Numerical Methods I
Numerical Methods I
NUMERICAL METHODS-I
Introduction:
Most of the problems of engineering, physical and economical sciences can be
formulated in terms of system of equations, ordinary or partial differential
equations. In majority of the cases, the solutions to these problems in analytical
form are non-existent or difficult. In all such cases, numerical methods provide
approximate solutions, practical for analysis. Numerical methods do not strive for
exactness. Instead, they yield approximations with specified degree of accuracy.
The early disadvantage of the several numbers of computations involved has been
removed through high speed computation using computers, giving results which
are accurate, reliable and fast.
Introduction:
Suppose that a function y = f(x) is given. For a set of values of x in the domain, we
can tabulate the corresponding values of y. The central problem of interpolation is
the converse of this:
Given a set of tabular values ( x0 , y0 ), ( x1 , y1 ), ..., ( xn , yn ) satisfying the relation
y = f(x) where the explicit nature of f(x) is not known, it is required to find a
simpler function, say ( x ) , which approximates f(x), such that f(x) and ( x ) agree
at the set of tabulated points. Such a process of approximation of an unknown
function by a known function within the range where it is defined, such that both
functions assume same values at the given set of tabulated points is called
interpolation. The extrapolation is the process of approximating the unknown
function by a function at a point outside the range of definition. If ( x ) is a
polynomial, then the process is called polynomial interpolation and ( x ) is called
the interpolating polynomial.
Weierstrass Theorem: If f(x) is continuous in x0 x xn , then given any ε > 0,
there exists a polynomial P(x) such that f ( x) - P( x) for all x in ( x0 , xn ).
This approximation theorem justifies the polynomial approximation.
There are two main uses of these approximating polynomials. The first use is to
reconstruct the function f(x) when it is not given explicitly and only values of f(x)
and/ or its certain order derivatives are given at a set of distinct points called nodes
or tabular points. The second use is to perform the required operations which were
intended for f(x), like determination of roots, differentiation and integration etc.
can be carried out using the approximating polynomial P(x). The approximating
polynomial P(x) can be used to predict the value of f(x) at a non-tabular point.
Remark: Through two distinct points, we can construct a unique polynomial of
degree 1(straight line). Through three distinct points, we can construct a unique
polynomial of degree atmost two (a parabola or a straight line). In general, through
n 1 distinct points, we can construct a unique polynomial of degree atmost n. The
interpolation polynomial fitting a given data is unique.
We consider x to be an independent variable and y = f(x) as a function of x where
the explicit nature of y is not known, but a set of values (x0, y0), (x1, y1),
(x2, y2),…,(xn, yn) satisfying yi = f(xi), i = 0, 1, 2, …, n are given.
Interpolation with equally spaced points:
To obtain interpolating polynomials, we use finite differences.
Finite differences
Suppose that
xi = x0 + ih, h > 0, i = 1, 2, …,n.
i.e., the values of x are equally spaced.
The following are the three types of finite differences
1. Forward Differences
2. Backward Differences
3. Central Differences
Forward Differences:
The differences y1 – y0, y2 – y1,…,yn – yn-1 are called first order forward
differences of y and are respectively denoted by y0 , y1 , y2 ,..., yn . We call ‘’,
the forward difference operator. The differences of the first order forward
differences are called second order forward differences and are denoted by
2 y0 , 2 y1 , 2 y2 , ... , 2 yn 1 . Thus
x0 y0
y0
x1 y1 2 y0
y1 3y0
x2 y2 2 y1 4 y0
y2 3 y1
x3 y3 2 y2
y3
x4 y4
Backward differences:
The differences y1 – y0, y2 – y1,…,yn – yn-1 when denoted by y1, y2,…, yn,
are called first order backward differences of y. The operator is called the
backward difference operator. The differences of the first order differences are
called second order differences and are denoted by 2y2, 2y3, …,2yn.
