Numerical Methods Lec.

NUMERICAL DIFFERENTIATION
Dr. Ndung’u Reuben M.
This approach is used to differentiate;
a) a function given by a set of tabular values,
b) complicated functions.
Definition
Numerical differentiation is the process of computing the value of the derivative 𝑑𝑦⁄𝑑𝑥 for
some particular value of 𝑥 from the given data when the form of the function is not known.
It is developed by fitting approximating functions to a set of data and differentiating the
approximating function.
𝑑 𝑑
Thus, (𝑓(𝑥)) = (𝑃𝑛 (𝑥 ))
𝑑𝑥 𝑑𝑥

Procedure;
i) Fit an approximating function to the discrete data.
ii) Differentiate the function
If 𝑑𝑦⁄𝑑𝑥 is required at a point near the end of the table, we use NFDIF.
If 𝑑𝑦⁄𝑑𝑥 is required at a point near the end of the table, we use NBDIF.
If 𝑑𝑦⁄𝑑𝑥 is required at the middle of the table, a suitable central difference interpolation
formula is used.
DERIVATIVES FOR EQUALLY SPACED INTERVALS
Suppose 𝑦 = 𝑓(𝑥) is known at (𝑛 + 1) equispaced points 𝑥0 , 𝑥1 , ⋯ , 𝑥𝑛 and they are 𝑦0 , 𝑦1 , ⋯ , 𝑦𝑛
respectively, i.e. 𝑦𝑖 = 𝑓 (𝑥𝑖 ), 𝑖 = 0,1,2, ⋯ , 𝑛.
Let (𝑥𝑖 , 𝑦𝑖 ), 𝑖 = 0,1,2, ⋯ , 𝑛 be the given data points and 𝑥𝑖 = 𝑥0 + 𝑖ℎ (ℎ is the spacing).
Derivatives using Forward Difference Formula

Suppose the tabulated function is 𝑦 = 𝑓(𝑥) is replaced by NFDIF passing through the (𝑛 + 1)
points 𝑥𝑖 (𝑖 = 0,1,2, ⋯ , 𝑛).
Then NFDIF is
𝑢(𝑢 − 1) 2 𝑢(𝑢 − 1)(𝑢 − 2) 3
𝑦𝑥 = 𝑦0 + 𝑢∆𝑦0 + ∆ 𝑦0 + ∆ 𝑦0 + ⋯ (1)
2! 3!
𝑥−𝑥0 𝑑𝑢 1
where 𝑢 = , and ℎ = 𝑥𝑖+1 − 𝑥𝑖 for 𝑖 = 0,1,2, ⋯. Here 𝑢 = 𝑢(𝑥) which implies that 𝑑𝑥 = ℎ.
ℎ

Differentiating (1) we get,

𝑑𝑦 𝑑𝑦 𝑑𝑢
= ∙
𝑑𝑥 𝑑𝑢 𝑑𝑥

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Therefore,

𝑑𝑦 1 2𝑢 − 1 2 3𝑢2 − 6𝑢 + 2 3 4𝑢3 − 18𝑢2 + 22𝑢 − 6 4

= {∆𝑦0 + ∆ 𝑦0 + ∆ 𝑦0 + ∆ 𝑦0
𝑑𝑥 ℎ 2 6 24
(2)
5𝑢4 − 40𝑢3 + 105𝑢2 − 100𝑢 + 24 5
+ ∆ 𝑦0 + ⋯ }
120

Differentiating once again, we get

𝑑2𝑦 1 2 3
6𝑢2 − 18𝑢 + 11 4
= {∆ 𝑦0 + ( u − 1) ∆ 𝑦0 + ∆ 𝑦0
𝑑𝑥 2 h2 12
(3)
2𝑢3 − 12𝑢2 + 21𝑢 − 10 5
+ ∆ 𝑦0 + ⋯ }
12
Special case: when we require 𝑑𝑦⁄𝑑𝑥 at a basic tabulated point 𝑥𝑖 we choose 𝑥 = 𝑥0 so that
𝑢 = 0. Then we have

