.

Numerical

Differentiation

247

Solution : (i) We have Newton's forward difference formula

y[x) =yo+uAYo

+u(u- l)

+ ufu

$*r'r'- ir u-z#

- l) (u - z] (u - Sff

= yo + uayo + 1uz

u1-Alo +

+ (ua - 6u3 + I

1uo

ff =S

tV" *

*""

z',{}' I

* ..............:.............(1)

tu'z

-u;$

+ (ua -

6113

+ (u3-3u'z

+ r ru'? -

,-t,a*

\
-;ff. -

..Ox

wiLh respect lo x we get.

+

du I
=fr

x-x^
(I

- r.,' *

rr'- Ou)#

whereu=. n
Difterentiating

+ ..:.....'.:.

zffi

odf

+ .......1

=fi ["n**ro* (u'z-d$+ 1us-s.t'* z,)#

(ua-6u3+1lul6d&n.n l*#
=* [oy"* (zu-

r)$+ (su2 6u+2)*o

^4., + ..........].
+(4u3- l8u2+ 22u-6l2nla

# =i * [*.

(2,,-

+ [4u3

r)

^;#

(3u2 - 6u

..(2)

2)+

- l8u2+ zzu-ot-405,.o+

]:i

-(6u - 6)+, o + (r2u2 - 3Gu + 22)#1 .1

91
^Il,
+ (12u2 -sau+ 2z\#*......].......tst
=*l[ot" - (u - t)
=

^3yo

Hence (2) and (3) are the 1st and 2nd derivatives respectively of

iunctiori with regards to Newtons forward difference formula'

(ii) We have Newton's backward difference formula is
v[x) =

y,.,

+ uVy', + u(u +

Vzv
f) ,# t"tu+

l) tu +

V3v

2Faf

28

Numerical Anatrysis
rt4.

+u(u+U(u+2)(u+3ff
-

J!
p+6p+,,,z+2,r;$
trB.i

+ 1ua

Similarly at

tru2+ouff

6u3+

backward fo
Substituting
hom (5),

/q'\
U*/x=*"=i

Differentiating (4) with respect to x we get

#=*

[* - "*"t

.l

',

*,;$+

lgs +

su, +

O'

-J

ulYn + (u2 + u)-l

= Yn +

2,,ff

y"

=+

From (6),
.

=i [*" - {2u + ry$+

13sz + 6u +

zff

+{4u3+18u2+22u*off*.
'

dh/ fdr

=nt

Lw. * (2" *

l){f
\f2

+13,12

* 6" *

.. ]

,q

rff

22" *

1." (*) *
=

=* [o". - ] ot" .

Yo=

From (3),

ln

[o - rl o' *rt

ot" "l

i ^vo

(#)"=*

=#

[ory:

-- Yo

+uFlnv

u3(u, _ I)

4l

,'

rc

=Io+ 2 [Ay- tu4-u2

vrhere u

flifferentiating

+ .........]

dv dr

dx =drr

* -* on * .......,

"o

frind
litling Jormu
CrcitqE-qr Ffr
Solution ; (

We have, Stir

Hence (5) and (6) are the

lst and 2nd derivaUves

function with regards to NeMons backwara
Otm
ferenie
2nd pard i At the point x :<o (in a particular
=
case)
- forwarqC formula
from
u=O
. Hence on substifuting this value of u we get.
From (2),

.a

+fn

off*.... . 1*@
$1, \: .(6u + o)S + 112rrz + sou + zz#4 . .]
=# [w". (u + r) v],,+ (r2u2 +3ou+zzljp*......1..
+ (4u3 + t8u2-+

u4
+-;

.?

-ov.. #ov"- ..-..-..1,'

LYc

I rl

=nL2taY-'

Numerical Differentiation

-fo=w5h'-**$an,fi a*-..

,249

]vo

the point x = x,l (in a particular case) we get

*tV-T
from
Hrardrormuiau=O.

g'<;'tuting this value

of u we get,

15;,

[tG

"=q=i

[w".i

ot" 1j vry"*]v1"

=y"=*[v*jo,*jro*]v.* ]r"

(6),

(#,

,.=*

[ *r,.

