Final Exam
1 (10 points) Apply the third-order Taylor method with h = 1/2 to approximate the initial
value problem:
(1 + t)x0 − x2 = t, (0 ≤ t ≤ 1), x(0) = 1.
Find the approximation value of x(1).
2 Consider the following differential equation with initial conditions,
tx0 + y = x00 + 2t,
y 0 + x0 = ty 00 ,
x(1) = 0, x0 (1) = 1, y(1) = 0, y 0 (1) = −1.
i (5 points) Convert the above equations to a system of first-order differential equation.
ii (5 points) Advance the solution of the equation obtained in i through N = 2 time
steps using Euler’s method with time step h = 1/2. What are the numerical solutions
to approximate x0 (2) and y(2)?
3 Assume f (t, y) is continuous and satisfies a Lipschitz condition in y on the set R2 with
Lipschitz constant L. Consider to solve the following ODE
y 0 (t) = f (t, y).
by the one-step method:
wi+1 = wi + hφ(f, ti , wi , h),
where φ is continuous with respect to h.
i (10 points) Show that if φ satisfies the Lipschitz condition in y:
|φ(f, t, u, h) − φ(f, t, v, h)| ≤ Lφ |u − v|,
then the method is stable. That is, show that
|ui − vi | ≤ eihLφ |u0 − v0 |,
where ui and vi are the numerical solutions obtained by the one-step scheme with
initial data u0 and v0 respectively.
ii (10 points) Nystrom’s method is a three-stage RK method whose tableau is
0
2/3 2/3
2/3 0 2/3
1/4 3/8 3/8
Show that Nystrom’s method is consistent and stable.
1
4 (10 points) Consider the following linear multistep method
11 3 1
wn+1 = 3wn − wn−1 + wn−2 + hf (tn+1 , wn+1 ).
6 2 3
What is the order of the method? Is the method stable? Please give the detail of your
answers.
5 (10 points) Derive the difference equation for the four-step Adams-Moulton method and
find the associated truncation error.
Z b
6 (10 points) Approximate the integral I(f ) = f (x) dx by the quadrature rule In (f ) =
a
n
X
wi f (xi ). Prove that if the degree of precision of In (f ) is 2n + 1, then x0 , x1 , . . . , xn
i=0
are the roots of φn+1 (x), the orthogonal polynomial of degree n + 1.
7 (10 points) Let f be a C 4 -function on [−1, 1]. Prove that
Z 1 r r
1 1 1 (4)
f (t) dt = f (− ) + f( )+ f (ξ)
−1 3 3 135
for some ξ ∈ (−1, 1).
8 (10 points) Suppose f ∈ C 2 ([a, b]) and p ∈ (a, b) is a simple root of f . Consider the
following iteration
xn+1 = xn − f (xn )/g(xn ),
where
g(x) = [f (x + f (x)) − f (x)]/f (x).
Show that xn converges to p when x0 is closed enough to p.
1
9 (10 points) Let P (x) be the polynomial of degree equal to 6 that satisfies P (n) = n
for
n = 1, 2, 3, 4, 5, 6. Find P (0). (Hint: Consider Q(x) = xP (x))
