NUMERICAL METHODS AND ANALYSIS

LESSON 7

Presented by: Engr. Romulo C. Cruz, Jr.

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NUMERICAL
INTEGRATION &
DIFFERENTIATION
TECHNIQUES
Friday, 25 November 2022
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LEARNING OUTCOMES

At the end of the lesson, the students are expected to

be able to:

▪ evaluate the definite integrals of functions by

Trapezoidal rule and by Simpson’s rule.

▪ obtain numerical approximation to the first and

second derivatives of functions

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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NUMERICAL INTEGRATION

▪ the approximate computation of an integral using numerical

techniques

▪ the process of numeric approximation of the definite integral

𝑏
𝐽 = ‫𝑥𝑑 𝑥 𝑓 𝑎׬‬

where J = area under the curve of f between a and b

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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TRAPEZOIDAL RULE

▪ a numerical integration technique in which the general idea is to

split the interval [a, b] into a sequence of N smaller subintervals
𝑏−𝑎
of equal width ℎ =
𝑁

where:
f0 = f(a)
f1 = f(a + h)
f2 = f(a + 2h) = f(b)

න 𝑓 𝑥 𝑑𝑥 = 𝐴𝑟𝑒𝑎 𝑜𝑓 𝑓𝑖𝑟𝑠𝑡 𝑡𝑟𝑎𝑝𝑒𝑧𝑜𝑖𝑑 + 𝐴𝑟𝑒𝑎 𝑜𝑓 𝑠𝑒𝑐𝑜𝑛𝑑 𝑡𝑟𝑎𝑝𝑒𝑧𝑜𝑖𝑑

𝑎
1 1 1
= ℎ 𝑓0 + 𝑓1 + ℎ 𝑓1 + 𝑓2 = ℎ 𝑓0 + 2𝑓1 + 𝑓2
2 2 2
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TRAPEZOIDAL RULE
where:
1
h = (b – a)
3

න 𝑓 𝑥 𝑑𝑥 = 𝐴𝑟𝑒𝑎 𝑜𝑓 1𝑠𝑡 𝑡𝑟𝑎𝑝𝑒𝑧𝑜𝑖𝑑 + 𝐴𝑟𝑒𝑎 𝑜𝑓 2𝑛𝑑 𝑡𝑟𝑎𝑝𝑒𝑧𝑜𝑖𝑑

𝑎
+𝐴𝑟𝑒𝑎 𝑜𝑓 3𝑟𝑑 𝑡𝑟𝑎𝑝𝑒𝑧𝑜𝑖𝑑
1 1 1
= ℎ 𝑓0 + 𝑓1 + ℎ 𝑓1 + 𝑓2 + ℎ 𝑓2 + 𝑓3
2 2 2
1
= ℎ [𝑓0 + 2 𝑓1 + 𝑓2 + 𝑓3 ]
2

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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TRAPEZOIDAL RULE
In general,
𝑏 1
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = ℎ 𝑓0 + 2 𝑓1 + 𝑓2 + ⋯ + 𝑓𝑁−1 + 𝑓𝑁
2

1
= ℎ[𝑓0 + 2 σ𝑁−1
𝑖=1 𝑓 𝑎 + 𝑖ℎ + 𝑓𝑁 ]
2

𝑏−𝑎
where: ℎ =
𝑁

𝑓0 = 𝑓 𝑎 , 𝑓1 = 𝑓 𝑎 + ℎ , … , 𝑓𝑁 = 𝑓 𝑎 + 𝑁ℎ = 𝑓(𝑏)

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 1
2
Using 4 subintervals, approximate ‫׬‬1 𝑙𝑛𝑥 𝑑𝑥 by trapezoidal rule.
Round-off to 6D. Calculate the error.

