Unit-5 Numerical Dufferentation and Integration
Unit-5 Numerical Dufferentation and Integration
❖ Numerical Differentiation:
❖ The forward Difference Operator ∆:-
Let y=f(x)be the function of x the value of the independent variable x takes are called arguments
and the corresponding values of f(x) are called entries.
The difference between two successive values of x is called interval if the interval of differencing be
h and the first argument be 𝑥0 then
𝑠𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦 ∆ 𝑦1 = 𝑦2 − 𝑦1
𝐼𝑛𝑔𝑒𝑛𝑟𝑎𝑙
∆ 𝑦𝑛 = 𝑦𝑛+1 − 𝑦𝑛
where ∆ is called the forward difference operator and ∆y0 ,∆y1 ………are called first forward differences
of y.
The differences of the first forward differences are called second forward
differences and are denoted by ∆2 𝑦0 , ∆2 𝑦1 ,…
similarly, one can define third forward difference ,fourth forward differences
i.e 𝑒 ∆2 𝑦0 = ∆𝑦1 − ∆𝑦0
∆3 𝑦0 = ∆2 𝑦1 − ∆2 𝑦0
∆4 𝑦0 = ∆3 𝑦1 − ∆3 𝑦0
Forward difference table
𝑥 𝑦 ∆ ∆2 ∆3 ∆4 ∆5 ∆6
𝑥0 𝑦0
∆𝑦0
𝑥1 𝑦1 ∆2 𝑦0
∆𝑦1 ∆3 𝑦0
𝑥2 𝑦2 ∆2 𝑦1 ∆4 𝑦0
∆𝑦2 ∆3 𝑦1 ∆5 𝑦0
𝑥3 𝑦3 ∆2 𝑦2 ∆4 𝑦1 ∆6 𝑦0
∆𝑦3 ∆3 𝑦2 ∆5 𝑦1
𝑥4 𝑦4 ∆2 𝑦3 ∆4 𝑦2
∆𝑦4 ∆3 𝑦3
𝑥5 𝑦5 ∆2 𝑦4
∆𝑦5
𝑥6 𝑦6
1
❖ Newton’s Forward Interpolation Formula:-
The Newton’s forward interpolation formula is
𝑥(𝑥−1) 𝑥(𝑥−1)(𝑥−2)
𝑓(𝑥0 + 𝑥ℎ) = 𝑦0 + 𝑥∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0
2! 3!
𝑥(𝑥−1)(𝑥−2)(𝑥−3)
+ ∆4 𝑓(𝑥0 ) + ⋯ (1)
4!
𝐷𝑖𝑓𝑓 (1)𝑤. 𝑟. 𝑡. 𝑥 𝑤𝑒 𝑓𝑒𝑡
1 2𝑥−1 3𝑥 2 −6𝑥+2
𝑓 ′ (𝑥0 + 𝑥ℎ) = ℎ [∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0
2! 6
4𝑥 3 −18𝑥 2 +22𝑥−6
--- (2)
4
+ ∆ 𝑓(𝑥0 ) + ⋯ ]
24
1 12𝑥 2 −36𝑥+22
𝑓 ′′ (𝑥0 + 𝑥ℎ) = ℎ2 [ ∆2 𝑦0 + (𝑥 − 1)∆3 𝑦0 + ∆4 𝑦0 + ⋯ ] . (3)
24
1 24𝑥−36
𝑓 ′′′(𝑥0+𝑥ℎ) = ℎ3 [∆3 𝑦0 + ∆4 𝑦0 + ⋯ ] … (4)
24
1 11
𝑓 ′′ (𝑥0 ) = ℎ2 [ ∆2 𝑦0 − ∆3 𝑦0 + 12 ∆4 𝑦0 − ⋯ ] …… (6)
1 3
𝑓 ′′′ (𝑥0 ) = ℎ3 [∆3 𝑦0 − 2 ∆4 𝑦0 + ⋯ ] ……. (7)
To calculate first, second and third order derivative at initial point or near to initial point to non-tabular
value we use formula,(2),(3),and (4)and calculate first three order derivative of initial point or near to initial
point to tabular value use formula (5),(6)& (7).
