Professional Documents
Culture Documents
NM Unit - 3 (Notes) 31.8.20
NM Unit - 3 (Notes) 31.8.20
INTERPOLATION
1. Finite Differences
3. Interpolation by Newton’s forward and backward difference formula for equal intervals
4. Newton’s divided difference method and Lagrange’s method for unequal intervals
Part-A(2 marks)
1. What Is Interpolation?
Solution:
A process used to estimate an intermediate value of one (dependent) variable which is a function
of a second (independent) variable when values of the dependent variable corresponding to
several discrete values of the independent variable are known.
2. What are the disadvantages of Lagrange interpolation method?
Solution:
The amount of computation required is large.
Interpolation for additional values, requires the same amount of effort as the first value
(i.e. no part of the previous calculation can be used)
When the numbers of interpolation points are changed (increased/decreased), the results
of the previous computations cannot be used.
Error estimation is difficult (at least may not be convenient).
3. Write down Newton’s forward and backward difference formula.
Solution:
Newton’s forward difference formula
3
ny 0 n ( n 1) y 0
2
n ( n 1)( n 2) y0
y ( x ) f ( x0 nh ) y 0 ...
1! 2! 3!
Newton’s backward difference formula
3
n ( n 1) y 0
2
ny 0 n ( n 1)( n 2) y0
y ( x ) f ( x0 nh ) y 0 ...
1! 2! 3!
dy d 2 y d3y
4. Write down the expressions for , and by Newton’s Forward Difference
dx dx 2 dx 3
formula.
Solution:
2u 1 2 3u 2 6u 2 3 4u 3 18u 2 22u 6 4
dy
dx
f ' ( x0 uh) [ 1
h
y0
2
y0
6
y0
24
y ... ]
d2y 1 6u 2 18u 11 4
dx 2 h 2
[ 2
y0 (u 1) 3
y0
12
y0...... ]
d3y 1 12u 18 4
dx 3
h
[
3 3 y0
12
]
y0 ...
dy d 2 y d3y
5. Write down the expressions for , and by Newton’s Forward Formula for
dx dx 2 dx 3
u=0.
Solution:
dy 1 2 y0 3 y0 4 y0
dx
h
[
y0
2
3
4
... ]
d2y 1 11 4
dx 2
h
[
2 2 y0 3 y0
12
y0 ..... ]
d3y 1 3
dx 3
h
[
3 3 y0 4 y0 .....
2
]
dy d 2 y d3y
6. Write down the expressions for , and by Newton’s Backward formula.
dx dx 2 dx 3
Solution:
2v 1 2 3v 2 6v 2 3 4v3 18v 2 22v 6 4
dy
dx
'
[
1
f ( x0 vh) y0
h 2
y0
6
y0
24
y ... ]
d2y 1 6v 2 18v 11 4
dx 2 h 2
[
2
y0 ( v 1) 3
y0
12
y0...... ]
d3y 1 3 12v 18 4
dx 3
h
[
3 y0
12
y0 ... ]
7. Give the Newton’s Divided Difference formula for unequal intervals.
Solution:
f ( x) f ( x0 ) ( x x0 )# f ( x0 ) ( x x0 )( x x1 )# 2 f ( x0 ) ( x x0 )( x x1 )( x x2 )# 3 f ( x0 ) .. .
x 0 4 2
y sin x 0 0.70711 1.0
0 0
y f (sin( 6)) 6 2 (.70711) 6 6 4 (1)
6
Solution:
0 0
4 4 2 2 2 4
8 1
(.70711) .51743
9 9
13. Compare trapezoidal rule and Simpson’s 1/3 rule for evaluating numerical
differentiation.
Solution:
In a trapezoidal rule, y(x) is a linear function of x. The rule is the simplest one, but it is
least accurate.
In Simpson’s one-third rule, y(x) is polynomial of degree two. This rule is applicable, the
number of intervals must be even.
14. Define Forward , Backward, Central Differences And Divided Difference.
Solution:
Forward Difference f ( x) f ( x h) f ( x)
Backward Difference f ( x) f ( x) f ( x h)
Central Difference f ( x ) f ( x h) f ( x h)
f ( x1 ) f ( x0 )
Divided Difference # f ( x)
x1 x0
xn
15. State trapezoidal rule to evaluate y( x)dx
x0
.
Solution:
xn
y( x)dx 2 h { y y n } 2{ y1 y 2 y 3 ... y n 1 }
1
Trapezoidal rule is given by 0
x0
16. Using trapezoidal rule evaluate 0
sin x dx into six equal parts.
