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Larioque 3 BNumsolfinalproject

The document is a compilation of numerical problems and solutions covering topics such as numerical differentiation, numerical integration, and solutions of ordinary differential equations (ODEs). It includes methods like finite differences, trapezoidal rule, Simpson's rule, and Euler's method, with detailed examples and calculations. Each section provides step-by-step solutions to various mathematical problems relevant to engineering and applied mathematics.

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0% found this document useful (0 votes)
32 views19 pages

Larioque 3 BNumsolfinalproject

The document is a compilation of numerical problems and solutions covering topics such as numerical differentiation, numerical integration, and solutions of ordinary differential equations (ODEs). It includes methods like finite differences, trapezoidal rule, Simpson's rule, and Euler's method, with detailed examples and calculations. Each section provides step-by-step solutions to various mathematical problems relevant to engineering and applied mathematics.

Uploaded by

cornetto0022
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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COMPILATION OF

NUMERICAL PROBLEMS
WITH SOLUTIONS
(FINAL TERM)

MARK JOSEPH ADRIANE N. LARIOQUE


BSCE-3B
CONTENTS

1. NUMERICAL DIFFERENTIATION
- FINITE DIFFERENCES
❖ Forward
❖ Backward
❖ Central
2. NUMERICAL INTEGRATION
❖ Trapezoidal
❖ Simpson’s Rule
❖ Simpson’s Rule
3. SOLUTIONS OF ODE: INITIAL VALUE PROBLEMS
❖ Eulers Explicit Method
❖ Modified Eulers Method, Midpoint Method
❖ Runge-Kutta (2nd, 3rd and 4th Order Methods)
❖ Modified Eulers Predictor Corrector Method
4. SOLUTIONS OF ODE: BOUNDARY VALUE
PROBLEMS
❖ Shooting Method

❖ Finite-Difference Method
1. NUMERICAL
DIFFERENTIATION
- Finite Differences

1. Estimate the first derivative using forward, backward, and centered finite
differences of the function 𝑓(𝑥) = 3𝑥2 + 2𝑥 − 3 at x = 1.5 using a step
size h = 0.5

f(x1-2) = 0.5 f (0.5) = -3.75


f(x1-1) = 1 f (1) = -3
f(x1) = 1.5 f (1.5) = -0.75
f(x1+1) = 2 f (2) = 3
f(x1+2) = 2.5 f (2.5) = 8.25

FORWARD BACKWARD CENTRAL


𝑓(𝑥 −1)−𝑓(𝑥1 ) 𝑓(𝑥 )−𝑓(𝑥 −1) 𝑓(𝑥 +1)−𝑓(𝑥1 −1)
f’(x)= 1 ℎ f’(x)= 1 ℎ 1 f’(x)= 1 2ℎ
−3 − (−0.75) −0.75 − (−3) 3 − (−3)
0.5 0.5 0.5
= -4.5 = 4.5 = 12

2. Estimate the first derivative using forward, backward, and centered finite
differences of the function 𝑓(𝑥) = 4𝑥2 + 2𝑥 − 6 at x = 1.5 using a step
size h = 0.5

f(x1-2) = 0.5 f (0.5) = -4


f(x1-1) = 1 f (1) = 0
f(x1) = 1.5 f (1.5) = 6
f(x1+1) = 2 f (2) = 14
f(x1+2) = 2.5 f (2.5) = 24

FORWARD BACKWARD CENTRAL


𝑓(𝑥 −1)−𝑓(𝑥1 ) 𝑓(𝑥 )−𝑓(𝑥 −1) 𝑓(𝑥1 +1)−𝑓(𝑥1 −1)
f’(x)= 1 ℎ f’(x)= 1 ℎ 1 f’(x)= 2ℎ
14 − 6 6=0 14 − 0
0.5 0.5 0.5
= 16 = 12 = 14
2. NUMERICAL INTEGRATION
❖ Trapezoidal

