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Chapter-2: Finite Differences and Interpolation

The document discusses different types of finite differences and interpolation. There are three main types of finite differences: forward differences, backward differences, and central differences. Forward differences estimate the value of a function at x+h based on its value at x. Backward differences estimate the value at x based on the value at x+h. Central differences estimate the value midway between x and x+h. Interpolation uses differences to estimate the value of a function for intermediate values of the independent variable. The document also provides examples of calculating first, second, and higher order differences of various functions like polynomials, exponentials, and trigonometric functions.

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0% found this document useful (0 votes)
972 views

Chapter-2: Finite Differences and Interpolation

The document discusses different types of finite differences and interpolation. There are three main types of finite differences: forward differences, backward differences, and central differences. Forward differences estimate the value of a function at x+h based on its value at x. Backward differences estimate the value at x based on the value at x+h. Central differences estimate the value midway between x and x+h. Interpolation uses differences to estimate the value of a function for intermediate values of the independent variable. The document also provides examples of calculating first, second, and higher order differences of various functions like polynomials, exponentials, and trigonometric functions.

Uploaded by

Nishant Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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II/IV B.

Tech CSE&ECM Mathematical Methods for Computing (11BS203) Chapter-2


Chapter-2
Finite Differences and Interpolation
Suppose we are given the following values of y = f(x) for a set of values of x :
x : x0 x1 x2 …… xn
y : y0 y1 y2 …… yn
The process of finding the values of y corresponding to any value of x=x i between x0 and xn is
called interpolation.
 The technique of estimating the value of a function for any intermediate value of the
independent variable is called interpolation.
 The technique of estimating the value of a function outside the given range is called
extrapolation.
 The study of interpolation is based on the concept of differences of a function.
 Suppose that the function y=f(x) is tabulated for the equally spaced values x = x 0,
x1=x0+h, x2=x0+2h, …, xn=x0+nh giving y = y0, y1, y2, …, yn. To determine the values of
f(x) and f '(x) for some intermediate values of x, we use the following three types of
differences
1. Forward differences
2. Backward differences
3. Central differences
Forward differences: The forward differences are defined and denoted by ∆f(x)=f(x+h)-f(x),
∆y0 = y1 – y0
∆y1 = y2 – y1
∆y2 = y3 – y2
…………….
∆yr = yr+1 – yr
…………….
∆yn-1 = yn – yn-1
These are called the first forward differences and ∆ is the forward difference operator.
Similarly the second forward differences are defined by
∆2 yr = ∆ yr+1 – ∆yr.
In general
∆p yr = ∆p-1 yr+1 – ∆p-1yr ,
th
p forward differences.
The forward differences systematically set out in a table called forward difference table.
Value of Value of y 1st diff. 2nd diff. 3rd diff. 4th diff. 5thdiff.
x ∆ ∆2 ∆3 ∆4 ∆5
x0 y0
∆y0

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II/IV B.Tech CSE&ECM Mathematical Methods for Computing (11BS203) Chapter-2

x1 y1 ∆2y0
∆y1 ∆3y0
x2 y2 ∆2y1 ∆4y0
∆y2 ∆3y1 ∆5y0
x3 y3 ∆2y2 ∆4y1
∆y3 ∆3y2
x4 y4 ∆2y3
∆y4
x5 y5

Backward Differences: The backward differences are defined and denoted by f(x)= f(x)-f(x-h),
y1 = y1 – y0

y2 = y2 – y1

y3 = y3 – y2
…………….
yr = yr – yr-1
…………….
yn = yn – yn-1.

These are called the first backward differences and is the backward difference operator.
Similarly the second backward differences are defined by
2
yr = yr – yr-1.
In general
p p-1 p-1
yr= yr – yr-1 ,
pth backward differences. The backward differences systematically set out in a table called
backward difference table.
Value of Value of y 1st diff. 2nd diff. 3rd diff. 4th diff. 5thdiff.
x 2 3 4 5

x0 y0

y1

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II/IV B.Tech CSE&ECM Mathematical Methods for Computing (11BS203) Chapter-2

x1 y1 2
y2

3
y2 y3

x2 y2 2
y3 4
y4

3 5
y3 y4 y5

x3 y3 2
y4 4
y5

3
y4 y5

x4 y4 2
y5

y5

x5 y5

Central differences: The central differences are defined and denoted by δf(x)=f(x+h/2)-f(x-h/2),
δy1/2 = y1 – y0
δy3/2 = y2 – y1
δy5/2 = y3 – y2
…………….
δyr+1/2 = yr+1 – yr
…………….
δyn-1/2 = yn – yn-1
These are called the first central differences and δ is the central difference operator.
Similarly the second central differences are defined by
δ2 yr = δyr+1/2 – δyr-1/2.
In general
δp yr = δp-1yr+1/2 – δp-1yr-1/2 , (if p is even)
δp yr+1/2 = δp-1yr+1 – δp-1yr , (if p is odd)
th
p central differences.
Note : It is observe that, the differences are not change only notation is changed.
y1-y0 = ∆y0= y1= δy1/2 .

Example#1. Evaluate
(i) ∆ tan-1x
(ii) ∆ (ex log 2x)
(iii) ∆2 cos 2x

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Sol. From the definition of forward differences ∆f(x) = f(x+h) – f(x).


(i) Let f(x) = tan-1x, then
∆ tan-1x = tan-1(x+h) - tan-1x
1  xhx   h 
= tan    tan 1  2 
.
 1  ( x  h) x   1  hx  x 
(ii)
 (e x log 2 x )  e x  h log 2( x  h)  e x log 2 x
 e x  h log 2( x  h)  e x  h log 2 x  e x  h log 2 x  e x log 2 x
 xh
 e x  h log   (e
xh
 e x ) log 2 x
 x 
  h  
 e x e h  log(1  )   (e h  1) log 2 x .
  x  
(iii) ∆2 cos 2x = ∆ [∆ cos 2x]
= ∆ [ cos 2(x+h) – cos 2x]
= ∆ cos 2(x+h) – ∆ cos 2x
= cos 2(x+2h) – cos 2(x+h) – [cos 2(x+h) ) – cos 2x]
= – 2 cos (2x+3h) sin h + 2 sin(2x+h) sin h
= – 2 sin h [sin(2x+3h) – sin(2x+h) ]
= – 2 sin h [2 cos(2x+2h)sin h]
= – 2 sin2 h cos 2(x+h).
Example#2. Evaluate the following, with interval of difference being unity
(i) ∆2 (abx) (ii) ∆n ex
Sol. From the definition of forward differences ∆f(x) = f(x+h) – f(x).
(i) ∆(abx) = a ∆bx = a(bx+1 – bx) = abx(b – 1)
∆2 (abx) = ∆ [∆ (abx)]
= ∆ abx(b – 1) = a(b – 1) ∆(bx)
= a(b – 1) (bx+1 – bx)
= a(b – 1)2 bx.
(ii) ∆ex = ex+1 – ex = ex(e – 1)
∆2ex = ∆[∆ex] = ∆ [ex+1 – ex ]= (e – 1)∆ex
= (e – 1) ex(e – 1) = (e – 1)2 ex.
Similarly ∆2ex = (e – 1)2 ex, ∆3ex = (e – 1)3 ex, … and ∆nex = (e – 1)n ex.
Differences of a Polynomial:
Let f(x) = a0 xn + a1 xn-1 + a2 xn-2 + … + an-1x + an be an nth degree polynomial in x, then
∆f(x) = f(x+h) – f(x)
= a0 [(x+h)n – xn] + a1 [(x+h)n-1 – xn-1 ]+ a2 [(x+h)n-2 – xn-2 ]+ … + an-1 [x+h-x]
= a0 n h xn-1 + a11xn-2 + a21xn-2 + … + an-1 h,
where a11, a12, … are new constant coefficients. Thus, the first difference of a polynomial of nth
degree is a polynomial of degree n-1.

