Numerical Methods

Lec 11-12
Assistant Professor
Akram Abdul Mawjood Dawood

April 2025
 Cubic Splines

Objective: to derive a third order polynomial for

each interval between data points.
Terms: Interior knots and end points
3 2
f i ( x )= a i x +bi x +c i x +d i

For n+1 data points:

• i = (0, 1, 2, …n),
• n intervals,
• 4n unknown constants (a’s, b’s ,c’s and d’s)
Alternative technique to get Cubic Splines

● The second derivative within each interval [xi-1, xi ] is a straight line.

(the 2nd derivatives can be represented by first order Lagrange
interpolating polynomials.

A straight line
x− x i x− x i− 1
f ''( x )= f '' ( xi− 1 ) + f ''( xi ) connecting the first
i i x i− 1− x i i xi − x i− 1 knot f’’(xi-1) and the
second knot f’’(xi)

The second derivative at any point x within the interval

Cubic Splines

● The last equation can be integrated twice

2 unknown constants of integration can be evaluated
by applying the boundary conditions:
1. f(x) = f (xi-1) at xi-1
2. f(x) = f (xi) at xi

Unknowns:

i = 0, 1,…, n
 Cubic Splines

• For each interior point xi (n-1): f 'i− 1 ( x i )= f i ( x i )

'

( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )

6
''
+( x i+1 − x i ) f ( x i+1 )=
x i+1 − x i
[ f ( x i+1 )− f ( xi ) ]

6
+
x i − x i− 1
[ f ( x i− 1 )− f ( x i ) ]

This equation result with n-1 unknown second

derivatives where, for boundary points:
f˝(xo) = f˝(xn) = 0
Cubic Splines - Example

Fit the following data with cubic splines

Use the results to estimate the value at x=5.

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5

Solution:
➢ Natural Spline:
f '' ( x 0 )= f '' (3 )= 0, f '' ( x 3 )= f '' (9 )= 0
Cubic Splines - Example
➢ For 𝟏𝒔𝒕 interior point (x1 = 4.5)
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5
- x i − x i− 1= x 1− x 0= 4. 5− 3. 0= 1. 5
- x i+1− xi− 1= x 2− x 0= 7− 3. 0= 4
- x i+1− xi = x 2− x 1= 7− 4. 5= 2. 5
Apply the following equation:
( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )+( x i+1− x i ) f ''( xi+1 )
6 6
¿
xi+1 − x i [ f ( xi+1 )− f ( x i ) ] +
x i− xi− 1 [ f ( xi− 1 )− f ( xi ) ]
Cubic Splines - Example

'' '' 6 '' 6

1. 5f (3 )+2× 4f (4 . 5)+2 . 5f (7 )= (2 . 5− 1 )+ (2 . 5− 1 )
2.5 1 .5
Since f '' (3)= 0
8f ''( 4.5)+2.5f '' (7)= 9.6 .............. (eq.1)
➢ For 2nd interior point (x2 = 7 )

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5
x i − x i− 1 = x 2− x 1 = 7− 4. 5= 2. 5
x i+1− xi− 1= x 3− x1= 9− 4. 5= 4. 5
x i+1− xi = x3− x 2= 9− 7= 2
Cubic Splines - Example
Apply the following equation:

( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )+( x i+1− x i ) f ''( xi+1 )

6 6
¿
xi+1 − x i [ f ( xi+1 )− f ( x i ) ] +
x i− xi− 1 [ f ( xi− 1 )− f ( xi ) ]

'' '' 6 '' 6

2 . 5f ( 4. 5)+2× 4 .5f (7)+2f (9 )= (0. 5− 2 . 5)+ (1− 2. 5)
2 2. 5
''
Since f (9)= 0
'' ''
2.5f (4.5)+9f (7)=− 9.6 ............. ( equ 2)
 Cubic Splines - Example
Solve the two equations:
8f ''i ( 4 . 5 )+ 2 . 5f ''i ( 7 )= 9 . 6
2 . 5f ''i ( 4 . 5 )+9f i'' ( 7 )= − 9 . 6
¿}¿
'' ''
¿ yeild f ( 4 . 5 )= 1 . 67909 , f ( 7 )= − 1 . 53308 ¿