𝑑𝑦 1 1 1 1 1
( ) = {∆𝑦0 − ∆2 𝑦0 + ∆3 𝑦0 − ∆4 𝑦0 + ∆5 𝑦0 + ⋯ } (4)
𝑑𝑥 x0 ℎ 2 3 4 5

𝑑2𝑦 1 11 5
( 2 ) = 2 {∆2 𝑦0 − ∆3 𝑦0 + ∆4 𝑦0 − ∆5 𝑦0 + ⋯ } (5)
𝑑𝑥 x h 12 6
0

and so on

Worked example
1. Find 𝑦 ′ (3) from the following data using an appropriate Newton’s difference interpolating
formula. Work with 4 decimal places.
𝑥 3 3.2 3.4 3.6 3.8 4.0
𝑦 −14 −10.032 −5.296 −0.256 6.672 14
Solution
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 ∆5 𝑦
3 −14
3.968
3.2 −10.032 0.768
4.736 −0.464
3.4 −5.296 0.304 2.048
5.04 1.584 −5.12
3.6 −0.2356 1.888 −3.072
6.928 −1.488
3.8 6.672 0.4
7.328
4 14

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Numerical Methods Lec. 4

𝑠 = 0, ℎ = 0.2
1 1 1 1 1
𝑓 ′ (𝑥 ) = ∗ {∆𝑦0 − ∆2 𝑦0 + ∆3 𝑦0 − ∆4 𝑦0 + ∆5 𝑦0 }
ℎ 2 3 4 5
1 1 1 1 1
𝑓 ′(3) = ∗ {3.968 − (0.768) + (−0.464) − (2.048) + (−5.12)}
0.2 2 3 4 5
= 5 ∗ {3.968 − 0.384 − 0.1547 − 0.512 − 1.024}
= 9.4665

Exercises
1. From the following table of values, estimate 𝑦 ′(1.05) and 𝑦 ′′ (1.05):
𝑥 1.00 1.05 1.10 1.15 1.20 1.25 1.30
𝑦 1.0000 1.0247 1.0488 1.0724 1.0954 1.1180 1.1402
2. A slider in a machine moves along a fixed straight rod. Its distance 𝑥 cm along the rod is
given below for various values of time 𝑡 (seconds). Find the velocity of the slider and its
acceleration when 𝑡 = 0.1𝑠.
𝑡 0.0 0.1 0.2 0.3 0.4 0.5 0.6
𝑥 3.013 3.162 3.287 3.364 3.395 3.381 3.324
3. Using Newton’s forward interpolation formula find the value of cos 420 from the following
data.

𝑥 400 450 500 550 600

𝑦 = sin 𝑥 0.064279 0.40711 0.76604 0.81915 0.86603

Derivatives using Backward Difference Formula

Using NBDIF, and applying a similar procedure, we can obtain

𝑑𝑦 1 2𝑢 + 1 2 3𝑢2 + 6𝑢 + 2 3 4𝑢3 + 18𝑢2 + 22𝑢 + 6 4

= {∇𝑦n + ∇ 𝑦n + ∇ 𝑦n + ∇ 𝑦n
𝑑𝑥 ℎ 2 6 24
5𝑢4 + 40𝑢3 + 105𝑢2 + 100𝑢 + 24 5
+ ∇ 𝑦n + ⋯ } − − − −(7)
120

𝑑2𝑦 1 2 3
6𝑢2 + 18𝑢 + 11 4
= {∇ 𝑦n + ( u + 1) ∇ 𝑦n + ∇ 𝑦n
𝑑𝑥 2 h2 12
2𝑢3 + 12𝑢2 + 21𝑢 + 10 5
+ ∇ 𝑦n + ⋯ } − − − − − (7)
12

In particular when 𝑥 = 𝑥𝑛 , we get 𝑢 = 0

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Numerical Methods Lec. 4

𝑑𝑦 1 1 1 1 1
( ) = {∇𝑦n + ∇2 𝑦n + ∇3 𝑦n + ∇4 𝑦n + ∇5 𝑦n + ⋯ } (8)
𝑑𝑥 xn ℎ 2! 3! 4! 5!

