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    3 views23 pages

    Unit 3

    Uploaded by

    Arjun khanal

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    © All Rights Reserved
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    Unit -3 NUMERICAL DIFFERENTIATION ff INTEGRATION: ’ AN i D ntiation:- : 4 @_Defiition and fehl diet Numerteal — 48 “7 process of firdigg Ahe, murerteal value ofa, dertvalive & given function ad a. : Vc or fe, a ction Oe Le of dioge Peclteette 6 So re PERE ale sane Aa by ith Spel Te hain 16 cependerd vale. lle id $s acferdosh voile A Hers: (Une) ed hon dhe foc rf ferondiad vous -furncchi .| Ieee cifenalulal 8 cmpheaet ond Ae dike hedtoodce, | 1) Drfferendiads discrefe (daly cht wh feck ie aaa ou Sack © wel ey oon de heb R ; Kc ction real cde cle” ig Fn oa fh 4 I uNCHONS “This 48 the process ot appreciating te demadives $c) of as Funcdion $(20), vahen Lhe function Aself 12 “avorhble. ; Od Two fort Forward Drfference Krmula. C 3 = Now acute a emall meg hime 2, Fle) afl )+ fe) + Mod on $= FIFO ges, y —h — vee £6) Hed) 16)” Thus xt +h 98 chosen J 7 lhe small '(x) can be appraxtmale bs $ (x) = flcth)- (2) = $C. 4 i | &). with the struncalion enon of: = —M"@)un R On —® im called two patie forward difference formula. Tha in © did if Forcand difference quedtent. Eat Find the value of clertvative af xcad for He fancier fe) a ; 2 wag 20.2 and. 0.05, Solubion For sh= We knao a 2 (+h) -$&) FO =fe F' (YS FG 402) ~F) = B44 199 True value of, dosvalke at cal 4g f@=2x=2 es Pers gee x100 =10¢ For hz 0.05 $0) = Steas)-$ AL0D=L) 1095-4 _ 205 0.05 0.05 0:05 Tue value ef derivadie of 21 33, $'G)= Or =9%4 29 bre = [2 2.05 min = 2.57 Fem Tre sake SU this schemes oman clecreases ap { BDsPnd He value of dlowadive od 245? for the furtin aloe Smx +4 lg sing Jh=0-4 ond 0.004. Beludtion; ie on depret =45 | Arate 4n radion = (PE*45) /199 = 0.788 ", £=0F88 Nw ve Gin solve, in a Sane was ae wedid a Siniloa question 35 sobwel afer his page (BD b> Two _Tomnt Backward didfermnce. formula: Conatden, 2. snl cha ¢ Arsh Nev, Necordn Taglere theron, nge Ax =n am x. Now, Necor mg to $ (xah)= a Fa sa on fedetiinh). Jef, hah. x Qi of'0= sts. SC=H0A) ag Thus + +h a8 choosen to be _sufleenlly emall, #0) can be apprexinaled as wih a tnuncatn orron of £-feh a Fon ® ts q(t. sho, pared f baclossy werd, ie ce sae wh 9 a Bad Fou te walk af xe 45 fr the fer hen Oo. noc. usmg sh= bibl and 6 001, selene 2 ‘OA Angle an. degree 245 & Im yadian =(PI*45) /180 =0.¥68 For eo We Rnno thal, £(a)ax f (02) >» at 7 Crvegers ican ge nd we ude Neten TH day mean, the meddle we use Conbal diffe for > Tn case the ends ae _unegually spaced then we shold use No Is dill tie nde erivatives Ust leabon's Divided Difluence Formulas We kno that, eral form exo] Nv csfjoua pajponal Epren s of the Newhms chtvided fal = $00) FGI FL] Gee) +f Beast (e-20) OH) lbs 9% 4 0] (se-a6) Gea) (ata) ee —&) The. first dorivabve of ® vonf we. get : $= Fax] +f By Hx] {b-)n(x-2 Perf Peo o% 0% 6] 2-74 )(X—%q) + (20-%) (-- By ped ng X=a mM ®@ we can. gob val > Ayan differentiating ey" @ wird. x we gl $2) =2F Fee 21% T +2 [tg 2054345 I Jloe-x) bag) + 5 ) : “ey patios =A iM e9 (we can get value -of Duels Bexamgle: Find, 4!