Jun -14

c [𝐳 = ±𝟏, ±𝐢]

A
Elementary Transformation
Exercise-2
Find and sketch the image of the region |z| > 1 under the
C Que 1. Jun-14
transformation w = 4z. [|𝐰| > 𝟒]
Determine & sketch the image of |z| = 1 under the transformation
H Que 2. w = z + i. Jun-12
[𝐮𝟐 + (𝐯 − 𝟏)𝟐 = 𝟏]
Show that the region in the z- plane given by x > 0 , 0 < y < 2 has
C Que 3. the image −1 < u < 1 , v > 0 in the w-plane under the Jun-11
transformation w = iz + 1.

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 5. Conformal Mapping And It’s Application PAGE | 35

Find the image of infinite strip 0 ≤ x ≤ 1 under the transformation

H Que 4.
w = iz + 1. Sketch the region in ω − plane. [𝟎 ≤ 𝐯 ≤ 𝟏]
Find & sketch (plot) the image of the region x ≥ 1 under the
C Que 5. 1 𝟏 𝟏 Nov-10
transformation w = z. [|𝒘 − 𝟐| ≤ 𝟐]
1 1 1
Find the image of infinite strip 4 ≤ y ≤ 2 under trans. w = z .
H Que 6. Nov-10
[𝐑𝐞𝐠𝐢𝐨𝐧 𝐛𝐞𝐭𝐰𝐞𝐞𝐧 𝐭𝐡𝐞 𝐜𝐢𝐫𝐜𝐥𝐞𝐬 |𝐰 + 𝟐𝐢| ≤ 𝟐 &|𝐰 + 𝐢| ≥ 𝟏 ]
Find image of critical |z| = 1 under transformation
z−i Nov-11
C Que 7. w = f(z) = 1−iz & find fixed points.
[𝐯 = 𝟎]

Find the image in the 𝑤 −plane of the circle |𝑧 − 3| = 2 in the

C Que 8. 1 Dec-15
𝑧 − plane under the inversion mapping 𝑤 = 𝑧.

Explain translation, rotation and magnification transformation. Find

m
1
the image of the |z − 1| = 1 under transformation w = z .
H Que 9. Dec-13

o
𝟏
[𝐮 = ]
𝟐

.c
π π
Find the image of region bounded by 1 ≤ r ≤ 2 & 6 ≤ θ ≤ 3 in the
C Que 10. z- Plane under the transformation w = z 2 . Show the region Nov-11

ie
𝛑 𝟐𝛑
graphically. [𝟏 ≤ 𝐫 ′ ≤ 𝟒 & 𝟑 ≤ 𝛉′ ≤ 𝟑 ]
1
Determine the points where w = z + z is not conformal mapping.

C Que 11. h
Also find image of circle |z| = 2 under the transformation w = z + z.
1
May-15

c 𝐮𝟐 𝐯 𝟐 𝟏
[ + = ]

e
𝟐𝟓 𝟗 𝟒

T
e
Bilinear Transformation / Linear Fractional / Mobius
Transformation
c az+b
A transformation of the form w = cz+d ; Where a,b,c,d are complex constants and

A
ad − bc ≠ 0 is called a Bilinear Transformation.

Determination of Bilinear Transformation

If w1 , w2 , w3 are the respective images of distinct points z1 , z2 , z3 then
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )

Exercise-3
Determine bilinear transformation which maps point 0, ∞, i into ∞, 1,0.
C Que 1. 𝐳−𝐢 Jun-12
[𝐰 = ]
𝐳

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 5. Conformal Mapping And It’s Application PAGE | 36

Define Mobius transformation.

Determine the Mobius transformation that maps
C Que 2. z1 = 0, z2 = 1, z3 = ∞ on to w1 = −1, w2 = −i, w3 = 1 respectively. Jun-10
𝟏 + 𝐢𝐳
[𝐰 = − ( )]
𝟏 − 𝐢𝐳
Determine bilinear transformation which maps point 0, i, 1 into i, −1, ∞.
H Que 3. 𝐢−𝐳 May-15
[𝐰 = 𝐢 ( )]
𝐢+𝐳
Define Mobius transformation. Determine the Mobius transformation that
maps z1 = 0, z2 = 1, z3 = ∞ onto w1 = −1, w2 = −i, w3 = 11 respectively.
H Que 4. 𝐳−𝐢 Dec-15
[𝐰 = ( )]
𝐳+𝐢
Determine the Linear Fractional Transformation that maps
z1 = 0, z2 = 1, z3 = ∞ onto w1 = −1, w2 = −i, w3 = 1 respectively.
H Que 5. 𝐳 − 𝐢 Jun -14
[𝐰 = ]
𝐳+𝐢

T Que 6. m
Find bilinear transformation, which maps the points 1, −1, ∞ onto the points
𝐢 Dec-12

o
1 + i, 1 − i, 1.Also find fixed point. [𝐰 = 𝟏 + 𝐳]

.c
Find the bilinear transformation that maps the points
z1 = 1, z2 = i, z3 = −1 on to w1 = −1, w2 = 0, w3 = 1 respectively.
C Que 7. Find image of |z| < 1 under this transformation. Dec-13

ie
𝐳−𝐢
[𝐰 = ]
𝐢𝐳 − 𝟏

h
Define a Linear Fractional Transformation. Find the bilinear transformation
that maps the points z1 = −1, z2 = 0, z3 = 1 on to

c
C Que 8. w1 = −i,w2 = 1, w3 = i respectively. Also find w for z = ∞. Jun-13
𝐢−𝐳
[𝐰 = 𝐢+𝐳](when 𝐳 → ∞, 𝐰 = −𝟏)

e
T
Find bilinear transformation, which maps the point z = 1, i, −1 on to the
point w = i, 0, −i .Hence find the image of |z| < 1.
T Que 9. Jun-11

e
𝟏 + 𝐢𝐳
[𝐰 = ]
𝟏 − 𝐢𝐳

c
Find the Bilinear transformation which maps 𝑧 = 1. 𝑖. −1 into 𝑤 = 2, 𝑖, −2.

A
H Que 10. 𝟏 + 𝐢𝐳 Dec-15
[𝐰 = ]
𝟏 − 𝐢𝐳

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 37

Operator

Forward Backward Shift Average Differencial

Difference Difference Operator Operator Operator

SR. NO. TOPIC NAME

Definition of Operators
1.

2.
Relation Between Operators
m
o
.c
Newton’s Forward Difference Formula
3.

ie
Newton’s Backward Difference Formula
4.

h
Gauss’s Forward Difference Formula
5.

6.
c
Gauss’s Backward Difference Formula

e
T
Stirling Formula
7.

8. e
Newton’s Divided Difference

c
A
Newton’s Divided Difference Formula
9.

Lagrange’s interpolation Formula

10.

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 6. Interpolation PAGE | 38

Definition of Operators
∆f(x) = f(x + h) − f(x)
Forward difference[∆]

∇f(x) = f(x) − f(x − h)

Backward difference [∇]

h h
Central difference [δ] δf(x) = f (x + ) − f (x − )
2 2

1 h h
Average Operator [μ] μf(x) = [f (x + ) + f (x − )]
2 2 2

Ef(x) = f(x + h)
Shift Operator [E]

m
d
Differential Operator [D] Df(x) = f(x) = f ′ (x)
dx

o
.c
ie
Relation Between Operators
1. E = 1 + ∆ (Jun-13, Dec-14)

Proof
h
c
(1 + ∆)f(x) = f(x) + ∆f(x) = f(x) + f(x + h) − f(x) = Ef(x)

2. E∇= ∆
e
Proof
T
e
E∇(f(x)) = E(∇f(x)) = E(f(x) − f(x − h)) = Ef(x) − Ef(x − h)

c = f(x + h) − f(x)

A
⟹ E∇(f(x)) = ∆f(x); ∀ f(x)
= ∆f(x)

⟹ E∇= ∆

3. ∆∇= ∆ − ∇

Proof

∆∇(f(x)) = ∆(∇f(x)) = ∆(f(x) − f(x − h)) = ∆f(x) − ∆f(x − h)

= [f(x + h) − f(x)] − [f(x) − f(x − h)]

= ∆f(x) − ∇f(x) = (∆ − ∇)f(x)

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 39

⟹ ∆∇(f(x)) = (∆ − ∇)f(x); ∀ f(x)

⟹ ∆∇= ∆ − ∇
∆ ∇
4. −∆=∆+∇
∇

Proof

∆ ∇ ∆2 − ∇2 (∆ − ∇) ∙ (∆ + ∇)
− = = =∆+∇
∇ ∆ ∆∙∇ ∆−∇
5. (1 + ∆)(1 − ∇) = 1

Proof
(1 + ∆)(1 − ∇)

= 1 − ∇ + ∆ − ∆. ∇

m
= 1 − ∇ + ∆ − (∆ − ∇) = 1

∇= 1 − E −1 (Dec-13,Dec-14)

o
6.

.c
Proof
1
1 − E −1 = 1 − (1 + ∆)−1 = 1 −

ie
1+∆
1+∆−1 ∆ E∇
= = = =∇

h
1+∆ 1+∆ E
E = ehD

c
7. (Dec-15)

e
Proof

T
h2 ′′
Ef(x) = f(x + h) = f(x) + hf ′ (X) + f (x) + ⋯ (By Taylor’s expansion)
2!

e
= f(x) + hDf(X) +
h2 2
D f(x) + ⋯

c
2!
h2 2

A
= [1 + hD + D + ⋯ ] f(x)
2!

⟹ Ef(x) = ehD f(x) ⟹ E = ehD

8. ∆= ehD − 1 OR hD = log(1 + ∆) (Dec-14, Dec-15)

Proof

We Know that, E = ehD .

Taking E = 1 + ∆⟹ ∆= ehD − 1 ⟹ hD = log(1 + ∆)

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 6. Interpolation PAGE | 40

Newton’s Forward Difference Formula

 If data are (x0 , y0 ), (x1 , y1 )(x2 , y2 ), … , (xn , yn )

 x0 , x1 , x2 , … , xn are equally spaced then.

p(p − 1) 2 p(p − 1)(p − 2) 3 x − x0

f(x) = 𝐲 = y0 + p∆y0 + ∆ y0 + ∆ y0 + ⋯ ; p =
2! 3! h

Difference Table
𝐱 𝐟(𝐱) = 𝐲 ∆𝐟(𝐱) ∆𝟐 𝐟(𝐱) ∆𝟑 𝐟(𝐱) ∆𝟒 𝐟(𝐱)

𝐱𝟎 y0

∆y0

𝐱𝟏 y1 ∆2 y0
m
∆y1 ∆3 y0 o
𝐱𝟐 y2 ∆2 y1
.c ∆4 y0

ie
∆y2 ∆3 y1

h
𝐱𝟑 y3 ∆2 y2

c
∆y3

𝐱𝟒 y4
e
T
e
c
A

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 6. Interpolation PAGE | 41

Exercise-1
Construct Newton’s forward interpolation polynomial for the
following data.

X 4 6 8 10

C Que 1. Y 1 3 8 16

Use it to find the value of y for x = 5.

𝟑𝐱 𝟐 −𝟐𝟐𝐱+𝟒𝟖 𝟏𝟑
[𝐲(𝐱) = , 𝐲(𝟓) = ]
𝟖 𝟖

Find sin 520 using the following values.

sin 45° sin 50° sin 55° sin 60°

Nov-11
C Que 2.
0.7071 0.7660 0.8192 0.8660

m
[𝟎. 𝟕𝟖𝟖𝟎]

Use Newton’s forward difference method to find the approximate o

.c
value of f(2.3) from the following data.

ie
X 2 4 6 8 Dec-13
H Que 3.
f(x) 4.2 8.2 12.2 16.2

h [𝟒. 𝟖]

c
Use Newton’s forward difference method to find the approximate value

e
of f(1.3) from the following data.

x
T 1 2 3 4

e
Jun-13
H Que 4.
f(x) 1.1 4.2 9.3 16.4

c [𝟏. 𝟖𝟐]

A
Using Newton’s forward formula , find the value off(1.6),if

x 1 1.4 1.8 2.2

Jun-11
T Que 5.
f(x) 3.49 4.82 5.96 6.5

[𝟓. 𝟒𝟑𝟗𝟒]

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 6. Interpolation PAGE | 42

Determine the polynomial by Newton’s forward difference formula

from the following table.

x 0 1 2 3 4 5 Jun-12
H Que 6.
y −10 −8 −8 −4 10 40

[𝐱 𝟑 − 𝟒𝐱 𝟐 + 𝟓𝐱 − 𝟏𝟎]

Using Newton’s forward interpolation formula ,find the value of

f(218),if

x 100 150 200 250 300 350 400 Jun -14

T Que 7.
f(x) 10.63 13.03 15.04 16.81 18.42 19.90 21.27

[𝟏𝟓. 𝟒𝟕]

m
o
.c
ie
h
c
e
T
e
c
A

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 6. Interpolation PAGE | 43

Newton’s Backward Difference Formula

 If data are (x0 , y0 ), (x1 , y1 )(x2 , y2 ), … , (xn , yn ).

 x0 , x1 , x2 , … , xn are equally spaced then.

p(p + 1) 2 p(p + 1)(p + 2) 3 x − xn

f(x) = 𝐲 = yn + p∇yn + ∇ yn + ∇ yn + ⋯ ; p =
2! 3! h

Difference Table
𝐱 𝐟(𝐱) = 𝐲 𝛁𝐟(𝐱) 𝛁 𝟐 𝐟(𝐱) 𝛁 𝟑 𝐟(𝐱) 𝛁 𝟒 𝐟(𝐱)

𝐱𝟎 y0

∇y1

𝐱𝟏 y1 ∇2 y2
m
∇y2 ∇3 y3
o
.c
𝐱𝟐 y2 2
∇ y3 ∇4 y4

ie
∇y3 ∇3 y4

2
𝐱𝟑 y3 ∇ y4

h
c
∇y4

𝐱𝟒 y4
e
T
e
c
A

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 44

Exercise-2
The area of circle of diameter d is given by

d 80 85 90 95 100

A 5026 5674 6361 7088 7854

C Que 1.
Use suitable interpolation to find area of circle of diameter 98. Also
Calculate the error.

