Solved Examples in Numerical Analysis

Solution of Equations in one Variable

Example (1):

Using Bisection Method to find the approximate value of the root of the equation
5x3 + x2 − 2= 0 .

Solution:

Let f ( x ) = 5 x 3 + x 2 − 2 thus we have

f (0) = - 2 , f (1) = 4  p  (0,1)
let the first approximate of the root is p1 =(0 + 1) / 2 = 0.5
f ( p1 ) = - 1.125  p  (0.5 ,1)
p2 = (0.5 + 1) / 2 = 0.75
f ( p2 ) = 0.67  p  (0.5 , 0.75)
p3 = (0.5 + 0.75) / 2 = 0.625
f ( p3 ) = - 0.38867  p  (0.625 , 0.75)
p4 = ( 0.625 + 0.75) / 2 = 0.6875
f ( p4 ) = 0.0974  p  (0.625 , 0.6875)
p5 = (0.625 + 0.6875) / 2 = 0.65625  p  0.65625
we can put the result in the following table

a b pn = 1 (bn − an ) f ( pn )
2

0 1 0.5 -1.125

0.5 1 0.75 0.671875

0.5 0.75 0.625 -0.388671875

0.625 0.75 0.6875 0.097412109

0.625 0.6875 0.65625 -0.156219482

0.65625 0.6875 0.671875 -0.032108307

0.671875 0.6875 0.6796875 0.031968594

Table (1)
The approximate root is 0.6796875

1
Example (2):

Find the root of the equation x 3 + 4 x 2 − 10 = 0 in the interval (1, 2) .

Solution:
f ( x ) = x 3 + 4 x 2 - 10
f (1) = - 5 , f ( 2) = 4  p (1, 2)
p1 =(1+ 2) / 2 = 1.5 ,
f ( p1 ) = f (1.5) = 2 .375  p (1,1.5)
p2 = (1+1.5) / 2 = 1.25 ,
f ( p2 ) = f (1.25) = -1.79687  p (1.25,1.5)

p3 = (1.25 +1.5) / 2 = 1.375 ,

f ( p3 ) = f (1.375) = 0 .16211  p (1.25,1.375)

Apply the method then we have

p8 = 1.36328125, p9 = 1.365234375
and f(p9 ) = 0.000072
then the approximate value of the root is 1.365234375

n a b pn f ( pn )

0 1 2 1.5 2.375

1 1 1.5 1.25 -1.796875

2 1.25 1.5 1.375 0.162109375

3 1.25 1.375 1.3125 -0.848388672

4 1.3125 1.375 1.34375 -0.350982666

5 1.34375 1.375 1.359375 -0.096408844

6 1.359375 1.375 1.3671875 0.032355785

7 1.359375 1.3671875 1.36328125 -0.032149971

8 1.36328125 1.3671875 1.365234375 7.20248E-05

Table (2)
The root is 1.365234375

2
Example (3):

Find the root of the equation x 3 − x 2 − 1 = 0 in the interval (0, 2) .

Solution:
The result shown in the following table
n a b pn f ( pn )

0 0 2 1 -1

1 1 2 1.5 0.125

2 1 1.5 1.25 -0.609375

3 1.25 1.5 1.375 -0.291015625

4 1.375 1.5 1.4375 -0.095947266

5 1.4375 1.5 1.46875 0.011199951

6 1.4375 1.46875 1.453125 -0.043193817

7 1.453125 1.46875 1.4609375 -0.016203403

8 1.4609375 1.46875 1.46484375 -0.002553523

9 1.46484375 1.46875 1.466796875 0.004310243

10 1.46484375 1.466796875 1.465820313 0.00087512

11 1.46484375 1.465820313 1.465332031 -0.000840011

Table (3)

The root is 1.465332031

Newton's method

Example (7):

Find the root of the equation x 4 − x = 10 .

Solution:

f (x) = x 4 − x − 10 = 0, f  (x) = 4 x 3 − 1
the iteration formula is

3
 xn4 − xn − 10
xn + 1 = x n − , n = 0,1, 2, 3,....
3
4 xn − 1
or in the form
3 xn4 + 10
xn + 1 = , x0 = 2, n = 0, 1, 2, ...
4 xn − 1
3

3 x04 + 10 3(2)4 + 10
x1 = = = 1.870967742
4 x0 3 − 1 4(2)3 − 1
the algorithm is shown in the flowing table

n xn B= 4xn3-1 A= 3xn4+10 xn+1= A/B

0 2 31 58 1.870967742

1 1.870967742 25.14744218 46.76092694 1.855780702

2 1.855780702 24.56465605 45.58174652 1.855584561

3 1.855584561 24.55655098 45.56675608 1.855584529

4 1.855584529 24.55654965 45.56675361 1.855584529

Table (9)

The root is 1.855584529

Exercise (1)
(1) By bisection method find 3 25 .
Solution:
by using Newton iteration method we have
xn 3 − a 2 x n 3 + a
xn +1 = xn − = , n = 1,2,3,... let a = 25 and since the cubic root of
3 xn2 3 xn2
2 xn 3 + 25
25 in-between 2 and 3 starting by x0 = 2.5 xn +1 = , n = 1,2,3,...
3 xn2

4
 n xn xn + 1 f ( x)

0 2.5 3.000000000 -9.375

1 3 2.925925926 2

2 2.925925926 2.924018982 0.048976274

3 2.924018982 2.924017738 3.19129E-05

4 2.924017738 2.924017738 1.35785E-11

5 2.924017738 2.924017738 0

3 25  2.924017738

(2) Find the root of the equation x 3 + 3 x − 10 = 0 by using

(a) Bisection method.
(b) Newton iteration method.
Solution:
x 3 + 3 x − 10 = 0
f ( x ) = x 3 + 3 x − 10
f (0) = −10, f (1) = −6, f (2) = 4
 r  (1,2)
(a) Bisection method.