1. Evaluate the integral of 𝑓(𝑥) = 2x2+3x+5 from x=0 to x= 2 using


trapezoidal rule subdivided into 4 equal parts.
𝑥0 +𝑛ℎ

∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦𝑛 ) + 𝑦1 + 𝑦2 + ⋯ 𝑦𝑛 )]
𝑥0 2 0
2−0 2
h=
4
= 0.5 ∫0 2𝑥 2 + 3𝑥 + 5𝑑𝑥= 21.33


x f(x) [(𝑦0 + 𝑦𝑛 ) + 𝑦1 + 𝑦2 + ⋯ 𝑦𝑛 )
2
0.5
0 5 y0 [(5 + 19) + 7 + 10 + 14 + 19]
2
0.5 7 y1 = 18.5
1 10 y2
1.5 14 y3
2 19 y4
2. Evaluate the integral of 𝑓(𝑥) = x2+4x+1 from x=0 to x=3 using
trapezoidal rule subdivided into 6 equal parts.
𝑥0 +𝑛ℎ

∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦𝑛 ) + 𝑦1 + 𝑦2 + ⋯ 𝑦𝑛 )]
𝑥0 2 0
3−0 3
h=
6
= 0.5 ∫0 𝑥 2 + 4𝑥 + 1𝑑𝑥 = 30

[(𝑦0 + 𝑦𝑛 ) + 𝑦1 + 𝑦2 + ⋯ 𝑦𝑛 )]
2
x f(x)
0.5
0 1 y0 [(1 + 22) + 3.25 + 6 + 9.25 + ⋯ + 22]
2

0.5 3.25 y1 = 23.4375


1 6 y2
1.5 9.25 y3
2 13 y4
2.5 17.25 y5
3 22 y6
1
❖ Simpson’s 3 Rule

1. Estimate the integral of the function 𝑓(𝑥) = x2+4x+1 from x=0 to


1
x=3 using Simpson’s Rule where n=6.
3
𝑥0 +𝑛ℎ

∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 … + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛=2 )]
𝑥0 3 0

x f(x) 3−0 3
h=
6
= 0.5 ∫0 𝑥 2 + 4𝑥 + 1𝑑𝑥 = 30
0 1 y0
0.5 3.25 y1 ℎ
3
[(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 … + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−2 )]

1 6 y2
0.5
1.5 9.25 y3 [(1 + 22) + 4(3.25 + 9.25 + 17.25) + 2(6 + 13)]
3
2 13 y4 = 30
2.5 17.25 y5
3 22 y6
2. Approximate the definite integral of 𝑓(𝑥) = x3 from 0 to 2 using
1
Simpson’s Rule (n=4).
3
𝑥0 +𝑛ℎ

∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 … + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛=2 )]
𝑥0 3 0

2−0 2
x f(x) h= = 0.5 ∫0 𝑥 3 𝑑𝑥 = 4
4
0 0 y0

[(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 … + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−2 )]
0.5 0.125 y1 3

0.5
1 1 y2 3
[(0 + 8) + 4(0.125 + 3.375) + 2(1)]

1.5 3.375 y3
=4
2 8 y4
3
❖ Simpson’s 8 Rule
1 1 3
1. Evaluate the integral ∫0 𝑑𝑥 using Simpson’s Rule (n=6).
1+𝑥 3 8

𝑥0 +𝑛ℎ
3ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + ⋯ + 𝑦𝑛−2 + 𝑦𝑛−1 )
𝑥0 8
+ 2(𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3 )]

x f(x) 1−0 1 1 1
h= = ∫0 𝑑𝑥 = 0.8356
0 1 y0 6 6 1+𝑥 3

1/6 0.9954 y1 𝑥0 +𝑛ℎ


3ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + ⋯ + 𝑦𝑛−2 + 𝑦𝑛−1 )
8
1/3 0.9643 y2 𝑥0
+ 2(𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3 )]

1/2 0.8889 y3 3( )
1
6
[(1 + 0.5) + 3(0.9954 + 0.9643 + 0.7714 + 0.6334) + 2(0.8889)]
8
2/3 0.7714 y4
= 0.8357
5/6 0.6334 y5
1 0.5 y6
4 3
2. Evaluate the integral ∫1 𝑒 𝑥+1 𝑑𝑥 using Simpson’s Rule (n=6).
8