[𝐀 = 𝟕𝟓𝟒𝟑. 𝟎𝟔𝟕𝟐, 𝐄𝐱𝐚𝐜𝐭𝐀 = 𝟕𝟓𝟒𝟐. 𝟗𝟔𝟒𝟎, 𝐄𝐫𝐫𝐨𝐫 = 𝟎. 𝟏𝟎𝟑𝟐]

Find the cubic polynomial which takes the following values :

y(0) = 1, y(1) = 0, y(2) = 1,and y(3) = 10.Hence, obtain y(4).

H Que 2.
[𝐲(𝐱) = 𝐱 𝟑 − 𝟐𝐱 𝟐 + 𝟏, 𝐲(𝟒) = 𝟑𝟑]

Consider following tabular values

m
X 50 100 150 200
o 250

.c
Jun-12
Y 618 724 805 906 1032
H Que 3. Dec-15

ie
Determiney(300).

[𝟏, 𝟏𝟒𝟖]

h
The population of the town is given below. Estimate the population
for the year 1925.
c
year 1891
e 1901 1911 1921 1931

T Que 4. Populati T May-15

on in
e 46 66 81 93 101

c
thousand

A
[𝟗𝟔. 𝟖𝟑𝟔𝟖]

The following table gives distance (in nautical miles) of the visible
horizon for the heights (in feet) above earth’s surface. Find the
values of y when x = 390 feet.

T Que 5. Height(x) 100 150 200 250 300 350 400

Dec-15
Distance(y) 10.63 13.03 15.04 16.81 18.42 19.90 21.47

[𝟐𝟏. 𝟎𝟎𝟒]

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 45

From the following table of half-yearly premium for policies

maturing at different ages, estimate the premium at the age of 63.

Age 45 50 55 60 65
May-15
H Que 6.
Premium 114.84 96.16 83.32 74.48 68.48
(in $)

[𝟕𝟎. 𝟓𝟖𝟓𝟐]

Compute f(x) = ex at x = 0.02 and x = 0.38 Using suitable

interpolation formula for the data given below.

X 0.0 0.1 0.2 0.3 0.4

H Que 7.
f(x) 1.0000 1.1052 1.2214 1.3499 1.4918

[𝟏. 𝟎𝟐𝟎𝟐, 𝟏. 𝟒𝟔𝟐𝟑]

From the following table, find P when t = 1420 c and 1750 c .using m
appropriate Newton’s interpolation formula.
o
.c
0
Temp. t C 140 150 160 170 180 Dec-14
T Que 8.

ie
Pressure P 3685 4854 6302 8076 10225

[𝐏𝟏𝟒𝟐° = 𝟑𝟖𝟗𝟖. 𝟔𝟔𝟖𝟖 ; 𝐏𝟏𝟕𝟓° = 𝟗𝟏𝟎𝟎. 𝟒𝟖𝟒𝟒]

h
The population of the town is given below. Estimate the population

c
for the year 1895 and 1930 using suitable interpolation.

year 1891
e1901 1911 1921 1931

Population
T May-15

e
C Que 9.
in 46 66 81 93 101

c
thousand

A
𝐏𝐨𝐩𝐮𝐥𝐚𝐭𝐢𝐨𝐧 𝐨𝐟 𝐲𝐞𝐚𝐫 𝟏𝟖𝟗𝟓 = 𝟓𝟒. 𝟖𝟓
[ ]
𝐩𝐨𝐩𝐮𝐥𝐚𝐭𝐢𝐨𝐧 𝐨𝐟 𝐲𝐞𝐚𝐫 𝟏𝟗𝟑𝟎 = 𝟏𝟎𝟎. 𝟒𝟕

Compute values of f(0.12) and f(0.40) using suitable interpolation

formula for the following data:

x 0.10 0.15 0.20 0.25 0.30 Dec-15

H Que 10.
f(x) 0.1003 0.1511 0.2027 0.2553 0.3093

[𝐟(𝟎. 𝟏𝟐) = 𝟎. 𝟏𝟐𝟎𝟓, 𝐟(𝟎. 𝟒𝟎) = 𝟎. 𝟒𝟐𝟒𝟏]

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 46

Compute cosh(0.56) & cosh(0.76) from the following table.

x 0.5 0.6 0.7 0.8 Nov-10

T Que 11.
cosh x 1.127626 1.185465 1.255169 1.337435 Jun-10

[𝟏. 𝟏𝟔𝟎𝟗𝟓, 𝟏. 𝟑𝟎𝟐𝟗𝟕]

Using Newton’s suitable formula , find the value of f(1.6) & f(2),if

x 1 1.4 1.8 2.2

Jun-11
C Que 12.
f(x) 3.49 4.82 5.96 6.5

[𝟓. 𝟒𝟑𝟗𝟒, 𝟔. 𝟑𝟑𝟎𝟔]

Gauss’s Forward Difference Formula

m
o
 If data are (𝑥−𝑛 , 𝑦−𝑛 ), … , (𝑥−2 , 𝑦−2 ), (𝑥−1 , 𝑦−1 ), (𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ), … , (𝑥𝑛 , 𝑦𝑛 ).
 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 are equally spaced then.

𝑓(𝑥) = 𝑦 = 𝑦0 + 𝑝∆𝑦0 +
𝑝(𝑝 − 1) 2
∆ 𝑦−1 +
(𝑝 + 1)𝑝(𝑝 − 1) 3
.c
∆ 𝑦−1 + ⋯ ; 𝑝 =
𝑥 − 𝑥0

ie
2! 3! ℎ

Difference Table
𝒙 𝒇(𝒙) = 𝒚 ∆𝒇(𝒙)
h ∆𝟐 𝒇(𝒙) ∆𝟑 𝒇(𝒙) ∆𝟒 𝒇(𝒙)

𝒙−𝟐 𝑦−2
c
e
∆𝑦−2

T
e
𝒙−𝟏 𝑦−1 ∆2 𝑦−2

c
∆𝑦−1 ∆3 𝑦−2

A
𝒙𝟎 𝑦0 ∆2 𝑦−1 ∆4 𝑦−2

∆𝑦0 ∆3 𝑦−1

𝒙𝟏 𝑦1 ∆2 𝑦0

∆𝑦1

𝒙𝟐 𝑦2

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 47

Gauss’s Backward Difference Formula

 If data are (𝑥−𝑛 , 𝑦−𝑛 ), … , (𝑥−2 , 𝑦−2 ), (𝑥−1 , 𝑦−1 ), (𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ), … , (𝑥𝑛 , 𝑦𝑛 ).
 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 are equally spaced then.

(𝑝 + 1)𝑝 2 (𝑝 + 1)𝑝(𝑝 − 1) 3 𝑥 − 𝑥0
𝑓(𝑥) = 𝑦 = 𝑦0 + 𝑝∆𝑦−1 + ∆ 𝑦−1 + ∆ 𝑦−2 + ⋯ ; 𝑝 =
2! 3! ℎ

Difference Table
𝒙 𝒇(𝒙) = 𝒚 ∆𝒇(𝒙) ∆𝟐 𝒇(𝒙) ∆𝟑 𝒇(𝒙) ∆𝟒 𝒇(𝒙)

𝒙−𝟐 𝑦−2

∆𝑦−2

𝒙−𝟏 𝑦−1 ∆2 𝑦−2

∆𝑦−1 ∆3 𝑦−2 m
𝒙𝟎 𝑦0 ∆2 𝑦−1 o ∆4 𝑦−2

∆𝑦0
.c ∆3 𝑦−1

ie
𝒙𝟏 𝑦1 ∆2 𝑦0

h
∆𝑦1

𝒙𝟐 𝑦2
c
e
T
e
c
A

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 48

Stirling Formula

 If data are (x−n , y−n ), … , (x−2 , y−2 ), (x−1 , y−1 ), (x0 , y0 ), (x1 , y1 ), … , (xn , yn ).
 x0 , x1 , x2 , … , xn are equally spaced then.

∆y0 + ∆y−1 p2 p(p2 − 12 ) ∆3 y−1 + ∆3 y−2

f(x) = y = y0 + p [ ] + ∆2 y−1 + [ ]
2 2! 3! 2
p2 (p2 − 12 ) 4 p(p2 − 12 )(p2 − 22 ) ∆5 y−2 + ∆5 y−3
+ ∆ y−2 + [ ]+⋯
4! 5! 2
x − x0
Where, p =
h

Difference Table
𝐱 𝐟(𝐱) = 𝐲 ∆𝐟(𝐱) ∆𝟐 𝐟(𝐱) ∆𝟑 𝐟(𝐱) ∆𝟒 𝐟(𝐱)

𝐱 −𝟐 y−2
m
∆y−2
o
.c
2
𝐱 −𝟏 y−1 ∆ y−2

ie
∆y−1 ∆3 y−2

𝐱𝟎 y0 ∆2 y−1 ∆4 y−2

h
c
∆y0 ∆3 y−1

e
𝐱𝟏 y1 ∆2 y0

T ∆y1

𝐱𝟐 y2
e
c
A

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 49

Exercise-3
Apply Stirling’s formula to compute y(35) from the following table.

X 20 30 40 50

Y 512 439 346 243 Jun-11

H Que 1.

[𝟑𝟗𝟒. 𝟔𝟗]

Let f(40) = 836, f(50) = 682, f(60) = 436, f(70) = 272 use
Stirling’s Method to findf(55). Jun-12
H Que 2.
[𝟓𝟔𝟓. 𝟎𝟔𝟐𝟓]

Using Stirling’s formula find 𝑦35 by using given data.

m
𝑋 10 20 30 40 50
C Que 3.

o
𝑌 600 512 439 346 243

.c
[𝟑𝟗𝟓. 𝟒𝟑𝟎]

ie
h
c
e
T
e
c
A

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 50

Newton’s Divided Difference

f(x1 )−f(x0 )
 [x0 , x1 ] = ⍋y0 = x1 −x0
[x1 ,x2 ]−[x0 ,x1 ]
 [x0 , x1 , x2 ] = ⍋2 y0 = x2 −x0
[x1 ,x2 ,…,xn ]−[x0 ,x1 ,…,xn−1 ]
 [x0 , x1 , … , xn ] = ⍋n y0 = xn −x0

Newton’s Divided Difference Formula

f(x) = y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x0 , x1 , x2 ] + ⋯

Divided Difference Table

𝐱 𝐟(𝐱) = 𝐲 ⍋𝐟(𝐱) ⍋𝟐 𝐟(𝐱) ⍋𝟑 𝐟(𝐱) ⍋𝟒 𝐟(𝐱)

𝐱𝟎 y0

⍋y0
=
y1 − y0
m
o
x1 − x0

.c
⍋2 y0
𝐱𝟏 y1 ⍋y1 − ⍋y0
=

ie
x2 − x0

⍋y1 ⍋3 y0

h
y2 − y1 ⍋2 y1 − ⍋2 y0
= =
x2 − x1 x3 − x0

c
e
⍋2 y1 ⍋4 y0
𝐱𝟐 y2 ⍋y2 − ⍋y1 ⍋3 y1 − ⍋3 y0

T
= =
x3 − x1 x4 − x0

e⍋y2 ⍋3 y1

c
y3 − y2 ⍋2 y2 − ⍋2 y1
= =
x3 − x2

A
x4 − x1

⍋2 y2
𝐱𝟑 y3 ⍋y3 − ⍋y2
=
x4 − x2

⍋y3
y4 − y3
=
x4 − x3

𝐱𝟒 y4

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 51

Exercise-4
Define Divided diff- interpolation formula. Nov-10
C Que 1.
1
If 𝑓(𝑥) = 𝑥 ,find the divided differences [𝑎, 𝑏] and [𝑎, 𝑏, 𝑐].
Jun-10
C Que 2. 𝟏 𝟏
[− 𝒂𝒏𝒅 ]
𝒂𝒃 𝒂𝒃𝒄

