NUMERICAL DIFFERENTIATION

Numerical differentiation is the process by which we can

find the approximate values of the derivatives of a function
f(x) that is given by a table of values.

When the values of y (a function of x) at some equally

spaced values of x are known, approximate values of f’(x),
f`’’(x) and so on can be calculated by numerical methods
using interpolation formulas.
By
Dr. Pradeep K. Goyal

If y0, y1,………… yn are the values of y corresponding to

x0, x1…………....xn (equally spaced) then
Note: 1. The above formulae are got by differentiating Newton’s
forward and backward difference interpolation formulae
at x = x 0, 1 1 1 1
f `( x )  [y 0  2 y 0  3 y 0  4 y 0      ] and w.r.t. p and using
h 2 3 4 2
dy dy du d 2 y  du  d 2 y
1 11 5  . ,   .
f ``( x )  2 [ y 0   y 0  4 y 0  5 y 0       ]
2 3
dx du dx dx 2  dx  du 2
h 12 6
Similarly , the formulae at x  x n are 2. If f `(x) and f ``(x) are to be found at a tabulated
value of x, the value of p is chosen to be 0 in the
1 1 1 1
f``(x)  [y n   2 y n   3 y n   4 y n      ] and formulae.
h 2 3 4 x  x0 x  xn
otherwise p is given by u  or
h h
1 11 4 5
f ``( x )  [ 2 y n   3 y n   y n   5 y n      ] according as x lies close to x0 or xn respectively.
h2 12 6

1
 Forming the difference table, we get
Examples:
First Second Third Fourth Fifth
x y
1. Find y` (0) and y`` (0) from the given table differences differences differences differences differences
0 4
4
x : 0 1 2 3 4 5 1 8 3
7 -18
y : 4 8 15 7 6 2
2 15 -15 40
-8 22 -72
3 7 7 -32
-1 -10
4 6 -3
-4
5 2

1 1 1 1
Examples:
f `( x )  [y0   2 y0   3 y0   4 y0      ] and
h 2 3 4
The population of a certain town is shown below . Estimate
1 11 5 the rate of growth of population in the year 1951
f ``( x)  2 [  2 y0  3 y0   4 y0   5 y0      ]
h 12 6

Year 1921 1931 1941 1951 1961

Population
19.96 39.65 58.81 77.21 94.61
(in thousands)
We have h = 1  f ` (0) = - 27.9 and f `` (0) = 117.67

2
 Here h = 10 .

The above data, after rearranging, we get

x y y  2y  3y  4y
 dy  1 1 1 1
1921 19.96
 dx   [  yn   2 yn   3 yn   4 y n       ]
19.69 x  xn h 2 3 4
1931 39.65 - 0.53
19.16 - 0.23
1941 58.81 - 0.76 - 0.01  dy  1  1 1 
18.4 - 0.24  dx   18.4  (0.76)  (0.23)   1.79
x 1951 10  2 3 
1951 77.21 -1
17.4
1961 94.61
Here h = 10 . We get the rate of growth of population as y /  1.79 units

Assignment

A slider in a machine moves along a fixed straight rod. Its

distance x (cm) along the rod is given below for various
values of time t (sec.)
t 0 0.1 0.2 0.3 0.4 0.5 0.6

x 30.28 31.43 32.98 33.54 33.97 33.48 32.13

Evaluate dx/dt at (i) t=0.1, (ii) t=0.5

Ans.
dx/dt at t=0.1 =32.441667
dx/dt at t=0.5 = -24.0583 cm/sec