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Similarly
∆2f(x) = ∆[∆f(x)]
= a0 n h [(x+h)n-1 – xn] + a11 [(x+h)n-2 – xn-2 ]+ a21 [(x+h)n-3 – xn-3 ]+ … + an-2, 1 [x+h-x]
= a0 n(n – 1) h2 xn-2 + a12xn-3 + a22xn-4 + … + an-2,1 h,
where a12, a12, … are new constant coefficients. Thus, the second difference of a polynomial of
nth degree is a polynomial of degree n-2.
Continuing this process, for the nth difference, we get a polynomial of degree zero i.e.
∆nf(x) = a0 n(n – 1) (n – 2) … 3.2.1. hn = a0 n! hn
which is a constant.
From the above discussion, we have the following results:
 The differences of a polynomial of the nth degree are constant and all higher order
differences are zero.
 If the nth differences of a function tabulated at equally spaced intervals are constant, then
the function is a polynomial of degree n (It is important in numerical analysis as it
enables as to approximate a function by a polynomial).
Example#3. Evaluate ∆10 [(1-ax)(1-bx2)(1-cx3)(1-dx4)].
Sol. Taking interval of difference h = 1.
∆10 [(1-ax)(1-bx2)(1-cx3)(1-dx4)] = ∆10 [abcd x10 + k1 x9 + k2 x8 + … + 1]
= abcd ∆10 (x10) + k1 ∆10 (x9)+ k2 ∆10 (x8) + … + ∆10(1),
where k1, k2, … are constant coefficients. Since ∆10 (xn) = 0 for n < 10, we have
∆10 [(1-ax)(1-bx2)(1-cx3)(1-dx4)] = abcd ∆10 (x10) = abcd 10!.
Factorial Notation: A product of the form x(x – 1) (x – 2) …(x – r +1) is denoted by [x]r and is
called a factorial. In particular,
[x] = x, [x]2 = x(x – 1) , [x]3 = x(x – 1) (x – 2), …[x]n = x(x – 1) (x – 2) …(x – n +1).
If the interval of difference is h, then
[x]n = x(x – h) (x – 2h) …(x – (n – 1)h).
The factorial notation is of special utility in the theory of finite differences. It helps in finding the
successive differences of a polynomial directly by simple rule of differentiation ([x]r as xr).
To express a polynomial of nth degree in the factorial notation, we use the following two steps

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1. Arrange the coefficients of the powers of x in descending order, replacing missing


powers by zeros.
2. Using detached coefficients divide by x, x – 1, x – 2, … x – (n – 1) successively.
Example#4. Express f(x) = 2x3 – 3x2 + 3x – 10 in a factorial notation and hence find all
differences.
Sol. Let f(x) = A[x]3 + B[x]2 + C[x] + D. Then
x3 x2 x

1 2 -3 3 -10 = D
_ 2 -1

2 2 -1 2=C
_ 4

3 2 3=B
_

2=A

Hence f(x) = 2[x]3 + 3[x]2 + 2[x] – 10. Therefore,


∆f(x) = 6[x]2 + 6[x] + 2
∆2f(x) = 12 [x] + 6
∆3f(x) = 12.
Other Difference Operators:
(1) Shift operator : Shift operator E is the operation of increasing the argument x by h so that
E f(x) = f(x+h), E2 f(x) = f(x+2h), …
En f(x) = f(x+nh).
-1
The inverse operator E is defined by
E-1 f(x) = f(x-h).
Similarly
E-n f(x) = f(x-nh).
(2) Averaging operator : Averaging operator μ is defined by the equation
μ f(x) = ½ [f(x + h/2) + f(x - h/2)].
In the difference calculus, ∆ and E are regarded as the fundamental operators and , δ
and μ can be expressed in terms of these.

Relations Between the Operators :


1. ∆ = E – 1
2.  = 1 – E-1
3. δ = E1/2 – E-1/2
4. μ = ½ [E1/2 + E-1/2 ]
5. ∆ = E  =  E =δ E1/2
6. E = ehD.

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Example#1. Determine the missing values in the following table:


x 45 50 55 60 65
y 3 ? 2 ? -2.4
Sol. Let p and q be the missing values in the given table, then the difference table is as follows:
x y ∆y ∆2y ∆3y
45 3
p–3
50 p 5 – 2p
2–p 3p + q – 9
55 2 p+q–4
q–2 3.6 – p – 3q
60 q –0.4 – 2q
–2.4 – q
65 -2.4
Since three entries are given, the function y can be represented by a second degree polynomial.
Therefore, ∆3y0 = 0 and ∆3y1 = 0. Thus 3p + q – 9 = 0 and 3.6 – p – 3q = 0. Solving these
equations, we get p = 2.925 and q = 0.225.
Example#2. Determine the missing values in the following table without using difference table.
x 45 50 55 60 65
y 3 ? 2 ? -2.4
Sol. Given that y0 = 3, y2 = 2 and y4 = -2.4 and missing values be taken as y1= p and y3 = q. Since
three entries are given, the function y can be represented by a second degree polynomial.
Therefore, ∆3y0 = 0 and ∆3y1 = 0.
(E – 1)3y0 = 0 (E – 1)3y1 = 0
3 2
(E – 3E + 3E – 1)y0 = 0 (E3 – 3E2 + 3E – 1)y1 = 0
y3 – 3y2 + 3y1 – y0 = 0 y4 – 3y3 + 3y2 – y1 = 0
q – 3(2)+ 3p – 3 = 0 -2.4 – 3q + 3(2) – p = 0
3p + q – 9 = 0 3.6 – p – 3q = 0.
Solving these equations, we get p = 2.925 and q = 0.225.

Newton’s Forward Interpolation Formulae:


Let the function y=f(x) take the values y0, y1, y2, … corresponding to the values x0, x1, x2, …
of x. Suppose it is required to evaluate f(x) for x=x0+ph, p is any real number.

For any real number p, we have defined E such that


Ep f(x) = f(x0+ph)
yp = f(x0+ph) = Epf(x0)= (1+∆)py0
= [1+p∆+p(p-1)/2! ∆2 + p(p-1)(p-2)/3! ∆3 +…] y0
= y0 + p ∆y0 + p(p-1)/2! ∆2 y0+ p(p-1)(p-2)/3! ∆3 y0+…
It is called Newton’s forward interpolation formulae.

