NUMERICAL METHODS

(MCSC-202)

By
Samir Shrestha, PhD
Department of Mathematics
Kathmandu University, Dhulikhel

Lecture 1
Chap-4: Numerical Differentiation &
Integration 1
 Chap-4: Numerical Differentiation &
Integration

Outline

• Introduction
• Numerical Differentiaion formulas based on
• Newton‘s Forward Interpolation Method
• Newton‘s Backward Interpolation Method
• Stirling‘s Formula
• Maximimum and Minimum values
• Numerical Integraion
- Trapezoidal, Simpson‘s 1/3, Simpson‘s 3/8 Rules
• Numerical Double Integration
• Examples and Class work
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 Chap-4: Numerical Differentiation &
Integration

Introduction
to
Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration
Introduction:
• Differentiation and integration of a function arises quite often
in engineering and science problems
• If the function is given explicitly its derivative and in many
cases the integration can be found exactly
• However in many situations, we may not know the exact
function function but what we know is only the values of the
function in the discrete set of point 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛
• In some situation function is known but too complex to do
differentiation and integration
• In both the situations, we seek the help of numerical
techniques to compute the differentiation and integration
• Process of estimating the differentiation and integration using
the approximatation techniues is known as Numerical
Differentiaon and Numerical Integration
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 Chap-4: Numerical Differentiation &
Introduction: Continues … Integration

Idea !!!
• From the given set of data points 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛, we
construct the interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) that we
learned in Interpolation-Chapter 3
• Then, the derivatives and integrations can be very easily
performed on such interpolating polynomials
𝒚 𝒚 = 𝒚𝒏 (𝒙)

𝒙
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 Chap-4: Numerical Differentiation &
Integration

Numerical Differentiation
• Differentiation formula will be developed by using
Newton‘s forward interpolation

• Differentiation formula will be developed by using

Newton‘s backward interpolation

• Differentiation formula will be developed by Stirling‘s

interpolation
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 Chap-4: Numerical Differentiation &
Numerical Differentiation Formulas: Integration

(1)

(2)

𝑝=0

(3)
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 Chap-4: Numerical Differentiation &
Numerical Differentiation Formulas: Integration

(4)

(5)

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 Chap-4: Numerical Differentiation &
Numerical Differentiation Formulas: Integration

(6)

(7)

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 Chap-4: Numerical Differentiation &
Numerical Differentiation Formulas: Integration

(8)

(9)

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 Chap-4: Numerical Differentiation &
Integration

Examples
Finding the Derivatives

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

with 𝑥𝑛 = 2.0

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Chap-4: Numerical Differentiation &
Integration
with 𝑥𝑛 = 2.0

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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 Chapter-4
Classwork
Numerical Differentiation
𝑑𝑦 𝑑 2 𝑦
Problem 1: Compute the first and second derivatives , at the
𝑑𝑥 𝑑𝑥 2
points 𝑥 = 0 and 𝑥 = 6 using the following tabulated data:
𝑥 0 1 2 3 4 5 6
𝑦 2 3 10 29 66 127 218

Problem 2: Apply the Striling’s formula to compute the derivatives

𝑑𝑦 𝑑 2 𝑦
, of the function at the points 𝑥 = 1.4 by using the following
𝑑𝑥 𝑑𝑥 2
tabulated data:
𝑥 1.0 1.2 1.4 1.6 1.8
𝑦 2.7183 3.3201 4.0552 4.9530 6.0496
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 Chapter-4
Classwork
Numerical Differentiation
Problem 3:

Problem 4:

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 Chap-4: Numerical Differentiation &
Integration

Maximum and Minimum Values

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

Examples
Finding Maximum/Minimum Values

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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 Chapter-4
Classwork
Maximum/Minimum Values
Problem 1:

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Numerical Differentiation
Thursday, February 10, 2022 7:41 AM

Max_Min_Example Page 1
Max_Min_Example Page 2
 Chap-4: Numerical Differentiation &
Integration

Numerical Integration
• If tabulated data 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛 of unkown function𝑦 =
𝑏
𝑦(𝑥) and asked to evaluate 𝑎 𝑦𝑑𝑥
𝑏 −𝑥 2
• The function integral of type 𝑎
𝑒 𝑑𝑥 to be evaluated, which
2
can not be done exaclty as 𝑒 −𝑥 has not anti-derivative
• In both the situations above, we need to appy numerical methods
of integraions
• Idea is to construct the interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) using
the given set of data point (𝑥𝑖 , 𝑦𝑖 ) and the integrand function is
replaced by interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) so that
𝑏 𝑏
𝑎
𝑦𝑑𝑥 ≈ 𝑎 𝑛
𝑦 𝑑𝑥
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Chap-4: Numerical Differentiation &
Integration

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General formula for Numerical Integration: Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

Trapezoidal Rule

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Chap-4: Numerical Differentiation &
Integration

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Trapezoidal Rule: Continue ... Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

Simpson’s 1/3- Rule

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Chap-4: Numerical Differentiation &
Integration

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Simpson‘s 1/3 Rule: Continue ... Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

Simpson’s 3/8- Rule

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Chap-4: Numerical Differentiation &
Integration

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Simpson‘s 3/8 Rule: Continue ... Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

Examples
Trapezoidal and Simpson‘s-1/3

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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 Chap-4: Numerical Differentiation &
Integration

𝒉 Trapezoidal Simpson‘s-1/3 Exact

0.5 0.7084 0.6945 0.693147
0.25 0.6970 0.6932 0.693147
0.125 0.6941 0.6932 0.693147
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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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Chap-4: Numerical Differentiation &
Integration

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 Chapter-4
Classwork
Numerical Integration
𝜋
Problem 1: Evaluate the integral 0
𝑥 𝑠𝑖𝑛𝑥 𝑑𝑥 using Trapezoidal rule
with five ordinates.

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Problem 2: Estimate the value of the integral 1 𝑑𝑥 by Simpson’s-1/3
𝑥
with 4 strips and 8 strips respectively. Determine the error in each
case.

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 Chapter-4
Classwork
Numerical Integration
Problem 3: The velocities of a car (running on a straight road) at
interval of 2 minutes are given below.
Time in minutes 0 2 4 6 8 10 12
Velocity in k.m 0 22 30 27 18 7 0

Apply the Simpson’s-1/3-Rule to find the distance covered by the car.

Problem 4: A curve 𝑦 = 𝑓(𝑥) is given by the points of the table given

below:
𝑥 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0
𝑦 23 19 14 11 12.5 16 19 20 20

Estimate the area bounded by the curve, the x-axis and the extreme
ordinates. 51
Numerical Integration
Thursday, February 17, 2022 9:03 AM

Interpolation Page 1
Interpolation Page 2
Interpolation Page 3
Numerical Double Integration
Friday, February 11, 2022 11:34 AM

Interpolation Page 1
Interpolation Page 2
Interpolation Page 3
Interpolation Page 4
Interpolation Page 5
Interpolation Page 6
 Chap-4: Numerical Differentiation &
Integration

Numerical Double Integration

Left for students to prepare

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End of Lecture-1

Next
Chapter-5
Least Square Curve Fitting

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