DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Course Material

COURSE ESSENTIAL MATHEMATICS-II-(CS STREAM,

ELECTRICAL STREAM, MECHANICAL STREAM)

COURSE CODE 22MATS11/22MATE11/22MATM11/22MATC11

MODULE V

MODULE NAME NUMERICAL METHODS - II

STAFF INCHARGE V SELVA SHARMILA

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

MODULE -5

ELEMENTARY NUMERICAL METHODS

Objectives:

At the end of this Module, student will be able to

 Obtain Interpolating polynomial for a given set of data

 Deploy numerical techniques to evaluate an integral

 Solve algebraic and transcendental equation using numerical methods

 Write algorithms for solving engineering problems

Introduction

In mathematics, some problems can be solved both analytically and numerically. An

analytical solution involves framing the problem in a well-understood form and calculating the
exact solution. A numerical solution means making guesses as the solution and testing whether
the problem is solved well enough to stop.
Numerical method is a mathematical tool designed to solve numerical problems. It is the
area of mathematics and computer science that creates, analyzes, and implements algorithms
in solving complicated problems. The overall goal of the field of numerical method is the design
and analysis of techniques to give approximate solutions to hard problems.

We discuss following numerical methods for

1. Estimating to a desired degree of accuracy of the value of the dependent variable
corresponding to a value of the independent variable.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2. Knowing the form of function which satisfies all the conditions/data on hand.
3. Obtaining the definite integral of the unknown function or the value of the definite integral
without the actual integration.
The numerical methods are highly useful when the analytical /theoretical approach to the
problems are either unavailable or highly difficult.

Finite differences:
Consider a function y=f(x). let x0, x1= x0+h, x2= x1+h , . . . . .,xn= xn-1+h be a set of points at a
common interval h . Let the corresponding values of y=f(x) be
y0=f(x0), y1=f(x1), y2=f(x2), . .. .. , yn=f(xn).
The value of the dependent variable x is called the argument and the corresponding functional
value is known as entry. We define forward and backward differences concerning these values.

Forward differences:
The first difference of f(x) is denoted by ∆f(x) and it is defined as follows
∆f(x)= f(x+h) - f(x), ∆ is called the forward differences
Thus for the values x0, x1, x2, . . . ,xn , forward difference is defined as
∆ f(x ) = f(x + h) or ∆ y = y − y
∆ f(x ) = f(x + h) − f (x ) or ∆y = y − y
∆ f(x ) = f(x + h) − f (x ) or ∆y = y − y
∆ f(x ) = f(x + h) − f (x ) or ∆y =y −y
The difference of the first forward differences is called second forward differences. They are as
follows.
∆ y = ∆y - ∆y ,
∆ y = ∆y - ∆y ,
∆ y = ∆y - ∆y , . . . ,∆ y = ∆y - ∆y
Similarly, the higher order differences namely the third, fourth, etc., are obtained and
tabulated.
Such a tabular arrangement is called forward difference table

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x y ∆y ∆ y ∆ y ... ∆ y

x0 y0
∆y
x1 y ∆ y
∆y ∆ y
x2 y2 ∆ y .
.
. . . . ∆ y
. .
. . . .
.
. . . ∆ y

xn-1 yn-1 ∆ y
∆y
xn yn

The first entries in the table namely ∆y , ∆ y , . . . , ∆ y are called the leading forward
differences.

Backward differences:
The backward difference of f(x) is defined as follows.
∇ f(x) = f(x) − f( x − h)
∇ is called the backward difference operator.
If x = xn : ∇ f(x ) = f(x ) − f(x − ℎ) or ∇ yn = y - y
If x = x :∇f(x )=f(x )-f(x - h ) or y = y − y . . . , etc
y = y − y ,∇y = y − y
The difference of the first backward differences is known as second backward differences. They
are as follows. ∆ y = ∇y ,∇ y = ∇y -- ∇y , . . . , ∇ y = ∇y -- ∇y

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Similarly, the other higher order backward differences namely the third, fourth etc are formed
and tabulated. Such a tabular arrangement is called backward difference table

X y ∇𝑦 ∇ 𝑦 ∇ 𝑦 ... ∇ y

𝑥 𝑦
∇𝑦
𝑥 𝑦 ∇ 𝑦
∇𝑦 ∇ 𝑦
𝑥 𝑦 ∇ 𝑦
. .
. . ∇ 𝑦
. .
. .
. ∇ 𝑦
. .
∇ 𝑦
𝑥 𝑦
∇𝑦
𝑥 𝑦

1) Construct the difference table for the function f(x) = x3 + x +1 where x takes the values
0,1,2,3,4,5,6. Identify the leading forward and backward differences.

