Numerical Differentiation

DEFINITION

' =

+
f
df
d
lim
f f
( )
( ) ( ) ( )
x
x
x
h
x h x
h
0


Analytical solution employing this definition is demonstrated as follows
Example : What is ' y x ( ) at x=a given that f(x x ) =
3
?
Solution : Following the above definition;

' =

+
=

+
=

+ + +
=

+ +
=

+ +
=
y x
h
y x h y x
h
h
a h a
h
h
a a h ah h a
h
h
a h ah h
h
h
a ah h
a
( )
( ) ( )
( )
lim
lim
lim
lim
lim
0
0
0
3 3
0
3 3
0
3 3
3
3 3
3 2 2 3 3
2 2 3
2 2
2


Numerical solution of this problem is basically based on simplification on the limit term in such that value
of h h ~ A rather than h 0 . It is logical, therefore, the smaller one choose the value for Ah the closer
the result to the true value (i.e. obtained by analytical solution). Accordingly, one way to express numerical
solution is as follows;

' =
+
~
f
df
d
f f
( )
( ) ( ) ( )
x
x
x
x h x
h
h x A

or
' =
+
f
df
d
f f
( )
( ) ( ) ( )
x
x
x
x x x
x
A
A



TAYLOR SERIES

More flexible way to formulate derivative term numerically is based on Taylor series expansion. Taylors
theorem states that:
f f
d f
d
d f
d
d f
d
d f
d
1 2 3
4
( )
!
( )
!
( )
!
( )
!
( )
!
( )
.....
x x
x
x
x x
x
x x
x
x x
x
x x
x
0
0
0
1
0
1
2
0
2
3
0
3
4
0
4
0 1 2 3
4
+ = + + +
+ +
A
A A A A
A
[1a]
or
f f
d f
d
d f
d
d f
d
d f
d
1 2 3
4
( )
!
( )
!
( )
!
( )
!
( )
!
( )
.....
x x
x
x
x x
x
x x
x
x x
x
x x
x
0
0
0
1
0
1
2
0
2
3
0
3
4
0
4
0 1 2 3
4
= +
+ +
A
A A A A
A
[1b]
The above two series provide a mean to predict value of function f(x) at x
0
+Ax when values of f(x
0
), x
0
, and
Ax are given.
For partial derivative:
f f
f f
f f
f f f
( , ) ( , )
!
( , )
!
( , )
!
( , )
!
( , )
!
( , )
!
( , )
!
( , )
x x y y x y
x x y
x
y x y
y
x x y
x
y x y
y
x x y
x
y x y
y
x x y
0 0 0 0
1 1
0 0
1
1 1
0 0
1
2 2
0 0
2
2 2
0 0
2
3 3
0 0
3
3 3
0 0
3
4 4
0 0
1 1
2 2
3 3 4
+ + = + +
+ + +
+ +
A A
A A
A A
A A A
c
c
c
c
c
c
c
c
c
c
c
c
c
cx
4
+.....
[2]

x
0

Ax
x
0
+Ax

f(x
0
) f(x
0
+Ax)

Example : What is the error in y of equation y x x = + 2
3
at x=1.1 if it is predicted using Taylors
series ?

Solution : By Taylors series expansion


( ) ( )
( )
( ) ( )
y y
y x y x y x y x
x x x x
( . ) ( . )
( ) . ( )
.
( )
.
( )
.
. .
( )
. . ( ) . ( )
. . .
.
11 1 01
01
01
2
01
6
2 01 6 1
01
2
12
01
6
12
2 1 1 01 6 1 1 0005 12 1 0000167 12
3 07 006 0002004
3762004
2 3
3 2
2 3
3 2
= +
= + ' + '' + '''
= + + + + +
= + + + + +
= + + +
=


Analytical solution of y at x=1.1 is y = + = 2 11 11 3762
3
. . .

