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Numerical Differentiation 5 Point Formulae

The document discusses the advantages of using the 5-point formula for numerical differentiation over the 3-point formula, highlighting increased accuracy, higher precision, and reduced boundary effects. It provides mathematical representations for different 5-point formulas and examples of their application in calculating derivatives and actual errors. Additionally, it includes practice questions and applications related to temperature variations and circuit analysis, comparing the 3-point and 5-point formulas in terms of accuracy, precision, and computational complexity.

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Ammar Amjad
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11 views5 pages

Numerical Differentiation 5 Point Formulae

The document discusses the advantages of using the 5-point formula for numerical differentiation over the 3-point formula, highlighting increased accuracy, higher precision, and reduced boundary effects. It provides mathematical representations for different 5-point formulas and examples of their application in calculating derivatives and actual errors. Additionally, it includes practice questions and applications related to temperature variations and circuit analysis, comparing the 3-point and 5-point formulas in terms of accuracy, precision, and computational complexity.

Uploaded by

Ammar Amjad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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FIVE-POINT FORMULAE

REASONS OF USING 5-POINT FORMULAE

1. Increased Accuracy: The 5-point formula incorporates more data points, making it generally more
accurate than the 3-point formula. It provides a better approximation of the derivative by averaging
over more neighboring points, which reduces errors and noise in gradient estimation.

2. Higher Order of Precision: The 5-point formula is a higher-order numerical differentiation method.
This means it can capture changes in the function more effectively, particularly for functions with rapid
or complex variations.

3. Reduced Impact of Boundary Effects: The 3-point formula is limited to immediate neighboring
points, which can lead to boundary effects and inaccuracies near the edges of the data set. The 5-point
formula mitigates this issue by considering a wider neighborhood, reducing these boundary errors.

4. Flexibility in Data Resolution: For datasets with larger step sizes h or fewer data points, the 5-point
formula can still provide accurate derivative estimates, making it more versatile compared to the 3-
point method.

MATHEMATICAL REPRESENTATION

If we have five points 𝑥0 , 𝑥1 = 𝑥0 + ℎ, 𝑥2 = 𝑥0 + 2ℎ, 𝑥3 = 𝑥0 + 3ℎ and 𝑥4 = 𝑥0 + 4ℎ,


we get more accurate formulae as
5-Point first end point formula is
1
𝑓 ′ (𝑥0 ) = [−25𝑓 (𝑥0 ) + 48𝑓 (𝑥0 + ℎ) − 36𝑓 (𝑥0 + 2ℎ) + 16𝑓(𝑥0 + 3ℎ) − 3𝑓 (𝑥0 + 4ℎ)]
12ℎ

5-Point mid-point formula is


1
𝑓 ′ (𝑥0 ) = [𝑓(𝑥0 − 2ℎ) − 8𝑓(𝑥0 − ℎ) + 8𝑓(𝑥0 + ℎ) − 𝑓(𝑥0 + 2ℎ)]
12ℎ

5-Point last end point formula is


−1
𝑓 ′ (𝑥0 ) = [−25𝑓 (𝑥0 ) + 48𝑓 (𝑥0 + ℎ) − 36𝑓 (𝑥0 + 2ℎ) + 16𝑓(𝑥0 + 3ℎ) − 3𝑓 (𝑥0 + 4ℎ)]
12ℎ
EXAMPLE
Use the formulas, as accurately as possible, for each missing entry in the following table.
𝒙 𝒇(𝒙) 𝒇′ (𝒙)

2.1 −1.709847

2.2 −1.373823

2.3 −1.119214

2.4 −0.9160143

2.5 −0.7470223

2.6 −0.6015966

The data in is taken from the function𝑓(𝑥) = tan 𝑥. Compute the actual error.

Solution: Using 5-Point end point formula


1
𝑓 ′ (𝑥0 ) = [−25𝑓 (𝑥0 ) + 48𝑓 (𝑥0 + ℎ) − 36𝑓(𝑥0 + 2ℎ) + 16𝑓(𝑥0 + 3ℎ) − 3𝑓 (𝑥0 + 4ℎ)]
12ℎ
at 𝑥0 = 2.1 with h = 0.1 is
1
𝑓 ′ (2.1) = [−25(−1.709847) + 48(−1.373823) − 36(−1.119214)
12(0.1)
+ 16(−0.9160143) − 3(−0.7470223)] = 3.899344
at 𝑥0 = 2.2 with h = 0.1 is
1
𝑓 ′ (2.2) = [−25(−1.373823) + 48(−1.119214) − 36(−0.9160143)
12(0.1)
+ 16(−0.7470223) − 3(−0.6015966)] = 2.876876

Using 5-Point mid-point formula


1
𝑓 ′ (𝑥0 ) = [𝑓(𝑥0 − 2ℎ) − 8𝑓(𝑥0 − ℎ) + 8𝑓(𝑥0 + ℎ) − 𝑓(𝑥0 + 2ℎ)]
12ℎ
at 𝑥0 = 2.3 with h = 0.1 is
1
𝑓 ′ (2.3) = [(−1.709847) − 8(−1.373823) + 8(−0.9160143) − (−0.7470223)]
12(0.1)
= 2.2497041
at 𝑥0 = 2.4 with h = 0.1 is
1
𝑓 ′ (2.4) = [(−1.373823) − 8(−1.119214) + 8(−0.7470223) − (−0.6015966)]
12(0.1)
= 1.837756