Similarly one can define the rth order backward differences,
r yk r -1 yk r -1 yk -1 , r = 1, 2, …
x0 y0
y1
x1 y1 2 y2
y2 3y3
x2 y2 2 y3 4 y4
y3 3 y4
x3 y3 2 y4
y4
x4 y4
Example : Making suitable assumptions find the missing terms in the following
table:
x 1 2 3 4 5 6 7
y 103.4 97.6 122.9 ? 179.0 ? 195.8
Solution:
Let y0 =103.4, y1 = 97.6, y2 = 122.9, y3= ?, y4 = 179.0, y5 = ?, y6 = 195.8. Since 5
values of y are known, we assume that y is a polynomial of degree 4, so that the 4 th
order differences are constants and 5th order differences are zero, from which we
obtain (use equation 1)
5y0 = 0 y5 – 5y4 +10y3 10y2 + 5y1 y0 = 0 y5 + 10y3 = 1739.4
5y1 = 0 y6 – 5y5 +10y4 10y3 + 5y2 y1 = 0 5y5 + 10y3 = 2502.7
Solving,
y3 = 154.8575, y5 = 190.825
Exercises 4.1
1. Find the missing values in the table
x 0 1 2 3 4
y 1 3 9 ? 81
Explain why the result differs from the actual value 33 = 27. (Ans: 31)
2. Find the missing points in the following table:
x 45 50 55 60 65
y 3 - 2 - -2.4
x 0 1 2 3 4 5 6
y 5 11 22 40 - 140 -
Example 1: Find the cubic polynomial which takes the following values:
y (1) 24, y (3) 120, y (5) 336,and y (7) 720. Hence, or otherwise, obtain the
value of y (8).
Solution: We form the difference table:
x y 2 3
1 24
96
3 120 120
216 48
5 336 168
384
7 720
15 0.2588190
0.0832011
20 0.3420201 -0.0026029
0.0805982 -0.0006136
25 0.4226183 -0.0032165 0.0000248
0.0773817 -0.0005838 0.0000041
30 0.5 -0.0038053 0.00002879
0.0735764 -0.0005599
35 0.5735764 -0.0043652
0.0692112
40 0.6427876
Here x = 38 and h = 5. Therefore p = -0.4.
Hence,
y (38) = 0.6427876-0.02768448+0.00052382+0.00003583-0.00000120
= 0.6156614.
Example 4: The table below gives the values of tan x for 0.10 x 0.30 :
x 0.10 0.15 0.20 0.25 0.30
y = tan x 0.1003 0.1511 0.2027 0.2553 0.3093
Find: (i) tan 0.12 (ii) tan 0.26 (iii) tan 0.40 and (iv) tan 0.50.
Solution: The difference table is
x tan x 2 3 4
0.10 0.1003
0.0508
0.15 0.1511 0.0008
0.0516 0.0002
0.20 0.2027 0.0010 0.0002
0.0526 0.0004
0.25 0.2553 0.0014
0.0540
0.30 0.3093
Evaluate 155 .
7. From the following table find the number of students who obtained less than
45 marks.
Marks < 40 40 - 50 50 - 60 60 – 70 70 - 80
No. of
31 42 51 35 31
students
[Hint: Apply NFIF for cumulative frequency]
3.2 Interpolation with unevenly spaced points:
Consider a set of values (x0, y0), (x1, y1), (x2, y2),…,(xn, yn) satisfying yi = f(xi), i = 0,
1, 2, …, n, where values of x not necessarily be equally spaced. In such cases, we
use the following interpolation methods.
1. Lagrange’s Interpolation
2. Newton’s divided differences method
Lagrange’s Interpolation
Consider a set of values (x0, y0), (x1, y1), (x2, y2),…,(xn, yn) satisfying yi = f(xi), i = 0,
1, 2, …, n, where values of x not necessarily be equally spaced. Let yn(x) be the nth
degree polynomial such that yn(x) and f(x) agree at the tabulated values.
Since yn(x) is a polynomial of degree n, it can be put in the form,
yn ( x ) a ( x x )( x x )...( x xn ) a ( x x )( x x )...( x xn ) ...