DERIVATIVE NUMERICAL FORMULATION BASED ON TAYLOR SERIES
A. First derivative
Forward difference
f f
df
d
truncation
( ) ( )
( )
x x x x
x
x
0 0
0
+ = + + A A c
so that
df
d
=
f f
truncation
( ) ( ) ( ) x
x
x x x
x
0 0 0
+
+
A
A
c
or
df
d
f f ( ) ( ) ( ) x
x
x x x
x
0 0 0
~
+ A
A

Backward difference
f f
df
d
truncation
( ) ( )
( )
x x x x
x
x
0 0
0
= + A A c
df
d
f f ( ) ( ) ( ) x
x
x x x
x
0 0 0
~
A
A

Central difference
f f
df
d
truncation
( ) ( )
( )
x x x x
x
x
0 0
0
+ = + + A A c
f f
df
d
truncation
( ) ( )
( )
x x x x
x
x
0 0
0
= + A A c
f f
df
d
( ) ( )
( )
x x x x x
x
x
0 0
0
2 + + = A A A
so that
df
d
f f ( ) ( ) ( ) x
x
x x x x
x
0 0 0
2
~
+ + A A
A


B. Second derivative
Central difference
f f
df
d
d f
d
2
truncation
( ) ( )
( ) ( )
x x x x
x
x
x x
x
0 0
0
2
0
2
+ = + + + A A
A
c
f f
df
d
d f
d
2
truncation
( ) ( )
( ) ( )
x x x x
x
x
x x
x
0 0
0
2
0
2
2
= + + A A
A
c
2
0
2
2
0 0 0
d
) ( f d
) ( f 2 ) ( f ) ( f
x
x
x x x x x x A + = A + A +
so that
2
0 0 0
2
0
2
) ( f + ) ( f 2 ) ( f
d
) ( f d
x
x x x x x
x
x
A
A A +
~


C. High accuracy first derivative
f f
df
d
d f
d
2
truncation
( ) ( )
( ) ( )
x x x x
x
x
x x
x
0 0
0
2
0
2
+ = + + + A A
A
c
or
df
d
=
f f d f
d
2
truncation
( ) ( ) ( ) ( ) x
x
x x x
x
x x
x
0 0 0 0
2
+
+
A
A
A
c
Substituting the second derivative term the result obtained in (B) above:
df
d
=
f f f f f
f f f f f
- f f f
truncation
truncation
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) (
x
x
x x x
x
x x x x x x
x
x x x
x
x x x x x
x
x x x x
0 0 0 0 0 0
2
0 0 0 0 0
0 0
2
2
2
2
4 3
+
|
\

|
.
|
+ + + |
\

|
.
|
+
=
+
|
\

|
.
|
+ + +
|
\

|
.
| +
=
+ +
A
A
A A A
A
A
A
A A
A
A
c
c
0
2
+
+
A
A
x
x
)
c
truncation

or
df
d
- f f f ( ) ( ) ( ) ( ) x
x
x x x x x
x
0 0 0 0
4 3
2
~
+ + + A A
A


Numerical I ntegration
DEFINITION

f x dx f u x
i
i
n
( ) ( ) =


|
\

|
.
|
}

=
lim
x 0 A
A
1


Point u
i
is a point in x-axis choosen in such that the product of f(u
i
).Ax representing the shaded area and this
area should be regarded as the i
th
area which can be related to point x
i
.

Alternative procedure to obtain solution of integral are:
1. Analitical approach;
a) Employing definition of integral
b) Deriving general form of an equation based on definition of integral to obtain Integration Rule or
Formula. For example based on derivation of antiderivative of polinomial, it can be shown that;
ax dx
a
b
x
b b
=
+
+
}
1
1

2. Numerical approach : most often the procedure is based on Interpolatory Numerical Integration
method


x
i

x
0
=a
x
n
=b
f(x)
Ax
u
i
(x
i
,Ax)
f(u
i
)
f(x
i
)
PREVIEW ON ANALITICAL APPROACH

Example:
Find x dx
a
b
2
}
using definition of integral and verify the result using antiderivative formula at a=2
and b=3
Solution:

