MATHEMATICAL METHODS
CONTENTS
•   Matrices and Linear systems of equations
•   Eigen values and eigen vectors
•   Real and complex matrices and Quadratic forms
•   Algebraic equations transcendental equations and
    Interpolation
•   Curve Fitting, numerical differentiation & integration
•   Numerical differentiation of O.D.E
•   Fourier series and Fourier transforms
•   Partial differential equation and Z-transforms
TEXT BOOKS
• 1.Mathematical Methods, T.K.V.Iyengar, B.Krishna
  Gandhi and others, S.Chand and company
• Mathematical Methods, C.Sankaraiah, V.G.S.Book
  links.
• A text book of Mathametical Methods,
  V.Ravindranath, A.Vijayalakshmi, Himalaya
  Publishers.
• A text book of Mathametical Methods, Shahnaz
  Bathul, Right Publishers.
REFERENCES
• 1. A text book of Engineering Mathematics,
  B.V.Ramana, Tata Mc Graw Hill.
• 2.Advanced Engineering Mathematics, Irvin Kreyszig
  Wiley India Pvt Ltd.
• 3. Numerical Methods for scientific and Engineering
  computation, M.K.Jain, S.R.K.Iyengar and R.K.Jain,
  New Age International Publishers
• Elementary Numerical Analysis, Aitkison and Han,
  Wiley India, 3rd Edition, 2006.
UNIT HEADER
       Name of the Course:B.Tech
          Code No:07A1BS02
Year/Branch:I Year CSE,IT,ECE,EEE,ME,
               Unit No: V
             No.of slides:29
UNIT INDEX
                         UNIT-V
S.No.          Module           Lecture   PPT Slide
                                No.       No.
  1     Curve Fitting           L1-7      8-18

  2     Numerical               L8-12     19-25
        Differentiation
  3     Numerical Integration L13-16      26-29
UNIT – V
  PART – A
CURVE FITTING
LECTURE-1
INTRODUCTION : In interpolation, We have
 seen that when exact values of the function
 Y=f(x) is given we fit the function using
 various interpolation formulae. But sometimes
 the values of the function may not be given.
 In such cases, the values of the required
 function may be taken experimentally.
 Generally these expt. Values contain some
 errors. Hence by using these experimental
 values . We can fit a curve just approximately
 which is known as approximating curve.
Now our aim is to find this approximating curve
  as much best as through minimizing errors of
  experimental values this is called best fit
  otherwise it is a bad fit.
In brief by using experimental values the
  process of establishing a mathematical
  relationship between two variables is called
  CURVE FITTING.
LECTURE-2
  METHOD OF LEAST SQUARES
Let y1, y2, y3 ….yn be the experimental values of
  f(x1),f(x2),…..f(x n) be the exact values of the
  function y=f(x). Corresponding to the values
  of x=xo,x1,x2….x n .Now error=experimental
  values –exact value. If we denote the
  corresponding errors of y1, y2,….yn as e1,e2,e3,
  …..en , then e1=y1-f(x1), e2=y2-f(x2 )
• e3=y3-f(x3)…….en=yn-f(xn).These errors
  e1,e2,e3,……en,may be either positive or
  negative.For our convenient to make all
  errors into +ve to the square of errors i.e
  e12,e22,……en2.In order to obtain the best fit
  of curve we have to make the sum of the
  squares of the errors as much minimum
  i.e e12+e22+……+en2 is minimum.
METHOD OF LEAST SQUARES