0 1 2 1 0 2
a ( x x )( x x )...( x x ) .....(6)
n-1 0 1 n-1
1
yn(x0) = y0 gives a0 y0
( x0 x1 )( x0 x2 )...( x0 xn )
1
yn(x1) = y1 gives a1 y1
( x1 x0 )( x1 x2 )...( x1 xn )
M
1
yn(xn) = yn gives an yn
( xn x0 )( xn x1 )...( xn xn-1 )
Substituting in (6), we obtain
( x x0 )( x x2 )...( x xn ) ( x x0 )( x x2 )...( x xn )
yn ( x ) y0 y1 ...
( x0 x1 )( x0 x2 )...( x0 xn ) ( x1 x0 )( x1 x2 )...( x1 xn )
( x x0 )( x x1 )...( x xn1 )
yn .
( xn x0 )( xn x1 )...( xn xn 1 )
This is called Lagrange’s interpolation formula.
Example 1: The values of x and log10 x are (300, 2.4771), (304, 2.4829), (305,
2.4843) and (307, 2.4871). Find log10 301.
Solution:
( 3)( 4)( 6) (1)( 4)( 6)
log10 301 (2.4771) (2.4829)
(4)( 5)( 7) (4)( 1)( 3)
(1)( 3)( 6) (1)(3)( 4)
(2.4843) (2.4871)
(5)(1)(2) (7)(3)(2)
2.4786.
Example 2: Find the Lagrange’s interpolating polynomial approximating the
function y = log x defined by the following table of values. Hence determine the
value of log 2.7
x 2 2.5 3.0
log x 0.69315 0.91629 1.09861
Solution:
y ( x ) (2 x 2 11x 15)(0.69315) (4 x 2 20 x 24)(0.91629) (2 x 2 9 x 10)(1.09861)
0.08164 x 2 0.81366 x 0.60761,
which is the required quadratic polynomial.
Putting x = 2.7, we get log 2.7 y (2.7) 0.9932518.
Example 3: The function y sin x is tabulated below
x 0 π/4 π/2
y 0 0.70711 1.0
Using Lagrange’s interpolation formula, find the value of sin π/6)
Solution:
(π/6 0)(π/6 π/2) (π/6 0)(π/6 π/4)
sin(π/6) (0.70711)+ (1)
(π/4 0)(π/4 π/2) (π/2 0)(π/2 π/4)
0.51743.
Example 4: Using Lagrange’s interpolation formula, find y as polynomial in x
from the following table:
x 0 1 3 4
y -12 0 12 24
x
y y1 y y2 ... y yn x y y0 y y2 ... y yn x .....
y0 y1 y0 y2 ... y0 yn 0 y1 y0 y1 y2 ... y1 yn 1
Example 1: If y1 4, y3 12, y4 19 and y x 7, find x.
Solution:
(5)(12) (3)(12) (3)( 5)
x (1) (3) (4)
(8)(15) (8)(7) (15)(7)
1.86.
Exercise 4.3
1. Applying Lagrange’s formula, find a cubic polynomial which approximates
the following data:
x -2 -1 2 3
y(x) -12 -8 3 5
2. Given the data points (1,-3), (3,9), (4,30) and (6,132) satisfying the function
y = f(x), compute f(5) .
3. Given the table values
x 50 52 54 56
3
x 3.684 3.732 3.779 3.825
y1 y0
x0 , x1
x1 x0
Similarly,
y2 y1 y y2 y yn 1
x1, x2 , x2 , x3 3 , …, xn 1 , xn n .
x2 x1 x3 x2 xn xn1
The second order divided differences are defined as
x1, x2 x0 , x1 x , x x1, x2 , … ,
x0 , x1, x2 , x1, x2 , x3 2 3
x2 x0 x3 x1
x0 , x1
x1 y1
x0 , x1, x2
x1 , x2
x2 y2
x1, x2 , x3
x2 , x3
x3 y3
. .
. . …… x0 , x1,, xn
. .
. .
. .
. .
xn 2 , xn1 xn3 , xn2 , xn1
xn1 yn 1
Note: The divided differences are symmetric and independent of the order of the
arguments. That is,
[ x0 , x1 ] [ x1 , x0 ] ,
[ x0 , x1 , x2 ] [ x2 , x1 , x0 ] [ x0 , x2 , x1 ] [ x1 , x2 , x0 ] [ x1 , x0 , x2 ] [ x2 , x0 , x1 ]
and similarly for higher order differences.
