CE 401 : Numerical Methods and Basic Computer Programming

3.00 credit, 3 hrs/week.

Basic components of computer system, FORTARN / C/C++ language, numerical solution of
algebraic and transcendental equations, matrices, solution of systems of linear equations, curve-
fitting by least squares, finite differences, divided differences, interpolation, computer
applications to Civil Engineering problems, numerical differentiation and integration, numerical
solution of differential equations.
BOOKS RECOMMENDED:( Numerical Methods)
1. Introductory Methods of Numerical Analysis : S. S. Sastry
2. Numerical Methods for Engineers : Steven C. Chapra & Raymond P. Cnale
3. Numerical Mathematics and Computing : Ward Cheney & David Kincaid
4. Numerical Methods : S. Balachandra Rao & C. K. Shantha
5. Numerical Analysis :A.R VASISHTHA,VIPIN VASISHTHA
BOOKS RECOMMENDED:( Computer Programming)
1. Computer Fundamentals : Pradeep K. Sinha
2. Elements of Computer Science : S. K. Sarkar & A. K. Gupta
3. Computer Fundamentals : Dr. M. Lutfar Rahman & Dr. M.
Alamgir Hossain
1. Programming with ANSI C : E Balagurusamy
2. Programming in C : Stephen G. Cochan
3. C: The Complete Reference : Herbert Schildt
4. Turbo C: The Complete Reference : Herbert Schildt

Finite Differences
Basic Information/Important Formula:
1. Let u(x) be any function which is sum of the function f(x),g(x),p(x) ,…so that
u ( x)  f ( x)  g ( x)  p( x)  ....
then(i) Eu ( x)  Ef ( x)  Eg ( x)  Ep( x)  ....
(ii )u ( x)  f ( x)  g ( x)  p( x)  ....
2. E and  are commutative with regard to a constant ,i.e
(i) E{cf ( x)}  cEf ( x)(ii){cf ( x)}  cf ( x)
3. E and  obey the law of indict
 i  E m E n f ( x)  E mn f ( x);  ii   m  n f ( x)   mn f ( x);
4. E n f ( x)  f ( x  nh)
5.
 i  E  1  ; or  E  1 ii    1  E 1  iii  E  E  ;  iv      ;  v 1   1     1
 vi  E  ehD  1  
6. Newton's Binomial Expansion Formula
 Suppose 𝑦0 , 𝑦1 , 𝑦2 , … , 𝑦𝑛 denote the values of the function 𝑦 = 𝑓(𝑥) corresponding to the
values 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ, … , 𝑥0 + 𝑛ℎ of 𝑥. Let one of the values of 𝑦 is missing since 𝑛
values of the functions are known.
Therefore, we have
Δ𝑛 𝑦0 = 0
or (𝐸 − 1)𝑛 𝑦0 = 0

7.

Operator Definition

Forward difference operator Δ Δf(x) = f(x + h) − f(x)

Backward difference operator ∇ ∇f(x) = f(x) − f(x − h)

h h
Central difference operator 𝛿 𝛿f(x) = f (x + ) − f (x − )
2 2

Shift operator E Ef(x) = f(x + h)

h h
Average operator 𝜇 𝜇f(x) = 0.5 [f (x + ) − f (x − )]
2 2

Differential operator 𝐷 Df(x) = f ′ (x)

Numerical Method/Analysis: Numerical Method /Analysis is that branch of mathematics which

deals with the approximate methods of calculation and also the methods of estimating the
accuracy of such calculations.
Difference Operator:
Shift Operator(E):
The shift operator is denoted by E and define as Ef ( x)  f ( x  h).

In general E n f ( x)  f ( x  nh)

In particular

Ey0  y1 ; E 2 y0  y2 ;.....E n y0  yn
Ey1  y11  y2 .............E n y1  yn 1
Inverse of shift operator: The inverse of shift operator is denoted by E 1 and define as
E 1 f ( x)  f ( x   1 h)  f ( x  h).