i a b xi = ( a + b ) / 2 f ( xi )

1 1 2 1.5 -2.125

2 1.5 2 1.75 0.609375

3 1.5 1.75 1.625 -0.833984375

4 1.625 1.75 1.6875 -0.132080078

5 1.6875 1.75 1.71875 0.233612061

6 1.6875 1.71875 1.703125 0.049518585

5
 7 1.6875 1.703125 1.6953125 -0.041591167

8 1.6953125 1.703125 1.69921875 0.003885925

9 1.6953125 1.69921875 1.697265625 -0.018872045

10 1.697265625 1.69921875 1.698242188 -0.007497919

11 1.698242188 1.69921875 1.698730469 -0.001807212

12 1.698730469 1.69921875 1.698974609 0.001039053

13 1.698730469 1.698974609 1.698852539 -0.000384156

Root  1.69888549 Error  0.000384156

(b) Newton’s method

x 3 + 3x − 10 = 0
f ( x ) = x 3 + 3x − 10
f ( x ) = 3 x 2 + 3

x n 3 + 3x n − 10 2x n 3 + 10
x n +1 = x n − =
3x n 2 + 3 3x n 2 + 3

i xi xi + 1 f ( xi + 1 )

0 1 2 4

1 2 1.733333333 0.407703704

2 1.733333333 1.699395733 0.005950068

3 1.699395733 1.698885604 1.32658E-06

4 1.698885604 1.69888549 6.39488E-14

5 1.69888549 1.69888549 0

R = 1.69888549
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6
Find the one root for the equation x 3 − 5 x 2 + 2 = 0 . Calculate the error at each
iteration.

Answer

Let f ( x ) = x 3 − 5 x 2 + 2
x -1 0 1 2 3 4 5

f(x) -4 2 -2 -10 -16 -14 2

Then we have a root in the interval ( −1,0) and one in (0,1) the third root in the
interval (4,5)
by using Newton method with initial value -1

n xn xn+1 f ( xn+1 )

0 -1 -0.692307692 -0.728265817

1 -0.692307692 -0.60520442 -0.053031623

2 -0.60520442 -0.597788304 -0.000374443

3 -0.597788304 -0.597735191 -1.91638E-08

4 -0.597735191 -0.597735188 0

The approximate value of the root=-0.597735188

by using Newton method with initial value 0.1

n xn xn+1 f ( xn+1 )

0 0.1 2.111340206 -10.87694476

1 2.111340206 0.706073727 -0.140694465

2 0.706073727 0.680792234 -0.001858059

3 0.680792234 0.680449259 -3.4795E-07

4 0.680449259 0.680449195 -1.24345E-14

5 0.680449195 0.680449195 0

7
 The approximate value of the root is 0.680449195

by using newton method with initial value 4

n xn xn+1 f ( xn+1 )

0 4 5.75 26.796875

1 5.75 5.107196402 4.796052532

2 5.107196402 4.930730815 0.315920199

3 4.930730815 4.917360801 0.001748036

4 4.917360801 4.917285995 5.45711E-08

5 4.917285995 4.917285993 0

The approximate value of the root is 4.917285993

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Curve Fitting
Example (1):

Find the least squares line for the following data

(−1, 10), (0, 9), (1, 7), (2, 5), (3, 4), (4, 3), (5, 0), (6, − 1).

Solution:

Let the equation of the L.S.L in the form y = Ax + B tabulate the data as following

x y x2 xy

-1 10 1 -10

0 9 0 0

1 7 1 7

2 5 4 10

3 4 9 12

8
 4 3 16 12

5 0 25 0

6 -1 36 -6

N N N N
 xk =20  yk =37  xk =92  xk yk = 25
2

k =1 k =1 k =1 k =1

92 A + 20 B = 25
Equations (2) ,(3) gives
20 A + 8B = 37
by solving these equations we get A = -1.6071429, B = 8.6428571

Therefore the L.S.L is y = -1.6071429 x + 8.6428571

Example (2):

Find the least squares line for the following data

(0.5, 0.31), (1.0, 0.82), (1.5, 1.29), (2.0, 1.85), (2.5, 2.51), (3, 3.02).

Solution:

Let the equation of the L.S.L in the form y = Ax + B tabulate the data as following

x y x2 xy

0.5 0.31 0.25 0.155

1 0.82 1 0.82

1.5 1.29 2.25 1.935

2 1.85 4 3.7

2.5 2.51 6.25 6.275

3 3.02 9 9.06

N N N N
 xk = 10.5  yk = =9.8  xk = =22.75  xk yk = 21.945
2
k =1 k =1 k =1 k =1

9
Equations (2) ,(3) gives

22.75 A + 10.5B = 21.945

10.5 A + 6 B = 9.8
by solving these equations we get A = 1.096, B = −0.285

Therefore the L.S.L is y = 1.096 x − 0.285

Transformation for data (Linearization)

Example (3) :

Fit the curve y = a x b to the following readings :

x 1 2 4 6 10
y 2.6 5.6 13.3 21.2 40.1
•
Solutions:

y = a xb
 log y = ln a + b log x put Y = log y , A = ln a X = log x
the linear form is Y = A + bX

The normal equations are

N N N
 Yk X k = A  X k + b  X k2 (6)
k =1 k =1 k =1
N N
 Yk = NA + b  X k (7)
k =1 k =1

Construct the table as follows

x y X=log x Y=log y XY X2
1 2.6 0 O. 41497 0 0
2 5.6 0.30103 0.74819 O. 22523 O.O9062
4 13.3 0.6O206 1.12385 0 . 67663 0.36248
6 21.2 0.77815 1.32634 1.03209 O. 60552
10 40.1 1 . 0000 1 .60314 1.6O314 1.0
N
 2.68124 5.21649 3.53709 2.05862
k =1