By definition:
f x dx f u x
i
i
n
( ) ( ) =


|
\

|
.
|
}

=
lim
x 0 A
A
1


When Ax 0 then f u f x
i i
( ) ( ) , so
f x dx f x x
i
i
n
( ) ( ) =


|
\

|
.
|
}

=
lim
x 0 A
A
1

So that
x dx x x
i
i
n
2 2
1
=


|
\

|
.
|
}

=
lim
x 0 A
A ( )
The figure above shows that x
i
= a + i.Ax in which i=1,2,3,...n in such that x
0
=a, x
n
=b and Ax= (a-b)/n.
Subtituting these, one will get;


x dx
x
a i x x
x
a x a i x i x
x
a
b a
n
a i
b a
n
i
b a
n
i
n
i
n
i
n
2 2
1
2 2 2 3
1
2
1
2
2
3
0
0
2
0
2
}

=

+

(
=

+ +

(
=



|
\

|
.
|
+

|
\

|
.
|
+

|
\

|
.
|

(
(
=
=
=
lim
lim
lim
A
A A
A
A A A
A
( )
( )

Note that the term Ax has been eliminated from the equation so that thr term of Ax 0 becomes
meaningless. On the otherhand, when the length of Ax decreases, the value of n will increase. This means

x
i
x
0
=a
x
n
=b
f(x)
Ax
that n will be infinity as Ax becomes infinitesimal. Based on this fact the above expression can be written as
the following:
x dx
n
a
b a
n
a i
b a
n
i
b a
n
n
a
b a
n
n
a
b a
n
i
n
b a
n
i
i
n
i
n
i
n
i
n
2 2
2
2
3
1
2
1
2
1
3
2
1
2
2
}


=



|
\

|
.
|
+

|
\

|
.
|
+

|
\

|
.
|
|
\

|
.
|
|

(
(
=



|
\

|
.
|

(
+



|
\

|
.
|

(
(
+



|
\

|
.
|

(
(
=
= = =
lim
lim lim lim


Now, the first term becomes;

( )
lim
n
a
b a
n
a b a n
i
n



|
\

|
.
|

(
=
=

2
1
2
,
And since E i = (n(n+1))/2 and E i
2
= (n(n+1)(2n+1))/6, the second and the third terms become;
lim lim
lim
n
a
b a
n
i
n
a
b a
n
n n
n
a b
a b
n
a b
a b
n
a
a
n
a b a b a
i
n



|
\

|
.
|

(
(
=



|
\

|
.
|

+
|
\

|
.
|

(
(
=

+



+ +
|
\

|
.
|
= +
=

2 2
1
2
2
2
2
2
1
2
2
2
2
2
3
3
2 2 3
( )

and
lim lim
lim
n
b a
n
i
n
b a
n
n n n
n
b b
n
b
n
a b
a b
n
a b
n
a b
a
n
a b
n
a a
n
a
n
i
n


|
\

|
.
|

(
(
=


|
\

|
.
|
+ +
|
\

|
.
|

(
(
=

+ +

+ +

+


|
=

3
2
1
3
3 3 3
2
2
2 2
2
2
2 2
2
3 3 3
2
1 2 1
6
3 2
6
3
2
2
3
2
2
3 2
6
( ) ( )
\

|
.
|
|
= +
1
3
1
3
3 2 2 3
b a b a b a
Putting all the terms back together will result in the following:
( )( )
x
a
dx a b a a b a b a b a b a b a
b a a a b b
b
2 2 2 2 3 3 2 2 3
2 2
2
1
3
1
3
1
3
}
= + + + +
|
\

|
.
|
= + +
( ) ( )


Given those a=2 and b=3;
( )( )
( )( )
x
a
dx b a a a b b
b
2 2 2
2 2
1
3
1
3
3 2 2 2 3 3
6 3333
}
= + +
= + +
= .


Alternativelly, using power antiderivative formula, one may get;
x
a
dx x
b
2 3
2
3
2 2
1
3
1
3
3
1
3
2
6 3333
}
=
=
=
( ) ( )
.



