MAS1002 – Computational Mathematics

Module – 2: Numerical Methods - II

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Module 2: Numerical Methods II

Module 2
Numerical Methods II: Numerical differentiation (order one and two),
Numerical Integration (Trapezoidal rule, Simpson’s 1/3 and 3/8 rule),
Solution of algebraic and transcendental equations (Bisection method,
Regula Falsi Method, Newton Raphson Method).
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Module 2: Numerical Methods II

Learning Objectives

At the end of this topic, you will be able to:

Describe the concept of numerical Differentiation and

Numerical Integration.

Apply the numerical methods to solve Algebraic and

Transcendental equations.
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Module 2: Numerical Methods II
Numerical Differentiation
• Numerical Differentiation is the process by which we can find the derivative of
a function at some values of independent variable, when the set of values of
function is given.
• The problem of differentiation is solved by first approximating the function by
an interpolation formula and then differentiating this formula as many times as
required.
• Interpolation methods that we have discussed earlier are in two forms. Either
in terms of independent variable ‘𝑥’ or in terms of ‘𝑢’.
• ‘u’ is defined in two ways as –
1. 𝑢 = [𝑥 − 𝑥0]/ℎ 2. 𝑢 = [𝑥 – (𝑥0 + 𝑛ℎ)]/ℎ
So, in either of the case 𝑑𝑢/𝑑𝑥 = 1/ℎ
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Module 2: Numerical Methods II

• If we would like to find the first derivative of 𝑦 = 𝑓(𝑥) with respect to ‘𝑥’
then –
𝑑𝑦/𝑑𝑥 = 𝑓´(𝑥) simply, if 𝑓 is a function of ‘𝑥’ explicitly.
• But if y is a function of ‘x’ and ‘x’ is a function of ‘u’ then –
𝑑𝑦/𝑑𝑥 = (𝑑𝑓/𝑑𝑢)(𝑑𝑢/𝑑𝑥) = (𝑑𝑓/𝑑𝑢)/ℎ
Similarly, 𝑑2𝑦/𝑑𝑥2 = (𝑑2𝑓/𝑑𝑢2)/ℎ2
𝑑3𝑦/𝑑𝑥3 = (𝑑3𝑓/𝑑𝑢3)/ℎ3
………
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Module 2: Numerical Methods II
Ex. Find 𝑓´(0) and 𝑓´´(0) from the following data –
𝑥 0 1 2 3 4 5
𝑦 = 𝑓(𝑥) 4 8 15 7 6 2

Sol. As the desired value be obtained at x = 0, which is in the beginning of

the data, so it is convenient to use the Newton Gregory Forward Difference
formula.
For the purpose let us construct the difference table as –
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Module 2: Numerical Methods II
𝒙 𝒇(𝒙) ∆[𝒇(𝒙)] ∆𝟐[𝒇(𝒙)] ∆𝟑[𝒇(𝒙)] ∆𝟒[𝒇(𝒙)] ∆𝟓[𝒇(𝒙)]
0 4
4
1 8 3
7 -18
2 15 -15 40
-8 22 -72
3 7 7 -32
-1 10
4 6 -3
-4
5 2
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Module 2: Numerical Methods II
The Newton Gregory forward difference formula is –
𝑓 𝑥 = 𝑓 𝑥0 + ℎ𝑢
𝑢 𝑢−1 2 𝑢 𝑢−1 𝑢−2 3
= 𝑓 𝑥0 + 𝑢∆𝑓 𝑥0 + ∆ 𝑓 𝑥0 + ∆ 𝑓 𝑥0
2! 3!
𝑢 𝑢−1 𝑢−2 𝑢−3 4
+ ∆ 𝑓 𝑥0
4!
𝑢 𝑢 − 1 𝑢 − 2 …. 𝑢 − 𝑛 − 1 𝑛
+ ⋯……..+ ∆ 𝑓(𝑥0 )
𝑛!
…(1)
Where 𝑢 = (𝑥 − 𝑥0 )/ℎ = (0 − 0)/1 = 0
Differentiating (1) w.r.t. ‘x’ we have -
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Module 2: Numerical Methods II