10
And substitute in the normal equations(6),(7)

3.53709 = 2.68124 A + 2.05862 b

5.21649 = 5 A + 2.68124 b

and solve the resulting system

A = 2.68124 b = 5.21649

A = 2.68124 b = 5.21649
hence log a = 2.68124 → a = 2.1959997

finally the curve in the form y = 2.1959997 x5.21649

Example (4):

Fit the curve y = a e bx to the following readings:

x 1 2 3 4 5 6 7 8

y 15.3 20.5 27.4 36.6 49.1 65.6 87.8 117.6

Solutions:

y = a e bx
 log y = log a + b log e x
The linear equationsis
Y = A + Bx where Y = log y , A = log a , B = b log e
the normal equations are

N N
 Yk = NA + B  xk (17)
k =1 k =1
N N N
 xk Yk = A  xk + B  xk2 (18)
k =1 k =1 k =1

11
Tabulate the data as in the following table

x y Y=log y xY x2

1 15.3 1.184691431 1.184691431 1

2 20.5 1.311753861 2.623507722 4

3 27.4 1.437750563 4.313251688 9

4 36.6 1.563481085 6.253924342 16

5 49.1 1.691081492 8.455407461 25

6 65.6 1.816903839 10.90142304 36

7 87.8 1.943494516 13.60446161 49

8 117.6 2.070407322 16.56325857 64

36 419.9 13.01956411 63.89992587 204

from (16)

1 N N 
A=   Yk − B  xk  (18)
N  k =1 k =1 
substitute in (17)
N N N
N  xk Yk −  Yk  xk
k =1 k =1 k =1
B = 2
= 0.126473509
N   N
N  xk2 −   xk 
k =1  k =1 
using (18) we get A=1.058314724
 a = 10 A= 11.43706854
B 0.126473509
b= = = 0.291216016
log e 0.434294482

the fitting curve is y = 11.43706854 e0.291216016 x

12
Exercises
(1) Use least square method to fit the curve y = ax + b to the following data:
x = 3 at y .Hence find (0, 3.2),(2, 4.1),(4, 4.2),(6, 5.4)

xi yi xi2 x i yi

0 3.2 0 0

2 4.1 4 8.2

4 4.2 16 16.8

6 5.4 36 32.4

4 4 4 4
 xi =12  yi =16.9  xi2 = 56  xi yi =57.4
i =1 i =1 i =1 i =1

4 4 4
a  x i 2 + b  x i =  yi x i
i =1 i =1 i =1
4 4
a  xi + 4b =  yi
i =1 i =1

4  4  4 
4  y i X i −   X i   y i 
a = i =1  i =1  i =1  = 4(57.4) − (12)(16.9) = −0.009203297
4  4 
2
4(56) − (12)2
4  X i −  Xi 
2
i =1  i =1 

1 4 4 
and b=   y i − a  Xi  = 1
4 ( 16.9 − 4(12) ) = 4.25260989
n  i =1 i =1 

Then the required curve is y = −0.009203297 x + 4.25260989

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(2) Fit the curve y = a x 3 + b to the data (7.9, 0.2),(11.9, 0.4),(16.4, 0.8),( 22.6,1.6)
Answer:

Let the line in the form y = aX + b where X i = xi 3

13
 xi yi X i = xi 3 Xi2 xi yi

7.9 0.2 493.039 243087.4555 98.6078

11.9 0.4 1685.159 2839760.855 674.0636

16.4 0.8 4410.944 19456426.97 3528.755

22.6 1.6 11543.18 133244912.2 18469.08

4 4 4
 xi = 58.8
4 4
 yi = 3  X i = 18132.322  X 2i = 155784187.44891  yi xi = 22770.5082
i =1 i =1 i =1 i =1 i =1

4 4 4
a  X i 2 + b  X i =  yi X i
i =1 i =1 i =1
4 4
a  X i + 4b =  yi
i =1 i =1

We can use the solution of these equation as following

4  4  4 
4  y i X i −   X i   y i 
a = i =1  i =1  i =1  = 4(22770.5082) − ( 58.8 )( 3 ) = 1.246284  10−04
4(155784187.44891) − ( 58.8 )
2 2
4  4 
4  X 2i −   X i 
i =1  i =1 

1 4 4 
and b=   yi −a  Xi  = 1
4
( 3 − 4(58.8) ) = 0.185049752037084
n  i =1 i =1 

Then the required curve is y = ( 1.246284E - 04 ) x 3 + 0.185049752037084

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1
(3) Fit the curve y = to the data (1, 0.5),( 2, 0.4),( 4, 0.3),(6, 0.2),(8, 0.1) .
ax +b
2

Answer:

We put the equation curve in the form

1 1
= ax 2 + b and hence Y = aX + b where Y = , X = x 2
y y

14
 x y X Y X2 XY
1 0.5 1 2 1 2

2 0.4 4 2.5 16 10

4 0.3 16 3.3333333 256 53.3333333

6 0.2 36 5 1296 180

8 0.1 64 10 4096 640

 121 22.833333 5665 885.333333

5  5  5  5  5  5 
5  Y i X i −   X i   Y i  5  Y i X i −   X i   Y i 
a = i =1  i =1  i =1  = i =1  i =1  i =1  = 0.12158969
2 2
5  5  5  5 
5  X 2i −   X i  5  X 2i −   X i 
i =1  i =1  i =1  i =1 
1 5 5  1 5 5 
and b =   Y i − a  X i  =   Y i − a  X i  = 1.62419614
5  i =1 i =1  5  i =1 i =1 
1
Then the best curve is y =
0.12158969x 2 + 1.62419614
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(4) Fit the curve y = a exp( − b x 2 ) to the data

(1, 9.01),(2, 6.01),(3, 6.07),(4, 2.02),(5, 0.22),(8, 0.02) .

