This document outlines a lecture on numerical differentiation and integration. It introduces concepts like using interpolation methods like Newton's forward and backward formulas to numerically estimate derivatives when only discrete function values are known. It also covers techniques like the trapezoidal rule to numerically approximate integrals of functions. Examples are provided to demonstrate finding derivatives and maximum/minimum values, as well as computing integrals using rules like the trapezoidal rule. The document concludes with problems for students to work through related to numerical differentiation and integration.
This document outlines a lecture on numerical differentiation and integration. It introduces concepts like using interpolation methods like Newton's forward and backward formulas to numerically estimate derivatives when only discrete function values are known. It also covers techniques like the trapezoidal rule to numerically approximate integrals of functions. Examples are provided to demonstrate finding derivatives and maximum/minimum values, as well as computing integrals using rules like the trapezoidal rule. The document concludes with problems for students to work through related to numerical differentiation and integration.
This document outlines a lecture on numerical differentiation and integration. It introduces concepts like using interpolation methods like Newton's forward and backward formulas to numerically estimate derivatives when only discrete function values are known. It also covers techniques like the trapezoidal rule to numerically approximate integrals of functions. Examples are provided to demonstrate finding derivatives and maximum/minimum values, as well as computing integrals using rules like the trapezoidal rule. The document concludes with problems for students to work through related to numerical differentiation and integration.
This document outlines a lecture on numerical differentiation and integration. It introduces concepts like using interpolation methods like Newton's forward and backward formulas to numerically estimate derivatives when only discrete function values are known. It also covers techniques like the trapezoidal rule to numerically approximate integrals of functions. Examples are provided to demonstrate finding derivatives and maximum/minimum values, as well as computing integrals using rules like the trapezoidal rule. The document concludes with problems for students to work through related to numerical differentiation and integration.
• Introduction • Numerical Differentiaion formulas based on • Newton‘s Forward Interpolation Method • Newton‘s Backward Interpolation Method • Stirling‘s Formula • Maximimum and Minimum values • Numerical Integraion - Trapezoidal, Simpson‘s 1/3, Simpson‘s 3/8 Rules • Numerical Double Integration • Examples and Class work 4 Chap-4: Numerical Differentiation & Integration
Introduction to Numerical Differentiation & Integration
5 Chap-4: Numerical Differentiation & Integration Introduction: • Differentiation and integration of a function arises quite often in engineering and science problems • If the function is given explicitly its derivative and in many cases the integration can be found exactly • However in many situations, we may not know the exact function function but what we know is only the values of the function in the discrete set of point 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛 • In some situation function is known but too complex to do differentiation and integration • In both the situations, we seek the help of numerical techniques to compute the differentiation and integration • Process of estimating the differentiation and integration using the approximatation techniues is known as Numerical Differentiaon and Numerical Integration 6 Chap-4: Numerical Differentiation & Introduction: Continues … Integration
Idea !!! • From the given set of data points 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛, we construct the interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) that we learned in Interpolation-Chapter 3 • Then, the derivatives and integrations can be very easily performed on such interpolating polynomials 𝒚 𝒚 = 𝒚𝒏 (𝒙)
20 Chapter-4 Classwork Numerical Differentiation 𝑑𝑦 𝑑 2 𝑦 Problem 1: Compute the first and second derivatives , at the 𝑑𝑥 𝑑𝑥 2 points 𝑥 = 0 and 𝑥 = 6 using the following tabulated data: 𝑥 0 1 2 3 4 5 6 𝑦 2 3 10 29 66 127 218
Problem 2: Apply the Striling’s formula to compute the derivatives
𝑑𝑦 𝑑 2 𝑦 , of the function at the points 𝑥 = 1.4 by using the following 𝑑𝑥 𝑑𝑥 2 tabulated data: 𝑥 1.0 1.2 1.4 1.6 1.8 𝑦 2.7183 3.3201 4.0552 4.9530 6.0496 21 Chapter-4 Classwork Numerical Differentiation Problem 3:
Numerical Integration • If tabulated data 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛 of unkown function𝑦 = 𝑏 𝑦(𝑥) and asked to evaluate 𝑎 𝑦𝑑𝑥 𝑏 −𝑥 2 • The function integral of type 𝑎 𝑒 𝑑𝑥 to be evaluated, which 2 can not be done exaclty as 𝑒 −𝑥 has not anti-derivative • In both the situations above, we need to appy numerical methods of integraions • Idea is to construct the interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) using the given set of data point (𝑥𝑖 , 𝑦𝑖 ) and the integrand function is replaced by interpolating polynomial 𝑦 = 𝑦𝑛 (𝑥) so that 𝑏 𝑏 𝑎 𝑦𝑑𝑥 ≈ 𝑎 𝑛 𝑦 𝑑𝑥 30 Chap-4: Numerical Differentiation & Integration
31 General formula for Numerical Integration: Chap-4: Numerical Differentiation & Integration
49 Chapter-4 Classwork Numerical Integration 𝜋 Problem 1: Evaluate the integral 0 𝑥 𝑠𝑖𝑛𝑥 𝑑𝑥 using Trapezoidal rule with five ordinates.
31 Problem 2: Estimate the value of the integral 1 𝑑𝑥 by Simpson’s-1/3 𝑥 with 4 strips and 8 strips respectively. Determine the error in each case.
50 Chapter-4 Classwork Numerical Integration Problem 3: The velocities of a car (running on a straight road) at interval of 2 minutes are given below. Time in minutes 0 2 4 6 8 10 12 Velocity in k.m 0 22 30 27 18 7 0
Apply the Simpson’s-1/3-Rule to find the distance covered by the car.
Problem 4: A curve 𝑦 = 𝑓(𝑥) is given by the points of the table given
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