❖ Backward differences :-
Let the operator ∇ is called backward difference operator.
1 (12𝑥 2 −36𝑥+22)
𝑓 ′′ (𝑥0 − 𝑥ℎ) = ℎ2 [∇2 𝑦0 − (𝑥 − 1)∇3 𝑦0 ∇4 𝑦0 … ] …. (3)
4!
2
1 24𝑥−36
𝑓 ′′′ (𝑥0 − 𝑥ℎ) = ℎ3 [ ∇3 𝑦0 − ∇4 𝑦0 + ⋯ ]. . …. (4)
24
1 11
𝑓 ′′ (𝑥0 ) = ℎ2 [∇2 𝑦0 + ∇3 𝑦0 + 12 ∇4 𝑦0 + ⋯ ] ….. (6)
1 3
𝑓 ′′′ (𝑥0 ) = ℎ3 [∇3 𝑦0 + 2 ∇4 𝑦0 + ⋯ ] ……. (7)
To calculate first, second and third order derivative at end point or near to end point to non-tabular value we
use formula,(2),(3),and (4)and calculate first three order derivative of end point or near to end to tabular
value use formula (5),(6)& (7).
𝑩𝒂𝒄𝒌𝒘𝒂𝒓𝒅 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒄𝒆 𝒕𝒂𝒃𝒍𝒆
𝑥 𝑦 ∇ ∇2 ∇3 ∇4 ∇5 ∇6
𝑥0 𝑦0
∇𝑦1
𝑥1 𝑦1 ∇2 𝑦2
∇𝑦2 ∇3 𝑦3
𝑥2 𝑦2 ∇2 𝑦3 ∇4 𝑦4
∇𝑦3 ∇3 𝑦4 ∇5 𝑦5
𝑥3 𝑦3 ∇2 𝑦4 ∇4 𝑦5 ∇6 𝑦6
∇𝑦4 ∇3 𝑦5 ∇5 𝑦6
𝑥4 𝑦4 ∇2 𝑦5 ∇4 𝑦6
∇𝑦5 ∇3 𝑦6
𝑥5 𝑦5 ∇2 𝑦6
∇𝑦6
𝑥6 𝑦6
𝑤ℎ𝑒𝑟𝑒
∇ 𝑦1 = 𝑦1 − 𝑦0 ,
∇𝑦2 = 𝑦2 − 𝑦1 , … … ..
∇2 𝑦2 = ∇𝑦2 − ∇𝑦1 ,
∇3 𝑦3 = ∇2 𝑦3 − ∇2 𝑦2 , … … ..
3
Examples :-
dy d2y
1) From the following table of values of x and y, obtain and at x=1.1 and 1.6
dx dx 2
x 1.0 1.1 1.2 1.3 1.4 1.5 1.6
2) Find the first derivative of the function tabulated below at the point x= 0.1 and 0.4
x: 0.1 0.2 0.3 0.4
y: 1.10517 1.22140 1.34986 1.49182
𝑑𝑦 𝑑2 𝑥
3) Find 𝑑𝑥 and 𝑑𝑥 2 of the function at 𝑥=1.4 and 2.2 from the table given below
X : 1.4 1.6 1.8 2.0 2.2
Y : 4.0552 4.953 6.0496 7.3891 9.025
𝑑𝑦 𝑑2 𝑥
4) Find 𝑑𝑥 and 𝑑𝑥 2 of the function at 𝑥=1.8 and x=1.2 from the table given below
4
12) Find the first and second derivative of the function from the following table at the point 𝑥 = 1 & 𝑥 = 1.8
X : 1 1.2 1.4 1.6 1.8 2
Y : 0 0.1280 1.5440 1.2960 2.4320 4
′ (1) ′ (1.3)
13) Find 𝑓 and 𝑓 from the following table
X : 1 1.05 1.10 1.15 1.20 1.25 1.30
Y : 1 1.0247 1.0448 1.0723 1.0954 1.1180 1.1401
𝑑𝑦 𝑑2 𝑥
14) From the following table of values of x and y obtain 𝑑𝑥 , 𝑑𝑥 2 𝑎𝑡 𝑥 = 1.2
X : 1.0 1.2 1.4 1.6 1.8 2.0 2.2
Y : 2.7183 3.3201 4.0552 4.9530 6.0496 7.3891 9.0250
15) Find the first three derivative of the function tabulated below at 𝑥 = 0.01 & 𝑥 = 0.06
X: 0.01 0.02 0.03 0.04 0.05 0.06
Y: 0.1023 0.1047 0.1071 0.1096 0.1122 0.1148
