F

F

F

F

Finals
Numerical Differentiation
The process of finding the approximate numerical value of the derivative(s) of the function of
some values of the independent variable X
1
when function (x) is not known explicitly, but we
were given a set of numerical values for the function.
Derivation of formula
F(x+2h)
F(x+h)
b
F(x)
F(x-h)
F(x-2h)

(x-2h) (x-h) (x) (x+h) (x+2h)

Where: h = x
Pascal Pyramid

1 1

1 2 1

1 3 3 1

1 4 6 4 1




Types of Numerical Differentiation
1. Forward Differentiation :
From F(x) up to the respective/ corresponding values of its right side.

First Derivative:
F (x) =
()()

Second Derivative:
F(x) =
()()()

Third Derivative:
F(x) =
()()()()

Fourth Derivative:
F(x) =
()()()()()

2. Central Differentiation:
F(x) is the center point

First Derivative:
F (x) =
()()

Second Derivative:
F(x) =
()()()

Third Derivative:
F(x) =
()()()()

Fourth Derivative:
F(x) =
()()()()()

3. Backward Differentiation:
From F(x) up to the respective/ corresponding values of its left side.

First Derivative:
F (x) =
()()

Second Derivative:
F(x) =
()()()

Third Derivative:
F(x) =
()()()()

Fourth Derivative:
F(x) =
()()()()()

FQ1
F(x) = 9

F (x) =?
X = 0.4
H = 0.1
a. FD

(3.151) (3.809) (4.421)
1 -2 1

0.4 0.5 0.6

F(x) =
()

F(x) = - 4.6


b. CD


(2.443) (3.151) (3.809)

X+h x x+h
0.3 0.4 0.5

F(x) =
()

F(x) = - 5

c. BD


(1.684) (2.443) (3.151)
1 -2 1

0.2 0.3 0.4
F(x) =
()

F(x) = - 5.1
Error:
F(x) = 9

F (x) =

F (x) =

F(x) =

F(x) =

F(x) =

( )
F (0.4) = ( )
a. /-4.9+4.6/ = 0.3
b. /-4.9+5/ = 0.1
c. /-4.9+5.1/ = 0.2





2. F(x) =

X = 0.25
H = 0.01
F(x) =?
a. FD
(1.177) (1.126)
-1 1

0.25 0.26

F(x) =

F(x) = - 5.1

b. CD
-1(1.232) 1 (1.126)


x-h x x+h
0.24 0.25 0.26

F(x) =

()

F(x) = - 5.3
c.BD
(1.232) (1.177)
-1 1

0.24 0.25

F(x) =

F(x) = - 5.5
Error:
F(x) =

F(x) =

F(x) =

()

F(x) =

F(x) =

F(0.25) = -0.59-4.71
F(0.25) = -5.295 or -5.3
a. /-5.295+5.1/ = 0.195
b. /-5.295+5.3/ = 0.005
c. /-5.295+5.5/ = 0.205

Example
1. Find the third derivative of F(2) = ( )

with h = 0.25 using a)FD b)CD c) BD, Then

compute the error.

Solution:
a) FD

-1(27) 3 (34.33) -3 (42.88) 1(52.73)

X x+h x+2h x+3h
2 2.25 2.5 2.75

F(2) = ( )

F(x) =
()()

F(x) =5.12

b) CD

-1(15.62) 3 (20.8) -3 (34.33) 1(42.88)

1.5 1.75 2.25 2.5
F(x) =
()()
()

F(x) = - 426.56
c) BD


-1(11.39) 3 (15.62) -3 (20.8) 1(27)

1.25 1.5 1.75 2
F(x) =
()()
()

F(x) = 4.48
Error: = /exact value computed value/
Exact value
F(x) = ( )

F(x) = ( )

F(x) = ( )
F(x) = 6; exact value
Error:
a) /6-5.12/ = 0.88
b) /6+426.56/ = 432.56
c) /6-4.48/ = 1.52




Numerical Integration

General Classes:

1. Newton Cotes Formula
it requires equally spaced abscissa values (x-values)

2. Gaussian
applicable for both types of data points


Newton-Cotes Integration Formulas
a. Trapezoidal Rule
b. Simpson

rule
c. Simpson

rule


a. Trapezoidal Rule

where: b = upper
a = lower
a
1
b = limits of function
n = desired no. of panels/strips





Trapezoids:



Area =

Area =

Formula for single panel:
()

) (

)

Composite formula
()

) (

) (

) (

) (

)

Simpson

rule
it requires that the number of panels must be divisible by 2
()

) (

) (

) (

) (

)

Simpson

rule
()

) (

) (

) (

) (

) (

)


1. Trapezoidal Rule
()

) (

)

2. Simpson

rule (single domain)

()

) (

) (

)

c. Simpson

rule
()

) (

) (

) (

)
Ex. 1) Find the integral of ()

from a = 1.0 to b = 4.0

with n = 6 using a) TR, b) Simpson

rule, c) Simpson

rule. Compute the error.




x ()

TR
a = 1.0 1.0 2.718 1(2.718)
b = 4.0 1.5 4.482 2(4.482)
n = 6 2.0 7.389 2(7.389)

2.5 12.182 2(12.182)

3.0 20.086 2(20.086)
h = 0.5 3.5 33.115 2(33.115)

4 54.598 1(54.598)


a) ()

()

Exact Value:

b)

1(2.178)
4(4.482)
2 = 1 + 1(7.389)
4(12.182)
2 = 1 + 1(20.086)
4(33.115)
1(54.598)
311.382
b) ()

()

c)

1(2.718)
3(4.482)
3(7.389)
2 = 1 + 1(12.182)
3(20.080)
3(33.115)
1(54.598)
276.896
c) ()
()

()

Error:
a. | 51.88 - 52.956 | = 1.076
b. | 51.88 - 51.897 | = 0.017
c. | 51.88 - 51.918 | = 0.038

TAKE HOME QUIZ
GIVEN THE FF. DATA, SOLVE THE INTEGRAL OF () using Simpson's Rule a)

b)

X f(x)
Use Simpson's

to
evaluate
The integral of

over the
Integral 0.2 to 1.6 h = 2

2.3
4.29 1
2.5 5.23 4
2.7 6.29 2
2.9 7.41 4 0.2 0.96
3.1 8.61 2 0.4 0.852
3.3 9.89 4 0.6
3.5 11.25 2 0.8
3.7 12.69 4 1.0
3.9 14.11 2 1.2
4.1 15.81 4 1.4
4.3 17.49 2 1.6
4.5 19.25 4
4.7 21.09 1





X f(x) x f(x)
0.7 0.64836 1.6 4.953
0.9 0.91360 1.8 6.050
1.1 1.16092 2.0 7.389
1.3 1.36178 2.2 9.025
1.5 1.495 2.4 11.023
1.7 1.55007 2.6 13.464
1.9 1.52882 2.8 16.445
2.1 1.44513 3.0 20.086
3.2 24.533
3.4 29.964
3.6 36.598
3.8 44.701




















COLLEGE OF ENGINEERING

Math331 ET
Numerical Methods
(Finals)









SEBETERO, CARL ANGELO FEBRAUARY 20, 2014
DIADA, KEVIN
ATIENZA, EARL FRIEDLANDER
JACINTO, DANNAH ANGELA
YCASIANO, CYLON LORENZ



ENGR. EDITHA AQUINO - MACOROL
INSTRUCTOR