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Numerical Differentiation and Integration

The document discusses numerical differentiation and integration, outlining methods for calculating derivatives from discrete data points using interpolation formulas such as Newton's and Stirling's. It also covers numerical integration techniques like the Trapezoidal Rule and Simpson's Rules, providing examples and problems for evaluation. Additionally, it mentions Romberg integration as a method to enhance results from the trapezoidal rule.

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Prottoy Dipto
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5 views32 pages

Numerical Differentiation and Integration

The document discusses numerical differentiation and integration, outlining methods for calculating derivatives from discrete data points using interpolation formulas such as Newton's and Stirling's. It also covers numerical integration techniques like the Trapezoidal Rule and Simpson's Rules, providing examples and problems for evaluation. Additionally, it mentions Romberg integration as a method to enhance results from the trapezoidal rule.

Uploaded by

Prottoy Dipto
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 PPTX, PDF, TXT or read online on Scribd
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Numerical differentiation

• Differentiation and integration are basic mathematical operations


with a wide range of applications in various fields of science and
engineering.

• In the case of experimental data, where tabulated values of variables


are given in discrete form, direct methods of differentiation are not
applicable.
Numerical differentiation is the process of computing the value of the
derivative of an explicitly unknown function, with given discrete set of
points.

• To differentiate a function numerically,


(i) we first determine an interpolating polynomial and then compute the
approximate derivative at the given points

[when are equispaced]


Newton's forward interpolation formula is used to find the derivative near
the beginning of the table
Stirling’s formula is used to estimate the derivative near the centre of
the table
Newton's backward interpolation formula is used to compute the
derivation near the end of the table
Problem: find, from the following table, the area bounded by the curve
and the x-axis from to
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

Problem: given that


X 1.0 1.1 1.2 1.3 1.4 1.5 1.6
y 7.989 8.403 8.781 9.129 9.451 9.750 10.031

Find and at (a) x=1.1 (b)x=1.6


Ifare not equispaced, we may find using Lagrange’s interpolation
formula and then differentiate as many times as required.
Derivatives Using Newton’s
Forward Interpolation Formula :
We know,

[where ]
Now,

Here,
And

From (i)

When, , p=0
given that

given that

given that

find at x=8
the general method for driving the numerical differentiation formula is to differentiate the interpolating polynomial
X Y

1 24

3 120

5 336

7 720
Numerical integration
• Trapezoidal Rule:

• Simpson’s 1/3 Rule:

Note: this rule requires the division of the whole range into an even number of
subintervals.

• Simpson’s 3/8 Rule:


Problem: Evaluate correct to three decimal places using
(i) Simpson’s 1/3 rule.(ii) Simpson’s 3/3 rule(iii)
Trapezoidal rule
• Solution: i) let h=1/2=0.5. the values of x and y tabulated below:
x y

0.0 1.0000

0.5 0.6667

1.0 0.5000

• Trapezoidal Rule:

=0.70835
• Simpson’s 1/3 Rule gives

=0.6945

(ii)Now consider
X 0 .25 .50 .75 1
y 1.000 .8000 .6667 .5714 .5000
(iii) Now we consider the tabulated values of x and y
X 0 .125 .250 .375 .5 .625 .750 .875 1.0
y 1.0 .8889 .8000 .7273 .6667 .6154 .5714 .5333 0.5

H.W.
Simpson’s 1/3 Rule, Simpson’s 3/8 Rule
Problem: Evaluate using (i) Simpson’s 1/3 rule.(ii) Simpson’s 3/3 rule(iii)
Trapezoidal rule
Problem: The velocity of a car (running) on a straight road at intervals of 2
minutes are given below:
apply Simpson‘s rule to find the distance covered by the car.

Time(in 0 2 4 6 8 10 12
min.)
Velocity (in 0 22 30 27 18 7 0
Km/hr)
Romberg integration:

This method be used to improve the approximate results obtain by


trapezoidal rule
Problem: use Romberg’s method to compute
correct to 3 decimal paces where
Solution : we take successivey
Using Trapezoidal Rule

Using, we get
• And,
Problem: The velocity of a car which starts from rest, is given
at the fixed intervals of time as follows:
T 2 4 6 8 10 12 14 16 18 20
v 10 18 25 29 32 20 11 5 2 0

Estimate approximately the distance covered in 20 minutes.

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