Problem 1 [28 marks]
1-1. Write down the general formula of the Taylor's expansion with the Lagrange and the the
integral remainder term respectively of a function f (x) about a point x = x0 .
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1-2. We want to generate the Taylor series of f(x) = sin(x) about x0 = 0 in summation form.
1-2-1 Compute f' and f" and show by induction on k E N that
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1-2-2 Deduce the expression of the Taylor series of f(x) = sin(x) about x0 = 0.
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1-3. Suppose that g : [a,b] --+ [a,b]is continuous on the real interval [a,b] and is a contraction
in the sense that there exists a constant ,\\ E (0, 1) such that
lg(x) - g(y)I :S>-Ix- YI,for all x, y E [a,b].
Prove that there exists a unique fixed point in [a,b] and that the fixed point iteration Xn+1 =
g(xn) converges to it for any x0 E [a,b]. Also, prove that the error is reduced by a factor of at
least >.from each iteration to the next.
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Problem 2. [45 marks]
2-1. Write down in details the formulae of the Lagrange and Newton's form of the polynomial
that interpolates the set of data points (xo, f(xo)), (x 1, f(xi)), ... , (xn, f(xn)).
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2-2. Use the results in 2-1. to determine the Lagrange and Newton's form of the polynomial
that interpolates the set of data points (1, 1), (2, 5) and (3, 15).
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2-3. Determine the error term for the formula
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J"'(x) 2h13 [3f(x + h) - lOf(x) + 12f(x - h) - 6f(x - 2h) + f(x - 3h)]
2-4. State the central difference formula to approximate f"(x 0) and use it to approximate
f"(0.5) when f(x) = ln(l + x) and h = 0.001.
[5]
Problem 3. [27 marks]
The fourth-order Runge-Kutta (RK4) method to solve the IVP y'(t) = f(t, y), y(to) = Yousing
n steps is described by the following algorithm
Given f, to, Yo,t1, n, let h = (t1 - to)/n
For k = 0, 1, ... , n - 1
Kl = f(tk, Yk)
K2 = f(tk + ~'Yk + ~Kl)
K3 = f(tk + 2' Yk + 2K2)
K4 = f(tk + h, Yk + hK3)
Yk+l= Yk + (h/6)[Kl + 2K2 + 2K3 + K4]
tk+l = tk + h
End For
3-1. Write down the RK4 algorithm for the following specific problem after n steps
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y' (t) = y - t2 + 1, y (0) = 2
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