𝑑2𝑦 1 11 4 5
( 2 ) = 2 {∇2 𝑦n + ∇3 𝑦n + ∇ 𝑦n + ∇5 𝑦n + ⋯ } (9)
𝑑𝑥 x h 12 6
n

Worked example
𝑑𝑦
1. Find the value of 𝑑𝑥 at 𝑥 = 10 from the following data, using Newton’s formula.
𝑥 2 4 6 8 10
𝑦 1.5836 1.7974 2.0442 2.3275 2.6511

Solution
𝑥 𝑦 ∇𝑦 ∇2 𝑦 ∇3 𝑦 ∇4 y
2 1.5836
4 1.7974 0.2138
6 2.0442 0.2468 0.033
8 2.3275 0.2833 0.0365 0.0035
10 2.6511 0.3236 0.0403 0.0038 0.0003
Here 𝑥𝑛 = 10, 𝑥 = 10, ℎ = 2, 𝑢 = 0. Thus,
𝑑𝑦 1 1 1 1
( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 ]
𝑑𝑥 𝑥=𝑥𝑛 ℎ 2 3 4
1 1 1 1
= [0.3236 + ∗ (0.0403) + ∗ (0.0038) + ∗ (0.0003)] = 0.17254583
2 2 3 4
𝑑2 𝑦
2. Find the value of 𝑑𝑥2 at 𝑥 = 9.5 from the following data, using an appropriate formula.

𝑥 2 4 6 8 10
𝑦 1.5836 1.7974 2.0442 2.3275 2.6511
Solution

𝑥 𝑦 ∇𝑦 ∇2 𝑦 ∇3 𝑦 ∇4 y
2 1.5836
4 1.7974 0.2138
6 2.0442 0.2468 0.033
8 2.3275 0.2833 0.0365 0.0035
10 2.6511 0.3236 0.0403 0.0038 0.0003
9.5−10
Here 𝑥𝑛 = 10, 𝑥 = 9.5, ℎ = 2, 𝑠 = = −0.25. Thus,
2

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Numerical Methods Lec. 4

1 2 3
6𝑢2 + 18𝑢 + 11 4
𝑦= {∇ 𝑦𝑛 + ( 𝑠 + 1) ∇ 𝑦𝑛 + ∇ 𝑦𝑛 }
ℎ2 12
1 6(−0.25)2 + 18(−0.25) + 11
= {(0.0403) + ( −0.25 + 1)( 0.0038) + (0.0003)}
22 12
1
= {0.0403 + 0.00285 + 0.000171875}
4
= 0.01083046875
Exercises
1. Given that

𝑥 1.0 1.1 1.2 1.3 1.4 1.5

𝑦 7.989 8.403 8.781 9.129 9.451 9.750
𝑑𝑦 𝑑2 𝑦
Find 𝑑𝑥 and at 𝑥 = 1.45.
𝑑𝑡 2

2. The population of a certain town is shown in the following table:

Year 1951 1961 1971 1981 1991

Population (in 000) 19.96 39.65 58.81 77.21 94.61
Find the rate of growth of population in 1981.
Derivatives using Central Differentiation Formula

If derivatives are near the middle of a difference table, it is better to use a central difference
formula.
Any of the central difference interpolation formula can be used to give a central difference
differentiation formula
Based on Stirling formula

𝑓 (𝑥 ) = 𝑝 (𝑢 )
(∆𝑓0 + ∆𝑓−1 ) 𝑢2 2 𝑢(𝑢2 − 1) (∆3 𝑓−1 + ∆3 𝑓−2 )
= 𝑓0 + 𝑢 + ∆ 𝑓−1 +
2 2! 3! 2
𝑢2 (𝑢2 − 12 ) 4 𝑢(𝑢2 − 12 )(𝑢2 − 22 ) (∆5 𝑓−2 + ∆5 𝑓−3 ) (10)
+ ∆ 𝑓−2 +
4! 5! 2
𝑢2 (𝑢2 − 12 )(𝑢2 − 22 ) 6
+ ∆ 𝑓−3 + ⋯
6!
𝑥−𝑥0 𝑑𝑢 1
Differentiating with respect to 𝑥, we get (where since 𝑢 = , ⇒ 𝑑𝑥 = ℎ)
ℎ