𝑑𝑦 ′ 1 2𝑢−1 2 3𝑢2 −6𝑢+2 3

= 𝑓 𝑥 = ℎቈ∆𝑓(𝑥0 )+ 2 ∆ 𝑓(𝑥0 )+ 6
∆ 𝑓 𝑥0
𝑑𝑥
4𝑢3 −18𝑢2 +22𝑢−6 4 5𝑢4 −40𝑢3 +105𝑢2 −100𝑢+24 5
+ 24
∆ 𝑓 𝑥0 + 120
∆ 𝑓 𝑥0 + ⋯ ቃ
∴ 𝑓 ′ 0 = −27.9

𝑑2 𝑦 ′′
1 2 6𝑢−6 3
2
= 𝑓 𝑥 = 2
ൣ∆ 𝑓(𝑥 0 ) + 6 ∆ 𝑓 𝑥0 +
𝑑𝑥 ℎ
12𝑢2 −36𝑢+22 4 20𝑢3 −120𝑢2 +210𝑢−100 5
24 ∆ 𝑓 𝑥0 + 120 ∆ 𝑓 𝑥0 + ⋯ ቃ
so 𝑓 ′′ 0 = 117.6667
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Module 2: Numerical Methods II
Ex. 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. Find the velocity
and acceleration of the slider at 0.33 sec.
𝑡 0 0.1 0.2 0.3 0.4 0.5 0.6
𝑥 30.13 31.62 32.87 33.64 33.95 33.81 33.24

Sol. As the required result is near to the middle of the given data, so we use
the Stirling formula.
First, we construct the difference table
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Module 2: Numerical Methods II
u t 𝒙𝒕 ∆𝒙𝒕 ∆𝟐 𝒙𝒕 ∆𝟑 𝒙𝒕 ∆𝟒 𝒙𝒕 ∆𝟓 𝒙𝒕 ∆𝟔 𝒙𝒕
-3 0 30.13
1.49
-2 0.1 31.62 -0.24
1.25 -0.24
-1 0.2 32.87 -0.48 0.26
0.77 0.02 -0.27
0 0.3 33.64 -0.46 -0.01 0.29
0.31 0.01 0.02
1 0.4 33.95 -0.45 0.01
-0.14 0.02
2 0.5 33.81 -0.43
-0.57
3 0.6 33.24
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Module 2: Numerical Methods II
If we represent 𝑥𝑡 = 𝑦𝑡 then the Stirling formula is-
∆𝑦−1 + ∆𝑦0 𝑢2 2 𝑢 𝑢2 − 12 ∆3 𝑦−2 + ∆3 𝑦−1
𝑥 𝑡 = 𝑦𝑡 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +
2 2! 3! 2
𝑢2 (𝑢2 − 12 ) 4 𝑢(𝑢2 − 12 )(𝑢2 − 22 ) ∆5 𝑦−3 + ∆5 𝑦−2
∆ 𝑦−2 + +
4! 5! 2
𝑢2 (𝑢2 − 12 )(𝑢2 − 22 ) 6 𝑢(𝑢2 − 12 )(𝑢2 − 22 )(𝑢2 − 32 ) ∆7 𝑦−4 + ∆7 𝑦−3
∆ 𝑦−3 +
6! 7! 2
+…
Where,
0.33 − 0.3
𝑢 = (𝑡 − 𝑡0)/ℎ = = 0.3
0.1
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Module 2: Numerical Methods II

𝑑𝑥 1 ∆𝑦−1 + ∆𝑦0 3𝑢 2 − 1 ∆3 𝑦 + ∆ 3𝑦
2 −2 −1
= ቊ + 𝑢∆ 𝑦−1 +
𝑑𝑡 ℎ 2 3! 2
(4𝑢3 − 2𝑢) 4 5𝑢4 − 15𝑢2 + 4 ∆5 𝑦−3 + ∆5 𝑦−2
+ ∆ 𝑦−2 +
4! 5! 2
6𝑢5 − 20𝑢3 + 10𝑢 6
+ ∆ 𝑦−3 + ⋯ ቋ
6!
Putting value of 𝑢 and required values from the difference table, we get velocity
𝑑𝑥
𝑣= = −1.5153 𝑐𝑚/sec
𝑑𝑡
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Module 2: Numerical Methods II