Ju

* v1,"

*$

v*y, * ...... .]

-r"=#[tr*w*$vn*. . ]r"
Find the !.st, 2nd

and.

grd d.eriuatiues oJ ft)

lonnula .(ii) Besse!,s ;fi'ormuta. [1i1 ffiq

Fff/" J{, tv c?T( et Egnrf-fi clt w tl

*rryr : [i)
* bar=, Stirling,s formula is
e=* -,{4r':4vo).* o, , *{$i

-ry.!

^e-,

-rr* |gr-'

* ayol

* u(d -

*f

u-ltt:4

a3,-,

*{f

rl

w +{

Fig-eia,;

S*j&) ..
fo1_, * 61,_,1

. us-5u3 +4u
-d-rr^-_
rt-Y-zn--24-ZqO - (41_s + A1_z) + ......
ul
*tr... =f

"dx

"

lrfup',rtiqfing with respect to x, we

-.==g

[j

get.

*# (Afu-, a1,-,1
u4-u2
'#ot
_g+afu_z).
240
"*f#'(o1,_.*
fu"

t."-

*| av' + ayo) * *

r+

^yo)

ua?- r

aT-,

*$f

]*qo

ta1,-, * o.r_,1

250

Numerical Analysis

#=#

..
5ua- l:5iu2+4
+4u3-2u t\-"*ffi
(AT-e + Afo zl + ...
^

[a'r, * ]
'

ro1,-, *

*$

q,-,)

a1-,

1
* 2u3-z+3u(AY:+A1-z)
+ ''""'l

# =* fj (^fu-z + ^to- r) + uAt-z+ ^i-,o"

+...............

y=yo + uAyo

lr

lt,

$fl

. u(u2

ti

- l) (u-2)
4t2

Wnefe U

.#

(Lr-2

- xo) (
Dillerentiating

[^*

1a'y, *

2u3-3u2-u+
+

24

.#{=#D rA},

+r2vo)

a1,oy

- --5 -i^ry-r
L)-

#=#

[or-,

*1f

fut

ry$!]

r]-,

] 3:
a5,,

[45'_ 2 + A?_ r) + .........

*'Fory-,
L4y.,)

tot-, + g,,

F.ilil

rl +

*9!]4

...]

1) + .......]

ri"a

cEfsa

d
a

?w x

198669

Solution : Sinr

the beginlng of i
rnitable in this cas
We form a forw

r98669
295520
389418
479425
564652

6,4.4217

3
4
..

x2)

flxo, xr, xz

-.r

--!-llg- tI (L)
+ 6u2-Gu2+

{k"
+{k-xo) (x
ift6 x1, x2, xd + {k

^3u2u
u"r +-

x-xn ..--==du I
=---rloxn

2-"t!

= fFo, x1) +

+ (x;- x6) (x -

=* [r.. *", *E# tary-, * r1,; *

u4-2u3-u2+2u
+ " -"
a" rie $) 2+ L)_,) =

fE

Asy-

.. W

+ {x

A+v-e+A4v-,

-- as

Y@1 Eafr

Solution
fumula is

u2-u
=yo+u^yo+ 4 (L5 I +Atd+
* u4-2u3-u2+2u

genert

flx)=flxd+k-

("-j)r"-'r

&Y-,i L)o
.

oe,ive

btons
qfl6n

: + A."-z)

(ii) We have Bessel s formula is

t"

|Ell

Newton's forwa

Numerical

Differentiation

251

oerive the expressions oJ first deriuotiub oJ

Ifenrtons genefol interpototion Jormula. tfrEaaa qvq,t
qlg:oltvl Iml 4qlS q'fiqq vtFIAlEi C17t ?'a
Solution i We have the Newton's general interpolation

Fd

formula is
flx) = f{xo) +

(x-&)

flx6. x1) +

+ (x

rfo) [x

k-xo) (x-xr)
- xt)

(x

xj

f{xo, xr, xz)

f(xo, xr, xz, x.3)

- x.o) [x - xr) (x-xd (x->cd flxo. XI. X2, X3. &) + .....
Dillerentiaung q/. r. to x. we get
f(x) = q*, x,) + {(x - x6) + (x - xy)} f(xe x,, xr)
+ (x

+.t:t I

rind.