NUMERICAL APPROACH

f x dx g x dx ( ) ( ) ~
} }


Where g(x) is a continues function that:
1. Satisfy f(x) at x
i
, in which i=1, 2, ..., n.
2. Relativelly easy to integrate.

Polynomials form is commonly used as g(x). Procedure:
1. Construct polynomials that pass through the given points. For example; use Lagrange interpolating
polynomials.
2. Integrate the obtained polynomials


LAGRANGE INTERPOLATING POLYNOMIALS

g x f x
x x
x x
i
j
i j
j
j i
n
i
n
( ) ( ) =

|
\

|
.
|
|

(
(
(
(
=
=
=
[
0 0

So that, for example, if n=2 then :
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
g x
x x x x
x x x x
f x
x x x x
x x x x
f x
x x x x
x x x x
f x
o
( ) ( ) ( ) ( ) =


+


+


1 2
0 1 0 2
0 2
1 0 1 2
1
0 1
2 0 2 1
2

And to construct g(x) that pass through points f(1)=0, f(2)=3, f(3)=16 then;
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
g x
x x x x x x
x x
( ) =


+


+


= +
2 3
1 2 1 3
0
1 3
2 1 2 3
3
1 2
3 1 3 2
16
5 12 7
2


NUMERICAL INTEGRATION EMPLOYING LAGRANGE POLYNOMIALS WITH n=2
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( )
f x dx
x x x x
x x x x
f x
x x x x
x x x x
f x
x x x x
x x x x
f x dx
f x
h
x x x x x x x dx
f x
h
x x x x
a
b
o
x
x
x
x
( )
( ) ( ) ( )
( )
( )
}
}
}

~


+


+

(
(

~

1 2
0 1 0 2
0 2
1 0 1 2
1
0 1
2 0 2 1
2
0
2
2
1 2 1 2
1
2
2
0
0
2
0
2
2
( )
( )
| |

+
~ + +
}
}
x x x dx
f x
h
x x x x x x x dx
h
f x f x f x
x
x
x
x
2 0 2
2
2
2
0 1 0 1
0 1 2
0
2
0
2
2
3
4
( )
( ) ( ) ( )

NUMERICAL INTEGRATION EMPLOYING LAGRANGE POLYNOMIALS WITH n=1
( )
( )
( )
( )
( ) ( )
f x dx
x x
x x
f x
x x
x x
f x dx
f x
h
x x dx
f x
h
x x dx
f x
h
x x x
f x
h
x x x
f x
a
b
o
x
x
o
x
x
x
x
o
x
x
x
x
o
( )
( ) ( )
( ) ( )
( ) ( )
( )
}
}
} }

(
(

~

+
~

|
\

|
.
| +
|
\

|
.
|
~

1
0 1
0
1 0
1
1
1
0
2
1
1 2
0
0
1
0
1
0
1
0
1
0
1
1
2
1
2
h
x x x x x
f x
h
x x x x x
f x
h
x x x x
f x
h
x x x x
o

|
\

|
.
|
|
\

|
.
|

(
+
|
\

|
.
|
|
\

|
.
|

(
~

+
|
\

|
.
| + +
|
\

|
.
|
~
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
0
2
0 1
1
1
2
0 1 0
2
0
2
1
2
0 1 0
2 1
0
2
0 1 1
2
( )
( ) ( )
| |
f x
h
x x
f x
h
x x
h
f x f x
o
o o
( )
( )
( )
( )
( ) ( )
+
~ +
1
2
1
2
2
1 0
2 1
1 0
2
N Points Rules Name Formula
1 2 Trapezoidal
( )
( ) ( )
b a
f x f x