′ (1) ′′ (1)
16) Find 𝑓 and 𝑓 for the following data points
X : 0 2 4 6 8
Y : 4 8 15 7 6
17) Find the first and second derivative of the function tabulated below at 𝑥 = 1.2
X: 1 1.3 1.6 1.9 2.2 2.5 2.8
F(x): 1 2.6491 5.6176 10.6831 18.8176 31.1875 49.1536
18) Find the first three derivative at x=1.2 and x= 2.0 from the following table
X: 1 1.2 1.4 1.6 1.8 2.0
F(x): 0 0.128 0.544 1.296 2.432 4.000
19) Use the data given below find 𝑓(1.8) & 𝑓′(1.8)
X: 0.00 0.50 1.00 1.50 2.00
Y: 0.3989 0.3537 0.2420 0.1295 0.0590
20) Find the first three derivative of the function tabulated below at 𝑥 = 3
X: 0 10 20 30 40
5
❖ Sterling’s Central Difference Interpolation formula :-
To calculate derivative at central value to tabular
value use central difference formula.
❖ Central Difference formula∶-
𝑥 𝑦 ∆ ∆2 ∆3 ∆4 ∆5 ∆6
𝑥−3 𝑦−3
∆𝑦−3
𝑥−2 𝑦−2 ∆2 𝑦−3
∆𝑦−2 ∆3 𝑦−3
𝑥−1 𝑦−1 ∆2 𝑦−2 ∆4 𝑦−3
∆𝑦−1 ∆3 𝑦−2 ∆5 𝑦−3
𝑑2 𝑦 1 1 1
𝑦 ′′ (𝑥) = = ℎ2 [∆2 𝑦−1 − 12 ∆4 𝑦−2 + 90 ∆6 𝑦−2 + ⋯ ] (3)
𝑑𝑥
Examples:-
1) Find 𝑓 ′ (0.16) 𝑎𝑛𝑑 𝑓 ′′ (0.16) from the table given below
X 0.1 0.12 0.14 0.16 0.18 0.20 0.22
Y 0 0.12 0.49 1.12 2.02 3.20 4.67
2) Find the first and second derivative of f(x) at x=1, from the following table
X : -2 -1 0 1 2 3 4
Y : 104 17 0 -1 8 69 272
3) Find the first and second derivative of y at x=0.04, from the following table:
x: 0.01 0.02 0.03 0.04 0.05 0.06 0.07
y: 0.1023 0.1047 0.1071 0.1096 0.1122 0.1148 0.1172
4) Find 𝑓 ′ (5.2)& 𝑓 ′′ (5.2)from the following table
6
X : 4.9 5 5.1 5.2 5.3 5.4 5.5
Y : 134.29 148.413 164.022 181.272 200.337 221.400 244.692
5) Find first and second derivative of the function tabulated below at x=1.15
X : 1.00 1.05 1.10 1.15 1.20 1.25 1.30
F(x) : 1.0000 1.0247 1.0488 1.0723 1.0954 1.1180 1.1401
6) Find the first & second derivative at x=4 from the table given below
X : 1 2 3 4 5 6 7
Y : 10.23 10.47 10.71 10.96 11.22 11.48 11.72
𝑑𝑦 𝑑2 𝑦
7) From the following table find 𝑎𝑛𝑑 at x=1.6
𝑑𝑥 𝑑𝑥 2
7
❖ Numerical Integration:-
𝑏
let 𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 be the area bounded by the curve y=f(x)and x-axis in between the co-ordinates
x=a and x=b.
