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NUMERICAL ANALYSIS (15UMTC64)
III B.SC. MATHEMATICS (SF)
Ms. M. Mohanamalar, M.Sc., M.Phil.,
Ms. N. Malathi, M.Sc.,
• Calculus is the mathematics of change. Because engineers
must continuously deal with systems and processes that
change, calculus is an essential tool of engineering.
• Standing in the heart of calculus are the mathematical concepts
of differentiation and integration
• Numerical differentiation is the process of finding the
numerical value of the derivative of a given function at a given
point.
For some particular value of x from the given data (xi,yi), i=1, 2,
3…..n where y=f(x) i explicitly, the interpolation to be used depends on
the particular value of x which derivatives are required.
•If the values of x are not equally spaced, we represent the function by
difference formula and the derivatives are obtained.
•If the values of x are equally spaced, the derivatives are calculated by
using Newton’s Forward interpolation formula or backward interpolation
formula.
Principle:
First fit a polynomial for the given difference data interpolation using
Newton ’s divided difference interpolation formula and compute the
derivatives for a given x.
Example
Example
erivatives using Finite difference
Newton’s Forward Difference formula is
Newton’s Backward Difference formula is
erivatives using Finite difference
erivatives using Finite difference
erivatives using Finite difference
Example 2.
Find the first two derivatives of y at x=54 from the following data
x 50 51 52 53 54
y 3.6840 3.7083 3.7325 3.7563 3.7798
erivatives using Finite difference
Example
erivatives using Finite difference
Example 1
Find first and second derivatives of the function at the point x=1.2
from the following data
x 1 2 3 4 5
y 0 1 5 6 8
The difference table
erivatives using Finite difference
Example
Numerical analysis (15 umtc64)

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Numerical analysis (15 umtc64)

  • 1. NUMERICAL ANALYSIS (15UMTC64) III B.SC. MATHEMATICS (SF) Ms. M. Mohanamalar, M.Sc., M.Phil., Ms. N. Malathi, M.Sc.,
  • 2. • Calculus is the mathematics of change. Because engineers must continuously deal with systems and processes that change, calculus is an essential tool of engineering. • Standing in the heart of calculus are the mathematical concepts of differentiation and integration • Numerical differentiation is the process of finding the numerical value of the derivative of a given function at a given point.
  • 3. For some particular value of x from the given data (xi,yi), i=1, 2, 3…..n where y=f(x) i explicitly, the interpolation to be used depends on the particular value of x which derivatives are required. •If the values of x are not equally spaced, we represent the function by difference formula and the derivatives are obtained. •If the values of x are equally spaced, the derivatives are calculated by using Newton’s Forward interpolation formula or backward interpolation formula.
  • 4. Principle: First fit a polynomial for the given difference data interpolation using Newton ’s divided difference interpolation formula and compute the derivatives for a given x.
  • 7. erivatives using Finite difference Newton’s Forward Difference formula is Newton’s Backward Difference formula is
  • 10. erivatives using Finite difference Example 2. Find the first two derivatives of y at x=54 from the following data x 50 51 52 53 54 y 3.6840 3.7083 3.7325 3.7563 3.7798
  • 11. erivatives using Finite difference Example
  • 12. erivatives using Finite difference Example 1 Find first and second derivatives of the function at the point x=1.2 from the following data x 1 2 3 4 5 y 0 1 5 6 8 The difference table
  • 13. erivatives using Finite difference Example