Module -IV dy 1 2𝑝 + 1 2 3𝑝2 + 6𝑝 + 2 3 2𝑝3 + 9𝑝2 + 11𝑝 + 3 4

= [∇yn + ∇ yn + ∇ yn + ∇ yn
Numerical differentiation and integration dx h 2 6 12

NEWTON’S FORWARD DIFFERENCE FORMULA FOR DERIVATIVES + ….]

For non –tabular values at 𝒙 = 𝒙𝟎 + 𝒑𝒉 is
d2 y 1 2 3
(6𝑝2 + 18𝑝 + 11) 4
dy 1 2p − 1 2 3p − 6p + 2 3 2 = [∇ yn + (𝑝 + 1)∇ yn + ∇ yn + ⋯ ]
= [∆y0 + ∆ y0 + ∆ y0 dx 2 h2 12
dx h 2 6
d3 y 1 (12𝑝+18) 𝑥−𝑥𝑛
3 2 = [∇3 yn + ∇4 yn + ⋯ ]where 𝑃 =
2p − 9p + 11p − 3 4 dx3 h3 12 ℎ
+ ∆ y0 + … . ]
12 For tabular values at 𝒙 = 𝒙𝒏 (𝒑 = 𝟎)
dy 1 1 1 1 1
d2 y 1 2 (6p2 − 18p + 11) 4 ( ) = [∇yn + ∇2 yn + ∇3 yn + ∇4 yn + ∇5 yn + ⋯ ]
= [∆ y0 + (p − 1)∆3
y0 + ∆ y0 + ⋯ ] dx x=xn h 2 3 4 5
dx 2 h2 12
d2 y 1 11 5
d3 y
( 2) = 2 [∇2 yn + ∇3 yn + ∇4 yn + ∇5 yn + ⋯ ]
=
1
[∆3 y0 +
(12p−18)
∆4 y0 + ⋯ ]where 𝑃 =
𝑥−𝑥0 dx x=x h 12 6
dx3 h3 12 ℎ n
3
The above two formulas are used to find the first and the second derivatives at d y 1 3
( 3) = 3 [∇3 yn + ∇4 yn + ⋯ ]
dx x=x h 2
a point x = x0+ph near the beginning of the given data, where x is not a tabular n

value.
For tabular values at 𝒙 = 𝒙𝟎
Illustrative Examples
dy 1 1 1 1 1
( ) = [∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ∆5 y0 − ⋯ ]
dx x=x0 h 2 3 4 5 Example: 1The population of a certain town is given below. Find the rate of
2
d y 1 11 5 growth of the population in 𝟏𝟗𝟑𝟏, 𝟏𝟗𝟒𝟏, 𝟏𝟗𝟔𝟏, 𝟏𝟗𝟕𝟏
( 2) = 2 [∆2 y0 − ∆3 y0 + ∆4 y0 − ∆5 y0 + ⋯ ]
dx x=x h 12 6
0

d3 y 1 3
( 3) = 3 [∆3 y0 − ∆4 y0 + ⋯ ] 𝒀𝒆𝒂𝒓 𝒙 1931 1941 1951 1961 1971
dx x=x h 2
0

𝑷𝒐𝒑𝒖𝒍𝒂𝒕𝒊𝒐𝒏 𝒚 40.62 60.80 79.95 103.56 132.65

NEWTON’S BACKWARD DIFFERENCE FORMULA FOR DERIVATIVES

For non –tabular values at 𝒙 = 𝒙𝒏 + 𝒑𝒉 is

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
Solution: dy 1 (2p − 1) 2 (3p2 − 6p + 2) 3
= [∆y0 + ∆ y0 + ∆ y0
The Difference table is dx h 2 6

x 𝑦 Δ𝑦 Δ2𝑦 Δ3𝑦 Δ4𝑦 2p3 − 9p2 + 11p − 3 4

+ ∆ y0 + … . ]
12
1931 40.62
1 1 1
20.18 = [20.18 + [2(1) − 1](−1.03) + [3 − 6 + 2](5.49)
10 2 6
1941 60.80 -1.03 1
+ [2 − 9 + 11 − 3](−4.47)]
19.15 5.49 12

1951 79.95 4.46 -4.47 = 1.8378

23.61 1.02 (iii) Since 𝑥 = 1961 is a non tabular value. So we use non tabular backward

1961 103.56 5.48 difference formula.

𝑥−𝑥𝑛 1961−1971 −10
29.09 Here 𝑥 = 1961, 𝑥𝑛 = 1971&ℎ = 10, 𝑃 = ℎ
= 10
= 10
=

1971 132.65 − 1 𝑝 = −1.

dy 1 2𝑝 + 1 2 3𝑝2 + 6𝑝 + 2 3 2𝑝3 + 9𝑝2 + 11𝑝 + 3 4
= [∇yn + ∇ yn + ∇ yn + ∇ yn
dx h 2 6 12
(i) Since 𝑥 = 1931 is a tabular value. So we use forward difference
[Link] h =10 + ….]

dy 1 1 1 1 1 1 1 1 1
( ) = [∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ∆5 y0 − ⋯ ] = [ 29.09 − (5.48) − (1.02) − (−4.47)]
dx x=x0 h 2 3 4 5 10 2 6 12
1
dy 1 1 1 1 = [29.09 − 2.74 − 0.17 + 0.3725] = 2.6553
( ) = [20.18 − (−1.03) + (5.49) − (−4.47)] 10
dx x=1931 10 2 3 4
(iv) Since 𝑥 = 1971 is a tabular value .so we use Newton’s backward difference
= 2.3643
formula.
(ii) Since 𝑥 = 1941 is a non tabular value. So we use non tabular forward
dy 1 1 1 1 1
difference formula. ( ) = [∇yn + ∇2 yn + ∇3 yn + ∇4 yn + ∇5 yn + ⋯ ]
dx x=xn h 2 3 4 5
𝑥−𝑥0 1941−1931 10
𝑋 = 1941 𝑥0 = 1931& ℎ = 10,𝑃 = = = = 1 𝑝 = 1 dy 1 1 1 1
ℎ 10 10
( ) = [29.09 + (5.48) + (1.02) + (−4.47)] = 3.1053
dx x=71 10 2 3 4

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 Example: 2 From the following table of values of x and y obtain
𝐝𝐲
and
𝐝𝟐 𝐲 dy 1 (2p − 1) 2 (3p2 − 6p + 2) 3
𝐝𝐱 𝐝𝐱𝟐 = [∆y0 + ∆ y0 + ∆ y0
dx h 2 6
for 𝒙 = 𝟏. 𝟐
2p3 − 9p2 + 11p − 3 4
2.2.2 + ∆ y0 + … . ]
𝒙 1.1.0 1.1.2 1.1.4 1.1.6 1.1.8 2.2.0 12

dy 1 1 1 1
𝒚2.2.7183 3.3.3201 4.4.0552 4.4.9530 6.6.0496 7.7.3891 9.9.0250 = [0.6018 + [2(1) − 1](0.1333) + [3 − 6 + 2](0.0294) + [2 − 9
dx 0.2 2 6 12