Solution:
0
Here h .
6 6
x 0 2 5
6 3 2 3 6
y 0 1 3 1 3 1 0
2 2 2 2
xn h
x0
f ( x)dx [( y0 yn ) 2( y1 y2 ... yn 1 )]
2
sin x dx 6 (0 0) 2( 1 1 )
0 2 2
3
2
1 3
2 2
1.9541
Solution:
Simpson’s 1 rd Rule:
3
xn h
x0
f ( x)dx [( y0 yn ) 2( y2 y4 y6 ) 4( y1 y3 y5 )]
3
Simpson’s 3 th Rule:
8
xn 3h
x0
f ( x)dx
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
18. Obtain the divided difference table for the Following data.
x : 1 0 2 3
f ( x): 8 3 1 12
Solution:
x f ( x) f ( x ) 2 f ( x) 3 f ( x)
-1 -8
11
0 3 -4
-1 2
2 1 4
11
3 12
x : 0 1 2
y : 1 2 1
Solution:
x y y 2 y
0 1
1 2 -2
-1
2 1
ny 0 n ( n 1) y 0
2
y ( x ) y0 ...
1! 2!
x x0
Where n
h
x( x 2 1)
1 x (2) nx
2
1 2x x2
Solution:
f ( x) f ( x 1) f ( x).
(log x) log( x 1) log x.
x 1
(log x) log .
x
b
21. When does the Simpson’s 1/3 rule for integrating
a
f ( x)dx gives exact result?
Solution:
Simpson’s 1/3 rule gives exact results when f(x) is a polynomial of degree 3.
22. What are the disadvantages of the Simpson’s 3/8 rule compared with the 1/3 rd rule?
Solution:
(i) The number of subintervals must be divisible by 3. It is of the same order as the
Simpson’s 1/3 rule, which only requires that the number of nodal points must be
odd.
(ii) The error constant c in the case of Simpson’s 3/8 rule is c = 3/80, which is much
larger than the error constant c = 1/90, in the case of Simpson’s 1/3 rule.
(iii) Therefore, the error in the case of the Simpson’s 3/8 rule is larger than the error in
the case Simpson 1/3 rule.
Solution:
(e x ) e( x h ) e x e x (eh 1)
m 2 x
(e ) (e x ) e x (eh 1 )
n
(eh 1 )e x ( eh 1is a constant)
(eh 1 )e x (eh 1 ) e x (eh 1 ) 2 .
Solution:
PART – B
Problems:
X 20 23 26 29
Y 0.3420 0.3907 0.4387 0.4848
Solution:
Since x=21 is nearer to the beginning of the table, we use Newton’s Forward Formula
Q O
n
x x 0 nh h
21 20 1
21 20 n(3) n , n
3 3
1
n 0.333 n 0.333
3
y (21) 0.35821
NEWTON’S BACKWARD:
Let x = 28
x xn 28 29
xn nh x n 0.3333
h 3
[OR]
Q O 28 29 1
n n , n n 0.333
h 3 3
n n(n 1) 2 n(n 1)(n 2) 3
y ( x ) yn yn yn yn ............
1! 2! 3!
(0.3333) (0.3333)(0.3333 1)
y (28) 0.4848 0.0461 0.0019
1! 2!
(0.3333)(0.3333 1)(0.3333 2)
0.0012 ............
3!
y (28) 0.4697
2. Form the following half yearly premium policy at different ages, estimate the premium for
policy at the age of 63
X (Age) 45 50 55 60 65
Y (premium) 114.84 96.16 83.32 74.48 68.48
Solution:
Since x= 63 is nearer to the end of the table, we use Newton’s Backward Formula
X y y n 2 yn 3 yn 4 yn
45 114.84
-18.68
50 96.16 5.84
-12.84 -1.84
55 83.32 4 0.68
- 8.84 - 1.16
60 74.48 2.84
-6
65 68.48
2
x x 0 nh 63 65 n(5) 2 5n n 0.4
5
[OR]
Q O 63 65 2
n n , n n 0.4
h 5 5
n n(n 1) 2 n(n 1)(n 2) 3
y ( x ) yn yn yn yn ............
1! 2! 3!
0.4 6 0.4 0.4 1 2.84 0.4 0.4 1 0.4 2 1.16
y (63) 68.48
1! 2! 3!
0.4 0.4 1 0.4 2 0.4 3 0.68 ...........