• Let S=e12+e22+……+en2, S is minimum.When S
  becomes as much as minimum.Then we obtain
  a best fitting of a curve to the given data, now
  to make S minimum we have to determine the
  coefficients involving in the curve, so that S
  minimum.It will be possible when
  differentiating S with respect to the
  coefficients involving in the curve and
  equating to zero.
LECTURE-3
    FITTING OF STRAIGHT LINE
Let y = a + bx be a straight line
By using the principle of least squares for solving the
  straight line equations.
The normal equations are
∑ y = na + b ∑ x
∑ xy = a ∑ x + b ∑ x2
 solving these two normal equations we get the values
  of a & b ,substituting these values in the given
  straight line equation which gives the best fit.
LECTURE-4
        FITTING OF PARABOLA
Let y = a + bx + cx2 be the parabola or second degree
  polynomial.
By using the principle of least squares for solving the
  parabola
The normal equations are
∑ y = na + b ∑ x + c ∑ x2
∑ xy = a ∑ x + b∑ x2 + c ∑ x3
∑ x2y = a ∑ x2 + b ∑ x3 + c ∑ x4
solving these normal equations we get the values of a,b
  & c, substituting these values in the given parabola
  which gives the best fit.
LECTURE-5
          FITTING OF AN
       EXPONENTIAL CURVE
The exponential curve of the form
         y = a ebx
  taking log on both sides we get
  logey = logea + logee bx
   logey = logea + bx logee
   logey = logea + bx
•     Y = A+ bx
• Where Y = logey, A= logea
• This is in the form of straight line equation
  and this can be solved by using the straight
  line normal equations we get the values of A &
  b, for a =eA, substituting the values of a & b in
  the given curve which gives the best fit.
EXPONENTIAL CURVE
The equation of the exponential form is of the form y =
   abx
 taking log on both sides we get
    log ey = log ea +log ebx
       Y = A + Bx
  where Y= logey, A= logea , B= logeb
this is in the form of the straight line equation which
   can be solved by using the normal equations we get
   the values of A & B for a = eA
    b = eB substituting these values in the equation which
   gives the best fit.
LECTURE-7
     FITTING OF POWER CURVE
Let the equation of the power curve be
          y = a xb
 taking log on both sides we get
     log ey = logea + log exb
       Y = A + Bx
this is in the form of the straight line equation which
  can be solved by using the normal equations we get
  the values of A & B, for a = eA b= eB, substituting these
  values in the given equation which gives the best fit.
LECTURE-8
 NUMERICAL DIFFERENTIATION
The process by which we can find the derivative
 of a function i.e dy/dx for some particular
 value of independent variable x is called
 Numerical Differentiation.
The problem of numerical differentiation are to
 be solved by approximating the function using
 interpolation formula and then differentiating
 this formula as many times as desired.
LECTURE-9
        NEWTON’S FORMULA
• If the values of the argument are equally
  spaced and if the derivative is required for
  some values of given x lying in the begin of
  the table, we can represent the function by
  Newton- Gregory forward interpolation
  formula.
• If the value of dy/dx is required at a point near
  the end of the table, we have to use Newtons
  backward formula.
LECTURE-10
           CENTRAL DIFFERENCE

   – If the derivative dy/dx is to be found at some point
     lying near the middle of the tabulated value we
     have to use central difference interpolation formula

• While applying these formulae, it must be observed
  that the table of values defines the function at these
  points only and does not completely define the
  function and hence the function may not be
  differentiable at all.
•
• Derivatives by using Forward Difference
  Formula :

• The first order derivative of the function is given
  by
• (dy/dx)x=xo = 1/h (∆yo – 1/2∆2yo + 1/3 ∆3yo-
  ¼ ∆4yo + ………)

• (d2x/dy2)x=xo= 1/h2 (∆2yo – ∆3yo + 11/12   ∆4yo- 5/6
  ∆5yo + ………)
LECTURE-11
Derivatives by using Backward Difference Formula :
The first order derivative of the function is given by
(dy/dx)x=xn = 1/h( yn+1/2 2yn+1/3 3yn+1/4 4yn+
                                          ∇

  ……………..) ∇                ∇        ∇
 ∇
(d2y/dx2)x=xn = 1/h( 2yn+ 3yn+11/12 4yn+5/6    yn+
                                               5

