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Tutorial questions

The document discusses numerical differentiation techniques, specifically using MATLAB to approximate derivatives of functions. It includes examples and exercises that involve deriving formulas for first and third derivatives using Taylor's series and central-difference methods. The exercises also focus on error analysis and applying these methods to specific functions such as f(x) = e^x and f(x) = sin x.

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patelsamir0950
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8 views

Tutorial questions

The document discusses numerical differentiation techniques, specifically using MATLAB to approximate derivatives of functions. It includes examples and exercises that involve deriving formulas for first and third derivatives using Taylor's series and central-difference methods. The exercises also focus on error analysis and applying these methods to specific functions such as f(x) = e^x and f(x) = sin x.

Uploaded by

patelsamir0950
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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“k” — 2011/11/22 — 10:14 — page 260 —


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260 NUMERICAL DIFFERENTIATION

EXAMPLE 9.4
Given f (x) = ex , use the MATLAB function diff to approximate f  (1.5) with h = 0.1.

The approximation can be obtained in the following way:

>> x = [1.5 1.5+0.1];


>> y = exp(x);
>> dx = diff(x);
>> dy = diff(y);
>> format long
>> dy./dx
ans =
4.71343354057050

EXERCISE SET 9.1


1. Suppose a polynomial p2 interpolates f at xi , i = 0, 1, 2, where xi = a + ih.
By differentiating p2 , show that
f (x1 + h) − f (x1 − h)
p2 (x) = .
h2

2. Derive the following approximate formulas:

(a) f  (x) ≈ 1
4h [f (x + 2h) − f (x − 2h)],
(b) f  (x) ≈ 1
2h [4f (x + h) − 3f (x) − f (x + 2h)] .

3. Using Taylor’s series, derive the following approximation for the third deriva-
tive of f
1
f  (x) ≈ [f (x + 2h) − 2f (x + h) + 2f (x − h) − f (x − 2h)] .
2h3

4. Using Taylor’s series, determine the error term for the approximate formula
1
f  (x) ≈ [f (x + 2h) − f (x)] .
2h

5. Given f (x) = ex , approximate f  (1) using the central-difference formula with


h = 0.1.

6. Using Taylor’s series, determine the error term for the approximate formula
1
f  (x) ≈ [f (x + 4h) − f (x − h)] .
5h

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“k” — 2011/11/22 — 10:14 — page 261 —


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NUMERICAL DIFFERENTIATION 261

7. Use Taylor’s series to derive the following approximation formula for the third
derivative of f .

1
f  (x) ≈ [−f (x) + 3f (x + h) − 3f (x + 2h) + f (x + 3h)] .
h3

8. Use Taylor’s series to derive the following approximation formula for the first
derivative of f .

2f (x + 3h) − 9f (x + 2h) + 18f (x + h) − 11f (x)


f  (x) ≈ .
6h

9. Show that the approximation formula in Exercise 8 has an error of O(h3 ).

10. What does the difference scheme approximates. Give its error order?

1
[f (x + 3h) + f (x − h) − 2f (x)].
2h

11. Derive a difference formula for f  (x0 ) through f (x0 ), f (x0 −h), and f (x0 +2h)
and find the leading error term.

12. Show the approximation

8f (x + h) − 8f (x − h) − f (x + 2h) + f (x − 2h)
f  (x) = .
12h

13. Compute the derivative of f (x) = sin x at π/3 using

(a) The forward-difference formula with h = 10−3 ,


(b) The central-difference formula with h = 10−3 ,
(c) The formula

f (x0 + αh) + (α2 − 1)f (x0 ) − α2 f (x0 − h)


f  (x0 ) ≈
α(1 + α)h

with h = 10−3 and α = 0.5.

14. Using the following data find f  (6.0) with error = O(h), and f  (6.3), with
error = O(h2 )

x 6.0 6.1 6.2 6.3 6.4


f (x) 0.1750 −0.1998 −0.2223 −0.2422 −0.2596

15. Define
−f (x + 2h) + 4f (x + h) − 3f (x)
S(h) = .
2h

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