Newton’s Backward Interpolation Formulae:


Suppose it is required to evaluate f(x) for x=xn+ph, where p is any real number.
Ep f(x) = f(xn+ph)
yp = f(xn+ph) = Epf(xn)= (1-  )-p yn

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= [1+p  +p(p+1)/2!  2 + p(p+1)(p+2)/3!  3 +…] yn


= yn + p  yn + p(p+1)/2!  2 yn+ p(p+1)(p+2)/3!  3 yn+…
It is called Newton’s backward interpolation formulae.

Choice of Newton’s Interpolation formulae:


 Newton’s forward interpolation formulae is used for interpolating the values of y near the
beginning of a set of tabulated values and extrapolating values of y a little backward of
y0.
 Newton’s backward interpolation formulae is used for interpolating the values of y near
the end of a set of tabulated values and also extrapolating values of y a little ahead of yn.

Example#1. The table gives the distances in nautical miles of the visible horizon for the given heights in
feet above the earth’s surface :

x=height 100 150 200 250 300 350 400


y=distance 10.63 13.03 15.04 16.81 18.42 19.90 21.27
Find the values of y when (i) x= 218 ft. (ii) x= 410 ft.

Sol. The difference table is

x y ∆ ∆2 ∆3 ∆4
100 10.63
2.4
150 13.03 -0.39
2.01 0.15
x0=200 15.04 -0.24 -0.07
1.77 0.08
250 16.81 -0.16 -0.05
1.61 0.03
300 18.42 -0.13 -0.01
1.48 0.02
350 19.90 -0.11
1.37
xn=400 21.27
(i) If we take x0=200, then y0=15.04, ∆y0=1.77, ∆2y0=-0.16, ∆3y0=0.03, ∆4y0=-0.01.

Since x=218, step length h=50 and p=(x-x0)/h =18/50 = 0.36.

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By Newton’s forward interpolation formula, we have

y(218) = y0 + p ∆y0 + p(p-1)/2! ∆2 y0+ p(p-1)(p-2)/3! ∆3 y0+ p(p-1)(p-2)(p-3)/4! ∆4 y0

= 15.04 + 0.36 (1.77) + 0.36(0.36-1)/2 (-0.16)+ 0.36(0.36-1)(0.36-2)/6 (0.03)

+ 0.36(0.36-1)(0.36-2)(0.36-3)/24 (-0.01)

=15.04+0.6372+0.0184+0.0018+ 0.00041 = 15.69741

≈ 15.7 nautical miles.

(ii) If we take xn=400, then yn=21.27,  yn=1.37,  2yn=-0.11,  3yn=0.02,  4yn=-0.01.

Since x=410, step length h=50 and p=(x-xn)/h =10/50 = 0.2.

By Newton’s backward interpolation formula, we have

y(410) = yn + p  yn + p(p+1)/2!  2 yn+ p(p+1)(p+2)/3!  3 yn+ p(p+1)(p+2)(p+3)/4!  4


yn

= 21.27 + 0.2 (1.37) + 0.2(0.2+1)/2 (-0.11) + 0.2(0.2+1)(0.2+2)/6 (0.02)

+ 0.2(0.2+1)(0.2+2)(0.2+3)/24 (-0.01)

=21.27+0.274-0.0132+0.0017- 0.0007 = 21.5318

≈ 21.53 nautical miles.

Central Difference Interpolation:


It is best suited for interpolation near the middle of the table. If x takes the values
x0-2h, x0-h, x0, x0+h, x0+2h
and the corresponding values of y=f(x) are
y-2, y-1, y0, y1, y2 ,
then we can write the difference table in the two notations as follows:
Value Value of y 1st diff. 2nd diff. 3rd diff. 4th diff.
of x
x0-2h y-2
∆y-2(=δy-3/2)
x0-h y-1 ∆2y-2(=δ2y-1)
∆y-1(=δy-1/2) ∆3y-2(=δ3y-1/2)
x0 y0 ∆2y-1(=δ2y0) ∆4y-2(=δ4y0)
∆y0(=δy1/2) ∆3y-1(=δ3y1/2)

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x0+h y1 ∆2y0(=δ2y1)
∆y1(=δy3/2)
x0+2h y2
Gauss’s forward interpolation formula: The Newton’s forward interpolation formula is
y(x) = y0 + p ∆y0 + p(p-1)/2! ∆2 y0+ p(p-1)(p-2)/3! ∆3 y0+…
We have ∆2y0 - ∆2y-1 = ∆3 y-1
∆2 y0 = ∆2 y-1 + ∆3 y-1
Similarly ∆3 y0 = ∆3 y-1 + ∆4 y-1
∆4 y0 = ∆4 y-1 + ∆5 y-1
Also ∆3y-1 - ∆3y-2 = ∆4 y-2
∆3 y-1 = ∆3 y-2 + ∆4 y-2
Similarly ∆4 y-1 = ∆4 y-2 + ∆5 y-2
∆5 y-1 = ∆5 y-2 + ∆6 y-2
Substituting the above in Newton’s forward interpolation formula, we get
yp = y0 + p ∆y0 + p(p-1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-1+ (p+1)p(p-1)(p-2)/4! ∆4 y-2+ …,
which is called Gauss forward interpolation formula.
In the central difference notation
y(x) = y0 + p δy1/2 + p(p-1)/2! δ2 y0+ (p+1)p(p-1)/3! δ3 y1/2+ (p+1)p(p-1)(p-2)/4! δ4 y0+ …
It employs odd differences just below the central line and even differences on the central line.
This formula is used to interpolate the values of y for p (0<p<1) measured forwardly from the
origin.
Value Value of y1st diff. 2nd diff. 3rd diff. 4th diff.
of x
x0-2h y-2
∆y-2(=δy-3/2)
x0-h y-1 ∆2y-2(=δ2y-1)
∆y-1(=δy-1/2) ∆3y-2(=δ3y-1/2)
x0 y0 ∆2y-1(=δ2y0) ∆4y-2(=δ4y0)
∆y0(=δy1/2) ∆3y-1(=δ3y1/2)
x0+h y1 ∆2y0(=δ2y1)
∆y1(=δy3/2)
x0+2h y2

Example#1. Use Gauss’s forward formula to evaluate y30, given that y21=18.4708, y25=17.8144,
y29=17.1070, y33=16.3432, and y37=15.5154.

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Sol. Taking x0 = 29. The interval of difference h=4. We require to find value of y for x=30.
Therefore, p=(x-x0)/h =(30-29)/4 = 0.25. The difference table is given below

x y ∆y ∆2y ∆3y ∆4y


21 18.4708
-0.6564
25 17.8144 -0.0510
-0.7074 -0.0054
x0=29 17.1070 -0.0564 -0.0022
-0.7638 -0.0076
33 16.3432 -0.0640
-0.8278
37 15.5154
Gauss forward interpolation formula is

y(x) = y0 + p ∆y0 + p(p-1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-1+ (p+1)p(p-1)(p-2)/4! ∆4 y-2+ …

y(30) = 17.1070+(0.25)(-0.7638) + (0.25)(-0.75)/2 (-0.0564) + (1.25)(0.25)(-0.75)/6 (-0.0076)

+ (1.25)(0.25)(-0.75)(-1.75)/24 (-0.0022)

y30 = 16.9216.