(10) far te. follooiyg data, poms: x \s [5s [yor a4 | $x) [23 \23 $99/17315 | 35606 Salubiens we hore. dy finds volte, ob 2210 shih ies ann) candor of del pond, 23 mee Noakes dtvided drtference formula ot @ PO The ditded, ciflrene table 44 guen belo: _ —_ a, SP anaded [ah onde) ] ard Diotded, | 4% Oratded Drfferenceg attfereneg | Dtflerenes _Dplfeencas =e ia Bae 8 $8 55% 3] 53 146-18 %3 m3 =16 SOx gy r 399-23 Waite mag 6 | as" FE 3%) 2245.) 4026-146 ak 899 SeB6-I8e 55 ES AEBS 9 ton6 | (3-40 _ 24-11 =4-5 47315] PESO Ty 34-11 25606-14315 34-99 =03} 135606 [-——— Ec We. know that, Pa Flas IF Tog sal fr HIP gaya 26IiO-%) (rx) . + C%) (area) Cry Pe Ab x=10 S'(d)= 18.4 165 10-5) 460-32 44 S(a0- = 18+26x12 +1 x$-5- 74253 = 184192423 = 233. DS Derivatives Using Newlons Prrward Difference Formula, anna Nvdons Forward difference formula a gneve ; F(x) = flo) +5 AF Gog slo aDer ded, 3(S-4)(5-2).04(a,).,. where, Sz (2-2) £* Deivasive: SS 5)(20-11)+20-3)(49-11) + (20-3)60-5)} Weta)e8 Sasa) +8 (2-3) Hl) +E cea DWAE)*...2 pa lal 204 Deavalive, rm ¥ 5 et ' S$ "(a)= 2S Pfs 6 i feat (rdstsrad at ff ae 3! a iF and Secon ivaki a ed fl mek eh a = 10 [4.2 [14 [ae [18° | 20 $0) 10.0 | 0.128 fa.se4/ 4.296 ]9.432 | 4.000 _| ‘Solution: Since 2c =1.1 Lies near the beamnin of the fable therefore ¥ \ “ENen dha case we. shal) uge, Melos ne ary Forwood Formal, alfference. tahle 3 a9 belno;- 60 Kg & F(x] irs: Dwrded] Second, Drvtded| ‘Third Divided ath ‘geil 4.0| 0:0 Differences | Drffeeres Def feaeneg Defferene| D0) ci 2? | 0.198 0.288 1 : 0.416 Toon, A | Ob 0.336 = 2 0.452 50 = 4.6 | 1.296 Oak 48 - ie r 4136 0.048 ] 408 | 2.432, Day fT | 1568 a6| +0 I t | We brno that, Jt 4 $@et ine (90) + (28- ea). (5265-42) G)4.. 3 Hew, sy A202 and 52 FO) _ (44-10) _ 9.5 4 0:2. thus 194 qerivative. "(x)= _4 $9, s FC “; So. 128+ 5 (2K0.S-2) 0.99842 (34075-64054) 0.0884 a4 , = 30:128+0-0. 002% = 0.63 Agaln, 9% Derivabve; $"() = a Sif C2) +2 (6s-6) A £(%) +e (192-366-400) AT £C x) } = Ag {0.884216 x0.5- 6) 0.048+4-(:2%0,95-36%0.5)+29) xf = pg hOr88+ (-0.024) +03 = 66 ~ © Dertyadares, Vstng Newfonig Backward Difference Pormuba: Newsom's Backward Wioonce formula 18 given bys $d = flan) + Vf(%n)s FEV? fins 6+4)4-0. +h VYf.ben) sGi)...64n-3) where, 6- (mn) : 18% Derivatives th OF $0) = BSVE lon) Oss) VS (An) +E (35% ks4 VL CIndbe oP 20d Derivalhres wt'® = x [vr slen) $6549) Vf lan) +2, (194365422) wtf). “4 ies Ped i i and setond, clive of-te funcera debabel =x ]5 ]é fz 2)3. [£l) | 10.0] 145 | 195 ]25,5 | 320 : Sea tes at the end of the table Hon ‘ne we uge Newdonis Grregoey backward, formula, The difference 43 ag below | —— \= Foy | aval | 2 ovideh [sonal [4" onde | Drfferenees | DIfLerences, | Differences | Drfderences 5 40 L AS | 6 [sas 05 : 5.0 05 | [# 419.5 4.0 1.0 6.0 =0.5. 