Newton’s Divided Difference Interpolation Formula:
Let y0 , y1 ,, yn be the values of y = f(x) corresponding to the arguments
Also, from
x, x0 , x1 - x0 , x1, x2
x, x0 , x1, x2
x - x2
x, x0 , x1 x0 , x1 , x2 ( x - x2 ) x, x0 , x1 , x2
x x0 x x1 x x2 x, x0 , x1 , x2 .
x x0 x x1 x x2 x, x0 , x1 , x2
This is called Newton’s divided difference interpolation formula, the last term
being the remainder term after (n + 1) terms.
Example 1:
Given the values
x 5 7 11 13 17
f(x) 150 392 1452 2366 5202
Evaluate f(9) using Newton's divided difference formula.
Solution:
x f(x) First Order Second Third order Fourth
Differences Order Differences order
Differences Differences
5 150
121
24
7 392
265 1
32
11 1452 0
457
13 2366 42 1
709
17 5202
x 0 2 3 6
f(x) 4 2 14 158
Solution:
x y First Order Second Third order
Differences Order Differences
Differences
0 4
2 2 3
12 1
3 14 9
48
6 158
Solution:
x y First Order Second Third order
Differences Order Differences
Differences
0 2
1
1 3 4
9 1
2 12 9
45
5 147
Example 4: Find the Newton’s divided differences polynomials for the data and
also find f(2.5).
x 3 1 0 3 5
f(x) 30 22 12 330 3458
x f(x) First Order Second Third order Fourth
Differences Order Differences order
Differences Differences
3 30
1 22 2
10 4
0 12 26 5
114
3 330 44
290
1564
5 3458
2. Construct the interpolation polynomial for the data given below using
Newton’s general interpolation formula for the divided differences
x 2 4 5 6 8 10
y 10 96 196 350 868 1746
4. Fit a polynomial to the data (-4, 1245), (-1, 33), (0, 5), (2, 9), (5, 1335). Hence
find f(1) and f(7)
3.3 Numerical Differentiation:
Let y0 , y1 ,, yn be the values of a function y f ( x) corresponding to
x0 , x1 ,, xn , the process of computing successive derivatives at some
particular value of independent variable x is known as numerical
differentiation.
dy dy dp
dx dp dx
1 2 p -1 2 3 p2 - 6 p 2 3 4 p 3 -18 p 2 22 p - 6 4
y0 y0 y0 y0
h 2 6 24
……….(1)
Differentiating again,
d2y 1 2 6 p 2 18 p 11 4
y ( p 1) 3
y y
dx2 h2 0 0
12 0
………(2)
In a similar way the higher order derivatives can be computed. The
expressions (1) and (2) take a simpler form when the derivative is required at
x = x0, because at this point p = 0. Hence we get
dy 1 1 1 1
dx y0 2 y0 3 y0 4 y0
x x h 2 3 4
0
and
d2y 1 11 5
2 2 2 y0 3 y0 4 y0 5 y0
dx x x h 12 6
0
The given values of x are equidistant and the given x is near to xn , we use
the backward difference table and consider Newton’s backward interpolation
formula.
p( p 1) 2 p( p 1)( p 2) 3
y f xn ph yn pyn yn yn
2 3!
Differentiating with respect to p, we obtain
dy 1 2 p 1 2 3 p2 6 p 2 3
yn yn yn …… (3)
dx h 2 3!