4!
y (63) 68.48 2.4 0.3408 0.07424 0.028288
y (63) 70.58
3. The population of the town has the following data, estimate the population during the
period 1946 and 1976
X 1941 1951 1961 1971 1981 1991
Y 20 24 29 36 46 51
Solution:
Since x = 1946 is nearer to the beginning of the table, we use Newton’s Forward Formula
X y y y 2 y 2 y 3 y 3 y 4 y 4 y 5 y 5 y
1941 20
4
1951 24 1
5 1
1961 29 2 0
7 1 -9
1971 36 3 -9
10 -8
1981 46 -5
5
1991 51
Newton’s forward:
1
x x 0 nh 1946 1941 n(10) n 0.5
2
[OR]
Q O 1946 1941 5
n n , n n 0.5
h 10 10
n n(n 1) 2 n(n 1)(n 2) 3
y ( x) f ( x 0 nh) y 0 y 0 y0 y0 .................
1! 2! 3!
y (1946) 21.6915
NEWTON’S BACKWARD:
Since x = 1976 is nearer to the end of the table, we use Newton’s Backward Formula
[OR]
y (1976) 40.8087
40.8087 21.6915
19.1172
4. From the following data, find the no of students whose weight is between 60 and 70. The
data is
Weight 0 – 40 40 – 60 60 – 80 80 – 100 100 – 120
No of
250 120 100 70 50
students
Solution:
X y y y 2 y 2 y 3 y 3 y 4 y 4 y
< 40 250
120
< 60 370 – 20
100 – 10
< 80 470 –30 20
70 10
< 100 540 –20
50
< 120 590
Newton’s forward:
1
x x 0 nh 1946 1941 n(10) n 0.5
2
[OR]
Q O 70 40 30
n n , n n 1.5
h 20 20
HW
5. Find f(1.5)
x 0 1 2 3 4
F(x) 858.3 869.6 880.9 802.3 903.6
[Answer 889.29]
1. From the table find f(x) and find f(6) by using Newton’s Interpolation formula
X 1 2 7 8
f(x) 1 5 5 4
Solution:
f ( x) 1 x 1 4 x 1 x 2 2
3 x 1 x 2 x 7 114
f ( x) 1 4 x 4
3
x 2 x x 3 3x 2 2 x 7 x 2 21x 14 1
2 2 4
3 14
2 2 4 x3 5 23
f ( x) 1 4 x 4 x 2 x x2 x 1
3 3 14 7 14
x3 2 5 23 4
f ( x) x 2 x 4 2 1 4 1
14 3 7 14 3
x3 29 107 16
f ( x) x 2 x
14 21 14 3
Sub x = 6
f (6) 0.0714 6 1.3809 6 7.6428 6 5.3333
3 2
f (6) 6.2335
2. Using Newton’s Divided Difference Formula, Find the value of f(2), f(3)and f(15) given
the following table
X 4 5 7 10 11 13
F(x) 48 100 294 900 1210 2028
Solution:
f (2) 48 104 90 30
f (2) 4
f (8) 48 4 52 4 315 4 31
f (8) 448
f (15) 3150
3. Using Newton’s Divided Difference Formula, Find the value of f(656) from the
following table
Solution:
( x x1 )( x x2 )...( x xn ) ( x x0 )( x x2 )...( x xn )
y ( x) f ( x) y0 y1
( x0 x1 )( x0 x2 )...( x0 xn ) ( x1 x0 )( x1 x2 )...( x1 xn )
( x x0 )( x x1 )...( x xn 1 )
... yn
( xn x0 )( xn x1 )...( xn xn 1 )
Example: 1
Using Lagrange’s interpolation formula find y (10) from the following table.
x: 5 6 9 11
y: 12 13 14 16
Solution:
x: 5 6 9 11
x0 x1 x2 x3
Given
y: 12 13 14 16
y0 y1 y2 y3
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y ( x) f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )
Therefore x = 10
y (10) 14.6670
Example: 2
Using Lagrange’s interpolation formula find f (5) from the following table.
x: 1 2 3 4 7
y: 2 4 8 16 128
Solution:
x: 1 2 3 4 7
x0 x1 x2 x3 x4
Given
y: 2 4 8 16 128
y0 y1 y2 y3 y4
( x x1 )( x x2 )( x x3 )( x x4 ) ( x x0 )( x x2 )( x x3 )( x x4 )
y ( x) f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 )( x0 x4 ) ( x1 x0 )( x1 x2 )( x1 x3 )( x1 x4 )
( x x0 )( x x1 )( x x3 )( x x4 ) ( x x0 )( x x1 )( x x2 )( x x4 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 )( x2 x4 ) ( x3 x0 )( x3 x1 )( x3 x2 )( x3 x4 )
( x x0 )( x x1 )( x x2 )( x x3 )
y4
( x4 x0 )( x4 x1 )( x4 x2 )( x4 x3 )
Therefore x = 5
f(5) 32.93
Example: 3
Using Lagrange’s interpolation formula prove that y1 y3 0.3( y5 y3 ) 0.2( y3 y5 ) nearly.