Using 5-Point end point formula


1
𝑓 ′ (𝑥0 ) = [−25𝑓(𝑥0 ) + 48𝑓(𝑥0 + ℎ) − 36𝑓(𝑥0 + 2ℎ) + 16𝑓(𝑥0 + 3ℎ) − 3𝑓(𝑥0 + 4ℎ)]
12ℎ

at 𝑥0 = 2.5 with h = 0.1 is


−1
𝑓 ′ (2.5) = [−25(−0.7470223) + 48(−0.9160143) − 36(−1.119214)
12(0.1)
+ 16(−1.373823) − 3(−1.709847)] = 1.544210
at 𝑥0 = 2.6 with h = 0.1 is
−1
𝑓 ′ (2.6) = [−25(−0.6015966) + 48(−0.7470223) − 36(−0.9160143)
12(0.1)
+ 16(−1.119214) − 3(−1.373823)] = 1.3554963
Derivative of function 𝑓(𝑥) = tan 𝑥 is 𝑓 ′ (𝑥) = 𝑠𝑒𝑐 2 𝑥 implies

𝑓 ′ (2.1) = 3.9235752 , and Actual error = 0.024231


𝑓 ′ (2.2) = 2.8873898 , and Actual error = 0.010514
𝑓 ′ (2.3) = 2.2526392 , and Actual error = 0.002935
𝑓 ′ (2.4) = 1.8390822 , and Actual error = 0.001326
𝑓 ′ (2.5) = 1.5580423 , and Actual error = 0.013832
𝑓 ′ (2.6) = 1.3619185 , and Actual error = 0.006422.

PRACTICE QUESTIONS
Use the formulas, as accurately as possible, for each missing entry in the following table.
𝒙 𝒇(𝒙) 𝒇′ (𝒙)

-3.0 9.367879

-2.8 8.233241

-2.6 7.180350

-2.4 6.209329

-2.2 5.320305
-2.0 4.513417

The data is taken from the function𝑓(𝑥) = 𝑒 𝑥/3 + 𝑥 2 . Compute the actual error.

APPLICATION BASED PRACTICE QUESTIONS

Qs. In a study of daily temperature variations, the temperature 𝑇 is recorded at specific


times 𝑡 of the day, measured in hours. The data is as follows:

𝒕 (hours) 3 6 9 12 15
𝑻 (℃) 15 18 22 24 23

A. Calculate the rate of change of temperature at all values of time using the most
appropriate formula among the 3-point or 5-point formulae. For each calculation,
specify which formula you are using—whether it is the mid-point, first end-point, or
last end-point formula.
B. Determine the time intervals where the rate of temperature change is
a. Positive (temperature increasing)
b. Negative (temperature decreasing)
c. Zero (temperature constant)
C. What does the answers obtained in part ‘A’ signify about the behavior of temperature?

Discussion:
The rate of temperature change provides insight into the dynamics of heating and cooling
during the day. Discuss how this analysis might reveal:
 The fastest warming or cooling periods.
 Times of day when temperatures stabilize.
 Applications of this data, such as planning energy usage during peak cooling or
heating periods.
Are there any anomalies in the rate of change? If so, what could they indicate (e.g., sudden
weather changes, errors in data collection)?

Qs. In a circuit with impressed voltage 𝐸(𝑡) and inductance 𝐿, Kirchhoff’s first law gives
the relationship
𝑑𝑖
𝐸(𝑡) = 𝐿 + 𝑅𝑖
𝑑𝑡
where 𝑅 is the resistance in the circuit and 𝑖 is the current. Suppose we measure the current
for several values of 𝑡 and obtain
𝒕 1 1.01 1.02 1.03 1.04
𝒊 3.10 3.12 3.14 3.18 3.24

where 𝑡 is measured in seconds, 𝑖 is in amperes, the inductance 𝐿 is a constant 0.98


henries, and the resistance is 0.142 ohms.
Approximate the voltage 𝐸(𝑡) when 𝑡 = 1.00, 1.01, 1.02, 1.03, 𝑎𝑛𝑑 1.04.

COMPARISON

Criteria 3-point Formula 5-point Formula


Description Approximates the derivative using Approximates the derivative using five
three neighboring points. neighboring points.
Accuracy Less accurate compared to the 5-point More accurate due to considering more
formula as it uses fewer data points. data points, which reduces noise and
More prone to errors, especially near boundary effects.
boundaries.
Precision Lower precision due to limited data Higher precision due to averaging over
points. Suitable for datasets with more points. Provides better derivative
small step sizes or when a quick estimation, especially for rapid or
approximation is needed. complex variations.
Boundary Prone to boundary effects and Reduced boundary effects because the
Effects inaccuracy near the edges of the data formula includes more neighboring
set. points, which helps in capturing changes
more accurately near boundaries.
Computational Less computationally intensive as it More computationally intensive due to the
Complexity uses fewer points. inclusion of more points, but offers higher
accuracy.
Flexibility Works well with datasets of smaller More versatile and can handle datasets
resolution or step sizes. with larger step sizes or fewer data points
more effectively.

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