𝑥0 +𝑛ℎ
3ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + ⋯ + 𝑦𝑛−2 + 𝑦𝑛−1 )
𝑥0 8
+ 2(𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3 )]

4−1 4
h= = 0.5 ∫1 𝑒 𝑥+1 𝑑𝑥 = 141.024
x f(x) 6

1 7.389 y0
1.5 12.182 y1 𝑥0 +𝑛ℎ
3ℎ
∫ 𝑓(𝑥)𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + ⋯ + 𝑦𝑛−2 + 𝑦𝑛−1 )
𝑥0 8
2 20.086 y2 + 2(𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3 )]

2.5 33.115 y3
3(0.5)
3 54.598 y4 [(7.389 + 148.413) + 3(12.182 +
8
3.5 90.017 y5 20.086 + 54.598 + 90.017) + 2(33.115)]
4 148.413 y6 = 141.128
3. SOLUTIONS OF ODE: INITIAL VALUE
PROBLEMS

❖ Euler’s Explicit Method

1. Using Euler’s Method, find an approximate value of y


𝑑𝑦
corresponding to x = 0.4, given that = 𝑥 2 + 𝑦, and y = 1 when
𝑑𝑥
x= 0, in 4 steps.

0.4
h= = 0.1 h=0.1 𝑥0 =0, 𝑦0 =1, 𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦
4

we have 𝑦𝑖+1 = 𝑦𝑖 + 𝑓(𝑥𝑖, 𝑦𝑖 )ℎ


𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 𝑦0 ) = 𝑦1 = 1+(0.1) [(02) +1] = 1.1
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 ) = 𝑦2 = 1.1+(0.1) (0.12+1.1) = 2.201
𝑦3 = 𝑦2 + ℎ𝑓(𝑥2 , 𝑦2 ) = 𝑦3 = 2.201 + (0.1) (0.22+2.201) = 2.425
𝑦4 = 𝑦3 + ℎ𝑓(𝑥3 , 𝑦3 ) = 𝑦4 = 2.425 + (0.1) (0.32+ 2.425) = 2.677
Hence for x=0.4, y= 2.677
2. Using Euler’s Method, find an approximate value of y given that
𝑓(𝑥, 𝑦) = −2𝑦 + 3𝑥 and y = 3 when x= 1, having a step size of 1.

h= 1 𝑥0 =1, 𝑦0 =3, 𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦

we have 𝑦𝑖+1 = 𝑦𝑖 + 𝑓(𝑥𝑖, 𝑦𝑖 )ℎ


𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 𝑦0 ) = 𝑦1 = 3 + 1[−2(3) + 3(1)] = 0
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 ) = 𝑦2 = 0 + 1[−2(0) + 3(2)] = 6
𝑦3 = 𝑦2 + ℎ𝑓(𝑥2 , 𝑦2 ) = 𝑦3 = 6 + 1[−2(6) + 3(3)] = 3
𝑦4 = 𝑦3 + ℎ𝑓(𝑥3 , 𝑦3 ) = 𝑦4 = 3 + 1[−2(3) + 3(4)] = 9
𝑦5 = 𝑦4 + ℎ𝑓(𝑥4 , 𝑦4 ) = 𝑦5 = 9 + 1[−2(9) + 3(5)] = 6
Hence y = 6.
❖ Modified Euler’s Method, Midpoint Method

1. Find y (2.2) using Euler’s Modified Method for 𝑑𝑦


𝑑𝑥
= 𝑥𝑦 2 , where
y (1) =2, take h= 0.05.