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Numerical Methods Lec. 4

𝑑𝑦 𝑑𝑦 𝑑𝑢 1 (∆𝑓0 + ∆𝑓−1 ) 2
(3𝑢2 − 1) (∆3 𝑓−2 + ∆3 𝑓−1 ) (4𝑢3 − 2𝑢) 4
= · = { + 𝑢∆ 𝑓−1 + + ∆ 𝑓−2
𝑑𝑥 𝑑𝑢 𝑑𝑥 ℎ 2 3! 2 4!
(5𝑢4 − 15𝑢2 + 4) (∆5 𝑓−3 + ∆5 𝑓−2 ) (6𝑢5 − 20𝑢3 + 8) 6
+ + ∆ 𝑓−3 } − − − (11)
5! 2 6!

𝑑𝑦 𝑑𝑦 𝑑𝑢 1 (∆𝑓0 + ∆𝑓−1 )
= · = { + 𝑢∆2 𝑓−1
𝑑𝑥 𝑑𝑢 𝑑𝑥 ℎ 2
(3𝑢2 − 1) (∆3 𝑓−2 + ∆3 𝑓−1 ) (4𝑢3 − 2𝑢) 4
+ + ∆ 𝑓−2
3! 2 4!
(5𝑢4 − 15𝑢2 + 4) (∆5 𝑓−3 + ∆5 𝑓−2 ) (12)
+
5! 2
(6𝑢5 − 20𝑢3 + 8) 6
+ ∆ 𝑓−3 }
6!

Special case: when 𝑥 = 𝑥0 , we have 𝑢 = 0 and get

𝑑𝑦 1 (∆𝑓0 + ∆𝑓−1 ) 1 (∆3 𝑓−1 + ∆3 𝑓−2 )

( ) = { +
𝑑𝑥 𝑥0 ℎ 2 3! 2
4 (∆5 𝑓−2 + ∆5 𝑓−3 ) (13)
+ +⋯}
5! 2

Differentiating again, we have

𝑑2𝑦 1 2
(∆3 𝑓−2 + ∆3 𝑓−1 ) (12𝑢2 − 2) 4
= {∆ 𝑓−1 + 𝑢 + ∆ 𝑓−2
𝑑𝑥 2 ℎ2 2 4!
(20𝑢3 − 30𝑢) (∆5 𝑓−3 + ∆5 𝑓−2 ) (14)
+ + ⋯}
5! 2

Putting 𝑥 = 𝑥0 , implies that 𝑢 = 0, thus

𝑑2𝑦 1 1 8
( 2 ) = 2 {∆2 𝑓−1 + ∆4 𝑓−2 + ∆6 𝑓−3 + ⋯ } (15)
𝑑𝑥 𝑥 ℎ 12 6!
0

Worked example

1. Find 𝑓 ′ (93) from the following data using Stirling’s formula.

𝑥 60 75 90 105 120
𝑓(𝑥) 28.2 38.2 43.2 40.9 37.2

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Solution
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
60 28.2
10.0
75 38.2 −5.0
5.0 −2.3
90 43.2 −7.3 8.2
−2.3 5.9
105 40.9 −1.4
−3.7
120 37.2
93−90
ℎ = 15, 𝑥0 = 90, 𝑥 = 93 and 𝑦0 = 43.2, 𝑠 = = 0.2
15