SOLUTION:
𝑏−𝑎 2−1
ℎ= = = 0.25
𝑁 4

n xn fn = ln xn
0 1 0
1 1.25 0.223144
2 1.5 0.405465
3 1.75 0.559616
4 2 0.693147
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 1
SOLUTION…

Since

𝑏 1
‫ = 𝑥𝑑 𝑥 𝑓 𝑎׬‬2 ℎ [𝑓0 + 2 𝑓1 + 𝑓2 + ⋯ + 𝑓𝑁−1 + 𝑓𝑁 ]
2
1
න 𝑙𝑛𝑥 𝑑𝑥 = ℎ 𝑓0 + 2 𝑓1 + 𝑓2 + 𝑓3 + 𝑓4
1 2
1
= 0.25 [0 + 2 0.223144 + 0.405465 + 0.559616
2

+0.693147]
2
න 𝑙𝑛𝑥 𝑑𝑥 = 𝟎. 𝟑𝟖𝟑𝟕𝟎𝟎
1
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 1

SOLUTION…

The actual or exact value is

2
න 𝑙𝑛𝑥 𝑑𝑥 = xlnx − x|12 = 0.386294
1

Therefore the error is

Error = 0.386294 – 0.383700 = 0.002594 (or about 0.7%)

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EXAMPLE PROBLEM 2

1 𝑥2
Using trapezoidal rule with N = 10, compute ‫׬‬0 𝑒 𝑑𝑥.
Round-off to 6D.

SOLUTION:

𝑏−𝑎 1−0
ℎ= = = 0.1
𝑁 10

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 2
SOLUTION…
𝟐
n 𝒙𝒏 𝒙𝒏 𝟐 fn = 𝒆 𝒙 𝒏
0 0 0 1
1 0.1 0.01 1.010050
2 0.2 0.04 1.040811
3 0.3 0.09 1.094174
4 0.4 0.16 1.173511
5 0.5 0.25 1.284025
6 0.6 0.36 1.433329
7 0.7 0.49 1.632316
8 0.8 0.64 1.896481
9 0.9 0.81 2.247908
10 1 1 2.718282
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 2
SOLUTION…

𝑏 1
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = ℎ [𝑓0 + 2 𝑓1 + 𝑓2 + ⋯ + 𝑓𝑁−1 + 𝑓𝑁 ]
2

1 2 1
‫׬‬0 𝑒 𝑥 𝑑𝑥 = 2 ℎ [𝑓0 + 2(𝑓1 + 𝑓2 + 𝑓3 + 𝑓4 + 𝑓5 + 𝑓6 + 𝑓7 + 𝑓8 + 𝑓9 )

+𝑓10 ]

1
= 0.1 [1 + 2 (1.010050 + 1.040811 + 1.094174
2

+1.173511 + 1.284025 + 1.433329 + 1.632316

+1.896481 + 2.247908) + 2.718282]

1 2
‫׬‬0 𝑒 𝑥 𝑑𝑥 = 𝟏. 𝟒𝟔𝟕𝟏𝟕𝟓
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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SIMPSON’S RULE
▪ based on passing a quadratic through three equally spaced points,
rather than passing a straight line through two points

To apply Simpson’s Rule,

1. Choose N, which must be an even number of subintervals
2. Calculate
𝑏
1
න 𝑓 𝑥 𝑑𝑥 = ℎ[𝑓0 + 4 𝑓1 + 𝑓3 + ⋯ + 𝑓𝑁−1 + 2 𝑓2 + 𝑓4 + ⋯ + 𝑓𝑁−2 + 𝑓𝑁 ]
𝑎 3
Thomas Simpson
1
= ℎ[𝑓0 + 4 σ𝑁−1 𝑁−2 https://en.wikipedia.org/wiki/Thomas_Simpson_(explorer)#/media/File:Thomas_Simpson_(crop).jpg

3 𝑖 𝑜𝑑𝑑 =1 𝑓𝑖 + 2 σ𝑖 𝑒𝑣𝑒𝑛 =2 𝑓𝑖 + 𝑓𝑁 ]

𝑏−𝑎
where: ℎ =
𝑁
𝑓0 = 𝑓 𝑎 , 𝑓1 = 𝑓 𝑎 + ℎ , … , 𝑓𝑁 = 𝑓 𝑎 + 𝑁ℎ = 𝑓(𝑏)
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EXAMPLE PROBLEM 3

2
Using 4 subintervals, approximate ‫׬‬1 𝑙𝑛𝑥 𝑑𝑥 by
Simpson’s rule. Round-off to 6D. Calculate the error.

SOLUTION:
𝑏−𝑎 2−1
ℎ= = = 0.25
𝑁 4

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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EXAMPLE PROBLEM 3