Answer:

y = a exp( − b x 2 )

log y = − bx 2 log e + log a

Y = AX + B

where

15
Y = log y
A = − b log e

X = x2
B = log a

xi yi Xi Yi X i2 X iYi

1 9.01 1 0.954724791 1 0.954724791

2 6.01 4 0.778874472 16 3.115497888

3 6.07 9 0.783188691 81 7.048698220

4 2.02 16 0.305351369 256 4.885621911

5 0.22 25 -0.657577319 625 -16.439432979

8 0.02 64 -1.698970004 4096 -108.734080278

6 6 6 6
 X i = 119  Yi = 0.465592  X i = 5075
2
 X iYi = 109.1689704
i =1 i =1 i =1 i =1

6  6  6  6  6  6 
6  Y i X i −   X i   Y i  6  Y i X i −   X i   Y i 
A = i =1  i =1  i =1  = i =1  i =1  i =1  = −0.04361343671690
2 2
6  6  6  6 
6  X 2i −   X i  6  X 2i −   Xi 
i =1  i =1  i =1  i =1 

1 6 6  1 6 6 
and B =   Y i − a  X i  =   Y i − a  X i  = 0.942598495
6  i =1 i =1  6  i =1 i =1 
A
b= = 0.100423649
− log e

a = 10 B = 1.260154078

y = 1.260154078 exp( −0.100423649 x 2 )

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16
    
(5) Fit the curve y = a sin 2 x + b to the data (0,4.2),( ,5.8),( ,8.3),( ,9.9),( ,12.5)
6 4 3 2

Answer:

y = a sin 2 x + b
y = aX + b

where X = sin 2 x

xi Xi yi X i2 X i yi

0 0 4.2 0 0

0.523598776 0.25 5.8 0.0625 1.45

0.785398163 0.5 8.3 0.25 4.15

1.047197551 0.75 9.9 0.5625 7.425

1.570796327 1 12.5 1 12.5

5 5 5 5
 X i = 2.5  yi = 40.7  X i = 1.875
2
 X i yi = 25.525
i =1 i =1 i =1 i =1

5  5  5  5  5  5 
5  y i X i −   X i   y i  5  y i X i −   X i   y i 
A = i =1  i =1  i =1  = i =1  i =1  i =1  = 8.28
2 2
5  5  5  5 
5  X 2i −   X i  5  X 2i −   Xi 
i =1  i =1  i =1  i =1 
1 5 5  1 5 5 
and B =   y i − a  X i  =   y i − a  X i  = 4
5  i =1 i =1  5  i =1 i =1 

y = 8.28sin 2 x + 4

------------------------------------------------------------------------------------------------------

(6) Fit the curve y = a cos 2 x + b to the data

(0,11.2),(  ,10.4),(  ,9.7),(  ,9.2),( ,10.9)

6 4 3

Answer:
17
y = a cos 2 x + b
y = aX + b

where X = cos 2 x

xi Xi yi X i2 X i yi

0 1 11.2 1 11.2

0.523599 0.75 10.4 0.563 7.8

0.785398 0.5 9.7 0.25 4.85

1.047198 0.25 9.2 0.063 2.3

3.141593 1 10.9 1 10.9

5 5 5 5
 X i = 3.5  yi = 51.4  X i2 = 2.875  X i yi = 37.05
i =1 i =1 i =1 i =1

5  5  5  5  5  5 
5  y i X i −   X i   y i  5  y i X i −   X i   y i 
A = i =1  i =1  i =1  = i =1  i =1  i =1  = 2.51765
2 2
5  5  5  5 
5  X 2i −   X i  5  X 2i −   Xi 
i =1  i =1  i =1  i =1 

1 5 5  1 5 5 
and B =   y i − a  X i  =   y i − a  X i  = 8.51765
5  i =1 i =1  5  i =1 i =1 

y = 2.51765 sin 2 x + 8.51765

----------------------------------------------------------------------------------------------------------------

(7) Fit the curve y = a x 3 + b to the data

(1,10.9),(1.2,12.9),(1.4,15.2),(1.6,18.8),(1.8, 23)

18
Answer:

Let the line in the form y = aX + b where X i = xi 3

xi X i = xi 3 yi Xi2 xi yi

1 1 10.9 1 10.9

1.2 1.728 12.9 2.985984 22.2912

1.4 2.744 15.2 7.529536 41.7088

1.6 4.096 18.8 16.777216 77.0048

1.8 5.832 23 34.012224 134.136

4 4 4 4
 X i = 15.4  yi = 80.8  X i = 62.30496
2  yi xi = 286.0408
i =1 i =1 i =1 i =1

5 5 5
a  X i 2 + b  X i =  yi X i
i =1 i =1 i =1
5 5
a  X i + 5b =  yi
i =1 i =1

We can use the solution of these equation as following

5  5  5  5  5  5 
5  y i X i −   X i   y i  5  y i X i −   X i   y i 
a = i =1  i =1  i =1  = i =1  i =1  i =1  = 2.499623478
2 2
5  5  5  5 
5  X 2i −   X i  5  X 2i −   X i 
i =1  i =1  i =1  i =1 
1 5 5  1 5 5 
and b =   y i − a  X i  =   y i − a  X i  = 8.461159688
n  i =1 i =1  n  i =1 i =1 

then the required curve is

y = 2.499623478 x 3 + 8.461159688

----------------------------------------------------------------------------------------------------------------

19
Numerical Differentiation
f ( x + h) − f ( x − h)
f ( x ) =
2h
f ( x + h) − 2 f ( x ) + f ( x − h)
f ( x ) =
h2
1
 f ( x) =  f ( x − 2 h ) − 8 f ( x − h ) + 8 f ( x + h) − f ( x + 2 h) 
12h
1
 f ( x) =  − f ( x + 2h) + 16 f ( x + h) − 30 f ( x) + 16 f ( x − h) − f ( x − 2h) 
12h 2
−3 f ( x0 ) + 4 f ( x0 + h) − f ( x0 + 2h)
f ( x0 ) =
2h
3 f ( x0 ) − 4 f ( x0 − h) + f ( x0 − 2h)
f ( x0 ) =
2h
2 f ( x ) − 5 f ( x + h) + 4 f ( x + 2h) − f ( x + 3h)
f ( x ) =
h2
Example (3):