+
0 1
2

2 3 Simpsons 1/3
( )
( ) ( ) ( )
b a
f x f x f x

+ +
0 1 2
4
6

3 4 Simpsons 3/8
( )
( ) ( ) ( ) ( )
b a
f x f x f x f x

+ + +
0 1 2 3
3 3
8

4 5 Booles
( )
( ) ( ) ( ) ( ) ( )
b a
f x f x f x f x f x

+ + + + 7 32 12 32 7
90
0 1 2 3 4

5 6
( )
( ) ( ) ( ) ( ) ( ) ( )
b a
f x f x f x f x f x f x

+ + + + + 19 75 50 50 75 19
288
0 1 2 3 4 5




OTHER APPROACH

1. Minimizing Trapezoidal rule error Ricradson Extrapolation, Romberg Integration
I
I I
j k
k
j k j k
k
,
, ,
~

+ +

4
4 1
1
1 1 1
1

2. Area Substitution Gauss Quadrature
Two-points I f f ~
|
\

|
.
| +
|
\

|
.
|
1
3
1
3
.
Three Points see pp 517-519

Ordinary differential Equation
GENERAL FORM OF ODE
Speed (v) change of falling parachute with respect to time:

dv
dt
g
c
m
v =
In which g, m, c are gravity acceleration, mass, and drag constant respectivelly. If these three variables are
regarded as constant parameter, this equation can be express mathematically as:

dv
dt
v f v ' = ( )
Note that the above equation state that: first derivative of v is function of v itself. This patern is the basic
form of ODE..

NUMERICAL FORMULATION OF ODE BASED ON GEOMETRIC INTERPRETATION.

Euler Method
Keep in mind that y=f(x, y) is an ODE but y=f(x) is not. Graphicaly, y=f(x, y) can be plotted as shown in
figure 1. Recall that numerical formulation for first derivative using forward differnce is:
' =
+
+ = + '
y x
y x x y x
x
y x x y x y x y x
i
i i
i i i i
( )
( ) ( )
( ) ( ) ( , )
A
A
A A


Since, according to definition of ODE, ' = y x y f x y
i i i i
( , ) ( , ) then:
y x x y x f x y x
i i i i
( ) ( ) ( , ) + = + A A
Plot of the last form is sown in figure 2.


y
y
x
x
y=f(x)
y=f(x)
y(x
i
y
i
)=f(x,y)
Figure 1 Figure 2
x
i

x
i

y(x
i
) y(x
i
+Ax)
Ax
x
i
+Ax
y(x
i
y
i
)=f(x,y)
Example on Euler Method


Example: If y is function of x, plot numerically the first derivative of x
2
.y+x.y
3
=x+y given that y(2)=3.
Use Ax=0.1.
NOTE: - at least one initial condition should be known. In this case y(2)=3.
- in practical field implementation value of Ax is up to the modeler
Solution:
x y x y x y
2 3
+ = +
First derivative of this function is:

( ) ( )
2 3 1
2 3 2
x y x y y x y y y + ' + + ' = + '
After solving for y we get
' =
+
+
y
x y y
x y x
1 2
3 1
3
2 2

or written in complete notation:
' =
+
+
y x y
x y x y x
x y x x
( , )
( ) ( )
( )
1 2
3 1
3
2 2

First derivative numerical solution by Euler method:

y x x y x y x y x
y x
x y x y x
x y x x
x
i i i i
i
i i i
i i i
( ) ( ) ( , )
( )
( ) ( )
( )
+ = + '
= +
+
+
|
\

|
.
|
A A
A
1 2
3 1
3
2 2

Therefore


y
y y
y y
y
y y
y y
y
( )
( . ) ( )
( ) ( )
( )
.
.
.
( . ) ( . )
. ( . ) ( . )
. ( . ) .
.
.
. . .
2 3
21 2
1 2 2 2 2
2 3 2 2 1
01
3
1 2 2 3 3
2 3 3 2 1
01
2 933
2 2 21
1 2 21 21 21
21 3 21 21 1
01
2 933
1 2 21 2 933 2
3
2 2
3
2 2
3
2 2
=
= +
+
+
|
\

|
.
|

= +
+
+
|
\

|
.
|

=
= +
+
+
|
\

|
.
|

= +
+ 933
21 3 2 933 21 1
01
2 870
2 3 2 809
3
2 2
. . .
.
.
( . ) .
+
|
\

|
.
|

=
= y




IMPROVEMENT ON EULER METHOD (PERDICTOR-CORRECTOR METHOD)