From the following table, find Newton’s divided difference formula

𝑥 1 2 7 8
Jun-11
H Que 3. 𝑓(𝑥) 1 5 5 4

𝟐 𝟏 𝟑
[𝒇(𝒙) = 𝟏 + 𝟒(𝒙 − 𝟏) − (𝒙𝟐 − 𝟑𝒙 + 𝟐) + (𝒙 − 𝟏𝟎𝒙𝟐 + 𝟐𝟑𝒙 − 𝟏𝟒]
𝟑 𝟏𝟒

m
The Shear stress in kips, per square foot for 5 specimens in a clay
stratum are:

Depth(m) 1.9 3.1 4.2 5.1 o 5.8

C Que 4. Stress(ksf) 0.3 0.6 0.4

.c
0.9 0.7 Dec-12

ie
Use Newton’s divided difference formula to compute the stress at 4.5m
depth.

h [𝟎. 𝟓𝟒]

c
e
Write a formula for divided difference [𝑥0 , 𝑥1 ] & [𝑥0 , 𝑥1, 𝑥2 ] using Newton’s

T
divided difference formula compute 𝑓(9.5) from the following data

e
𝑥 8 9 9.2 11 Dec-13
T Que 5.

c
𝑓(𝑥) 2.079442 2.197225 2.219203 2.397895

A
[𝟐. 𝟐𝟓𝟏𝟐𝟖𝟒]

Write a formula for divided difference [𝑥0 , 𝑥1 ] & [𝑥0 , 𝑥1, 𝑥2 ] using Newton’s
divided difference formula compute 𝑓(10.5) from the following data

𝑥 10 11 13 17 Jun-13
T Que 6.
𝑓(𝑥) 2.3026 2.3979 2.5649 2.8332

[𝟐. 𝟑𝟓𝟗𝟔]

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 6. Interpolation PAGE | 52

Compute 𝑓(8)from the following value using Newton’s Divided

difference formula.

𝑥 4 5 7 10 11 13 Nov-11
C Que 7. Dec-11
𝑓(𝑥) 48 100 294 900 1210 2028

[𝟒𝟒𝟖]

Compute 𝑓(9.2) from the following value using Newton’s divided

difference.
Jun-10
𝑥 8 9 9.5 11.0 Nov-10
H Que 8.
𝑓(𝑥) 2.079442 2.197225 2.251292 2.397895 Dec-15

[𝟐. 𝟐𝟏𝟗𝟐𝟗𝟕]

Given following data for the polynomial 𝑓(𝑥) = 3𝑥 3 − 5𝑥 2 + 4𝑥 + 1.

m
o
Compute 𝑓(0.3) using Newton‘s divided difference formula.

.c
𝑥 0 1 3 4 7
H Que 9.
𝑓(𝑥) 1 3 49 129 813

ie [𝟏. 𝟖𝟑𝟏]

h
c
Evaluate 𝑓(9), using Newton’s divided difference from the following data

e
𝑥 5 7 11 13 17
Jun-14

T
C Que 10.
𝑓(𝑥) 150 392 1452 2366 5202

e [𝟖𝟏𝟎]

c
A
Construct Divided difference table for the data given below

x -4 -1 0 2 5
May-15
T Que 11.
f(x) 1245 33 5 9 1335

[⍋𝟒 𝐟(𝐱) = 𝟑 𝐨𝐫 [𝐱 𝟎 , 𝐱 𝟏 , 𝐱 𝟐 , 𝐱 𝟑 , 𝐱 𝟒 ] = 𝟑]

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 6. Interpolation PAGE | 53

Using Newton’s divided difference formula find f(3) from the following
table.

x -1 2 4 5 Dec-15
H Que 12.
F(x) -5 13 255 625

[𝟓𝟑. 𝟔𝟖]

Lagrange’s Interpolation Formula

 If data are (x0 , y0 ), (x1 , y1 )(x2 , y2 ), … , (xn , yn ).

 x0 , x1 , x2 , … , xn are unequally spaced then.

(x − x1 )(x − x2 ) … (x − xn ) (x − x0 )(x − x2 ) … (x − xn )

m
y = f(x) = y0 + y +⋯
(x0 − x1 )(x0 − x2 ) … (x0 − xn ) (x1 − x0 )(x1 − x2 ) … (x1 − xn ) 1

o
(x − x0 )(x − x1 ) … (x − xn−1 )
+ y
(xn − x0 )(xn − x1 ) … (xn − xn−1 ) n

Lagrange’s Inverse Interpolation Formula

.c
ie
 If data are (x0 , y0 ), (x1 , y1 )(x2 , y2 ), … , (xn , yn ).
 x0 , x1 , x2 , … , xn are unequally spaced then.

(y − y1 )(y − y2 ) … (y − yn ) h
(y − y0 )(y − y2 ) … (y − yn )
x=
(y0 − y1 )(y0 − y2 ) … (y0 − yn )
x0 +
c x +⋯
(y1 − y0 )(y1 − y2 ) … (y1 − yn ) 1

e
(y − y0 )(y − y1 ) … (y − yn−1 )
+ x
(yn − y0 )(yn − y1 ) … (yn − yn−1 ) n

T
Exercise-5
e
c
Determine the interpolating polynomial of degree three using
Lagrange’s interpolation for the table below.

C Que 1.
A x −1 0 1 3
Jun-10
y 2 1 0 −1
𝟏
[𝐏(𝐱) = (𝐱 𝟑 − 𝟐𝟓𝐱 + 𝟐𝟒)]
𝟐𝟒

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 54

Explain quadratic Lagrange’s interpolation .Compute f(2) by using

Lagrange’s interpolation method from the following data

x −1 0 1 3 Jun-13
H Que 2.
f(x) 2 1 0 −1

[−𝟎. 𝟕𝟓]

Find the Lagrange’s interpolating polynomial from the following

data. Also, Compute f(4) .

x 2 3 5 7 Dec-12
H Que 3.
f(x) 0.1506 0.3001 0.4517 0.6259

[𝟎. 𝟑𝟖𝟗𝟔]

m
Explain quadratic Lagrange’s interpolation .Compute f(9.2) by using
Lagrange’s interpolation method from the following data

x 9 9.5 11 o
.c
Dec-13
C Que 4.
f(x) 2.1972 2.2513 2.3979

ie
[𝟐. 𝟐𝟏𝟗𝟐]

h
Using Lagrange’s formula of fit a polynomial to the data.

c
x −1 0 2 3

e
DEC-11
y 8 3 1 12
T Que 5.

T
And hence find y(2).

e 𝐲(𝐱) =
𝟏
[𝟐𝐱 𝟑 + 𝟐𝐱 𝟐 − 𝟏𝟓𝐱 + 𝟗], 𝐲(𝟐) = 𝟏

c
𝟑

A
Find the Lagrange’s interpolating polynomial from the following
data.

x 0 1 4 5 Nov-10
T Que 6.
y 1 3 24 39

𝟏
[𝐏(𝐱) = [𝟑𝐱 𝟑 + 𝟏𝟎𝐱 𝟐 + 𝟐𝟕𝐱 + 𝟐𝟎]]
𝟐𝟎

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 55

From the following data find value of x when y = f(x) = 0.39.

x 20 25 30
Dec-15
C Que 7.
Y=f(x) 0.342 0.423 0.500

[𝐱 = 𝟐𝟐. 𝟖𝟒𝟏]

Find the Lagrange’s interpolating polynomial from the following

data. Find x,when f(x) = 13.00.

x 44 45 46 47
C Que 8.
f(x) 13.40 13.16 12.93 12.68

[𝟒𝟓. 𝟔𝟗]

Apply Lagrange’s formula to find a root of the equationf(x) = 0. m

x 30 34 38 o42

.c
T Que 9.
f(x) −30 −13 3 18

ie
[𝟑𝟕. 𝟐𝟑]

h
Find the Lagrange’s interpolating polynomial from the following
data. And Evaluate f(9)

x 5 c 7 11 13 17

e
Jun -14
H Que 10.

T
f(x) 150 392 1452 2366 5202

e
[𝟖𝟏𝟎]

c
Find y(12) by Lagrange’s Interpolation formula from following
values.

T Que 11.
A x 11 13 14 18 20 23 Dec-14
y 25 47 68 82 102 124

[𝐲(𝟏𝟐) = 𝟐𝟔. 𝟒𝟏]

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 6. Interpolation PAGE | 56

By Lagrange’s interpolation formula, Obtain the value of 𝑓(x) = 85.

x 2 5 8 14
Dec-15
C Que 12. y 94.8 97.9 81.3 68.7

[𝟒. 𝟔𝟏𝟒𝟏]

Find the Lagrange’s interpolation polynomial from the following

data. Also find f(2).

x 0 1 4 5 Dec-15
H Que 13.

f(x) 1 3 24 39
[𝟔. 𝟗]

Determine the interpolating polynomial of degree three by using

Lagrange’s interpolation for the following data. Also find f(2).

X -1 0 1 3 m
o
Dec-15
T Que 14.

.c
F(x) 2 1 0 -1

[𝐟(𝟐) = −𝟎. 𝟕𝟓]

3𝑥 2 −12𝑥+11
ie
Express the function (𝑥−1)(𝑥−2)(𝑥−3) as a sum of partial fractions,
using Lagrange’s Formula.
h Jun-11

c
C Que 15.
𝟏 𝟏 𝟏

e
[ + + ]
𝒙−𝟏 𝒙−𝟐 𝒙−𝟑

T
e 2𝑥 2 +3𝑥+5
Express the function (𝑥−1)(𝑥+2)(𝑥−2) as a sum of partial fractions,

c
using Lagrange’s formula.

A
H Que 16.
−𝟏𝟎 𝟕 𝟏𝟗
[ + + ]
𝟑(𝒙 − 𝟏) 𝟏𝟐(𝒙 + 𝟐) 𝟒(𝒙 − 𝟐)

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 7. Numerical Integration PAGE | 57

Trapezoidal
Rule

Gaussian Weddles
Integration Rule
Methods to
find
Integraton

Simpson's Simpson's
1/3 Rule 3/8 Rule

m
o
SR. NO. TOPIC NAME .c
1 Newton-Cotes Formulaie
1 Trapezoidal Rule h

Simpson’s 1/3c
e
2 – Rule

3
T
Simpson’s 3/8 – Rule

4 e Rule
Weddle’s
cGaussian Integration(Gaussian Quadrature)
A
5

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 7. Numerical Integration PAGE | 58

Newton-Cotes Formula
b
n3 n2 n 4 n3 n2
∫ f(x)dx = h [ny0 + n2 Δy0 + ( − ) Δ2 y0 + ( + − ) Δ3 y0 + ⋯ ]
a 6 4 24 6 4

b−a
Where, h =
n

Trapezoidal Rule ( If 𝐧 is a multiple of 𝟏.)

b
h b−a
∫ f(x)dx = [(y0 + yn ) + 2(y1 + y2 + ⋯ + yn−1 )] ; h =
a 2 n

Exercise-1
1 2
State Trapezoidal rule with n = 10 and evaluate ∫0 e−x dx. Nov-10
T Que.1
[𝟎. 𝟕𝟒𝟔𝟐]

C Que.2 Write Trapezoidal rule for numerical integration. m Jun-13

State Trapezoidal rule with n = 10 and evaluate ∫0 ex dx.