In general E n f ( x)  f ( x  nh)

Forward difference operator(  ):The operator  is called Forward difference operator and
defined as f ( x)  f ( x  h)  f ( x).

Backward difference operator(  ):The operator  is called backward difference operator and
defined as f ( x)  f ( x)  f ( x  h).

Forward difference: Let y  f ( x) be a function of x. Also let the consecutive value of

x be x0  a, x1  a  h, x2  a  2h,......xn 1  a  (n  1)h, xn  a  nh and the corresponding values of
y be y0  f (a), y1  f (a  h), y2  f (a  2h)....... yn 1  f (a  (n  1)h), yn  f (a  nh).
Then the differences
y1  y0  f (a  h)  f (a), y2  y1  f (a  2h)  f (a  h), yn  yn1  f (a  nh)  f (a  (n 1)h) are
called the first forward differences at
x0  a, x1  a  h, x2  a  2h,.......xn 1  a  (n  1)h, xn  a  nh
respectively and are denoted by y0 , y1 , y2 ...yn 1 or f (a ), f (a  h),....f (a  ( n  1) h).

y0  f (a  h)  f (a )  y1  y0
y1  f (a  2h)  f (a  h)  y2  y1
y2  f (a  3h)  f (a  2h)  y3  y2
...........................................................
...........................................................
yn 1  f (a  nh)  f (a   n  1 h)  yn  yn 1

This  is called the forward difference operator.

The second forward differences of the function are define by

 2 y0  f (a  h)  f (a )  y1  y0
 2 y1  f (a  2h)  f (a  h)  y2  y1
 2 y2  f (a  3h)  f (a  2h)  y3  y2
...........................................................
...........................................................
 2 yn 1  f (a  nh)  f (a   n  1 h)  yn  yn 1

The Higher order forward differences of the function are define by

 n yk   n1 yk 1   n1 yk

Forward differences Table:

Backward Differences:
Let y  f ( x) be a function of x. Also let the consecutive value of
x be x0  a, x1  a  h, x2  a  2h,......xn 1  a  (n  1)h, xn  a  nh and the corresponding values of
y be y0  f (a), y1  f (a  h), y2  f (a  2h)....... yn 1  f (a  (n  1)h), yn  f (a  nh).
Then the differences
y1  y0  f (a  h)  f (a), y2  y1  f (a  2h)  f (a  h), yn  yn1  f (a  nh)  f (a  (n 1)h) are
called the first backward differences at
x1  a  h, x2  a  2h,.......xn 1  a  (n  1)h, xn  a  nh
respectively and are denoted by y1 , y2 ...yn 1 , yn or f (a ), f (a  h ),....f (a  ( n  1)h), f (a  (n)h).

y1  f (a  h)  f (a )  y1  y0
y2  f (a  2h)  f (a  h)  y2  y1
y3  f (a  3h)  f (a  2h)  y3  y2
...........................................................
...........................................................
yn 1  f (a  nh)  f (a   n  1 h)  yn  yn 1

This  is called the backward difference operator.

The second forward differences of the function are define by
 2 y2  y2  y1
 2 y3  y3  y2
 2 y4  y4  y3
...........................................................
...........................................................
 2 yn  yn  yn 1

The Hight order forward differences of the function are define by

n yk  n1 yk  n1 yk 1

Central difference operator: The central difference operator is denoted by the symbol  and is
h h
defined by  f ( x)  f ( x  )  f ( x  ) or ,  y x  y h  y h .
2 2 x x
2 2

Theorem: State and prove Fundamental Theorem for finite differences.

Statement: The 𝑛th differences of a polynomial of the 𝑛th degree are constant and higher
differences are zero.
constant if 𝑟 = 𝑛
i. e. Δ𝑟 *𝑓(𝑥)+ = {
0 : if 𝑟 > 𝑛

Proof: Let 𝑓(𝑥) be a polynomial of the nth degree in 𝑥 be

𝑓(𝑥) = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ + 𝑎𝑛−1 𝑥 𝑛−1 + 𝑎𝑛 𝑥 𝑛 , where 𝑛 is a positive integer and
𝑎0 , 𝑎1 , 𝑎2 , ⋯ , 𝑎𝑛 are constants and 𝑎𝑛 ≠ 0.