Solution:
x: 5 3 3 5
x0 x1 x2 x3
Given
y: y5 y3 y3 y5
y0 y1 y2 y3
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y ( x) f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )
Therefore x = 1
Example: 4
x: 1 0 2 3
y: 8 3 1 12
Solution:
x: 1 0 2 3
x0 x1 x2 x3
Given
y: 8 3 1 12
y0 y1 y2 y3
( x x1 )( x x2 )( x x3 ) ( x x0 )( x x2 )( x x3 )
y ( x) f ( x) y0 y1
( x0 x1 )( x0 x2 )( x0 x3 ) ( x1 x0 )( x1 x2 )( x1 x3 )
( x x0 )( x x1 )( x x3 ) ( x x0 )( x x1 )( x x2 )
y2 y3
( x2 x0 )( x2 x1 )( x2 x3 ) ( x3 x0 )( x3 x1 )( x3 x2 )
( x 0)( x 2)( x 3) ( x 1)( x 2)( x 3)
y ( x) (8) (3)
(1 0)(1 2)(1 3) (0 1)(0 2)(0 3)
( x 1)( x 0)( x 3) ( x 1)( x 0)( x 2)
(1) (2)
(2 1)(2 0)(2 3) (3 1)(3 0)(3 2)
2 1 1 1
y ( x3 5 x 2 6 x) ( x 3 4 x 2 x 6) ( x3 2 x 2 3x) ( x 3 x 2 2 x)
3 2 6 6
2 1 1 1 10 4 2 1 12 1 3 2 6
y x3 x 2 x
3 2 6 6 3 2 6 6 3 2 6 6 2
7 3 31 2 14 7 x3 31x 2 28 x 18
y x x x 3
6 6 3 6
6 y 7 x3 31x 2 28x 18
Therefore y( x = 1)
y 2 6 3 3 2
( x x0 )( x x1 )...( x xn 1 )
... yn
( xn x0 )( xn x1 )...( xn xn 1 )
Example: 5
Find the age corresponding to the annuity value 13.6 from the given table.
Age x: 30 35 40 45 50
Annuity value y : 15.9 14.9 14.1 13.3 12.5
Solution:
Given
Age x: 30 35 40 45 50
x0 x1 x2 x3 x4
Annuity value y : 15.9 14.9 14.1 13.3 12.5
y0 y1 y2 y3 y4
y (10) 14.6670
Exercise
1. Using Lagrange’s interpolation formula find f (4) from the following table.
x: 1 3 5 7
y: 24 120 336 720
2. Using Lagrange’s interpolation formula find the value of x when y = 20 and when y = 40 from the
following table.
x: 1 2 3 4
y: 1 8 27 64
x: 0 1 3 4
also find at x = 2
y: 12 0 6 12
NUMERICAL DIFFERENTIATION – NEWTON’S FORWARD DIFFERRENCE
FORMULA
[OR]
In general x x0
First Derivative
dy 1 2u 1 2 3u 2 6u 2 3 4u 3 18u 2 22u 6 4
y0 y0 y0 y0 .........
dx h 2 6 24
Second Derivative
d2y 1 2 6u 2 18u 11 4
2
2
y0 u 1 3
y0 y0 ......
dx h 12
Third Derivative
d3y 1 3 12u 18 4
y0 12 y0 ......
dx3 h2
First Derivative
dy dy 1 1 1 1
y0 2 y0 3 y0 4 y0 ....
x x0 u u0
dx dx h 2 3 4
Second Derivative
d2y d2y 1 2 11 4
2 2 2 y0 3
y0 y0 ....
dx x x0 dx u u0 h 12
Third Derivative
d3y d3y 1 3 3 4
3 3 3 y0 2 y0 ....
dx x x0 dx u u0 h
Newton’s Backward Interpolation for Derivatives
In general x x0
First Derivative
Second Derivative
d2y 1 2 6v 2 18v 11 4
2
2
yn ( v 1) 3
yn yn .....
dx h 12
Third Derivative
d3y 1 3 12v 18 4
3 yn yn .....
dx 3
h 12
First Derivative
dy 1 1 1 1
yn 2 yn 3 yn 4 yn ....
dx x xn h 2 3 4
Second Derivative
d2y 1 2 11 4
yn yn 12 yn ....