  ……………..)           ∇      ∇         ∇
 ∇
LECTURE-12
Striling’s formula is given by using central
  difference is
  (dy/dx)x=xo = 1/h ( ∆y0 +∆y-1/2 – 1/6 ∆3y-
  1+∆3y-2 /2 + 1/30 ∆5y-2+ ∆5y-3/2 +……..)
LECTURE-13
    NUMERICAL INTEGRATION
• Numerical Integration is a process of
  finding the value of a definite
  integral.When a function y = f(x) is not
  known explicity. But we give only a set of
  values of the function y = f(x)
  corresponding to the same values of x.
  This process when applied to a function of
  a single variable is known as a
  quadrature.
NUMERICAL INTEGRATION
• For evaluating the Numerical Integration
  we have three important rules i.e
• Trapezoidal Rule
• Simpsons 13 Rule
• Simpsons 38 th Rule
LECTURE-14
    NUMERICAL INTEGRATION
• Trapezoidal Rule : The Trapezoidal Rule of
  the function y = f(x) is given by
• f (x ) dx= h2 ( y0 + yn ) + 2 ( y1 + y2 + y3+….+
  yn-1 )
• f (x ) dx = h2 (sum of the first and last terms )
  + ( sum of the remaining terms )
LECTURE-15
    NUMERICAL INTEGRATION
• Simpson’s 13 rd Rule : The Simpson’s 13
  rd Rule of the function f ( x ) is given by
• f ( x ) dx = h/3 ( y0 + yn ) + 4 ( y1 + y3 + y5 +
  …..yn-1 ) + 2 ( y2 + y4 + y6 + …..)
LECTURE-16
    NUMERICAL INTEGRATION
• Simpson’s 3/8 th Rule : The Simpson’s 3/8
  th rule for the function f ( x ) isgiven by
• f ( x ) dx = 3h/8 ( y0 + yn ) + 2 ( y3 + y6 + y9 +
  ……) + 3 ( y1 + y2 +y4 +……)
• f (x ) dx = 3h/8 ( sum of the first and the
  last term) + 2 ( multiples of three ) + 3
  ( sum of the remaining terms )