X 0 1 2 3 4 5 6
f (x ) 1 3 11 31 69 131 223

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Solution:

x y Ist diff 2nd diff 3rd diff 4th diff

0 1
2
1 3 6
8 6
2 11 12 0
20 6
3 31 18 0
38 6
4 69 24 0
62 6
5 131 30
92
6 223
leading forward differences are 2 ,6 ,6, 0 and leading backward differences are 92, 30, 6 , 0.

2. Construct the difference table for the following data.

Evaluate ∆ f ( 20 ), ∆ f ( 10 ) and ∆ f ( 0 )

x 0 10 20 30 40
f (x ) 1 1.5 2.2 3.1 4.6
Solution:
x y ∆𝑦 ∆ 𝑦 ∆ 𝑦 ∆ 𝑦

0 0.5
0.5
10 1.5 0.2
0.7 0
20 2.2 0.2 0.4
0.9 0.4
30 3.1 0.6
1.5
40 4.6

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

INTERPOLATION

Introduction:
Interpolation the process of finding the most appropriate estimate for missing data. It is
the “ art of reading between the lines of a table “ . For making the most probable estimate it
requires the following assumptions.
i) The frequency distribution is normal and not marked by sudden ups and downs.
ii) The changes in the series are uniform within a period.
Interpolation technique is used in various disciplines like economics, business, population
studies, price determination etc. It is also used to fill in the gaps in the stastical data for the sake
of continuity of information. For example, if we know the records for the past five years expect
the year which is not available due to unforeseen conditions the interpolation technique helps
to estimate the record for that yea too under the assumption that the changes in the
records over these five years have been uniform.
It also possible that we may require information for future in which case the process of
estimating the most appropriate value is known as extrapolation

If y0, y1, y2 , . . . , yn be a set of values of an unknown function y = f ( x ) corresponding to the

values of x : x0, x1,x2, . . ., xn , the process of finding or estimating the values of y for any given
value of x between x0 and xn is called Interpolation. Also, the process of finding the value of y
outside the given range of x is called Extrapolation. In general, the concept of interpolation
includes extrapolation also.
Thus, we can say that interpolation is a technique of estimating the value of an unknown function
for any intermediate value of the independent variable.

Interpolation formulae for equal intervals/ equidistant arguments:

We discuss interpolation formulae for equal intervals based on forward and backward
differences.
These formulae are established by approximating the unknown function to a polynomial in x
whose values coincide with the value of f ( x ) at the specified points of x : x 0 , x1 , x2 , . . . , xn .

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Forward difference interpolation formula and Backward difference interpolation

Let y0, y1, y2 , . . . , yn be a set of values of an unknown function y = f ( x ) corresponding to the

values of x : x0, x1=x + h,x2 = x + 2h . . ., xn= x + nh.
Then we have the following two interpolation formulae.

Newton's forward interpolation formula:

The value of y = f (x) at x = x + rh , that is y = f (x + rh )is approximately given by

( ) ( )( ) ( )( )…( )
y =y +r∆y + ∆ y + ∆ y +....+ ∆ y
! ! !
Where r is any real number

Newton's backward interpolation formula:

The value ofy = f (x) at x = x + rh , that is y = f (x + rh )is approximately given by

( ) ( )( ) ( )( )…( )
y = y + r ∇y + ∇ y + ∇ y +....+ ∇ y
! ! !
Where r is any real number

Appropriate interpolation formula:

To estimate the value of y at a desired value of x near the beginning of the table (first half, x is
close to 𝑥 ) forward formula is appropriate.

Similarly To estimate the value of y at a desired value of x near the end of the table (second half,
x is close to 𝑥 ) backward formula is appropriate.