The first interval (i=1), apply for the equation:

f ''( x i− 1 ) f ''( xi )
i 3 3
f i ( x )= (xi − x ) + i (x− x i− 1)
6 (x i − x i− 1 ) 6 (xi − xi− 1 )

+
[ f i ( xi − 1 ) f i'' ( x i− 1 ) (x i − x i− 1 )
x−x
i
−
i− 1 6
x − x
] [
( i ) x−x
+
f i( xi )
i i− 1
−
f ''( x i ) (x i − x i− 1 )
6
i
]
(x− x i− 1 )

f 1 ( x)= 0 ( xi − 3 ) +
1. 67909
3
6(1. 5)
3 2 . 5 0(1.5 )
( x− 3) +
1.5
−
6 [ 1. 5 ]
1 1. 67909(1. 5)
(4. 5− x )+ −
6
( x− 3) [ ]
f 1 ( x )= 0 .186566 ( x− 3 )3 +1 .6667 (4 . 5− x )+0 . 24689( x− 3 )
Cubic Splines - Example
The 2nd interval (i =2), apply for the equation:

f 2 ( x )=
1 . 67909
6 (2 .5 )
3 − 1 .53308
(7− x) +
6(2 .5 )
3 1
( x− 4 .5 ) + [ −
2 .5 6
− 1. 67909(2 . 5)
]
(7− x )

+[ 2. 5 − 1 . 53308(2 . 5)
−
2. 5 6 ]
( x− 4 . 5)

f 2 ( x )= 0. 111939(7− x )3 − 0 . 102205 ( x− 4 .5 )3 − 0 . 29962(7− x )+1. 638783 ( x − 4 . 5)

The 3rd interval (i =3),

f 3 ( x)= − 0 .127757 (9− x) 3 +1. 761027 (9− x )+0. 25 ( x− 7 )

For x = 5: f 2 ( x)= f 2(5)= 1. 102886

 Numerical Integration
Objectives
◼ Approximate a definite integral using the Trapezoidal
Rule.

◼ Approximate a definite integral using Simpson’s Rule.

◼ Analyze the approximate errors in the Trapezoidal Rule

and Simpson’s Rule.

12
The Trapezoidal Rule

13
 The Trapezoidal Rule
One way to approximate a definite integral is to use
n trapezoids, as shown in Figure 1.

In the development of this method,

assume that f is continuous and
positive on the interval [a, b].

So, the definite integral

represents the area of the region

Figure 1
bounded by the graph of f and the
x-axis, from x = a to x = b. 14
 The Trapezoidal Rule
First, partition the interval [a, b] into n subintervals, each of
width ∆x = (b – a)/n, such that

Then form a trapezoid for each

subinterval (see Figure.2).

Figure.2 15
 The Trapezoidal Rule
The area of the ith trapezoid is

This implies that the sum of the areas of the n trapezoids

16
 The Trapezoidal Rule
Letting you can take the limits as to
obtain

The result is summarized in the following theorem.

17
The Trapezoidal Rule

18
Example 1 – Approximation with the Trapezoidal Rule

Use the Trapezoidal Rule to approximate

Compare the results for n = 4 and n = 8, as shown in

Figure .3.

Figure. 3
19
Example 1 – Solution
When n = 4, ∆x = π/4, and you obtain

20
Example 1 – Solution cont’d

When and you obtain

21
Simpson’s Rule

22
Simpson’s Rule
One way to view the trapezoidal approximation of a definite
integral is to say that on each subinterval you approximate f
by a first-degree polynomial.

In Simpson’s Rule, named after the English mathematician

Thomas Simpson (1710–1761), you take this procedure
one step further and approximate f by second-degree
polynomials.

Before presenting Simpson’s Rule, we list a theorem for

evaluating integrals of polynomials of degree 2 (or less).
23
Simpson’s Rule

24
Simpson’s Rule
To develop Simpson’s Rule for approximating a definite
integral, you again partition the interval [a, b] into
n subintervals, each of width ∆x = (b – a)/n.

This time, however, n required to be even, and the

subintervals are grouped in pairs such that

On each (double) subinterval [xi – 2, xi ], you can

approximate f by a polynomial p of degree less than or
equal to 2.
25
Simpson’s Rule
For example, on the subinterval [x0, x2], choose the
polynomial of least degree passing through the points
(x0, y0), (x1, y1), and (x2, y2), as shown in Figure.3.