3 98,5 O15 65 § |32.0 L | ce So lt cok he 1.0 ands= Gy) =(3-9) = 0, We kno had, ce St Derlvatve, F'09= 4 S$) + gees) vAflin) th B44 2) Fmd © FO) A fo5+$ (ox0-)O.5 oh £ (ax0-€x042) (0.8) on, $'(9) = 4 ip 165402504664 on $'(9)= é en 24 Denvabjve: Ploeg vient (ot) Vfl) 4-2 hadastcson) oh fe). J +] or, f=A, 90. s+4(046) (-0- aa (040 +22) (4)...3 Wg) = 0.50. ™ f"(2) 2% fos 0.509462 oy $"(4) = 0.9466 3> MAXIM INIM, TABULAT UNCTIONS: We knoo tral fired dentvalive tf Nesderis forward. difference, forrula 2 aren bl $o)= Bagot (2s~ afl) +2 (2% bs12) YO.) +..2 Por An: V(x SHOES calon' aod Cpaady aie OTe the dome ASGA+2 (25-2) ASlo)+ 3. - (252-6042) 734(%)= =0 Now solvi tne” AiG fis Sah) rset esha v2) 4e=0 7 AFD + APF) s 3 Hl sp Fle) 03S). se basfleg)=0 AY derma on the bags a {fed = AMS) 4h 4 s8f(ap} + Fees) nihsr Aft =0 urhich can be weldon as, ag +bs+c=0 ——® where, UZ . (=F 8K) b= A (o)—n?f (2) 9, cs Atta) BAL C +A A$ Og | B® 49 quadradte an Sad can. be aolved, then. Value af 2: can be comp from the relation x = =x%tsh, Se ANA ratrirmon, values of the funeime dab “below; + pe POf#,2@ Ts = J. (Fel [fs 7s] Soludion the frwwerd difference table. #8 a8 hela: ms $9] 2 Dytded | 2 adel [4 arvtded L Differences | Differences _| Differences POTS. | of aS & - A 6 2 |3 12, Je 16 | Sle ey We knno thal, ~ oe, vadabs+e= 0 ® a= & EDfly) = 3K 6 =3 ba ASC) - (x)= 6-€ =0 C = AF (a) LA? fl) +1 WPF) = ~2SxE+A KG ° Here 2.420 ard yp =t au gee =t1- ain udhig?s Le am Neofon's ferord defference fers f@ =f) +s AS (lt) HSA fO)tLs(s: 1) (6-2Af (A) too ofl) 4x +dalard)xs +h xe(x-a)(a-2) 6 7] fO0= 2332-5 Dsi(x)23x23 DFlOd= 7 Herwe., Numerteal tntegrabim 18 the prcess of compuding the apprximad vale eb a cle! Gnlegral uy a ac of muhotel whos de © . tnkegrand, Integration the pro of yneas the. area under a funtion plottod on a Gp 48 repented, by [ke ode whee, symbel fps ar integral er: : ye os a&andb a He tower? and upper Limbs of rakgration, ma a b b fi Area of region under, cee. Area -/f @) de. ltcalionss “ Pak ts wid do cabulake nuvvenial apposcinain dor be value fey the area under defined curve. mo “Ve used ceed op a defmtbe anlegral vohen there 25 v0 chosed form excpression for fhe arckegral ‘or when the clade 25 avatloble im fhabulm. form ntde Trkgrection 18 the reverse, rai of dallerentiation @.NEWTON- COTES INTEGRATLON FORMULAE: EH wa stra: egy do replace. = complicated furestion or abulated dada with simple, pedymomtal for easy “edggrtion. Newson — Codes nlegratio. con mS ML following tuo Jorniss Closed fon > TF the UUs antenradi a of nop pane is Jie on bax om the closed form. Horrmul. 