The polynomial y = f (x) satisfying the data can also be found from these formulae and it is called
an interpolating polynomial.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problem:

1) Find y (1.4) given x 1 2 3 4 5

y 10 26 58 112 194

Solution:

x y ∆𝑦 ∆ 𝑦 ∆ 𝑦 ∆ 𝑦

1 10
16
2 26 16
32 6
3 58 22 0
54 6
4 112 28
82
5 194

( ) ( )( )
y =y +r∆y + ∆ y + ∆ y +....
! !

.
where r = = = 1.4
( . )( . ) ( . )( . )( . )
y(1.4) = 10 + (0.4) 16 + (16) + +0
= 14.864

2 The area of a circle (A) corresponding to diameter(D) is given below .

D 80 85 90 95 100
A 5026 5674 6362 7088 7854

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Solution:

x=D y=A ∇y ∇ y ∇ y ∇ y

80 5026
648
85 5674 40
688 -2
90 6362 38 4
726 2
95 7088 40
766
100 7854

( ) ( )( ) ( )( )…( )
y = y + r ∇y + ∇ y + ∇ y +....+ ∇ y
! ! !

Where r = = =1
( )( ) ( )( )( ) ( )( )( )( )
y (105) = 7854 + 1 (766) + (40) + (2) + (4)
= 8666

3) Find the interpolating polynomial f(x) satisfying f(0) = 0 , f(2) = 4 , f( 4) = 56 , f(6) = 204 ,
f(8) = 496 , f(10) = 980 and hence find f(3),f(5) and f(7).
Solution:
x y ∆𝑦 ∆ 𝑦 ∆ 𝑦 ∆ 𝑦
0 0
4
2 4 48
52 48
4 56 96 0
148 48
6 204 144 0
292 48
8 496 192
484
10 980

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( ) ( )( ) ( )( )…( )
y = y + r ∆y + ∆ y + ∆ y + . . . . + ∆ y
! ! !

r= = =
( )
y = f(x) = 0 + (4) + (48) + (48) + 0
y = f(x) =x3 -2x
f(3) = 21
f(5) = 115
f(7) = 329.

4) The population of a town is given by the table. Using newton’s forward and backward
interpolation formulae, calculate the increase in the population from the year 1955 to 1985.

Year 1951 1961 1971 1981 1991

Population in thousands 19.96 39.65 58.81 77.21 94.61
Solution:

x y 1st diff 2nd diff 3rd diff 4th diff

1951 19.96
19.96
1961 39.65 -0.53
19.16 -0.23
1971 58.81 -0.76 -0.01
18.4 -0.24
1981 77.21 -1
17.4
1991 94.61
Case – (i) to find y(1955)
( ) ( )( ) ( )( )…( )
y =y +r∆y + ∆ y + ∆ y +....+ ∆ y
! ! !
r= = = 0.4

11
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( . )( . ) ( . )( )(( . )
y(1955) = 19.96 + (0.4) (19.96) + (-0.53) + (-0.23)
( . )( . )( . )( . )
+ (-0.01)
= 27.89
Case- (ii) to find y( 1985)
( ) ( )( ) ( )( )…( )
y = y + r ∇y + ∇ y + ∇ y +....+ ∇ y
! ! !
Where r = = = -0.6
y(1985) = 84.3
Thus the increase in the population from the year 1955 to 1985 is 84.3 – 27.89 = 56.41 thousands

5) From the following table find the number of students who have obtained (a) less than 45 marks
(b) between 40 and 45 marks.
Marks 30-40 40-50 50-60 60-70 70-80
No. of 31 42 51 35 31
students
Solution:

We shall reconstitute the given table with table with f(x) reprenting the number of students less
than x marks. That is
Less than 40 marks =31 students Less than 50 marks = 73 students
Less than 60 marks = 124 students Less than 70 marks = 159 students
Less than 80 marks = 190 students

x y ∆𝑦 ∆ 𝑦 ∆ 𝑦 ∆ 𝑦
40 31
42
50 73 9
51 -25
60 124 -16 37
35 12
70 159 -4
31
80 190

a) To find number of students who score less than 45 marks

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( ) ( )( ) ( )( )…( )
y =y +r∆y + ∆ y + ∆ y +....+ ∆ y
! ! !
𝐱 𝐱𝟎 𝟒𝟓 𝟒𝟎
r= = = 0.5
𝐡 𝟏𝟎
( . )( . ) ( . )( . )( . ) ( . )( . )( . )( . )
y(45) = 31 + (0.5) 42 + (9) + (-25) + (37)
f(45) = 47.86 ≈ 48
b) To find number of students scoring marks between 40 and 45
By data, f(45) – f(40) = 48 – 31 = 17 .