+ 11 − 3](0.0067)]
Solution: Difference table is
1
x y Δ𝑦 Δ2𝑦 Δ3𝑦 Δ4𝑦 Δ5𝑦 Δ6𝑦 = [0.6018 + 0.0667 − 0.0049 + 0.0006]]
0.2
1.0 2.7183
1
0.6018 = (0.6642)
0.2
1.2 3.3201 0.1333 = 3.3210
0.7351 0.0294 2
d y 1 2 (6p2 − 18p + 11) 4
[∆ (p 3
= y0 + − 1)∆ y0 + ∆ y0 + ⋯ ]
1.4 4.0552 0.1627 0.0067 dx 2 h2 12
0.8978 0.0361 0.0013 (0.0067)
1
1.6 4.9530 0.1988 0.0080 0.0001 = [0.1333 + 0 − ]
(0.2)2 12
1.0966 0.0441 0.0014
= 3.3185
1.8 6.0496 0.2429 0.0094
1.3395 0.0535
2.0 7.3891 0.2964 Example: 3
1.6359 Find the first and second derivative of 𝒚 at 𝒙 = 𝟏𝟓 from the following table.
2.2 9.0250 𝒙 15 17 19 21 23 25
𝒚 3.873 4.123 4.359 4.583 4.796 5.000
Since 𝑥 = 1.2 is a non tabularvalue ,so we use Newton’s forward difference
formula. Solution:
𝑥 = 1.2 𝑥0 = 1 &ℎ = 0.2 Forward difference table
𝑥 − 𝑥0 1.2 − 1.0 0.2
𝑃 = = = = 1 𝑝 = 1
ℎ 0.2 0.2

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 x y Δ𝑦 Δ2𝑦 Δ3𝑦 Δ4𝑦 Δ5𝑦 d2 y 1 11 5
( 2) = 2 [−0.014 − 0.002 + (−0.001) − (0.002)]
dx x=15 2 12 6
15 3.873
= −0.0046
0.250
17 4.123 -0.014
0.236 0.002 Example:4 Find first, second and third derivative of the function below at the

19 4.359 -0.012 -0.001 point x =1.5 and x=4.0

𝑥 1.5 2.0 2.5 3.0 3.5 4.0

0.224 0.001 0.002
21 4.583 -0.011 0.001 59.0
𝑦 3.375 7.0 1 3.625 24.0 38.875
0.213 0.002
23 4.796 -0.009
Solution:
0.204
Difference table

25 5.000 Here ℎ = 0.5. 𝑆𝑖𝑛𝑐𝑒 𝑥 = 1.5 is a tabular value lies near the beginning of the
table.

Here ℎ = 2

dy 1 1 1 1 1
( ) = [∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ∆5 y0 − ⋯ ]
dx x=x0 h 2 3 4 5
dy 1 1 1 1 1
( ) = [0.250 + (0.014) + (0.002) + (0.001 + (0.002]
dx x=15 2 2 3 4 5
= 0.1292
Using Second derivative formula,

d2 y 1 11 5
( 2) = 2 [∆2 y0 − ∆3 y0 + ∆4 y0 − ∆5 y0 + ⋯ ]
dx x=x h 12 6
0

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 d3 y 1 3
( 3) = 3 [∆3 y0 − ∆4 y0 + ⋯ ]
x y Δ𝑦 Δ2𝑦 Δ3𝑦 Δ4𝑦 Δ5𝑦 dx x=x h 2
0

1.5 3.375 d3 y 1
( ) = [0.75 − 0] = 6
dx3 x=x0 (0.5)3
3.625
2.0 7.000 3 Next to find 𝒙 = 𝟒. 𝟎
Since 𝑥 = 4.0 is a tabular value lies near the end of the table. So we use
6.625 0.75
Newton’s backward difference formula
2.5 13.625 3.7500 0
dy 1 1 1 1 1
( ) = [∇yn + ∇2 yn + ∇3 yn + ∇4 yn + ∇5 yn + ⋯ ]
10.375 075 0 dx x=xn h 2 3 4 5
3.0 24.000 4.5 0 dy 1 1 1
( ) = [20.125 + (5.25) + (0.75)] = 46
dx x=4.0 (0.5) 2 3
14.875 0.75
d2 y 1 11 5
3.5 38.875 5.25 ( 2) = 2 [∇2 yn + ∇3 yn + ∇4 yn + ∇5 yn + ⋯ ]
dx x=x h 12 6
n
20.125
d2 y 1
( 2) = [5.25 + 0.75 + 0] = 24
dx x=x (0.5)2
n
4.0 59.000 3
d y 1 3
( 3) = 3 [∇3 yn + ∇4 yn + ⋯ ]
dx x=x h 2
n

d3 y 1
So we use Newton’s forward difference formula ( 3) = [0.75 + 0] = 6
dx x=x (0.5)3
n
dy 1 1 1 1 1
( ) = [∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ∆5 y0 − ⋯ ]
dx x=x0 h 2 3 4 5 Example: 5 The following data gives the velocity of a particle for 20 seconds at an
dy 1 3 1 interval of 5 seconds. Find the initial acceleration using the entire data.
( ) = [3.625 − + (0.75) − 0]
dx x=1.5 0.5 2 3
Time (sec) 0 5 10 15 20
= 4.75
d2 y 1 11 5 Velocity (m/s) 0 3 14 69 228
( 2) = 2 [∆2 y0 − ∆3 y0 + ∆4 y0 − ∆5 y0 + ⋯ ]
dx x=x h 12 6
0

d2 y 1
( ) = [3 − (0.75) + 0] = 9
dx2 x=x0 (0.5)2

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 Solution: dy
Ans: [Hint: Tabular forward]( ) =1.3732
dx x=31
𝑑𝑣
We require acceleration = 𝑎𝑡 0
𝑑𝑡 3. Given that
2 3 4
𝑡 𝑣 ∆𝑣 Δ v Δ v Δ v 𝑥 1.0 1.1 1.2 1.3 1.4 1.5 1.6
0 0 𝑦7.989 8.403 8.781 9.129 9.451 9.75 10.031
5 3 3
Find First and Second derivative at x = 1.1.
10 14 11 8 dy d2 y
Ans: [Hint: Non tabular forward]( ) =3.9480. ( ) = -3.5800
15 69 55 44 36 dx 1.1 dx2 1.1