3
dx 2 h2
Third Derivative
d3y 1 3 3
3 yn 4 yn ....
dx 3
h 2
PROBLEMS
1
3
1. Find the first two derivatives of x and x=50 and x=56 given the table below
X 50 51 52 53 54 55 56
y 3.6840 3.7084 3.7325 3.7563 3.7798 3.8030 3.8259
Solution:
Since x=50 we use Newton Forward difference formula since x+56, we use Newton’s Backward
difference formula
x y y0 2 y0 3 y0
y0 y0
2
3 y0
50 3.6840
0.0244
51 3.7084 3 10 4
0.0241 0
4
52 3.7325 3 10
0.0238 0
4
53 3.7563 3 10
0.0235 0
4
54 3.7798 3 10
0.0232 0
4
55 3.8030 3 10
0.0229
56 3.8259
Consider x=50
x0 uh x , 50 u (1) 50 u =0
[OR]
QO 50 50
u u , u0
h 1
First Derivative u 0
dy 1 2 y0 3 y0
y0 .....
dx h 2 3
dy 1 1
0.0244 (3 104 ) 0
dx 1 2
dy
0.02425
dx
Second Derivative u 0
d2y 1
2
2 2 y0 3 y0 ...
dx h
d2 y
2
1 3 10 4
dx
d2y
2
3 10 4 0.0003
dx
NEWTON’S BACKWARD FORMULA:
Consider x=56
x0 vh x, 56 v(1) x, v0
[OR]
Q O 56 56
v v , v0
h 1
First Derivative v 0
dy 1 1 1 1
y0 2 y0 3 yo 4 yo ...
dx h 2 3 4
dy 1
0.0229
3 104
dx 1 2
dy
0.02275
dx
Second Derivative v 0
d2 y 1
2
2 2 y0 3 y0
dx h
d2y
2
1 3 104 0
dx
d2y
2
3 104 0.0003
dx
2. The table given below reviles the velocity ‘v’ of a body during the time ‘ t’, find its
acceleration at t = 1.1
Solution:
Here velocity is given,
dv
Hence Acceleration
dt
Since t = 1.1 lies in the beginning of the data so we can use Newton’s forward
difference formula.
x f(x) v 2v 3v 4v
1.0 43.1
4.6
1.1 47.7 0.2
4.4 0.1
1.2 52.1 0.1 0.1
4.3 0.2
1.3 56.4 0.1
4.4
1.4 60.8
Q O 1.1 1.0
u u , u 1
h 0.1
First Derivative u 0
dy 1 2u 1 2 3u 2 6u 2 3 4u 3 18u 2 22u 6 4
y0 y0 y0 y0 .........
dx h 2 6 24
dv dy
i.e) 44.916
dt dx
3. The population of a certain town is given. Find the rate of growth of the population in
the year 1931 – 1971, except 1951.
Solution:
Since x = 1931 lies in the beginning of the data so we can use Newton’s forward
difference formula.
x f(x) v 2v 3v 4v
1931 40.62
20.18
1941 60.80 1.03
19.15 5.49
1951 79.95 4.46 4.47
23.61 1.02
1961 103.56 5.48
29.09
1971 132.65
First Derivative u 0
dy 1 2 y0 3 y0
y0 .....
dx h 2 3
dy 1 1 1 1
20.18 1.03 5.49 4.47
dx 1 2 3 4
dy
23.6425
dx
dy 1 2u 1 2 3u 2 6u 2 3 4u 3 18u 2 22u 6 4
y0 y0 y0 y0 .........
dx h 2 6 24
dv dy
i.e) 44.916
dt dx
Q O 1941 1971 10
u u u u 1
h 10 10
First Derivative u 0
dy 1 2u 1 2 3u 2 6u 2 3 4u 3 18u 2 22u 6 4
y0 y0 y0 y0 .........
dx h 2 6 24
dy
y ' (1941) 1.8378
dx
Q O 1961 1971
v v , v 1
h 10
Newton’s Backward Interpolation for Derivatives
First Derivative v 0
dy
y ' (1961) 2.6675
dx
First Derivative v 0
dy 1 1 1 1
yn 2 yn 3 yn 4 yn ....