A. Heuns Method

Lets denote y x y
i i
( ) and y x x y
i i x
( ) +
+
A
A
, then formulation of:

Predictor: y y f x y x
i x i i i +
= +
A
A
0
( , )

Corrector: y y
f x y f x x y
x
i x i
i i i i x
+
+
= +
+ +

A
A
A
A
1
0
2
( , ) ( , )



B. Modified Euler Method

Predictor: y y f x y
x
i x
i i i
+
= +
1
2
0
2
A
A
( , )
Corrector:

y y f x x y x
i x i i
i x
+
+
= + +
A
A
A A
1 1
2
0
1
2
( , )



Note:

- x
i
+ Ax means the value of x
i
added by a length as much as Ax
- y
i+Ax
means the value of y at x = x
i
+ Ax aproximated by the formula
- y
i
+ Ax.k means the value of y at x = x
i
added by a length as much as the product of
Ax and k.

General form is y
i+Ax
= y
i
+ |.Ax where |= average slope. Therefore, the three methods presented so far are
only different in the way they predict the average slope.


(x
i
,y
i
)
y=f(x
i
,y
i
)
Ax
Ax. f(x
i
,y
i
)
(x
i
,y
i
)
y=f(x
i
,y
i
)
Ax
Ax. f(x
i
,y
i
)
y=f(x
i
+Ax,y
i+Ax
)
(x
i
,y
i
)
y=f(x
i
,y
i
)
Ax
Ax. f(x
i
,y
i
)
y=f(x
i
+Ax,y
i+Ax
)
|
|
|
Euler
Heuns Modified Euler
C. Runge-Kutta Method

General form of numerical ODE solution

y y x y x x
i x i i i +
= +
A
A A |( , , )

Where
|(x ,y , x)=a k a k a k
k f x y
k f x p x y q x k
k f x p x y q x k q x k
k f x p x y q x k q x k q x k
k f x p x y
i i n n
i i
i i
i i
i i
n i n
A
A A
A A A
A A A A
A
1 1 2 2
1
2 1 11 1
3 2 21 1 22 2
4 3 31 1 32 2 33 3
1
+ + +
=
= + +
= + + +
= + + + +
-
-
= +

( , )
( , )
( , )
( , )
( ,
( )
i n n n n n
n i n i n j j
j
n
q x k q x k q x k
k f x p x y x q k
+ + + +
= + +
|
\

|
.
|
|


=

11 1 1 2 2 1 1 1
1 1
1
1
, , ,
,
)
,
A A A
A A
or


For example, derivation of the second order RK (n=2), in which:

y y a k a k x
k f x y
k f x p x y q k x
i x i
i i
i i
+
= + +
=
= + +
A
A
A A
( )
( , )
( , )
1 1 2 2
1
2 1 11 1


Substituting the k
1
and k
2
it will become

y y a k a k x
y a k x a k x
y a x f x y a x f x p x y q k x
i x i
i
i i i i i
+
= + +
= + +
= + + + +
A
A
A A
A A A A
( )
( , ) ( , )
1 1 2 2
1 1 2 2
1 2 1 11 1
[1]

Taylor series expansion for a function with two dependent varibles:
g x r y s g x y r
g x y
x
s
x y
y
( , ) ( , )
( , ) ( , )
+ + = + +
c
c
c
c

