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    Numerical Differentiation and Integration PDF

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    NEERAJ SINGH

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    NUMERICAL DIFFERENTIATION Itic the proceos of caleulating the valuc of the derivative of a function at some assigned value of x from the given set of values (,9,). To compute dy/dx, we first replace the latter as many Limes as we desire, The choice of the interpolation formula to be used, will depend on the assigned value of x at which dy/dr, is desired. If the values of x are equi-spacod and dy/ds, is roquired near tho boginning of the table, we employ ‘Newton's forward formula. If it is required near the end of the table, we use Newton’s backward formula. For values near the middle of the table, dy/dx, is calculated by means of Stirling's or Bessel’s formula. If the values of x are not equi-spaced, we use Newton's divided difference formula to represent the function. [EGE FORMULAE FOR DERIVATIVES _ Consider the function y = /(x) which is tabulated for the values x; (=x) + ih),#=0,1,2,..%. (2) Derivatives using forward difference formula. Newton's forward interpolation formula (p. 958) is + BERD ORD aay, (n= Y=Iyt vayyt PILED ay, Differentiating both sides w.r-t. p, we have Since p ‘Now Ate =xyp = 0. Hence putting p = 0, (2), =f[on fet taty- 980 =A) LINUENEAL DFFERENTATON & INTEGRATION Again differentiating (1) w.r.t. x, we get 4 (dy) dp dp (dp) dx 1[2.2. ,6p-6 .9 , 12p?-36p+22 4 1 ie 9 SEES alyg 4 B36 BE ney, 5 | Putting p = 0, we obtain (§ 3) ] AB) a Similarly ( A) Otherwise : We know that 1+ A= = ol Lye, tas AD =log (1+ 8)= 4-442 1 2a * 2° '3 and and Now applying the above identities toy,, we get ; dy) 1 Lay ylasy Jaty ylas. Dyy tens (2), M90 — 5 0 + 5 AN — GAN +5 A 0 dy) Afsana (Mat 8 5 | 187 Ao (2), BLP Mog YF 199 S90 dy) Il, 34 ] BY) 1 ary, 3 atyy and (3), rr ae which are the same as (2), (9) and (4) respectively. (2) Derivatives using backward difference formula. Newton's backward interpolation formula (p 958) is pipe 2! pins Dipr2) Y=In t+ PVn + Differentiating both sides w.r-t. p, we get (5) Atx=x,,p = 0. Hence putting p = 0, we get (ay 1 lye. 1 ys. ay vy, +4 A y%y, (2), itp neg Int Again differentiating (5) w.r-t. x, we have ay 5 (B)P— [vs Eos Sei t1pti er, | dx dp\dx)dx at " 12 i 4 1 5 Vivg + peels ] vy, +b Vy, be (6) nt ZV | (6) 82 Putting p = 0, we obtain ay ty yi 4 ey 4187 y vey, +V' +t > a +5 Sy A) ( es) - ie el 1 +VP 9, ‘In + OV Iy + Vn + Similarly, ay [Pn +8 +5 Vint | (8) dx?) “Fe Otherwise + We know that 1-V= Fo} = 0° ‘ = AD = 10g 1-V)=-|v+iv?+tvstye AD = log (1-V)= [r+dy tps | ly t D=2lvaiv or ifesdy dys ytyt,. | 3.4 2 Di= plydr dee | WL "2 38 Similarly, Di= a shuts -] ii z Applying these identities toy, we get dy 1 Lye pl ys, lye lys. 1 ye, te, a) Alyy, tye sloty, stvty, eb vty, +by Pn (2), il +3 PSV Int ZV In EV It GV Int | d*y 2. By ally, . Sys , 137 ye. ) oe Vy, +¥8y, +2 vty, +2 Vy, +282 ( ie al" Ya ag eg Ie ag Vn * @. 