dx x xn h 2 3 4
dy 1 5.41 1.02 4.47
y 1971 29.09
dx x xn h 2 3 4
dy
y 1971 3.0105
dx x xn
4. A rod is rotating in a plane. The following table gives the angle 𝜽(in rod) through
which the rod has turned for various values of time‘t’ (in sec). Calculate the angular
velocity and angular acceleration of the rod at t=0.6 sec
Solution:
The difference table is
t 𝜃 ∇𝑦𝑜 2 y0 3 y0 4 y0
0 0
0.12
0.2 0.12 0.25
0.37 0.01
0.4 0.49 0.26 0
0.63 0.01
0.6 1.12 0.27 0
0.9 0.01
0.8 2.02 0.28
1.18
1.0 3.20
xn h
x0
f ( x)dx [( y0 yn ) 2( y1 y2 ... yn 1 )]
2
SIMPSON’S 1 rd RULE:
3
xn h
x0
f ( x)dx [( y0 yn ) 2( y2 y4 y6 ...) 4( y1 y3 y5 ...)]
3
SIMPSON’S 3 th RULE:
8
xn 3h
x0
f ( x)dx
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
Example: 1
3
x dx by using (i) Trapezoidal rule (ii) Simpson’s rule verify your results
4
Evaluate by actual
3
integration.
Solution:
Here f ( x) x y
4
6
So we divided the interval into 6 equal parts with h 1
6
x: 3 2 1 0 1 2 3
y: 81 16 1 0 1 16 81
y0 y1 y2 y3 y4 y5 y6
xn h
x0
f ( x)dx [( y0 yn ) 2( y1 y2 ... yn 1 )]
2
3
h
x dx 2 ( y y6 ) 2( y1 y2 y3 y4 y5 )
4
0
3
3
1
x dx
4
(81 81) 2(16 1 0 1 16)
3
2
x dx 115
4
3
xn h
x0
f ( x)dx [( y0 yn ) 2( y2 y4 y6 ...) 4( y1 y3 y5 ...)]
3
3
h
x dx
4
( y0 y6 ) 2( y2 y4 ) 4( y1 y3 y5 )
3
3
3
1
x dx 3 (81 81) 2(1 1) 4(16 0 16)
4
3
x dx 98
4
3
xn 3h
x0
f ( x)dx
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
3
3h
x dx [( y0 y6 ) 3( y1 y2 y4 y5 ) 2( y3 )]
4
3
8
3
3
x dx 8 (81 81) 3(16 1 1 16) 2(0)
4
3
x dx 99
4
3
(iv)Actual integration
3
3
x5 35 (3)5
3 5
4
x dx 5
3 5
3
x dx 97.2
4
3
Example: 2
6
1
Evaluate I 1 x dx
0
by using (i) Trapezoidal rule (ii) Simpson’s rule
Solution:
1
Here f ( x )
1 x
6
So we divided the interval into 6 equal parts with h 1
6
x: 0 1 2 3 4 5 6
y: 1 12 13 14 15 16 17
y0 y1 y2 y3 y4 y5 y6
xn
h
f ( x)dx 2 [( y
x0
0 yn ) 2( y1 y2 ... yn 1 )]
6
1 h
0 1 x dx ( y0 y6 ) 2( y1 y2 y3 y4 y5 )
2
6
1 1
1 x dx 2 (1 1 7) 2(1 2 1 3 1 4 1 5 1 6)
0
6
1
1 x dx 2.0214
0
6
1 h
1 x dx 3 ( y
0
0 y6 ) 2( y2 y4 ) 4( y1 y3 y5 )
6
1 1
0 1 x dx (1 1 7) 2(1 3 1 5) 4(1 2 1 4 1 6)
3
6
1
1 x dx 1.9587
0
xn
3h
f ( x)dx
x0
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
6
1 3h
1 x dx
0
8
[( y0 y6 ) 3( y1 y2 y4 y5 ) 2( y3 )]
6
1 3
1 x dx 8 (1 1 7) 3(1 2 1 3 1 5 1 6) 2(1 4)
0
6
1
1 x dx 1.96607
0
Example: 3
5.2
Evaluate I log
4
e x dx by using (i) Trapezoidal rule (ii) Simpson’s rule
Solution:
Here f ( x) loge x
1.2
So we divided the interval into 6 equal parts with h 0.2
6
x: 4 4.2 4.4 4.6 4.8 5 5.2
y f ( x) : 1.3863 1.4351 1.4816 1.526 1.5686 1.6094 1.6487
log e x y0 y1 y2 y3 y4 y5 y6
xn
h
f ( x)dx 2 [( y
x0
0 yn ) 2( y1 y2 ... yn 1 )]
5.2
0.2
loge x dx (1.3863 1.6487) 2(1.4351 1.4816 1.5261 1.5686 1.6094)
4
2
5.2
0.2
log e x dx (3.071 15.2416) 1.8276
4
2
xn
h
f ( x)dx 3 [( y
x0
0 yn ) 2( y2 y4 y6 ...) 4( y1 y3 y5 ...)]