𝑑2 𝑥 1 2 ∆3 𝑦−2 + ∆3 𝑦−1 (12𝑢2 − 2) 4

2
= 2 ൝∆ 𝑦−1 + 𝑢 + ∆ 𝑦−2
𝑑𝑡 ℎ 2 4!
20𝑢3 − 30𝑢 ∆5 𝑦−3 + ∆5 𝑦−2 30𝑢4 − 60𝑢2 + 10 6
+ + ∆ 𝑦−3 + ⋯ ቋ
5! 2 6!
By putting the value of 𝑢 and required table values, we get the acceleration
𝑑2 𝑥
𝑎 = 2 = −45.46221 𝑐𝑚/sec 2
𝑑𝑡
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Module 2: Numerical Methods II
Ex. Find the maximum or minimum value of the function from the following values-
x 0 1 2 3
f(x) 1 0 1 10
Sol. Let us construct the difference table as
x f(x) ∆[f(x)] ∆2[f(x)] ∆3[f(x)]
0 1
-1
1 0 2
1 6
2 1 8
9
3 10
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Module 2: Numerical Methods II
For NGFDF – 4
𝑢 = (𝑥 − 𝑥0)/ℎ = (𝑥 – 0)/1 = 𝑥 ⇒ 𝑥(3𝑥 − 4) = 0 ⇒ 𝑥 = 0,
3
So, from the NGFDF, putting the table values For sufficient condition
and value of 𝑢 we get - 𝑓 ′′ 𝑥 = 6𝑥 − 4
𝑓 𝑥 As, 𝑓 ′′ 0 = −4, so, 𝑥 = 0 is the point of
𝑥 𝑥−1 maxima and
= 1 + 𝑥 −1 + 2
2! 𝑓𝑚𝑎𝑥 = 𝑓 0 = 1
𝑥 𝑥−1 𝑥−2 As, 𝑓 ′′ 4/3 = 4, so, 𝑥 = 4/3 is the point of
+ 6
3! minima and
= 1 − 𝑥 + 𝑥 2 − 𝑥 + 𝑥 3 − 3𝑥 2 + 2𝑥 3 2
= 𝑥3 − 2𝑥2 + 1 4 4
𝑓𝑚𝑖𝑛 = 𝑓 4/3 = −2 +1
For maxima and minima, the necessary 3 3
condition is 64 32 64 − 96 + 27 5
= − +1= =−
𝑓′ 𝑥 = 0 27 9 27 27
⇒ 3𝑥 2 − 4𝑥 = 0
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Module 2: Numerical Methods II
Ex. From the following data, find the value of 𝑥, for which the value of 𝑦(𝑥) is maximum.
Hence find the maximum value of 𝑦(𝑥).
𝒙 𝟏. 𝟐 𝟏. 𝟑 𝟏. 𝟒 𝟏. 𝟓 𝟏. 𝟔
𝑦(𝑥) 0.9320 0.9636 0.9855 0.9975 0.9996

Sol. To find the maximum value of the function 𝑦(𝑥), we first find the stationary point with the
𝑑𝑦
help of first derivative and then we check the maxima with the help of second derivative
𝑑𝑥
𝑑2 𝑦
.
𝑑𝑥 2
For the purpose, let us take the use of Newton Gregory Forward difference formula.
Let us construct the forward difference table as
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Module 2: Numerical Methods II

𝒙 𝒚(𝒙) ∆𝒚(𝒙) ∆𝟐 𝒚(𝒙) ∆𝟑 𝒚(𝒙) ∆𝟒 𝒚(𝒙)