Gauss’s backward interpolation formula:

The Newton’s forward interpolation formula is

y(x) = y0 + p ∆y0 + p(p-1)/2! ∆2 y0 + p(p-1)(p-2)/3! ∆3 y0 +…

We have ∆y0 - ∆y-1 = ∆2 y-1,

∆y0 = ∆y-1 + ∆2 y-1.

Similarly ∆2 y0 = ∆2 y-1 + ∆3 y-1,

∆3 y0 = ∆3 y-1 + ∆4 y-1.

Also ∆3y-1 - ∆3y-2 = ∆4 y-2,

∆3 y-1 = ∆3 y-2 + ∆4 y-2.

Similarly ∆4 y-1 = ∆4 y-2 + ∆5 y-2,


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∆5 y-1 = ∆5 y-2 + ∆6 y-2 .

Substituting the above in The Newton’s forward interpolation formula, we get

y(x) = y0 + p ∆y-1 + p(p+1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-2+ (p+2)(p+1)p(p-1)/4! ∆4 y-2+ …

which is called Gauss backward interpolation formula.

In the central difference notation

y(x) = y0 + p δy-1/2 + (p+1)p/2! δ2 y0+ (p+1)p(p-1)/3! δ3 y-1/2+ (p+2)(p+1)p(p-1)/4! δ4 y0+ …

It employs odd differences just above the central line and even differences on the central line.
This formula is used to interpolate the values of y for p (-1<p<0).

Value Value of y 1st diff. 2nd diff. 3rd diff. 4th diff.
of x
x0-2h y-2
∆y-2(=δy-3/2)
x0-h y-1 ∆2y-2(=δ2y-1)
∆y-1(=δy-1/2) ∆3y-2(=δ3y-1/2)
x0 y0 ∆2y-1(=δ2y0) ∆4y-2(=δ4y0)
∆y0(=δy1/2) ∆3y-1(=δ3y1/2)
x0+h y1 ∆2y0(=δ2y1)
∆y1(=δy3/2)
x0+2h y2

Example#2. Interpolate by means of Gauss’s backward formula, the population of a town for the
year 1974, given that

Year 1939 1949 1959 1969 1979 1989


Population 12 15 20 27 39 52
(in thousands)
Sol. Let x be the year and y be the population. Taking x0 = 1969, h=10. We require to find value
of y for x=1974. Therefore,
p=(x-x0)/h =(1974-1969)/10 = 0.5.
The difference table is
x y ∆y ∆2y ∆3y ∆4y ∆5y

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1939 12
3
1949 15 2
5 0
1959 20 2 3
7 3 -10
x0=1969 27 5 -7
12 -4
1979 39 1
13
1989 52
Gauss’s backward formula is

y(x)= y0 + p ∆y-1 + p(p+1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-2+ (p+2)(p+1)p(p-1)/4! ∆4 y-2+ …

y(1974) = 27+(0.5)(7)+(1.5)(0.5)/2 (5)+ (1.5)(0.5)(-0.5)/6 (3) + (2.5)(1.5)(0.5)(-0.5)/24 (-7)

+ (2.5)(1.5)(0.5)(-0.5)(-1.5)/120 (-10)

= 32.345 thousands.

Stirling’s interpolation formula:

The Gauss’s forward formula is

yp = y0 + p ∆y0 + p(p-1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-1+ (p+1)p(p-1)(p-2)/4! ∆4 y-2+ … (1)

Gauss’s backward formula is

yp = y0 + p ∆y-1 + p(p+1)/2! ∆2 y-1+ (p+1)p(p-1)/3! ∆3 y-2+ (p+2)(p+1)p(p-1)/4! ∆4 y-2+ … (2)

Taking the mean of (1) and (2), we obtain

yp = y0 + p (∆y0 + ∆y-1)/2+ p2/2! ∆2 y-1+ p(p2-1)/3! (∆3 y-1+ ∆3y-2)/2 + p2(p2-1)/4! ∆4 y-2

+ p(p2-1)(p2-22)/5! (∆5 y-2+ ∆5 y-3)/2+…

which is called Stirling’s formula.

This formula involves means of the odd differences just above and below the central line
and even differences on this line.

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Value Value of y 1st diff. 2nd diff. 3rd diff. 4th diff.
of x
x0-2h y-2
∆y-2(=δy-3/2)
x0-h y-1 ∆2y-2(=δ2y-1)
∆y-1(=δy-1/2) ∆3y-2(=δ3y-1/2)
x0 y0 ∆2y-1(=δ2y0) ∆4y-2(=δ4y0)
∆y0(=δy1/2) ∆3y-1(=δ3y1/2)
x0+h y1 ∆2y0(=δ2y1)
∆y1(=δy3/2)
x0+2h y2
Example#1. Employ Stirling’s formula to compute y12.2 from the following table
(yx=1+log10sinx):

xo 10 11 12 13 14
105 yx 23,967 28,060 31,788 35,209 38,368
Sol. Taking x0=12, h=1, since x=12.2, we have
p=(x-x0)/h = (12.2-12)/1 = 0.2.
The difference table is
x yx ∆y ∆2y ∆3y ∆4y
10 0.23967
0.04093
11 0.28060 -0.00365
0.03728 0.00058
x0=12 0.31788 -0.00307 -0.00013
0.03421 0.00045
13 0.35209 -0.00262
0.03159
14 0.38368
By Stirling’s formula
y12.2 = y0 + p (∆y0 + ∆y-1)/2+ p2/2! ∆2 y-1+ p(p2-1)/3! (∆3 y-1+ ∆3y-2)/2 + p2(p2-1)/4! ∆4 y-2
= 0.31788+0.2(0.03728+0.03421)/2 + (0.2)2/2 (-0.00307)+0.2[(0.2)2-1]/6

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(0.00058 - 0.00045)/2 + (0.2)2[(0.2)2-1]/24 (-0.00013)


= 0.31788 + 0.00715 - 0.00006 - 0.000002 + 0.0000002 =0.32495.
Bessel’s Interpolation Formula:

Gauss forward interpolation formula is


yp = y0 + p∆y0 + p(p-1)/2! ∆2y-1 + (p+1)p(p-1)/3! ∆3y-1 + (p+1)p(p-1)(p-2)/4! ∆4y-2 + … (1)
We have ∆2y0 - ∆2y-1 = ∆3y-1
∆2y-1 = ∆2y0 - ∆3y-1.
Similarly ∆4y-2 = ∆4y-1 - ∆5y-2.
Now we write (1) as
yp = y0 + p∆y0 + p(p-1)/2! [(1/2)∆2y-1+(1/2) ∆2y-1] + (p+1)p(p-1)/3! ∆3y-1
+ (p+1)p(p-1)(p-2)/4! [(1/2)∆4y-2+(1/2) ∆4y-2] + …
= y0 + p∆y0 + p(p-1)/2! [(1/2)∆2y-1+(1/2) (∆2y0-∆3y-1)] +(p+1)p(p-1)/3! ∆3y-1
+ (p+1)p(p-1)(p-2)/4! [(1/2)∆4y-2+(1/2) (∆4y-1-∆5y-2)] +…
After simplification, we get
yp = y0 + p∆y0 + p(p-1)/2! [∆2y-1+∆2y0]/2 + (p-1/2)p(p-1)/3! ∆3y-1
+(p+1)p(p-1)(p-2)/4! [∆4y-2+∆4y-1]/2+ …,
which is known as Bessel’s formula. This is very useful formula for practical purposes. It
involves odd differences below central line and means of even differences of and below this line.
It is best suitable for value of p between ¼ and ¾ .