INTERPOLATION FORMULAE FOR UNEQUAL INTERVALS

Divided differences:
Let f(x ), f(x ), f(x ), . . . f(x ) be the values of an unknown function y = f(x) corresponding to
the values of x : x , x , x , . . . , x at unequal intervals.
The first order divided differences are defined as follows.
( ) ( ) ( ) ( ) ( ) ( )
f (x ,x ) = , f ( x ,x ) = ,...,f(x ,x ) =
The second order divided differences are defined as follows.

x f(x) 1 st D.D 2nd D.D … nth D.D

𝑥 f(𝑥 )
f(𝑥 , 𝑥 )
𝑥 f(𝑥 ) f(𝑥 , 𝑥 , 𝑥 )
f(𝑥 , 𝑥 )
𝑥 f(𝑥 ) f(𝑥 , 𝑥 , 𝑥 )
f(𝑥 , 𝑥 )
. . ..
. f(𝑥 , 𝑥 , … , 𝑥 )
. .

𝑥 f(𝑥 )
f(𝑥 ,𝑥 )
𝑥 f(𝑥 ) f(𝑥 ,𝑥 ,𝑥 )
f(𝑥 ,𝑥 )
𝑥 f(𝑥 )

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( , ) ( , ) ( , ) ( , )
f (x ,x ,x ) = , f ( x ,x ,x ) = , etc . ,
( , ) ( , )
f(x ,x ,x ) =
Similarly, the other higher order divided differences are defined. The tabular arrangement of
these values is called the divided difference table and is as follows.

Newton’s divided difference formula or Newton’s general interpolation

formula:

If f(x0), f(x1),f(x2), . . . , f(xn) be the set of values of an unknown function f(x) corresponding to the
values of x : x0 , x1 , x2 , . . . , xn and so on at unequal intervals, then
y= f(x ) + ( x – x0)f(x , x ) + (x – x0 )(x – x1) f(x , x , x ) + (x-x0) (x-x1)…(x-xn-1)f(x , x , … , x )

Problems
1. Using Newton’s divided difference formula find f(8),f(15) from the following table
x 4 5 7 10 11 13
f(x) 48 100 294 900 1210 2028
Solution:
The divided difference table is as follows
x f(x) 1stD.D 2nd D.D 3rd D.D 4th D.D
4 48
52
5 100 15
97 1
7 294 21 0
202 1
10 900 27 0
310 1
11 1210 33
409
13 2028
We have Newton’s divided difference formula
Y=f(x)= f(x ) + ( x – x0)f(x , x ) + (x – x0 )(x – x1) f(x , x , x ) + (x-x0) (x-x1) . .
(x-xn-1)f(x , x , … , x )

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

f(x) = 48 + ( x – 4 ) 52 + (x – 4 ) ( x – 5 ) 15 + (x -4) (x – 5 ) (x – 7 ) 1
f(x) = x3 – x2 ,
hence f(8) = 448 ;
f(15) = 3150.

2. Determine f(x) as a polynomial in x for the following data using Newton’s divided difference
formula
X -4 -1 0 2 5
y 1245 33 5 9 1335

Solution.
x y 1stD.D 2nd D.D 3rd D.D 4th D.D
-4 1245
-404
-1 33 94
-28 -14
0 5 10 3
2 13
2 9 88
442
5 1335

y=f(x)= f(𝑥 ) + ( x – x0)f(𝑥 , 𝑥 ) + (x – x0 )(x – x1) f(𝑥 , 𝑥 , 𝑥 ) + (x-x0) (x-x1) . . .