By using the following data approximate

f (2.0), f (2.0), f (1.8), f (1.8), f (2.2), f (2.2)

x 1.8 1.9 2.0 2.1 2.2

y 10.889365 12.703199 14.778112 17.148957 19.855030

Solution:

To approximate f ( 2.0)

x = 2.0 , f (2.0) = 14.778112, h = 0.1 ,

x + h = 2.1, f(x + h) = 17.148957
x + 2h = 2.2 , f(x + 2h) = 19.855030
x - h = 1.9 , f(x - h) = 12.703199
x - 2h = 1.8 , f(x - 2h) = 10.889365

20
(i) By using three - point formula

− 3 f ( x ) + 4 f ( x + h) − f ( x + 2 h)
 f ( x ) =
2h
− 3 f (0.2) + 4 f ( 2.1) − f ( 2.2)
 f (0.2) =
2(0.1)
− 3(14.778112) + 4(17.148952) − (19.855030)
= = 22.032310
0.2

(ii) by using backward formula:

3 f ( x ) − 4 f ( x − h) + f ( x − 2 h )
f ( x ) =
2h

3 f (0.2) − 4 f (1.9) + f (1.8)

 f ( 2.0) =
2(0.1)
3(14.778112) − 4(12.703199) + (10.889365)
= = 22.054525
0.2

(iii) by using centered finite difference formula:

f ( x + h) − f ( x − h)
f ( x ) =
2h

f ( 2.1) − f (1.9) 17.148957 − 12.703199

 f ( 2.0) = = = 22.228790
2(0.1) 0.2

By using Five points formula:

f ( x − 2 h) − 8 f ( x − h) + 8 f ( x + h) − f ( x + 2 h)
f ( x ) =
12h
f (1.8) − 8 f (1.9) + 8 f ( 2.1) − f ( 2.2)
f ( 2.0) =
12(0.1)

(10 .889365 ) − 8(12 .703199 ) + 8(17 .148957 ) − (19 .855030 )

 f ( 2.0) = = 22 .16699916
12 ( 0.1)

21
Second derivative

f ( x + h) − 2 f ( x ) + f ( x − h)
 f ( x ) =
h2
f ( 2.1) − 2 f ( 2) + f (1.9)
 f (0.2) =
h2
(17.148957) − 2(14.778112) + (12.7037119)
= = 29.5932
0.01

at x = 1.8 consider:

x + h = 1.9, x + 2h = 2.0

− 3 f ( x ) + 4 f ( x + h) − f ( x + 2 h)
 f ( x ) =
2h
− 3 f (1.8) + 4 f (1.9) − f ( 2.0)
f (1.8) =
2(0.1)
= (5)[ −3(10.889365) + 4(12.703199) − (14.778112)]
= (5)(− 32.668095 + 50.812796 − 14.778112) = (5)(3.366589)
= 16.832945 ,

2 f ( x ) − 5 f ( x + h) + 4 f ( x + 2h) − f ( x + 3h)
 f ( x ) =
h2
2 f (1.8) − 5 f (1.9) + 4 f ( 2.0) − f ( 2.1)
 f (1.8) =
(0.1) 2
2(10.889365) − 5(12.703199) + 4(14.778112) − (17.148957 )
=
(0.1) 2
= (100)(0.226226 ) = 22.6226

At x =2.2 we have x − h = 2.1, x − 2h = 2 , x − 3h = 1.9

since

3 f ( x ) − 4 f ( x − h ) + f ( x − 2 h)
f ( x ) =
2h

3 f ( 2.2) − 4 f ( 2.1) + f ( 2.0)

Thus:  f ( 2.2) =
2h

22
 3(19.855030) − 4(17.148957) + (14.778112) 5.747374
= = = 28.73687
2(0.1) 0.2

2 f ( x) − 5 f ( x − h) + 4 f ( x − 2h) − f ( x − 3h)
f ( x) =
h2
2 f (2.2) − 5 f (2.1) + 4 f (2.0) − f (1.9)
f (2.2) =
(0.1)2
1
 f (2.2) = [2(19.855030) − 5(17.148957) + 4(14.778112) − (12.703199)]
0.01
0.374524
= = 37.4524
0.01

(3) From the following table evaluate y, y at x = 0.55

x 0.35 0.40 0.45 0.50 0.55 0.60 0.65

y 1.521525 1.505942 1.487968 1.467462 1.4444243 1.418083 1.388686

Solution:

To approximate y(0.5) we have

x = 0.55 f ( x ) = f (0.55) = 1.4444243,

x + h = 0.60 f ( x + h ) = f (0.60) = 1.418083,
x − h = 0.5 f ( x − h ) = f (0.5) = 1.467462,
x + 2h = 0.65 f ( x + 2h ) = f (0.65) = 1.388686,
x − 2h = 0.45 f ( x − 2h ) = f (0.45) = 1.487968

(i) By using three - point formula

− 3 f ( x ) + 4 f ( x + h) − f ( x + 2 h)
y ( x ) =
2h
−3 f (0.55) + 4 f (0.60) − f (0.65)
 y(0.55) =
2(0.05)
−3(1.4444243) + 4(1.418083) − (1.388686)
= = -0.496269
0.2

(ii) By using backward formula:

23
 3 f ( x ) − 4 f ( x − h) + f ( x − 2h)
y( x ) =
2h

3f (0.55) − 4f (0.50) + f (0.45)

 y (0.55) =
2(0.05)
3(1.4444243) − 4(1.467462) + (1.487968)
= = -0.486071
2(0.05)