Value Value of y 1st diff. 2nd diff. 3rd diff. 4th diff.
of x
x0-2h y-2
∆y-2(=δy-3/2)
x0-h y-1 ∆2y-2(=δ2y-1)
∆y-1(=δy-1/2) ∆3y-2(=δ3y-1/2)
x0 y0 ∆2y-1(=δ2y0) ∆4y-2(=δ4y0)
∆y0(=δy1/2) ∆3y-1(=δ3y1/2)
x0+h y1 ∆2y0(=δ2y1)

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∆y1(=δy3/2)
x0+2h y2
Example#1. Apply Bessel’s formula to obtain y25, given that y20=2854, y24=3162, y28=3544 and
y32=3992.

Sol. Taking x0=24, h=4. Since x=25, we have


p= (x-x0)/h = (25-24)/4 = ¼ = 0.25.
The difference table is
x y ∆ ∆2 ∆3
20 2854
308
x0=24 3162 74
382 -8
28 3544 66
448
32 3992
Bessel’s formula is
yp = y0 + p∆y0 + p(p-1)/2! [∆2y-1+∆2y0]/2 + (p-1/2)p(p-1)/3! ∆3y-1
+ (p+1)p(p-1)(p-2)/4! [∆4y-2+∆4y-1]/2+ …
y25 = 3162 + (0.25)382 + (0.25)(0.25-1)/2 [74+66]/2
+ (0.25-1/2)0.25(0.25-1)/6 (-8)
= 3162 + 95.5 – 6 – 5625 – 0.0625
= 3250.875.

Interpolation with unequal intervals:


The disadvantage for the previous interpolation formulas is that, they are used only for
equal intervals. The following are the interpolation with unequal intervals;
1) Lagrange’s formula for unequal intervals,
2) Newton’s divided difference formula.

Lagrange’s interpolation formula: If y = f(x) takes the values y0, y1, y2, …, yn corresponding to
x0, x1, x2, …, xn, then
(x  x 1 )(x  x 2 ) (x  x n ) (x  x 0 )(x  x 2 ) (x  x n )
f(x)  y0  y1  
(x 0  x 1 )(x 0  x 2 ) (x 0  x n ) (x 1  x 0 )(x1  x 2 ) (x 1  x n )
(x  x 0 )(x  x 1 ) (x  x n 1 )
 yn ,
(x n  x 0 )(x n  x 1 ) (x n  x n 1 )

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which is known as Lagrange’s formula.

Divided Differences: If (x0, y0), (x1, y1), …, (xn, yn) are given points, then the first divided
differences for the argument x0, x1 is defined by
y  y0
[x 0 , x 1 ]  1 .
x1  x 0
Similarly
y  y1 y  y2 y  y n 1
[x 1 , x 2 ]  2 , [x 2 , x 3 ]  3 , , [x n 1 , x n ]  n .
x 2  x1 x3  x2 x n  x n 1
The second divided differences for x0, x1, x2 is
[x , x ]  [x 0 , x 1 ]
[x 0 , x 1 , x 2 ]  1 2 .
x2  x0
The third divided differences for x0, x1, x2 , x3 is
[x , x , x ]  [x 0 , x 1 , x 2 ]
[x 0 , x 1 , x 2 , x 3 ]  1 2 3 .
x3  x0
And so on, the nth divided differences for x0, x1, x2, …, xn is
[x , x , , x n ]  [x 0 , x 1 , , x n -1 ]
[x 0 , x 1 , x 2 , , x n ]  1 2 .
xn  x0
All the divided differences systematically set out in a table called divided difference table.

Value Value of 1st divided 2nd divided 3rd divided 4th divided 5th divided
of x y difference difference difference difference difference

x0 y0
[x0,x1]
x1 y1 [x0,x1,x2]
[x1,x2] [x0,x1,x2,x3]
x2 y2 [x1,x2,x3] [x0,x1,x2,x3,x4]
[x2,x3] [x1,x2,x3,x4] [x0,x1,x2,x3,x4,x5]
x3 y3 [x2,x3,x4] [x1,x2,x3,x4,x5]
[x3,x4] [x2,x3,x4,x5]
x4 y4 [x3,x4,x5]
[x4,x5]
x5 y5

Newton’s divided difference formula: If y = f(x) takes the values y0, y1, y2, …, yn
corresponding to x0, x1, x2, …, xn, then

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f(x) = y0+(x-x0)[x0, x1] + (x-x0)(x-x1)[x0, x1, x2] + …+ (x-x0)(x-x1)…(x-xn-1)[x0, x1, x2, …, xn],
which is known as Newton’s general interpolation formula with divided differences.

Example#1. Given the values


x: 5 7 11 13 17
f(x): 150 392 1452 2366 5202
Evaluate f(9), using
(i) Lagranges formula
(ii) Newton’s divided difference formula.
Sol. Let y = f(x), then from the given data, we have
x0 = 5, x1 = 7, x2 = 11, x3 = 13, x4 = 17 and y0 = 150, y1 = 392, y2 = 1452, y3 = 2366, y4 = 5202.
(i) By Lagrnge’s interpolation formula
(x  x 1 )(x  x 2 )( x  x3 )(x  x 4 ) (x  x 0 )(x  x 2 )( x  x3 )(x  x 4 )
f(x)  y0  y1
(x 0  x 1 )(x 0  x 2 )( x0  x3 )(x 0  x n ) (x 1  x 0 )(x 1  x 2 )( x1  x3 )(x 1  x n )
(x  x 0 )(x  x 1 )( x  x3 )(x  x 4 ) (x  x 0 )(x  x 1 )( x  x 2 )(x  x 4 )
 y2  y3
(x 2  x 0 )(x 2  x 1 )( x 2  x3 )(x 2  x 4 ) (x 3  x 0 )(x 3  x 1 )( x3  x 2 )(x 3  x 4 )
(x  x 0 )(x  x 1 )( x  x 2 )(x  x 3 )
 y4.
(x 4  x 0 )(x 4  x 1 )( x 4  x 2 )(x 4  x 3 )
(9  7)(9  11)(9  13)(9  17) (9  5)(9  11)(9  13)(9  17)
f(9)   150   392
(5  7)(5  11)(5  13)(5  17) (7  5)(7  11)(7  13)(7  17)
(9  5)(9  7)(9  13)(9  17) (9  5)(9  7)(9  11)(9  17)
  1452   2366
(11  8)(11  7)(11  13)(11  17) (13  5)(13  7)(13  11)(13  17)
(9  5)(9  7)(9  11)(9  13) 50 3136 3872 2366 578
  5202        810.
(17  5)(17  7)(17  11)(17  13) 3 15 3 3 5
(ii) The divided difference table is

Value Value of 1st divided 2nd divided 3rd divided 4th divided
of x y difference difference difference difference

5 150
121
7 392 24
265 1
11 1452 32 0
457 1
13 2366 42
709

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17 5202
By Newton divided difference formula
f(x) = y0+(x-x0)[x0, x1] + (x-x0)(x-x1)[x0, x1, x2] +(x-x0)(x-x1)(x-x2)[x0, x1, x2,x3]
+ (x-x0)(x-x1)(x-x2)(x-x3)[x0, x1, x2,x3,x4].
f(9) = 150 + (9 – 5)×121 + (9 – 5) (9 – 7)×24 + (9 – 5)(9 – 7)(9 – 11)×1
+ (9 – 5)(9 – 7)(9 – 11)(9 – 13)×0
= 150 + 484 + 192 – 16 + 0
= 810.