20 228 159 104 60

24
𝑑𝑣
NUMERICAL INTEGRATION USING TRAPEZOIDAL AND SIMPSON’S
For initial acceleration i.e., 𝑑𝑡 𝑎𝑡 𝑡 = [Link] use forward formula
RULES
Here ℎ = 5
1. TRAPEZOIDAL RULE:
dv 1 1 1 1
( ) = [∆v0 − ∆2 v0 + ∆3 v0 − ∆4 v0 + ⋯ ] 𝑥𝑛
ℎ
dt t=t0 h 2 3 4 ∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 + ⋯ . +𝑦𝑛−1 )]
𝑥0 2
dv 1 1 1 1
( ) = [3 − (8) + (36) − (24)]
dt t=0 5 2 3 4 ℎ
= [(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑎𝑛𝑑 𝑙𝑎𝑠𝑡 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠)
1 2
= [3 − 4 + 12 − 6] = 1
5
+2(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑚𝑎𝑖𝑛𝑖𝑛𝑔 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠)]

𝑏−𝑎
Problems for Practice: Where ℎ = , 𝑎 & 𝑏are length of the intervals
𝑛
1. Find first two derivatives of y at the point x =54 From the following data
& 𝑛 be the number of intervals
𝑥 50 51 52 53 54
2. SIMPSON’S 1/3 RULE:
𝑦 3.6840 3.7084 3.7325 3.7563 3.7798
𝑥𝑛
dy d2 y ℎ
Ans: [Hint: Tabular backward]( ) =0.0234,( ) = -0.0003. ∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 2(𝑦2 + 𝑦4 + ⋯ . +𝑦𝑛−1 ) + 4 (𝑦1 + 𝑦3 … … … )]
dx x=54 dx2 x=54 3
𝑥0
2. Find the value of sec 31 using the following data ℎ
= [(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑎𝑛𝑑 𝑙𝑎𝑠𝑡 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠
𝑥 31 32 33 34 3
𝑡𝑎𝑛𝑥 0.6008 0.6249 0.6494 0.6745 +2(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑣𝑒𝑛 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠 )
+ 4(𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑚𝑎𝑖𝑛𝑖𝑛𝑔 𝑜𝑑𝑑 𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒𝑠)]

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
Illustrative Examples (ii)Simpson’s 1/3 rule:
𝑥𝑛
𝝅 ℎ
Example: 1 Evaluate ∫𝟎 𝒔𝒊𝒏 𝒙 𝒅𝒙 by dividing the interval into 8 strips using ∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦8) + 2(𝑦2 + 𝑦4 + 𝑦6) + 4 (𝑦1 + 𝑦3 + 𝑦5 + 𝑦7 )]
𝑥0 3 0
(i) Trapezoidal rule (ii) Simpson’s 1/3rule (iii) Actual integration
𝜋
𝜋
𝜋 𝜋 ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 = [(0 + 0) + 2(0.7071 + 1 + 0.7071)
𝜋 3𝜋 5𝜋 3𝜋 7𝜋 𝜋 0 24
𝑥 0 2
8 4 8 8 4 8 𝜋
= [4.8284 + 10.4528] = 2.0003
24
𝑠𝑖𝑛𝑥 0 0.3827 0.7071 0.9239 1 0.9239 0.7071 0.3827 0
(iii)Actual integration
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 𝑦7 𝑦8 𝜋
𝜋
∫ 𝑠𝑖𝑛 𝑥 𝑑𝑥 = (−𝑐𝑜𝑠𝑥) = −𝑐𝑜𝑠𝜋 + 𝑐𝑜𝑠0 = 1 + 1 = 2
0 0
Solution:
𝑏−𝑎 𝜋−0 𝜋
Here 𝑛 = 8,ℎ = = = 𝟏 𝒅𝒙
𝑛 8 8 Example:2 Evaluate ∫𝟎 by using i)Trapezoidal rule ii) Simpson’s 1/3 rule.
𝟏+𝒙𝟐
(i)Trapezoidal rule :
Hence obtain the approximate value of𝝅.
1 2 3 4 5 1−0 1
𝑥 0 1 Solution: We divide the range (0,1) into six equal parts ℎ = =
6 6
6 6 6 6 6
(i)Trapezoidal rule
1 𝑥𝑛
y(x) = ℎ
1 + 𝑥2 1 0.9730 0.9 0.8 0.6923 0.5902 0.5 ∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4
𝑥0 2
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
+ 𝑦5 )].
𝑥𝑛
ℎ 1
𝑑𝑥 1/6
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦8 ) ∫ = [(1 + 0.5) + 2(0.9730 + 0.9 + 0.8 + 0.6923 + 0.5902)]
𝑥0 2 1+𝑥 2 2
0
+ 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 + 𝑦6
= 0.7843
+ 𝑦7 )].
(ii)Simpson’s 1/3 rule:
𝜋
𝜋
∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 = [(0 + 0) + 2(0.3827 + 0.7071 + 0.9239 + 1 + 0.9239 𝑥𝑛
ℎ
0 16 ∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦6 ) + 2(𝑦2 + 𝑦4 ) + 4 (𝑦1 + 𝑦3 + 𝑦5 )]
𝑥0 3 0
+ 0.7071 + 0.3827)]
1
𝑑𝑥 1
= 1.9743 ∫ = [1.5 + 2(1.5923) + 4(2.3632) ]
0 1 + 𝑥2 18
= 0.7854 − − − − − − − − − − − − [1]

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 3 1
By actual integration ∫−3 𝑥 4 𝑑𝑥 =2 [(81 + 81) + 2(16 + 1 + 0 + 1 + 16)]
1
𝑑𝑥 1
∫ = [tan−1 𝑥] = 115
1+𝑥 2 0
0
𝝅 𝝅
(iI) Simpson’s 1/3 rule:
= tan−1 1 − tan−1 0 = −0 = ---------------- [2] 𝑥𝑛
4 4 ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦6) + 2(𝑦2 + 𝑦4 ) + 4 (𝑦1 + 𝑦3 + 𝑦5 )]
𝐹𝑟𝑜𝑚 [1]𝑎𝑛𝑑 [2]. 𝑥0 3
𝝅 3
1
𝑤𝑒 ℎ𝑎𝑣𝑒 = 0.7854 ⇒ 𝜋 = 3.1416 ∫ 𝑥 4 𝑑𝑥 = [(81 + 81) + 2 (1 + 1) + 4(16 + 0 + 16)]
4 3
−3
𝟑
Example: 3 Evaluate∫−𝟑 𝒙𝟒 𝒅𝒙 by dividing the range into six equal parts using = 98

i) Trapezoidal rule (ii) Simpson’s 1/3rule. Verify your results by actual By actual integration
3 3
integration. ∫ 𝑥 4 𝑑𝑥 = 2 × ∫ 𝑥 4 𝑑𝑥
Solution: −3 0
5
𝑥 3
= 2 × [ ] = 97.2
𝑥 4 4.2 4.4 4.6 4.8 5.0 5.2 5 0

log 𝑒 𝑥 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487

𝟓.𝟐
Example : 4 Evaluate ∫𝟒 𝐥𝐨𝐠 𝒆 𝒙 𝒅𝒙 by using (i) Trapezoidal rule
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
(ii) Simpson’s 1/3rule.