9, referred to as XO > tt: lay a. ax yn en re, i te of reli d bale by He Some of the closed Sorwe co fe form mebhods os Me fool as referred Yo 28 open form. o> ‘Frapezodtal rule, by Strnpsons tale. > Simpsons Ig rule, ® General guadrad. € fo f b 6 {a rash: (Seodeenh Fo) 42. AE (op)+ 4 (an?) AF be) +L G84 ADA $C) a 2 12 24 j ‘thes, equation 1 called grroal quadrahue formula. Prom 45 We can oblain Arlferent snkegration by putting n=12,3,--. ek. i @ Trapezodiol Rule:- (GR Two -porm trapezodial nile) “ % doe = (xx, (F G+ Fe) {foo 6% x) fetanestes] "This en aa) called Arapezodiag rlle ard & 15 the oye of ble trapezoid whose wid 43 (4-24) ad -hepglet 18 the, average of fe )and f(s), - Exampled: Find. Ffos,29 dex by wang Properedial, mle. Hen, o,=2 ,4=8 From cbrapezoatinl rule we Lino Hal Qy : S tee = & ~*~ [ Ste)sfte)] & 2 A _(g-2) [404514- > Jitede =(0-2) [Base] ° : = 1572. Baample?: Pend tex dx by uatng Atrapezodial nile. Hew, =O and=q=4, Now, From, trapezodial nde, we knee thal, feo doe = (35) [ feedesle )] 2 fe (2). dhe = (4- o) [aoa 4 ° = 0.684, (see = 4 [se +f Zetavahy +560] ws hone , sh2% 3 k This equation 8 called composthe srapezodtal formula, Examples; Compute the ambegral [e% doc for be and dor ket 4 | eaeh* or mulbiple Segment Anpezodiol nue, Herne, o=—t and. God Sor kod she (n-%) _ (441) _ 1 k “=z Using formule Jerdo = Alf @)+2 iz $ (astth f+ § 9] -1 ritened ED = 2 2 BE Fir kot _ 3 (UX) § Ato, 7 > Gt) =08 4 ked Ney fedus2 [Hloo)o2 fZ Ha 9h) 4] = 6 e4.9.6°5, 284 2o5re] = 2.399 & 7 ee = Conte te sulegral d+a2. dx for ke4 and ke8 2 Ue, Cn Pte or seule canal mpc le ira ard x, =5 ey. (2-2) (Ch) _ (59 4 kh hela +f fea [1.914 42% £2. 2364 3.160-+4 123345) 099) mie re i 705 [oe 44 os, BOS 42.2364 2 696-4 3.16D 45.644 4128-4 1408345.099 | & Stmpems % Rule: a aq I> |iode= 4g vases (22) +46) ] * © th 5) Jrab-a’ (sae n: us This uation 18 called Simpsons 4, mule. Senge “4* Shmpsanis Syyile do calculable ee mt he =0 20.5 s Smee ~? $= [tae > Flm= #(O-1 £ (24) = fbithd= £1015) = 0/866 $(22) = £ (x 42h) =fla)=0. Thus, Stmpsan’s 4, ville 98 given by, T= Fle). dec = h[ood+4 $0044 bua] Ny = 28 [a +4-x0,366-+0) ] are 444 me 4. [Foote [Trae Z y & Ze Feanple2: See a Stmipsoms 4), mile 4 calulalle Joma de. Stn: += 7-0 ~Ze 2 2 Simpson 4 4, mille 48 ore , ~ Ft) dx = [$24 4$l24)af (oay] Jr = fotnacde, S le) =" 0-0 D fla flacth)s f(Z)a1 DF )= $ (—t9h)— = f(s) = =) "rs Stade Pi] fte)+ 4464) +406) | = a for4x2+0} = 2 1.04 Tin Ths welled av car ide the subd the snhewal Looby anit k sepments as, xii tsk te fd mses da rule vepe te seprnenks * i al er rae even, We “ile. “table bg by = bea nd width og given by “Toes oe 236) Caan mes) + $ for tenia fo] en thie (hem 48 called Composite Spa 4, rake, : Nang a Stmpeons 4, 1, nile fo caleulase 4 [ae x by i ull Segments (she, k = 4) ane & segments (40k =8) oes, %=0 and x21. ho wae 2 | frou. =e = 0.25 From, Gmpostte cape ole, we. benow Het, ftt).dac = § eons 08 sat F20dd pt, i | se | ni fie dx =2h [f0%)+ 4$£004)4-$ (ugyh +25 