(iii) By using centered finite difference formula:

f ( x + h) − f ( x − h)
y( x ) =
2h

f (0.60) − f (0.50) 1.418083 − 1.467462

 y(0.55) = = = -0.58379
2(0.05) 0.1

By using five points formula:

f ( x − 2 h) − 8 f ( x − h) + 8 f ( x + h) − f ( x + 2 h)
y ( x ) =
12h
f (0.45) − 8 f (0.50) + 8 f (0.60) − f (0.65)
y(0.55) =
12(0.05)
1.487968 − 8(1.467462) + 8(1.418083) − 1.388686
= = -0.492916667
12(0.05)

Second derivative by using Three points formula:

f ( x + h ) − 2f ( x ) + f ( x − h )
y ( x ) =
h2
f (0.60) − 2f (0.55) + f (0.50)
 y (0.55) =
h2
(1.418083) − 2(1.4444243) + (1.467462)
= = -1.32144
(0.05)2

24
By using five points formula:

1
y ( x ) =  −f (x + 2h ) + 16f (x + h ) − 30f (x ) + 16f (x − h ) − f (x − 2h )
12h 2
1
y (55) =  −f (0.65) + 16f (0.60) − 30f (0.55) + 16f (0.50) − f (0.45)
12(0.05)2
1
=  −(1.388686) + 16(1.418083) − 30(1.4444243) + 16(1.467462) − 1.487968
12(0.05)2
= -1.355433333

-------------------------------------------------------------------------------------------------------
(4 a) From the following table evaluate y, y at x = 0.50

x 0.35 0.40 0.45 0.50 0.55 0.60 0.65

y 1.521525 1.505942 1.487968 1.467462 1.4444243 1.418083 1.388686

Solution:

To approximate y(0.5) we have

x = 0.5, f ( x ) = f (0.5) = 1.467462, h = 0.05,

x + h = 0.55, f ( x + h) = f (0.55) = 1.4444243
x + 2h = 0.60, f ( x + 2h) = f (0.60) = 1.418083
x − h = 0.45 , f ( x − h) = f (0.45) = 1.487968
x − 2h = 0.40 , f ( x − 2h) = f (0.40) = 1.505942

(i) By using three - point formula

− 3 f ( x ) + 4 f ( x + h) − f ( x + 2 h)
y ( x ) =
2h
−3 f (0.5) + 4 f (0.55) − f (0.60)
 y(0.5) =
2(0.05)
−3(1.467462) + 4(1.4444243) − (1.418083)
= = -0.427718
0.2

(ii) By using backward formula:

3 f ( x ) − 4 f ( x − h) + f ( x − 2h)
y( x ) =
2h

25
 3 f (0.5) − 4 f (0.45) + f (0.40)
 y(0.5) =
2(0.05)
3(1.467462) − 4(1.487968) + (1.505942)
= = -0.43544
2(0.05)

(iii) By using centered finite difference formula:

f ( x + h) − f ( x − h)
y( x ) =
2h

f (0.55) − f (0.45) 1.4444243 − 1.487968

 y(0.5) = = = -0.435437
2(0.05) 0.1

By using five points formula:

f ( x − 2h) − 8 f ( x − h) + 8 f ( x + h) − f ( x + 2h)
y ( x ) =
12h
f (0.40) − 8 f (0.45) + 8 f (0.55) − f (0.60)
y(0.50) =
12(0.05)
1.505942 − 8(1.487968) + 8(1.4444243) − 1.418083
= = -0.434141
12(0.05)

Second derivative

By using three points formula:

f ( x + h ) − 2 f ( x ) + f ( x − h)
y( x ) =
h2
f (0.55) − 2 f (0.50) + f (0.45)
 y(0.50) =
h2
(1.4444243) − 2(1.467462) + (1.487968)
= = -1.01268
2
(0.05)

26
By using five points formula:

1
f ( x ) =  − f ( x + 2h) + 16 f ( x + h) − 30 f ( x ) + 16 f ( x − h) − f ( x − 2h)
12h2
1
f ( x ) =  − f (0.6) + 16 f (0.55) − 30 f (0.50) + 16 f (0.45) − f (0.40)
12(0.05)2
1  −(1.418083) + 16(1.4444243) 
=  
12(0.05)2  −30(1.467462) + 16(1.487968) − 1.505942 
= -0.98694

-------------------------------------------------------------------------------------------------------
(1) From the following table evaluate y, y at x = 1 , 1.2 and at 1.4
x 1 1.2 1.4 1.6 1.8

y 2 1.113938 1.730126719 1.198306241 1.593882

Solution:

To approximate y(0.5) we have

x = 0.55 f ( x ) = f (0.55) = 1.4444243,

x + h = 0.60 f ( x + h ) = f (0.60) = 1.418083,
x − h = 0.5 f ( x − h ) = f (0.5) = 1.467462,
x + 2h = 0.65 f ( x + 2h ) = f (0.65) = 1.388686,
x − 2h = 0.45 f ( x − 2h ) = f (0.45) = 1.487968

(i) By using three - point formula

− 3 f ( x ) + 4 f ( x + h) − f ( x + 2 h)
y ( x ) =
2h
−3 f (0.55) + 4 f (0.60) − f (0.65)
 y(0.55) =
2(0.05)
−3(1.4444243) + 4(1.418083) − (1.388686)
= = -0.496269
0.2

(ii) By using backward formula:

3 f ( x ) − 4 f ( x − h) + f ( x − 2h)
y( x ) =
2h

27
 3f (0.55) − 4f (0.50) + f (0.45) 3(1.4444243) − 4(1.467462) + (1.487968)
 y (0.55) = =
2(0.05) 2(0.05)
= -0.486071

(iii) By using centered finite difference formula:

f ( x + h) − f ( x − h)
y( x ) =
2h

f (0.60) − f (0.50) 1.418083 − 1.467462

 y(0.55) = = = -0.58379
2(0.05) 0.1

By using five points formula:

f ( x − 2 h) − 8 f ( x − h) + 8 f ( x + h) − f ( x + 2 h)
y ( x ) =
12h
f (0.45) − 8 f (0.50) + 8 f (0.60) − f (0.65)
y(0.55) =
12(0.05)
1.487968 − 8(1.467462) + 8(1.418083) − 1.388686
= = -0.492916667
12(0.05)