1
o Jun-11

.c
C Que.3
[𝟏. 𝟕𝟏𝟗𝟕]
1
State Trapezoidal rule with n = 10 and using it, evaluate dx. ∫0 2ex Dec-14

ie
H Que.4
[ 𝟑. 𝟒𝟑𝟗𝟒 ]
1 dx Nov-11
Evaluate ∫0 using trapezoidal rule with h = 0.2.

h
T Que.5 1+x2 Jun-11
[𝟎. 𝟕𝟖𝟑𝟕]

Evaluate ∫0
1 dx
c
using trapezoidal rule. May-15

e
H Que.6 1+x2
[𝟎. 𝟕𝟖𝟓𝟒]

T
Given the data below, find the isothermal work done on the gas as it
v
is compressed from v1 = 22L to v2 = 2L use w = − ∫v 2 P dv
C Que.7 V,L e 2 7 12 17
1
22 Dec-12

c
P(atm.) 12.20
Use Trapezoidal rule.
3.49 2.04 1.44 1.11

A
Consider the following tabular values.
[𝟔𝟖. 𝟏𝟐𝟓]

x 25 25.1 25.2 25.3 25.4 25.5 25.6

y = f(x) 3.205 3.217 3.232 3.245 3.256 3.268 3.28 Jun -12
H Que.8
Determine the area bounded by the given curve and X-axis between
x = 25 to x = 25.6 by Trapezoidal rule.
[𝟏. 𝟗𝟒𝟔𝟏]

6 dx
Evaluate ∫0 dx by using Trapezoidal rule taking h = 1. Jun -14
H Que.9 1+x2
[𝟏. 𝟒𝟏𝟎𝟖]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 7. Numerical Integration PAGE | 59
π
Evaluate ∫0 sin x dx , taking n = 10.
Dec-15
C Que.10
[𝟏. 𝟕𝟏𝟖𝟐]
1 dx
Evaluate ∫0 using Trapezoidal rule taking h = 0.2
1+x2
Dec-15
H Que.11
[𝟎. 𝟕𝟖𝟑𝟕]
5
Evaluate ∫1 log10 x dx taking 8 subintervals by Trapezoidal rule.
Dec-15
T Que.12
[𝟏. 𝟕𝟓𝟎𝟓]

Simpson’s 𝟏⁄𝟑- Rule ( If 𝐧 is a multiple of 𝟐.)

b
h
∫ f(x)dx = [(y0 + yn ) + 4(y1 + y3 + ⋯ + yn−1 ) + 2(y2 + y4 + ⋯ + yn−2 )]

m
a 3

o
b−a
;h =
n

Exercise-2
.c
ie
6 dx 1
Evaluate ∫0 1+x taking h = 1using Simpson’s 3 rule.Hence Obtain an
C Que.1 approximate value of log e 7. Jun-11

h
[𝟏. 𝟗𝟓𝟖𝟖]
1.3 x2
Derive Trapezoidal rule and Evaluate ∫0.5 e dx by using
T Que.2 1rd
simpson’s 3 rule.
c Dec-15

e [𝟐. 𝟎𝟕𝟔𝟐]

T
1 2.5
Using Simpson’s 3 rule evaluate ∫1 f(x)dx from the following data.

e
Take h = 0.3.
X 1 1.3 1.6 1.9 2.2 2.5
H Que.3 Jun-13

c
f(x) 1 1.69 2.56 3.61 4.84 6.25

A 1 6
[𝟒. 𝟑𝟐𝟓]
Using Simpson’s ⁄3 rule evaluate ∫0 f(x)dx from following data.
h = 1.
x 0 1 2 3 4 5 6
H Que.4 Dec-13
f(x) 1 0.5 0.3333 0.25 0.2 0.1666 0.1428

[𝟏. 𝟗𝟓𝟖𝟔]

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 7. Numerical Integration PAGE | 60

The speed , v meter per second , of a car , t seconds after it starts, is

shown in the following table
t 0 12 24 36 48 60 72 84 96 108 120

21.
v 0 3.6 10.08 18.90 18.54 10.26 4.5 4.5 5.4 9
6 Jun-10
T Que.5
Dec-10
Using Simpson’s 1/3 rule, find the distance travelled by the car in
2minutes.

[𝟏𝟐𝟐𝟐. 𝟓𝟔]

A river is 80 meter wide. The depth ‘d’ in meters at a distance x

meters from one bank is given by the following table, calculate the
1
area of cross-section of the river using Simpson’s 3 rule
C Que.6 Dec-11
x 0 10 20 30 40 50 60 70 80 May-15
d 0 4 7 9 12 15 14 8 3
[𝟕𝟏𝟎]
16
Consider the following tabular values.Find ∫10 ydx by Simpson rule.
m
1

o
3
T Que.7 x 10 11 12 13 14 15 16 Jun-12

.c
y 1.02 0.94 0.89 0.79 0.71 0.62 0.55
[𝟒. 𝟕𝟐𝟑𝟑]
3
6 1
Evaluate ∫−2(1 + x 2 )2 dx using Simpson’s 3 rule with taking 6

ie
C Que.8 subintervals. Use four digits after decimal point for calculation. Dec-12
[𝟑𝟔𝟎. 𝟏𝟖𝟑𝟎]

h
6 1 1
Evaluate ∫0 1+x2 dx by using Simpson’s 3 rule taking h = 1.
H Que.9 Jun-14

c
[𝟏. 𝟑𝟔𝟔𝟐]
A solid of revolution is formed rotating about x-axis, the lines x = 0,

e
x = 1 and a curve through the points with the following

T
coordinates.
C Que.10 X 0 0.25 0.5 0.75 1 May-15

e
Y 1 0.9896 0.9598 0.9089 0.8415
Estimate the volume of the solid formed using Simpson’s rule.

cπ
Evaluate ∫0 sin x dx, Take n = 10
[𝟏. 𝟏𝟎𝟓𝟗]

H Que.11
A [𝟏. 𝟕𝟏𝟖𝟐]
Dec-15

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 7. Numerical Integration PAGE | 61

Simpson’s 𝟑⁄𝟖- Rule ( If 𝐧 is a multiple of 𝟑.)

b
3h
∫ f(x)dx = [(y0 + yn ) + 2(y3 + y6 + ⋯ + yn−3 ) + 3(y1 + y2 + y4 + y5 + ⋯ + yn−2 + yn−1 )]
a 8
b−a
;h =
n

Exercise-3
3
C Que.1 Write the Simpson’s 8 rule for numerical integration. Dec-13
3 dx 3
Evaluate ∫0 with n = 6 by using Simpson’s 8 rule and hence
1+x
calculate log e 2.Estimate the bound of error involved in the process. Jun-10
T Que.2
Jun-14
[𝟏. 𝟑𝟖𝟖𝟖, 𝟎. 𝟎𝟓𝟔𝟑]

m
3 1 1 1
State Simpson’s 8 rule and evaluate ∫0 dx taking h = 6.and also
1+x2
Dec-10

o
1 1
by Simpson’s 3 rule taking h = 4.
H Que.3 May-15

.c
Dec-15
[𝟎. 𝟕𝟖𝟓𝟒 ]
5.2 3

ie
Evaluate the integral ∫4 log e x dx using Simpson’s 8 rule.
Dec-11
C Que.4
[𝟏. 𝟖𝟐𝟕𝟖]

h
Dividing the range into 10 equal part, evaluate ∫0 sin x dx by
π

C Que.5 3
simpson’s 8 rule.
c [𝟏. 𝟗𝟗]
May-15

e
T
1 dx 3
Evaluate ∫0 using Simpson’s 8 rule. [𝟎. 𝟔𝟗𝟑𝟕] Dec-15
T Que.6 1+x

e
c
A

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 7. Numerical Integration PAGE | 62

Weddle’s Rule (If 𝐧 is multiple of 6.)

b
3h (y0 +yn ) + (5y1 + y2 + 6y3 + y4 + 5y5 ) + (2y6 + 5y7 + y8 + 6y9 + y10 + 5y11 )
∫ f(x) dx = [ ]
a 10 + ⋯ + (2yn−6 + 5yn−5 + yn−4 + 6yn−3 + yn−2 + 5yn−1 )

b−a
;h =
n

Exercise-4
Consider the following tabular values.

x 25 25.1 25.2 25.3 25.4 25.5 25.6

f(x) 3.205 3.217 3.232 3.245 3.256 3.268 3.28

Jun -12
C Que.1
Determine the area bounded by the given curve and X-axis
between x = 25 to x = 25 .6 by Weddle’s rule.

m
[𝟏. 𝟗𝟒𝟔𝟎]

Consider the following tabular values.

16
Find∫10 ydx
o
by Weddle’s

.c
rule.

ie
x 10 11 12 13 14 15 16 Jun -12
H Que.2
y 1.02 0.94 0.89 0.79 0.71 0.62 0.55

h [𝟒. 𝟕𝟏𝟑]

c
e
T
e
c
A

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 7. Numerical Integration PAGE | 63

Gaussian integration (Gaussian Quadrature)

b
b−a b−a b+a
∫ f(x)dx = (w1 f(y1 ) + w2 f(y2 )+ ⋯ + wn f(yn )), Where x = y+
a 2 2 2

Table
𝑛 𝑤𝑖 𝑦𝑖 𝑛 𝑤𝑖 𝑦𝑖

1 2.0000 0.0000 0.65214 0.33998

2 1.0000 −0.57735 0.34785 0.86114

1.0000 0.57735 5 0.23693 −0.90618

3 0.55555 −0.77460 0.47863 −0.53847

0.88889 0.00000 0.56889 0.00000

0.55555 0.77460 0.47863 m 0.53847

4 0.34785 −0.86114 0.23693 o 0.90618

0.65214 −0.33998
.c
ie
You can also use following formula to find Gaussian Quadrature.

 h
One Point Gaussian Quadrature Formula (n = 1)

c
e
1

∫ f(x)dx = 2f(0)

T −1


e
Two Point Gaussian Quadrature Formula (n = 2)

c 1
1 1

A
∫ f(x)dx = f (− ) + f( )
√3 √3
−1

 Three Point Gaussian Quadrature Formula (n = 3)

1
8 5 3 3
∫ f(x)dx = f(0) + (f (−√ ) + f (√ ))
9 9 5 5
−1

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 7. Numerical Integration PAGE | 64

Exercise-5
1 𝑑𝑥
Evaluate ∫−1 1+𝑥 2 by using Gaussian quadrature formula with one
point, two points & three points. Dec-15
C Que.1
[𝟐, 𝟏. 𝟓, 𝟏. 𝟓𝟖𝟑𝟑𝟑]
1 𝑑𝑡
Evaluate 𝐼 = ∫0 by Gaussian formula with one point, two-point
1+𝑡 Dec-11
and three- points.
C Que.2
Dec-15
[𝟎. 𝟔𝟔𝟔𝟔𝟕, 𝟎. 𝟔𝟗𝟐𝟑𝟏, 𝟎. 𝟔𝟗𝟑𝟏𝟐]
1 2
Jun-10
Evaluate ∫0 𝑒 −𝑥 𝑑𝑥 by Gauss integration formula with 𝑛 = 3.
Dec-14
T Que.3
[𝟎. 𝟕𝟒𝟔𝟖𝟏] May-15
3
Evaluate ∫1 𝑠𝑖𝑛𝑥 𝑑𝑥 using Gauss Quadrature of five points. Compare

T Que.4
the result with analytic value.
m Nov-10

o
[𝟏. 𝟓𝟑𝟎𝟑𝟏, 𝟏. 𝟓𝟑𝟎𝟐𝟗]

.c
6 3
Evaluate integral ∫−2(1 + 𝑥 2 ) ⁄2 𝑑𝑥 by the Gaussian formula for

ie
𝑛 = 3. Dec-12
H Que.5
[𝟑𝟓𝟖. 𝟔𝟗𝟐𝟑𝟔]

h
c
e
T
e
c
A

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 8. Linear Algebric Equation PAGE | 65

Matrix Equation
The matrix notation for following linear system of equation is as follow:
a11 x1 + a12 x2 + a13 x3 + ⋯ + a1n xn = b1
a21 x1 + a22 x2 + a23 x3 + ⋯ + a2n xn = b2
a31 x1 + a32 x2 + a33 x3 + ⋯ + a3n xn = b3
…………………………………………………
am1 x1 + am2 x2 + am3 x3 + ⋯ + amn xn = bm }

a11 a12 a13 a1n b1 x1

a21 a22 a23 ⋯ a 2n b2 x2
Here A = a31 a32 a33 a3n B = b3 and X = x3
⋮ ⋱ ⋮ ⋮ ⋮
[am1 am2 am3 ⋯ amn ] [b m ] [xn ]

The above linear system is expressed in the matrix form as A ∙ X = B.

Elementary Transformation or Operation on a Matrix

m
Operation Meaning
o
.c
 R ij or R i ↔ R j Interchange of ith and jth rows

ie
Multiplication of all the elements of ith row by non zero
 k ∙ Ri
scalar k.
Multiplication of all the elements of ith row by nonzero

h
 R ij (k) or R j + k ∙ R i
scalar k and added into jth row.

Row Echelon Form of Matrix

c
e
To convert the matrix into row echelon form follow the following steps:

1.
T
Every zero row of the matrix occurs below the non zero rows.

e
2. Arrange all the rows in strictly decreasing order.
3. Make all the entries zero below the leading (first non zero entry of the row)

c
element of 1st row.
4. Repeat step-3 for each row.

A
Reduced Row Echelon Form of Matrix:
To convert the matrix into reduced row echelon form follow the following steps:

1. Convert given matrix into row echelon form.

2. Make all leading elements 1(one).
3. Make all the entries zero above the leading element 1(one) of each row.

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 8. Linear Algebric Equation PAGE | 66
Gauss Elimination Method
To solve the given linear system using Gauss elimination method, follow the following
steps:

1. Start with augmented matrix [A ∶ B].

2. Convert matrix A into row echelon form with leading element of each row is
one(1).
3. Apply back substitution for getting equations.
4. Solve the equations and find the unknown variables (i.e. solution).