fe 3446 Sine) y= HO=4 $ (x4) =£ (etd = £(0:25)>0.968 © (x9) = F(%t2h)= £(0.5)= 0.866 £ (23) = = $(%t3h) = {075)= pata (xq) =$lt4h) =F = on ! Thug, faked +E C445 Had faye 42 Ef lr }-+$(an3} 7 4m +450.96B-40.664 242 50.866 PO] = 028 F 9.248% = ony ©Stmopsonis 45 Rule: ee ’ Te (Ptedde = Bh[FO)-+3Mbades $a +460] se 7 . whee, hee. (Talis) This equation 48 called Stmpsons 3, z ne. Senge: (OFA Sige nl. ty Soul (erestods) Jd. Hew, he 2-0 9, gop + Stmpson's 4, ole 8 gtven, hi Is pide = Fh [edt 3f Cede 3$ Coad 1$()] mE £ ln) a -2+<08(063) 7 $(%)=$(0)=3 F(a =Llxth)= $00,666 ) =1.935 £ (ay) = f6q+an)= $1,332) = 1328 F (2) = $l,43h) = $(2)= 1049. Flehdx 23-4 [$(20)-+3 (2043824 fa )] 23 xo.ggs [3+3xX1.93943x1.32842009] =5AG, @_Compoctte Srapems Be Rules hig method. divides the anfewal & y%afonb 0 agro and apple Stmpsons 3 nule ve every three Thoerpd wn reeds ee pact B ns he aegpront Wah ia grew by -Xo yen by, she tame Sea. du=3h [seaZie (42 2s (2%) sea % Yaiszo 4 mee) 520) This equation 48 called, cornpoetle Simpaana 7 wbe. Bvamplet: Calculate the sndegral value of follosing bbulebed, Purch 220-0 xo% Solubion ; Le tate eee To las fae [oie A ee Cope Spano ghee by = n-L nt I = fod dea F f Reo )+3 Zi H(ay)42 Efe stba] Ymedngeg — Indnag DTZ [Po)43 Flo) +2 flan)424 (3) 43 6q)4.3f lo 42. g WFC) 3S 4 Play) peor ae =gh lo+3 XO124+3x0, 5S5+2 %0.99+3x4, 6343X1,94. +2 4378. 865 43,56] = 238 Node: X=6 fo x=1.6 an question jneang caleulhh B segronts fromflc) i £ (2%) . Values toh Fig) om given an fable mm Les question $f rok: gren we shove to cafulate ag, £(%%) = (0) =. ois Fo) = Flasth)= =. They oa OS Sioa) = Stella @ GAUSSIAN INTRGRATION: (oD Greneraltzed on perm Groustian, quad rabing rule 18 grenas; f feo dx = a WFC) 2 fol Onezpemb , Speed =2 $0) _Tixo ~ pond fie dx =f CS +6) Three~potnt: Jfoes f (WE) +84 (+ BF (E). #é Chan Lemp de: z =b Sflode =e [oleae ) 2 Q angle: Compute the idegrl (6% de sang Guusion dn-pond | Seudion 5 r nit f de wig i = ere) @=-2 and b=2, afte. changing ih, we gel og fem 2 bo8 (gtdde = 2fpledde, = -1 a x= bot a + ath =22 b 4 Je hen Ofer dz. a a i Thus, From , Groustian fu pad formal, we know bad, q frou =4 (4D) “Thus , : {eden ofetde : a a = -% % =2 fe Be = = fast. we st) ono onde Oe ne *) 4=-0,54785 , B=OSF35 “0g = (bad, bia) _ 9x 9,59935 =-4.1547 24 =(b-a) 25+ LOH) _ 2 x0,599 352161544 | New, 2 > . ve 9 (g a+ $s) = (ese ar) 4,954 @_ ROM BERG INTEGRATION! an) 2), Trnpezodial rule 40 compute T(0,0)= +h A(t fyefe) DReawsive Areperodid le wT yQ)- Thatch Zot) * whee h = Cy ~%). > Revers stereo forrnula, 48 grven by, I Ftx\dx = Tina role) ras Trntleag ket 40 (are) sd ushert, mte mrileger, apap, Cre Rorbus cable rca fr Fa/ttside. | Use traperodial rule ty compub 7(0,0) firsd, Tlo,0)< Alf (20)+603)) = +( £(0)-+ $(4)) = ° et. 5) Now cahulele Te 10) 4 T(t) using recusive taperodiol mule; T(a)0) = Toor

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