Numerical Differentiation:

Mathematically, the derivative represents the rate of change of a dependent variable with respect
to an independent variable. For example, if we are given a function y(t) that specifies an object’s
position as a function of time, differentiation provides a means to determine its velocity, as in:

As in following Figure, the derivative can be visualized as the slope of a function.

Numerical differentiation is used when the function y = f(x) is given in tabular form or it
is highly complex. The basic idea in numerical differentiation is to replace the given function y =
f(x) on the interval by an interpolating polynomial P(x) and set f '(x) = P'(x), f '' (x) = P'' (x) etc.
Numerical differentiation is less exact than interpolation.

Numerical differentiation using Newton’s forward formula: Suppose y = f(x) is specified in


an interval [a, b] at equally spaced points xi = x0 + ih (i = 0, 1, …, n) (x0=a, xn=b) by means of
values yi = f(xi). By Newton forward interpolation formula
p(p  1) 2 p(p  1)(p  2) 3 p(p  1)(p  2)(p  3) 4
y  f(x)  y 0  py 0  Δ y0  Δ y0  Δ y 0  ... ,
2! 3! 4!
x  x0 dp 1
where p  and h = xi+1 – xi, for i = 1, 2, …, n. Here p is a function of x and  .
h dx h
Rewriting the above equation, we have
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p2  p 2 p 3  3p 2  2p 3 p 4  6p 3  11p 2  3p 4
y(x)  y 0  py 0  Δ y0  Δ y0  Δ y 0  ...
2 6 24
Differentiating the above equation with respect to x, we have
dy dy dp 1 dy 1  2p  1 2 3p 2  6p  2 3 4p 3  18p 2  22p  6 4 
   Δy 0  Δ y0  Δ y0  Δ y 0  .... Ag
dx dp dx h dp h  2 6 24 
ain differentiating with respect to x, we get
d2y d  dy  d  dy  dp 1 d  dy  1  2 6p 2  18p  11 4 
2
          2 
Δ y 0  ( p  1) Δ 3
y 0  Δ y 0  .... Sp
dx dx  dx  dp  dx  dx h dp  dx  h  12 
ecial case: If the derivative is required to find at a basic tabulated point x = xi, then choose x0= xi
and the formulas become
 dy  1 1 1 1 1 
   Δy 0  Δ 2 y 0  Δ 3 y 0  Δ 4 y 0  Δ 5 y 0  
 dx  x  x 0 h  2 3 4 5 
And
 d2y  1  2 11 4 5 5 
   3
 dx 2  Δ y 0  Δ y 0  12 Δ y 0  6 Δ y 0  .
 xx0 h2
Numerical differentiation using Newton’s backward formula:
In this case we replace y(x) by Newton’s backward interpolation formula
p(p  1) 2 p(p  1)(p  2) 3 p(p  1)(p  2)(p  3) 4
y(x)  y n  py n   yn   yn   y n  ...
2! 3! 4!

x  xn dp 1
where p  and h = xi+1 – xi, for i = 1, 2, …, n. Here p is a function of x and  .
h dx h
Rewriting the above equation, we have
p2  p 2 p 3  3p 2  2p 3 p 4  6p 3  11p 2  3p 4
y(x)  y n  py 0   yn   yn   y n  ...
2 6 24
Differentiating the above equation with respect to x, we have
dy dy dp 1 dy 1  2p  1 2 3p 2  6p  2 3 4p3  18p 2  22p  6 4 
   y n   yn   yn   y n  ....
dx dp dx h dp h  2 6 24 
Again differentiating with respect to x, we get
d2y d  dy  d  dy  dp 1 d  dy  1  2 3 6p 2  18p  11 4 
         2  y n  ( p  1) y n   y n  ....
2 dx  dx  dp  dx  dx h dp  dx  h  12
dx 
Special case: If the derivative is required to find at a basic tabulated point x = xi, then choose xn=
xi and the formulas become
 dy  1 1 1 1 1 
   y 0   2 y n   3 y n   4 y n   5 y n  
 dx  x  x n h  2 3 4 5 
and
 d2y  1  2 11 4 5 5 
   3
 dx 2   y n   y n  12  y n  6  y n  .
 x x n h2
Example#1. Compute f'(x) and f''(x) at (i) x = 16 (ii) x = 15 (iii) x = 24 (iv) x = 25 from the
following table
x 15 17 19 21 23 25

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f(x) 3.873 4.123 4.359 4.583 4.796 5.8


Sol. Let y = f(x), then from the given table x0 = 15, x1 = 17, x2 = 19, x3 = 21, x4 = 23, x5 = 25 and
y0 = 3.873, y1 = 4.123, y2 = 4.359, y3 = 4.583, y4 = 4.796, y5 = 5.8. The finite difference table is
x y ∆y ∆2y ∆3y ∆4y ∆5y
15 3.873
0.25
17 4.123 -0.014
0.236 0.002
19 4.359 -0.012 -0.001
0.224 0.001 0.002
21 4.583 -0.011 0.001
0.213 0.002
23 4.796 -0.009
0.204
25 5
(i) Since x = 16 is nearer to the beginning of the table we use Newton forward formula. Here the
x  x0 16  15 1
step size h = 2. Taking x0 = 15, then p     0. 5.
h 2 2
Newton forward formula to compute first derivative of y=f(x) is
dy 1  2p  1 2 3p 2  6p  2 3 4p 3  18p 2  22p  6 4 
 Δy 0  Δ y0  Δ y0  Δ y 0  ....
dx h  2 6 24 
Substituting x = 16, p = 0.5, ∆y0 = 0.25, ∆2y0= – 0.014, ∆3y0 = 0.002, ∆4y0= – 0.001, ∆5y0=0.002,
we have
 dy  1 2(0.5)  1 3(0.5) 2  6(0.5)  2
   0.25  (-0.014)  (0.002)
 dx  x 16 2
 2 6

4(0.5) 3  18(0.5) 2  22(0.5)  6 


 (-0.001).
24 

fʹ(16) = 0.1249375.
Newton forward formula to compute second derivative of y=f(x) is
d2y 1  2 6p 2  18p  11 4 
  Δ y 0  ( p  1)Δ 3 y 0  Δ y 0  ....
dx 2 2
h  12 
Substituting the values from the table, we have
 d2y  1  6(0.5)2  18(0.5)  11 
   - 0.014  (0.5  1)(0.002)  (-0.001).
 dx 2  22  12 
  x 16
fʹʹ(16) = -0.0038229.