Second derivative by using Three points formula:

f ( x + h ) − 2f ( x ) + f ( x − h )
y ( x ) =
h2
f (0.60) − 2f (0.55) + f (0.50)
 y (0.55) =
h2
(1.418083) − 2(1.4444243) + (1.467462)
= = -1.32144
(0.05)2

By using five points formula:

1
y ( x ) =  −f (x + 2h ) + 16f (x + h ) − 30f (x ) + 16f (x − h ) − f (x − 2h )
12h 2
1
y (55) =  −f (0.65) + 16f (0.60) − 30f (0.55) + 16f (0.50) − f (0.45)
12(0.05)2
1
=  −(1.388686) + 16(1.418083) − 30(1.4444243) + 16(1.467462) − 1.487968
12(0.05)2
= -1.355433333
28
-------------------------------------------------------------------------------------------------------
(6) Use the following table to compute f (1.3) in the case h = 0.1, h = 0.01

x 1.2 1.29 1.3 1.31 1.4

y 11.59006 13.78176 14.04276 14.30741 16.86187

When h = 0.1
f (x ) = f (1.3) = 14.04276
f ( x − h ) = f (1.2) = 11.59006
f ( x + h ) = f (1.4) = 16.86187
f ( x + h ) − 2f ( x ) + f ( x − h )
We use f ''( x ) =
h2
h = 0.1, h = 0.01
f (x ) = f (1.3) = 14.04276
f ( x − h ) = f (1.29) = 13.78176
f ( x + h ) = f (1.31) = 14.30741
f ( x + h ) − 2f ( x ) + f ( x − h )
We use f ''( x ) =
h2

-------------------------------------------------------------------------------------------------------
Numerical Integration

Trapezoidal Rule of Integration

h
I =  f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + ... + 2 f ( xn−1 ) + f ( xn ) 
2

Example (1):

1 1
consider the integral  dx with h=0.1 and then n=10 and by using trapezoidal
0 1 + x

rule the results are tabulate at the following table

The formula for the Trapezoidal rule is

29
 h
I =  f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + ... + 2 f ( xn−1 ) + f ( xn ) 
2
substitute about the values of f (xk ) from the table we get

k xk f ( xk )

0 0 1.00000000 1.00000000

1 0.1 0.90909091 1.81818182

2 0.2 0.83333333 1.66666666

3 0.3 0.76923077 1.53846154

4 0.4 0.71428571 1.428571429

5 0.5 0.66666667 1.333333333

6 0.6 0.62500000 1.250000000

7 0.7 0.58823529 1.176470588

8 0.8 0.55555556 1.111111111

9 0.9 0.52631579 1.05263157

10 1.0 0.50000000 0.50000000

Table (1)

IT = 0.693771403 We know that the exact solution is ln2 = 0.6931471805599

Example (2):

2 sin x
Evaluate  dx take h = 0.5, 0.2, 0.1
0 x

Solution:

Considering h=0.5

30
 x f(x) 2 f ( x)

1 1 1

0.5 0.958851077 1.917702154

1.0 0.481470984 1.68294197

1.5 0.664996657 1.329993315

2 0.454648713 0.454648713

Table (2)
h
IT =  f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + ... + 2 f ( xn −1 ) + f ( xn ) 
2
0.2
= [1+1.917702154+1.68294197+1.329993315+0.454648713]=1.596321538
2
at h=0.2
h
I =  f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + ... + 2 f ( xn −1 ) + f ( xn ) 
2
0.2
= [1 + 1.986693308 + 1.947091712 + 1.882141578 + 1.793390227
2
+ 1.68294197 + 1.553398477 + 1.407785329 + 1.249467004
+ 1.082052923 + 0.454648713] = 1.603961124
x f(x) 2f(x)

0 1 1
0.2 0.993346654 1.986693308
0.4 0.97354855 1.947091712
0.6 0.941070789 1.882141578
0.8 0.896695113 1.793390227
1.0 0.841470984 1.68294197
1.2 0.776699238 1.553398477
1.4 0.703892664 1.407785329
1.6 0.624733501 1.249467004
1.8 0.541026461 1.082052923
2 0.454648713 0.454648713

31
 At h = 0.1

h
IT = f (x ) + 2 f (x1 ) + f (x 2 ) + ... + f (xn −1 ) + f (xn ) 
2 0
0.2
= [1 + 1.996668333 + 1.986693308 + 1.970134711 + 1.94091712
2
+ 1.917702154 + 1.882141578 + 1.840621964 + 1.793390227
+ 1.740726466 + 1.68294197 + 1.620377018 + 1.553398477
+ 1.482397208 + 1.407785329 + 1.329993315 + 1.249467004
+ 1.166664483 + 1.082052923 + 0.996105355 + 0.454648713]
= 1.604741308

IT = 1.604741308

x f ( x) 2 f ( x)

0 1 1
0 .1 0.998834166 1.996668333
0 .2 0.993346654 1.986693308
0 .3 0.985067335 1.970134711
0 .4 0.973545855 1.94091712
0 .5 0.958851077 1.917702154
0 .6 0.941070789 1.882141578
0 .7 0.920310981 1.840621964
0 .8 0.896695113 1.793390227
0 .9 0.870363232 1.740726466
1 .0 0.841470984 1.68294197
1 .1 0.810188509 1.620377018
1 .2 0.776699238 1.553398477
1 .3 0.741198604 1.482397208
1 .4 0.703892664 1.407785329
1 .5 0.664996657 1.329993315
1 .6 0.6244733501 1.249467004
1 .7 0.583332241 1.166664483
1 .8 0.514026461 1.082052923
1 .9 0.498052677 0.996105355
2 0.454648713 0.454648713

