7 Metode Finite Difference
7 Metode Finite Difference
DIFFERENCE
Pengertian tentang operator Finite Difference
Dengan cara melaksanakan operasi oleh suatu operator finite
difference akan diperoleh suatu translasi fungsi sebagai berikut :
Operator Forward Difference
f(x)
f(x+x)
f(x)
f(x)
f(x)
x
x+x
f(x)
f(x)
f(x)
f(x-x)
x-x
f(x)
f(x)
f(x)
f(x+x)
f(x-x)
x-x
X+x
f ( x x) f ( x)
x
D 2 f ( x) f ( x, x x, x 2x)
f ( x x, x 2x) f ( x, x x)
x
x
2x
dst
Contoh:
Df ( x0 ) f x0 , x1
f ( x1 ) f ( x0 )
( x1 x0 )
Df ( x1 ) f x1 , x2
f ( x2 ) f ( x1 )
( x2 x1 )
f ( x1 , x2 ) f ( x0 , x1 )
D f ( x0 )
( x2 x0 )
2
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
( x2 x1 )
( x1 x0 )
( x2 x0 )
f(x2)
f(x1)
f(x0)
x0
x1
x2
Pn f ( x0 )
P1 f ( x0 ) ( x x0 ) f ( x0 , x1 )
P0 ( x) ( x x0 ) f ( x0 , x1 )
P2 f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1 , x2 )
P1 ( x) ( x x0 )( x x1 ) f ( x0 , x1 , x2 )
f ( x) f ( x x) f ( x)
Dari persamaan Newton Devided Difference ;
Pn ( x) f ( x0 ) ( x x0 ) f ( x0 , x1 ) ( x x0 )( x x1 ) f ( x0 , x1 , x2 ) ...
Didefinisikan :
x x0
h x
f ( x0 ) f ( x1 ) f ( x0 )
2 f ( x0 ) f ( x0 )
( f ( x1 ) f ( x0 ))
f ( x1 ) f ( x0 )
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
Contoh :
i
xi
fi
0.2
1.2
fi
2f i
3fi
4fi
-0.1
1
0.4
1.1
0.3
0.2
0.6
1.3
-0.9
-0.6
-0.4
3
0.8
0.9
1.0
1.0
1.1
0.5
0.1
2.0
x x0 0.5 0.2
1.5
h
0.2
p1 (0.5) f ( x0 ) f ( x0 )
3 f ( x0 )
p3 (0.5) P2 ( x0 ) ( 1)( 2)
3!
0.9
1.16 1.5(1.5 1)(1.5 2)
1.10
6
2 f ( x0 )
p2 (0.5) P1 ( x0 ) ( 1)
2!
0.3
1.05 1.5(1.5 1)
1.16
2
4 f ( x0 )
p4 (0.5) P3 ( x0 ) ( 1)( 2)( 3)
4!
2
1.10 1.5(1.5 1)(1.5 2)(1.5 3)
1.15
24
Didefinisikan :
x xn
h
2 f ( x0 )
3 f ( x0 )
Pn ( x) f ( x0 ) f ( x0 ) ( 1)
( 1)( 2)
...
2!
3!
f ( x1 ) f ( x1 ) f ( x0 )
2 f ( x2 ) f ( x2 ) f ( x1 )
f ( x2 ) f ( x1 )
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
Selesai