Unit v

  • 1.
  • 2.
    CONTENTS • Matrices and Linear systems of equations • Eigen values and eigen vectors • Real and complex matrices and Quadratic forms • Algebraic equations transcendental equations and Interpolation • Curve Fitting, numerical differentiation & integration • Numerical differentiation of O.D.E • Fourier series and Fourier transforms • Partial differential equation and Z-transforms
  • 3.
    TEXT BOOKS • 1.MathematicalMethods, T.K.V.Iyengar, B.Krishna Gandhi and others, S.Chand and company • Mathematical Methods, C.Sankaraiah, V.G.S.Book links. • A text book of Mathametical Methods, V.Ravindranath, A.Vijayalakshmi, Himalaya Publishers. • A text book of Mathametical Methods, Shahnaz Bathul, Right Publishers.
  • 4.
    REFERENCES • 1. Atext book of Engineering Mathematics, B.V.Ramana, Tata Mc Graw Hill. • 2.Advanced Engineering Mathematics, Irvin Kreyszig Wiley India Pvt Ltd. • 3. Numerical Methods for scientific and Engineering computation, M.K.Jain, S.R.K.Iyengar and R.K.Jain, New Age International Publishers • Elementary Numerical Analysis, Aitkison and Han, Wiley India, 3rd Edition, 2006.
  • 5.
    UNIT HEADER Name of the Course:B.Tech Code No:07A1BS02 Year/Branch:I Year CSE,IT,ECE,EEE,ME, Unit No: V No.of slides:29
  • 6.
    UNIT INDEX UNIT-V S.No. Module Lecture PPT Slide No. No. 1 Curve Fitting L1-7 8-18 2 Numerical L8-12 19-25 Differentiation 3 Numerical Integration L13-16 26-29
  • 7.
    UNIT – V PART – A CURVE FITTING
  • 8.
    LECTURE-1 INTRODUCTION : Ininterpolation, We have seen that when exact values of the function Y=f(x) is given we fit the function using various interpolation formulae. But sometimes the values of the function may not be given. In such cases, the values of the required function may be taken experimentally. Generally these expt. Values contain some errors. Hence by using these experimental values . We can fit a curve just approximately which is known as approximating curve.
  • 9.
    Now our aimis to find this approximating curve as much best as through minimizing errors of experimental values this is called best fit otherwise it is a bad fit. In brief by using experimental values the process of establishing a mathematical relationship between two variables is called CURVE FITTING.
  • 10.
    LECTURE-2 METHODOF LEAST SQUARES Let y1, y2, y3 ….yn be the experimental values of f(x1),f(x2),…..f(x n) be the exact values of the function y=f(x). Corresponding to the values of x=xo,x1,x2….x n .Now error=experimental values –exact value. If we denote the corresponding errors of y1, y2,….yn as e1,e2,e3, …..en , then e1=y1-f(x1), e2=y2-f(x2 )
  • 11.
    • e3=y3-f(x3)…….en=yn-f(xn).These errors e1,e2,e3,……en,may be either positive or negative.For our convenient to make all errors into +ve to the square of errors i.e e12,e22,……en2.In order to obtain the best fit of curve we have to make the sum of the squares of the errors as much minimum i.e e12+e22+……+en2 is minimum.
  • 12.
    METHOD OF LEASTSQUARES • Let S=e12+e22+……+en2, S is minimum.When S becomes as much as minimum.Then we obtain a best fitting of a curve to the given data, now to make S minimum we have to determine the coefficients involving in the curve, so that S minimum.It will be possible when differentiating S with respect to the coefficients involving in the curve and equating to zero.
  • 13.
    LECTURE-3 FITTING OF STRAIGHT LINE Let y = a + bx be a straight line By using the principle of least squares for solving the straight line equations. The normal equations are ∑ y = na + b ∑ x ∑ xy = a ∑ x + b ∑ x2 solving these two normal equations we get the values of a & b ,substituting these values in the given straight line equation which gives the best fit.
  • 14.
    LECTURE-4 FITTING OF PARABOLA Let y = a + bx + cx2 be the parabola or second degree polynomial. By using the principle of least squares for solving the parabola The normal equations are ∑ y = na + b ∑ x + c ∑ x2 ∑ xy = a ∑ x + b∑ x2 + c ∑ x3 ∑ x2y = a ∑ x2 + b ∑ x3 + c ∑ x4 solving these normal equations we get the values of a,b & c, substituting these values in the given parabola which gives the best fit.
  • 15.
    LECTURE-5 FITTING OF AN EXPONENTIAL CURVE The exponential curve of the form y = a ebx taking log on both sides we get logey = logea + logee bx logey = logea + bx logee logey = logea + bx