(x-xn-1)f(𝑥 , 𝑥 , … , 𝑥 )

y=f(x)= 1245 + (x+4)(-404)+(x+4)(x+1)(94) + (x+4) (x+1) ( x)(-14) + (x+4) (x+1) ( x)(x-2)(3)

y = f(x) = 3x4 – 5x3 +6x2 – 14x +5

Lagrange’s formula for interpolation :

We studied the Lagrange interpolation problem in several variables from the viewpoint of
arranging the interpolation points in blocks, where the size of a block is the same as the
dimension of a corresponding polynomial subspace.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

For univariate Lagrange interpolation, one needs to increase the degree of polynomial by one for
each interpolation point added, which is the essence of the Newton formula. The blockwise
interpolation defined is in the same spirit: for each block of points added, we increase the
polynomial degree by one. From this viewpoint, it is only natural that we established an
interpolation formula analogous to that of Newton. The starting point for such a formula is a
finite difference applied to a function ‘f’, which is defined recursively and involves certain
fundamental polynomials of interpolation. That this difference is meaningful is justified not only
by the Newton formula it helps to establish, but also by the fact that it admits a representation
which is a sum of integrals of certain directional derivatives of ‘f’ multiplied by simplex spline
functions. This representation is analogous to the B-spline representation of the univariate
divided difference; furthermore, it leads to a remainder formula for Lagrange interpolation.

Statement: If y = f(x ), y = f(x ), y = f(x ), … … … … y = f(x ) be a set of values

of an unknown function y = f(x) corresponding to the values of x: x , x , x , … … … x not
necessarily at equal intervals then

(x − x )(x − x ) … … (x − x ) (x − x )(x − x ) … … (x − x )
y = f(x) = y + y
(x − x )(x − x ) … … (x − x ) (x − x )(x − x ) … … (x − x )

(x − x )(x − x ) … … (x − x ) (x − x )(x − x ) … … (x − x )
+ y + …… + y
(x − x )(x − x ) … … (x − x ) (x − x )(x − x ) … … (x − x )

Note:

1. The special features of this formula is that the terms of the formula involve only the values in the
variables x and y.
2. The values of x also need not be equally spaced, nor need they be in any order.
3. We can interchange the role of x and y in the formula and the same is called Lagrange’s
inverse interpolation formula which helps to find x for a given y. The formula is as follows

(y − y )(y − y ) … … (y − y ) (y − y )(y − y ) … … (y − y )
x= x + x
(y − y )(y − y ) … … (y − y ) (y − y )(y − y ) … … (y − y )

(y − y )(y − y ) … … (y − y ) (y − y )(y − y ) … … (y − y )
+ x + …+ x
(y − y )(y − y ) … … (y − y ) (y − y )(y − y ) … … (y − y )

16
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:

1. Using Lagrange’s Interpolation formula to find f ( 9 ) from the following data

x 5 7 11 13 17
y 150 392 1452 2366 5202
Solution:

The Lagrange’s Interpolation formula is

(x − x )(x − x )(x − x )(x − x )
y = f(x) = y
(x − x )(x − x )(x − x )(x − x )

(x − x )(x − x )(x − x )(x − x )

+ y
(x − x )(x − x )(x − x )(x − x )

(x − x )(x − x )(x − x )(x − x )

+ y
(x − x )(x − x )(x − x )(x − x )

(x − x )(x − x )(x − x )(x − x )

+ y
(x − x )(x − x )(x − x )(x − x )

(x − x )(x − x )(x − x )(x − x )

+ y
(x − x )(x − x )(x − x )(x − x )

( 9 − 7 )( 9 − 11 )( 9 − 13 )( 9 − 17 )
y = f(x) = ( 150 )
( 5 − 7 )( 5 − 11 )( 5 − 13 )( 5 − 17 )

( 9 − 5 )( 9 − 11 )( 9 − 13 )( 9 − 17 )
+ ( 392 )
( 7 − 5 )( 7 − 11 )( 7 − 13 )( 7 − 17 )

( 9 − 5 )( 9 − 7 )( 9 − 13 )( 9 − 17 )
+ ( 1452 )
( 11 − 5 )( 11 − 7 )( 11 − 13 )( 11 − 17 )

( 9 − 5 )( 9 − 7 )( 9 − 11 )( 9 − 17 )
+ ( 2366 )
( 11 − 5 )( 13 − 7 )( 13 − 11 )( 13 − 17 )