32
Simpson’s 1/3 Rule of Integration Method

In general, Simpson’s 1/3 rule may be expressed for n base points as

h
I S = [ f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + 2 f ( x4 ) + 4 f ( x5 ) + 2 f ( x6 )
3
+ ... + 2 f ( xn− 2 ) + 4 f ( xn−1 ) + f ( xn )]

1 dx
Example (3): Evaluate  using Simpson’s rule (h=0.1)
2
01+ x

Solution:

1
a = 0, b = 1, f ( x) = , xk = x0 + kh = 0 + k (0.1) = 0.1 k
2
1+ x

0.1
Is = 1 + 4(0.9901 + 0.9174 + 0.8 + 06711 + 0.5525)
3
+2(0.9615 + 0.8621 + 0.7353 + 0.6098) + 0.5 = 0.7853933
IT = 0.784981495

Is = 0.7853933, IT = 0.784981495, IExact = 0.78539816

k xk f (xk ) 2f (xk )or4f (xk )

0 0 1 1
1 0.1 0.9901 3.9604
2 0.2 0.9615 1.923
3 0.3 0.9174 3.6696
4 0.4 0.8621 1.7242
5 0.5 0.8 3 .2
6 0.6 0.7353 1.4706
7 0.7 0.6711 2.6844
8 0.8 0.6098 1.2196
9 0.9 0.5525 2.21
10 1.0 0.5 0.5

33
Example (4):

1
dx
Evaluate 1+ x2
using Simpson’s rule(h=0.1)
0

Solution:

a = 0, b = 1.2, f ( x) = x4 + 5 x − 1
xk = x0 + kh

 xk = 0 + k (0.2) = 0.2 k , k = 0,1,2,..., n

k xk f (xk ) 2f (x k ) 2f ( x k ) 2f ( x k )
or 4f ( x k ) or 3f ( x k )

0 0 1 -1 -1 -1

1 0.2 0.0016 0.0032 0.0064 0.0048

2 0.4 1.0256 2.0512 2.0512 3.0768

3 0.6 2.1296 4.2592 8.5184 4.2592

4 0.8 3.4096 6.8192 6.8192 10.2288

5 1.0 5.00 10 20 15

6 1.2 7.0736 7.0736 7.0736 7.0736

IT = 2.92064

I s = 2.89792

I Exact = 2.89766

34
 i xi f ( xi ) 2 f ( xi )
1e x
−1
(1)  dx 0 0 0 0
0 x
1 0.1 0.332579645 0.665159289

2 0.2 0.495071618 0.990143235

3 0.3 0.63875187 1.277503739

4 0.4 0.777643127 1.555286254

5 0.5 0.917430419 1.834860838

6 0.6 1.061350808 2.122701615

7 0.7 1.211666239 2.423332478

8 0.8 1.370196413 2.740392825

9 0.9 1.53855677 3.077113541

10 1 1.718281828 1.718281828

I= 0.920238782

i xi f ( xi ) 2 f ( xi ) 4 f ( xi )

0 0 0 0

1 0.1 0.332579645 1.330318579

2 0.2 0.495071618 0.990143235

3 0.3 0.63875187 2.555007478

4 0.4 0.777643127 1.555286254

5 0.5 0.917430419 3.669721677

6 0.6 1.061350808 2.122701615

7 0.7 1.211666239 4.846664955

8 0.8 1.370196413 2.740392825

9 0.9 1.53855677 6.154227081

10 1 1.718281828 1.718281828

9.126805758 18.55593977

I= 0.922758184

35
 i xi f ( xi ) 2 f ( xi )
1
(2)  tan x 0 0 0 0
0

1 0.1 0.316756487 0.633512974

2 0.2 0.450233312 0.900466625

3 0.3 0.556180051 1.112360103

4 0.4 0.650225514 1.300451028

5 0.5 0.739122784 1.478245568

6 0.6 0.82712563 1.654251261

7 0.7 0.917762704 1.835525408

8 0.8 1.014711071 2.029422141

9 0.9 1.12256769 2.245135379

10 1 1.247961428 1.247961428

I=0.721866596

i xi f ( xi ) 2 f ( xi ) 4 f ( xi )

0 0 0 0

1 0.1 0.3167565 1.2670259

2 0.2 0.4502333 0.900466625

3 0.3 0.5561801 2.2247202

4 0.4 0.6502255 1.300451028

5 0.5 0.7391228 2.9564911

6 0.6 0.8271256 1.654251261

7 0.7 0.9177627 3.6710508

8 0.8 1.0147111 2.029422141

9 0.9 1.1225677 4.4902708

10 1 1.2479614 1.247961428

36
 7.132552482 14.609559

I= 0.724737045

1
 1+ x
2
(3) dx
0

Solution:

i xi f ( xi ) 2 f ( xi )

0 0 1 1

1 0.1 1.004987562 2.009975124

2 0.2 1.019803903 2.039607805

3 0.3 1.044030651 2.088061302

4 0.4 1.077032961 2.154065923

5 0.5 1.118033989 2.236067977

6 0.6 1.166190379 2.332380758

7 0.7 1.220655562 2.441311123

8 0.8 1.280624847 2.561249695

9 0.9 1.345362405 2.690724809

10 1 1.414213562 1.414213562

I= 1.148382904

37
i xi f ( xi ) 2 f ( xi ) 4 f ( xi )

0 0 1 1

1 0.1 1.0049876 4.0199502

2 0.2 1.0198039 2.039607805

3 0.3 1.0440307 4.1761226

4 0.4 1.077033 2.154065923

5 0.5 1.118034 4.472136

6 0.6 1.1661904 2.332380758

7 0.7 1.2206556 4.8826222

8 0.8 1.2806248 2.561249695

9 0.9 1.3453624 5.3814496

10 1 1.4142136 1.414213562

11.50151774 22.932281

I=1.147793281

38