SOLUTION…

n xn fn = ln xn
0 1 0
1 1.25 0.223144
2 1.5 0.405465
3 1.75 0.559616
4 2 0.693147

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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EXAMPLE PROBLEM 3
SOLUTION…
𝑏 1
‫= 𝑥𝑑 𝑥 𝑓 𝑎׬‬ 3
ℎ[𝑓0 + 4 𝑓1 + 𝑓3 + ⋯ + 𝑓𝑁−1 + 2(𝑓2 + 𝑓4 +

… + 𝑓𝑁−2 ) + 𝑓𝑁 ]
2 1
‫׬‬1 𝑙𝑛𝑥 𝑑𝑥 = 3 ℎ 𝑓0 + 4 𝑓1 + 𝑓3 + 2𝑓2 + 𝑓4
1
= 0.25 [0 + 4 0.223144 + 0.559616 + 2 0.405465
3
+0.693147]
2
‫׬‬1 𝑙𝑛𝑥 𝑑𝑥 = 𝟎. 𝟑𝟖𝟔𝟐𝟔𝟎

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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EXAMPLE PROBLEM 3

SOLUTION…

Error = 0.386294 − 0.386260

= 0.000034 (or 0.009%)

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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EXAMPLE PROBLEM 4

2
Using 8 subintervals, approximate ‫׬‬0 cosh 𝑥 𝑑𝑥 by
Simpson’s rule. Round-off to 6D.

SOLUTION:
𝑏−𝑎 2−0
ℎ= = = 0.25
𝑁 8

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 4

SOLUTION…

n xn fn = cosh xn
0 0 1
1 0.25 1.031413
2 0.5 1.127626
3 0.75 1.294683
4 1 1.543081
5 1.25 1.888424
6 1.5 2.352410
7 1.75 2.964188
8 2 3.762196
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 4
SOLUTION…

𝑏 1
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = ℎ[𝑓0 + 4 𝑓1 + 𝑓3 + ⋯ + 𝑓𝑁−1 + 2(𝑓2 + 𝑓4 + ⋯ +
3
𝑓𝑁−2 ) + 𝑓𝑁 ]

2 1
‫׬‬0 cosh 𝑥 𝑑𝑥 = 3 ℎ 𝑓0 + 4 𝑓1 + 𝑓3 + 𝑓5 + 𝑓7 + 2(𝑓2 +𝑓4 + 𝑓6 ) + 𝑓8

1
= 0.25 [1 + 4 (1.031413 + 1.294683 + 1.888424 +
3
2.964188) + 2 (1.127626 + 1.543081 +
2.352410) + 3.762196]

1
= 0.25 [1 + 28.714832 + 10.046234 + 3.762196]
3

2
‫׬‬0 cosh 𝑥 𝑑𝑥 = 𝟑. 𝟔𝟐𝟔𝟗𝟑𝟗
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NUMERICAL
DIFFERENTIATION
▪ the process of numerically approximating the derivative of a
given function at a given point

▪ there are times in which exact formulas are available but they
are very complicated to the point that an exact computation of
the derivative requires a lot of function evaluations

▪ it might be significantly simpler to approximate the derivative

instead of computing its exact value.

Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture
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FIRST DERIVATIVE
APPROXIMATION
▪ approximates the slope of a
curve f at a particular point x
= x0 in terms of f(x0) and the
value of f at a point where x =
x0 + h

▪ the shorter broken line gives

a decent approximation to the
required slope of the longer
broken line when h is small
enough
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FIRST DERIVATIVE
APPROXIMATION
𝑓 ′ 𝑥0 ≅ 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑠ℎ𝑜𝑟𝑡𝑒𝑟 𝑏𝑟𝑜𝑘𝑒𝑛 𝑙𝑖𝑛𝑒

𝑓 𝑥0 +ℎ −𝑓(𝑥0 )
=
𝑥0 +ℎ−𝑥0

′
𝑓 𝑥0 + ℎ − 𝑓(𝑥0 )
𝑓 𝑥0 =
ℎ

This is known as One-sided Forward

Difference approximation to the
derivative of f
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FIRST DERIVATIVE
APPROXIMATION
Considering a point to the left of x0
𝑓 ′ 𝑥0 ≅ 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑠ℎ𝑜𝑟𝑡𝑒𝑟 𝑏𝑟𝑜𝑘𝑒𝑛 𝑙𝑖𝑛𝑒