x + h = 1+0.05 = 1.05
y1(0) = 𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 𝑦0 ) = 2+0.05(1)(2)2 = 2.2

y1(1) = y0 + [𝑓(𝑥0, 𝑦0 ) + 𝑓(𝑥1, 𝑦1 )
2
(1) 0.05
y1 = 2 + [1(22 ) + (1.05)(2.22 )] = 2.22705
2
0.05
y1(2) = 2 + [1(22 ) + (1.05)(2.227052 )] = 2.23019
2
0.05
y1(3) = 2 + [1(22 ) + (1.05)(2.230192 )] = 2.23056
2
0.05
y1(4) = 2 + [1(22 ) + (1.05)(2.230562 )] = 2.23060
2
0.05
y1(5) = 2 + [1(22 ) + (1.05)(2.230602 )] = 2.23061
2

since y1(4) + y1(5) = 2.2306, correct to 4 decimal places. Hence take


y1= 2.2306 at x1= 1.05 now if y2 is the value of y at x= 1.06

y2(0) = y2 = y1 + hf (x1, y1) = 2.2306 +0.05(1)(22) = 2.24306


0.05
y2(1) = 2.2306 + [(1.05)(2.2306) + (1.06)(2. 22 )] = 2.22705
2
0.05
y2(2) = 2.2306 + [(1.05)(2.2306) + (1.06)(2.22705)] = 2.23019
2
0.05
y2(3) = 2.2306 + [(1.05)(2.2306) + (1.06)(2.23019)] = 2.23056
2
0.05
y2(4) = 2.2306 + [(1.05)(2.2306) + (1.06)(2.23056)] = 2.23060
2
0.05
y2(5) = 2.2306 + [(1.05)(2.2306) + (1.06)(2.23060)] = 2.23061
2

since y2(4) = y2(5) = 2.2306 correct to 4 decimal places.


Hence y(1.06) = 2.2306
2. Find y (2.2) using Euler’s Modified Method for 𝑑𝑦
𝑑𝑥
= 𝑥𝑦, where y
(2) =1, take h= 0.1.

x + h = 2 + 0.1 = 2.1
y1(0) = 𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 𝑦0 ) = 1+ 0.1(2)(1) =1.2

y1(1) = y0 + [𝑓(𝑥0, 𝑦0 ) + 𝑓(𝑥1, 𝑦1 )
2
(1) 0.1
y1 = 1+ [2(1) + (2.1)(1.2)] = 1.226
2
0.1
y1(2) = 1+ [2(1) + (2.1)(1.226)] = 1.22873
2
0.1
y1(3) = 1+ [2(1) + (2.1)(1.22873)] = 1.22902
2
0.1
y1(4) = 1+ [2(1) + (2.1)(1.22902)] = 1.22905
2
0.1
y1(5) = 1+ [2(1) + (2.1)(1.22905)] = 1.22905
2

since y1(4) + y1(5) = 1.22905, take y1= 1.22905 at x1= 2.1


now if y2 is the value of y at x= 2.2

y2(0) = y2 = y1 + hf (x1, y1) = 1.22905 +0.1(2)(1) = 1.42905


0.1
y2(1) = 1.22905 + [(2.1)(1.22905) + (2.2)(1.42905)] = 1.5153
2
(2) 0.1
y2 = 1.22905 + [(2.1)(1.22905) + (2.2)(1.5153)] = 1.52478
2
0.1
y2(3) = 1.22905 + [(2.1)(1.22905) + (2.2)(1.52478)] = 1.52583
2
0.1
y2(4) = 1.22905 + [(2.1)(1.22905) + (2.2)(1.52583)] = 1.52594
2
0.1
y2(5) = 1.22905 + [(2.1)(1.22905) + (2.2)(1.52594)] = 1.52595
2

since y2(4) = y2(5) = 1.5259 correct to 4 decimal places.


Hence y(2.2) = 1.5259
❖ Runge-Kutta (2nd, 3rd, and 4th Order Methods)

1. Find the approximate value of y when x= 0.5 for the particular


𝑑𝑦 2𝑥 2
solution = satisfying y=1, x=0.25 using Runge-Kutta
𝑑𝑥 𝑦
Method.
2𝑥 2
h= 0.5 - 0.25 = 0.25, 𝑥0 = 0.25, 𝑦𝑜 = 1, 𝑓(𝑥, 𝑦) =
𝑦

2(0.25)2
𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ), =0.25 [ ] = 0.03125
1
0.25
ℎ 𝑘1 2(0.25)2 +
𝑘2 = ℎ𝑓(𝑥0 + , 𝑦0 + ), =0.25 [ 0.03125
2
] = 0.06154
2 2 1+
2

