Differentiation –Discrete

Functions

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 Forward Difference
Approximation
lim f ( x + Δx ) − f ( x )
f ′( x ) =
Δx → 0 Δx
For a finite ' Δx'

f (x + ∆x ) − f ( x )
f ′( x ) ≈
∆x

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 Graphical Representation Of
Forward Difference
Approximation

f(x)

x x+Δx

Figure 1 Graphical Representation of forward difference approximation of first derivative.

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 Example 1
The upward velocity of a rocket is given as a function of time in Table 1.

Table 1 Velocity as a function of time

t v(t)
s m/s
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Using forward divided difference, find the acceleration of the rocket at t = 16 s .

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 Example 1 Cont.
Solution
To find the acceleration at t = 16s, we need to choose the two values
closest to t = 16s, that also bracket t = 16s to evaluate it. The two
points are t = 15s and t = 20s.
ν (ti +1 ) −ν (ti )
a(ti ) ≈
∆t
ti = 15
ti +1 = 20

∆t = ti +1 − ti
= 20 − 15
=5

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 Example 1 Cont.

ν (20) −ν (15)
a(16) ≈
5
517.35 − 362.78
≈
5
≈ 30.914 m/s 2

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 Direct Fit Polynomials
In this method, given ' n + 1' data points ( x0 , y 0 ), ( x1 , y1 ), ( x 2 , y 2 ), , ( x n , y n )
one can fit a n th order polynomial given by
Pn (x ) = a0 + a1 x +  + an −1 x n −1 + an x n

To find the first derivative,

Pn′( x ) = = a1 + 2a 2 x +  + (n − 1)a n −1 x n −2 + na n x n −1
dPn ( x )
dx

Similarly other derivatives can be found.

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 Example 2-Direct Fit Polynomials
The upward velocity of a rocket is given as a function of time in Table 2.

Table 2 Velocity as a function of time

t v(t)
s m/s
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Using the third order polynomial interpolant for velocity, find the
acceleration of the rocket at t = 16 s .

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 Example 2-Direct Fit Polynomials cont.
Solution
For the third order polynomial (also called cubic interpolation), we choose the velocity given by

v(t ) = a 0 + a1t + a 2 t 2 + a3 t 3
Since we want to find the velocity at t = 16 s , and we are using third order polynomial, we need
to choose the four points closest to t = 16 s and that also bracket t = 16 s to evaluate it.

The four points are to = 10, t1 = 15, t 2 = 20, and t3 = 22.5.

to = 10, v(to ) = 227.04

t1 = 15, v(t1 ) = 362.78

t 2 = 20, v(t 2 ) = 517.35
t3 = 22.5, v(t3 ) = 602.97
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 Example 2-Direct Fit Polynomials cont.
such that
v(10 ) = 227.04 = a 0 + a1 (10) + a 2 (10 ) + a3 (10 )
2 3

v(15) = 362.78 = a0 + a1 (15) + a2 (15) + a3 (15)

2 3

v(20 ) = 517.35 = a0 + a1 (20 ) + a2 (20 ) + a3 (20 )

2 3

v(22.5) = 602.97 = a0 + a1 (22.5) + a2 (22.5) + a3 (22.5)

2 3

Writing the four equations in matrix form, we have

1 10 100 1000  a 0  227.04

1 15 225 3375   a  362.78
  1  =  
1 20 400 8000  a 2  517.35
    
1 22 .5 506. 25 11391  3  
a 602. 97 
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 Example 2-Direct Fit Polynomials cont.
Solving the above four equations gives

a0 = −4.3810
a1 = 21.289
a2 = 0.13065
a3 = 0.0054606
Hence

v(t ) = a0 + a1t + a2t 2 + a3t 3

= −4.3810 + 21.289t + 0.13065t 2 + 0.0054606t 3 , 10 ≤ t ≤ 22.5

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 Example 2-Direct Fit Polynomials cont.

Figure 1 Graph of upward velocity of the rocket vs. time.

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,

Example 2-Direct Fit Polynomials cont.

The acceleration at t=16 is given by

a(16 ) = v(t ) t =16

d
dt
Given that
ν (t ) = −4.3810 + 21.289t + 0.13065t 2 + 0.0054606t 3 ,10 ≤ t ≤ 22.5
a(t ) = v(t )
d
dt
=
d
dt
(
− 4.3810 + 21.289t + 0.13065t 2 + 0.0054606t 3 )
= 21.289 + 0.26130t + 0.016382t 2 , 10 ≤ t ≤ 22.5

a(16 ) = 21.289 + 0.26130(16 ) + 0.016382(16 )

2

= 29.664m/s 2
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 Lagrange Polynomial
In this method, given ( x1 , y1 ),, ( xn , yn ) , one can fit a (n − 1)th order Lagrangian polynomial
given by
n
f n ( x) = ∑ L ( x) f ( x )
i =0
i i

where ‘ n ’ in f n (x) stands for the n th order polynomial that approximates the function
y = f (x) given at (n + 1) data points as (x0 , y 0 ), (x1 , y1 ),......, (x n −1 , y n −1 ), (x n , y n ) , and
n x − xj
Li ( x) = ∏
j =0 xi − x j
j ≠i

Li (x) a weighting function that includes a product of (n − 1) terms with terms of

j=i omitted.

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 Lagrange Polynomial Cont.
Then to find the first derivative, one can differentiate f n (x ) once, and so on

for other derivatives.

For example, the second order Lagrange polynomial passing through

(x0 , y0 ), (x1 , y1 ), (x2 , y2 ) is

f 2 (x ) =
(x − x1 )(x − x2 ) f (x ) + (x − x0 )(x − x2 ) f (x ) + (x − x0 )(x − x1 ) f (x )
(x0 − x1 )(x0 − x2 ) 0 (x1 − x0 )(x1 − x2 ) 1 (x2 − x0 )(x2 − x1 ) 2

Differentiating equation (2) gives

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 Lagrange Polynomial Cont.
′ 2 x − ( x1 + x2 ) 2 x − ( x0 + x2 ) 2 x − ( x0 + x1 )
f 2 (x ) = f ( x0 ) + f ( x1 ) + f (x )
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 ) 2

Differentiating again would give the second derivative as

f 2′′( x ) = f ( x0 ) + f ( x1 ) + f ( x2 )
2 2 2
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 )

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 Example 3
The upward velocity of a rocket is given as a function of time in Table 3.

Table 3 Velocity as a function of time

t v(t)
s m/s
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Determine the value of the acceleration at t = 16 s using the second

order Lagrangian polynomial interpolation for velocity.

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 Example 3 Cont.
Solution
 t − t1  t − t 2   t − t0  t − t 2   t − t0  t − t1 
v(t ) =   v(t 0 ) +   v(t1 ) +   v(t 2 )
 t 0 − t1  t 0 − t 2   t1 − t 0  t1 − t 2   t2 − t0  t 2 − t1 
2t − (t1 + t 2 ) 2t − (t 0 + t 2 )
a(t ) = ν (t 0 ) + ν (t1 ) + 2t − (t0 + t1 ) ν(t2 )
(t 0 − t1 )(t 0 − t 2 ) (t1 − t 0 )(t1 − t 2 ) (t2 − t0 )(t2 − t1 )
2(16 ) − (15 + 20 )
a(16) = (227.04) + 2(16) − (10 + 20) (362.78) + (20
2(16 ) − (10 + 15)
(517.35)
(10 − 15)(10 − 20) (15 − 10)(15 − 20) − 10 )(20 − 15)

= −0.06(227.04 ) − 0.08(362.78) + 0.14(517.35)

= 29.784m/s 2

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