By Stirling’s formula,
𝑑𝑦 1 (∆𝑦0 + ∆𝑦−1 ) 2
(3𝑠 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 ) (4𝑠 3 − 2𝑠) 4
( ) = { + 𝑠∆ 𝑦−1 + + ∆ 𝑦−2 }
𝑑𝑥 𝑥 ℎ 2 3! 2 4!
1 (5 − 23) (3(0.2)2 − 1) (−2.3 + 5.9)
= { + (0.2)(−7.3) +
15 2 3! 2
(4(0.2)3 − 2(0.2))
+ (8.2)}
4!
1 2.7 3.168 3.0716 1
= { + (−1.46) − − }= {1.35 − 1.46 − 0.264 − 0.1257}
15 2 12 24 15
= −0.03331
Exercises
𝑑𝐼
1. The voltage 𝐸 (𝑡) in an electrical circuit obeys the equation 𝐸 (𝑡) = 𝐿 𝐷𝑡 + 𝑅𝐼 (𝑡), where 𝐿 is
the inductance and 𝑅 is the resistance. If 𝐿 = 0.05, 𝑅 = 2 and 𝐼 (𝑡) at time 𝑡 is given by the
table

𝑡 1.0 1.1 1.2 1.3 1.4

𝐼 (𝑡 ) 8.2277 7.2428 5.9908 4.5260 2.9122
𝑑𝐼
Find 𝑑𝑡 (1.2) by numerical differentiation and compute 𝐸 (1.2).

2. The deflection 𝑦, measured at various distances 𝑥 from one end of a cantilever, is given by

𝑥 0.0 0.2 0.4 0.6 0.8 1.0

𝑦 0.0000 0.0347 0.1173 0.2160 0.2987 0.3333
Find 𝑓 ′(0.55).
3. The following table gives values of the current 𝑖 in a certain 𝐿𝐶𝑅 circuit at various times 𝑡:

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𝑖 0.006 0.008 0.010 0.012 0.014

𝑡 0.02931 0.03123 0.03141 0.03054 0.02905
𝑑𝑖
Use Stirling’s formula to find 𝑑𝑡 when 𝑡 = 0.0125.

DERIVATIVES WHEN DATA IS UNEQUALLY SPACED

If the values are not equally spaced, we use Newton’s divided difference formula or the
Lagrange’s Interpolation Formula.
Differentiation based on Lagrange’s Interpolation Formula
Obtained by differentiating the Lagrange’s interpolation formula.
Differentiation based on Newton’s General Divided Differences Formula
Let 𝑓 (𝑥0 ), 𝑓 (𝑥1 ), ⋯ ⋯ , 𝑓(𝑥𝑛 ) be values of a function corresponding to the arguments
𝑥0 , 𝑥1 , ⋯ , 𝑥𝑛 with intervals 𝑥𝑖+1 − 𝑥𝑖 not necessarily equispaced.
Then, differentiating the Newton’s General Divided Differences Formula, we get

𝑓 ′(𝑥 ) = 𝑓(𝑥0 , 𝑥1 ) + {(𝒙 − 𝒙𝟎 ) + (𝒙 − 𝒙𝟏 )}𝑓(𝑥0 , 𝑥1 , 𝑥2 )

+ {(𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟐 ) + (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟐 )
+ (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 )}𝑓(𝑥0 , 𝑥1 , 𝑥2 ) + ⋯

Which is the formula for finding derivatives using Newton’s General divided difference formula.

Worked example
1. Find a polynomial satisfied by (−3,367), (−1,21), (0,7), (2, −3) and (5,1287). Use it to
evaluate 𝑓 ′(−2).
Solution
Divided difference table is

𝑥 𝑓(𝑥) ⏃𝑓(𝑥) ⏃2 𝑓(𝑥) ⏃3 𝑓(𝑥) ⏃4 𝑓(𝑥)

−3 367
−173
−1 21 53
−14 −10
0 7 3 3
−5 14
2 −3 87
430
5 1287

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𝑥0 = −3, 𝑓 (𝑥0 ) = 367, 𝑓 (𝑥0 , 𝑥1 ) = −173, 𝑓 (𝑥0 , 𝑥1 , 𝑥2 ) = 53,

𝑓 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ) = −10, 𝑓 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ) = 3