0.25
ℎ 𝑘2 2(0.25)2 +
𝑘3 = ℎ𝑓(𝑥0 + , 𝑦0 + ), =0.25 [ 0.06154
2
] = 0.06063
2 2 1+
2

0.25
2(0.25)2 +
𝑘4 = ℎ𝑓(𝑥0 + ℎ, 𝑦0 + 𝑘3 ), =0.25 [ 0.06063
2
] = 0.08839
1+
2

Hence the required value for y is:


1
𝑦 = 𝑦0 + (𝑘1 + 𝑘4 + 2(𝑘2 + 𝑘3 )
6
1
𝑦 = 1 + (0.03125 + 0.08839 + 2(0.06154 + 0.06063)
6
𝑦 = 1.06514
𝑑𝑦
2. Solve the differential equation = 𝑥 + 𝑦 with initial condition
𝑑𝑥
𝑦0 = 1 using Runge-Kutta Methods of 2nd, 3rd, and 4th order. Find
y(0.2). h= 0.2

2nd Order
𝑓(𝑥0 , 𝑦0 ) = 0 + 1 = 1

(𝑥0 + 2) = 0 + 0.1 = 0.1

(𝑦0 + 2) (𝑓(𝑥0 , 𝑦0 )) = 1 + 0.1(1) = 1.1
ℎ ℎ
𝑓 ((𝑥0 + ), (𝑦0 + )) (𝑓(𝑥0 , 𝑦0 )) = 0.1 + 1.1 = 1.2
2 2
𝑦1 = 1 + 0.2(1.20) = 1.24

3rd Order
𝑘1 = 1
𝑘2 = 𝑓(0.1,1.1) = 0.1 + 1.1 = 1.2
𝑘3 = 𝑓(0.2,1.24) = 0.2 + 1.24 = 1.44
𝑦1 = 1 + (0.216)[(1 + 4)(1.2)(1.44)] = 1.248

4th Order
𝑘1 = 1
𝑘2 = 𝑓(0.1,1.1) = 0.1 + 1.1 = 1.2
𝑘3 = 𝑓(0.2,1.12) = 1.22
𝑘4 = 𝑓(0.2,1.244) = 1.44
0.2
𝑦1 = 1 + ( )(1 + 21.2 + 21.22 + 1.494)
6
𝑦1 = 1.24687
❖ Modified Euler’s Predictor Corrector Method

𝑑𝑦
1. Solve the differential equation = 2𝑥 2 + 𝑦 with initial condition 𝑦0 = 0,
𝑑𝑥
step size of 0.1 using Modified Euler’s Predictor Corrector Method, find
y(0.1)

Given Data
𝑑𝑦
1. = 2𝑥 2 + 𝑦
𝑑𝑥
2. Initial Condition = 𝑦0 = 0
3. h= 0.1
4. 𝑥0 = 0
Predictor Step
𝑦1 = 𝑦0 + ℎ[𝑓(𝑥0 , 𝑦0 )]
𝑓(𝑥0 , 𝑦0 ) = 2(02 ) + 0 = 0
𝑦1 = 0 + 0.1(0) = 0
Corrector Step

𝑦1 = 𝑦0 + [𝑓(𝑥0 𝑦𝑜 ) + 𝑓(𝑥1 , 𝑦1 )]
2
𝑓(𝑥𝑖 , 𝑦1 ) = 2(0.1)2 + 0 = 0.02
0.1
𝑦1 = 0 + [(0 + 0.02)] = 0.001
2
𝑑𝑦
2. Solve = 𝑥 + 2𝑦 , y(0) = 1, at x = 0.2 , h = 0.1
𝑑𝑥

y10 = 𝑦0 + 𝑓(𝑥0 , 𝑦0 )
= 2+0.1[0+2(2)]
= 2.4

y1 = 𝑦0 + [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
2
0.1
2+ [0 + 2(2) + (0.1 + 2(2.4))] = 2.445
2