We divide the range (3, −3) in to six equal [Link] 𝑛 = 6, ℎ =

3−(−3)
= Solution:
6
𝑏−𝑎 5.2−4
6 Here ℎ = = = 0.2
= 1 𝑛 6
6
(i) Trapezoidal rule :
𝑥𝑛
𝑥 -3 −2 −1 0 1 2 3 ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦6) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
𝑥0 2 0
y(x) = 𝑥 4 81 16 1 0 1 16 81
5.2
∫ log 𝑒 𝑥 𝑑𝑥 = (0.1)[(1.3863 + 1.6487) + 2(1.4351 + 1.4816 + 1.5261
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 4

+ 1.5686 + 1.6094)]
Trapezoidal rule :
= (0.1)[18.2766] = 1.8277
𝑥𝑛
ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦6) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
2
(i) Simpson’s 1/3 rule:
𝑥0
𝑥𝑛
ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦6) + 2(𝑦2 + 𝑦4 ) + 4 (𝑦1 + 𝑦3 + 𝑦5)]
𝑥0 3 0
Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 0.2 Solution: Using Trapezoidal rule, the given integral I =∫0
1 𝑑𝑥
is evaluated with
= [3.0350 + 2(3.0502) + 4(4.5706)] = 1.8279 1+𝑥 2
3
𝑏−𝑎 1
ℎ = = = 0.5,
2 2
Problems for Practice:
ℎ = 0.25 and
𝝅
1. Dividing the range in to 10 equal parts, find the value of ∫𝟎 𝒔𝒊𝒏 𝒙𝒅𝒙by
𝟐
ℎ = 0.125
trapezoidal, Simpson’s rule. (i) When 𝒉 = 𝟎. 𝟓 then

𝑨𝒏𝒔: 𝑇𝑟𝑎𝑝 = 0.9980 𝑆𝑖𝑚 = 1.000 x 0 0.5 1

𝟏.𝟐 𝟐 𝑑𝑥
2. Evaluate ∫𝟎 𝒆−𝒙 𝒅𝒙 using trapezoidal, Simpson’s rule. y = 1+𝑥 2 1 0.8 0.5
h
𝑨𝒏𝒔: 𝑆𝑖𝑚𝑝 = 0.80675 𝐼1 = { (𝑦0 + 𝑦2 ) + 2(𝑦1 )}
2
𝟔 𝒅𝒙 0.5
3. Evaluate ∫𝟎 by using Trapezoidal, Simpson’s rule. = { (1 + 0.5) + 2(0.8)}
𝟏+𝒙 2
0.5
= { (1.5) + (1.6 )}
𝑨𝒏𝒔: 𝑇𝑟𝑎𝑝 = 2.0212 𝑆𝑖𝑚 = 1.9587 2
0.5
= { 3.1} = 0.775
2

(ii) When 𝒉 = 𝟎. 𝟐𝟓 then

ROMBERG’S METHOD
x 0 0.25 0.50 0.75 1
FORMULA:
First improved value between 𝐼1 𝑎𝑛𝑑 𝐼2:
y 1 0.9412 0.8 0.64 0.5
𝐼2 − 𝐼1 h
𝐼 = 𝐼2 + 𝐼2 = { (𝑦0 + 𝑦4 ) + 2(𝑦1 + 𝑦2 + 𝑦3 )}
3 2
0.25
Second improved value between 𝐼2 𝑎𝑛𝑑 𝐼3 : = { (1 + 0.5) + 2(0.9412 + 0.8 + 0.64)}
2
𝐼3 − 𝐼2
𝐼 = 𝐼3 + 0.25
3 = { (1.5) + 2(2.3812)}
2
Illustrative Examples 0.25
= { (1.5) + (4.7624 ) }
2
𝟏 𝒅𝒙
Example: 1 Use Romberg’s Method to compute ∫𝟎 correct to 4 decimal 0.25
𝟏+𝒙𝟐
= { 6.2625 } = 0.7828
places. Hence find an approximate value of 𝝅 2

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
(iii) When 𝒉 = 𝟎. 𝟏𝟐𝟓 then 𝐹𝑟𝑜𝑚 (1) 𝑎𝑛𝑑 (2)𝐼 = 0.7854
By actual integration
h 1 𝑑𝑥
I3 = { (𝑦0 + 𝑦8 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 + 𝑦6 + 𝑦7)} ∫0
𝜋
= (𝑡𝑎𝑛−1 𝑥)10 = 𝑡𝑎𝑛−1 (1) − 𝑡𝑎𝑛−1 (0) = − 0 =
𝜋
2 1+𝑥 2 4 4
0.125 0.9846 + 0.9412 + 0.8767 + 0.8 + 0.7191 𝜋
= 0.7854 Therefore 𝜋 = 3.1416
= {1.5 + 2 ( )} 4
2 +0.64 + 0.5664
0.125
= { (1.5) + 2(5.528)}
2 Example : 2
0.125 𝛑
Using Romberg’s method, evaluate∫𝟎 𝐬𝐢𝐧 𝐱 𝐝𝐱, correct to four decimal places.
= { (1.5) + (11.056)}
2
0.125 Solution:
= { 12.556} = 0.7848 π
2 Let I = ∫0 sin x dx
π π π
𝐱 𝟎 𝛑/𝟐 𝛑 Using Trapezoidal rule, the value of I is found for h = 2 , 4 , 8
y = sinx 𝟎 𝟏 𝟎 When 𝐡 = 𝟐,
𝛑

h
Thus we have 𝑰𝟏 = 𝟎. 𝟕𝟕𝟓, 𝑰𝟐 = 𝟎. 𝟕𝟖𝟐𝟖, 𝑰𝟑 = 𝟎. 𝟕𝟖𝟒𝟕𝟓 𝐼1 = {(𝑦0 + 𝑦2 ) + 2(𝑦1 )}
2
By Romberg’s method, π
= [0 + 2(1)]
First improved value between 𝑰𝟏 𝒂𝒏𝒅 𝑰𝟐 4
π
𝑰𝟐 − 𝑰𝟏 = = 1.5708
𝑰 = 𝑰𝟐 + 2
𝟑
0.7828 − 0.775 𝛑
= 0.7828 + When 𝐡 = ,
3 𝟒

= 0.7828 + 0.0026 𝐱 𝟎 𝛑/𝟒 𝛑/𝟐 𝟑𝛑/𝟒 𝛑

= 0.7854 − − − − − (1)
𝐲 = sinx 𝟎 𝟎. 𝟕𝟎𝟕𝟏 𝟏 𝟎. 𝟕𝟎𝟕𝟏 𝟎
Second improved value between 𝑰𝟐 𝒂𝒏𝒅 𝑰𝟑
𝑰𝟑 − 𝑰𝟐 h
𝑰 = 𝑰𝟑 + 𝐼2 = {(𝑦0 + 𝑦4 ) + 2(𝑦1 + 𝑦2 + 𝑦3 )}
𝟑 2
π
0.7848 − 0.7828 = [0 + 2(0.7071 + 1 + 0.7071)]
= 0.78475 + 8
3
= 1.8961
= 0.7848 + 0.0007
= 0.7855 − − − (2)

