Chapter five
NUMERICAL DIFFERENTIATION
AND INTEGRATION
NUMERICAL DIFFERENTIATION
• The problem of numerical differentiation is the
determination of approximate value of the derivative of a
function f at a given point.
• We assume that the function y = f(x) is given for the equally
spaced x values xn = x0 + nh, for n = 0, 1, 2,… To find the
derivatives of such a tabular function, we proceed as follows:
Numerical differentiation using forward difference operator
• Since ∆ = E - 1 and hD = logE , where D is a differential operator, E a
shift operator
hD = logE = log(1+∆)
Numerical differentiation using backward difference operator
• Recall that hD =- log(1-∇)
• On expansion, we have
1 2 3 4
D ( ...)
h 2 3 4
NUMERICAL DIFFERENTIATION
• Example1: Compute f’ (0.2) and f’’ (0) from the following
tabular data
NUMERICAL DIFFERENTIATION
• Since x = 0 and 0.2 appear at and near beginning of the table, it is
appropriate to use formulae based on forward differences to find the
derivatives. The forward difference table for the given data is:
NUMERICAL DIFFERENTIATION
• Using
1 2 f 1 3 f 1 4 f 1
f ' (0.2) (f 1 ...)
h 2 3 4
1 8.00 9.60 3.84
(2.40 .0 3.2
0.2 2 3 4
Using
1 11 4
f ' ' (0) ( 2
f 0 3
f 0 f 0 ...)
h2 12
NUMERICAL DIFFERENTIATION
• Example 2: Compute f ‘(2.2) and f’’ (2.2) from the following tabular data
Solution
Since x = 2.2 appears at the end of the table, it is appropriate to use formulae
based on backward differences to find the derivatives. The backward
difference table for the given data is:
NUMERICAL DIFFERENTIATION
Using the backward difference formula
1 2 f3 3 f3 4 f3
f ' (2.2) (f 3 ...)
h 2 3 4
1 0.2964 0.0539 0.0094
f ' (2.2) (1.6359 ) 9.0215
0.2 2 3 4
NUMERICAL DIFFERENTIATION
Using backward difference formula for f’’(2.2),
1 11 4
f ' ' (2.2) ( 2
f 3
f f 4 ...)
0.2 2 4 4
12
1 11
f " (2.2) ( 0.2964 0.0535 0.0094) 8.9629
1.22
12
NUMERICAL INTEGRATION
• In this portion we are going to explore various ways for approximating
the integral of a function over a given domain.
• There are various reasons as of why such approximations can be useful.
• First, not every function can be analytically integrated.
• Second, even if a closed integration formula exists, it might still not be the
most efficient way of calculating the integral.
• In addition, it can happen that we need to integrate an unknown function,
in which only some samples of the function are known.
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION
Thank you