Employing this expansion for the form of f(x
i
+p
1
Ax, y
i
+q
11
k
1
Ax) in eqn. [1]:

f x p x y q k x
f x y p x
f x y
x
q k x
f x y
x
i i
i i
i i i i
( , )
( , )
( , ) ( , )
+ + =
+ +
1 11 1
1 11 1
A A
A A
c
c
c
c
[2]
substituting back [2] into [1]:
y y a x f x y a x f x p x y q k x
y a x f x y a x f x y p x
f x y
x
q k x
f x y
y
y a a x f x y a p x
f x
i x i i i i i
i i i i i
i i i i
i i i
+
= + + + +
= + + + +
|
\

|
.
|
= + + +
A
A A A A
A A A A
A A
1 2 1 11 1
1 2 1 11 1
1 2 2 1
2
( , ) ( , )
( , ) ( , )
( , ) ( , )
( ) ( , )
(
c
c
c
c
c
i i i i
y
x
a q k x
f x y
y
, ) ( , )
c
c
c
+
2 11 1
2
A

Since k
1
=f(x
i
, y
i
) and after algebra manipulation one will get:

y y a a x f x y
a p x
f x y
x
a q x f x y
f x y
y
i x i i i
i i
i i
i i
+
= + +
+
+
A
A
A
A
( ) ( , )
( , )
( , )
( , )
1 2
2 1
2
2 11
2
c
c
c
c
[3]

Recall that based on Taylor series expansion:
y y x x y x
dy
dx
x d y
dx
i x i +
+ = + + +
A
A A
A
( ) ........
2 2
2
2

Since dy/dx=f(x,y), then

y y x f x y
x df x y
dx
y x f x y
x f x y
x
f x y
y
dy x
dx
i x i
i
+
= + + +
= + + +
|
\

|
.
| +
A
A
A
A
A
( , )
( , )
........
( , )
( , ) ( , ) ( )
........
2
2
2
2
c
c
c
c

Or

y y x f x y
x
f x y
x
x f x y
f x y
y
i x i +
= +
+
+
A
A
A
A
1
1
2
1
2
2
2
( , )
( , )
( , )
( , )
c
c
c
c
[4]

Comparing [3] and [4] we conclude that

a a
a p
a q
1 2
2 1
1
2
2 11
1
2
1 + =
=
=
[5]

Solving system of equation [5] and choosing a
2
to be then a
1
= and p
1
= q
11
=1, then
y y k k x
i x i +
= + +
|
\

|
.
|
A
A
1
2
1
2
1 2

1. Secod Oder:

y y k k x
k f x y
k f x x y x k
i x i
i i
i i
+
= + +
|
\

|
.
|
=
= + +
A
A
A A
1
2
1
2
1 2
1
2 1
Where:
( , )
( , )


2. Third Order

( ) y y k k k x
k f x y
k f x x y x k
k f x x y x k x k
i x i
i i
i i
i i
+
= + + +
|
\

|
.
|
=
= + +
= + +
A
A
A A
A A A
1
6
4
2
1 2 3
1
2
1
2
1
2
1
3 1 2
Where:
( , )
( , )
( , )


3. Fourth Order

( ) y y k k k k x
k f x y
k f x x y x k
k f x x y x k
k f x x y x k
i x i
i i
i i
i i
i i
+
= + + + +
|
\

|
.
|
=
= + +
= + +
= + +
A
A
A A
A A
A A
1
6
2 2
1 2 3 4
1
2
1
2
1
2
1
3
1
2
1
2
2
4 3
Where:
( , )
( , )
( , )
( , )


4. Fifth Order

( ) y y k k k k k x
k f x y
k f x x y x k
k f x x y x k x k
k f x x y x k x k
k f x x y
i x i
i i
i i
i i
i i
i i
+
= + + + + +
|
\

|
.
|
=
= + +
= + + +
= + +
= + +
A
A
A A
A A A
A A A
A
1
90
7 32 12 32 7
1 3 4 5 6
1
2
1
4
1
4
1
3
1
4
1
8
1
1
8
2
4
1
2
1
2
2 3
5
3
4
Where:
( , )
( , )
( , )
( , )
( ,
3
16
1
9
16
4
6
3
7
1
2
7
2
12
7
3
12
7
4
8
7
5
A A
A A A A A A
x k x k
k f x x y x k x k x k x k x k
i i
+
= + + + +
)
( , )