Exercise-1
Solve the following system of equations by Gauss-elimination method.
x + y + z = 9,2x − 3y + 4z = 13,3x + 4y + 5z = 40.
H Que. 1 Jun-11
[𝟏, 𝟑, 𝟓 ]
2x + y + z = 10 , 3x + 2y + 3z = 18 , x + 4y + 9z = 16.
C Que. 2
[𝟕, −𝟗, 𝟓]
x + 2y + z = 3,2x + 3y + 3z = 10,3x − y + 2z = 13.
T Que. 3

m
[𝟐, −𝟏, 𝟑]
2x + 3y − z = 5,4x + 4y − 3z = 3,2x − 3y + 2z = 2.
H Que. 4

o
[𝟏, 𝟐, 𝟑]
2x + y − z = 1,5x + 2y + 2z = −4,3x + y + z = 5.

.c
T Que. 5 Dec-12
[𝟏𝟒, −𝟑𝟐, −𝟓]
8y + 2z = −7,3x + 5y + 2z = 8,6x + 2y + 8z = 26.
𝟏

ie
C Que. 6 Jun-14
[𝟒, −𝟏, ]
𝟐
x + 4y − z = −5, x + y − 6z = −12,3x − y − z = 4.
H Que. 7 May-15

h
[𝟐. 𝟎𝟖𝟒𝟓, −𝟏. 𝟏𝟒𝟎𝟖, 𝟏. 𝟔𝟒𝟕𝟕]
x + y + 2z = 4,3x + y − 3z = −4,2x − 3y − 5z = −5
H Que. 8 May-15

c
[𝟏, −𝟏, 𝟐]

Exercise-2
e
T
Solve the following system of equations using partial pivoting by Gauss-elimination method. (With
Partial Pivoting )

e
8x2 + 2x3 = −7 , 3x1 + 5x2 + 2x3 = 8 , 6x1 + 2x2 + 8x3 = 26.
Dec-10

c
C Que. 1 𝟏
[𝟒, −𝟏, ] Jun-10
𝟐

A
x + y + z = 7 , 3x + 3y + 4z = 24 , 2x + y + 3z = 16. Nov-11
T Que. 2
[𝟑, 𝟏, 𝟑] Dec-15
2x1 + 2x2 − 2x3 = 8 , −4x1 − 2x2 + 2x3 = −14
H Que. 3 −2x1 + 3x2 + 9x3 = 9.
[𝟑, 𝟐, 𝟏]

2x1 + 2x2 + x3 = 6,4x1 + 2x2 + 3x3 = 4, x1 + x2 + x3 = 0 Jun-15

T Que. 4
[𝟓, 𝟏, −𝟔] Dec-15

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 8. Linear Algebric Equation PAGE | 67
Gauss Seidel Method
This is a modification of Gauss-Jacobi method. In this method we replace the
approximation by the corresponding new ones as soon as they are calculated.
Consider the system of equations.
𝐚𝟏 𝐱 + 𝐛𝟏 𝐲 + 𝐜𝟏 𝐳 = 𝐝𝟏
𝐚𝟐 𝐱 + 𝐛𝟐 𝐲 + 𝐜𝟐 𝐳 = 𝐝𝟐
𝐚𝟑 𝐱 + 𝐛𝟑 𝐲 + 𝐜𝟑 𝐳 = 𝐝𝟑
Where co-efficient matrix 𝐀 must be diagonally dominant,
|𝐚𝟏 | ≥ |𝐛𝟏 | + |𝐜𝟏 |
|𝐛𝟐 | ≥ |𝐚𝟐 | + |𝐜2 |
|𝐜𝟑 | ≥ |𝐚𝟑 | + |𝐛𝟑 | … … (𝟏)
And the inequality is strictly greater than for at least one row.
Solving the system (𝟏) for 𝐱, 𝐲, 𝐳 respectively,we obtain
m
o
𝟏
𝐱= (𝐝 − 𝐛𝟏 𝐲 − 𝐜𝟏 𝐳)
𝐚𝟏 𝟏

.c
𝟏
𝐲= (𝐝 − 𝐚𝟐 𝐱 − 𝐜𝟐 𝐳)
𝐛𝟐 𝟐

ie
𝟏
𝐳= (𝐝 − 𝐚𝟑 𝐱 − 𝐛𝟑 𝐲) … … (𝟐)
𝐜𝟑 𝟑
We start with 𝐱 𝟎 = 𝟎, 𝐲𝟎 = 𝟎 & 𝐳𝟎 = 𝟎 in equ.(𝟐)
h
∴ 𝐱𝟏 =c 𝟏
(𝐝 − 𝐛𝟏 𝐲𝟎 − 𝐜𝟏 𝐳𝟎 )

e
𝐚𝟏 𝟏

T
Now substituting 𝐱 = 𝐱 𝟏 & 𝐳 = 𝐳𝟎 in the second equ. Of (𝟐)

e
𝟏
∴ 𝐲𝟏 = (𝐝 − 𝐚𝟐 𝐱 𝟏 − 𝐜𝟐 𝐳𝟎 )
𝐛𝟐 𝟐

c
Now substituting 𝐱 = 𝐱 𝟏 & 𝐲 = 𝐲1 in the third equ. Of (𝟐)

A ∴ 𝐳𝟏 =
𝟏
(𝐝 − 𝐚𝟑 𝐱 𝟏 − 𝐛𝟑 𝐲𝟏 )
𝐜𝟑 𝟑
This process is continued till the values of 𝐱, 𝐲, 𝐳 are obtained to desired degree of
accuracy.

C.V.N.M. - 2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 8. Linear Algebric Equation PAGE | 68
Exercise-4
Solve the following system of equations by Gauss-Seidel method.
Jun-10
C Que. 1 10𝑥1 + 𝑥2 + 𝑥3 = 6 , 𝑥1 + 10𝑥2 + 𝑥3 = 6 , 𝑥1 + 𝑥2 + 10𝑥3 = 6.
Dec-15
[𝟎. 𝟓, 𝟎. 𝟓, 𝟎. 𝟓]
Use Gauss seidel method to determine roots of the following
T Que. 2 equations. 2𝑥 − 𝑦 = 3 , 𝑥 + 2𝑦 + 𝑧 = 3 , −𝑥 + 𝑧 = 3. Jun-13
[𝟏, −𝟏, 𝟒]
Use Gauss seidel method to find roots of the following equations.
Dec-13
H Que. 3 8𝑥 + 𝑦 + 𝑧 = 5 , 𝑥 + 8𝑦 + 𝑧 = 5 , 𝑥 + 𝑦 + 8𝑧 = 5.
May-15
[𝟎. 𝟓, 𝟎. 𝟓, 𝟎. 𝟓]
Solve the following system of equations by Gauss-Seidel method.
10𝑥1 + 𝑥2 + 𝑥3 = 12 , 2𝑥1 + 10𝑥2 + 𝑥3 = 13, Dec-10
H Que. 4
2𝑥1 + 2𝑥2 + 10𝑥3 = 14. Dec-15
[𝟏, 𝟏, 𝟏]
Solve by Gauss-Seidel & Gauss-Jacobi method correct up to two
decimal places.
C Que. 5 Jun-11
20𝑥 + 2𝑦 + 𝑧 = 30, 𝑥 − 40𝑦 + 3𝑧 = −75,2𝑥 − 𝑦 + 10𝑧 = 30.

m
[𝟏. 𝟏𝟒, 𝟐. 𝟏𝟑, 𝟐. 𝟗𝟗]
Solve this system of linear equations using Jacobi’s method in three

o
iterations first check the co-efficient matrix of the following systems
H Que. 6 is diagonally dominant or not? Dec-15

.c
20𝑥 + 𝑦 − 2𝑧 = 17, 2𝑥 − 3𝑦 + 20𝑧 = 25, 3𝑥 + 20𝑦 − 𝑧 = −18
[𝟏, −𝟏, 𝟏]
Solve the following system of equations by Gauss-Seidel method.

ie
H Que. 7 20𝑥 + 𝑦 − 2𝑧 = 17, 2𝑥 − 3𝑦 + 20𝑧 = 25, 3𝑥 + 20𝑦 − 𝑧 = −18 Jun-14
[𝟏, −𝟏, 𝟏]

h
Solve by Gauss-Seidel method correct up to three decimal places.
C Que. 8 2𝑥 + 𝑦 + 54𝑧 = 110,27 𝑥 + 6𝑦 − 𝑧 = 85,6𝑥 + 15𝑦 + 2𝑧 = 72. Nov-11

c
[𝟐. 𝟒𝟐𝟐, 𝟑. 𝟓𝟖𝟎, 𝟏. 𝟖𝟖𝟏]
Solve by Gauss-Seidel Method.
H Que. 9
e
9𝑥 + 2𝑦 + 4𝑧 = 20, 𝑥 + 10𝑦 + 4𝑧 = 6,2𝑥 − 4𝑦 + 10𝑧 = −15.

T
[𝟐. 𝟕𝟒, 𝟎. 𝟗𝟗, −𝟏. 𝟔𝟓]
Solve by Gauss-Seidel method correct up to three decimal places.

e
H Que. 10 10𝑥 − 5𝑦 − 2𝑧 = 3,4𝑥 − 10𝑦 + 3𝑧 = −3, 𝑥 + 6𝑦 + 10𝑧 = −3.
[𝟎. 𝟑𝟒𝟐, 𝟎. 𝟐𝟖𝟓, −𝟎. 𝟓𝟎𝟓]

c
Check whether the following system is diagonally dominant or not. If
not, re-arrange the equations so that it becomes diagonally dominant
T Que. 11 A
and hence solve the system of simultaneous linear equation by Gauss
sidle Method.
−100𝑦 + 130𝑧 = 230, −40𝑥 + 150𝑦 − 100𝑧 = 0,60𝑥 − 40𝑦 = 200.
Dec-12

[𝟕. 𝟕𝟖, 𝟔. 𝟔𝟕, 𝟔. 𝟗𝟎]

Solve the following system of equations using Gauss-Seidel method
correct up to three decimal places.
H Que. 12 Dec-13
60𝑥 − 4𝑦 + 6𝑧 = 150 ; 2𝑥 + 2𝑦 + 18𝑧 = 30 ; 𝑥 + 17𝑦 − 2𝑧 = 48
[𝟐. 𝟓𝟖𝟎, 𝟐. 𝟕𝟗𝟖, 𝟏. 𝟎𝟔𝟗]
State diagonal dominant property .Using Gauss-seidel method solve
T Que. 13 6𝑥 + 𝑦 + 𝑧 = 105 ; 4𝑥 + 8𝑦 + 3𝑧 = 155 ; 5𝑥 + 4𝑦 − 10𝑧 = 65 May-15
[𝟏𝟓, 𝟏𝟎, 𝟓]

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 8. Linear Algebric Equation PAGE | 69
By gauss Seidel method solve the following system upto six iteration
12𝑥1 + 3𝑥2 − 5𝑥3 = 1 ; 𝑥1 + 5𝑥2 + 3𝑥3 = 28 ; 3𝑥1 + 7𝑥2 + 13𝑥3 = 76
T Que. 14 May-15
Use initial condition (𝑥1 𝑥2 x3 ) = (1 0 1).
[𝟏, 𝟑, 𝟒]
By gauss Seidel method solve the following system
H Que. 15 2x + y + 6z = 9 ; 8x + 3y + 2z = 13 ; x + 5y + z = 7 May-15
[𝟏, 𝟏, 𝟏]
State the Direct and iterative methods to solve system of linear
equations. Using Gauss-Seidel method ,solve
H Que. 16 Dec-15
2x1 − x2 = 7 ; −x1 + 2x2 − x3 = 1 ; −x2 + 2x3 = 1
[𝟓. 𝟑𝟏𝟐𝟓, 𝟒. 𝟑𝟏𝟐𝟓, 𝟐. 𝟔𝟓𝟔𝟑]

m
o
.c
ie
h
c
e
T
e
c
A

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 9. Roots Of Non-Linear Equation PAGE | 70

Methods to find Roots

of equations

Regula-Falsi Method Newton-Raphson Method

Bisection Method Secant Method

SR.NO. TOPIC NAME

m
1 Bisection Method

o
2 Secant Method

.c
3 Regula-Falsi Method (False Position Method)

5 Newton-Raphson Method

ie
h
c
e
T
e
c
A

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 9. Roots Of Non-Linear Equation PAGE | 71

Bisection Method
 f(x) = 0
 If f(a) > 0 and f(b) < 0 ,Where a and b are consecutive integer, then
a+b
x1 =
2
 Check f(x1 ) > 0 OR f(x1 ) < 0.
x1 +b
 If f(x1 ) > 0,then x2 = 2

OR
a+x1
If f(x1 ) < 0,then we find x2 = 2
.
 Check f(x2 ) > 0 OR f(x2 ) < 0.
x2 +b x2 +x1
 If f(x1 ) > 0, f(x2 ) > 0 then x3 = OR f(x1 ) < 0, f(x2 ) > 0 then x3 =
2 2

OR
If f(x1 ) > 0, f(x2 ) < 0 then x3 =
x1 +x2
m
OR f(x1 ) < 0, f(x2 ) < 0 then x3 =
a+x2

o
2 2

.c
Processing like this when latest two consecutive values of x are not same.

