NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
VI. NUMERICAL DIFFERENTIATION
Subtopics:
6.1 Introduction
6.2 Derivatives based on Newton’s Forward Interpolation Formula
6.3 Derivatives based on Newton’s Backward Interpolation Formula
6.4 Derivatives based on Stirling’s Interpolation Formula
6.5 Maxima and Minima of a Tabulated Function
6.1 Introduction
Numerical Differentiation
a technique used to produce an estimate of the derivative of a mathematical function
a function subroutine using values from the function and perhaps other knowledge about
the function
deals with the following problem:
- given the function y = f (x), find one of its derivatives at the point x = xk
Numerical Differentiation in Calculus
different shortcuts for different classes of functions
Numerical Differentiation Formulas
Derivatives based on Newton’s forward interpolation formula
- for finding the derivative for some given x lying near the beginning of the data
table
Derivatives based on Newton’s backward interpolation formula
- suitable for a point near the end of the data table
Derivatives based on Stirling’s interpolation formula
- for some point lying near the middle of the data table
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
6.2 Derivatives based on Newton’s Forward Interpolation Formula
Example 1:
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Find the value of dy/dx and d 2 y/dx 2 at the point x = 1.0 from the following table.
Example 2:
Obtain the first and second derivatives of the function tabulated below at x = 1.1 and x = 1.2
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
6.3 Derivatives based on Newton’s Backward Interpolation Formula
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Example:
A slider in a machine moves along a fixed straight rod. Its distance x(m) along the rod are given
in the following table for various values of the time t (seconds).
6.4 Derivatives based on Stirling’s Interpolation Formula
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Example:
Compute the values of f ’(3.1) and f ’(3.2) using the following table.
6.5 Maxima and Minima of a Tabulated Function
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Example:
Find x correct to four decimal places for which y is maximum from the following data given in
tabular form. Find also the value of y.
Exercise no. 6.1:
From the following table of values, estimate y’ (1.0) and y” (1.0):
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Exercise no. 6.2:
From the following table of values, estimate y’ (3.5) and y” (3.5):
Exercise no. 6.3:
Using Stirling’s interpolation formula, compute y' (2.5) and y'' (2.5):
Exercise no. 6.4:
Using Stirling’s interpolation formula, compute y' (2.2) and y'' (2.2):
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NUM ERICAL DIFFERENTIATION MATH 19 – NUMERICA L SOLUTIONS TO CE PROBLEMS
Exercise no. 6.5:
Find x for which y is maximum and also find the corresponding value of y, from the table given
below:
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