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 𝛑
When𝐡 = 𝟖, 𝑭𝒓𝒐𝒎 (𝟏) 𝒂𝒏𝒅 (𝟐)
𝐼 = 2.00 𝑢𝑝 𝑡𝑜 2 𝑑𝑒𝑐𝑖𝑚𝑎𝑙 𝑝𝑙𝑎𝑐𝑒𝑠
x 0 π/8 π/4 3π/8 π/2 5π/8 3π/4 7π/8 π
y 0 0.3827 0.7071 0.9239 1 0.9239 0.7071 0.3827 0
Problems for Practice:
1 𝑑𝑥
1. Use Romberg’s Method to compute ∫0 correct to 3 decimal places
1+𝑥
h
𝐼3 = { (𝑦0 + 𝑦8) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 + 𝑦6 + 𝑦7)} by taking h = 0.5, 0.25, 0.125. Ans:0.6931
2
π
= [0 + 2(0.3827 + 0.7071 + 0.9239 + 1 + 0.9239 + 0.7071 + 0.3827)]
16
NUMERICAL METHODS FOR DOUBLE INTEGRALS
= 1.9743
Trapezoidal rule formula for Double integrals:
Thus we have 𝑰𝟏 = 𝟏. 𝟓𝟕𝟎𝟖,
hk
𝑰𝟐 = 𝟏. 𝟖𝟗𝟔𝟏, I= [(Sum of values of f at the four corners)
4
𝑰𝟑 = 𝟏. 𝟗𝟕𝟒𝟑 +2(Sum of the values of f at the remaining nodes on the boundary)
+4 (Sum of the values of f at the interior nodes)]
By Romberg’s method, Simpson’s rule formula for Double integrals:
First improved value between 𝑰𝟏 𝒂𝒏𝒅 𝑰𝟐
hk
𝐼2 − 𝐼1 I= [(Sum of values of f at the four corners)
𝐼 = 𝐼2 + 9
3
+4(Sum of the values of f at the remaining nodes on the boundary)
1.8961 − 1.5708
= 1.8961 + +16 ( Value of f at the Central point)]
3
= 1.8961 + 0.1084
= 2.0045 − − − (1) Illustrative Examples
Second improved value between 𝑰𝟐 𝒂𝒏𝒅 𝑰𝟑 𝟏 𝟏
Problem: 1 Evaluate 𝑰 = ∫𝟎 ∫𝟎 𝒆𝒙+𝒚 𝒅𝒙 𝒅𝒚 using the trapezoidal and Simpson’s
𝐼3 − 𝐼2
𝐼 = 𝐼3 + rule with
3
1.9743 − 1.8961 𝒉 = 𝒌 = 𝟎. 𝟓
= 1.9743 +
3 Solution:
= 1.9743 + 0.0261 Given ℎ = 𝑘 = 0.5
= 2.0004 − − − (2) The tabulated of 𝑓(𝑥, 𝑦) = 𝑒 𝑥+𝑦 are given by

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 𝐼 = 3.0763
X 0 0.5 1
(ii) Using Simpson’s rule
y
hk
I= [(Sum of values of f at the four corners)
0 1 1.6487 2.7183 9
+4(Sum of the values of f at the remaining nodes on the boundary)
+16 ( Value of f at the Central point)]

0.5 1.6487 2.7183 4.4817 (0.5)(0.5)

= [(1 + 2.7183 + 2.7183 + 7.3891)
9
+ 4(1.6487 + 4.4817 + 4.4817 + 1.6487) + 16(2.7183)]
0.25
1 2.7183 4.4817 7.3891 = [13.8257 + 49.0432 + 43.4928]
9
𝐼 = 2.9545

(i) Using Trapezoidal rule I = 𝟏 𝟏

hk Example: 2 Evaluate∫𝟎 ∫𝟎 𝒙𝒆𝒚 𝒅𝒙 𝒅𝒚 using Trapezoidal and Simpson’s rules.
4
[(Sum of values of f at the four corners)
Solution:
+2(Sum of the values of f at the remaining nodes on the boundary) Take h= k = 0.5
+4 (Sum of the values of f at the interior nodes)] The tabulated values of f(x,y) = 𝑥𝑒 𝑦 is given by

(0.5)(0.5)
𝐼 = [(1 + 2.7183 + 2.7183 + 7.3891)
4
+ 2(1.6487 + 1.6487 + 4.4817 + 4.4817) + 4(2.7183)

(0.5)(0.5)
= [(13.8257) + 2(12.2608) + 4 (2.7183)
4
0.25
= [13.8257 + 24.5216 + 10.8732]
4

0.25
= [49.2205]
4

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 x (0.5)(0.5) (0 + 1 + 2.7183 + 0) + 4(0.5 + 1.6487 + 1.3591 + 0)
0 0.5 1 I = [ ]
y 9 +16(0.8244)

(0.25)
= [3.7183 + 14.0312 + 13.1904]
0 0 0.5 1 9
I = 0.8594

0.5 0 0.8244 1.6487

𝟐 𝟐 𝒙𝒚𝒅𝒙𝒅𝒚
Example: 3 Using trapezoidal rule evaluate ∫𝟏 ∫𝟏
𝒙+𝒚
1 0 1.3591 2.7183
Solution:
Divide the range x and y into 4 intervals.
2−1 1 2−1 1
ℎ = = = 0.25 & 𝑘 = = = 0.25
4 4 4 4
𝑥𝑦
(i) Using Trapezoidal rule, we obtain The tabulated values of 𝑓(𝑥, 𝑦) = 𝑥+𝑦 is given by

hk
I = [(Sum of values of f at the four corners)
4
+2(Sum of the values of f at the remaining nodes on the boundary)
+4 (Sum of the values of f at the interior nodes)]
(0.5)(0.5)
I = [(1 + 2.7183) + 2(0 + 0.5 + 1.6487 + 1.3591) + 4(0.8244)
4
(0.25)
I = [14.0315]
4
= 0.8770

(𝒊𝒊)Using Simpson’s rule

hk
I= [(Sum of values of f at the four corners)
9
+4(Sum of the values of f at the remaining nodes on the boundary)
+16 ( Value of f at the Central point)]

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 X
1 1.25 1.50 1.75 2 Example : 4
Y
𝟏 𝟐 𝟐𝒙𝒚 𝒅𝒚𝒅𝒙
Evaluate∫𝟎 ∫𝟏 (𝟏+𝒙𝟐 )(𝟏+𝒚𝟐 )
Using Simpson’s 1/3 method with step length
1 0.5 0.5556 0.6 0.6364 0.6667
𝒉 = 𝒌 = 𝟎. 𝟐𝟓

