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    Dr. Pradeep K. Goyal: Numerical Differentiation

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    Hansham
    This document discusses numerical differentiation, which is used to find approximate derivative values of a function given only a table of its values. The derivatives are calculated using finite difference formulas obtained by differentiating interpolation formulas. Examples are provided to demonstrate calculating the first and second derivatives of functions at given points using the tabulated function values and difference formulas.

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    © All Rights Reserved
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    Dr. Pradeep K. Goyal: Numerical Differentiation

    Uploaded by

    Hansham
    74 views3 pages
    This document discusses numerical differentiation, which is used to find approximate derivative values of a function given only a table of its values. The derivatives are calculated using finite difference formulas obtained by differentiating interpolation formulas. Examples are provided to demonstrate calculating the first and second derivatives of functions at given points using the tabulated function values and difference formulas.

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    Numerical Differentiation

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    This document discusses numerical differentiation, which is used to find approximate derivative values of a function given only a table of its values. The derivatives are calculated using finite difference formulas obtained by differentiating interpolation formulas. Examples are provided to demonstrate calculating the first and second derivatives of functions at given points using the tabulated function values and difference formulas.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    74 views3 pages

    Dr. Pradeep K. Goyal: Numerical Differentiation

    Uploaded by

    Hansham
    This document discusses numerical differentiation, which is used to find approximate derivative values of a function given only a table of its values. The derivatives are calculated using finite difference formulas obtained by differentiating interpolation formulas. Examples are provided to demonstrate calculating the first and second derivatives of functions at given points using the tabulated function values and difference formulas.

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    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

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