Exercise-1

ie
Find the positive root of x = cos x correct up to three decimal
Jun-10

h
C Que.1 . places by bisection method.
[𝟎. 𝟕𝟑𝟗]

c
Solve x = cosx by Bisection method correct up to two decimal

e
H Que.2 places. Jun-14

T [𝟎. 𝟕𝟓]

e
Explain bisection method for solution of equation. Using this
method find the approximate solution x 3 + x − 1 = 0 of

c
C Que.3 Dec-13
correct up to three decimal points.

A Perform the five iterations of the bisection method to obtain a

[𝟎. 𝟔𝟖𝟑]
Nov-10
x
T Que.4 root of the equation f(x) = cos x − xe = 0.
[𝟎. 𝟓𝟑𝟏𝟐𝟓]
Find root of equation x 3 − 4x − 9 = 0, using the bisection
T Que.5 method in four stages. Jun-11

[𝟐. 𝟔𝟖𝟕𝟓]

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 9. Roots Of Non-Linear Equation PAGE | 72

Perform the five iteration of the bisection method to obtain a

H Que.6 root of the equation x 3 − x − 1 = 0. Nov-11

[𝟏. 𝟑𝟒𝟑𝟕𝟓]
Find the negative root of x 3 − 7x + 3 = 0 bisection method
C Que.7 up to three decimal place. Jun-12

[−𝟐. 𝟖𝟑𝟗]
Find a real root of the following equation by bisection method
a) ex − 2cosx = 0
H Que.8 b) x 3 − 9x + 1 = 0
c) xlog10x − 1.2 = 0(up to four stage)
[𝟎. 𝟔𝟗𝟑𝟏, 𝟎. 𝟏𝟏𝟏𝟑, 𝟐. 𝟔𝟖𝟕𝟓]
Use bisection method to find a root of equation
T Que.9 x 3 + 4x 2 − 10 = 0 in the interval [1,2].Use four iteration. Dec-12

m
[𝟏. 𝟑𝟏𝟐𝟓]

o
Perform three iterations of Bisection method to obtain root of
May-15

.c
H Que.10 the equation 2 sin x − x = 0.
[𝟏. 𝟖𝟕𝟓]

ie
Explain bisection method for solving an equation f(x) = 0.Find
the real root of equation x 2 − 4x − 10 = 0 by using this
T Que.11 method correct to three decimal places. Dec-15

h
c
[𝟓. 𝟕𝟒𝟐]

Secant Method
e
 f(x) = 0
T
e
x −x
 xn+1 = xn − (f(x n)−f(xn−1 )) f(xn ); n = 1,2,3, …
n n−1

c
Processing like this when latest two consecutive values of x are not same.
Explanation:
A
Approximate the graph of y = f(x) by Secant Line determined by two initial points
[x0 , f(x0 )] and [x1 , f(x1 )], as shown in figure.
Define x2 to be the point of intersection of the line(secant) through these two points;
then figure shoes that x2 will be the closer x than either x0 or x1 . Using the slope formula
with secant line, we have
f(x1 ) − f(x0 )
m= … (1)
x1 − x0

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 9. Roots Of Non-Linear Equation PAGE | 73
f(x1 ) − f(x2 ) f(x1 ) − 0
m= = … (2)
x1 − x2 x1 − x2
By Eq. (1) & (2),
f(x1 ) − f(x0 ) f(x1 ) − 0
=
x1 − x0 x1 − x2
f(x1 )(x1 − x0 )
⟹ x1 − x2 =
f(x1 ) − f(x0 )
f(x1 )(x1 − x0 )
⟹ x2 = x1 −
f(x1 ) − f(x0 )
Using x1 and x2 , repeat this process to obtain x3 etc.
The general term is given by
xn − xn−1
xn+1 = xn − ( ) f(xn ); n = 1,2,3, …
f(xn ) − f(xn−1 )

Regula-Falsi Method (False Position Method) m

 f(x) = 0.
o
.c
 If f(x0 ) ∙ f(x1 ) < 0,Where x0 and x1 are consecutive integer, then we find
x1 f(x0 ) − x0 f(x1 )

ie
x2 =
f(x0 ) − f(x1 )

 Check f(x2 ) < 0 or f(x2 ) > 0.

 If f(x2 ) ∙ f(x1 ) < 0 ,then we find
h
c x3 =
x1 f(x2 ) − x2 f(x1 )

e
f(x2 ) − f(x1 )

T
OR
 If f(x2 ) ∙ f(x0 ) < 0 ,then we find

e
c
x0 f(x2 ) − x2 f(x0 )
x3 =
f(x2 ) − f(x0 )

A
Processing like this when latest two consecutive values of x are not same.

Exercise-2
Find the positive solution of f(x) = x − 2sinx = 0 by the secant Nov-10
C Que.1 method, starting form x0 = 2, x1 = 1.9. Jun-14
[𝟏. 𝟖𝟗𝟓𝟓]
Derive Secant method and solve xex − 1 = 0 correct up to three
T Que.2 decimal places between 0 and 1. Jun-12
[𝟎. 𝟓𝟔𝟕]

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 9. Roots Of Non-Linear Equation PAGE | 74

Find the real root of the following by secant method.

H a) x 2 − 4x − 10 = 0 (using x0 = 4, x1 = 2,upto six iteration)
Que.3
b) x 3 − 2x − 5 = 0 (using x0 = 2, x1 = 3, upto four iteration)
[𝟓. 𝟕𝟒𝟏𝟏, 𝟐. 𝟎𝟗𝟐𝟖]
Use Secant method to find the roots of cos x − xex = 0 correct
H Que.4 upto 3 decimal places of decimal. May-15
[𝟎. 𝟓𝟏𝟖]
−x
Find smallest positive root of an equation x − e = 0 using
T Que.5 Regula Falsi method correct to four significant digits. May-15
[𝟎. 𝟔𝟎𝟔𝟓]
Apply False Position method to find the negative root of the
C Que.6 equation x 3 − 2x + 5 = 0 correct to four decimal places. May-15
[−𝟐. 𝟎𝟗𝟒𝟔]
3
Find a root of the equation x − 4x − 9 = 0 using False-position
C Que.7 method correct up to three decimal. Dec-15
[𝟐. 𝟕𝟎𝟔𝟓]
Explain False position method for finding the root of the equation
H Que.8
f(x) = 0.Use this method to find the root of an equation x = e−x
m Dec-15

o
correct up to three decimal places.
[𝟎. 𝟓𝟔𝟕]

.c
Using method of False-position, compute the real root of the
H Que.9 equation x log x − 1.2 = 0 correct to four decimals. Dec-15
[𝟐. 𝟕𝟒𝟎𝟐𝟏]

i e
h
Newton-Raphson Method (Newton’s Method)

c
 f(x) = 0
 f(a) ∙ f(b) < 0

e
 x0 = a when |f(a)| < |f(b)| OR x0 = b when |f(b)| < |f(a)|.

T f(xn )

e
xn+1 = xn − ; n = 0,1,2,3 …
f ′ (xn )

c Where f ′ (xn ) ≠ 0

A
Processing like this when latest two consecutive values of x are not same.
Explanation:
Le x1 be the root of f(x) = 0 and x0 be an approximation to x1 . If h = x1 − x0 , then by
Taylor’s Series,
h2 ′′
f(x0 + h) = f(x0 ) + h f ′ (x0 ) + f (x0 ) + ⋯
2!
Since, x1 = x0 + h is root. f(x1 ) = f(x0 + h) = 0
If h is chosen too small enough, then we can neglect 2nd , 3rd and higher powers of h.
We have,

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 9. Roots Of Non-Linear Equation PAGE | 75
f(x0 )
0 = f(x0 ) + h f ′ (x0 ) ⟹ h = − ; f ′ (x0 ) ≠ 0.
f ′ (x0 )
Suppose that, x1 = x0 + h be the better approximation.
f(x0 )
⟹ x1 = x0 −
f ′ (x0 )
By repeating the process,
f(x1 )
⟹ x2 = x1 −
f ′ (x1 )
f(x2 )
⟹ x3 = x2 −
f ′ (x2 )
In general,
f(xn )
xn+1 = xn − ; n = 0,1,2,3 …
f ′ (xn )
Where f ′ (xn ) ≠ 0
m
o
This is called Newton-Raphson Formula.

.c
Note
If the function is linear then N-R method has to be failed.

ie
𝟏
Find the iterative formula for √𝐍 and 𝐍 by N-R method.
Formula for √𝐍

x = √N ⟹ x 2 − N = 0 ⟹ f(x) = x 2 − N h
c
e
⟹ f ′ (x) = 2x

By N-R formula,
T
f(x )
xn+1 = xn − f′ (xn )- e
n

c
= xn −
A
xn 2 − N 2xn 2 − xn 2 + N
2xn
=
2xn

xn 2 + N 1 N
= = (xn + )
2xn 2 xn

𝟏
Formula for 𝐍

1 1 1
x= ⟹ − N = −0 ⟹ f(x) = − N
N x x

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 9. Roots Of Non-Linear Equation PAGE | 76
1
⟹ f ′ (x) = −
x2

By N-R formula,

1
f(xn ) −N 1
xn
xn+1 = xn − f′ (xn )
= xn − 1 = xn + (x − N) xn 2 = 2xn − Nxn 2
− 2 n
xn

xn+1 = xn (2 − Nxn )

Exercise-3
Derive the Newton Raphson iterative scheme by drawing Nov-10
C Que.1 May-15
appropriate figure.
Explain Newton’s method for solving equation f(x) = 0.
C Apply this method to find the approximate solution of Jun-13
Que.2

m
x 3 + x − 1 = 0 correct up to three decimal.
[𝟎. 𝟔𝟖𝟐]

H Que.3
Using Newton-Raphson method, find a root of the equation
x 3 + x − 1 = 0 correct to four decimal places. o Jun-14

.c
[𝟎. 𝟔𝟖𝟐𝟑]
Find the positive root of x = cos x correct up to three decimal places

ie
T Que.4 by N-R method. Jun-11
[𝟎. 𝟕𝟑𝟗]

h
Find to four decimal places, the smallest root of the equation
T Que.5 sin x = e−x Using the N-R starting with x0 = 0.6. Dec-11

c [𝟎. 𝟓𝟖𝟖𝟓]
Jun-12

e
C Que.6 Obtain Newton-Raphson formula from Taylor’s theorem.
Find a root of x 4 − x 3 + 10x + 7 = 0 correct up to three decimal
C Que.7
T
places between a = −2 & b = −1 by N-R method. Jun-12

e
[−𝟏. 𝟒𝟓𝟒]
3
Find a zero of function f(x) = x − cos x with starting point

c
T Que.8 x0 = 1 by NR Method could x0 = 0 be used for this problem ? Dec-12
[𝟎. 𝟖𝟔𝟓𝟓]
T Que.9
A
Discuss the rate of convergence of NR Method.
Find an iterative formula to find √N (N is a positive number) and
Jun-12

C Que.10 hence find √5. Jun-10

[𝟐. 𝟐𝟑𝟔𝟏]
Explain Newton’s method for solving equation f(x) = 0.
H Apply this method to Find an iterative formula to find √N and hence Dec-13
Que.11
find √7 Correct up to three decimal points.
[𝟐. 𝟔𝟒𝟔]
Set up a Newton iteration for computing the square root x of a given
T Que.12 positive number c and apply it to c = 2. Nov -10
[𝟏. 𝟒𝟏𝟒𝟐]

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 9. Roots Of Non-Linear Equation PAGE | 77

Find an iterative formula to find √N.(Where N is a positive number).