17
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( 9 − 5)( 9 − 7 )( 9 − 11 )( 9 − 13 )
+ ( 5202 )
( 17 − 5 )( 17 − 7 )( 17 − 11 )( 17 − 13 )

y = f(x) = −16.6667 + 209.0667 + 1290.6667 − 788.6667 + 115.6000

= 810

2. Using Lagrange’s Interpolation formula to find the interpolating polynomial that approximates
to the function described by the following table and also find f ( 3 )
x 0 1 2 5
y 2 3 12 147
Solution:
The Lagrange’s Interpolation formula is

(x − x )(x − x )(x − x ) (x − x )(x − x )(x − x )

y = f(x) = y + y
(x − x )(x − x )(x − x ) (x − x )(x − x )(x − x )

(x − x )(x − x )(x − x ) (x − x )(x − x )(x − x )

+ y + y
(x − x )(x − x )(x − x ) (x − x )(x − x )(x − x )

( x − 1 )( x − 2 )( x − 5 ) ( x − 0 )( x − 2 )( x − 5 )
= (2)+ (3)
( 0 − 1 )(0 − 2 )( 0 − 5 ) ( 1 − 0 )( 1 − 2 )( 1 − 5 )

( x − 0 )( x − 1 )( x − 5 ) ( x − 0 )( x − 1 )( x − 2 )
+ ( 12 ) + ( 147 )
( 2 − 0 )( 2 − 1 )( 2 − 5 ) ( 5 − 0 )( 5 − 1 )( 5 − 2 )

1 3
y = f(x) = − ( x − 8x + 17x − 10 ) + (x − 7x + 10x)
5 4
49
−2 ( x − 6x + 5x ) + (x − 3x + 2x)
20

1
= ( 20x + 20x − 20x + 40 )
20

y = f(x) = x + x − x + 2

18
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

To find f ( 3 ) put x = 3

y = f( 3 ) = 3 + 3 − 3 + 2 = 35

NUMERICAL INTEGRATION

In numerical analysis, Numerical Integration constitutes a broad family of algorithms for

calculating the numerical value of a definite integral, and by extension, the term is also
sometimes used to describe the numerical solution of differential equations. This article focuses
on calculation of definite integrals. The term numerical quadrature (often abbreviated to
quadrature) is more or less a synonym for numerical integration, especially as applied to one-
dimensional integrals. Numerical integration over more than one dimension is sometimes
described as cubature, although the meaning of quadrature is understood for higher dimensional
integration as well.

The basic problem in numerical integration is to compute an approximate solution to a definite

integral

to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of
dimensions, and the domain of integration is bounded, there are many methods for
approximating the integral to the desired precision.

19
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Reasons for using numerical integration

There are several reasons for carrying out numerical integration. The integrand f(x) may be
known only at certain points, such as obtained by sampling. Some embedded systems and other
computer applications may need numerical integration for this reason.
A formula for the integrand may be known, but it may be difficult or impossible to find an anti-
derivative which is an elementary function. An example of such an integrand is f(x) = exp(−x2),
the anti-derivative of which (the error function, times a constant) cannot be written in
elementary form.
It may be possible to find an anti-derivative symbolically, but it may be easier to compute a
numerical approximation than to compute the anti-derivative. That may be the case if the anti-
derivative is given as an infinite series or product, or if its evaluation requires a special function
which is not available.
This is the process of obtaining approximately the value of the definite integral I = ∫ y dx
without actually integrating the function but only using the values of y at some points of x equally
spaced over [ a , b ]. We need techniques to accomplish this because, not all functions can be
integrated by the various standard methods of integration. Further there are many situations
where we have only some values of y corresponding to equidistant values of x.

We present three rules/formulae to obtain the value of the definite integral I = ∫ y dx

numerically. The following is a common step for applying any of the rule.

The interval [ a , b ] is divided into n equal parts of width h where h=( b – a )/n.

Let a = x , x = x + h , x = x + 2h , … … … x = x + nh = b be the points of division.