1.25 0.5556 0.625 0.6818 0.7292 0.7692 Solution:

Given ℎ = 𝑘 = 0.25
2𝑥𝑦
The tabulated values of 𝑓(𝑥, 𝑦) = (1+𝑥 2 )(1+𝑦2 )
is given by

1.50 0.6 0.6818 0.75 0.8077 0.8571

1.75 0.6364 0.7292 0.8077 0.875 0.9333

2 0.6667 0.7692 0.8571 0.9333 1

By using Trapezoidal rule, we obtain

hk
I = [(Sumofvaluesoffatthefourcorners)
4
+2(Sumofthevaluesoffattheremainingnodesontheboundary)
+4 (Sumofthevaluesoffattheinterior nodes)]
(0.25)(0.25)
𝐼 = [(0.5 + 0.6667 + 0.6667 + 1)
4
0.5556 + 0.6 + 0.6364 + 0.7692 + 0.8571 + 0.9333 )
+2(
+0.9333 + 0.8571 + 0.7692 + 0.6364 + 0.6 + 0.5556
+ 4(0.625 + 0.6818 + 0.7292 + 0.6818 + 0.75 + 0.8077
+ 0.7292 + 0.8077 + 0.875)]
𝐼 = 0.7342

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 x (0.25)(0.25)
0 0.25 0.5 0.75 1 𝐼= [{(0 + 0.4 + 0.3692 + 0) + 4(0.2353 + 0.3902 + 0.2172 + 0)
9
y
+ 16(0.2296)} + {(0.4 + 0.5 + 0.4615 + 0.3692)
+ 4(0.48 + 0.4878 + 0.4431 + 0.3902) + 16(0.4683)}
+ {(0.3692 + 0.4615 + 0.4 + 0.32) + 4(0.4431 + 0.4308
1 0 0.2353 0.4 0.48 0.5
+ 0.3840 + 0.3446 + 16(0.4135)} + {(0 + 0.3692 + 0.32 + 0
+ 4(0.2172 + 0.3446 + 0.1882 + 0 + 16(0.2027)}]
𝐼 = 0.3171
1.25 0 0.2296 0.3902 0.4683 0.4878

𝟐.𝟔 𝟒.𝟒 𝒅𝒙𝒅𝒚

Example: 5 Apply Simpson’s rule to evaluate ∫𝟐 ∫𝟒 by taking 𝒉 = 𝟎. 𝟐
𝒙𝒚
1.5 0 0.2172 0.3692 0.4431 0.4615 and 𝒌 = 𝟎. 𝟑 (∆𝒙 = 𝟎. 𝟐 𝒂𝒏𝒅 ∆𝒚 = 𝟎. 𝟑)
Solution:
Given ℎ = 0.2 𝑎𝑛𝑑 𝑘 = 0.3
1.75 0 0.2027 0.3446 0.4135 0.4308 1
The tabulated values of 𝑓(𝑥, 𝑦) = is given by
𝑥𝑦

2 0 0.1882 0.32 0.3840 0.4 x

4 4.2 4.4
y

Using Simpson’s 1/3 rule, we obtain

2 0.1250 0.1190 0.1136

hk
I= [(Sum of values of f at the four corners on the boundary) 2.3 0.1087 0.1035 0.0988
9
+4(Sum of the values of f at the remaining nodes on the boundary)
2.6 0.0962 0.0916 0.0874
+16 ( Value of f at the Central point)]

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
Using Simpson’s rule, we obtain Three – point Gaussian formula
hk 𝟏
I= [(Sum of values of f at the four corners on the boundary) 𝟖 𝟓 𝟑 𝟑
9 ∫ 𝐟(𝐱)𝐝𝐱 = 𝐟(𝟎) + [𝐟 (−√ ) + 𝐟 (√ )]
𝟗 𝟗 𝟓 𝟓
+4(Sum of the values of f at the remaining nodes on the boundary) −𝟏

+16 ( Value of f at the Central point)] This is exact for polynomial of degree up to 5.
(0.2)(0.3) Note:
I = [(0.1250 + 0.1136 + 0.0874 + 0.0962)
9 b 1
∫a f(x)dx = ∫−1 f(t)dt Where the interval (𝑎, 𝑏) is changed in to (−1,1) by
+ 4(0.1190 + 0.0988 + 0.0916 + 0.1087) + 16(0.1035)]
the
I = 0.0250
𝐛−𝐚 𝐛+𝐚
Transformation 𝐱 = 𝐳+
𝟐 𝟐

Practice Problems: Illustrative Examples

1 1 𝑑𝑥𝑑𝑦
1. Evaluate ∫0 ∫0 1+𝑥+𝑦 by (i) Trapezoidal method and (ii) Simpson’s rule Example : 1 Apply Gauss two - point and three - point formula to evaluate
𝟏 𝟏
with step size ℎ = 𝑘 = 0.5 (0r) 𝑤𝑖𝑡ℎ ∆𝑥 = ∆𝑦 = 0.5 ∫−𝟏 𝟏+𝐱𝟐 𝐝𝐱
Answers: (𝒊) 𝑰 = 𝟎. 𝟓𝟑𝟕𝟓 (𝒊𝒊) 𝑰 = 𝟎. 𝟓𝟐𝟒𝟏 Solution: Given interval is −1 𝑡𝑜 1
2 2 𝑥𝑦
2. Evaluate numerically ∫1 ∫1 𝑥+𝑦 𝑑𝑥𝑑𝑦 ∆𝑥 = ∆𝑦 = 0.25 By Gaussian Two - point formula [Range given is exact form]
1
−1 1
Answer: 𝑰 = 𝟎. 𝟕𝟑𝟑𝟎𝟑 ∫ f(x)dx = f ( ) + f( )
−1 √3 √3
1
Here f(x) =
GAUSSIAN QUADRATURE 1 + x2
b −1 1 1 3
For evaluating the integral 𝐼 = ∫a f(x)dx, we derive some integration f( ) = 1 = 4 =
√3 1+3 4
3
rules which require the values of the function at equally spaced points of the
1 1 1 3
interval. Gauss derived a formula which uses the same number of function f( )= 1 = 4 =
√3 1+ 4
3 3
values but with different spacing and gives better accuracy.
1
1 3 3 3
Two – point Gaussian formula ∫ 2
dx = + = = 1.5
−1 1 + x 4 4 2
𝟏
𝟏 𝟏 By Gaussian Three - point formula
∫ 𝐟(𝐱)𝐝𝐱 = [𝐟 (−√ ) + 𝐟 (√ )]
𝟑 𝟑 1
−𝟏
5 3 3 8
∫ f(x)dx = [f(−√ ) + f(√ )] + f(0)
This is exact for polynomial of degree up to 3. 9 5 5 9
−1