H Que.13 Hence find √27.
[𝟓. 𝟏𝟗𝟔𝟐]
Find a real root by N-R method.
a) x 3 − 3x − 5 = 0
H Que.14 b) x = e−x (up to three decimal)
c) 3x − cosx − 1 = 0 (up to three decimal)
[𝟐. 𝟐𝟕𝟗𝟎, 𝟎. 𝟓𝟔𝟕, 𝟎. 𝟔𝟎𝟕]
1
Find an iterative formula to find N(Where N is positive number) and
C Que.15 hence evaluat-e 1 1 1
, 19 , 23.
3
[𝟎. 𝟑𝟑𝟑, 𝟎. 𝟎𝟓𝟐𝟔, 𝟎. 𝟎𝟒𝟑𝟓]
Derive an iterative formula to find √N hence find approximate value
H Que.16 Dec-14
of √65 and √3, correct up to three decimal places.
[𝟖. 𝟎𝟔𝟐, 𝟏. 𝟕𝟑𝟐]
Derive an iterative formula for finding cube root of any positive
number using Newton Raphson method and hence find approximate May-15

m
C Que.17 3
value of √58.

o
[𝟑. 𝟖𝟕𝟎𝟖]
Using Newton-Raphson method find a root of the equation xex = 2

.c
H Que.18 Correct to three decimal places. Dec-15
[𝟎. 𝟓𝟏𝟖]
Find the √10 correct to three decimal places by using Newton-

ie
H Que.19 Raphson iterative method. Dec-15
[𝟑. 𝟏𝟔𝟐𝟑]

h
Use Newton-Raphson method to find smallest positive root of f(x) =
T Que.20 x 3 − 5x + 1 = 0 correct to four decimals. Dec-15

c
[𝟎. 𝟐𝟎𝟏𝟔𝟒]

e
T
e
c
A

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 10. Iterative Methods for Eigen Value Page | 78

Power Method
 Given A = 2 × 2 matrix or 3 × 3 matrix.
 We take initial vector x0 then find second vector x1 by A x0 = λ x1 .
 Find x2 by A x1 = λ x2 .
 Processing like this when latest two consecutive values of X are not same.
 Second Eigen value = Trace of matrix A – first Eigen value. ( for only 2 × 2 )

Rayleigh Quotient Method

 Starting with an arbitrary vector x0 we form the sequence of vectors.
 x1 = Ax0 , x2 = Ax1 , … , xk+1 = Axk .
x′𝑘 x′k+1
 Obtain the Rayleigh quotients by q k = .
x′𝑘 ∙ x′𝑘

Note
m
o
 Rayleigh quotient method is used to find the dominant eigenvalue of a real

.c
symmetric matrix.
 The q k are scalars, Since it is the ratio of two scalar products.

Exercise-4
ie
h
Use power method to find the largest of Eigen values of the matrix
4 2 Nov-10
H Que.1

c
A=[ ]. Perform four iterations only. [ 𝟒. 𝟗𝟏]
1 3

e
−1 1 4
Determine the largest eigenvalues of matrix of 𝐴 = [ 10 1 1] by

T
Jun-12
C Que.2 3 1 1

e
power method. [ 𝟓. 𝟕𝟖 ]

c
2 −1 0
Find the largest eigen value of 𝐴 = [−1 2 −1] by power method.

A
0 −1 2 May-15
H Que.3
[ 𝟑. 𝟒𝟏𝟒𝟐 ]

1 6 1
Determine the largest eigenvalues of matrix of 𝐴 = [1 2 3] by
Dec-15
H Que.4 0 0 0
power method. [𝟒]

−1 −3 2
Determine the largest eigenvalues of matrix of 𝐴 = [ 4 4 −1]
Dec-15
H Que.5 6 3 5
by power method. [ 𝟕. 𝟏𝟖𝟒]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 10. Iterative Methods for Eigen Value Page | 79
1 −3 2
Determine the largest eigen value of 𝐴 = [4 4 −1] by Power
Jun-14
H Que.6 6 3 5
method. [𝟔. 𝟗𝟖]

Choosing 𝑥0 = [1,1,1]T writing 𝑥𝑖+1 = 𝐴𝑥𝑖 & assigning 𝑥3 = 𝑥, 𝑥4 = 𝑦.

Apply the power method to find Eigen value of matrix A, compute the
Rayleigh quotient & an error bound at this stage, where 𝐴 = Dec-12
C Que.7 2 −1 1
[−1 3 2]. [𝟒. 𝟗𝟗, 𝟒. 𝟗𝟕, 𝟎. 𝟎𝟐]
1 2 3

By Rayleigh quotient method find the dominant Eigen value of

H Que.8 5 4
A=[ ]. [𝟖. 𝟏𝟐]
4 3
1 2
Find the dominant Eigen value of A = [ ] by power method and

m
3 4
hence find the other Eigen value also. Verify your results by any other Jun-10
H Que.9

o
matrix theory. [ 𝟓. 𝟑𝟖, −𝟎. 𝟑𝟖, 𝟓. 𝟑𝟕]

.c
By Rayleigh quotient method find the dominant Eigen value of

10 7 8

ie
C Que.10
A= [ 7 5 6 ]. [𝟐𝟐. 𝟕𝟔]
8 6 10

Que.11 A = [ 3 −5]. h
Use power method to find the largest of Eigen values of the matrix
Jun-11

c
H [𝟔. 𝟕]
−2 4

e
Find the dominant Eigen value of A = [
2 3
] by power method.

T
5 4 Nov-11
H Que.12

e
[𝟕. 𝟎𝟎]

c
Find numerically smallest Eigen value of the given matrix using
−15 4 3

A
power method, correct up to three decimal places.[ 10 −12 6]. Dec-14
C Que.13 20 −4 2
[𝐥𝐚𝐫𝐠𝐞𝐬𝐭 𝐞𝐢𝐠𝐞𝐧 𝐯𝐚𝐥𝐮𝐞 = 𝟎. 𝟐𝟎, 𝐬𝐦𝐚𝐥𝐥𝐞𝐬𝐭 𝐞𝐢𝐠𝐞𝐧 𝐯𝐚𝐥𝐮𝐞 = 𝟓]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 80

Picard's Method

Taylor's Method

Euler's Method(R-K 1st Order Method)

Methods for
O.D.E. Modified Euler's Method

Improved Euler's Method

(R-K 2nd order method)(Heun's method)

m
Runge-Kutta 4th Order Method

o
.c
SR. NO. TOPIC NAME

1 Picard's Method

2 Taylor 's Method ie

h
c
3 Euler's Method (R-K 1st Order Method)

4
e
Modified Euler's Method

T
e
Improved Euler's Method
5
(Heun's Method OR Runge-Kutta 2nd Order Method)

6 c
Runge-Kutta 4th Order Method

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 81

Picard’s Method
dy
 If = f(x, y); y(x0 ) = y0
dx
 Picard’s formula
x
yn = y0 + ∫ f(x, yn−1 )dx ; n = 1,2,3, …
x0

Note
 We stop the process, When yn = yn−1 , up to the desired decimal places.
 This method is applicable only to a limited class of equations in which successive
integrations can be performed easily.

Exercise-1
dy
Using Picard’s method solve − 1 = xy with initial
dx
C Que 1. condition y(0) = 1, compute y(0.1) correct to three decimal
places.
[𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟎𝟓]
m
o
dy
Solve dx = 3 + 2xy.Where y(0) = 1, for x = 0.1 by Picard’s
T Que 2. method. Jun-12

.c
[𝐲(𝟎. 𝟏) = 𝟏. 𝟑𝟏𝟐𝟏]
Obtain Picard’s second approximation solution of the initial

ie
dy
value problem dx = x 2 + y 2 for x = 0.4 correct places, given
T Que 3.
that y(0) = 0.

h
[𝐲(𝟎. 𝟒) = 𝟎. 𝟎𝟐𝟏𝟒]
dy

c
Using Picard’s method solve = x + y 2 , y(0) = 1.
dx
H Que 4. 𝟑 𝟐 𝐱𝟒 𝐱𝟓

e
[𝐲𝟐 = 𝟏 + 𝐱 + 𝐱 𝟐 + 𝐱 𝟑 + + ]
𝟐 𝟑 𝟒 𝟐𝟎

T
e
c
A

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 82

Taylor Series
dy
 If = f(x, y); y(x0 ) = y0
dx
 Taylor’s series expansion
(x − x0 ) ′ (x − x0 )2 ′′
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + ⋯
1! 2!
Putting x = x1 = x0 + h ⇒ x − x0 = h
h h2 ′′
∴ y(x1 ) = y(x0 + h) = y(x0 ) + y ′ (x0 ) + y (x0 ) + ⋯
1! 2!
h h2
So, y(x1 ) = y1 = y0 + 1! y0 ′ + 2! y0 ′′ + ⋯

h ′ h2 ′′ h3 ′′′
∴ y(xn ) = yn = yn−1 + yn−1 + yn−1 + y +⋯
1! 2! 3! n−1
Where, h = xn − xn−1 ; n = 1,2,3, …

Exercise-2

m
dy
Use Taylor’s series method to solve = x 2 y − 1,y(0) = 1.
dx

o
C Que 1. Also find y(0.03). Dec-10
[𝐲(𝟎. 𝟎𝟑) = 𝟎. 𝟗𝟕𝟎𝟎]

.c
Using Taylor series method, find correct four decimal place,
dy
T Que 2. the value of y(0.1), given dx = x 2 + y 2 and y(0) = 1. Jun-11

ie
[𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟏𝟏]
Solve the Ricatti equation y ′ = x 2 + y 2 using the Taylor’s
series method for the initial condition y(0) = 0.Where 0 ≤

h
C Que 3.
x ≤ 0.4 and h = 0.2.
[𝐲(𝟎. 𝟐) = 𝟎. 𝟎𝟎𝟐𝟕, 𝐲(𝟎. 𝟒) = 𝟎. 𝟎𝟐𝟏𝟒]

c
Using Taylor series method, find y(0.1) correct to four decimal

e
dy
H Que 4. places, if y(x) satisfies dx = x − y 2 , y(0) = 1.

T
[𝐲(𝟎. 𝟏) = 𝟎. 𝟗𝟏𝟑𝟖]
Evaluate y(0.1) correct to four decimal places using Taylor’s

e
dy
H Que 5. series method if dx = y 2 + x , y(0) = 1. May-15

c
[𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟔]
Using Taylor’s series method ,find y(1.1) correct to four

A
1
dy
decimal places, given that dx = xy 3 , y(1) = 1.
T Que 6. Dec-15
[𝐲(𝟏. 𝟏) = 𝟏. 𝟏𝟎𝟔𝟖]

Euler’s Method (RK 1st order method)

dy
 If = f(x, y); y(x0 ) = y0
dx
 Euler’s Formula
yn+1 = yn + h f(xn , yn ); n = 0,1,2, …
Where, h = xn − xn−1 ; n = 1,2,3, …

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 83

Explanation:
Let [a, b] be the interval over which we want to find the solution of
dy
= f(x, y) ; a < x < b ; y(x0 ) = y0 … (1)
dx
A set of points {(xn , yn )} are generated which are used for an approximation
[i. e. y(xn ) = yn ]
For convenience, we divide [a, b] into n equal subintervals.
b−a
⟹ xn = x0 + nh ; n = 0,1,2, … ; where, h = is called the step size.
n

Now, y(x) is expand by using Taylor’s series about x = x0 as following

(x − x0 ) ′ (x − x0 )2 ′′ (x − x0 )3 ′′′
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ⋯ … (2)
1! 2! 3!
dy
We have, [ ] = y ′ (x0 ) = f(x0 , y0 ) = f(x0 , y(x0 ))

m
dx x=x0

o
By Eq. (2),
(x1 − x0 )2 ′′ (x1 − x0 )3 ′′′

.c
(x1 − x0 ) ′
y(x1 ) = y(x0 ) + y (x0 ) + y (x0 ) + y (x0 ) + ⋯
1! 2! 3!

ie
Take h = x1 − x0
h (x1 − x0 )2 ′′ (x1 − x0 )3 ′′′
y(x1 ) = y(x0 ) + f(x0 , y(x0 )) + y (x0 ) + y (x0 ) + ⋯

h
1! 2! 3!
If the step size is chosen too small enough, then we may neglect the second order
term involving h2 and get
c
e
y1 = y(x1 ) = y(x0 ) +
h
f(x , y(x0 )) = y0 + hf(x0 , y0 )

T
1! 0

e
Which is called Euler’s Approximation.

c
The process is repeated and generates a sequence of points that approximate the
solution curve y = y(x).