1 3 a (22) -araedene] s, which are the same as (6), (7) and (8). (8) Derivatives using central difference formulae. Stirling's formula (p. 964) is 2) (= +A a a any aay Ga epee oe and and Solution. (a) The difference table is = = y a 2 a a a 6 10 7.999 ai 11 8.403 0.036 0.378 0.006 12 7a 0.030 0.002 oma 0.004 0.001 13 9.129 ~~ 0.026 = 0.001 0.002 0.322 0.003 0.008 14 aot 0.028 0.002 0.299 0.005 15 9.750 = 0.018 0.28 16 10.031 ‘We have (2 -] 7 (@| z ae a7 0.1, x5 = L1, Ay Substituting these values in (i) and (ii), we get dx), O01 (3) = Fyos-Pe 0.03) +4 (0,008) - 4 (- 0.001) +=! 410.009) Aa dy 1 a 5 ( aa owl 0.08 (0.004) » 15 ( 0.001) § coon) = a7 (b) We use the above difference table and the hackward difference operator V instead of A. dx), h dx? Here h = 0.1, x, = 1.6, Vy, = 0.281, V*y,, (43) - Fahad Vy Vy, + 8 vy, ST 5 Putting these values in (é) and (ti), we get el on -0.716. 1 1 1 aa [oes + 0.018) + 5 (0.005) + =~ 0.018 ete. 1 4 5 6 1 2) if lyay 41 lye ay 1 B&) =<) vy, +2 Vy, += Vy, += Vy, += V8 yy t= VOY, Hee (2) ath v yn th yey, eh vty, shvty, + Evy, +] 137 180" 1 1 410.002)+4:0.009)+ 20.002] n+] 2.75 7 [- 1018 0.005 +1 002) + os + F(0.002] Solution. The difference table is : t v av 0 ° a 5 3 u 10 “ 66 15 9 159 20 228 Hence the initial acceleration is 1 m/sec’. difference table is : t x a a ° 30.18 149 on 31.62 -0.24 1.25 oz 32.87 = 0.48 0.77 aa aa ad ~0.48 031 04 93.95 = 0.45 -0.14 vs 33.81 ~ 043 -0.57 8 a ‘As the derivatives are required near the middle of the table, we use Stirling’s formulae : de My 1 xy tae) 1 2 (*s 1+ Axy @e) 3 lary Late + Late, (23), we [tt yah *2 bog 4 es ] Here h = 0.1, 4, = 0.8, Ax, = 0.31, Ax Putting these values in (i) and (ii), we get (2) 1 [essere 1(o0trooe),, 2 ( dt}s OAL 2 2 30 ax 1 [ 1 1 £*) 21) 046-4 000+ 5 0.29)-. (eI, oy 2 90 Honce the required velocity ic 5.83 em/coe and acceleration is 45.6 em/r0e2, eae 9 a ne em - ys Drag id Pi 1, find f’ ( Mind Solution. Taking x,= 7.50, h = 0.1, we have p = ‘The difference table is : x Pe » 4 a at at a af TAT 8 0.198 0.002 748 -2 0.195 0.001 0.003 =0.001 1490-1 0.198 0.000 0.000 0.003 0.001 0.008 7.50 ° 0.201 = 0.001 0.003 0.01 ‘2.002 0.002 =0.007 751 1 0.208 =0.008 0.003 0.002 152 2 0.206 0.002 758 a 0.208 Bessel's formula (p. 990) 1s pip=v ayy +aty (Po g)PO? a 2! 2 3 7 (p-)@+ne@-ve- p7¥o PAYG * 4 P+ DP(p-DD-2) My-24 Ay yg 2 (p42) p(p+D p(p-V(p-2)(p-3)_A*y-s +.4°y. . + 6! JT of) i : , i Since p= eb Differentiating (i) w.r-t. p and putting p = 0, we get dy) _1fay" -H{ al eaty., + A%y) 42 a8y + Lat “ (2), i$), Play Rear rate Bary a+ hatyoeaty 1 1 Tp 92 ay 5489.2] 1 1 1 aon [vow = 7 0.001 + 0.001) + + (0.002) (0.004 + 0.008) — wo 0.007 575 (0.010 0) chase, An Soe valnen o's re nak sul epaced, we chal was Newtcts dskiad diffcenoeYarmmaia. a divided difference table is x fi) Ist div. diff. 2nd div. diff 3rd div. diff. 4th dv. diff a -18 18 5 22 16 146 0.998 u 899, 39.96 0.0002 1025 Luvs 27 17815 69.04 2613 ey 6606 Fifth difference being zero, Newton's divided difference formula is FL) = flg) + (x —) fry —1,) + (x — Hq) Ce 2,) fle Xy,%) 44) 44) (=H) [gy Zp Kq) + EM) (HM) Xr) (9S) Flt, My, Hy Hy %) Differentiating it w.r.t. x, we get Fe) = fly, x4) + (20 — 4 — 4) ftp. Hy.) 4 (Bx? — Delay + ay +) + (agey + yey + E—UQN) * fg Ky Tye) +x? — BaPlag + xy +g 42g) + De (ages + Hphe + Ealy + Tyhy + Hyp +R.) T Fobra + Retest tata + Mortal fy Ay My Ay Hy) x g= 11, x= 27 and x = 10, we obtain 8 + 12 x 16 + 23 x 0.998 - 426 x 0.0002 = 232.869. Putting x, = 3,2, re MAXIMA AND MINIMA OF A TABULATED FUNCTION Newton's forward interpolation formula is v pi Dip ®» Y= Iq + Pay + ug Big + apg + Differentiating it wort. p, we get dy 3p? —6p+2 eS + Ay + A) ap Yo For maxima or minima, dy/dp ~ 0. Henee equating the right hand oide of (1) to 2oro and retaining only upto third differences, we obtain : 2 a we 1 gry, 4 8? p42 Yo* Ay, . 