Quadrant II – Transcript and Related Materials

Programme: Bachelor of Science (First Year)

Subject: Mathematics
Paper Code: MTC 101
Paper Title: Calculus and Numerical Methods
Unit: II - Numerical Methods
Module Name: Numerical Differentiation Formulae
for equidistant arguments and
examples– Part I
Name of the Presenter: Varada A. Kalas

Notes :
Numerical Differentiation:
A method of calculating numerical value of the derivatives of a function
by means of a set of values equally spaced (arguments) of a given
function.
Formula can be derived (for equispaced data)
(i) Using Newton’s Forward Difference Formula
(ii) Using Newton’s Backward Difference Formula

By Newton’s Forward Interpolation Formula for a function y=f ( x )

where x=x 0 + ph we have
p ( p−1) 2 p ( p−1)( p−2) 3
y ( x 0+ ph ) = y 0 + p ∆ y 0 + ∆ y0 + ∆ y0
2! 3!
+ p ( p−1)( p−2)( p−3) 4
∆ y 0 +−−−−−−¿
4!

( p2− p) 2 ( p 3−3 p 2+ 2 p) 3
¿ y0+ p ∆ y0+ ∆ y0+ ∆ y 0 +¿
2! 3!

( p ¿ ¿ 4−6 p 3+ 11 p 2−6 p) 4
∆ y 0 +−−−−−¿ ¿ __________(I)
4!
Differentiating (I) both sides w.r.t. p
d [ y ( x 0 + ph ) ] d
= ¿
dp dp

( p ¿ ¿ 4−6 p + 11 p −6 p) 4
3 2
+ ∆ y 0 ±−−−−−−−¿ ¿
4!

i.e.,
h y ' ( x 0 + ph )

( 2 p−1 ) 2 ( 3 p2−6 p+2 ) 3 ( 2 p3−9 p 2+11 p−3 ) 4

¿ ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +−−¿
2 6 12
∴ the required formula is
1
y ' ( x 0 + ph ) = ¿
h

( 2 p3 −9 p 2+ 11 p−3 )
∆ 4 y 0 +¿ −−−−¿ _____________(II)
12

Similarly, differentiating (II) w.r.t. p, we get

1
y ( x 0 + ph ) ¿ ¿
''
2
h

Thus,
y ' ( x 0 + ph ) =¿

1
¿ + ----¿
h

and
1
y ' ' ( x 0 + ph )= ¿
h2