Numerical Method CSE 257

Numerical Differentiation
Salekul Islam North South University

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CSE 257

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Todays Agenda

Numerical differentiation based on equalinterval interpolation order derivative based on Lagranges

Differentiation Second

Differentiation

interpolation

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Numerical Method CSE 257 Numerical

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Introduction

We are familiar with differentiation when analytical formrelation between independent variable x and dependent variable yis given. How about if only tabular format values are given? Numerical differentiation means calculating the derivatives from a set of given value Replace a complicated, unknown function with an interpolating polynomial and then differentiate the polynomial
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Newton Forward Difference Interpolation Formula

CSE 257

Numerical Method CSE 257 Numerical

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Numerical Differentiation

Let be the values of a function corresponding to the values Let p(x) be the interpolating polynomial whose graph passes through these points If the points are equally spaced the function is represented by any one of the formulae such as Newtons or Stirlings or Bassels formula.

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Differentiation based on EqualInterval Interpolation

Let the interpolating points xi (i = 0, 1, . . . , n) be equally spaced with spacing h Let y = f(x) be represented by y = p(k) where x = x0 + k.h

From Newtons forward difference formula,

We have,

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Differentiation based on EqualInterval Interpolation

By differentiating with respect to x,

When x = x0 , i.e. k = 0

For different values of n (i.e. number of points), approximate formulae for For n = 1,
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Differentiation based on EqualInterval Interpolation

Geometrically, by taking the slope of the chord joining as an approximation to

By taking, n = 2
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Numerical Method CSE 257 Numerical

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Second Order Derivative

By differentiating the first derivative,

At x = x0 , i.e. k = 0

Retaining the first term only,

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Example

From the following table, find f (1.4). Compare your result with f (1.4) = cosh(1.4) = 2.1509.

The error term E = 2.1509 - 2.25 = -0.0991

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Example contd.

For better approximation taking n = 2,

The error here, E = 2.1509 - 2.1435 = 0.0074

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Numerical Method CSE 257 Numerical

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Another Example

In the previous example, use to find f (1.4).

First, we have to find out thethe table we The From differences. difference table is have, Substituting these values in the equation,

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Numerical Method CSE 257 Numerical

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More Example

Find the first and second order derivative of the function tabulated below at x = 3.

The difference table is,

From the following relation (h = 0.2),

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Numerical Method CSE 257 Numerical

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Lagranges Interpolation Formula

Lagranges Interpolation Formula (See section 4.20 on page 123 for more details)

It is clear that f(x) is a polynomial in n.

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Example on Lagranges Interpolation Formula

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Numerical Method

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Example on Lagranges Interpolation Formula

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Numerical Method

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Differentiation from Lagranges Interpolation Formula

From Lagranges Interpolation Formula

CSE 257

Numerical Method CSE 257 Numerical