𝑓 ′(𝑥 ) = 𝑓 (𝑥0 , 𝑥1 ) + {(𝑥 − 𝑥0 ) + (𝑥 − 𝑥1 )}𝑓(𝑥0 , 𝑥1 , 𝑥2 )

+ {(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥2 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )}𝑓 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 )
+ {(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )
+ (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥3 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )}𝑓 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 )
𝑓 ′(−2) = −173 + {(−2 + 3) + (−2 + 1)}(53)
+ {(−2 + 1)(−2 − 0) + (−2 + 3)(−2 − 0) + (−2 + 3)(−2 + 1)}(−10)
+ {(−2 + 1)(−2 − 0)(−2 − 2) + (−2 + 3)(−2 − 0)(−2 − 2)
+ (−2 + 3)(−2 + 1)(−2 − 2) + (−2 + 3)(−2 + 1)(−2 − 0)}(3)
= −173 + 0 + 10 + 18
= −145
Exercises

1. Find 𝑓 ′ (1.30) from the following table

𝑥 1.10 1.20 1.35 1.80
𝑓(𝑥) 0.8912 0.9320 0.9757 0.9738
2. Using divided differences, construct 𝑃3 (𝑥) and 𝑃4 (𝑥) recursively and use the to interpolate 𝑓(2.5).
𝑥 1 1.5 2 3 3.5
𝑓(𝑥) 0 0.1761 0.3010 0.4772 0.5441
3. By means of Newton’s divided difference formula, find the value of 𝑓 ′ (−2) and 𝑓 ′ (3) form the
following table.
𝑥 −4 −1 7 0 2 5
𝑓(𝑥) 1245 33 294 5 9 1335
4. Find 𝑦 ′(3) from the following data using divided difference formula: (0, 7), (1, 13), (2, 21)
and (4, 43).

Combined Exercises
1) Using the data given in the table find (a) 𝑦 ′ (1.1), 𝑦 ′′ (1.1), (b) 𝑦 ′ (1.6) and 𝑦 ′′ (1.6):
𝑥 1.0 1.1 1.2 1.3 1.4 1.5 1.6
𝑦 7.989 8.403 8.781 9.129 9.451 9.750 10.031
2) The function 𝑦 = sin 𝑥 is tabulated in the scheme below. Find the derivatives at the points 𝑥 = 1, 𝑥 =
1.25 and 𝑥 = 0.75.
𝑥 0.7 0.8 0.9 1.0 1.1 1.2 1.3
𝑦 0.644218 0.717356 0.783327 0.841471 0.891207 0.932039 0.963558

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Numerical Methods Lec. 4

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3) Find 𝑓 ′ (1) for 𝑓(𝑥) = (1+𝑥 2) using the following data:

𝑥 1.0 1.1 1.2 1.3 1.4

𝑓(𝑥) 0.2500 0.2268 0.2066 0.1890 0.1736
4) Use Stirling formula to find the first derivative of the function 𝑦 = 2𝑒 𝑥 − 𝑥 − 1 tabulated below at
the point 𝑥 = 0.6.
𝑥 𝑦
0.4 1.5836494
0.5 1.7974426
0.6 2.0442376
0.7 2.3275054
0.8 2.6510818
Compare with the value which is 2.044238. {2.644225}
𝑑𝑦 𝑑2 𝑦
5) Find and of 𝑦 = 𝑥 1⁄3 at 𝑥 = 50, from the following table: {. 02455, −.0003}
𝑑𝑥 𝑑𝑥 2

𝑥 50 51 52 53 54 55 56
1⁄6 3.6840 3.7084 3.7325 3.7563 3.7798 3.8030 3.8259
𝑦=𝑥

6) A rod is rotating in a plane. The following table gives the angle 𝜃 (radians) through which
the rod has turned for various values of the time 𝑡 second.
𝑡 0 0.2 0.4 0.6 0.8 1.0 1.2
𝜃 0 0.12 0.49 1.12 2.02 3.20 4.67

Calculate the angular velocity and the angular acceleration of the rod, when 𝑡 = 0.2 second.

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