(ii) Since x = 15 is in the beginning of the table, we use Newton forward formula. Here the step
size h = 2, x = x0 = 15 and p = 0.
Newton forward formula to compute first derivative of y=f(x) at x = x0 is
 dy  1 1 1 1 1 
   Δy 0  Δ 2 y 0  Δ 3 y 0  Δ 4 y 0  Δ 5 y 0  
 dx  x  x 0 h  2 3 4 5 
Substituting the values from the table, we have

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 dy  1 1 1 1 1 
   0.25  (-0.014)  (0.002)  (-0.001)  (0.002) 
 dx  x 15 2  2 3 4 5 
f'(15) = 0.128958.
Newton forward formula to compute second derivative of y=f(x) at x = x0 is
 d2y  1  2 11 4 5 5 
   3
 dx 2  Δ y 0  Δ y 0  12 Δ y 0  6 Δ y 0  .
 xx0 h2  

Substituting the values from the table, we have


 d2y  1  11 5 
  
 dx 2  2 - 0.014  0.002  12 (-0.001)  6 (0.002).
  x 15 2
f''(15) = -0.004229.
(iii) Since x = 24 is nearer to the ending of the table, we use Newton backward formula. Here the
x  xn 24  25 1
step size h = 2. Taking xn = 25, then p      0.5.
h 2 2
Newton backward formula to compute first derivative of y=f(x) is
dy 1  2p  1 2 3p 2  6p  2 3 4p 3  18p 2  22p  6 4 
 y n   yn   yn   y n  ....
dx h  2 6 24 
Substituting x = 25, p = – 0.5,  yn = 0.204,  2yn= – 0.009,  3yn = 0.002,  4yn= 0.001,
 5yn=0.002, we have
 dy  1 2(-0.5)  1 3(-0.5) 2  6(-0.5)  2
   0.204  ( 0.009)  (0.002)
 dx  x  25 2
 2 6

4(-0.5)3  18(-0.5) 2  22(-0.5)  6 


 (0.001) .
24 

f'(24) = 0.09727.
Newton backward formula to compute second derivative of y=f(x) is
d2y 1  2 6p 2  18p  11 4 
  y n  ( p  1) 3 y n   y n  ....
dx 2 h 2  12 
Substituting the values from the table, we have
 d2y  1  6(-0.5)2  18(-0.5)  11 
     0.009  ( 0.5  1)(0.002)  (0.001).
 dx 2  22 12
  x 24  
f''(24) = -0.00242708.
(iv) Since x = 25 is in the ending of the table, we use Newton forward formula. Here the step size
h = 2, x = x0 = 15 and p = 0.
Newton backward formula to compute first derivative of y=f(x) at x = xn is
 dy  1 1 1 1 1 
   y 0   2 y n   3 y n   4 y n   5 y n   .
 dx  x  x n h  2 3 4 5 
Substituting the values from the table, we have
 dy  1 1 1 1 1 
   0.204  (0.009)  (0.002)  (0.001)  (0.002).
 dx  x  25 2  2 3 4 5 
f '(25) = 0.10048
Newton backward formula to compute second derivative of y=f(x) at x = xn is

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 d2y  1  2 11 4 5 5 
   3
 dx 2   y n   y n  12  y n  6  y n  .
 x x n h2
Substituting the values from the table, we have
 d2y  1  11 5 
  
 dx 2    0.009  0.002  12 (0.001)  6 (0.002)  .
  x  25 22
f ''(25) = -0.001833.

Numerical Integration

Integration is the inverse of differentiation. Just as differentiation uses differences to quantify an


instantaneous process, integration involves summing instantaneous information to give a total
result over an interval. Thus, if we are provided with velocity as a function of time, integration
can be used to determine the distance traveled:

According to the dictionary definition, to integrate means “to bring together, as parts, into
a whole; to unite; to indicate the total amount” Mathematically, definite integration is
represented by

(1)
which stands for the integral of the function f (x) with respect to the independent variable x,
evaluated between the limits x = a to x = b. As suggested by the dictionary definition, the
“meaning” of Eq. (1) is the total value, or summation, of f (x)dx over the range x = a to b. In fact,
the symbol ∫ is actually a stylized capital S that is intended to signify the close connection
between integration and summation.

Geometrically, integration is just finding the area under a curve from one point to another. It is
b

represented by  f ( x) dx , where the numbers a and b are the lower and upper limits of
a

integration, respectively, the function f is the integrand of the integral, and x is the variable of
integration. Figure 1 represents a graphical demonstration of the concept.

Why are we interested in integration: because most equations in physics are differential
equations that must be integrated to find the solution(s). Furthermore, some physical quantities
can be obtained by integration (example: displacement from velocity).

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The problem is that sometimes integrating analytically some functions can easily become
laborious. For this reason, a wide variety of numerical methods have been developed to find the
integral.

The process of evaluating a definite integral from a set of tabulated values of the integrand f(x) is
called numerical integration. This process when applied to a function of single variable, is known
as quadrature.

b
Let I   y(x)dx , where y(x) takes the values y0, y1, y2, …, yn for x = x0, x1, x2, …, xn.
a
Let us divide the interval (a, b) into n sub-intervals of width h so that x 0 = a, x1 = x0 + h, x2 = x0 +
2h, …, xn = x0 + nh = b.
xn
h
Trapezoidal rule :  y(x)dx   (y 0  y n )  2(y1  y 2  ...  y n -1 ) .
2
x0

Simpson’s 1/3rd rule :


xn
h
 y(x)dx  3  (y 0  y n )  4(y1  y 3  ...  y n -1 )  2(y 2  y 4  ...  y n - 2 )
x0

Simpson’s 3/8th rule :


xn
3h
 y(x)dx   (y 0  y n )  3(y1  y 2  y 4  y 5  ...  y n -1  y n - 2 )  2(y3  y 6  ...  y n - 3 )
x0
8

6
dx
Problem#1. Compute the integral  2 , using (i) Trapezoidal rule (ii) Simpson’s 1/3rd rule
01 x
th
(iii) Simpson’s 3/8 rule and also determine the relative true error.