y20 = y1 +ℎ𝑓(𝑥1 , 𝑦1 )
= 2.445 +0.1(0.1+2(2.445)) = 2.944

y2 = y1+ [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]
2
0.1
= 2.445 + [0.1 + 2(2.445) + 0.2 + 2(2.944)
2

y(0.2) = 2.9989

4. SOLUTIONS OF ODE: BOUNDARY VALUE


PROBLEMS

❖ Shooting Method
1. Find the solution of the given differential equation
boundary value problem y’’= y, y(0)=0;
y(1)=1.1752
Assume y(x)= 𝑦0 (𝑥) + 𝑘1 𝑦1 (𝑥) + 𝑘2 𝑦2 + ⋯
Where 𝑦0 are the solution of the given differential solution.

𝑦0′′ − 𝑦0 = 0 𝑦0 (0) = 0; 𝑦0′ (0) = 0


𝑦1′′ − 𝑦1 = 0 𝑦1 (0) = 1; 𝑦1′ (0) = 0
𝑦2′′ − 𝑦2 = 0 𝑦2 (0) = 0; 𝑦2′ (0) = 1
y’’- y = 0 y(0)=0 y’(0)=0
∴ 𝑦0 = 0

2. Find the solution of y’’-2y= 8x(9-x), y(0)=0, y(9)=0


having h=3.

Assume y’(0)=4
y(0)=0
𝑑𝑦
y’’=𝑓(𝑥, 𝑦, )
𝑑𝑥

y’’=2y+8x(9-x), y(0)=0
y’(0)=4
𝑑𝑦
1. = 𝑧 (assume)
𝑑𝑥
𝑓1 (𝑥, 𝑦, 𝑧), 𝑦(0) = 0
𝑑𝑧
2. = 2𝑦 + 8𝑥(9 − 0)
𝑑𝑥
𝑑𝑦
𝑓2 (𝑥, 𝑦, 𝑧), 𝑧(0) = (0) = 4
𝑑𝑥

𝑦1+1 = 𝑦𝑖 + 𝑓1 (𝑥, 𝑦, 𝑧)ℎ

𝑧1+1 = 𝑧𝑖 + 𝑓2 (𝑥, 𝑦, 𝑧)ℎ


X=0, i=0; x=3, i=1;x=6, i=2; x=9, i=3
❖ Finite Difference Method

1. Solve for the first derivative value of 𝑓 (𝑥 ) = 5 cos(3𝑥 ) −


1
𝑥
𝑒 , 𝑓(𝑥0 ) to 𝑓(𝑥0 + 3ℎ) at 𝑥0 = 3 and h=0.2
2

𝑓(𝑥0 ) = 𝑓(3) = −4.778781


𝑓(𝑥0 + ℎ) = 𝑓(3.2) = −5.125336
𝑓(𝑥0 + 2ℎ) = 𝑓(3.4) = −3.754012
𝑓(𝑥0 + 3ℎ) = 𝑓(3.6) = −1.136948
First Derivative:
1 3 1
𝑓 ′ (𝑥0 ) =
[− 𝑓(𝑥0 ) + 2 𝑓(𝑥0 + ℎ) − 𝑓(𝑥0 + 2ℎ)
ℎ 2 2
1 3 1
𝑓 ′ (3) = [− (−4.778781) + 2 (−5.125336) − (−3.754012)
0.2 2 2
= -6.027473

1
nd 𝑥
2. Solve for the 2 derivative of 𝑓 (𝑥 ) = 5 cos(3𝑥 ) − 𝑒 2 ,
𝑓 (𝑥0 ) to 𝑓 (𝑥0 + 3ℎ) at 𝑥0 = 3 and h=0.2

1
𝑓 ′′ (𝑥0 ) = [2𝑓(𝑥0 ) − 5𝑓(𝑥0 + ℎ) + 4 𝑓(𝑥0 + 2ℎ) − 𝑓(𝑥0 + 3ℎ)]
ℎ2
1
𝑓 ′′ (3) = [2(−4.778781)
0.22
−5(−5.125336) + 4 (−3.754012 − (−1.136948)]
𝑓 ′′ (3)= 54.750450

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