NUMERICAL

METHODS TO CE
PROBLEMS
MATH 116
2 UNITS LEC/ 1 UNIT LAB
36-hour Lecture/ 54-hour Laboratory

Engr. Joshua C. Junio

 MATH 116 TOPICS
FUNDAMENT
REVIEW OF ALS OF SOLUTION OF
SOLUTION OF
THE COMPUTER- SOLVING CURVE ORDINARY
ROOTS OF NUMERICAL NUMERICAL ORDINARY
DIFFERENTIAL
MATHEMATIC AIDED SYSTEM OF FITTING AND DIFFERENTIAL
NONLINEAR DIFFERENTIAT INTEGRATIO EQUATIONS:
AL MATHEMATIC LINEAR INTERPOLATI EQUATIONS:
BOUNDARY-
EQUATIONS ION N INITIAL VALUE
FOUNDATIO AL EQUATIONS ON VALUE
N CALCULATIO PROBLEMS
PROBLEMS
NS

1 2 3 4 5 6 7 8 9
CHAPTER 6
NUMERICAL DIFFERENTIATION
a. FINITE DIFFERENCE APPROXIMATION OF THE
DERIVATIVE
- Introduction
- Forward Finite-Difference
- Backward Finite- Difference
- Central Finite- Difference
d. DERIVATIVES FOR NOISY DATA
 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
INTRODUCTION
• The forward, backward, and central finite difference formulas are the simplest
finite difference approximations of the derivative.
• The derivative is estimated as the value of the slope of the line that connects
the two points.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
FORWARD FINITE-DIFFERENCE
• Forward Difference is the slope of the line that
connects the points;

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
FORWARD FINITE-DIFFERENCE

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
BACKWARD FINITE-DIFFERENCE
• Backward Difference is the slope of the line that
connects the points;

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
BACKWARD FINITE-DIFFERENCE

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
CENTRAL FINITE-DIFFERENCE
• Central Difference is the slope of the line that
connects the points;

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
CENTRAL FINITE-DIFFERENCE
• Central Difference is the slope of the line that
connects the points;

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.1
Consider the function 𝑓 𝑥 = 𝑥 3 . Calculate the first derivative at point 𝑥 = 3
numerically with the two-point forward, backward, and central finite difference
formulas using:
a. Points 𝑥 = 2, 𝑥 = 3, 𝑎𝑛𝑑 𝑥 = 4
b. Points 𝑥 = 2.75, 𝑥 = 3, 𝑎𝑛𝑑 𝑥 = 3.25

Compare the results with exact (analytical) derivative.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.1 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.1 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.2
Consider the function 𝑓 𝑥 = 𝑥 3 . Calculate the first derivative at point 𝑥 = 3
numerically with the three-point forward difference formula using:
a. Points 𝑥 = 3, 𝑥 = 4, 𝑎𝑛𝑑 𝑥 = 5
b. Points 𝑥 = 3, 𝑥 = 3.25, 𝑎𝑛𝑑 𝑥 = 3.5

Compare the results with the exact value of the derivative, obtained
analytically.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.2 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.2 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.3
2𝑥
Consider the function 𝑓 𝑥 = .
Calculate the second derivative at point 𝑥 =2
𝑥
numerically with the three-point central difference formula using:
a. Points 𝑥 = 1.8, 𝑥 = 2, 𝑎𝑛𝑑 𝑥 = 2.2
b. Points 𝑥 = 1.9, 𝑥 = 2, 𝑎𝑛𝑑 𝑥 = 2.1

Compare the results with the exact value of the derivative, obtained
analytically.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.3 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 FINITE-DIFFERENCE APPROXIMATION
OF THE DERIVATIVE
ILLUSTRATIVE EXAMPLES
Example 6.3 (SOLUTION)

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 DERIVATIVE FOR NOISY DATA
Introduction
• A different approach to differentiation of
data specified by a set of discrete points is to
first approximate with an analytical function
that can be easily differentiated.

• The approximate function is then

differentiated for calculating the derivative at
any of the points.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO

 DERIVATIVE FOR NOISY DATA
Introduction
• For data that shows a nonlinear relationship,
curve fitting is often done by using least
squares with an exponential function, a
power function, low-order polynomial, or a
combination of a nonlinear functions, which
are simple to differentiate.
• This procedure may be preferred when the
data contains scatter, or noise, since the
curved-fitted function smooths out the noise.

CHAPTER 6 NUMERICAL DIFFERENTIATION INSTRUCTOR: ENGR. JOSHUA C. JUNIO