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 1
Here f(x) = 3 3 3
1 + x2 f (−√ ) = 3 ( ) + 5( )2
5 5 5
1 3 1 5 3 1 5
f(0) = = 1 , f (−√ ) = 3 = , f (√ ) = 3 = 9 9 18
1+0 5 1+ 8 5 1+ 8
5 5 = + =
5 5 5
1
5 5 5 8 5 5 8 3 3 3 9 9 18
∫ f(x)dx = [ + ] + [1] = [2 ( )] + = 𝟏. 𝟓𝟖𝟑𝟑 f (√5) = 3 (5) + 5(5)2 = 5 + 5 =
9 8 8 9 9 8 9 5
−1
1
5 18 18
∫ (3x 2 + 5x 4 )dx = [ + ] + 0
−1 9 5 5
Example : 2 Apply Gauss two point formula to evaluate
𝟏
∫ (𝟑𝐱 𝟐 + 𝟓𝐱 𝟒 )𝐝𝐱 1
5 36
−𝟏 ∫ (3x 2 + 5x 4 )dx = × = 𝟒
−1 9 5
Solution:
Given interval is −1 𝑡𝑜 1
𝟐 −𝐱
By Gaussian Two - point formula [ Range given is exact form] Example:3 Evaluate∫−𝟐 𝐞 𝟐 dx by Gauss two point formula.
1
−1 1 Solution:
∫ f(x)dx = f ( ) + f( )
−1 √3 √3 Given the range is not ( −1 𝑡𝑜 1) .so by using the formula to make them
2 4
Here f(x) = 3x + 5x as ( −1 𝑡𝑜 1).
−1 1 1 5 14 𝐛−𝐚 𝐛+𝐚
f( ) = 3( ) +5( ) = 1+ = = 1.556 𝐱= 𝐳+
√3 3 9 9 9 𝟐 𝟐
1 1 1 5 14 𝐻𝑒𝑟𝑒 𝑎 = −2, 𝑏 = 2
f( ) = 3( )+ 5( ) = 1 + = = 1.556
√3 3 9 9 9 2+2 2−2
1 x= z+
2 2
∫ (3x 2 + 5x 4 )dx = (1.556 + 1.556) = 3.112 𝑥
−1 𝑥 = 2𝑧 ⇒ 𝑧 = 𝑎𝑛𝑑 𝑑𝑥 = 2 𝑑𝑧
2
By Gaussian Three - point formula 2
−x 1
1
5 3 3 8 ∫ e 2 dx = ∫ e−z (2dz)
∫ f(x)dx = [f(−√ ) + f(√ )] + f(0) −2
−1
9 5 5 9
−1 1
= 2 ∫−1 e−z dz[ Range given is exact form]
Here f(x) = 3x 2 + 5x 4
1 −1 1
f(0) = 0 = 0 By Gaussian Two - point formula∫−1 f(x)dx = f ( ) + f ( )
√3 √3

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 −1 1 1
= 2[f ( ) + f ( )] f(0) =
√3 √3 3
Here 𝑓(𝑧) = 𝑒 −𝑧 3 𝟏
−1 1 f (−√ ) = = 0.6893
f ( ) = 1.7813 , f ( ) = 0.5614 5 3
√3 √3 𝟐(−√5) + 𝟑
2 −x
∫−2 e 2 dx = 2[0.5614 + 1.7813] = 4.6854
3 𝟏
f (√ ) = = 0.2198
𝟓𝟏
Example : 4 Evaluate∫𝟏 𝒅𝒙 using the three point Gaussian quadrature. 5 3
𝒙 𝟐(√5) + 𝟑

Solution: 1
5 8 1
𝟏 ∫ f(z)dz = 2 [ [0.6893 + 0.2198] + [ ]]
Here 𝑓(𝑥) = . Given range is not (−1,1).So by Formula 9 9 3
𝒙 −1

𝐛−𝐚 𝐛+𝐚 = 2[0.80136] = 1.60272

𝐱= 𝐳+ [ 𝐻𝑒𝑟𝑒𝑎 = 1, 𝑏 = 5]
𝟐 𝟐

5−1 5+1
= z+
2 2 Problems for Practice
π
𝑥 = 2𝑧 + 3 ⟹ 𝑑𝑥 = 2𝑑𝑧 1. Evaluate ∫02 sint dt by Gauss two point formula.
π
5 1 π
1 1 I = ∫02 sint dt = 4 [0.3259 + 0.9454] Ans: = 𝟎. 𝟗𝟗𝟗𝟒𝟖
∫ 𝑑𝑥 = ∫ 2𝑑𝑧
1 𝑥 −1 2𝑧 +3 51
2. Use Gaussian three point formula and evaluate∫1 x dx.
1 1
= 2 ∫−1 2𝑧+3 𝑑𝑧 [ Range given is exact form] 1
Hint: Here f(x) = x [Range given is not in exact form]
By Gaussian Three - point formula 51 1 1
∫1 x dx = 2 ∫−1 2z+3 dz = 2 × 0.80136Ans = 𝟏. 𝟔𝟎𝟐𝟕𝟐
1
5 3 3 8
∫ f(z)dz = [f(−√ ) + f(√ )] + f(0)
9 5 5 9
−1

5 3 3 8
= 2 [ [f(−√ ) + f(√ )] + f(0)]
9 5 5 9

1
Here f(z) =
2𝑧 + 3

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 UNIT-III NUMERICAL DIFFERENTIATION & INTEGRATION (ii)Use the Romberg method to get an improved estimate of the intergral from
ANNA UNIVERSITY PREVOIUS YEAR QUESTION PAPERS 𝑥 = 1.8 𝑡𝑜 𝑥 = 3.4 from the data in table with ℎ = 0.4
PART-A APR/MAY 2015 x 1.6 1.8 2 2.2 2.4 2.6
′
1. Find 𝑦 (0) from the following table
f(x) 4.953 6.050 7.389 9.025 11.023 13.464
x 0 1 2 3 4 5
x 2.8 3 3.2 3.4 3.6 3.8
y 4 8 15 7 6 2
f(x) 16.445 20.056 24.533 29.964 36.598 44.701
2. Using two point Gaussian quadrature formula evaluated
𝜋 1 𝜋𝑡 + 𝜋
𝐼= ∫ 𝑠𝑖𝑛 ( ) 𝑑𝑡
4 −1 4 PART-A NOV/DEC 2014
1
PART-B 1. State the local error term in Simpson’s 3 rule.
(a) (i) The velocity 𝑣 (km / min) of a moped which starts from rest is given at 𝑏
2. State the Romberg’s integration formula to find the value of 𝐼 = ∫𝑎 𝑓(𝑥)𝑑𝑥
fixed intervals of time 𝑡 (min) as follows.
for first two intervals.
𝑡 0 2 4 6 8 10 12
PART-B
2 𝑑𝑥
𝑣 0 10 18 25 29 32 20 (a) (i) Evaluate ∫1
1+𝑥 3
using three point Gaussian formula.