Let the interval [a,b] be divided in to n equal subintervals such that
𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑛 = 𝑏, Clearly 𝑥𝑛 = 𝑥0 + 𝑛ℎ
The Newton's cote' s Integration formula is
𝑥 𝑛 𝑛(2𝑛−3) 𝑛(𝑛−2)2
𝑛
∫𝑥0 𝑦 𝑑𝑥 = 𝑛ℎ [ 𝑦0 + 2 ∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0 + ⋯ ]
12 24
❖ Trapezoidal Rule:-
Put n=1 in Newton's cote' s Integration formula and neglecting second and higher order term ,
we get
1𝑥 1
∫𝑥0 𝑦 𝑑𝑥 = ℎ (𝑦0 + 2 ∆ 𝑦0 )
1𝑥 1 ℎ
∫𝑥0 𝑦 𝑑𝑥 = ℎ [𝑦0 + 2 (𝑦1 − 𝑦0 )] = 2 (𝑦0 + 𝑦1 )
Similarly,
2𝑥 ℎ
∫𝑥1 𝑦 𝑑𝑥 = [𝑦1 + 𝑦2 ]
2
In general
𝑛 𝑥 ℎ
∫𝑥𝑛−1 𝑦 𝑑𝑥 = 2 [𝑦𝑛−1 + 𝑦𝑛 ]
Combining all these, we obtain the rule
𝑥𝑛
ℎ
∫ 𝑦 𝑑𝑥 = [ 𝑦 + 2(𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1 ) + 𝑦𝑛 ]
2 0
𝑥0
Which is known as Trapezoidal Rule.
𝟏 𝒓𝒅
❖ Simpsons One third [( ) ]Rule :-
𝟑
𝑟𝑑
Simpsons (1⁄3) rule is obtained by putting n=2 in Newton's cote' s Integration formula
2𝑥 ℎ
∫𝑥0 𝑦 𝑑𝑥 = [ 𝑦0 + 4𝑦1 + 𝑦2 ]
3
1 𝑟𝑑
In general Simpsons (3) rule is
𝑥 ℎ
∴ ∫𝑥 𝑛 𝑦 𝑑𝑥 = [𝑦0 + 4(𝑦1 + 𝑦3 + ⋯ + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ 𝑦𝑛−2 ) + 𝑦𝑛 ]
0 3
𝑥 𝑛 ℎ
∫𝑥0 𝑦 𝑑𝑥 = 3 [ (𝑠𝑢𝑚 𝑜𝑓 𝑒𝑛𝑑 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒) + 4(𝑠𝑢𝑚 𝑜𝑓 𝑜𝑑𝑑 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠) + 2(𝑠𝑢𝑚 𝑜𝑓 𝑒𝑣𝑒𝑛 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠)]
𝟑 𝒕𝒉
❖ Simpsons Three Eight [( ) ]Rule :-
𝟖
𝟑 𝒕𝒉
Simpsons(𝟖) rule is obtained by putting n=3 in Newton's cote' s Integration formula
3𝑥 3ℎ
∫𝑥0 𝑦 𝑑𝑥 = [𝑦0 + 3𝑦1 + 3𝑦2 + 𝑦3 ]
8
3 𝑡ℎ
In general Simpsons (8 ) rule is
8
𝑥𝑛 3ℎ
∫𝑥0 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦𝑛 ) + 2(𝑦3 + 𝑦6 + ⋯ ) + 3(𝑦1 + 𝑦2 + 𝑦4 + ⋯ )]
8
𝑥 𝑛 3ℎ
∫𝑥0 𝑦 𝑑𝑥 = 8
[( 𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑛𝑑 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠) + 2(𝑠𝑢𝑚 𝑜𝑓 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠 𝑖𝑛 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 𝑜𝑓 3)+
Examples: -
2 1
1) Evaluate the integral ∫1 𝑑𝑥 taking h=0.2 by using Trapezoidal rule.