  • 16.
    Y = A+ bx • Where Y = logey, A= logea • This is in the form of straight line equation and this can be solved by using the straight line normal equations we get the values of A & b, for a =eA, substituting the values of a & b in the given curve which gives the best fit.
  • 17.
    EXPONENTIAL CURVE The equationof the exponential form is of the form y = abx taking log on both sides we get log ey = log ea +log ebx Y = A + Bx where Y= logey, A= logea , B= logeb this is in the form of the straight line equation which can be solved by using the normal equations we get the values of A & B for a = eA b = eB substituting these values in the equation which gives the best fit.
  • 18.
    LECTURE-7 FITTING OF POWER CURVE Let the equation of the power curve be y = a xb taking log on both sides we get log ey = logea + log exb Y = A + Bx this is in the form of the straight line equation which can be solved by using the normal equations we get the values of A & B, for a = eA b= eB, substituting these values in the given equation which gives the best fit.
  • 19.
    LECTURE-8 NUMERICAL DIFFERENTIATION Theprocess by which we can find the derivative of a function i.e dy/dx for some particular value of independent variable x is called Numerical Differentiation. The problem of numerical differentiation are to be solved by approximating the function using interpolation formula and then differentiating this formula as many times as desired.
  • 20.
    LECTURE-9 NEWTON’S FORMULA • If the values of the argument are equally spaced and if the derivative is required for some values of given x lying in the begin of the table, we can represent the function by Newton- Gregory forward interpolation formula. • If the value of dy/dx is required at a point near the end of the table, we have to use Newtons backward formula.
  • 21.
    LECTURE-10 CENTRAL DIFFERENCE – If the derivative dy/dx is to be found at some point lying near the middle of the tabulated value we have to use central difference interpolation formula • While applying these formulae, it must be observed that the table of values defines the function at these points only and does not completely define the function and hence the function may not be differentiable at all.
  • 22.
    • • Derivatives byusing Forward Difference Formula : • The first order derivative of the function is given by • (dy/dx)x=xo = 1/h (∆yo – 1/2∆2yo + 1/3 ∆3yo- ¼ ∆4yo + ………) • (d2x/dy2)x=xo= 1/h2 (∆2yo – ∆3yo + 11/12 ∆4yo- 5/6 ∆5yo + ………)
  • 23.
    LECTURE-11 Derivatives by usingBackward Difference Formula : The first order derivative of the function is given by (dy/dx)x=xn = 1/h( yn+1/2 2yn+1/3 3yn+1/4 4yn+ ∇ ……………..) ∇ ∇ ∇ ∇ (d2y/dx2)x=xn = 1/h( 2yn+ 3yn+11/12 4yn+5/6 yn+ 5 ……………..) ∇ ∇ ∇ ∇
  • 24.
    LECTURE-12 Striling’s formula isgiven by using central difference is (dy/dx)x=xo = 1/h ( ∆y0 +∆y-1/2 – 1/6 ∆3y- 1+∆3y-2 /2 + 1/30 ∆5y-2+ ∆5y-3/2 +……..)
  • 25.
    LECTURE-13 NUMERICAL INTEGRATION • Numerical Integration is a process of finding the value of a definite integral.When a function y = f(x) is not known explicity. But we give only a set of values of the function y = f(x) corresponding to the same values of x. This process when applied to a function of a single variable is known as a quadrature.
  • 26.
    NUMERICAL INTEGRATION • Forevaluating the Numerical Integration we have three important rules i.e • Trapezoidal Rule • Simpsons 13 Rule • Simpsons 38 th Rule
  • 27.
    LECTURE-14 NUMERICAL INTEGRATION • Trapezoidal Rule : The Trapezoidal Rule of the function y = f(x) is given by • f (x ) dx= h2 ( y0 + yn ) + 2 ( y1 + y2 + y3+….+ yn-1 ) • f (x ) dx = h2 (sum of the first and last terms ) + ( sum of the remaining terms )
  • 28.
    LECTURE-15 NUMERICAL INTEGRATION • Simpson’s 13 rd Rule : The Simpson’s 13 rd Rule of the function f ( x ) is given by • f ( x ) dx = h/3 ( y0 + yn ) + 4 ( y1 + y3 + y5 + …..yn-1 ) + 2 ( y2 + y4 + y6 + …..)
  • 29.
    LECTURE-16 NUMERICAL INTEGRATION • Simpson’s 3/8 th Rule : The Simpson’s 3/8 th rule for the function f ( x ) isgiven by • f ( x ) dx = 3h/8 ( y0 + yn ) + 2 ( y3 + y6 + y9 + ……) + 3 ( y1 + y2 +y4 +……) • f (x ) dx = 3h/8 ( sum of the first and the last term) + 2 ( multiples of three ) + 3 ( sum of the remaining terms )