(ii) The velocity 𝒗 of a particle at a distance 𝒂 from a point on its path is

(i). Estimate approximately the distance covered in 12 minutes,by
1
given by the table:
Simpson’s 3 rule.
60
𝑠(𝑓𝑡) 0 10 20 30 40 50
(ii) Estimate the acceleration at 𝑡 = 2 seconds.
(b) (i) Given that 38
𝑣(𝑓𝑡/𝑠𝑒𝑐) 47 58 64 65 61 52

x 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1

Estimate the time taken to travel 60 feet by using Simpson’s 3 rule.
3
y 7.989 8.403 8.781 9.129 9.451 9.750 10.031 Compare the result with Simpson’s 8 rule.
1 1 1
(b) (i) Evaluate ∫0 ∫0 𝑑𝑥𝑑𝑦 by trapezoidal rule.
1+𝑥+𝑦
𝑑𝑦 1 𝑑𝑥
Find 𝑑𝑥 𝑎𝑡 𝑥 = 1.1 (ii) Evaluate ∫0 1+𝑥 and correct to 3 decimal places using Romberg’s
method and hence find the value of log 𝑒 2

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 1
PART-A MAY/JUN 2014 Using Simpson’s rule find the distance covered by the car.
3
𝑑𝑦 𝑑 2𝑦 2.4 4.4
1. Write down the expression for 𝑑𝑥 and 𝑑𝑥 2 at 𝑥 = 𝑥𝑛 by Newton’s (ii) Evaluate ∫2 ∫4𝑥𝑦 𝑑𝑥 𝑑𝑦 using Trapezoidal rule by taking ℎ = 0.1and
𝑘 = 0.1
backward difference formula. (b) (i) Use Gaussian three point formula and evaluate∫0 x dx
1 sinx

2 𝑑𝑥
2. Taking ℎ = 0.5, evaluate ∫1 using Trapezoidal rule. (ii) Find 𝑓 ′ (𝑥)𝑎𝑛𝑑 𝑓 ′′ ( 𝑥) or first and second derivative at x =1.5 given
1+𝑥 2

PART-B
x 1.5 2.0 2.5 3.0 3.5 4.0
(a) (i) For a given data, find the first two derivatives at 𝑥 = 1.1 f(x) 3.375 7.0 13.625 24 38.875 59.0
t 1.0 1.1 1.2 1.3 1.4 1.5 1.6
x 7.989 8.403 8.781 9.129 9.451 9.750 10.031
1
𝑥 𝑑𝑥 PART-A NOV/DEC 2013
(ii) Evaluate ∫02 𝑠𝑖𝑛𝑥 correct to three decimal places using Romberg’s −x
2
1. Evaluate ∫−2 e dx by Gauss two point formula
2
method.
1 𝑑𝑥
1.3 2. Evaluate∫0 using Trapezoidal’s rule
(b) (i) Taking ℎ = 0.05, evaluate ∫1 √𝑥 𝑑𝑥 using trapezoidal rule and 1+𝑥 2

Simpson’s three-eighth rule. PART-B

1 𝑑𝑥
1
1 1
sin(𝑥𝑦) (a) (i) Use Romberg’s Method to compute ∫0 correct to 3 decimal places
(ii) Taking ℎ = 𝑘 = 4, evaluate ∫0 ∫0 2 2 𝑑𝑥𝑑𝑦 using Simpson’s rule. 1+𝑥
1+𝑥𝑦
by taking h = 0.5, 0.25 ,0.125.
(ii) From the following table ,find the value of x for which f(x) is
PART-A MAY/JUN 2013 [Link] find the maximum value.
1 3
1. State Simpson’s 3 rule and Simpson’s rule
8 x 60 75 90 105 120
2. ′
Find 𝑦 = (𝑥 = 1) given f(x) 28.2 38.2 43.2 40.9 37.7

x 1 2 3 4 5 2 2 𝑑𝑥𝑑𝑦
(b) (i) Using trapezoidal rule evaluate ∫1 ∫1 ,with h = k = 0.2
y 1 -1 1 -1 1 𝑥+𝑦

(iii) Find 𝑓 ′ (𝑥)𝑎𝑛𝑑 𝑓 ′′ ( 𝑥) or first and second derivative at x =1.5 given

PART-B
(a) (i) The velocities of a car running on a straight road at intervals of 2 PART-A MAY/JUN 2012
minutes are given by
1. Construct the divided difference table for the following data
Time(min) 0 2 4 6 8 10 12
Velocity(km/h x 0 1 2 5
0 22 30 27 18 7 0
r) y 2 3 12 147

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.
 1 1
2. Evaluate ∫−1 dx by Gauss two point formula
1+x2

PART-B
2 2 𝑑𝑥𝑑𝑦
(a)(i) Using trapezoidal rule evaluate ∫1 ∫1 ,with h = 0.2 along x-
𝑥 2 +𝑦2
direction and k =0.25 along y – direction
(ii) 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 the time ‘t’ seconds .Find
the velocity of the slider when t = 1.1 second

t 1.0 1.1 1.2 1.3 1.4 1.5 1.6

x 7.989 8.403 8.781 9.129 9.451 9.750 10.031
1 𝑑𝑥
(b)(i) Use Romberg’s Method to compute ∫0 correct to 4 decimal places
1+𝑥 2
.Hence find an approximate value of 𝜋.Also evaluate the same integral using
three point Gaussain quadrature [Link] on the obtained values by
𝜋
comparing with exact value of the integral which is equal to
4

PART-A NOV/DEC 2012

1 𝑑𝑥
1. Evaluate∫0 1+𝑥 2
using Trapezoidal’s rule.
2. Write down the three point Gaussian quadrature formula to evaluate
1
∫−1 𝑓(𝑥) 𝑑𝑥
PART-B
(a) (i) Find 𝑓 ′ (𝑥)𝑎𝑛𝑑 𝑓 ′′ ( 𝑥) or first and second derivative at x =1.5
and x= 4.0 given

x 1.5 2.0 2.5 3.0 3.5 4.0

y 3.375 7.0 13.625 24 38.875 59.0
𝜋
3
(ii) Evaluate ∫02 𝑠𝑖𝑛𝑥 𝑑𝑥 by using Simpson’s 8 rule
2 1 1
(b) (i) Evaluate ∫0 ∫0 4 𝑥𝑦 𝑑𝑥 𝑑𝑦 using Simpson’s rule by taking ℎ = 4 and
1
𝑘=
2
6 1
(ii)Evaluate 𝐼 = ∫0 1+𝑋
𝑑𝑥 𝑏𝑦 using (i) direct method (ii)Trapezoidal
rule (ii) Simpson’s one third rule (iv) Simpson’s three eight rule.

Dr.A. Manickam Assistant Professor, Department of Mathematics, SASL ,VIT BHOPAL UNIVERSITY, Kotharikala-466 114.