A
The general step for Euler’s method is yn+1 = yn + h f(xn , yn ) ; n = 0,1,2, …

Exercise-3
Describe Euler’s Method for first order ordinary differential Dec-10
C Que 1.
equation. Jun-12
Apply Euler’s method to find the approximate solution of
dy
= x + y with y(0) = 0 and h = 2. Show your calculation
C Que 2. dx Jun-13
up to five iteration.
[𝐲𝟓 = 𝟐𝟑𝟐]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 84
dy
Derive Euler’s formula for initial value problem dx =
f(x, y); y(x0 ) = y0 . Hence , use it find the value of y for
T Que 3. dy May-15
= x + y; y(0) = 1 when x = 0.1, 0.2 with step size h =
dx
0.05. Also Compare with analytic solution.
[𝒀(𝟎. 𝟏) = 𝟏. 𝟏𝟎𝟓𝟎, 𝒀(𝟎. 𝟐) = 𝟏. 𝟐𝟑𝟏𝟏]
Apply Euler’s method to solve the initial value problem
dy
= x + y , with y(0) = 0 with choosing h = 0.2 and
dx
T Que 4. compute y1 , y2 , y3 … … y5 Compare your result with the exact
solution.
[𝐲𝟏 = 𝟏, 𝐲𝟐 = 𝟎. 𝟎𝟒, 𝐲𝟑 = 𝟎. 𝟏𝟐𝟖, 𝐲𝟒 = 𝟎. 𝟐𝟑𝟔, 𝐲𝟓 = 𝟎. 𝟒𝟖𝟖𝟑]
Using Euler’s method ,find an approximate value of y
dy
corresponding to x = 1 given that dx = x + y and y = 1
H Que 5. Jun -13
when x = 0.
[𝐅𝐨𝐫 𝐡 = 𝟎. 𝟐𝟓, 𝐲𝟒 = 𝟐. 𝟖𝟖𝟐𝟖]
1
dy
Use Euler method to find y(1.4) given that dx = xy 2 , y(1) =

m
T Que 6. 1. Dec-10
[𝐲(𝟏. 𝟒) = 𝟏. 𝟒𝟗𝟖𝟔]
Use Euler method to find y(0.2) given that
dy
=y− o
2x
,

.c
dx y
T Que 7. y(0) = 1. (Take h = 0.1) Jun-11
[𝐲(𝟎. 𝟐) = 𝟏. 𝟏𝟗𝟏𝟖]

H Que 8. ie
Use Euler method to obtain an approximate value of y(0.4)
dy
for the equation dx = x + y , y(0) = 1 with h = 0.1. Dec-11

h[𝐲(𝟎. 𝟒) = 𝟏. 𝟓𝟐𝟖𝟐]

c
Use the Euler’s method, find y(0.04) for the following initial

e
dy
C Que 9. value problem.dx = y , y(0) = 1.Take first step size as

T
h = 0.01. [𝐲(𝟎. 𝟎𝟒) = 𝟏. 𝟎𝟒𝟎𝟔]

e
Explain Euler’s method for solving first order ordinary
H Que 10. differential equation. Hence use this method, find y(2) for Dec-15

c
dy
= x + 2y with y(1) = 1. [𝐲(𝟐) = 𝟓. 𝟕𝟓]
dx

T
A dy
Solve initial value problem dx = x√y , y(1) = 1 and hence
Que 11. find y(1.5) by taking h = 0.1 using Euler’s method. May-15
[𝐲(𝟏. 𝟓) = 𝟏. 𝟔𝟖𝟏𝟓]
dy y−x
Given = with initial condition y = 1 at x = 0; find y for
C Que 12. dx y+x Dec-15
x = 1 and h = 0.25 by Euler’s method. [𝐲(𝟏) = 𝟏. 𝟔𝟐𝟐𝟕]
Use Euler’s method to find an approximation value of y at
dy
H Que 13. x = 0.1 for the initial value problem dx = x − y 2 ; y(0) = 1. Dec-15
[𝐲(𝟎. 𝟏) = 𝟎. 𝟗𝟏𝟑𝟑]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 85

Modified Euler’s Method

dy
 If = f(x, y); y(x0 ) = y0
dx
 Modified Euler’s Formula
h h
yn+1 = yn + hf (xn + , yn + f(xn , yn )) ; n = 0,1,2, …
2 2
Where, h = xn − xn−1 ; n = 1,2,3, …

Exercise-4
dy
Using modified Euler’s method solve dx = x 2 + y with the initial
condition y(0) = 1and compute y(0.02), y(0.04). compare the
answer with exact solution.
C Que 1.
𝐲(𝟎. 𝟎𝟐) 𝐲(𝟎. 𝟎𝟒)
Modified Euler’s 𝟏. 𝟎𝟐𝟎𝟐 𝟏. 𝟎𝟒𝟎𝟖

m
Exact solution 𝟏. 𝟎𝟐𝟎𝟐 𝟏. 𝟎𝟒𝟎𝟖

o
dy 2x
Using modified Euler’s method solve dx = y − with the initial
y
H Que 2.

.c
condition y(0) = 1 and compute y(0.2), taking h = 0.1.
[𝐲(𝟎. 𝟐) = 𝟏. 𝟏𝟖𝟑𝟑]

ie
Using modified Euler’s method to obtain y(0.2), y(0.4) and y(0.6)
correct to three decimal places given that
T Que 3. dy

h
= y − x 2 with initial condition y(0) = 1.
dx
[𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟏𝟖, 𝐲(𝟎. 𝟒) = 𝟏. 𝟒𝟔𝟕, 𝐲(𝟎. 𝟔) = 𝟏. 𝟕𝟑𝟕]

c
e
T
e
c
A

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 86

Improved Euler’s Method (Heun’s Method / R-K 2nd Order Method)

dy
 If = f(x, y); y(x0 ) = y0
dx
 Improved Euler’s Formula
h
yn+1 = yn + [f(xn , yn ) + f(xn + h, yn + hf(xn , yn ))]; n = 0,1,2, …
2
Where, h = xn − xn−1 ; n = 1,2,3, …

Exercise-5
dy
Using improved Euler’s method solves dx = 1 − y with the initial
condition y(0) = 0 and tabulates the solution at x = 0.1 , 0.2. Compare
C Que 1. the answer with exact solution. Nov-11
𝐲(𝟎. 𝟏) 𝐲(𝟎. 𝟐)
Improved Euler’s 𝟎. 𝟎𝟗𝟓𝟎 𝟎. 𝟏𝟖𝟏𝟎
Exact solution 𝟎. 𝟎𝟗𝟓𝟐 𝟎. 𝟏𝟖𝟏𝟑

m
dy
Using improved Euler’s method solves dx + 2xy 2 = 0 with the initial

o
condition y(0) = 1 and compute y(1) taking h = 0.2 compare the
answer with exact solution.

.c
H Que 2. 𝐲(𝟎) 𝐲(𝟎. 𝟐) 𝐲(𝟎. 𝟒) 𝐲(𝟎. 𝟔) 𝐲(𝟎. 𝟖) 𝐲(𝟏) Jun-10
𝐈𝐦𝐩𝐫𝐨𝐯𝐞𝐝 𝟏 𝟎. 𝟗𝟔𝟎𝟎 𝟎. 𝟖𝟔𝟎𝟑 𝟎. 𝟕𝟑𝟓𝟎 𝟎. 𝟔𝟏𝟏𝟓 𝟎. 𝟓𝟎𝟑𝟑

ie
𝐄𝐮𝐥𝐞𝐫’𝐬
𝐄𝐱𝐚𝐜𝐭 𝟏 𝟎. 𝟗𝟔𝟏𝟓 𝟎. 𝟖𝟔𝟐𝟏 𝟎. 𝟕𝟑𝟓𝟑 𝟎. 𝟔𝟎𝟗𝟖 𝟎. 𝟓𝟎𝟎𝟎
𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧

h
dy 2y
Given the equation dx = x ; y(1) = 2 Estimate y(2) using Heun’s

c
method h = 0.25 and compare the results with exact answers.
𝐲(𝟏) 𝐲(𝟏. 𝟐𝟓) 𝐲(𝟏. 𝟓𝟎) 𝐲(𝟏. 𝟕𝟓) 𝐲(𝟐)

e
T Que 3. Improve 𝟐 𝟑. 𝟏𝟎𝟎𝟎 𝟒. 𝟒𝟒𝟑𝟑 𝟔. 𝟎𝟑𝟎𝟐 𝟕. 𝟖𝟔𝟎𝟖
d Euler’s
Exact
T 𝟐 𝟑. 𝟏𝟐𝟓𝟎 𝟒. 𝟓𝟎𝟎𝟎 𝟔. 𝟏𝟐𝟓𝟎 𝟖. 𝟎𝟎𝟎𝟎

e
solution
Apply improved Euler method to solve the initial value problem y ′ =
T Que 4.
c
x + y with y(0) = 0 choosing h = 0.2 and compute
y1 , y2 , y3 , y4 , y5 .Compare your results with the exact solutions.
Dec-14

A [𝐲𝟏 = 𝟎. 𝟎𝟐, 𝐲𝟐 = 𝟎. 𝟎𝟖𝟖𝟒, 𝐲𝟑 = 𝟎. 𝟐𝟏𝟓𝟖, 𝐲𝟒 = 𝟎. 𝟏𝟓𝟑, 𝐲𝟓 = 𝟎. 𝟕𝟎𝟐𝟕]

Use Runge-Kutta second order method to find the approximate value
dy 2 Dec-10
C Que 5. of y(0.2) given that dx = x − y and y(0) = 1 and h = 0.1.
Dec-15
[𝐲(𝟎. 𝟐) = 𝟎. 𝟖𝟓𝟐𝟑]
dy
Given that y = 1.3 when x = 1 and dx = 3x + y use second order RK
H Que 6. method (i.e. Heun’s method) to approximate y ,when x = 1.2 use step Dec-12
size 0.1.
[𝐲(𝟏. 𝟐) = 𝟐. 𝟑𝟏𝟑𝟓]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 87

Runge Kutta 4th Order Method

dy
 If = f(x, y); y(x0 ) = y0
dx
1
 RK 4th Order Formula yn+1 = yn + 6 (K1 + 2K 2 + 2K 3 + K 4 )

xn+1 = xn + h ; n = 0,1,2, …
Where,
K1 = h f(xn , yn )
h K1
K 2 = h f (xn + , yn + )
2 2
h K2
K 3 = h f (xn + , yn + )
2 2
K 4 = h f(xn + h, yn + K 3 )

m
Exercise-6

C Que 1. Write formula for Runge-Kutta method for order four.

o Jun-13

.c dy
a)Use the fourth-order Runge-Kutta to solve 10 dx = x 2 +

ie
y 2 , y(0) = 1.Evaluate the value of y when x = 0.1.
[𝐲(𝟎. 𝟏) = 𝟏. 𝟎𝟏𝟎𝟏] Dec-11
H Que 2.

h
dy May -15
(b)Given 10 dx = x 2 + y 2 , y(0) = 1.Using fourth –order

c
Runge-Kutta method. Find y(0.2) & y(0.4) with h = 0.1.
[𝐲(𝟎. 𝟐) = 𝟏. 𝟎𝟐𝟎𝟔, 𝐲(𝟎. 𝟒) = 𝟏. 𝟎𝟒𝟑𝟖]

e
Apply Runge-Kutta method of fourth order to calculate
dy Jun-10
y(0.2) given dx = x + y , y(0) = 1 taking h = 0.1

T
H Que 3. Jun-11
[𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟒𝟐𝟖] Dec-12

e
Use Runge–Kutta fourth order method to find y(1.1) given

c
dy
T Que 4. that dx = x − y , y(1) = 1and h = 0.05. Dec-10

A
[𝐲(𝟏. 𝟏) = 𝟏. 𝟎𝟎𝟓𝟑]
Describe y(0.1) and y(0.2) Correct to four decimal places
dy
T Que 5. from dx = 2x + y , y(0) = 1 use fourth order R-K method. Jun-12
[𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟓𝟓, 𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟔𝟒𝟐]
Apply Runge-Kutta fourth order method, to find an
approximate value of ywhen x = 0.2 in steps of 0.1, if
C Que 6. dy Jun -14
= x + y 2 , given that y = 1 when x = 0.
dx
[𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟔𝟓, 𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟕𝟑𝟔]

C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

 11. Numerical methods for O.D.E. PAGE | 88

Using the Range-Kutta method of fourth order , find y at

dy
x = 0.1 given diff. equation = 3ex + 2y, y(0) = 0 by
dx
taking h = 0.1 and also compare the solution with exact
C Que 7. solution. May -15

𝐲(𝟎. 𝟏)
R-K method 𝟎. 𝟑𝟒𝟖𝟕
Exact solution 𝟎. 𝟑𝟒𝟖
Apply Runge-Kutta fourth order method to calculate y(0.2)
dy 2x
T Que 8. and y(0.4) given dx = y − y , y(0) = 1. Dec-15
[𝐲(𝟎. 𝟐) = 𝟏. 𝟏𝟖𝟑𝟐, 𝐲(𝟎. 𝟒) = 𝟏. 𝟑𝟒𝟏𝟔]
dy
Solve initial value problem dx = −2xy 2 ; y(0) = 1 with h =
H Que 9. 0.2 for y(0.2) using Runge-Kutta fourth order method. Dec-15
[𝐲(𝟎. 𝟐) = 𝟎. 𝟗𝟔𝟏𝟓𝟑]

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C.V.N.M. -2141905 DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY