wv Numerical Differentiation and Integrati aa aa ena 3 Numerical Differentiation Introduction ical differentation i 7 Numerical differentation is the process of computing the value of 4. oy for some particular value of x from the given data (x,,y;), 1=1,2,...” ones es fois not known explicitly. The interpolation formula to be used depends on the particular value of x at which the derivatives are required. If the values of x are not equally spaced, we represent the function by Newton’s divided difference formula and the derivatives are obtained. If the values of x are equally spaced, the derivatives are calculated by using Newton's forward or backward interpolation formula. If the derivatives are required at a point near the beginning of the table, we use Newton’s forward interpolation formula and if the derivatives are required at a point near the end of the table, we use Newton’s backward interpolation formula. Derivatives Using Divided Differences Principle a First fit a polynomial for the given data using Newton’s divided differenc interpolation formula and compute the derivatives for a given x.Example 1 Find (5) and /“(5) using the following data x 0 2 3 4 7 9 f(x): 4 26 58 112 466 922 Solution Since the v: ence formula. Divided Difference Table A, - Divided Difference Operator. alues of x are not equally spaced, we shall use Newton’s divide g Mf, ; f AS | ars 0 4 11 2 26 7 32 3 58 11 54 4 112 16 118 7 466 22 228 9 922 1 From the above table, L(%) = 4, F (4%) = 1, F (%,%),%))=7 and f (%95%,2)%5)=1 Further x, =0,x, =2,x, =3,%,=4,x, 5 7,45 =9 By Newton’s divided difference interpolation formula L() = S(%) + (8 9) f (X91) + (X= x9) - AF (%9%11%) HX =A Mx-H)X-H) SoA mA)te | = S()=4+ x11) + x(e~2)7 + x(r-2K—3)0) S441 1x4 7x? - 14x43? 5x? 46x S (= 42x? 43x44 Differentiating (1) w.r.to x, F(x) = 3x? +4x43 and S"(x) = 6x44 Put x=5, /"(5)=98 and "(5)=34. a)numerical Differentiation ang Integratio, =e gration le 2 exam Pe Sie /"Q5) and f*(4) Compute "G-5) and f"(4) given that S(0)=2; =2,f()=3,4(2)=12 and f(s) = golution ; : Lf (5) =147. pivided Difference Table f a a it 7 0 2 | As ay 1 1 3 i , 1 2 12 9 45 5 147 Newton’s divided difference formula is S()= Fo) + = %0)F (oH) +X — Mp M(X= HIF (Xoo oq) #(— Xp N(X = H(X= A) J (954.4754) +o Here x) =0,x, = 1%) =2 SF (%) =2.F Com) =F Hook 1%) =4 and f (59,4 %,%) =1 2 f(x) = 2+ x(l) + x(a 14+ x(x-e-2)0) fer txr x42 2 fe) = 3x7 +2x-1 and f"(x) = 6x +2 => f'(3.5) = 42.75 and f"(4) = 26. | Example 3 Find the value of 7G) using divided differences, given the data x 0 1 4 5 f(x): 8 ul 68 123 Solution x | f@ [as [ais [ae | | | | o| 8 ol 1-[aal 19 1 4 | 68 9 55 5 123NUS A , Se, 3.4 difference interpolation formula is = rg lt A)S or) yar vo) fg ed Newton's divided fid= S00 A(x aX AEE a) Fort) Foe Here 204 24% F(x) =8 Form) = 3 fi) = Aand f(%%1%%)=1 From, f(x) =8+4G)4 20> 1dr a(x DE 4) Ay t x - 5x" 2 44x fx) =8 43x44 efQjer-¥ 4 3x48 ce f(a) = 3x? = 2x43 and f"(x) = 6x-2 2. f'Q)=18-2=16. Derivatives Using Finite Differences Newton's Forward Difference Formula to Compute the Derivati Consider Newton’s forward difference formula, ™ y=y_+ payy ee <)>, , pe=Wp-2) ot PAH oA Et a eee ) . The first derivative of y at x =x) + ph is dy 4 ip de dp ke La 2, eBay .2pal ary, 3p? “ “A a 2 aty, AES? gy, BPP OPE HNP} al Apt. 12 Not ay Al Iso de -Ale Yo +(p-NA* yy 22 =Itptly Vo toe The above two formulas x=2) + ph near the begi are used to find th: i beginnii \e first ani 8 particular, for tabular ee of a given data ae second derivative at a pot ee) x is not a tabular vabenumerical Differentiation and Integrati a ion [Also we have 4 @y A) ay, eens Jos, yy SP dL? S | and in particular at x = x dy 1 3 ay) slay 3a (2) Blears] newton’s Backward Difference Formula to Compute the Derivativ Consider Newton’s Backward interpolation formula, ° yay, + PV, ADD: yy + PPA +2) 5 — ! 3L h d 2 dy _dy dp iy @y dy 2 (2) de dp de de dx where P= dp? 3p +6p+2 2p +9p* SPF yy 2p sept P jp +lip+3 » 6 Va Viy, tL) : ze, span, LAMPE, vo] @ @y Alga, ,Wp+is Further Sr" Gs[V «tay V5, + @ Formulas (1), (2) and (3) are used to calculate the derivati DEY na TY op v ay dy used to calculate the eS a? we apoint x= x, + ph near the end of the given data, where x is not a tabular value, For tabular values, in particular at x =x, , We have dy) _1 vy, Vn Vide (Z) a~Y§ The maximum or minimum value of the function y =S(x) ca found from the set of table values (x;,¥;),4=0,1,2,..0, First we find p using the relation ? 2 2p-ly2, 3p = OPt2 a3, 9 AY 58 ‘Yo + A N'Y Using this value of p, the value of x at which y is Maximum o- minimum is obtained as x= x, + ph. Then using Newton’, interpolation formula, the maximum or minimum value Of the function y = f (x) is then determined. Example 4 Find the first and second derivative of y at x =15 from the table below. x 15 17 19 21 23 25 Y! 3.873 4.123 4359 4.583 4.796 5.000 Solution Forward Difference Table x y ay | ay | ay [aty [asy 15 |B.873 0.259) 17 | 4.123 0.014 0.236 0.003] 19 | 4.359 -0.012 0.007 0.224 0.001 21 | 4.583 -0.011 0.001 0.213 0.002 23 | 4.796 -0.009 0.204 25 | 5.000 From the above table, Avy = 0.25054? y, =-0.014;A*y, = 0.00244 Yo =—0.001;A* yp = 0.002 From the tabular values, we haveHere h=2 dy 1 0.014 (2) = F}o.2504 2.014 , 0.002 | 0.00 (2), { 1 ee 2002) 34S = 0.1250 40,0035 40,0003 4 0.000125 4 0.0002 1 01291 @yt 1 ; f= =—|-0.014~ — S fa i 1 0,002 4 1g 60-001) ~ §0.002)] 1 = ~ [0.0144 0.002 40.0009 + 0.0017] 0.0046 example 5 Find the first two derivatives of y at x = 54 from the following data 1 50) ST SR SSK y: 3.6840 3.7084 3.7325. 3.7563 3.7798 Solution Difference Table Xx y vy vey | vy | vty 50 | 3.6840 0.0244 51 | 3.7084 -0.0003 0.0241 0 52. | 3.7325 -0,0003 a 0.0238 a 53 | 3.7563 0.0003 54 | B.7798) By Newton’s backward difference formula , 2). gy =—| Vy, + Here fi=1;Vy, = 0.0235;V7), = ~0.0003 (2) : Nate dasa = 0.023354 __ Numerical Mey 3.8 : : natty: Example 6 Find the first and second derivatives ‘of the function tabulated below, ay * vel Sandxe4 x 1S 2.0 2.5 3.0 3.5 4.0 yi 3.375 7,000 13.625 24.000 38.875 59.000 Solution Difference Table x y Ay | aty | a’y | dty Ts | 3.375 3.625 2.0 | 7.000 3.000 6.625 0.75 2.5 | 13.625 3.750 0 10.375 0.75 3.0 | 24.000 4,500 0 14.875 0.75 3.5 | 38.875 5.250 20.125 4.0 | 39.000 Since x=1,5 isa tabular value near the beginning of the given data, the derivative, are given by » (2) tama @ (2). From (2), (2) ail =——[3.000- 4 Janis 0.25 0.75) = 9.000yy numerical Differentiation and Integration 3.9 qhe value x=4 is at the end of the data, For the tabular values at the end of the data, (2), aS dx) gros, AL" and ay 2 (1... 7 “7 Vt Vy +O0y,4 *) - ra 5.250 | 0.750 2 20.125 + eo (z aired 0.5 “20°°3 - “6 dy 1 (= = Jpg 5250+ 0.75] = 24 stat Example 7 Find first and second derivatives of the function at the point =1.2 from the following data. x1 2 3 4 5 yO) 1 5 6 8 Solution Difference Table x [7 | ay | ay | avy | ty 1 | 0 1 2miel 3 4 6 7 3 10 1 4 4/6 1 2 5 [8 We shall use Newton's forward formula to compute the derivaatives since x=1,2 is at the beginning.ic 3 e ical Meth, os 3.10 eee Sie = xy + phy we ha For non-tabular value x =o +P ly 3p 6p t2 sy, % 1) ay, 022 A eee ile 2 2p’ -9P +MIP~3 n4y 2 Here x) =1,'=1 and x= 1.2 h % 5 p=0.2 1 \ 2143fo4-1]-1(0.12-1 2+2)+55[0.016-036+22-35. a )yea2 2 =1-0.9-0.92-0.953 =-1773 (2) =3+(02-1)-6)+ Z[6(0.04)-18(02)+11]00) ax atxel.2 =3+48+6.366 =14.17 Example 8 Find /"(x) andf"(x) at.x=2.9 from the following data, 7 1 2 as 3 Yi 271 106.75 324 783.75 1621 Solution Difference Table 2] Te Ta Tals Tear, 79.5 1S.) lass 1375 21725 1s ale 2425 Fa 459.75 ny 25 | 783.25 ay 3 | fay Bg |Numerical Differentiation a - a Nd Integrat; egration 3.11 For non-tabular value x= x, + ph the deivatiy y es are git a Nyy .2rtlon ap? given by Gehl nt i HP HOP 42D, 6 Vn ‘ 12 V+ 1 oly, ; mee [ Ye #(D+DV'y, SP BPE yy 12 Vat eves ere |X, =3,x=29,p= 2 Here = 3%=29,p=“— > pao 4 1 06 » =| 837.5+—| 3(0.2)? - (0.2) ( . 2 775) 09 022035) 4 L2(0.2)* + 9(0.04) -11(0.2) +3 co = 1936.68 ® soos tao2i- 1) 2 ey =a) 0.813: ay 025 5 + (0.8)135 + (30) ; de = 2018.4 Example 9 Find the value of sec31° using the following data xv: MO 32 3300234 tanx: 0.6008 0.6249 0.6494 0.6745 Soluti olution o. If y=tanx, then ha First we find sec’ 31’. Difference table| 3.12 Numerical umerical “Mathoas Here h=1) ie, b= 0.01745 radians By Newton’s forward interpolation formula, dy 1 a =—| Avy -- I, . i ‘» oy 1 ! 1 [@) 0.0241-4(0.0004) + + (0.0002 * (¢ i aaa (0.0004) +5 ( | 1 01745 ©. sec? 31° = 1.3732 => sec31° =1.1718 Example 10 From the following table, find x, correct to two decimal places, for which y sma; mum and find this value of y. i x: 12 1.3 1.4 15 1.6 ¥! 0.9320 0.9636 0.9855 0.9975 0.9996 Solution Difference Table [0.023967] x |» ay | ay 1.2 | 0.9320 0.0316 13 | 0.9636 -0.0097 0.0219 1.4 | 0.9855 -0.0099 0.0120 15 | 0.9975 -0.0099 0.0021 16 | 0.9996 Let x) =1.2. Then (@).- 2p-1 2, | 3p°-6, pt+2 2 A Y0 $y taenumerical Differentiation and Integration For maximum, =, 0.0316+ as (0.0097) =0 = p=38 Hence x=%) + ph=> x =1.2+(3.8)(0.1) :. y is maximum when x=1.58. For this value of x=.x, + ph , by Newton’s backward difference formula, y(x, + Ph)= Iq + PV, PED ory, ten x-xX, where p= => p=-0.2 2. y(1.58) = 0.9996 — (0.2)(0.0021) + 07108) (0.0099) = 0.9996 - 0.0004 + 0.0008 =1 Maximum value of y=. Example 11 Find the minimum value of y from the following table using num« x: 0.60 0.65 0.70 0.75 y: 0.6221 0.6155 0.6138 0.6170 Solution erical differentatic Difference Table x y ay | ary | a’y 0.60 | 0.6221 -0.0066 0.65 | 0.6155 0.0049 -0.0017 0 0.70 | 0.6138 0.0049 0.0032 0,75 | 0.6170. #20 For minimum, 7, 2p=l pry, =0 2 yt Yo . 9955+ 22=# 0.0049) =0 = p=1.8469 S re ay + ph > x= 0.6923 ; Hence y is minimum when x = 0.692. -1 pe ) a2y, Minimum value of Y= Yo * PAY) + 1.846 = 0.6221 - (0.0066)(1.8469) + OOH) 0045) => Minimum y = 0.6137. Example 12 ‘Arod is rotating in a plane. The angle @ (in radians) through which the od baste for various values of time ¢ (seconds) are given below t: 0 0.2 04 06 0.8 1.0 1.2 6: 0 0.122 0.493 1.123 2.022 3.220 4.666 Find the angular velocity and angular acceleration of the rod when f= 0.6 seuss Solution Difference Table f a ve |ve lvoe |] ve Oo; 0 0.122 0.2 | 0.122 0.249 0.371 0.010 0.4 | 0.493, 0.259 0 0.630 0.010 0.6 | 1.123 0.269 0 0.899 0.010 0.8 | 2.022 Co an 1.0 | 3.200 0.009 12 h.66qcy By Newton's backward difference formula 3, 15 numerical Differentiation ang jn, ©Gratio, in (*) 1 re dpa dx. =—| Vy, +2241, 3, Ae) r4pn hh 7 “3 Y y, +P! +6p 42 ¢ Vy, 12 Vv Pt #) 1 [ 5 | =—/1.466-2 (0.288) 1 1 c aan 2 +5 005)-“-o00n| = 5[1.466-0.72 +.0.0165 +0.00025] = 3.81375 radians/sec. ® 2 ( :] =f] Pn sonny, AEs .] ft x=x,+ph = —_{o.288 — 0.018 - 0.0009] 0.04 = 6.7275 radians/sec*B12 NUMERICAL METHOp, $ Solution : v is dependent on time ¢ Gie.) » = ¥ (0). We require acceleration = * at 0. For initial acceleration (ie.,) # at ¢ = 0 we use forward formula of Newton. (¢| =} [an- farms farny—fatns..| Ip ded 1 = i/3-= = ——(2 33-7 +369 -724)] 1 = $13-4+ 2-6] ei -16 =1 6. Find the maximum and minimum value of y tabulated below.weRICAL DIFFERENTIATION AND INTEGRATION U 313 jution ¢ Netwon's forward difference formula is Solt u(u 1) 2, u(u-1) = 2) 3 y@* fot eds + Da or Not] au? - ou +2 get ome BeDory Matty de Forward difference table -0 ee Choosing xy = 0,4 = > 3. 24227 -6 2-642 jy) , Ar —18e +22 - 8 6 #2 oss ONay det oA Gl a& il” 2 = + 22-6 eats? {2a BRS = 025+ Day mcrae a -15 3 P-45e +55 25+ 45° -% = 0.25 + 25x - 1NUMERICAL METH, s 3.14 wy _ p-x de | Now # = 02 p-x=0 | x@-1 =0 | x=0x-1=0 x = 0,@-1) @+1) = 0 x=0x=1x%=-1 ay _4P-1 ac At x = 0, 2 14, Sp og-1-2= +e fy 3-1=2 x= -l, =3-1=2= +ve ac y is maximum at x = 0, minimum at x = 1 and -1 -1 y() = protean eM ary + ..] y(0) = (0+ 0 =0 maximum value = 0 IC) = [ot Ayo t0+0+...] [0+ (0.25) ] = -0.25 * Minimum at x = 1, y(1) = ~025,jynenticat Dre favvnnnnn cuted nnedanienenny valine av Fett Ute Fel teeneteege , Rind the thax’ table. | v i d 1 1 7 y 0 1 0 i 7 = ) 4 . solution + Here h = | Newton's forward differenee formula is (uN) 2 ' ! [vv en dye t Oy D a2 yy 4 Ee i WDA yy du’ — We? + 22 = 6) +o 7 = 2A yy 4 1@) = » Gta ND A2yy4 (cu “ ' 2) Aryy i ~ Fy 4 2 =O Ady a | AY >! ’ (4? = 8 Forward Difference Table AyNUMERICAL, METHODs, 3.16 . ead. 2 Choosing the origin at xp = 0" = = * 2 dy (2u =) (0,50) 4 GLa Ht? y 3 & = 025+ (05 ) 6 3 2 4u3 — 18u? + 22 — 6 oP ue ie 24 x6 = 4u3 — 12u? + Bu Now & = 0 > 43-120? + 8u = 0 de > du(u—2)(u-1) = 0 24.=0,42 #y _ ye Also 5 = 12u" — 24u + 8 ae & Atu = 0,22 = 8 which is positive. we p & Atu = 1, 2% = —4 which is negative. Atu = 2, i = 8 which is positive. + y is maximum at uw = 1 and minimum at u = 0 and 2. +. The maximum value y at wu = 1 [(ie.) x = 1] is v0) = yy u@u-1) =)u- ) = Yo 4+ Ary, + Hu De 2 395 = 041(0.25)+0 = 0.25 Minimum at x = L *=0 and x=2 are y (0) = 0,y (2) = 0 respectively.