∴ 𝑓(𝑥 + ℎ) = 𝑎0 + 𝑎1 (𝑥 + ℎ) + 𝑎2 (𝑥 + ℎ)2 + ⋯ + 𝑎𝑛−1 (𝑥 + ℎ)𝑛−1 + 𝑎𝑛 (𝑥 + ℎ)𝑛

Now by definition of Δ, we have

 Δ𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥)
= ,𝑎0 + 𝑎1 (𝑥 + ℎ) + 𝑎2 (𝑥 + ℎ)2 + ⋯ + 𝑎𝑛−1 (𝑥 + ℎ)𝑛−1
+ 𝑎𝑛 (𝑥 + ℎ)𝑛 - − ,𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ + 𝑎𝑛−1 𝑥 𝑛−1 + 𝑎𝑛 𝑥 𝑛 -
= 𝑎1 ℎ + 𝑎2 *(𝑥 + ℎ)2 − 𝑥 2 + + ⋯ + 𝑎𝑛−1 *(𝑥 + ℎ)𝑛−1 − 𝑥 𝑛−1 +
+ 𝑎𝑛 *(𝑥 + ℎ)𝑛 − 𝑥 𝑛 +
∴ Δ𝑓(𝑥) = 𝑎0′ + 𝑎1′ 𝑥 + 𝑎2′ 𝑥 2 ⋯ + 𝑎𝑛−2
′
𝑥 𝑛−2 + 𝑛𝑎𝑛 ℎ𝑥 𝑛−1 ⋯ ⋯ (1)

where 𝑎0′ , 𝑎1′ , 𝑎2′ , ⋯ , 𝑎𝑛−2

′
are constant coefficients

Thus the first difference of a polynomial of the nth degree is also a polynomial of degree (𝑛 − 1)
in which the coefficient of 𝑥 𝑛−1

= 𝑛 ⋅ ℎ𝑎𝑛 , the coefficient of 𝑥 𝑛 in 𝑓(𝑥)-

To find the second difference of 𝑓(𝑥) we have

Δ2 𝑓(𝑥) = Δ,Δ𝑓(𝑥)-
= Δ,𝑓(𝑥 + ℎ) − 𝑓(𝑥)-
= Δ𝑓(𝑥 + ℎ) − Δ𝑓(𝑥)
= *𝑎0′ + 𝑎1′ (𝑥 + ℎ) + 𝑎2′ (𝑥 + ℎ)2 + ⋯ + 𝑎𝑛−2 ′
(𝑥 + ℎ)𝑛−2
+ 𝑛𝑎𝑛 ℎ(𝑥 + ℎ)𝑛−1 + − *𝑎0′ + 𝑎1′ 𝑥 + 𝑎2′ 𝑥 2 + ⋯ + 𝑎𝑛−2
′
𝑥 𝑛−2 + 𝑛𝑎𝑛 ℎ𝑥 𝑛−1 +
2
∴ Δ 𝑓(𝑥) = 𝑎0′′ + 𝑎1′′ 𝑥 + 𝑎2′′ 𝑥 2 + ⋯ + 𝑎𝑛−3
′
𝑥 𝑛−3 + 𝑛(𝑛 − 1)𝑎𝑛 ℎ2 𝑥 𝑛−2

∴ The second differences is thus a polynomial of degree (𝑛 − 2)in which the coefficient of
𝑥 𝑛−2 ।

𝑛(𝑛 − 1)ℎ2 𝑎𝑛 .

Continuing, the above process, we see that the nth difference of f(x) is a polynomial of degree
zero.
i. e. we arrive at the result

Δ𝑛 𝑓(𝑥) = 𝑛(𝑛 − 1) ⋯ − 2 ⋅ 1 ⋅ ℎ𝑛 ⋅ 𝑎𝑛
= 𝑛! ℎ𝑛 𝑎𝑛

Therefore, the nth difference of a n-th degree polynomial is constant and all higher differences
are zero, that is, the (𝑛 + 1)th and higher differences of a polynomial of the nth degree are
zero.(prove).