1+𝑥 2
3 1 3 𝑡ℎ
2) Evaluate the integral𝐼 = ∫0 1+𝑥 𝑑𝑥 using trapezoidal rule & Simpsons (8) rule take h=0.5
6 1 3 𝑡ℎ
3) Evaluate the integral𝐼 = ∫0 𝑑𝑥 using trapezoidal rule & Simpsons (8) rule take n=6
1+𝑥
7 1
4) Evaluate ∫2 𝑥 2 −1 𝑑𝑥 by dividing the interval (2,7) into 5 equal parts using trapezoidal rule, compare with its
actual value.
6 1 3 𝑡ℎ
5) Evaluate the integral∫0 𝑑𝑥 using Simpsons (8) rule find the error with the exact value
1+𝑥 2
6 1
6) Evaluate the integral∫0 1+𝑥 2 𝑑𝑥 using trapezoidal rule taking n=6 compare with its actual value.
𝑟𝑑 𝜋
7) Using Simpsons (1⁄3) rule approximate ∫02 𝑠𝑖𝑛𝑥 dx using n=8.
𝑟𝑑 0.6
8) Use Simpsons (1⁄3)
2
rule to find ∫0 𝑒 −𝑥 𝑑𝑥 by taking seven ordinates.
1
10) Evaluate from the following table the area bounded by the curve , x- axis and the lines x=1,x=4 using
Trapezoidal Rule.
X 1 1.5 2 2.5 3 3.5 4
Y 2 2.4 2.7 2.8 3 2.6 2.1
11) Find from the following table the area bounded by the curve and the x-axis from x=7.47 and x=7.52
𝑥 = 7.47 & 𝑥 = 7.52
𝑥 7.47 7.48 7.49 7.50 7.51 7.52
𝑓(𝑥) 1.93 1.95 1.98 2.01 2.03 2.06
12) Solid of revolution is formed by rotating about the x-axis the area between the x-axis the line x=0 & x=1
1 𝑟𝑑
and a curve through the points with the following co-ordinates by Simpsons (3) rule estimate the volume
of the solid formed.
X 0.00 0.25 0.50 0.75 1.00
Y 1.0000 0.9896 0.9589 0.9089 0.8415
1 1
13) Evaluate ∫0 𝑑𝑥 correct to the four decimal places h=0.25 by using trapezoidal
1+𝑥
& Simpson Rule.
5.2 1 𝑟𝑑
14) Evaluate the integral 𝐼 = ∫4 𝑙𝑜𝑔𝑒 𝑥 𝑑𝑥 using trapezoidal rule & Simpsons (3) rule take n=6 OR
5.2 1 𝑟𝑑
Evaluate the integral 𝐼 = ∫4 ln 𝑥 𝑑𝑥 using trapezoidal rule & Simpsons (3) rule take n
15) A curve passes through the points as given in the table. Find the area bounded by the curve
the x axis x=1 & x=9
X : 1 2 3 4 5 6 7 8 9
Y : 0.2 0.7 1 1.3 1.5 1.7 1.9 2.1 2.3
𝜋 𝑠𝑖𝑛2 𝜃 3 𝑡ℎ 𝜋
16) Evaluate ∫0 𝑑𝜃 by Simpsons (8) rule taking ℎ =
5+4𝑐𝑜𝑠𝜃 6
9
1.4 3 𝑡ℎ
17) Compute value of∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑜𝑔𝑒 𝑥 + 𝑒 𝑥 ) 𝑑𝑥 using Simpsons (8) rule Divided range into six equal
parts
1.4 1 𝑟𝑑
18) Compute value of∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑜𝑔𝑒 𝑥 + 𝑒 𝑥 ) 𝑑𝑥 using Simpsons (3) rule Divided range into six equal
parts.
3 𝑟𝑑
19) Evaluate the integral∫−3 𝑥 4 𝑑𝑥 by using Simpsons (1⁄3) rule.
31 𝑟𝑑
20) Evaluate the integral ∫1 𝑥 𝑑𝑥 . by using Simpsons (1⁄3) rule with 4 strips and 8 strips. Comment on
the result.
10