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1
Sol. Let y(x)  and divide the interval (0, 6) into n = 6 subintervals each of length h = 1.
1 x2
Then, we have the following tabular values.
x 0 1 2 3 4 5 6
y(x) 1 0.5 0.2 0.1 0.0588 0.0385 0.027
(i) Trapezoidal rule
xn
h
 y(x)dx  2  (y 0  y n )  2(y1  y 2  ...  y n -1 ) .
x0
6
h
 y(x)dx  2  (y 0  y 6 )  2(y1  y 2  y 3  y 4  y 5 )
0
1
  (1  0.027)  2(0.5  0.2  0.1  0.0588  0.0385) 
2
 1.4108.
(ii) Simpson’s 1/3rd rule
xn
h
 y(x)dx  3  (y 0  y n )  4(y1  y 3  ...  y n -1 )  2(y 2  y 4  ...  y n - 2 )
x0
6
h
 y(x)dx  3  (y 0  y 6 )  4(y1  y 3  y 5 )  2(y 2  y 4 )
0
1
  (1  0.027)  4(0.5  0.1  0.0385)  2(0.2  0.0588)
3
 1.3662.
(iii) Simpson’s 3/8th rule
xn
3h
 y(x)dx   (y 0  y n )  3(y1  y 2  y 4  y 5  ...  y n -1  y n - 2 )  2(y3  y 6  ...  y n - 3 )
x0
8
6
3h
 y(x)dx   (y 0  y 6 )  3(y1  y 2  y 4  y 5 )  2(y 3 )
0
8
3
 (0  0.027)  3(0.5  0.2  0.0588  0.0385)  2(0.1)  1.3571.

8
True value - Approximate value
The relative true error   100% .
True value
True value :
 
6
dx 6
  tan 1 ( x) 0  tan 1 (6)  tan 1 (0)  1.4056  0  1.4056.
2
01 x
1.4056 - 1.4108
Relative true error for (i) Trapezoidal rule =  100%  0.3699%.
1.4056
1.4056 - 1.3662
(ii) Simpson’s 1/3rd rule =  100%  2.803%.
1.4056
1.4056 - 1.3571
(iii) Simpson’s 3/8th rule =  100%  3.4504%.
1.4056

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Problems
1. Estimate the missing values in the following table

x 45 50 55 60 65

y 3.0 ? 2.0 ? -2.4

2. Express y=2x3-3x2+3x-10 in factorial notation and hence show that Δ3y=12.


3. Given Sin450= 0.7071, Sin500= 0.7660, Sin550= 0.8192, Sin 600= 0.8660, find Sin520, using
Newton’s forward formula.
4. From the following table, estimate the number of students who obtained marks between 40
and45
Marks 30-40 40-50 50-60 60-70 70-80

No. of 31 42 51 35 31
students
5. Construct a cubic polynomial which takes the following values:
x 0 1 2 3
f(x) 1 2 1 10
6. The area of a circle of diameter d is given for the following values:
d 80 85 90 95 100
A 5026 5674 6362 7088 7854
Calculate the area of a circle of diameter 105.

7. Use Gauss forward formula to evaluate y30, given that y21 = 18.4708, y25 = 17.8144,
y29 = 17.1070, y35 = 16.3432 and y37 = 15.5154.
8. Interpolate by means of Gauss’s backward formula, the population of a town for the year
1974, given that

Year 1939 1949 1959 1969 1979 1989


Population 12 15 20 27 39 52
(in thousands)
9. Employ Sterling’s formula to compute y12.2 from the following table:
x0 10 11 12 13 14
5
10 ux 23,967 28,060 31,788 35,209 38,368
10. Apply Bessel’s formula to obtain y25, given y20 = 2854, y24 = 3162, y28 = 3544, y32 = 3992.

11. Given the values


x: 5 7 11 13 17
f(x): 150 392 1452 2366 5202
Evaluate f(9) by using (a) Lagrange’s formula (b) Newton’s divided difference formula.

12. Use Lagrange’s formula to find the form of f(x) when,

x: 0 2 3 6

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f(x): 648 704 729 792


13. Determine f(x) as a polynomial in x for the following data using Newton’s divided difference
formula
x: -4 -1 0 2 5

f(x): 1245 33 5 9 1335

14. Apply Lagrange’s formula inversely to obtain a root of the equation f(x) = 0 f(30)= -30, f(34)
= -13,f(38) = 3 and f(42)= 18.
15. Given that
x 1.0 1.1 1.2 1.3 1.4 1.5 1.6
y 7.989 8.403 8.781 9.129 9.451 9.750 10.031
find the values of dy/dx and d2y/dx2 at x = 1.1and at x 1.6.
16. Find the first and second derivatives of the function tabulated below, at the point x = 1.1
x: 1.0 1.2 1.4 1.6 1.8 2.0
f(x): 0 0.128 0.544 1.296 2.432 4.00

17. From the following table, find the values of dy/dx and d2y/dx2 at x = 2.03

x: 1.96 1.98 2.00 2.02 2.04


y: 0.7825 0.7739 0.7651 0.7563 0.7473
18. The following data gives the corresponding values of pressure and specific volume of a
superheated steam.
v 2 4 6 8 10
p 105 42.7 25.3 16.7 13

19. From the table below, for each value of x, y is minimum? Also find the value of y

x 3 4 5 6 7 8
y 0.205 0.240 0.259 0.262 0.250 0.224

20. Given that ,


x: 4.0 4.2 4.4 4.6 4.8 5.0 5.2
logx: 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6484
Evaluate by (a) Trapezoidal rule(b) Simpson’s 1/3 rule (c) Simpson’s
3/8th rule.
21. Use Simpson’s 1/3rd rule to find dx by taking seven ordinates.
22. The velocity (km/min) of a moped which starts from rest, is given at fixed intervals of time t
(min) as follows:
T 2 4 6 8 10 12 14 16 18 20
V 10 18 25 29 32 20 11 5 2 0
Estimate approximately the distance covered in 20 minutes.

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23. A river is 80 feet wide. The depth d in feet at a distance x feet from one bank is given by the
following table:
x 0 10 20 30 40 50 60 70 80
d 0 4 7 9 12 15 14 8 3
Find approximately the area of the cross-section.
24. A solid of revolution is formed by rotating about the X-axis, the area between the X-axis, the
lines x=0 and x=1 and a curve through the points with the following coordinate:
x 0.00 0.25 0.50 0.75 1.00
y 1.0000 0.9896 0.9589 0.9089 0.8415

Short Answer Questions

1. Evaluate Δ2 (abx), interval of differences being unity.


2. Show that Δ log f(x)= log{1+Δf(x)/f(x)}
3. Evaluate Δ10 [(1-x) (1-2x2) (1-3x3) (1-4x4)], if the interval of differencing is 2.
4. Obtain the function whose first difference is 2x3+3x2-5x+4.
5. Prove that y3 = y2 + Δy1 + Δ2y0 + Δ3y0.
6. Prove with usual notations that (E1/2 + E-1/2) (1 + Δ) ½ = 2 + Δ.
7. Prove with usual notations that Δ3y2 =  3y5.
8. Prove with usual notations that µ2 = 1 + δ2/4.
9. State Newton’s forward interpolative formula.
10. State Bessel’s formula.
11. Write the relation between Δ and E.
12. If f(x) = 3x3 – 2x2 + 1, then find Δ3f(x)
13. State Stirling’s formula.
14. Write the relation between Δ , E and 
15. Prove with usual notations that (1+Δ)(1-  ) = 1
16. State Lagrange’s Interpolation formula
17. State Newton’s divided difference formula

18. By Trapezoidal rule, write the value of dx


19. State Simpson’s 3/8 th rule.
20. If f(x) is given by x= 0 0.5 1 1.5 2

f(x) = 0 0.25 1 2.25 4.


Then the value of dx by Simpson’s 1/3 rule.

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