5.2
0.2
log e x dx (1.3863 1.6487) 2(1.4816 1.5686) 4(1.4351 1.5261 1.6094)
4
3
5.2
log
4
e x dx 1.8278
xn
3h
f ( x)dx
x0
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
5.2
3(0.2)
log e x dx (1.3863 1.6487) 3(1.4351 1.4816 1.5686 1.6094) 2(1.5261)
4
8
5.2
log
4
e x dx 1.8278
Example: 4
Evaluate I sin x dx by using (i) Trapezoidal rule (ii) Simpson’s rule
0
Solution:
Here f ( x) sin x
Integration length b a 0
So we divided the interval into 8 equal parts with h
8
2 3 4 5 6 7 8
x: 0
8 8 8 8 8 8 8 8
y f ( x) : 0 0.3827 0.7071 0.9239 1 0.9239 0.7071 0.3827 0
sin x y0 y1 y2 y3 y4 y5 y6 y7 y8
xn
h
f ( x)dx 2 [( y
x0
0 yn ) 2( y1 y2 ... yn 1 )]
sin x dx (0 0) 2(0.3827 0.7071 0.9239 1 0.9239 0.7071 0.3827)
0
16
sin x dx 1.9743
0
xn
h
f ( x)dx 3 [( y
x0
0 yn ) 2( y2 y4 y6 ...) 4( y1 y3 y5 ...)]
5.2
0.2
log e x dx (1.3863 1.6487) 2(1.4816 1.5686) 4(1.4351 1.5261 1.6094)
4
3
5.2
log
4
e x dx 1.8278
(iii) Simpson’s 3/8th rule
xn
3h
f ( x)dx
x0
8
[( y0 yn ) 3( y1 y2 y4 y5 ...) 2( y3 y6 y9 ...)]
5.2
3(0.2)
loge x dx (1.3863 1.6487) 3(1.4351 1.4816 1.5686 1.6094) 2(1.5261)
4
8
5.2
log
4
e x dx 1.8278
Example: 5
6
1
Evaluate 1 x
0
2
dx by using Trapezoidal rule. Verify the answer with direct integration.
Solution:
1
Here y f ( x)
1 x2
6
So we divided the interval into 6 equal parts with h 1
6
x: 0 1 2 3 4 5 6
1
y : 1 12 15 1 10 1 17 1 26 1 37
1 x2
y0 y1 y2 y3 y4 y5 y6
Trapezoidal rule
xn
h
f ( x)dx 2 [( y
x0
0 yn ) 2( y1 y2 ... yn 1 )]
6
1 h
1 x
0
2
dx [( y0 y6 ) 2( y1 y2 y3 y4 y5 )]
2
6
1 1
1 x 2
dx (1 1 37) 2(1 2 1 5 1 10 1 26 1 37)
0
2
6
1
0 1 x 2 dx 1.41079950
We know that
6
1
0 1 x 2
1 6
dx tan x tan 1 6 1.4056
0
Exercise
1
1
1. Evaluate 1 x
0
2
dx by using Trapezoidal rule. Verify the answer with direct integration.
e
x2
2. Evaluate dx by using Trapezoidal rule.
0
6
3. Evaluate y dx
0
by using (i) Trapezoidal rule (ii) Simpson’s rule.
DOUBLE INTEGRATION
Trapezoidal Rule
y0 k x0 h
hk
f ( x)dx Sum of the values of f at the four corners
y0 x0
4
Sum of the values of f at the remaining
2
nodes on theboundary
4 Sum of the values of f at the int erior nodes
Simpson’s rule
y0 k x0 h
Sum of the values of f at the four corners
hk
y0 x0
f ( x)dx Sum of the values of f at the odd positions
9 2
on the boundary except the corners
Sum of the values of f at the even positions
4
on the boundary
4 Sum of the values of f at odd positions
8 Sum of the values of f at even positions on
the odd rows of the matrix except boundary rows
8 Sum of the values of f at odd positions
16 Sum of the values of f at even positions on
the even rows of the matrix .