.t ..

Yos.

at x = t Jrom the JllotDing. tabte

I
2
x
5
4
o
198669 295520 389418 ,479425 5&652 6442t7
v
Solution : Since the derivative is required at x = I which lies
at the begining of the table. So Nevfon's forward formula is more
suitable in this case.
We form a forward dilference table :

198669

295520
389418
47g425
564652

g4217

.)

Ay
96a51

L?y
2953
- 389r

93898
90007

852,27

- 5662

47AO

79565

New.ton's forward formula is

Asv'
- 934
- 889
- 882

Lay

49
7

A5v

252

Numerical Analysis

y = y0 + uayo * u(q

t)

-{!-J)F . 2} oro
*!l:1)(u-!]1u:rlt":<)oV"*

.gLtl{;ZlLlO

...
where u

l;e\\-ton-GregorJ

azyo +

=r-& =# =*

,-=lb+uAYn+u
where

.. ..' .. . ...........(i)

4'dy du

1\dudxl

S:atx=1,u=O
Dillerenuating

(1)

[*-), =. =i [ou. -

w. r. to

ory.

and putting u =

*i

-:=+

we get

^t" ; ^,,".. ; ^o"

-]

- = [9*

r-..

r- zossr *
=,= [sossr
= 97993.933
= 97994
dv
Eence ar x = f,Oi=9Zgg+.

(- e38) -

(4e)

r_

"rA"rr=

ftQs qstrffi{

c<-?r r-{ rl
x
50
51
52
53
54
55
56
v
3.6840 3.7084 3.732s 3.1563
3.779Ii 3.8030 3.8259
Solution The differenqe table of the
data is
x
Ay
v= V,.
Lry

5I

54
i)t)

Atx=

ctv

Ux.

t d2v
=ld",

cse4l aE t

3.6840
3.7084
3.7325
3.7563
3.779a
3.8030
3.8259

= 0.0

tobuloted. uatues o;f the

:function y = d,,:
are giuen belou. Find. the
Jirst s.nd. second. d,eriuatiues
oJ the Junction at x = Eo. tfrTEr
v = W wf*e-v

50

l^rvn

u\ I
{i\ ,=so

+zrl

fZiW6n"

1-jg.frtt.$J

o.0244
o.o24t
0.0238
0.0235
o.0232
o.0229

'-----------.--4./.

iii{K Find thr

-:: X = 7.OO
lE r:.-: : [g = .,8 Vt
- r r"?: -7 Sg7qvn C4
3r:

--

S":iution

'_

- 0.0003

0.0003

-0.0003

- 0.0003
- o.0003

_,
_

We fo

I 1.00000
I r.o247o
I r.04881
| 1.07238
I r.09544

l r.11803
I t.r+orz
: ;: r :r S forward

-i,

Numerical Differentiation

253

Newton-Gregory forward interpolation formula is

ufr-r - l):
L1o + .............
Y = Yo + uAyo +- ,.

whereu== =H=+

clv dv du lF * 2u-l
'.a;=d".b*
=h LAyo

-r

l2yo + .............1 and

d'Y= I
dx2 h2

[nr,.
L- J0

.......1r

Atx=50wegetu=-ls=o

/dvr

,cfur IF

\d;/" _= h*r,,.n=n
= o.o244

-;.

L^yo

-tI

-r

^,yol

(- o.ooo3) = o.o24b5

:\

I ...
td2yr
LA'voJ = *=*o=6
laF
[o*;.]"
I d2v

.,

oooo3

t. '

,-------.tr-1,/'

4,7Vt{ Find. the Ist, 2nd. o;nd. 3rd. d.eriuatives at the

point x = 7.OO oJ the Junction y = ^"li.k) tabutated
belou : IA = ^l x 4l<.1n4 frTra vtda'lqtt {cu x = r.oo ft-1zo ra
i7 .,?( ev EE?f{ cal q?r i
i

I.00

r. o5

l.to

y= r/x

l.OOOOO

Lm470

l.o4aa1

Solution
x

v=.8

1.00000

1.05

1.02470
1.04881
t.07238
r.09544
t.1 i803
1.t4017

10

1.