Also let y = f(x ), y = f(x ), y = f(x ), … … … … y = f(x ) be the corresponding
values of f(x)

Now we have a set of values of y = f(x) at equidistant points of x and the values ( x, y ) are
tabulated.

x a=x x x ------ x =b
y y y y ------ y

20
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

The rules are as follows:

Trapezoidal Rule :( Here n=1)

𝒉
I= [ (𝐲𝟎 + 𝐲𝐧 ) + 𝟐(𝐲𝟏 + 𝐲𝟐 + … … … + 𝐲𝐧 𝟏 )]
𝟐

Simpson’s one third rule:

𝒉
I= [ (𝐲𝟎 + 𝐲𝐧 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + … … … + 𝐲𝐧 𝟏 ) + 𝟐(𝐲𝟐 + 𝐲𝟒 + … … … + 𝐲𝐧 𝟐 )]
𝟑

Simpson’s three eighth rule:

𝟑𝒉
I= [ (𝐲𝟎 + 𝐲𝐧 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 + … … … + 𝐲𝐧 𝟏 ) + 𝟐(𝐲𝟑 + 𝐲𝟔 + … … … + 𝐲𝐧 𝟑 )]
𝟖

Weddle’s rule:

𝟑𝐡
I= ∑𝐧𝐢 𝟎 𝐤 𝐲𝐢 , where k = 1 , 5 , 1 , 6 , 1 , 5 , 2 , 5 , 1 , 6 , 1 , 5 , 2 , ………
𝟏𝟎

However it should be noted that when n = 6 we have Weddle’s rule,

𝟑𝒉
I= [ (𝐲𝟎 + 𝐲𝟔 ) + 𝟓(𝐲𝟏 + 𝐲𝟓 ) + (𝐲𝟐 + 𝐲𝟒 ) + 𝟔𝐲𝟑 ]
𝟏𝟎

Notes:

1. When we divide the interval into n equal parts there will be (n+1) values of a = x , x = x +
h , x = x + 2h , … … … x = x + nh = b . the corresponding values of y, also ( n+1 ) in
number are referred to as the ~ ordinates’. So we can conclude that if there are ( n+1 ) ordinates
there must be n equal divisions.

2. It is very important to know that

(a) to apply Simpson’s 1/3 rd rule, n must be a multiple of 2

(b) to apply Simpson’s 3/8 th rule, n must be a multiple of 3

(c) to apply Weddle’s rule n must be a multiple of 6

21
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

when n = 6 or multiple of 6 all the rules can be applied to find the approximate value of the given
definite integral.

Note : For any multiple of ‘n’ trapezoidal rule can be used

Working procedure for problems:

1. Given the definite integral I = ∫ y dx for evaluation, first divide the interval [ a , b ] into
appropriate number of equal parts (strips) so as to apply the desired rule. a = x , x = x +
h , x = x + 2h , … … … x = x + nh = b be the points of division inclusive of the ends.

2. Prepare a table consisting the values of x and the corresponding computed values of y denoted
respectively by y = f(x ), y = f(x ), y = f(x ), … … … … y = f(x )

3. Substitute values from this table into the appropriate rule to obtain the approximate value of the
given definite integral.
Note:
Sometimes it is possible to deduce the value of a certain quantity by equating the theoretical
value of the definite integral (when exists) with that of the numerical value obtained without
integration using the rule.

Problems:

1. Evaluate ∫ dx dividing the interval into four equal parts by applying

Simpson’s 1/3rd rule and deduce an approximate value of 𝜋

Solution:

Here a = 0 , b = 1, n = 4 . Therefore h = ( b - a )/ n =1/4

The set of values of x and y are represented in the following table.

x 0 1/4 1/2 3/4 1

y y = 1 y = 16/17 y = 4/5 y = 16/25 y = 1/2

Simpson’s one third rule:

𝒉
I = [ (𝐲𝟎 + 𝐲𝟒 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 ) + 𝟐(𝐲𝟐 )]
𝟑

22
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

/
= 1+ +4 + +2 = 0.7854

To deduce the value of 𝜋

∫ dx = [tan 𝑥] = tan 1 − tan 0=

Equating this with the obtained numerical value , we have = 0.7854

𝜋 = 4(0.7854) = 3.1416

2. Evaluate ∫ dx dividing the interval into six equal parts by applying

Simpson’s 3/8th rule and deduce an approximate value of log 2

Solution:

Here a = 0 , b = 1, n = 6 . Therefore h = ( b - a )/ n =1/6

The set of values of x and y are represented in the following table.