(4)
The expressions (3) and (4) take a simpler form when the derivative is
required at x = xn, because at this point p = 0. Hence we get
dy 1 1 1 1
dx yn 2 yn 3 yn 4 yn
x xn h 2 3 4
and
d2y 1 2 11 4 5 5
2 2 yn yn yn yn
3
dx x xn h 12 6
Example 1:
Given that
𝑥 𝑦 ∆ ∆ ∆ ∆ ∆ ∆
1.0 7.989
0.414
1.1 8.403 −0.036
0.378 0.006
1.2 8.781 −0.030 −0.002
dy d 2y
Compute and at x = 1.2 and x = 2.0.
dx dx 2
𝑥 𝑦 ∆ ∆ ∆ ∆ ∆ ∆
1.0 2.7183
0.6018
1.2 3.3201 0.1333
0.7351 0.0294
1.4 4.0552 0.1627 0.0067
𝑑𝑦 1 1 1 1 1
= 1.3395 + (0.2429) + (0.0441) + (0.0080) + (0.0013)
𝑑𝑥 0.2 2 3 4 5
= 7.3896
𝑑 𝑦 1 11 5
= 0.2429 + 0.0441 + (0.0080) − (0.0013) = 7.3854.
𝑑𝑥 (0.2) 12 6
Exercise 4.5
1. A rod is rotating in a plane. The following table gives the angle in radians
through which the rod has turned for various values of the time t seconds.
t 0 0.2 0.4 0.6 0.8 1.0 1.2
0 0.12 0.49 1.12 2.02 3.2 4.67
Calculate the angular velocity and angular acceleration of the rod when
t = 0.2 sec and t = 1.2 sec.
1. The following data gives corresponding values of pressure and specific
volume of a superheated steam
v 2 4 6 8 10
p 105 42.7 25.3 16.7 13
Find the rate of change of pressure with respect to volume when v 2.
2. Given the following table of values of x and y
x 1.00 1.05 1.10 1.15 1.20 1.25 1.30
y 1.0000 1.0247 1.0488 1.0723 1.0954 1.1180 1.1401
dy d2y
Find and at x 1.00 .
dx dx 2
4. A function is given according to the table below.
𝑥 1.5 2.0 2.5 3.0 3.5 4.0
𝑦 3.375 7.000 13.625 24.000 38.875 59.000
Trapezoidal rule:
Put n = 1 in (1). Then all differences higher than the first will become zero and we
obtain
x1
1 1 h
ydx h 0 2 0 0 2 1 0 2 y0 y1
y y h y y - y
x0
M
for the last interval xn-1 , xn we have
xn
h
ydx yn-1 yn
xn -1
2
M
xn
h
and finally ydx yn-2 4 yn-1 yn
xn -2
3
M
xn
3h
and finally, ydx yn-3 3 yn-2 3 yn-1 yn
xn -3
8
Remark: Simpson’s 3/8 – rule can be applied only if the number of sub-intervals
is a multiple of 3.
Note: The error in Simpson’s 3/8 – rule is
3(b a ) 4 iv
E h y x
80
iv
where y ( x ) denotes the largest value of the fourth derivative.
Example 1:
6
dx
1. Evaluate 1 x2 by using
0
(i) Trapezoidal rule (ii) Simpson’s 1/3 rule (iii) Simpson’s 3/8 – rule
by dividing the interval into six equal subintervals.
Solution:
ba 60
Given n = 6, hence h 1.
n 6
x 0 1 2 3 4 5 6
y 1 0.5 0.2 0.1 0.0588 0.0385 0.027
y0 y1 y2 y3 y4 y5 y6
h = 0.25.
Using Simpson’s 1/3 rule,
π 0.25
V= 1 4 0.9793 0.8261 2 0.9195 0.7081 2.8192 .
3
1.4
Solution:
Let y sin x log x e x and h 0.2, n 6
The values of y are as given below:
x 0.2 0.4 0.6 0.8 1.00 1.2 1.4
y 3.0295 2.7975 2.8976 3.1660 3.5597 4.0698 4.4042
sin x log x 3h
e x dx y0 y6 3 y`1 y2 y4 y5 2 y3
0.2
8
3 0.2
3.0295 4.4042 3 2.7975 2.8976 3.5597 4.0698
8
2 3.1660
4.0304
Exercise 4.6
1. Given that
x 4.0 4.2 4.4 4.6 4.8 5.00 5.2
y=log x 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
5.2
Evaluate ydx by
4
(i) Trapezoidal rule (ii) Simpson’s 1/3 rule (iii) Simpson’s 3/8 – rule
2
2. Evaluate cos d using Simpson’s 1/3 rule by taking 9 ordinates.
0