1.2 0.9320
0.0316
1.3 0.9636 −0.0097
0.0219 −0.0002
1.4 0.9855 −0.0099 0.0002
0.0120 0
1.5 0.9975 −0.0099
0.0021
1.6 0.9996
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Module 2: Numerical Methods II

The Newton Gregory forward difference formula is –

𝑦 𝑥 = 𝑓 𝑥 = 𝑓 𝑥0 + ℎ𝑢
𝑢 𝑢−1 2 𝑢 𝑢−1 𝑢−2 3
= 𝑓 𝑥0 + 𝑢∆𝑓 𝑥0 + ∆ 𝑓 𝑥0 + ∆ 𝑓 𝑥0
2! 3!
𝑢 𝑢−1 𝑢−2 𝑢−3 4 𝑢 𝑢 − 1 𝑢 − 2 …. 𝑢 −𝑛 −1 𝑛
+ ∆ 𝑓 𝑥0 + ⋯ … . . + ∆ 𝑓(𝑥0 )
4! 𝑛!
…(1)
Where 𝑢 = (𝑥 − 𝑥0 )/ℎ = (𝑥 − 1.2)/0.1
Differentiating (1) w.r.t. ‘x’ we have –
𝑑𝑦 ′ 1 2𝑢−1 2 3𝑢2 −6𝑢+2
= 𝑓 𝑥 = ℎቈ∆𝑓(𝑥0 )+ 2 ∆ 𝑓(𝑥0 )+ 6 ∆3 𝑓 𝑥0
𝑑𝑥
4𝑢3 −18𝑢2 +22𝑢−6 4𝑓 𝑥
+ 24 ∆ 0 + ⋯ቃ
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Module 2: Numerical Methods II

1 2𝑢−1 3𝑢2 −6𝑢+2

= ቂ0.0316 + 2
(−0.0097) + 6
(−0.0002)
0.1
4𝑢3 −18𝑢2 +22𝑢−6
+ 24 (0.00002) + ⋯ ቃ
For maxima/minima, we must have
𝑑𝑦
= 𝑓′ 𝑥 = 0
𝑑𝑥
2𝑢−1 3𝑢2 −6𝑢+2
⇒ 0.0316 + 2 −0.0097 + 6 −0.0002
4𝑢3 −18𝑢2 +22𝑢−6
+ 24
0.00002 = 0
As the third term and fourth term on the LHS have very small values (due to the product with
small values), we ignore these terms. So, we are with
2𝑢−1 1 0.0632
0.0316 + 2 −0.0097 = 0 ⇒ 𝑢 = 1+ = 3.7577
2 0.0097
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Module 2: Numerical Methods II

𝑑2 𝑦 ′′
1 2 6𝑢−6 3 12𝑢2 −36𝑢+22 4𝑓 𝑥 + ⋯
= 𝑓 𝑥 = ∆ 𝑓(𝑥 0 ) + 6 ∆ 𝑓 𝑥0 + 24 ∆ 0
𝑑𝑥 2 ℎ2
1 6𝑢−6 12𝑢2 −36𝑢+22
= 2
−0.0097 + 6 (−0.0002) + 24 (0.0002)
(0.1)
At 𝑢 = 3.7577, we have
𝑑2𝑦
2
= −0.009983 < 0
𝑑𝑥
So, the value of 𝑢 = 3.7577, may produce the maximum value of 𝑦(𝑥).
𝑥 − 𝑥0 𝑥 − 1.2
∵𝑢= ⇒ 3.7577 =
ℎ 0.1
⇒ 𝑥 = 1.2 + 0.37577 = 1.57577
So, corresponding to this value,
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Module 2: Numerical Methods II

From equation (1)

𝑦𝑚𝑎𝑥 = 𝑦 1.57577
3.7577 3.7577 − 1
= 0.9320 + 3.7577 0.0316 + −0.0097
2!
3.7577 3.7577 − 1 3.7577 − 2
+ −0.0002
3!
3.7577 3.7577 − 1 3.7577 − 2 3.7577 − 3
+ 0.0002 + ⋯ = 0.9999925
4!