1 A 1 1 we. (bat) ern-aboee(an-Batn eat) Substituting the values of Ayo, A, A°y, from the difference table, we solve this quadratic for p, Then the corresponding values of x = x, + ph at which y is maximum or minimum. Solution. The difference table is : x y ay aty ay ay ay 2 2 ~2.25 “1 0.28 25 025 -0 0 ° -05 6 0.25 3 0 1 0.25 25 6 025 ® ° ° 2 M65 6 13.75 6 3 15.5 265, 40.25 4 56 = 0, Ay, ~ - 0.28, A¥y, ~ 2.5, Aly, ~ 9, Aty, ~ 6. Newton's forward difference formula for the first derivative gives Ap -18p" + 22p con a ; (4a! 18 + 224-616) =t [0.25 + 2.8 — 1.95 +4 Be? Or 4 3423 AG? + 5.5x 1.5] = 29-2 For y to be maximum or minimum, = 20ie, 8-220 ie, x=0,1-1 wy Now @Y <32-1=—ve forx=0 dx = tye for=1 1 Sinco yay tntyy+ EOD sty, sn 10)-0 ‘Thus y is maximum for x = 0, and maximum value = y (0) = 0. Also y is minimum for x = 1 and minimum value = y (U) ve fora = Eee 2) Find tha AeA and eacand derivatives of the finction tabulated below, at the poidt 213 + Sa RW Ate tae te ae Por tan yi 0 (0128 0544 1.296. 2432 4.000 (WPT, 2010; Bhopal, 2009) Given the following table of values of x and y £6100, 105140 1.20 28 | 80 yd) 1000 1025 1.949 1072 1.095. .nis) 1.440 2, fina ona 3 at (a) x = 1.05 (6) x = 1.25 (e) x = 1.16, W-T.U., 2008) ie Diubeitg vliere ofy and, find the first derivative atx = 4. mM, 1 2 4 8 y 10 yo 1 5 mo . From the following table, find the values of dy/ds and dy/ds? at x = 2. ae: 1.96 198 200 ° 202 204 y: 0.7825 0.7739 0.7651. 0.7563 0.7473 Find the value of cos 1.74 from the following table : % YA: Big PORTS |. 2 ETB 182 1.86 sine: 0.9016. 0.9857 0.9781 0.9601 0.9584 ‘The aistance covered by an athlete for the 50 metre is given inthe following table = Time(se) 0 1 a 3 4 5 45 Distance (metre): 0 «25.85 18H. 90.5 BO Determine the speed of the athlete at ¢ = 5 sec. correct to two decimals. (U.P-T.U,, 2009) ‘The following data gives corresponding values of pressive and specifie valume of a superheated stream. oy 2 4 ° a 10 poy (M05) 427.) ea) a82) 118 Find the rate of change of (@ pressure with respect to volume when v = 2, i) volume with respect to pressure when p = 105, ‘Tho table below revealo the Yelocity » of a body during the opecifi time &, find ite ncccleration at = 1.1? t: 10 1a 12 1a 14 2 aaa 47) gad sad en (1N.7.0,, 2009), The clevation above a datum Tine of7 points of read is given below : 300, 6 1200 1500, am 205 L.A rod is rotating in a plane. The following table gives the angle @ genianey bry which the rod hes turned for various values ofthe time ¢ second. t ° op 04 os 08 10 12 ee to 012049. a2 202 a0 467 Calculate the angular velocity and the angular acceleration af the rnd, when f = 0.6 serand Find the value of f(x) at x = 0.4 from the following table using Bessel’s formula x: 00Y 002) 003 0040.05 006 fi): 0.1028 | 0.104707! 0.1096»? ota Ify = flx) andy, denotes Fosp + nh), prove that, if powers uth above A€ be meylecte a @)- Alou yi 1)-F09- yea! ME ocal] (UL. RU 2006) [Hint: Differentiate Stirling’s formula wir-t. x, and put ~0} 15. Find the value of /"(8) froin the table given below : ig 6 7 9 12 fia) 1,556 1.690 1.908 2.158 (Anna, 2007) id the /* (6) from the following data: 2 3 7 26 58 466 (.N2.U., 2009 ; UPTO, 2008) NUMERICAL INTEGRATION ‘The process of evaluating a definite integral from a sct of tabulated values of the integrand f(x) is called numerical integration. This process when applied to a function of a single variable, is known as quadrature. ‘Tho problem of numerical integration, like that of numerical differentiation, is solved by representing f(x) by an interpolation formula and then integrating it between the given limits. In this way, we can derive quadra- ture formula for approximate integration of a function defined by a set of numerical values only. NEWTON-COTES QUADRATURE FORMULA Let Is fi fl de 7 where f(x) takes the values.yp,).o5~-J,fOPX= yay, yy wey (Fig. 30-1) Let us divide the interval (a, 6) into n sub-in- tervals of width h so that x9 = a, x =p + A,X, =X) + 2h, x, =4, +h =b. Then 9 tmh = £ fxde =h [reo +rmar, oath putting x =x, + rh, dx = hdr oh (er ayy =D 4 LEmDE-De-BO-4) yy, 4 AY BL 4 Te Dlr ae le Ar -B) aby, | [By Newton’s forward interpolation formula] Integrating term by, we obtain [O° pep ae nif ay eB ng + EM ta 0 2 as. A"y0 2 nt 8n® 1n® o * (g-2 ts 6 n° 15n® 4 4n® + ( 7 6 Vin’ aA) ‘This is known as Newton-Cotes quadrature formula. From this general formula, we deduce the following important quadrature rules by taking n = 1, 2,3... [EGEGN TRAPEZOIDAL RULE Putting n = 1 in (A) § 30.5 and taking the curve through (x, yp) and (x,, ¥,) as a straight line ie. a polynomial of first order so that differences of order higher than first become zero, we get fe rede=n (m2 F a0] # Gorrd oF 2 2 +h 1 h ‘Similarly i reyax=n(y+Lan)—4o,+99 10) de =F 94) in ag +n Adding these n integrals, we obtain oa £ P(x) de = to +Y,) +20, +99 tm Iq DI ‘This is known as the trapezium rule. SIMPSON’S ONE-THIRD RULE Putting n = 2 in (A) above and taking the curve through (xq, ¥9); (x1, 91) and (xg) yg) aa a parabola i. polynomial of second order so that differences of order higher than second vanish, we get Jo pede =2h 00 + Ave + ard 6+ AY, +99) ah Similarly, eo fle) dx = 0244549) hen i +n h A JOO flerde Boyt tig typ bing even, sina Adding all these integrals, we have (when n is even) oh Jer re de = A199 #9,) +404 +99) tn ABO HI HTT ‘This is known as the Simpson's one-third rule or simply Simpson's rule and is most commorly used. SIMPSON’S THREE-EIGHTH RULE Putting n = 3 in (A) above and taking the curve through (x,,.y 80 that differences above the third order vanish, we get fo" reoar=an( + Sane + ats +2 avo) a Zrorgr rg ), 1,2, 3 as a polynomial of third order = ho + 87,481 +¥0) ‘larly, ny th 3h [EIT £0) as =F 05 + 944 85 +99) and 50 0n. Adding all such expressions from x, to x) + nk, where n is a multiple of 3, we obtain oh g Fea) d= BM iyg 49) 430, +I HI HIGH 3, 1) 42005 4.954 ty a) ASN as ee which is known a5 Simpson's three eighth rule. [EGER boote’s RULE ‘Putting n = 4 in (A) above and neglecting all differences above the fourth, we obtain ain ee Ban 2p Ta fe reas Ah( sp +2ay Sarno +3.'vo +7 a's) Be (ayy + By, + 12), + 82, + 7) Similarly [Ore ae - 2 (iy + 82y5+ 12y¢-+ 92); + Ty) and goon, Adding all those integrals frou 2p 40:49 + nh, where 1 io a multiple of, we get Joo ree ae = 2 cay, +829, + 1p, + Bg + Ly, + 8294+ 12Y¢t BBY, + Hy +o ‘This is known as Boole’s rule. WEDDLE’S RULE Pratingn = nA) abv od neleing ni dierenes bone thew, ween [roar (v0 #3009 + $9 +400 #2 ty 0 FH gsy, 42, How) we replace AY a%y, by Alyy the error made will be negligible. a les Peay dte= M95 + By, +92 + Ory +H, + Bg +36) Similarly [oe renee Fey, + Oy HY + Wa +n + Oy, +p) and 60 on, ea) where n is a multiple of 6, we get en Pla) dic = 3 (yg + By, +95 + By #94 + 595 + 25+ 5b +4 +) ‘This is known as Weddle’s rule. Solution. Divide the interval (0, 6) into six parts each of width h = 1. The values of flx) = we are given, below () By ‘Trapezoidal rule, 1 A GRe bloc rx)+ 20, +9: 495 +H +99 [C+ 0.027) + 2(0.5 + 0.2 + 0.1 + 0.0588 + 0.0385)] = 1.4108. (i) By Simpson's 1/9 rule, 1 h Phas blo ty +40 195490 +20 490) 1 = lO +0097) 4 400.5 4.01 + 0.0385) + 9(0.9 + 0.O8RR)) = 1 RHA? Gi) By Simpson's 3/8 rule, LA Boo t98 801 ttt rs) (2 + 0.027) + 8(0.5 + 0.2 + 0.0588 + 0.0885) + 2(0.1)] = 1.9571. (iv) By Weddle’s rule, fs Bh 4 Sy, 0+ Ore 494595 49 = 0.811 + 5(0.5) + 0.2 + 6(0.1) + 0.0588 + 5(0.0885) + 0.027] = 1.8785. tan af = 1.4056 Solution, Let y = eh = 0.2 and n = 10. The values of x and y are as follows : Ry Trapezoidal rule, we have + A [pee Flo ryt 201 1 tg tI AIS HE tI HIE HID [G+ 54.5981) + 2(1.0408 + 1.1735 + 1.4333 + 1.8964 +2118 + 4.2206 + /.UYYS + 12.988 + 29.085)] 2 Hence fe" dx = 17.0821 Solution. Divide the interval (0, 0.6) into six parts each of width h = 0.1. ‘the values of y = f(x) = given below : By Simpson's 1/3rd rule, we have 3 f de = Eig +35) +404 +95-495+ Hy, +01 Solution, Let y = sin x —log, x + e and h = 0.2,n = 6. The values of y are as given below : By Simpson's 2 th rule, we have We ear fade Flute + 209) +30, S949, +99) = fo. 2) (7.7336 + 2(3.1660) + 3 (13.3247)] - 4.053 Hence f)*tsin x= log, x +") de = 4.058. Solution. If km be the distance covered in ¢ (min), then = | f = [Pode= 20x + 40 + 2, by Simpson's rue = 5 ete. O=v, +0540, +0; + vy= 10 +25 + 324114280 Emu + uj det Ug= 18 + 29 +2015 =72 fo _2 == 44x 8042x792) leo 3 = 309.33 km. Solution. It secbe the time taken to traverse a distances (m) then a7 or Hx Ly (say) Seay zy (sav), -20 Hore ae Caan 1 1 doa ad Also cE ee ne ne dinedinah WY = qprdo = aged THI =y c+ by Boole’s Rules, we have [e- g ‘yds = 2A BE yg + 32, # Ly + 8p, + Lay, + 82y5 + Lye + By, + My) an s5)*2*(z1)°22(z5) °(a5)-™(z2) + wo )+22( 4) +14(2)] Solution. Here h = 0.25, yq = 1,9, = 0.9896, y = 0.9589, ete. +. Required volume of the solid generated = flip? dean: Bigd + 9+ 407 +99)+ 2981 = 0.25 F{(1 + (0.8415) + 4((0.9896)* + (0.9089)*) + 2(0.0589)" = 025%S 1416 (3.7081 + 7.2216 + 1.699] = 0.2618 (10.7687) = 2.8192. INUMERICAL DiFrEReNTATION & INTEGRATION CEP y de " 1, Bvaluate [5S applying (rapenical le NFL 300) Sng ete Gi) Spt 8 le de a, Brats [1-55 sing taeda re abingh = 4 (ii) Simpson’s V/rd rule taking h = 1/4. (N-T.U, 2008) (ii) Simpson's 3/8th rule taking h = 1/6. W.P.U, 2010; V-T.U,, 2007) Ww) Wedale’s rule taking f = 1/6. (Bhopal, 2009) Hence compute an approximate value of xin each ease. S 5. Find an approximate value flog, 9 by calculating wo 4 decimal places, by Simpson's 16 rule, f° 2%, ivaing the range into 10 equal parts. 6 4, Bvaluate [sec

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