x 0 1/6 2/6 3/6 4/6 5/6 1

y y = 1 y = 6/7 y = 3/4 y = 2/3 y = 3/5 y = 6/11 y = 1/2

Simpson’s three eighth rule:

𝟑/𝟔
I= [ (𝐲𝟎 + 𝐲𝟔 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 ) + 𝟐(𝐲𝟑 )]
𝟖

= 1+ +3 + + + +2

= 0.6932

To deduce the value of log 2

∫ dx = [log (1 + x)] = log 2−log 1 = log 2

Equating this with the obtained numerical value , we have

23
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

log 2 = 0.6932

3. Evaluate ∫ 3x dx dividing the interval into six equal parts by applying

(i) Simpson’s 1/3rd rule (ii) Simpson’s 3/8th rule (c) Weddle’s rule
and verify with exact integral.
Solution:
Here a = 0 , b = 6 , n = 6 . Therefore h = ( b - a )/ n =1
The set of values of x and y are represented in the following table.

x 0 1 2 3 4 5 6
y=3x y =0 y =3 y = 12 y = 27 y = 48 y = 75 y = 108

Simpson’s one third rule:

𝒉
I = [ (𝐲𝟎 + 𝐲𝐧 ) + 𝟒(𝐲𝟏 + 𝐲𝟑 + … … … + 𝐲𝐧 𝟏 ) + 𝟐(𝐲𝟐 + 𝐲𝟒 + … … … + 𝐲𝐧 𝟐 )]
𝟑

= [ (0 + 108) + 4(3 + 27 + 75) + 2(12 + 48)] = 216

Simpson’s three eighth rule:

𝟑𝒉
I = [ (𝐲𝟎 + 𝐲𝐧 ) + 𝟑(𝐲𝟏 + 𝐲𝟐 + 𝐲𝟒 + 𝐲𝟓 + … … … + 𝐲𝐧 𝟏 ) + 𝟐(𝐲𝟑 + 𝐲𝟔 + … … … + 𝐲𝐧 𝟑 )]
𝟖

= [ (0 + 108) + 3(3 + 12 + 48 + 75) + 2(27)]

= 216

Weddle’s rule:
𝟑𝒉
I = [ (𝐲𝟎 + 𝐲𝟔 ) + 𝟓(𝐲𝟏 + 𝐲𝟓 ) + (𝐲𝟐 + 𝐲𝟒 ) + 𝟔𝐲𝟑 ]
𝟏𝟎

3
= [ (0 + 108) + 5(3 + 75) + (12 + 48) + 6(27)]
10

= 216

Exact Method:

I = ∫ 3x dx = [𝑥 ] = 6 − 0 = 216

24
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

EXERCISES:

1. Use Lagrange’s interpolation formula to find f(4), given

x 0 2 4 6
y -4 2 14 158

2. Use Lagrange’s interpolation formula to find f(10), given

x 5 6 9 11
y 12 13 14 16

3. Use Lagrange’s interpolation formula to fit a polynomial for the data given and find f(2)

x 0 1 3 4
y -12 0 6 12

4. Use Lagrange’s interpolation formula, find the interpolating polynomial, given

x 1 3 4 6
y 3 9 30 132

5. Use Lagrange’s interpolation formula, to find the polynomial of the form x = f(y) and find x(5)

x 2 10 17
y 1 3 4

6. Use Lagrange’s interpolation formula to fit a polynomial for the data given

x 1 2 4 5
y 14 41 197 350

25
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

7. Evaluate ∫ dx dividing the interval into six equal parts by applying Weddle’s rule and
deduce an approximate value of log 2

8. Use (i) Simpson’s 1/3rd rule (ii) Simpson’s 3/8th rule (c) Weddle’s rule to compute the
area bounded by the curve y = f(x), x-axis and the extreme ordinates from the following
table.

x 0 1 2 3 4 5 6
y 0 2 2.5 2.3 2 1.7 1.5

ANSWERS:
1. 40 2. 14.67 3. x − 7x + 18x − 12 ; 4 4. ( 4x − 2x − 29x + 42 )

5. y + 1 ; 26 6. 2x + 3x + 4x − 5 7. 0.3466 , 0.6932 8. 11.49

26