Numerical Analysis-1

Dr. S.D. Purohit

Department of HEAS (Mathematics), RTU Kota

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Numerical analysis is the area of mathematics and computer science that
creates, analyzes, and implements algorithms for solving numerically the
problems of continuous mathematics.
Numerical analysis is the branch of mathematics in which we are palying
with numbers with four basic arithmatic operations.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Finite Diffrences and Interpolation
Numerical Differentiation
Numerical integration
Numerical solution of ordinary differential equations
Solution of polynomial and transcendental equations

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Introduction

Assume that we have table of values (xi , yi ), i = 0, 1, · · · , n of any function

y = f (x), the values of x being equally spaced, i.e., xi = x0 + ih,
i = 0, 1, · · · , n.
Suppose that we are required to recover the values of f (x) for some
intermediate value of x, or to obtain the derivative of f (x) for some x in the
range x0 ≤ x ≤ xn .
The methods for the solution of these problems are based on the concept of
the differences of a function which we now proceed to define.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
 Diffrences

Forward Differences
Backword Differences
Central Differences

Diffrence Operators

Forward Difference Operator

Backword Difference Operator
Central Difference Operator
Shifting Operator
Averaging Operator

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Forward Differences ∆

Let (x0 , y0 ), (x1 , y1 ), · · · , (xn , yn ) be the discrete data values of y = f (x) at

(n + 1) discrete points.

x x0 x1 x2 ... xn
y y0 y1 y2 ... yn

y1 − y0 , y2 − y1 , · · · , yn − yn−1 are called the differences of y. Denoting

these differences by ∆y0 , ∆y1 , · · · , ∆yn−1 respectively, we have

∆y0 = y1 − y0 , ∆y1 = y2 − y1 , · · · , ∆yn−1 = yn − yn−1 ,

where ∆ (Del) is called the forward difference operator and

∆y0 , ∆y1 , · · · , ∆yn−1 are called first forward differences.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
The differences of the first forward differences are called second forward
differences and are denoted by ∆2 y0 , ∆2 y1 , · · · defined as

∆2 y0 = ∆y1 − ∆y0 , ∆2 y1 = ∆y2 − ∆y1 , · · · .

Similarly, one can define third forward differences, fourth forward

differences, etc. Thus, in general

∆n yi = ∆n−1 [∆yi ] = ∆n−1 yi+1 − ∆n−1 yi = ∆[∆n−1 yi ].

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Table below shows how the forward differences of all order can be formed:

Table: Forward difference table

x y = f (x) ∆y ∆2 y ∆3 y ∆4 y
x0 y0
∆y0
x1 y1 ∆2 y0
∆y1 ∆3 y0
∆2 y1 ∆4 y0
x2 y2
∆y2 ∆3 y1
x3 y3 ∆2 y2
∆y3
x4 y4

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Using following data draw the forward difference table:
x 0 10 20 30 40
y 7 18 32 48 85

Solution
x y ∆y ∆2 y ∆3 y ∆4 y
x0 = 0 7
11
x1 = 10 18 3
14 −1
2 20
x2 = 20 32 19
16
x3 = 30 48 21
37
x4 = 40 85

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Using following data draw the forward difference table:
x 20 30 40 50
y 512 439 346 243

Solution
x y ∆y ∆2 y ∆3 y
x0 = 20 512
−73
x1 = 30 439 −20
−93 10
x2 = 40 346 −10
−103
x3 = 50 243

Example
Form a table of differences for the function f (x) = x3 + 5x − 7 for
x = −1, 0, 1, 2, 3, 4, 5.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Backward Differences ∇

x x0 x1 x2 ... xn
y y0 y1 y2 ... yn

The differences y1 − y0 , y2 − y1 , · · · , yn − yn−1 are called first backward

differences if they are denoted by ∇y1 , ∇y2 , · · · , ∇yn respectively, so that

∇y1 = y1 − y0 , ∇y2 = y2 − y1 , · · · , ∇yn = yn − yn−1 ,

where, ∇ (Nabla) is called the backward difference operator. In a

similar way, one can define backward differences of higher orders
∇2 y2 , ∇3 y3 , etc.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
With the same values of x and y as in Table 1, a backward difference table
can be formed:

Table: Backward difference table

x y = f (x) ∇y ∇2 y ∇3 y ∇4 y
x0 y0
∇y1
∇2 y2
x1 y1
∇y2 ∇3 y3
∇2 y3 ∇4 y4
x2 y2 3
∇ y4
∇y3
x3 y3 ∇2 y4
∇y4
x4 y4

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Using following data draw the backward difference table:
x 0 10 20 30 40
y 7 18 32 48 85

Solution
x y ∇y ∇2 y ∇3 y ∇4 y
x0 = 0 7
11
x1 = 10 18 3
14 −1
2 20
x2 = 20 32 19
16
x3 = 30 48 21
37
x4 = 40 85

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central Differences δ
The central difference operator δ is defined by the relations
y1 − y0 = δy1/2 , y2 − y1 = δy3/2 , · · · , yn − yn−1 = δyn−1/2 .
Similarly, higher-order central differences can be defined. With the values
of x and y as in the preceding two tables, a central difference table can be
formed:

Table: Central difference table

x y = f (x) δy δ2 y δ3 y δ4 y δ5 y δ6 y
x0 y0
δy1/2
x1 y1 δ 2 y1
δ 3 y3/2
x2 y2 δy3/2
δ 2 y2 δ 4 y2
3 δ 5 y5/2
δy5/2 2
δ y5/2
δ 4 y3 δ 6 y3
x3 y3 δ y3 3 δ 5 y7/2
δ y7/2
x4 y4 δy7/2
δ 2 y4 δ 4 y4
δy9/2 δ 3 y9/2
x5 y5 δ 2 y5
x6 y6 δy11/2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
It is clear from all the three tables that in a definite numerical case, the
same numbers occurs in the same position whether we use forward,
backward or central differences. Thus, we obtain

∆y0 = ∇y1 = δy1/2 , ∆3 y2 = ∇3 y5 = δ 3 y7/2 , · · · .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Shifting Operator E

The shifting operator is defined by the equation:

Eyr = yr+1 ,

which shows that the effect of E is to shift the functional value yr to the
next higher value yr+1 . In general,

E ±n yr = yr±n .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Averaging Operator µ

The averaging operator is defined by the equation:

1

µyr = yr+1/2 + yr−1/2 .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Suppose y = f (x), then

Forward Difference Operator: ∆f (x) = f (x + h) − f (x)

Backword Difference Operator: ∇f (x) = f (x) − f (x − h)
Central Difference Operator: δf (x) = f (x + h/2) − f (x − h/2)
Shifting Operator: E n f (x) = f (x + nh)
f (x + h/2) + f (x − h/2)
Averaging Operator: µf (x) = .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)