Question: Evaluate the following  i  3 1  x 1  2 x 1  3x  ii   n  eax b 

Question :Prove that the

(a) 𝐸 ≡ 1 + Δ or Δ ≡ 𝐸 − 1.
 Prove: We have
Δ𝑓(𝑥) = 𝑓(𝑥 + ℎ) ⋯ 𝑓(𝑥)
= 𝐸𝑓(𝑥) − 𝑓(𝑥)
= (𝐸 − 1)𝑓(𝑥).

Thus Δ𝑓(𝑥) = (𝐸 − 1)𝑓(𝑥), for any function 𝑓(𝑥).

∴ Δ≡𝐸−1
𝐸 ≡ 1 + Δ.

(b)Prove that   1  E 1 or E 1  1 

Prove: we have

f ( x)  f ( x)  f ( x  h)  f ( x)  E 1 f ( x )  (1  E 1 ) f ( x )
Thus f ( x)  (1  E 1 ) f ( x), for any function of f ( x )
  1  E 1 or , E 1  1  .(Pr oof )

(c)Prove that
 i  E  E    ii      .  iii 1   1     1 iv  E  e hD  1    v     1   
1

1  2 3  4  1  2 3  4 
 vi 1    ( E  1) 1  vii  D            
h  4  h  4 
... viii D ...
2 3 2 3
 
 ix  y  2  2 y  3 y   4 y  ...  x       .
1 11
h  12   
 xi  Showthat  r yk   r yk r .
(d)

 i  If u0  1, u1  5, u2  8, u3  3, u4  7, u5  0; find 5u0
 ii  If u6  2, u7  6, u8  8, u9  9, u10  17, u5  0; find  4u6
 iii  f u0  2, u1  11, u2  80, u3  200, u4  100, u5  8; find 5u5
 iv  If the third differences are cons tan t , find u6 if u0  9, u1  18, u2  20, u3  24.
(e)Express  i  x 4  3x 3  5 x 2  6 x  7  ii  3x 3  2 x 2  7 x  6  iii  2 x 3  3x 2  3x  10 in factorial
polynomials and get their successive forward difference taking h=1.
(f)Find the missing term in the following table
x 1 2 3 4 5 6 7
y 2 4 8 ? 32 64 128

(g) Find the missing term in the following table

x 0 1 2 3 4
y 1 3 9 ? 81

(h) Find the missing term in the following table

x 10 15 20 25 30 35 40
y 270 ? 222 200 ? 164 148

(i) ) Find the missing term in the following table

x 2.0 2.1 2.2 2.3 2.4 2.5 2.6
y 0.135 ? 0.111 0.100 ? 0.082 0.074

(j)Find the number of students of Civil Engineering in 2060 from the following table.
Year(x) 2020 2030 2040 2050 2060 2070
Number 55 64 70 76 ? 90
Of
Student
(y)

Solution: There are five given values, we can have unique 4th degree polynomial to satisfy
the data. then Can written
 5 yk  0
  E  1 yk  0
5

  E 5  5E 4  10 E 3  10 E 2  5E1  1 yk  0
 yk 5  5 yk  4  10 yk 3  10 yk  2  5 yk 1  yk  0
Putting k  0 we get ;
y5  5 y4  10 y3  10 y2  5 y1  y0  0
 90  5 y4  10(76)  10(70)  5(64)  55  0
 y4  83
Hence the number of student 83 in 2060.
(k) Find the missing term in the following table
x 1 2 3 4 5 6 7 8
y 1 8 ? 64 ? 216 343 512

(l) Find the missing term in the following table

x 16 18 20 22 24 26
y 39 85 ? 151 264 388
 Md.Nurul Alam
Lecturer(Mathematics)
Barishal Engineering College,Barishal.