𝑓 𝑥0 −𝑓 𝑥0 −ℎ
=
𝑥0 −(𝑥0 −ℎ)

𝑓 𝑥0 − 𝑓 𝑥0 − ℎ
𝑓 ′ 𝑥0 =
ℎ

This is known as One-sided

Backward Difference approximation
to the derivative of f
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FIRST DERIVATIVE
APPROXIMATION
Considering two points on either side of x0

𝑓 ′ 𝑥0 ≅ 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑠ℎ𝑜𝑟𝑡𝑒𝑟 𝑏𝑟𝑜𝑘𝑒𝑛 𝑙𝑖𝑛𝑒

𝑓 𝑥0 +ℎ −𝑓 𝑥0 −ℎ
=
𝑥0 +ℎ−(𝑥0 −ℎ)

𝑓 𝑥0 + ℎ − 𝑓 𝑥0 − ℎ
𝑓 ′ 𝑥0 =
2ℎ

This is known as Central Difference

approximation to the derivative of f
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 5

𝜋
Approximate the derivative of cos x at 𝑥0 = for: (a) h = 0.1, (b) h =
3
0.01, (c) h = 0.001. Use forward difference and central difference
approximations. Round-off to 6D.

SOLUTION:

By forward difference approximation

𝑓 𝑥0 +ℎ −𝑓(𝑥0 )
𝑓 ′ 𝑥0 =
ℎ
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 5
SOLUTION…

𝜋 𝜋
Since f(x) = cos x, f(x0) = cos x0 = cos , f(x0 + h) = cos (x0 + h) = cos +ℎ
3 3

𝜋 𝜋 𝜋 𝜋
𝜋 cos 3 +ℎ −cos 3 cos 3 +0.1 −cos 3 0.411044−0.5
(a) 𝑓′ = = =
3 ℎ 0.1 0.1

= −𝟎. 𝟖𝟖𝟗𝟓𝟔𝟎

𝜋 𝜋 𝜋 𝜋
𝜋 cos 3 +ℎ −cos 3 cos 3 +0.01 −cos 3 0.491315−0.5
(b) 𝑓′ = = =
3 ℎ 0.01 0.01

= −𝟎. 𝟖𝟔𝟖𝟓𝟎𝟎
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 5
SOLUTION…

𝜋 𝜋 𝜋 𝜋
𝜋 cos 3 +ℎ −cos 3 cos 3 +0.001 −cos 3 0.499134−0.5
(c) 𝑓′ = = =
3 ℎ 0.001 0.001

= −𝟎. 𝟖𝟔𝟔𝟎𝟎𝟎

By central difference approximation

𝑓 𝑥0 +ℎ −𝑓 𝑥0 −ℎ
𝑓 ′ 𝑥0 =
2ℎ

𝜋
Here, f(x0 + h) = cos (x0 + h) = cos + ℎ , f(x0 − h) = cos (x0 − h) =
3
𝜋
cos −ℎ
3
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 5
SOLUTION…

𝜋 𝜋 𝜋 𝜋
𝜋 cos 3 +ℎ −cos 3 −ℎ cos 3 +0.1 −cos 3 −0.1
(a) 𝑓′ = =
3 2ℎ 2(0.1)

0.411044 − 0.583960
= = −𝟎. 𝟖𝟔𝟒𝟓𝟖𝟎
0.2

𝜋 𝜋 𝜋 𝜋
𝜋 cos 3 +ℎ −cos 3 −ℎ cos 3 +0.01 −cos 3 −0.01
(b) 𝑓′ = =
3 2ℎ 2(0.01)

0.491315 − 0.508635
= = −𝟎. 𝟖𝟔𝟔𝟎𝟎𝟎
0.02
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 5

SOLUTION…

𝜋 𝜋 𝜋 𝜋
𝜋 cos +ℎ −cos −ℎ cos +0.001 −cos −0.001
(c) 𝑓′ = 3 3
= 3 3
3 2ℎ 2(0.001)

0.499134 − 0.500866
= = −𝟎. 𝟖𝟔𝟔𝟎𝟎𝟎
0.002
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 6
The distance x of a runner from a fixed point is measured in meters
at intervals of half a second. The Table shows the data obtained.

t (s) 0 0.5 1 1.5 2

x (m) 0 3.65 6.80 9.90 12.15

Use central difference approximation to predict the runner’s velocity

at time t = 0.5 s and t = 1.25 s.

SOLUTION:

𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒 𝑑𝑥
Velocity is given by the formula 𝑣𝑒𝑙𝑜𝑐𝑖𝑡𝑦 = or 𝑥 ′ 𝑡 =
𝑡𝑖𝑚𝑒 𝑑𝑡
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 6

SOLUTION…

Using central difference approximation at t = 0.5 s:

𝑥 𝑡0 +ℎ −𝑥 𝑡0 −ℎ 𝑥 1.0 −𝑥(0) 6.8−0

𝑥 ′ 0.5 = = = = 𝟔. 𝟖 𝐦/𝐬
2ℎ 2(0.5) 1

At t = 1.25 s:

𝑥 1.5 −𝑥(1) 9.9−6.8

𝑥 ′ 1.25 = = = 𝟔. 𝟐 𝐦/𝐬
2(0.25) 0.5
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SECOND DERIVATIVE
APPROXIMATION
ℎ ℎ
Using the central difference formula for 𝑓 ′ (𝑥0 + ) and 𝑓 ′ (𝑥0 − ), and
2 2

applying central difference approximation for the derivative of 𝑓 ′ at 𝑥0 , we

get the second derivative approximation of the second derivative of f:
ℎ ℎ
𝑓′ 𝑥0 + −𝑓′ (𝑥0 − )
𝑓 ′′ 𝑥0 = 2 2
ℎ

but

ℎ 𝑓 𝑥0 +ℎ −𝑓(𝑥0 ) ℎ 𝑓 𝑥0 −𝑓(𝑥0 −ℎ)

𝑓 ′ 𝑥0 + = , 𝑓 ′ 𝑥0 − =
2 ℎ 2 ℎ
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SECOND DERIVATIVE
APPROXIMATION

𝑓 𝑥0 + ℎ − 𝑓(𝑥0 ) 𝑓 𝑥0 − 𝑓(𝑥0 − ℎ)
−
𝑓 ′′ 𝑥0 = ℎ ℎ
ℎ
𝑓 𝑥0 +ℎ −𝑓 𝑥0 −𝑓 𝑥0 +𝑓(𝑥0 −ℎ)
ℎ
=
ℎ

𝑓 𝑥0 + ℎ − 2 𝑓 𝑥0 + 𝑓(𝑥0 − ℎ)
𝑓 ′′ 𝑥0 =
ℎ2
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 7
The distance x of a runner from a fixed point is measured in meters
at intervals of half a second. The Table shows the data obtained.

t (s) 0 0.5 1 1.5 2

x (m) 0 3.65 6.80 9.90 12.15

Use central difference to approximate the runner’s acceleration at

time t = 1.5 s.

SOLUTION:

Using second derivative approximation

𝑥 𝑡0 +ℎ −2 𝑥 𝑡0 +𝑥(𝑡0 −ℎ)
𝑥 ′′ 𝑡0 =
ℎ2
 Presented by Engr. Romulo C. Cruz, Jr. Electrical Engineering Department College of Engineering & Architecture

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EXAMPLE PROBLEM 7
SOLUTION…

where h= 0.5, 𝑡0 = 1.5, 𝑡0 + ℎ = 2, 𝑡0 − ℎ = 1:

12.15−2 9.9 +6.8

𝑥 ′′ 1.5 = = −𝟑. 𝟒 𝐦Τ𝐬𝟐 (runner is slowing down)
(0.5)2

If the runner’s speed is required at 𝑡0 = 1.5, then

𝑥 𝑡0 +ℎ −𝑥 𝑡0 −ℎ
𝑥 ′ 𝑡0 =
2ℎ

12.15−6.8
𝑥 ′ 1.5 = = 5.35 𝑚Τ
𝑠
2(0.5)
z

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