15

r.20
r.25
1.30

OTZtA

Ay
o.02470
0.02411

o.2357
0.2306
o.02259

.20

r.09544

We form a difference table

. r.00
1.

l.t5

|.25

1.30

l l la{R

r.l40t7

ofthe data:
L2y

A3y

o.ooo59

- 0.00054
- 0.005r

* 0.00047

- 0.00045

o.o22t4

Newton's forward interpolation formula is

o.ooooS

0.00003
0.00004
0.00002

254

Numerical Analysis
y(x| = yo + uayo

ar"o *

$l

t$:JJ!-?

al,o * ........trt

jnction t(rbul(lt

=-r&

where u

t.0o, h = 0.5 u -!%!#!q=0

=
Now differentating (l) w. r. to x and putting
u
Here x

= l.oo.

xo =

=0

we get.

(*gt)"=.=i [o""-

jo'r"*.!o,,"-

$ [ot" - o1,o* ....

/!1\
hxsi',=n- $ lav".. .J
=

-t
i,
:-

1.5
2.O

2.5
3.0
3.5

..1

I 3.371
17.00(

113.6:
I 24.Ot

138.8:

Putting t}le value of cenain difference

we get

/dv\
/dv\
\dx/ u-o Ux/ *= r.oo -

fo.orn

)(-

We have New

0.05

0.0005e) * -j lo.oooosr]

v=yo+uayo:

= 0.500233

ld2v\
\a"-r/

whr

/d'y\
"=o-[oxf"=,.o0
_

dv lT
a"

{ospl [- o.ooo5e - o.oooos)] -= - 0.256

(#)"-.= (H)^=,."= ,o*l

v--fi

#=;*
dtu3

#=s*

u"
t/?

LAI

d2y Ir

F=hz

t'

s1 =*

t,

dx3

lo.oooor1 =o.o

which are ttle required derivauves at

the mentioned point.
iYote ,. The function tabulated above
is

dv-l- '''
"dx-2" -,-

= r-)

d.,
(Lx

1.5

r=ls

.t\.

/dv\
Ex/*= r.* = o s
=

liae >5 =

O.250

=.0.375

&2 .= 1.5 d\'

ft: *= r.s&s atx= I.l

dy_

dx-

Numerical Differentiation

255

alWn"a

the Jirst, second, and, third, deriuatiues of the

jtnction tabulated. blou:, at the
x = 7.5.
.
x
2.O
2.5
3.O
4.O
i

v
Solution

13.625

7.OOO

Form a forward difference table

r.5

3.625
6.625

7.000
13.625
24.000
38.875
59.000

2.O

3.0

4.0

24.OOO

38.875
:

3.OOO

3.750
4.500
5.250

10.375

t4.a75

59.000

o.750
0.750
o.750

20.125

We have Newton's forward formula is

u(u- I) u(u- I)(u-21 ^

AAo+
Y=Yo+uYo+ 2! Aao+
:n
X-X^
dul
= n"dx h
^ * 3u2-6u+2o5,o+
- .......J-l
* 2u-l trAo

where u

ll'. dv
d* =n LAY0
dzvl-

#l

=rr,

#=*
:1ere

[o1'o

dv\

= r.s

d2v\

;'rl=,.=

I) Afuo+ ..'...... ]

t^r".

xo = l.5andh

' dx/*

(u

..1

=0.5 .uJi*=O

[t.uru - j p.000) + + (0.750)] = 4.750

t .
-j*u
[s.ooo - to.z50) ] = e.000

*),.=,,= 6$s

lo'zso ] = o.ooo

- ::atx= 1.5,
dv

d2v

d3v

&=4.75, dxi=9anddF-=6