26
Figure .3
Simpson’s Rule
Now, using p as an approximation of f on this subinterval,
you have, by Theorem 4.18,

Repeating this procedure on the entire interval [a, b]

produces the following theorem. 27
Simpson’s Rule

28
Example 2 – Approximation with Simpson’s Rule

Use Simpson’s Rule to approximate

Compare the results for n = 4 and n = 8.

29
Example 2 – Solution cont’d

When n = 4, you have

When n = 8, you have

30
 Numerical Methods
Differentiation Integration

v v

dv
dt
t t
a y
b

a=
dv y= 
a
vdt
dt
t
31
 Numerical Differentiation

▪ Estimate the derivatives (slope,

curvature, etc.) of a function by using
the function values at only a set of
discrete points
▪ Ordinary differential equation (ODE)
▪ Partial differential equation (PDE)

32
 Numerical Differentiation

▪ Represent the function by Taylor

polynomials or Lagrange interpolation
▪ Evaluate the derivatives of the
interpolation polynomial at selected
nodal points

33
Numerical Differentiation
A Taylor series or Lagrange interpolation of points
can be used to find the derivatives. The Taylor
series expansion is defined as:

f ( xi ) = f ( x0 ) + x
df
+
(x )
2
d2 f
+
(x ) d 3 f
3
+
dx x =x0 2! dx 2 x =x0
3! dx 3
x =x0

x = xi − x0

f ( xi ) = f ( x0 ) + ( xi − x0 ) f ( x0 ) +
( xi − x0 )
2
f ( x0 ) +
( xi − x0 )
3
f ( x0 ) + 
2! 3!

34
First Derivative at a Point

f ( x )

i-2 i-1 i i+1 i+2

35
Numerical Differentiation

Use the Taylor series expansion to represent three

points about single location:

f ( xi +1 ) = f ( xi ) + ( xi +1 − x ) f ( x ) +
( xi +1 − xi )
2
f ( xi ) +  1
i i
2!
f ( xi ) = f ( xi ) 2
f ( xi-1 ) = f ( xi ) + ( xi −1 − x ) f ( x ) +
( xi −1 − xi )
2
f ( xi ) +  3
i i
2!

36
 Numerical Differentiation

Assume that the data points are “equally

spaced” and the equations can be written as:

f ( xi +1 ) = f ( xi ) + (x ) f ( xi ) +
(x )
2
f ( x ) +
(x )
3
f ( xi ) +  1
i
2! 3!
f ( xi ) = f ( xi ) 2
f ( xi-1 ) = f ( xi ) − (x ) f ( xi ) +
(x )
2
f ( x ) −
(x )
3
f ( xi )  3
i
2! 3!

37
 Forward Differentiation

For a forward first derivative, subtract eqn[2] from eqn[1]:

f (xi +1 ) − f (xi ) = (x ) f ( xi ) +
(x )
2
f ( x ) +
(x )
3
f ( xi ) + 
i
2! 3!
Rearrange the equation:
(x ) f (xi ) = f (xi+1 ) − f (x ) − (x )
2
f ( x ) −
(x )
3
f (xi ) + 
i i
2! 3!
 f ( xi +1 ) − f ( xi )  ( x ) ( x )
2

f  ( xi ) =  − f  ( xi ) − f  ( xi ) +
 x  2! 3!

38
Forward Differentiation

As the x gets smaller the error will get smaller

 f (xi +1 ) − f (xi ) 
f (xi ) =   − Error
 x 
The error is defined as:

Error =
(x ) f (x ) + (x ) 2
f (xi ) + 
i
2! 3!
39
Backward Differentiation

Subtract eqn[3] from eqn[2]:

 f (xi ) − f (xi-1 ) 
f (xi ) =   − Error
 x 
The error is defined as:

Error =
(x ) f (x ) + (x ) 2
f (xi ) + 
i
2! 3!
40
Central Differentiation

Subtract eqn[3] from eqn[1]:

 f (xi +1 ) − f (xi-1 ) 
f (xi ) =   − Error
 2x 
The error is defined as:

Error =
(x ) 2
f (xi ) + 
3!
41
Differential Error

42
Numerical Differentiation

1-43 43
Backward Difference & Centered Difference

44
Backward Difference & Centered Difference

45
Numerical Differentiation

46
Numerical Differentiation

47
FDA,BDA & CDA

48
Any Question

49