2 2
dxdy
1.Evaluate by using Trapezoidal rule and Simpson’s rule with h = k = 0.25
1 1
x y
Solution:
1
Given h = k = 0.25 and f ( x)
x y
x
1 1.25 1.5 1.75 2
y
1 0.5 0.444 0.4 0.3636 0.33
Simpson’s Rule:
0.25 0.25
2 2
dxdy
x y 0.5 0.33 0.25 0.33 2 0.4 0.2857 0.4 0.2857
1 1
9
4 0.444 0.3636 0.3076 0.2666 0.444 0.3636 0.3076 0.2666
4 0.33 8 0.3636 0.3076 8 0.3636 0.3076 16 0.4 0.333 0.33 0.2857
.0069 1.41 2 1.3714 4 2.7636 4 0.33 8 0.6712 8 0.6712 16 1.3487
0.337
METHOD TWO
1
Given h = k = 0.25 and f ( x)
x y
0.25 0.25
2 2
dxdy
x y 0.5 0.33 0.25 0.33 2 0.444 0.4 0.3636 0.3076 0.2857 0.2666
1 1
4
0.2666 0.2857 0.3076 0.3636 0.4 0.444 4 0.4 0.3636 0.333
0.3076 0.2857 0.3076 0.33 0.3636 0.33
0.015625 1.41 2 4.135 4 3.0211
0.3401
Simpson’s Rule:
1.4 2.4
1
2.Evaluate xy dxdy by using Trapezoidal rule and Simpson’s rule with h = k = 0.25
1 2
Solution:
Divide the range of x and y in to four equal parts.
2.4 2 1.4 1
h 0.1, k 0.1
4 4
1
Given f ( x)
xy
x
2 2.1 2.2 2.3 2.4
y
1 0.5 0.4762 0.4545 0.4348 0.4167
Simpson’s Rule:
0.1 0.1
1.4 2.4
0.5 0.4167 0.3571 0.2976 2 0.4167 0.4545 0.3742 0.3247 4
1
xy dxdy
1 2
9
0.3846 0.4545 0.4762 0.4348 0.3788 0.3205 0.3106 0.3401 0.3788
8 0.3968 0.3623 0.3497 0.4132 16 0.3663 0.3344 0.4329 0.3953
0.001155.2116
0.0613
RELATION BETWEEN OPERATORS
1. Define the operator E . What is it called?
Solution:
Solution:
Since E 1,
3. Prove that E E
4. Find ( E 1) x taking h 1 .
3
Solution:
2
1
7. Evaluate ( E ) x .
2
Solution:
8. Show that .
1 1 1
9. Prove that ( E 2
E 2
)(1 ) 2
2 .
Solution:
10. Write the distributive, commutative and idex laws of the operator .
Solution:
Solution:
(e x ) e( x h ) e x e x (eh 1)
m 2 x
(e ) (e x ) e x (eh 1 )
n
(eh 1 )e x ( eh 1is a constant)
(eh 1 )e x (eh 1 ) e x (eh 1 ) 2
Solution:
f ( x)
12. Prove that log f ( x) log 1
f ( x)
.
Solution:
13. Find f ( x ) , if f ( x) x 2 x 2 and the interval of differencing is unity.
2
Solution:
Solution:
Solution:
Solution:
18. Define the operator, and find the relation connecting and E .
Solution:
1 1
19. Prove that E 2
.
2
Solution:
We know that
20. Find the nth difference of e x .
Solution:
E e hD
Solution:
23. Write the expression for the derivative operator D in terms of the forward difference
operator Δ.
Solution:
UNIT III(Interpolation)
Question Bank
1 2 2
(iv) 1 (v) (1 )(1 ) 1
2 4
X : 20 23 26 29
Pop. : 20 24 29 36 46 51
x : 40 50 60 70 80 90
x: 40 50 60 70 80 90
x : 4 5 7 10 11 13
8. Using Lagrange’s interpolation formula, find y (10) from the following table
x: 5 6 9 11
y: 12 13 14 16
table below:
x: 50 51 52 53 54 55 56
1
dx
10. Evaluate 1 x
0
2
, using Trapezoidal rule with h = 0.2. Hence obtain
12. By dividing the range into ten equal parts, evaluate sin xdx by
0
e
x
13. Evaluate dx by simpson’s one-third rule correct to five decimal
0
2
sin x
14. Evaluate
1
x
dx taking 6 intervals.
1
dx
16. Evaluate 1 x
0
correct 3 decimal places by trapezoidal rule with